Skip to content

KDJ计算公式有误 #527

@caoxiangfish

Description

@caoxiangfish

def KDJ(df, n, m1, m2):
new_df = pd.DataFrame()
hv = df["high"].rolling(n).max()
lv = df["low"].rolling(n).min()
rsv = pd.Series(np.where(hv == lv, 0, (df["close"] - lv) / (hv - lv) * 100))
new_df["k"] = tqsdk.tafunc.sma(rsv, m1, 1)
new_df["d"] = tqsdk.tafunc.sma(new_df["k"], m2, 1)
new_df["j"] = 3 * new_df["k"] - 2 * new_df["d"]
return new_df

在ta.py文件中的KDJ计算方法中,这一行rsv = pd.Series(np.where(hv == lv, 0, (df["close"] - lv) / (hv - lv) * 100))中,hv == lv时的缺省值不应该是0,应该设置成50,设置成0会导致KDJ失真。

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions