where函数

gua1=where((open_2>high_3)&(open_2>close_2)&(volume_2>volume_32)&(volume_2==ts_max(volume_2,30)),1,0) gub1=where((open_3>high_4)&(open_3>close_3)&(volume_3>volume_42)&(volume_3==ts_max(volume_3,30)),1,0) gua2=where((low_0<ta_ma(close_0,10))&(close_0>ta_ma(close_0,10))&(close_0>open_0)&(max(open_0/

问题

例如，我想获取 当天涨幅大于5% 在最近90天出现的次数？

请问，类似的特征怎么表达？

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解答

sum(where((close_0/close_1 - 1)>0.05,1,0),90)可以使用这个表达式

https://bigquant.com/experimentshare/1a32eadf7530455a8687dc85d2dd67ad

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