您好,我想找到公告日前后的交易日行情,以计算公告跳空因子。公告日已经获取,然而只有公告日后的价格对的上,公告日前的行情怎么都对不上,请问是什么原因呢?(已经尝试的:1)更改获取公告日前价格函数的end_date到公告日当天、前一天,都不行;2)更改动态价格(real price=false和true),也不行;3)更换前复权、不复权、后复权,都不行。4)更换对比源(新浪、wind),都对不上。)
close_price = get_price(security=code, end_date=df.loc[code,'real_pub_date'], frequency='daily', fields=['close'], skip_paused=True, fq=None, count=1)['close'][0]
open_price = get_price(security=code, start_date=df.loc[code,'pubDate'], end_date=df.loc[code,'after_date'], frequency='daily', fields=['open'], skip_paused=True, fq=None)['open'][0]
2023-06-09