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价格为小数时,MyTT计算指标精度丢失

Open QGB opened this issue 2 years ago • 1 comments

In [8]: cs=pd.Series([0.0014206, 0.0014267, 0.0014481, 0.0014968, 0.0015338, 0.001553 ,
   ...:        0.0015419, 0.0015932, 0.0016061, 0.0016428, 0.0015578, 0.0016377,
   ...:        0.0016215, 0.0015671, 0.0015631, 0.0015753, 0.0015723, 0.0015584,
   ...:        0.0015552, 0.0015157, 0.0015386, 0.0015448, 0.0015455, 0.001557 ,
   ...:        0.0015842, 0.0015893, 0.0016561, 0.0018115, 0.0018354, 0.0018405])
   ...: MyTT.BOLL(cs)
Out[8]: 
(array([  nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,
          nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,
          nan, 0.002, 0.002, 0.002, 0.002, 0.002, 0.002, 0.002, 0.002,
        0.002, 0.002, 0.002]),
 array([  nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,
          nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,
          nan, 0.002, 0.002, 0.002, 0.002, 0.002, 0.002, 0.002, 0.002,
        0.002, 0.002, 0.002]),
 array([  nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,
          nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,   nan,
          nan, 0.001, 0.001, 0.001, 0.001, 0.002, 0.002, 0.002, 0.002,
        0.001, 0.001, 0.001]))

QGB avatar Jul 04 '23 13:07 QGB

改改代码,把精度提高,主要是股票没有0.0015386 这样的价格,应该是数字货币吧

mpquant avatar Jul 11 '23 03:07 mpquant