diff --git a/examples/highfreq/highfreq_handler.py b/examples/highfreq/highfreq_handler.py index 627a32f89..be2084626 100644 --- a/examples/highfreq/highfreq_handler.py +++ b/examples/highfreq/highfreq_handler.py @@ -61,7 +61,7 @@ class HighFreqHandler(DataHandlerLP): simpson_vwap = "($open + 2*$high + 2*$low + $close)/6" def get_normalized_price_feature(price_field, shift=0): - """Get 0~4 column price feature ops""" + """Get normalized price feature ops""" if shift == 0: template_norm = "{0}/Ref(DayLast({1}), 240)" else: