风险sigmarm_sigmapdata,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quot666returnrm_sigmapdata,…

风险价值varrm_varpdata,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,confidenceinterval:=95returnrm_varpdata,…

财务数据的过程中pn_reportmode与,指标的计算则用pn_date进行,的数据时则用pn_reportmode进行,逻辑判定如下title1title21天软财务数据,更正title23setsysparampn_dateendt,字段全部数据-1所有,报告期可能多条记录1取公布,最新的数据2若1无数据,…

配利润板块为pn_bk设置,当前系统板块1总股本加权,板块的个股个数bk_retainedprofitpsreportdate,流通股本加权tdtd1tdtr,只考虑a股tdtd1tdtr,td剔除亏损tdtd1tdtr,:=inttodate20120830setsysparampn_dated,mybkquotstkarrsetsysparampn_bkmyhs300,…

配利润板块为pn_bk设置,当前系统板块1总股本加权,hlk391477206quottarget=quot_blankquot,ahtmbk_retainedprofitps_,流通股本加权tdtd1tdtr,只考虑a股tdtd1tdtr,td剔除亏损tdtd1tdtd,:=inttodate20120830setsysparampn_dated,…

2与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,real@@实数算法1boll=,…

连续最高最低选股xg_model2_,integer@@日期间隔1@@,按最低价判断tdtd1tdtr,范例tcodereturnxg_model2_,quotinttodate201401235101code//,media2024-01-08_igyqnpdpfidoi2hcimage496,…

组合var市值pf_varvsmarketvaluew,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_varvsmarketvalues,20111231t2009510000100,…

成份var贡献度pf_componentvarpercent2w,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_componentvarpercent2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage746,…

净价与系统参数pn_stockpn,商由系统参数pn_bonddataprovider给定,用户参数settlementdate给定bdv_cleanpricedbtype,提供商dbtype0中证1中债,债券净价数据setsysparampn_stocksh019405,…