@rockbingo 我也想提这个问题,作者能不能看一下,我觉得这个地方确实是个BUG,用了同一天的最高价、最低价和收盘价计算波幅,遗漏了跳空高开或低开的波幅
price = attribute_history(g.security, 1, '1d',('high','low','close'))
h_l = price['high'][0]-price['low'][0]
h_c = price['high'][0]-price['close'][0]
c_l = price['close'][0]-price['low'][0]
是不是应该修正为:
price = attribute_history(g.security, 2, '1d',('high','low','close'))
h_l = price['high'][-1]-price['low'][-1]
h_c = price['high'][-1]-price['close'][-2]
c_l = price['close'][-2]-price['low'][-1]
2017-06-27