qlib icon indicating copy to clipboard operation
qlib copied to clipboard

WMA计算错误

Open wfh1300 opened this issue 7 months ago • 0 comments

ops计算代码中的下面这个函数不对。应该使用np.nansum(w*x) def weighted_mean(x): w = np.arange(len(x)) + 1 w = w / w.sum() return np.nanmean(w * x)

wfh1300 avatar Aug 22 '25 11:08 wfh1300