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yutiansut avatar yutiansut commented on July 23, 2024 1

https://github.com/yutiansut/QUANTAXIS/blob/master/QUANTAXIS/QAFetch/QATdx.py 可以参考下这个 已经写好了前后复权

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wuxin1030 avatar wuxin1030 commented on July 23, 2024 1

@yutiansut 我自己实现的是和通达信一样的递归前复权,再过程中我发现一个有趣的东西。市有关配股的复权。在不复权模式下,通达信按照实际总股本扩张的比例计算新开盘价。在前复权时,按照配股比例计算。因为并不是每个股东都会足额配股,所以其实按照实际总股本才是精确的。如果要达到这个效果就需要处理部分category=5的数据。

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zfsamzfsam avatar zfsamzfsam commented on July 23, 2024

我觉得应该整合进pytdx来才对

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wuxin1030 avatar wuxin1030 commented on July 23, 2024

yutiansut 我读了你的前复权部分,我觉得是有问题的。配股问题没处理好。可以和通达信的数据比较下。

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yutiansut avatar yutiansut commented on July 23, 2024

@wuxin1030 tdx的复权是递归前复权 我是和wind一样的收益率前复权 我和wind对过一样的 tdx的复权方式会导致早年数据为负数

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yutiansut avatar yutiansut commented on July 23, 2024

http://osnhakmay.bkt.clouddn.com/wind%E5%A4%8D%E6%9D%83%E7%AE%97%E6%B3%95.pdf 我把wind复权方法放上来了 里面对于递归前复权为什么错的进行了讨论

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leejiajun avatar leejiajun commented on July 23, 2024

@yutiansut 目前的代码为什么不提供实时复权了呢?

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