如上图所示,vnpy3.5版本utility里面aroon函数与vnpy2.4版本utility里面aroon函数相反,是否是写错了?望回复,感谢
2.4版本:aroon_up, aroon_down = talib.AROON(self.high, self.low, n)
3.5版本:aroon_down, aroon_up = talib.AROON(self.high, self.low, n)
如上图所示,vnpy3.5版本utility里面aroon函数与vnpy2.4版本utility里面aroon函数相反,是否是写错了?望回复,感谢
2.4版本:aroon_up, aroon_down = talib.AROON(self.high, self.low, n)
3.5版本:aroon_down, aroon_up = talib.AROON(self.high, self.low, n)
talib的AROON是先返回down再返回up的https://mrjbq7.github.io/ta-lib/func_groups/momentum_indicators.html