本帖最后由 hydra1234 于 2019-3-14 19:53 编辑
完整代码如下:
load('time.mat');
load('guozhai1812.mat');
load('guozhai1903.mat');
mspread=guozhai1903-18.4842-0.815*guozhai1812;
in=[];
out=[];
postive=0.01652;
negative=-0.02193;
shangzhisun=0.053;
xiazhisun=-0.0495;
mean_price=mean(mspread);
m=1;
while m<=length(mspread)
if mspread(m)>postive && mspread(m)
in=[in,[guozhai1903(m)-0.815*guozhai1812(m)-18.4842,m]'];
for j=m+1:length(mspread)
if mspread(j)
out=[out,[guozhai1903(j)-0.815*guozhai1812(j)-18.4842,j]'];
m=j;
break;
end
if mspread(j)>=shangzhisun
out=[out,[guozhai1903(j)-0.815*guozhai1812(j)-18.4842,j]'];
m=j;</