调整一下买入和卖出的指标

2026-07-23 17:18:12 +08:00
parent 93c19ce753
commit 30219cfbdc
2 changed files with 30 additions and 3 deletions
@@ -84,6 +84,7 @@ class FeatureEngine:
        latest = self.df.iloc[-1]
        prev = self.df.iloc[-2]
        prev_2 = self.df.iloc[-3]
+        prev_3 = self.df.iloc[-4]

        # 如果 5分钟线数据拿到了，现价以 5分钟最新收盘价为准（更接近 14:48 真实盘面）
        # 如果没拿到，退化使用日线昨日收盘（做测试用）
@@ -123,6 +124,7 @@ class FeatureEngine:
        features["cci"] = latest["cci"]
        features["prev_cci"] = prev["cci"]
        features["prev_cci_2"] = prev_2["cci"]
+        features["prev_cci_3"] = prev_3["cci"]

        history_bw = self.df["bandwidth"].iloc[-250:]
        features["bw_quantile"] = (history_bw < latest["bandwidth"]).mean()