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update docstring

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bxdd
2021-01-28 14:26:30 +00:00
parent ffa68fd010
commit f3eb02a0bd
1 changed files with 1 additions and 1 deletions
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examples/highfreq/highfreq_handler.py
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@@ -61,7 +61,7 @@ class HighFreqHandler(DataHandlerLP):
simpson_vwap = "($open + 2*$high + 2*$low + $close)/6" simpson_vwap = "($open + 2*$high + 2*$low + $close)/6"
def get_normalized_price_feature(price_field, shift=0): def get_normalized_price_feature(price_field, shift=0):
"""Get 0~4 column price feature ops""" """Get normalized price feature ops"""
if shift == 0: if shift == 0:
template_norm = "{0}/Ref(DayLast({1}), 240)" template_norm = "{0}/Ref(DayLast({1}), 240)"
else: else: