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COST成本怎么算的？ #60

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toolgood opened this issue Sep 18, 2024 · 0 comments

toolgood commented Sep 18, 2024

通达信 000788 导出的第一条信息如下

DATE	OPEN	CLOSE	HIGH	LOW	VOL	AMO	Capital	COST50	AMO/VOL/100
20221226	7.95	7.83	8.02	7.69	164431.1875	128830168	595987328	7.849572	7.834898595

20221226 当天分笔统计如下

价格	手	合计
7.69	66	66
7.7	3247	3313
7.71	4131	7444
7.72	3187	10631
7.73	7119	17750
7.74	4984	22734
7.75	3911	26645
7.76	7290	33935
7.77	8790	42725
7.78	11243	53968
7.79	6605	60573
7.8	5475	66048
7.81	7372	73420
7.82	5653	79073
7.83	12363	91436
7.84	4336	95772
7.85	4236	100008
7.86	2274	102282
7.87	7091	109373
7.88	7602	116975
7.89	5293	122268
7.9	4583	126851
7.91	5597	132448
7.92	7425	139873
7.93	5041	144914
7.94	2364	147278
7.95	5078	152356
7.96	1525	153881
7.97	1956	155837
7.98	1914	157751
7.99	2270	160021
8	1871	161892
8.01	2444	164336
8.02	95	164431

分笔统计的成本中位数为7.83，成本平均数为 7.83549239498639，但是COST（50）为7.849572，真是搞不明白

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