一直对量化的排名有点糊涂，今天搞清楚一下。df['mean'] = df['close'].rolling(n).mean() df['std'] = df['close'].rolling(n).std(ddof=0) df['upper'] = df['mean'] + 2 * df['std'] df['lower'] = df['mean'] - 2 * df['std'] df['count'] = 0 df.loc[df['close'] > df['upper'], 'count'] = 1 df.loc[df['close'] < df['lower'], 'count'] = -1 df[factor_name] = df['count'].rolling(n).sum() ('Boll_count', True, [34], 0.5), candle_begin_time symbol close 因子 Boll_count_[34] Boll_count_[34]rank Adosc[34] Adosc_[34]_rank 30 2023-03-2...
