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是否支持sar #1

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Delectate opened this issue Feb 25, 2017 · 4 comments
Open

是否支持sar #1

Delectate opened this issue Feb 25, 2017 · 4 comments

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@Delectate
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很不错的项目,有两个小疑问:
1、sar函数怎么支持?到处找不到如何实现的……
2、如果能使用本地数据选股,是不是可以提速?
通达信.day .lc1数据转换为csv并不复杂:http://blog.csdn.net/liuyukuan/article/details/53560278

@cedricporter
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sar talib 有实现,后续会加进来

@cedricporter
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cedricporter commented Mar 8, 2017

2、如果能使用本地数据选股,是不是可以提速?

是的。目前增加一个本地的高速数据源,来自于 Ricequant 的 RQAlpha。可以安装 pip install rqalpha 然后 rqalpha update_bundle 后,替换 DataBackend。就可以大大加速了。

from funcat.data.rqalpha_data_backend import RQAlphaDataBackend
from funcat import *

set_data_backend(RQAlphaDataBackend("~/.rqalpha/bundle"))

@phoenixxz
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rqalphp获得的日线数据是前复权吗?可以设置吗?

@cedricporter
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最新版本的 rqalpha 的日线数据是可以动态前复权

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