From 3ab67c6319308d73c0965c6d243d81abdd3ecf06 Mon Sep 17 00:00:00 2001 From: git <593+git@user.noreply.gitee.com> Date: Mon, 27 Oct 2025 08:18:43 +0000 Subject: [PATCH] =?UTF-8?q?=E5=9B=9E=E9=80=80=20'Pull=20Request=20!6=20:?= =?UTF-8?q?=20sdfsdf'?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- ZfAbsMean.py | 26 -------------------------- sdfdf.drawio | 19 ------------------- 2 files changed, 45 deletions(-) delete mode 100644 ZfAbsMean.py delete mode 100644 sdfdf.drawio diff --git a/ZfAbsMean.py b/ZfAbsMean.py deleted file mode 100644 index 77b654b..0000000 --- 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 cae83f4..0000000 --- a/sdfdf.drawio +++ /dev/null @@ -1,19 +0,0 @@ - - - - - - - - - - - - - - - - - - - -- Gitee