可以的,自定义的状态处理函数里,系统会保留临时变量历史数据
比如下面的写法中:
@state def multi_factor(ask_price1, ask_price2, ask_price3, ask_price4, ask_price5, ask_volume1, ask_volume2, ask_volume3, ask_volume4,ask_volume5, bid_price1, bid_price2, bid_price3, bid_price4, bid_price5, bid_volume1, bid_volume2, bid_volume3, bid_volume4, bid_volume5) { factor_1 = func_1(ask_price1, ask_price2) factor_2 = (ask_volume1, ask_volume2) factor_3 = func_3(ask_price1, ask_volume1, bid_price1, bid_volume1) factor_3_r = factor_3/mstd(factor_3, 10) return factor_1, factor_2, factor_3_r }
可以使用窗口函数处理临时变量factor_3吗,即factor_3_r = factor_3/mstd(factor_3, 10)