HBS-3908: add bonds yield_<1|30|365>_days #325
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fellainthewagon
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fellainthewagon
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Oct 27, 2023
dsazonov-tv
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Oct 30, 2023
links/bond_yield.pine.link
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| countOfBars1DayAgoBond = fastSearchN(time, dayAgoYield, dayYield) | ||
| countOfBars1MonthAgoBond = fastSearchN(time, monthAgoYield, monthYield) | ||
| countOfBars1YearAgoBond = fastSearchN(time, yearAgoYield, yearYield) | ||
| bondYield1 = request.security(bondTickerIDYield, timeframe.period, close[countOfBars1DayAgoBond], ignore_invalid_symbol=true) |
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клоуз бонда уже и есть его yield. нам не надо дозапрашивать новый тикер, а надо просто делать close - close[period], чтобы получить ченж по доходности.
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так сделал чтобы отфильтровать не Y символы, на сколько я вижу там всегда пара. Например KR30 и KR30Y, BE04 и BE04Y, etc. Но ты говоришь, что чендж надо? В задаче просто close[period] же нет?
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ой, сорри, да - только close[period]
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bonds yields:
- "close_1_days_back"
- "close_30_days_back"
- "close_365_days_back"