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endt:=20150801tsetsysparampn_stockstockid,pn_dateendt,pn_cyclecy,ndayntimedatetostrsp_timezf,ljzf:=pf_cumulativereturn,…
:=stockarrisetsysparampn_stockstockid,计算组合收益率t2:=pf_percent,…
:=stockarrisetsysparampn_stockstockid,残差标准差t2:=pf_percent,…
:=stockarrisetsysparampn_stockstockid,计算组合betat2:=pf_percent,…
:=stockarrisetsysparampn_stockstockid,计算组合alphat2:=pf_percent,…
时间with*arraypn_stockfundid,计算区间收益率indexzf:=pf_cumulativereturn,…
资产权重codesetsysparampn_cyclecy,dayr:=pf_getportfoliorate,media2024-04-18_gdwn4jnx1mhkwq0uimage1,media2024-04-18_gdwn4jnx1mhkwq0uimage2,资产组合codesetsysparampn_cyclecy,…
38309attachmentcodefunctiontsfl_tsbacktesting_,例objfcycle:=cy_day//,objgetrollingreturnbegtendtcy_month//,:=arrayresult:=tsfl_tsbacktesting_,//返回组合收益率returnpf_cumulativereturn,…
算法说明及fund_pf_,说明及函数fund_pf_,fund_pf_,…
lxlu04短纤pf,…