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zengbin93 avatar zengbin93 commented on July 4, 2024

问题出在 holds 数据中没有继续保存 bid 这个字段,这是为了节省内容。将在 0.9.29 版本修复。临时修复方式是,找到源码 czsc.traders.dummy:one_symbol_dummy,将93行注释掉。

dfh['n1b'] = (dfh['price'].shift(-1) / dfh['price'] - 1) * 10000
# dfh.drop(columns=['bid'], inplace=True)
dfh.fillna(0, inplace=True)

from czsc.

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