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请大神帮忙看看迁移特征是否对

由bq2rpmxe创建,最终由bq2rpmxe 被浏览 5 用户

因为要将原代码迁移到3.0平台,但对平台本来就不熟悉,整理了特征的迁移部分,请大神帮忙看看是否改对了,谢谢

ai studio1.0平台原特征 ai studio3.0新特征
rank_return_0 c_pct_rank(daily_return)
rank_return_1 c_pct_rank(m_lag(daily_return, 1))
group_rank(industry_sw_level2_0,return_1) group_rank(sw2021_level2, m_lag(close, 1) /m_lag(close, 2))
where(close_0>open_0,1,0) where(close>open,1,0)
rank((ts_max(close_0,30)-close_0)/(close_0-ts_min(close_0,30)+0.0001)) rank((ts_max(close,30)-close)/(close-ts_min(close,30)+0.0001))
(close_0-mean(close_0,5))/close_0 (close-mean(close,5))/close
volume_0/ts_max(volume_0,60) volume/ts_max(volume,60)
rank_avg_turn_3 c_pct_rank(m_avg(turn*100,4))
ta_bbands_lowerband_14_0 m_ta_bbands_l(close, timeperiod=14, nbdevup=2.0, nbdevdn=2.0, matype=0)
ta_macd_macd_12_26_9_0 m_ta_macd_dif(cn_stock_bar1d.close, fastperiod:=12, slowperiod:=26, signalperiod:=9)
ta_stoch_slowd_5_3_0_3_0_0 m_ta_kdj_d(cn_stock_bar1d.high, cn_stock_bar1d.low, cn_stock_bar1d.close, fastk_period:=5, slowk_period:=3, slowd_period:=3)
isZhangtToday=where(price_limit_status_0==3,1,0) isZhangtToday=where(line_price_limit==1,1,0)
ts_argmax(isZhangtToday,30) ts_argmax(isZhangtToday,30)

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