feat: add tdx findhigh findlow #8
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wukan1986
reviewed
Oct 9, 2022
| @@ -217,7 +217,28 @@ def densify(x): | |||
| return x | |||
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| def cos_(x): | |||
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- 这类的指标感觉 transformational 项目下更合适，与arc_cos一类的更接近
- 也有可能放在tdx下面更好，因为wq的帮助文档中没有这类函数
- 我加下划线的原因是与python内置函数冲突，没有冲突的是不建议加的
| @@ -137,3 +137,35 @@ def _bars_since_n_nb(a, n): | |||
| return 0 | |||
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| return numpy_rolling_apply([pd_to_np(cond)], timeperiod, _rolling_func_1_nb, _bars_since_n_nb, timeperiod) | |||
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| def FINDHIGH(var, n, m, t): | |||
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通达信指标很多其实是带时序滚动计算的，但您在这里是全量计算。
时序方向的全量计算会引入未来函数
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下次请pull到dev分支吧 |
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OK |
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新增了几个通达信的函数和宽表模式：