feat(factor): data_adapter 补 vwap 派生列(turnover/volume,零量置null)——Alpha101 表达式 59 处引用 vwap,dbbardata 无此列 [vps]

2026-08-24 23:57:19 +08:00
parent a62013cb9c
commit ec5a55c5f7
3 changed files with 38 additions and 2 deletions
@@ -63,7 +63,7 @@ def test_convert_empty_bars():

    assert df.height == 0
    # Should still have schema defined
-    assert len(df.columns) == 9  # vt_symbol, datetime, open, high, low, close, volume, turnover, open_interest
+    assert len(df.columns) == 10  # vt_symbol, datetime, open, high, low, close, volume, turnover, open_interest, vwap


 def test_save_alpha_lab_data():