change part of the logic of 'initialize' - Githubissues

quantOS-org / JAQS

http://www.quantos.org/jaqs/

Other

619 stars 343 forks source link

change part of the logic of 'initialize' #34

Open Severezh opened 6 years ago

Severezh commented 6 years ago

原initialize函数里，开盘时就获取当天高开低收数据，虽然最终没有在当天使用，但逻辑还是有点别扭。

修改为当天获取上一交易日相关数据运算，相应buffersize改为6