组合-跟踪误差pf_trackingerrort1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3stockid涨幅2specstockzf3,returnpf_trackingerrort,1t涨幅2//返回,…

时间区间尾随分割qksplit_trailingbegt,endttdatetimeinc_weeksinc,monthsinc_yearsothertype,时间截止日@@inc_weeks@,_xor或者相加默认2htmtable,本年tdtrtrtd2tdtd,…

组合-信息比率pf_informationratiot1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3stockid涨幅2specstockzf3,returnpf_informationratiot,…

池名称1配合getparm_stockarr_,使用2多用于,因子计算当中pn_stockarrnamestring,范例tcodereturnpn_stockarrname//,…

组合-超额收益率pf_excessreturnt1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3stockid涨幅2specstockzf3,returnpf_excessreturnt,1t涨幅2//返回,…

组合冲击成本pf_stockliquiditycost2w,成交振幅法tdtd2tdtr,年定期利率tdtd225td,trtd2年定期,tdtd27td,范例tcodesetsysparampn_stocksz000001,行业代码quotquotb_pjrzqquot,行业代码quotquotb_pjrzqquot,…

tstrade_calccendt,quot360quot成交金额2quot360000,quot450quot成交金额2quot400000,quot序号quot20quot,quot800quot成交金额2quot510000,quotquotquotreturntstrade_calccendt,…

多空线dkx_fn,media2024-01-08_igyqnpdpfidoi2hcimage314,昨日mid+18*2日前的,17日前的mid+2*18,nday由系统参数pn_nday设置,180与系统证券pn_stock系统,…

批量委托接口tt_multiwth,order_strbatch,句柄输入@@order_str@,|多开|30332|10,|多开|30332|10,|多开|30332|10,|空平|30332|10,@@batch_no@,…

轨道线ene_fn,media2024-01-08_igyqnpdpfidoi2hcimage314,x1=x2+x32type=,nday由系统参数pn_nday设置,180与系统证券pn_stock系统,…