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增加结构化策略

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兰缘小妖
2025-01-15 18:43:23 +08:00
parent a89c60227c
commit b74e33b37b
4 changed files with 139 additions and 9 deletions
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@@ -102,12 +102,12 @@
" daily_df[\"trade_date\"] = pd.to_datetime(daily_df[\"trade_date\"], format=\"%Y%m%d\")\n",
" daily_df[\"trade_date_timestamp\"] = daily_df[\"trade_date\"].astype(np.int64)\n",
" daily_df.sort_values(by=\"trade_date\", ascending=True, inplace=True)\n",
" \n",
" first = daily_df[daily_df[\"trade_date_timestamp\"] == daily_df[\"trade_date_timestamp\"].min()][\"close_qfq\"].values[0]\n",
" last = daily_df[daily_df[\"trade_date_timestamp\"] == daily_df[\"trade_date_timestamp\"].max()][\"close_qfq\"].values[0]\n",
" \n",
"\n",
" first = daily_df[daily_df[\"trade_date_timestamp\"] == daily_df[\"trade_date_timestamp\"].min()][\"close_qfq\"].values[0]\n",
" last = daily_df[daily_df[\"trade_date_timestamp\"] == daily_df[\"trade_date_timestamp\"].max()][\"close_qfq\"].values[0]\n",
"\n",
" print(first, last)\n",
" \n",
"\n",
" coefficients = np.polyfit(daily_df[\"trade_date_timestamp\"], daily_df[\"close_qfq\"], 1)\n",
"\n",
" print(coefficients)\n",