begt := 20190101T;
 
endt := 20190415T;
stocks := array('SH000001','SH000300','SH600000');
   //涨幅(%)矩阵
 
returns := pf_GetPortfolioRate(stocks,begt,endt,1)[:,1:];
   //指数函数权重
 
n := length(returns);
 
w := exp(1->n);
 
w /= sum(w);
 
return WeightedCovariance(returns, w);