区分指数与股票滚动复权口径

2026-08-24 03:19:16 +08:00
parent 869c14e2b0
commit 2013314e4f
1 changed files with 4 additions and 6 deletions
@@ -5912,12 +5912,10 @@ impl PlatformExprStrategy {
                "open",
                lookback,
            ),
-            "signal_close" => ctx.data.market_current_numeric_values(
+            "signal_close" => {
-                day.date,
+                ctx.data
-                &self.config.signal_symbol,
+                    .market_closes_up_to(day.date, &self.config.signal_symbol, lookback)
-                "close",
+            }
                lookback,
            ),
            "signal_volume" => ctx.data.market_current_numeric_values(
                day.date,
                &self.config.signal_symbol,