60m数据前复权处理后确失,变成NaN
发布于 1 个月前 作者 well847 43 次浏览 来自 报bug

win10 qa版本1.9.30 非docker 问题应该不是数据导致,因为是个例 002097/002417 问题如下

60m数据前复权处理后确失,已经执行了 save stock_xdxr

QA.QA_fetch_stock_min_adv(‘002097’,‘2020-09-22 10:30:00’,‘2020-09-23 16:00:00’,frequence=‘60min’).data 输出: 2020-09-22 11:30:00 002097 8.97 9.01 8.90 … 6806300.0 60870272.0 60min 2020-09-22 14:00:00 002097 8.98 8.99 8.91 … 4284500.0 38291584.0 60min 2020-09-22 15:00:00 002097 8.91 8.92 8.80 … 12455000.0 110199200.0 60min 2020-09-23 10:30:00 002097 8.86 8.86 8.63 … 14192600.0 123555240.0 60min 2020-09-23 11:30:00 002097 8.66 8.69 8.60 … 6528200.0 56399864.0 60min 2020-09-23 14:00:00 002097 8.63 8.71 8.57 … 7151000.0 61614064.0 60min 2020-09-23 15:00:00 002097 8.69 8.70 8.62 … 4360100.0 37753904.0 60min

QA.QA_fetch_stock_min_adv(‘002097’,‘2020-09-22 10:30:00’,‘2020-09-23 16:00:00’,frequence=‘60min’).to_qfq.data 输出: 2020-09-22 11:30:00 002097 8.970000 9.010000 … 60870272.0 60min 2020-09-22 14:00:00 002097 8.980000 8.990000 … 38291584.0 60min 2020-09-22 15:00:00 002097 8.910000 8.920000 … 110199200.0 60min 2020-09-23 10:30:00 002097 NaN NaN … 123555240.0 60min 2020-09-23 11:30:00 002097 NaN NaN … 56399864.0 60min 2020-09-23 14:00:00 002097 NaN NaN … 61614064.0 60min 2020-09-23 15:00:00 002097 NaN NaN … 37753904.0 60min

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