feat: 完善 QMT 交易模块文档和配置展示功能
- 优化前端仪表盘界面 - 添加配置文件可视化展示 - 编写 QMT 模块配置文档 - 完善项目规则体系(KiloCode)
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@@ -12,7 +12,6 @@ import pandas as pd
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def prepare_data(
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polars_df: pl.DataFrame,
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label_horizon: int = 5,
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open_col: str = "open",
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date_col: str = "trade_date",
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code_col: str = "ts_code",
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@@ -24,13 +23,13 @@ def prepare_data(
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df = polars_df.sort([code_col, date_col])
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# 获取 T+1 日的开盘价(作为买入价)
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df = df.with_columns([
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pl.col(open_col).shift(-1).over(code_col).alias("__buy_price"),
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pl.col(open_col).shift(-(1 + label_horizon)).over(code_col).alias("__sell_price"),
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]).with_columns([
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(pl.col("__sell_price") / pl.col("__buy_price") - 1).alias("label")
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]).drop(["__buy_price", "__sell_price"])
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# # 获取 T+1 日的开盘价(作为买入价)
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# df = df.with_columns([
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# pl.col(open_col).shift(-1).over(code_col).alias("__buy_price"),
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# pl.col(open_col).shift(-(1 + label_horizon)).over(code_col).alias("__sell_price"),
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# ]).with_columns([
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# (pl.col("__sell_price") / pl.col("__buy_price") - 1).alias("label")
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# ]).drop(["__buy_price", "__sell_price"])
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# 转 pandas
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df = df.to_pandas()
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