{"id":2366,"date":"2025-06-21T07:35:00","date_gmt":"2025-06-20T23:35:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2366"},"modified":"2025-06-14T23:37:43","modified_gmt":"2025-06-14T15:37:43","slug":"%e8%81%aa%e6%98%8e%e9%92%b1%e6%9c%80%e6%80%95%e4%bd%a0%e7%9f%a5%e9%81%93%e8%bf%99%e4%b8%aa%e7%a7%98%e5%af%86%e5%8c%ba%e9%97%b4%ef%bc%9a%e6%b5%81%e5%8a%a8%e6%80%a7%e9%99%b7%e9%98%b1%e5%85%a8%e8%a7%a3","status":"publish","type":"post","link":"https:\/\/www.laoyulaoyu.com\/index.php\/2025\/06\/21\/%e8%81%aa%e6%98%8e%e9%92%b1%e6%9c%80%e6%80%95%e4%bd%a0%e7%9f%a5%e9%81%93%e8%bf%99%e4%b8%aa%e7%a7%98%e5%af%86%e5%8c%ba%e9%97%b4%ef%bc%9a%e6%b5%81%e5%8a%a8%e6%80%a7%e9%99%b7%e9%98%b1%e5%85%a8%e8%a7%a3\/","title":{"rendered":"\u806a\u660e\u94b1\u6700\u6015\u4f60\u77e5\u9053\u8fd9\u4e2a\u79d8\u5bc6\u533a\u95f4\uff1a\u6d41\u52a8\u6027\u9677\u9631\u5168\u89e3\u6790"},"content":{"rendered":"\n<p>\u4f5c \u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/06\/64c636ea72335513db5461b7455c9ee35fa519b8.webp\" alt=\"\" class=\"wp-image-5492\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u4e0a\u5468\u53d1\u4e86\u4e00\u7bc7\u5982\u4f55\u7528TradingView\u5de5\u5177\u7b56\u7565\u8ba9\u4f60\u907f\u5f00\u201c\u6d41\u52a8\u6027\u9677\u9631\u201d\u7684\u6587\u7ae0\uff0c\u6709\u8bfb\u8005\u79c1\u4fe1\u6211\u8bf4\u5e0c\u671b\u8fdb\u4e00\u6b65\u4e86\u89e3\u3002<strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u56e0\u4e3a\u6211\u53d1\u73b0\u5927\u90e8\u5206\u6563\u6237\u90fd\u683d\u5728\u4e86\u201c\u5047\u7a81\u7834\u201d\u4e0a\uff0c\u4e8e\u662f\u4eca\u5929\u518d\u6b21\u5347\u7ea7\u4e86\u4e00\u5957\u8bc6\u522b\u4e3b\u529b\u6d41\u52a8\u6027\u9677\u9631\u7684\u7b56\u7565\uff0c<\/mark><\/strong>\u7ed3\u5408IRL\u4e0eERL\u533a\u95f4\u5b9a\u4f4d\uff0c\u7cbe\u51c6\u6293\u51fa\u6f5c\u5728\u53cd\u8f6c\u70b9\uff0c\u8fd8\u9644\u4e0a\u5b8c\u6574\u53ef\u89c6\u5316\u4ee3\u7801\u6559\u5b66\uff0c\u65b0\u624b\u4e5f\u80fd\u770b\u61c2\uff01<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u4ec0\u4e48\u662f\u201c\u6d41\u52a8\u6027\u201d\uff1f\u4e3a\u4ec0\u4e48\u4e3b\u529b\u7231\u76ef\u7740\u5b83\uff1f<\/strong><\/h2>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>1.1 \u6563\u6237\u8001\u6389\u7684\u5751\uff1a\u4e3a\u4ec0\u4e48\u603b\u662f\u201c\u7a81\u7834\u4e70\u5165\uff0c\u7136\u540e\u88ab\u5957\u201d\uff1f<\/strong><\/h3>\n\n\n\n<h4 class=\"wp-block-heading\"><br>\u60f3\u8c61\u4e00\u4e0b\uff0c\u4f60\u5728\u7092\u67d0\u53ea\u80a1\u7968\uff0c\u773c\u770b\u80a1\u4ef7\u5728\u4e00\u4e2a\u7a84\u533a\u95f4\u6643\u60a0\uff0c\u4f60\u4fe1\u5fc3\u6ee1\u6ee1\uff0c\u5728\u201c\u652f\u6491\u4f4d\u201d\u4e0b\u65b9\u8bbe\u4e86\u4e2a\u6b62\u635f\u5355\u3002\u7ed3\u679c\uff0c\u556a\uff01\u80a1\u4ef7\u7a81\u7136\u4e0b\u8dcc\uff0c\u7cbe\u51c6\u6253\u6389\u4f60\u7684\u6b62\u635f\uff0c\u7136\u540e\u7acb\u9a6c\u62c9\u56de\u53bb\u3002\u4f60\u4e00\u8138\u61f5\uff0c\u94b1\u6ca1\u4e86\uff0c\u80a1\u4ef7\u5374\u8dd1\u4e86\uff01<\/h4>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u6b65\u9aa4<\/th><th>\u5e84\u5bb6\u884c\u4e3a<\/th><th>\u6563\u6237\u53cd\u5e94<\/th><\/tr><\/thead><tbody><tr><td>1<\/td><td>\u53d1\u73b0$240\u6709\u5927\u91cf\u6b62\u635f\u5355<\/td><td>\u5728$240\u8bbe\u6b62\u635f<\/td><\/tr><tr><td>2<\/td><td>\u7528\u5927\u5355\u7838\u7a7f$240<\/td><td>\u89e6\u53d1\u6b62\u635f\u88ab\u8feb\u5356\u51fa<\/td><\/tr><tr><td>3<\/td><td>\u4f4e\u4ef7\u63a5\u8d27\u53cd\u5411\u505a\u591a<\/td><td>\u61ca\u607c\u8ffd\u9ad8<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\u8fd9\u5c31\u662f\u4e3b\u529b\u8d44\u91d1\u7684\u201c\u6d41\u52a8\u6027\u4ef7\u683c\u9677\u9631\u201d\u3002\u7b80\u5355\u8bf4\uff0c<strong>\u6d41\u52a8\u6027<\/strong>\u5c31\u662f\u5e02\u573a\u91cc\u7b49\u7740\u6210\u4ea4\u7684\u8ba2\u5355\uff0c\u6bd4\u5982\u4f60\u7684\u6b62\u635f\u5355\u3001\u6302\u5355\u3002\u8fd9\u4e9b\u8ba2\u5355\u5c31\u50cf\u78c1\u94c1\uff0c\u5438\u5f15\u80a1\u4ef7\u8fc7\u53bb\u3002\u4e3b\u529b\u8d44\u91d1\u5c31\u50cf\u730e\u4eba\uff0c\u4e13\u95e8\u627e\u8fd9\u4e9b\u8ba2\u5355\u5bc6\u96c6\u7684\u5730\u65b9\u4e0b\u624b\u3002<\/p>\n\n\n\n<p>\u6563\u6237\u5f80\u5f80\u770b\u4e0d\u6e05\u8fd9\u4e9b\u5173\u952e\u70b9\u4f4d\uff0c\u800c\u4e3b\u529b\u8d44\u91d1\u6709\u201c\u900f\u89c6\u773c\u201d\uff0c\u77e5\u9053\u4f60\u7684\u6b62\u635f\u5355\u85cf\u5728\u54ea\u91cc\u3002\u4ed6\u4eec\u4f1a\u63a8\u80a1\u4ef7\u5230\u8fd9\u4e9b\u70b9\u4f4d\uff0c\u89e6\u53d1\u4f60\u7684\u6b62\u635f\uff0c\u7136\u540e\u53cd\u5411\u64cd\u4f5c\u8d5a\u5927\u94b1\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1.2 \u4ec0\u4e48\u662fIRL\u548cERL\uff1f<\/strong><\/h3>\n\n\n\n<p>\u6211\u4eec\u5148\u4e0d\u8bb2\u590d\u6742\u7406\u8bba\uff0c\u5c31\u4e00\u53e5\u8bdd\u8bb0\u4f4f\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u6982\u5ff5<\/th><th>\u5168\u79f0<\/th><th>\u4f5c\u7528<\/th><th>\u533a\u57df\u4f4d\u7f6e<\/th><th>\u542b\u4e49<\/th><\/tr><\/thead><tbody><tr><td>IRL\uff08\u5185\u76d8\uff09<\/td><td>Internal Range Liquidity<\/td><td>\u5185\u90e8\u6d41\u52a8\u6027\u533a<\/td><td>\u9707\u8361\u533a\u95f4\u5185\u90e8<\/td><td>\u4e3b\u529b\u63a7\u76d8\u533a\uff0c\u5047\u52a8\u4f5c\u591a<\/td><\/tr><tr><td>ERL\uff08\u5916\u76d8\uff09<\/td><td>External Range Liquidity<\/td><td>\u5916\u90e8\u6d41\u52a8\u6027\u533a<br><\/td><td>\u533a\u95f4\u4e0a\u4e0b\u65b9<\/td><td>\u4e3b\u529b\u771f\u6b63\u5403\u8d27\u3001\u6d17\u76d8\u7684\u5730\u65b9<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p><strong>\u6838\u5fc3\u601d\u60f3\u662f\uff1a<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u627e\u51fa\u4e00\u6bb5\u65f6\u95f4\u5185\u7684\u4ef7\u683c\u9707\u8361\u533a\u57df\uff08IRL\uff09\uff1b<\/li>\n\n\n\n<li>\u5206\u6790\u4ef7\u683c\u4e0a\u4e0b\u65b9\u54ea\u4e9b\u533a\u57df\u79ef\u7d2f\u4e86\u6700\u591a\u7684\u6210\u4ea4\u91cf\uff08ERL\uff09\uff1b<\/li>\n\n\n\n<li>\u5f53\u4ef7\u683c\u9760\u8fd1\u8fd9\u4e9b\u201c\u673a\u6784\u6700\u5173\u6ce8\u201d\u7684\u6d41\u52a8\u6027\u4f4d\u7f6e\u65f6\uff0c\u6211\u4eec\u5c31\u5f00\u59cb\u51c6\u5907\u4ea4\u6613\u3002<\/li>\n<\/ol>\n\n\n\n<p><strong>\u4f18\u52bf\uff1a<\/strong><\/p>\n\n\n\n<p>\u2705 \u80fd\u770b\u6e05\u4e3b\u529b\u610f\u56fe\u3002<br>\u2705 \u63d0\u524d\u53d1\u73b0\u5047\u7a81\u7834\u3002<br>\u2705 \u914d\u5408K\u7ebf\u4fe1\u53f7\u66f4\u5f3a\u5927\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u8fd1\u6218\u6b66\u5668\u4e0e\u8fdc\u7a0b\u72d9\u51fb<\/strong><\/h2>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>2.1 \u5185\u76d8\u5173\u952e\u70b9\uff1a\u4e3b\u529b\u8d44\u91d1\u7684\u201c\u8fd1\u6218\u6b66\u5668\u201d<\/strong><\/h3>\n\n\n\n<p>\u5185\u76d8\u5173\u952e\u70b9\u662f\u8fd1\u671f\u4ef7\u683c\u9707\u8361\u533a\u95f4\u7684\u6700\u9ad8\u70b9\u548c\u6700\u4f4e\u70b9\u3002\u8fd9\u91cc\u7684\u6b62\u635f\u5355\u6700\u591a\uff0c\u6bd4\u5982\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8ffd\u6da8\u7684\u6563\u6237\u5728\u9ad8\u70b9\u4e0a\u65b9\u8bbe\u4e70\u5355\u3002<\/li>\n\n\n\n<li>\u5bb3\u6015\u4e8f\u635f\u7684\u6563\u6237\u5728\u4f4e\u70b9\u4e0b\u65b9\u8bbe\u5356\u5355\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u4e3b\u529b\u8d44\u91d1\u4f1a\u63a8\u80a1\u4ef7\u5230\u8fd9\u4e9b\u70b9\u4f4d\uff0c\u89e6\u53d1\u6b62\u635f\uff0c\u7136\u540e\u53cd\u5411\u64cd\u4f5c\u3002\u6bd4\u5982\uff0c\u80a1\u4ef7\u8dcc\u7834\u4f4e\u70b9\uff0c\u89e6\u53d1\u5356\u5355\u540e\uff0c\u4e3b\u529b\u4e70\u5165\uff0c\u80a1\u4ef7\u8fc5\u901f\u62c9\u5347\u3002<\/p>\n\n\n\n<p><strong>\u5982\u4f55\u627e\u5230\u5185\u76d8\u5173\u952e\u70b9\uff1f<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u9009\u4e00\u4e2a\u65f6\u95f4\u7a97\u53e3\uff08\u6bd4\u598220\u5929\uff09\u3002<\/li>\n\n\n\n<li>\u627e\u51fa\u8fd9\u6bb5\u65f6\u95f4\u7684\u6700\u9ad8\u4ef7\uff08\u5185\u76d8\u9ad8\u70b9\uff09\u548c\u6700\u4f4e\u4ef7\uff08\u5185\u76d8\u4f4e\u70b9\uff09\u3002<\/li>\n<\/ol>\n\n\n\n<p><strong>\u4e3e\u4f8b<\/strong>\uff1a\u4ee5\u82f9\u679c\u516c\u53f8\uff08AAPL\uff092024\u5e743\u670815\u65e5\u7684\u6570\u636e\u4e3a\u4f8b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6700\u8fd120\u5929\u6700\u9ad8\u4ef7\uff1a$189.75\uff08\u5185\u76d8\u9ad8\u70b9\uff09<\/li>\n\n\n\n<li>\u6700\u8fd120\u5929\u6700\u4f4e\u4ef7\uff1a$179.85\uff08\u5185\u76d8\u4f4e\u70b9\uff09<\/li>\n\n\n\n<li>\u533a\u95f4\u5bbd\u5ea6\uff1a$189.75 &#8211; $179.85 = $9.90<\/li>\n<\/ul>\n\n\n\n<p>\u8fd9\u4e2a\u533a\u95f4\u5c31\u662f\u4e3b\u529b\u7684\u201c\u8fd1\u6218\u72e9\u730e\u573a\u201d\uff01<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2.2 \u5916\u76d8\u5173\u952e\u70b9\uff1a\u4e3b\u529b\u8d44\u91d1\u7684\u201c\u8fdc\u7a0b\u72d9\u51fb\u201d<\/strong><\/h3>\n\n\n\n<p>\u5916\u76d8\u5173\u952e\u70b9\u662f\u5386\u53f2\u9ad8\u4ea4\u6613\u91cf\u533a\u57df\uff0c\u901a\u5e38\u5728\u9707\u8361\u533a\u95f4\u4e4b\u5916\u3002\u8fd9\u4e9b\u70b9\u4f4d\u5f80\u5f80\u662f\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5386\u53f2\u91cd\u8981\u652f\u6491\u6216\u963b\u529b\u4f4d\u3002<\/li>\n\n\n\n<li>\u5927\u91cf\u6563\u6237\u6b62\u635f\u5355\u5806\u79ef\u7684\u5730\u65b9\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u4e3b\u529b\u4f1a\u63a8\u80a1\u4ef7\u7a81\u7834\u9707\u8361\u533a\u95f4\uff0c\u4e13\u95e8\u53bb\u201c\u72d9\u51fb\u201d\u8fd9\u4e9b\u5386\u53f2\u70b9\u4f4d\u7684\u6b62\u635f\u5355\u3002\u6bd4\u5982\uff0c\u7a81\u7834\u9ad8\u70b9\u540e\uff0c\u89e6\u53d1\u8ffd\u6da8\u8005\u7684\u4e70\u5355\uff0c\u7136\u540e\u8fc5\u901f\u4e0b\u8dcc\u3002<\/p>\n\n\n\n<p><strong>\u5982\u4f55\u627e\u5230\u5916\u76d8\u5173\u952e\u70b9\uff1f<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u7528\u6210\u4ea4\u91cf\u5206\u6790\uff0c\u627e\u5230\u9ad8\u4ea4\u6613\u91cf\u7684\u4ef7\u683c\u533a\u57df\u3002<\/li>\n\n\n\n<li>\u7b5b\u9009\u51fa\u9ad8\u4e8e\u5185\u76d8\u9ad8\u70b9\u6216\u4f4e\u4e8e\u5185\u76d8\u4f4e\u70b9\u7684\u533a\u57df\u3002<\/li>\n<\/ol>\n\n\n\n<p><strong>\u4e3e\u4f8b<\/strong>\uff1a\u82f9\u679c\u516c\u53f83\u5e74\u6570\u636e\u5206\u6790\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/06\/image-35-1024x351.png\" alt=\"\" class=\"wp-image-5493\"\/><\/figure>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5f53\u524d\u80a1\u4ef7\uff1a$185.50<\/li>\n\n\n\n<li>\u5185\u76d8\u9ad8\u70b9\uff1a$189.75<\/li>\n\n\n\n<li>\u5185\u76d8\u4f4e\u70b9\uff1a$179.85<\/li>\n\n\n\n<li>\u5916\u76d8\u9ad8\u70b9\uff1a$195.50\uff08\u5386\u53f2\u9ad8\u6210\u4ea4\u91cf\u963b\u529b\u4f4d\uff09<\/li>\n\n\n\n<li>\u5916\u76d8\u4f4e\u70b9\uff1a$175.25\uff08\u5386\u53f2\u9ad8\u6210\u4ea4\u91cf\u652f\u6491\u4f4d\uff09<\/li>\n<\/ul>\n\n\n\n<p>\u4e0a\u8868\u662f\u82f9\u679c\u516c\u53f8\u5173\u952e\u70b9\u6570\u636e\u5206\u6790\u8868\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th><strong>\u70b9\u4f4d\u7c7b\u578b<\/strong><\/th><th><strong>\u4ef7\u683c<\/strong><\/th><th><strong>\u6210\u4ea4\u91cf\uff08\u767e\u4e07\uff09<\/strong><\/th><th><strong>\u7279\u70b9<\/strong><\/th><\/tr><\/thead><tbody><tr><td>\u5185\u76d8\u9ad8\u70b9<\/td><td>$189.75<\/td><td>&#8211;<\/td><td>\u8fd1\u671f\u6700\u9ad8\u4ef7\uff0c\u4e70\u5355\u5bc6\u96c6<\/td><\/tr><tr><td>\u5185\u76d8\u4f4e\u70b9<\/td><td>$179.85<\/td><td>&#8211;<\/td><td>\u8fd1\u671f\u6700\u4f4e\u4ef7\uff0c\u5356\u5355\u5bc6\u96c6<\/td><\/tr><tr><td>\u5916\u76d8\u9ad8\u70b9<\/td><td>$195.50<\/td><td>92.1<\/td><td>\u5386\u53f2\u963b\u529b\uff0c\u8ffd\u6da8\u6b62\u635f\u5355<\/td><\/tr><tr><td>\u5916\u76d8\u4f4e\u70b9<\/td><td>$175.25<\/td><td>85.2<\/td><td>\u5386\u53f2\u652f\u6491\uff0c\u6050\u614c\u5356\u5355<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u624b\u628a\u624b\u4ee3\u7801\u6559\u5b66<\/strong><\/h2>\n\n\n\n<p>\u522b\u6015\u4ee3\u7801\uff01\u6211\u628a\u590d\u6742\u903b\u8f91\u7b80\u5316\u6210\u7b80\u5355\u6b65\u9aa4\uff0c\u7528Python\u5e2e\u4f60\u627e\u5230\u5185\u76d8\u548c\u5916\u76d8\u5173\u952e\u70b9\uff0c\u8fd8\u80fd\u753b\u51fa\u6f02\u4eae\u7684K\u7ebf\u56fe\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/06\/image-36.png\" alt=\"\" class=\"wp-image-5495\"\/><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>Step 1\uff1a\u5bfc\u5165\u5de5\u5177\u5305<\/strong><\/h3>\n\n\n\n<p>\u5b89\u88c5Python\u5e93\uff1ayfinance\uff08\u83b7\u53d6\u80a1\u7968\u6570\u636e\uff09\u3001pandas\uff08\u6570\u636e\u5904\u7406\uff09\u3001numpy\uff08\u8ba1\u7b97\uff09\u3001plotly\uff08\u753b\u56fe\uff09\u3001scipy\uff08\u7edf\u8ba1\u5206\u6790\uff09\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>import yfinance as yf\nimport pandas as pd\nimport numpy as np\nimport plotly.graph_objects as go\nfrom scipy.stats import zscore\n<\/code><\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>Step 2\uff1a\u83b7\u53d6\u6570\u636e<\/strong><\/h3>\n\n\n\n<p>\u83b7\u53d6\u4e09\u5e74\u65e5K\u7ebf\u6570\u636e\uff08\u4ee5\u82f9\u679cAAPL\u4e3a\u4f8b\uff09<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>ticker = \"AAPL\"\ndata = yf.download(ticker, period=\"3y\", interval=\"1d\")<span style=\"background-color: initial; font-family: inherit; font-size: inherit; text-align: initial;\"><\/span><\/code><\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>Step 3\uff1a\u8bc6\u522b\u6d41\u52a8\u6027\u5bc6\u96c6\u533a<\/strong><\/h3>\n\n\n\n<p>\u7528Volume Profile + Z-score\u8fdb\u884c\u7b5b\u9009<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>def calculate_liquidity_zones(df, window=20, threshold=1.5):\ndf = df.copy()\n    bin_size = df&#91;'Close'].std() * 0.005\n    df&#91;'price_bin'] = (df&#91;'Close'] \/ bin_size).round() * bin_size\n\n    volume_profile = df.groupby('price_bin')&#91;'Volume'].sum()\n    z_scores = zscore(volume_profile)\n    return volume_profile&#91;abs(z_scores) &gt; threshold].sort_index()\n<\/code><\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>Step 4\uff1a\u8ba1\u7b97 IRL \u548c ERL<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code><code>lookback_period = 20\nrecent_data = data.iloc&#91;-lookback_period:]\nconsolidation_high = recent_data&#91;'High'].max()\nconsolidation_low = recent_data&#91;'Low'].min()\n\nirl_high, irl_low = consolidation_high, consolidation_low\n\nerl_high_zones = liquidity_zones&#91;liquidity_zones.index &gt; irl_high]\nerl_low_zones = liquidity_zones&#91;liquidity_zones.index &lt; irl_low]\n\nerl_high = erl_high_zones.idxmax() if not erl_high_zones.empty else data&#91;'High'].max()\nerl_low = erl_low_zones.idxmax() if not erl_low_zones.empty else data&#91;'Low'].min()\n<\/code><\/code><\/pre>\n\n\n\n<p>\u2705 IRL = \u5185\u76d8\u5173\u952e\u70b9\uff1a\u752820\u5929\u6570\u636e\u627e\u51fa\u6700\u9ad8\u4ef7\u548c\u6700\u4f4e\u4ef7\u3002<br>\u2705 ERL = \u5916\u76d8\u5173\u952e\u70b9\uff1a\u7528\u6210\u4ea4\u91cf\u5206\u6790\uff0c\u627e\u51fa\u5386\u53f2\u9ad8\u6210\u4ea4\u91cf\u533a\u57df\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>Step 5\uff1a\u53ef\u89c6\u5316<\/strong><\/h3>\n\n\n\n<p>\u7528Plotly\u753bK\u7ebf\u56fe\uff0c\u6807\u6ce8\u5185\u76d8\u548c\u5916\u76d8\u70b9\u4f4d\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/06\/image-35-1024x351.png\" alt=\"\" class=\"wp-image-5493\"\/><\/figure>\n\n\n\n<pre class=\"wp-block-code\"><code><code>fig = go.Figure()\nfig.add_trace(go.Candlestick(\n    x=data.index,\n    open=data&#91;'Open'], high=data&#91;'High'],\n    low=data&#91;'Low'], close=data&#91;'Close'],\n    name='\u4ef7\u683c'\n))\n\n# \u6807\u51faIRL\nfig.add_shape(\n    type=\"rect\",\n    x0=data.index&#91;-lookback_period], x1=data.index&#91;-1],\n    y0=irl_low, y1=irl_high,\n    fillcolor=\"LightSkyBlue\", opacity=0.3, layer=\"below\"\n)\n\n# \u6807\u51faERL\u9ad8\u4f4e\u70b9\nfig.add_trace(go.Scatter(x=&#91;data.index&#91;0], data.index&#91;-1]], y=&#91;erl_high]*2,\n                         mode='lines', name='ERL High (\u4e70\u5355\u5bc6\u96c6\u533a)',\n                         line=dict(color='white', dash='dash')))\n\nfig.add_trace(go.Scatter(x=&#91;data.index&#91;0], data.index&#91;-1]], y=&#91;erl_low]*2,\n                         mode='lines', name='ERL Low (\u5356\u5355\u5bc6\u96c6\u533a)',\n                         line=dict(color='yellow', dash='dash')))\n\nfig.show()<\/code><\/code><\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u5b9e\u6218\u5efa\u8bae<\/strong><\/h2>\n\n\n\n<h3 class=\"wp-block-heading\"><br><strong>4.1 \u53cd\u6740\u4e09\u62db\uff1a\u4ece\u730e\u7269\u53d8\u730e\u4eba<\/strong><\/h3>\n\n\n\n<p>\u5f53\u4ef7\u683c\u9760\u8fd1\u8fd9\u4e9b\u533a\u57df\uff0c\u6211\u4eec\u53ef\u4ee5\u8fd9\u6837\u64cd\u4f5c\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u7b56\u7565<\/th><th>\u9002\u7528\u573a\u666f<\/th><th>\u5177\u4f53\u64cd\u4f5c<\/th><th>\u6b62\u635f\u8bbe\u7f6e<\/th><\/tr><\/thead><tbody><tr><td>\u5b88\u682a\u5f85\u5154<\/td><td>IRL\u533a\u95f4\u9707\u8361<\/td><td>\u5728IRL\u5e95\u4e70\u5165\uff0c\u9876\u5356\u51fa<\/td><td>\u8d85\u51faIRL\u8303\u56f4<\/td><\/tr><tr><td>\u8bf7\u541b\u5165\u74ee<\/td><td>\u7a81\u7834IRL\u65f6<\/td><td>\u7b49\u4ef7\u683c\u56de\u8e29\u518d\u8fdb\u573a<\/td><td>\u53cd\u65b9\u5411ERL<\/td><\/tr><tr><td>\u87b3\u8782\u6355\u8749<\/td><td>ERL\u533a\u57df<\/td><td>\u5728ERL\u4f4d\u53cd\u5411\u5f00\u5355<\/td><td>\u524d\u9ad8\/\u4f4e\u70b9<\/td><\/tr><\/tbody><\/table><figcaption class=\"wp-element-caption\"><strong>\u7b56\u7565\u5bf9\u6bd4\u8868<\/strong><\/figcaption><\/figure>\n\n\n\n<p>\u26a0\ufe0f \u63d0\u9192\uff1a\u8fd9\u4e0d\u662f\u4fe1\u53f7\u7b56\u7565\uff0c\u800c\u662f\u201c\u80cc\u666f\u5224\u65ad\u201d\u7b56\u7565\uff0c\u53ef\u642d\u914dK\u7ebf\u4fe1\u53f7\uff08Pin bar\u3001Doji\uff09\u4f7f\u7528\uff0c\u6548\u679c\u66f4\u597d\u3002<\/p>\n\n\n\n<p><strong>\u7ecf\u5178\u6848\u4f8b<\/strong>\uff1a<br>&#8220;\u4eca\u5e74\u6bd4\u7279\u5e01\u5728\u5916\u76d8\uff08ERL\uff09\u9ad8\u4f4d\u65f6\u8fde\u7eed3\u6b21\u5047\u7a81\u7834\uff0c\u7528\u8fd9\u4e2a\u7b56\u7565\u6bcf\u6b21\u80fd\u8d5a8%+&#8221;\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4.2 \u907f\u5751\u6307\u5357<\/strong><\/h3>\n\n\n\n<p>\u4e0b\u9762\u4e09\u70b9\u662f<strong>90%\u65b0\u624b\u4f1a\u72af\u7684\u9519<\/strong>\uff0c\u5e0c\u671b\u6211\u7684\u8bfb\u8005\u80fd\u591f\u907f\u514d\u3002<\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li>\u274c \u628a\u6b62\u635f\u8bbe\u5728\u6574\u6570\u4f4d\uff08\u5982$100\uff09\u3002<br>\u2705 \u6539\u6210$100.37\u8fd9\u79cd\u5947\u602a\u6570\u5b57\u3002<br><\/li>\n\n\n\n<li>\u274c \u4e0d\u770b\u6210\u4ea4\u91cf\u5c31\u4e0b\u5355\u3002<br>\u2705 \u5fc5\u987b\u786e\u8ba4\u8be5\u4ef7\u4f4d\u6709&#8221;\u5de8\u91cf\u5806\u79ef&#8221;\u3002<br><\/li>\n\n\n\n<li>\u274c \u88ab\u626b\u6b62\u635f\u540e\u7acb\u523b\u53cd\u5411\u64cd\u4f5c\u3002<br>\u2705 \u7b49\u5f85\u81f3\u5c1130\u5206\u949f\u518d\u5224\u65ad\u3002<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e94\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>IRL+ERL\u8fd9\u5957\u7b56\u7565\uff0c\u4e0d\u662f\u795e\u5947\u6307\u6807\uff0c\u4f46\u80fd\u8ba9\u4f60\u8bfb\u61c2\u201c\u4e3b\u529b\u601d\u7ef4\u201d\u3002\u6bcf\u4e00\u6b21\u5047\u7a81\u7834\u80cc\u540e\uff0c\u90fd\u662f\u5728\u9a97\u4f60\u7684\u53cd\u5e94\u2014\u2014\u800c\u4f60\u5b66\u4f1a\u8fd9\u5957\u65b9\u6cd5\u540e\uff0c\u5c31\u53ef\u4ee5\u53cd\u624b\u6293\u4f4f\u4ed6\u4eec\u7684\u7834\u7efd\u3002\u4e3b\u529b\u5403\u8089\u65f6\uff0c\u6211\u4eec\u8981\u5b66\u4f1a\u559d\u6c64\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u7528\u6700\u8fd1\u9707\u8361\u533a\u786e\u5b9a IRL\uff08\u5185\u90e8\u63a7\u76d8\u533a\uff09\uff1b<\/li>\n\n\n\n<li>\u7528\u6210\u4ea4\u91cf\u9ad8\u5bc6\u533a\u627e\u51fa ERL\uff08\u4e3b\u529b\u4f0f\u51fb\u533a\uff09\uff1b<\/li>\n\n\n\n<li>\u642d\u914d\u4ef7\u683c\u884c\u4e3a\uff0c\u53d1\u73b0\u201c\u9677\u9631\u70b9\u201d\uff1b<\/li>\n\n\n\n<li>\u7b56\u7565\u7ed3\u6784\u6e05\u6670\uff0c\u4ee3\u7801\u5b8c\u6574\u53ef\u89c6\u5316\uff1b<\/li>\n\n\n\n<li>\u65b0\u624b\u53cb\u597d\uff0c\u9002\u5408\u5b9e\u76d8\u8bad\u7ec3\u3002<\/li>\n<\/ul>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/06\/1749912924763-742x1024.png\" alt=\"\" class=\"wp-image-5494\"\/><\/figure>\n\n\n\n<p>\u5feb\u8bd5\u8bd5\u8fd9\u5957\u7b56\u7565\u5de5\u5177\u5427\uff01\u9700\u8981\u5b8c\u6574\u6e90\u4ee3\u7801\u8bf7\u540e\u53f0\u7559\u8a00\uff01<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><em>\u8bfb\u5230\u6700\u540e\uff0c\u5e0c\u671b\u8fd9\u7bc7\u6587\u7ae0\u4e3a\u60a8\u5e26\u6765\u4e86\u65b0\u7684\u542f\u53d1\u548c\u5b9e\u7528\u7684\u77e5\u8bc6\uff01\u5982\u679c\u89c9\u5f97\u6709\u5e2e\u52a9\uff0c\u8bf7\u4e0d\u541d\u70b9\u8d5e\u548c\u5206\u4eab\uff0c\u60a8\u7684\u652f\u6301\u662f\u6211\u6301\u7eed\u521b\u4f5c\u7684\u52a8\u529b\u3002\u795d\u60a8\u6295\u8d44\u987a\u5229\uff0c\u6536\u76ca\u957f\u8679\uff01\u5982\u679c\u5bf9\u6587\u4e2d\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u6b22\u8fce\u7559\u8a00\uff0c\u6211\u4f1a\u5c3d\u5feb\u56de\u590d\uff01<\/em><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"has-text-align-center\">\u672c\u6587\u5185\u5bb9\u4ec5\u9650\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/www.laoyulaoyu.com\/index.php\/2025\/06\/21\/%e8%81%aa%e6%98%8e%e9%92%b1%e6%9c%80%e6%80%95%e4%bd%a0%e7%9f%a5%e9%81%93%e8%bf%99%e4%b8%aa%e7%a7%98%e5%af%86%e5%8c%ba%e9%97%b4%ef%bc%9a%e6%b5%81%e5%8a%a8%e6%80%a7%e9%99%b7%e9%98%b1%e5%85%a8%e8%a7%a3\/\">Continue reading<span class=\"screen-reader-text\">\u806a\u660e\u94b1\u6700\u6015\u4f60\u77e5\u9053\u8fd9\u4e2a\u79d8\u5bc6\u533a\u95f4\uff1a\u6d41\u52a8\u6027\u9677\u9631\u5168\u89e3\u6790<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[4,5,6],"class_list":{"0":"post-2366","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"hentry","6":"category-aiinvest","7":"tag-ai","9":"tag-6","10":"entry"},"_links":{"self":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2366","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=2366"}],"version-history":[{"count":2,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2366\/revisions"}],"predecessor-version":[{"id":2368,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2366\/revisions\/2368"}],"wp:attachment":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=2366"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=2366"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=2366"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}