9337cca8b6f43bd7f780c980b4ca6f044bc8774d,QUANTAXIS/QAAnalysis/QAAnalysis_signal.py,,ma30_cross_func,#Any#,422

Before Change

    MA30_CROSS_SX_Integral = Timeline_Integral_with_cross_before(MA30_CROSS_SX)
    
    MA30_CROSS = pd.DataFrame(columns=["MA30_CROSS", "MA30_CROSS_JX", "MA30_CROSS_SX", "MA30_TP_CROSS_JX", "MA30_TP_CROSS_SX"], index=data.index)
    MA30_CROSS.loc[MA30_CROSS_JX == 1, "MA30_CROSS"] = 1
    MA30_CROSS.loc[MA30_CROSS_SX == 1, "MA30_CROSS"] = -1
    MA30_CROSS["MA30_CROSS_JX"] = Timeline_Integral_with_cross_before(MA30_CROSS_JX)
    MA30_CROSS["MA30_CROSS_SX"] = Timeline_Integral_with_cross_before(MA30_CROSS_SX)
    

After Change

    MA30_CROSS = MA30_CROSS.assign(MA30=MA30)
    MA30_CROSS["MA30_CROSS_JX"] = CROSS(MA5, MA30)
    MA30_CROSS["MA30_CROSS_SX"] = CROSS(MA30, MA5)
    MA30_CROSS["MA30_CROSS"] = np.where(MA30_CROSS["MA30_CROSS_JX"].values == 1, 1, np.where(MA30_CROSS["MA30_CROSS_SX"].values == 1, -1, 0))
    MA30_CROSS["MA30_CROSS_JX"] = Timeline_Integral_with_cross_before(MA30_CROSS["MA30_CROSS_JX"])
    MA30_CROSS["MA30_CROSS_SX"] = Timeline_Integral_with_cross_before(MA30_CROSS["MA30_CROSS_SX"])
    
    // MA30 前29个是 NaN，处理会抛出 Warning，使用 [29:] 则不会计算 NaN，相应的 return_index+29

Instances