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