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CROSS函数计算结果处理错误，修正建议 #36

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ghost0917 opened this issue Aug 19, 2022 · 2 comments
Open

CROSS函数计算结果处理错误，修正建议 #36

ghost0917 opened this issue Aug 19, 2022 · 2 comments

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@ghost0917
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def CROSS(S1, S2): # 判断向上金叉穿越 CROSS(MA(C,5),MA(C,10)) 判断向下死叉穿越 CROSS(MA(C,10),MA(C,5))
return np.concatenate(([False], np.logical_not((S1>S2)[:-1]) & (S1>S2)[1:])) # 不使用0级函数,移植方便 by jqz1226

改成：
def CROSS(S1, S2): # 判断向上金叉穿越 CROSS(MA(C,5),MA(C,10)) 判断向下死叉穿越 CROSS(MA(C,10),MA(C,5))
return np.concatenate(([False], np.logical_not((S1 > S2)[:-1]) & (S1 > S2)[1:].reset_index(drop=True)))
@tgmnb
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tgmnb commented Sep 11, 2023

我也遇到这个问题，修正有效

@hotwind2015
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计算结果确实与同花顺的有出入，改成如下代码后，结果一致了：

def CROSS(S1, S2):                  
    res = pd.Series(S1) > pd.Series(S2)
    return ((res == True) & (res.shift(-1) == False)).shift()

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@ghost0917 @hotwind2015 @tgmnb