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有bug,几个指标计算不对,附修改方案 #105

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myhhub opened this issue Apr 11, 2023 · 0 comments
Open

有bug,几个指标计算不对,附修改方案 #105

myhhub opened this issue Apr 11, 2023 · 0 comments

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@myhhub
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myhhub commented Apr 11, 2023

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)
@myhhub myhhub changed the title 有bug,几个指标计算不对 有bug,几个指标计算不对,附修改方案 Apr 11, 2023
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