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…o refraction-ray-master
| @@ -0,0 +1,46 @@ | |||
| import logging | |||
| df = df.reset_index(drop=True) | ||
| df = df[df["date"] <= yesterdayobj()] | ||
| #df = df[df["date"] <= yesterdayobj()] | ||
| df = df[df["date"] <= today_obj()] |
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info 文件里的改动我建议在 PR 里去掉，因为为了开发方便，依赖于”数据只更新到昨天”逻辑的地方非常多，不确定只单独将这一个地方改到可以更新当日数据会不会出其他潜在 issue
| lastrow = tmpprice.iloc[iid] | ||
| newhigh = tmpprice.loc[tmpprice.loc[:,'drawdown']>=-0.0001,:] | ||
| beginrow = newhigh.loc[newhigh['date']<=lastrow['date'],:].iloc[-1] | ||
| return beginrow['date'],lastrow['date'],lastrow['drawdown'] |
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这个计算的是单日回撤而不是一个时间段的最大回撤？drawdown 列的定义是 L222，计算的是相较前一日的回撤百分比或0（当日新高）。那返回的某一列的 drawdown 值似乎对应了单日回撤？
| code=code, tomorrow=int(tomorrow_ts() * 1000), count=count, type_=type_ | ||
| ), | ||
| cookies={"xq_a_token": get_token()}, | ||
| cookies={"xq_a_token": get_token()[0],"u":get_token()[1]}, |
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该文件中还涉及雪球实时数据和 bar 数据函数的爬取，是否也应该更新 cookies 添加 “u”
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修改了max_drawdown算法，加快计算速度。
修改了雪球API接口参数