util package
¶
Submodules
¶
util.holiday module
¶
util.holiday.
dt_generator
(
start
,
end
)
[源代码]
¶
util.holiday.
fetch
(
dt
)
[源代码]
¶
util.holiday.
get_holiday
(
start_date
:
datetime.datetime
,
end_date
:
datetime.datetime
)
→
set
[源代码]
¶
util.transformer module
¶
util.transformer.
vwap_calc
(
df
:
pandas.core.frame.DataFrame
,
period
:
List
[
int
]
)
→
float
[源代码]
¶
计算给定时段的成交量加权平均价
Args:
df: 格式: open high low close volume period: 时段
Returns: vwap
util.util module
¶
Module contents
¶
A
导航
Contents:
Backtest
src
Related Topics
Documentation overview
快速搜索