{"id":342,"date":"2024-05-06T14:27:03","date_gmt":"2024-05-06T06:27:03","guid":{"rendered":"https:\/\/blog.alltick.co\/?p=342"},"modified":"2025-04-28T15:18:53","modified_gmt":"2025-04-28T07:18:53","slug":"flash-crash","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/flash-crash\/","title":{"rendered":"Flash Crash \u95ea\u5d29\u7b56\u7565"},"content":{"rendered":"\n<p>&#8220;\u95ea\u5d29&#8221;\u7b56\u7565\u662f\u4e00\u79cd\u57fa\u4e8e\u77ed\u671f\u4ea4\u6613\u7684\u7b56\u7565\uff0c\u5b83\u6e90\u81ea\u4e8e\u7ecf\u5178\u4ea4\u6613\u4e66\u7c4d\u300a\u80a1\u7968\u5927\u4f5c\u624b\u56de\u5fc6\u5f55\u300b\u4e2d\u6770\u897f\u00b7\u5229\u5f17\u83ab\u5c14\uff08Jesse Livermore\uff09\u7684\u7ecf\u9a8c\u548c\u6545\u4e8b\u3002\u8fd9\u672c\u4e66\u662f\u5229\u5f17\u83ab\u5c14\u5173\u4e8e\u4ed6\u5728\u80a1\u7968\u5e02\u573a\u4e2d\u7684\u4ea4\u6613\u7ecf\u5386\u548c\u5fc3\u5f97\u7684\u81ea\u4f20\uff0c\u88ab\u5e7f\u6cdb\u8ba4\u4e3a\u662f\u80a1\u7968\u4ea4\u6613\u9886\u57df\u7684\u7ecf\u5178\u4e4b\u4f5c\u3002<\/p>\n\n\n\n<p>&#8220;\u95ea\u5d29&#8221;\u7b56\u7565\u7684\u6838\u5fc3\u601d\u60f3\u662f\u5229\u7528\u80a1\u7968\u4ef7\u683c\u7684\u5feb\u901f\u4e0b\u8dcc\u6765\u8fdb\u884c\u77ed\u671f\u4ea4\u6613\u3002\u6839\u636e\u5229\u5f17\u83ab\u5c14\u7684\u63cf\u8ff0\uff0c\u4ed6\u89c2\u5bdf\u5230\u5f53\u80a1\u7968\u4ef7\u683c\u51fa\u73b0\u6025\u5267\u4e0b\u8dcc\u65f6\uff0c\u901a\u5e38\u4f1a\u6709\u4e00\u6bb5\u65f6\u95f4\u7684\u53cd\u5f39\uff0c\u8fd9\u4e3a\u4ed6\u63d0\u4f9b\u4e86\u5feb\u901f\u8fdb\u51fa\u5e02\u573a\u7684\u673a\u4f1a\u3002<\/p>\n\n\n\n<p>\u5229\u5f17\u83ab\u5c14\u901a\u8fc7\u89c2\u5bdf\u5e02\u573a\u4e2d\u7684\u4ef7\u683c\u548c\u6210\u4ea4\u91cf\uff0c\u4ee5\u53ca\u5bf9\u5e02\u573a\u60c5\u7eea\u7684\u5224\u65ad\uff0c\u5bfb\u627e\u80a1\u7968\u4ef7\u683c\u95ea\u5d29\u7684\u673a\u4f1a\u3002\u5f53\u4ed6\u53d1\u73b0\u80a1\u7968\u4ef7\u683c\u6025\u5267\u4e0b\u8dcc\uff0c\u5e76\u4e14\u9884\u8ba1\u4f1a\u6709\u4e00\u5b9a\u7a0b\u5ea6\u7684\u53cd\u5f39\u65f6\uff0c\u4ed6\u4f1a\u5728\u53cd\u5f39\u65f6\u5356\u51fa\u80a1\u7968\uff0c\u7136\u540e\u5728\u4ef7\u683c\u518d\u6b21\u4e0b\u8dcc\u65f6\u91cd\u65b0\u4e70\u5165\u3002\u8fd9\u6837\uff0c\u4ed6\u53ef\u4ee5\u5728\u77ed\u671f\u5185\u591a\u6b21\u4e70\u5356\u540c\u4e00\u53ea\u80a1\u7968\uff0c\u4ece\u4e2d\u83b7\u5229\u3002<\/p>\n\n\n\n<p>&#8220;\u95ea\u5d29&#8221;\u7b56\u7565\u7684\u5173\u952e\u662f\u51c6\u786e\u5224\u65ad\u80a1\u7968\u4ef7\u683c\u7684\u53cd\u5f39\u70b9\u548c\u518d\u6b21\u4e0b\u8dcc\u7684\u65f6\u673a\u3002\u5229\u5f17\u83ab\u5c14\u901a\u8fc7\u5bf9\u5e02\u573a\u7684\u7ec6\u81f4\u89c2\u5bdf\u548c\u5bf9\u5e02\u573a\u5fc3\u7406\u7684\u7406\u89e3\uff0c\u4ee5\u53ca\u5bf9\u80a1\u7968\u4ef7\u683c\u8d8b\u52bf\u548c\u6ce2\u52a8\u7684\u5206\u6790\uff0c\u9010\u6e10\u57f9\u517b\u4e86\u5bf9\u4ef7\u683c\u53d8\u52a8\u7684\u654f\u611f\u6027\u3002<\/p>\n\n\n\n<p>\u7136\u800c\uff0c\u9700\u8981\u6ce8\u610f\u7684\u662f\uff0c&#8221;\u95ea\u5d29&#8221;\u7b56\u7565\u5b58\u5728\u4e00\u5b9a\u7684\u98ce\u9669\uff0c\u56e0\u4e3a\u80a1\u7968\u4ef7\u683c\u7684\u53cd\u5f39\u548c\u4e0b\u8dcc\u5e76\u4e0d\u603b\u662f\u53ef\u9884\u6d4b\u7684\uff0c\u5e02\u573a\u60c5\u7eea\u548c\u5176\u4ed6\u56e0\u7d20\u53ef\u80fd\u5bfc\u81f4\u4ef7\u683c\u53d8\u52a8\u7684\u4e0d\u786e\u5b9a\u6027\u3002\u56e0\u6b64\uff0c\u5728\u5b9e\u9645\u5e94\u7528\u4e2d\uff0c\u9700\u8981\u7ed3\u5408\u98ce\u9669\u7ba1\u7406\u548c\u5176\u4ed6\u5206\u6790\u5de5\u5177\u6765\u589e\u52a0\u4ea4\u6613\u7684\u6210\u529f\u6982\u7387\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>Java\u4ee3\u7801\u793a\u4f8b<\/strong><\/h2>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"java\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import java.util.ArrayList;\nimport java.util.List;\n\npublic class FlashCrashStrategyDemo {\n\n    public static void main(String[] args) {\n        List&lt;Double> priceData = new ArrayList&lt;>();  \/\/ \u5047\u8bbe\u8fd9\u91cc\u662f\u80a1\u7968\u4ef7\u683c\u7684\u5386\u53f2\u6570\u636e\n\n        \/\/ \u586b\u5145\u80a1\u7968\u4ef7\u683c\u6570\u636e\uff08\u793a\u4f8b\u4e2d\u4f7f\u7528\u968f\u673a\u751f\u6210\u7684\u6570\u636e\uff09\n        for (int i = 0; i &lt; 100; i++) {\n            double price = generateRandomPrice();\n            priceData.add(price);\n        }\n\n        \/\/ \u6267\u884c\u95ea\u5d29\u7b56\u7565\n        flashCrashStrategy(priceData);\n    }\n\n    \/\/ \u751f\u6210\u968f\u673a\u80a1\u7968\u4ef7\u683c\uff08\u793a\u4f8b\u4e2d\u4f7f\u75280\u5230100\u4e4b\u95f4\u7684\u968f\u673a\u6570\uff09\n    private static double generateRandomPrice() {\n        return Math.random() * 100;\n    }\n\n    \/\/ \u95ea\u5d29\u7b56\u7565\u5b9e\u73b0\n    private static void flashCrashStrategy(List&lt;Double> priceData) {\n        double threshold = 0.1;  \/\/ \u8bbe\u5b9a\u95ea\u5d29\u7684\u4ef7\u683c\u4e0b\u8dcc\u9608\u503c\n\n        for (int i = 1; i &lt; priceData.size(); i++) {\n            double currentPrice = priceData.get(i);\n            double previousPrice = priceData.get(i - 1);\n\n            if (previousPrice - currentPrice >= threshold) {\n                \/\/ \u53d1\u751f\u95ea\u5d29\uff0c\u89e6\u53d1\u4ea4\u6613\u4fe1\u53f7\n                System.out.println(\"Flash crash detected! Sell stocks.\");\n                \/\/ \u5728\u8fd9\u91cc\u53ef\u4ee5\u6267\u884c\u76f8\u5e94\u7684\u5356\u51fa\u64cd\u4f5c\n            } else if (currentPrice - previousPrice >= threshold) {\n                \/\/ \u53d1\u751f\u53cd\u5f39\uff0c\u89e6\u53d1\u4ea4\u6613\u4fe1\u53f7\n                System.out.println(\"Bounce back detected! Buy stocks.\");\n                \/\/ \u5728\u8fd9\u91cc\u53ef\u4ee5\u6267\u884c\u76f8\u5e94\u7684\u4e70\u5165\u64cd\u4f5c\n            }\n        }\n    }\n}<\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>Python\u4ee3\u7801\u793a\u4f8b<\/strong><\/h2>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"python\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import random\n\ndef generate_random_price():\n    return random.uniform(0, 100)\n\ndef flash_crash_strategy(price_data):\n    threshold = 0.1  # \u8bbe\u5b9a\u95ea\u5d29\u7684\u4ef7\u683c\u4e0b\u8dcc\u9608\u503c\n\n    for i in range(1, len(price_data)):\n        current_price = price_data[i]\n        previous_price = price_data[i - 1]\n\n        if previous_price - current_price >= threshold:\n            # \u53d1\u751f\u95ea\u5d29\uff0c\u89e6\u53d1\u4ea4\u6613\u4fe1\u53f7\n            print(\"Flash crash detected! Sell stocks.\")\n            # \u5728\u8fd9\u91cc\u53ef\u4ee5\u6267\u884c\u76f8\u5e94\u7684\u5356\u51fa\u64cd\u4f5c\n        elif current_price - previous_price >= threshold:\n            # \u53d1\u751f\u53cd\u5f39\uff0c\u89e6\u53d1\u4ea4\u6613\u4fe1\u53f7\n            print(\"Bounce back detected! Buy stocks.\")\n            # \u5728\u8fd9\u91cc\u53ef\u4ee5\u6267\u884c\u76f8\u5e94\u7684\u4e70\u5165\u64cd\u4f5c\n\ndef main():\n    price_data = []  # \u5047\u8bbe\u8fd9\u91cc\u662f\u80a1\u7968\u4ef7\u683c\u7684\u5386\u53f2\u6570\u636e\n\n    # \u586b\u5145\u80a1\u7968\u4ef7\u683c\u6570\u636e\uff08\u793a\u4f8b\u4e2d\u4f7f\u7528\u968f\u673a\u751f\u6210\u7684\u6570\u636e\uff09\n    for _ in range(100):\n        price = generate_random_price()\n        price_data.append(price)\n\n    # \u6267\u884c\u95ea\u5d29\u7b56\u7565\n    flash_crash_strategy(price_data)\n\nif __name__ == \"__main__\":\n    main()<\/pre>\n","protected":false},"excerpt":{"rendered":"<p>&#8220;\u95ea\u5d29&#8221;\u7b56\u7565\u662f\u4e00\u79cd\u57fa\u4e8e\u77ed\u671f\u4ea4\u6613\u7684\u7b56\u7565\uff0c\u5b83\u6e90\u81ea\u4e8e\u7ecf\u5178\u4ea4\u6613\u4e66\u7c4d\u300a\u80a1\u7968\u5927\u4f5c\u624b\u56de\u5fc6\u5f55\u300b\u4e2d\u6770\u897f\u00b7&#8230;<\/p>\n","protected":false},"author":1,"featured_media":344,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-342","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/342","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=342"}],"version-history":[{"count":2,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/342\/revisions"}],"predecessor-version":[{"id":345,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/342\/revisions\/345"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/344"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=342"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=342"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=342"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}