关于SQL 函数抽取数据有误的问题。

由bqp8687s创建，最终由bqp8687s更新于2024-09-12 06:13 被浏览 9 用户

代码

import dai
import pandas as pd


sql = f"""
select date , instrument ,sw2021_level2 , m_avg(turn,40) as turn_40avg , m_nanstd(daily_return,40) as volatility_40 , m_regr_slope(daily_return,return_000001SH,40) as bate_40
from cn_stock_prefactors
where st_status = 0 and suspended = 0
ORDER BY 'date'
"""
df = dai.query(sql,filters={'date':['2022-05-10','2022-11-01']}).df()

结果

问题

都是40天的窗口周期，但是出现结果的时间不一样， m_nanstd(daily_return,40) as volatility_40 第三天出数据， m_avg(turn,40) as turn_40avg第40天出数据，m_regr_slope(daily_return,return_000001SH,40) as bate_40第41天出数据。老师能说一下问题所在吗？