带状态机的几个流动性分析

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1. 短端资金压力

   //@version=6
   indicator("Realtime Liquidity 1 - Front End Funding Proxy", overlay=false)
   
   tfInput = input.timeframe("", "Timeframe, blank = chart")
   tf = tfInput == "" ? timeframe.period : tfInput
   lb = input.int(5, "Lookback bars")
   
   symSR3 = input.symbol("CME:SR31!", "3M SOFR Futures")
   symZQ  = input.symbol("CBOT:ZQ1!", "Fed Funds Futures")
   symZT  =…