diff --git a/ZfAbsMean.py b/ZfAbsMean.py deleted file mode 100644 index 77b654bc45a3f2d71adcf2522704db9ed612445a..0000000000000000000000000000000000000000 --- a/ZfAbsMean.py +++ /dev/null @@ -1,26 +0,0 @@ -# -*- coding: utf-8 -*- -""" -中性策略框架 | 邢不行 | 2024分享会 -author: 邢不行 -微信: xbx6660 -""" -import numpy as np - -""" -波动因子 -""" -def signal(*args): - df = args[0] - n = args[1] - factor_name = args[2] - - df['均价'] = (df['close'] + df['high'] + df['low']) / 3 - - df['涨跌幅'] = df['均价'].pct_change() - df['振幅'] = (df['high'] - df['low']) / df['open'] - df['振幅'] = np.where(df['涨跌幅'] > 0, df['振幅'], 0) - df['振幅均值'] = df['振幅'].rolling(n, min_periods=1).mean() - - df[factor_name] = df['振幅均值'].rolling(n, min_periods=1).rank(ascending=True, pct=True) - - return df diff --git a/sdfdf.drawio b/sdfdf.drawio deleted file mode 100644 index cae83f4cea02891fb7bbe0d39fc1aff573c734f2..0000000000000000000000000000000000000000 --- a/sdfdf.drawio +++ /dev/null @@ -1,19 +0,0 @@ - - - - - - - - - - - - - - - - - - -