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干货-选币系统-选币因子

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Created: 2022-02-12 11:13:58
Last modified: 4 years ago
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Python
import numpy as np
from scipy.stats import norm
from sklearn import preprocessing
import json

#计算波动率因子值
def GetAtrFactorService(records):
    atrlength = 14
    atrs = TA.ATR(records, atrlength)
    acs = sorted(range(len(atrs)), key=lambda k: atrs[k])
    ac = acs[-1]
    arr_mean = np.mean(acs)
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