Open myhhub opened 1 year ago
具体参见:https://github.com/myhhub/InStock
1.要把成交量的单位从手变成股,否则涉及volume的指标都错
data["volume"] = data["volume"].values * 100
2.stockstats的boll指标计算不准确
data.loc[:, 'boll_ub'], data.loc[:, 'boll'], data.loc[:, 'boll_lb'] = tl.BBANDS(data['close'].values, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
3.stockstats的cci指标计算不准确,它的典型价采用均价(总额/成交量)
data.loc[:, 'cci'] = tl.CCI(data['high'].values, data['low'].values, data['close'].values, timeperiod=14)
4.stockstats的mfi指标计算错误
data.loc[:, 'mfi'] = tl.MFI(data['high'].values, data['low'].values, data['close'].values, data['volume'].values, timeperiod=14)
具体参见:https://github.com/myhhub/InStock
1.要把成交量的单位从手变成股,否则涉及volume的指标都错
2.stockstats的boll指标计算不准确
3.stockstats的cci指标计算不准确,它的典型价采用均价(总额/成交量)
4.stockstats的mfi指标计算错误