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fix(MAPatternStrategy): 修正计算最近平均变化的逻辑

- 更新 `calculate_recent_average_change` 函数,增加对价格变化百分比的绝对值处理,以更关注涨跌幅度而非方向,提升策略的准确性和实用性。
maxfeng 1 maand geleden
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0be3a65f82
1 gewijzigde bestanden met toevoegingen van 1 en 1 verwijderingen
  1. 1 1
      Lib/future/MAPatternStrategy_v002.py

+ 1 - 1
Lib/future/MAPatternStrategy_v002.py

@@ -1458,7 +1458,7 @@ def calculate_recent_average_change(security, days=5):
     closes = history['close']
     if len(closes) < days + 1:
         return None
-    pct_changes = closes.pct_change().dropna()
+    pct_changes = closes.pct_change().dropna().abs() # 取绝对值,更关心涨跌幅度而不是方向
     if len(pct_changes) < days:
         return None
     return pct_changes.iloc[-days:].mean()