参考文章: 商品期货「订单流」系列文章(三):供需失衡和堆积带
/*backtest start: 2024-07-25 09:00:00 end: 2024-07-31 23:00:00 period: 1m basePeriod: 1m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] mode: 1 args: [["contract","SA888"],["stopWin",10],["stopLoss",10]] */ var longSignal = false var shortSignal = false