系统参数证券代码相关newquarterlyreportdateofendt_fundendt,td季度报告期tdtd1tdtr,的最新报告期setsysparampn_stockquot,quotreturnnewquarterlyreportdateofendt_fund20200924t,…

指数计算对数收益率bk_lnzf4endt,流通股本加权tdtd1tdtr,trtda股tdtd1tdtr,收益率加权算法setsysparampn_bkquot,a股quotreturnbk_lnzf4endt,…

成交金额万元换手率%blockbigbargaindetail_iibkname,@@整数类型-1所有0,考虑主动买盘tdtd1tdtr,td成交金额标准tdtd1tdtr,范例tcodereturnblockbigbargaindetail_iiquot,20190301t20190301t093000150000-101,…

fwm为处理方法dataprocess_mfarr,codet:=arrayarray1100101,2022032000returndataprocess_mft,media2024-03-20_wefcpvnqqtg5qgjaimage54,…

一行为一组回归系数regress_ridgey,方差扩大因子法regress_ridgey,k是一个长度大于1的数组,y的岭迹regress_ridgey,@岭回归系数0到1之间的实数,为布尔类型缺省为1@@,0921210000101210121100,nireturnret:=regress_ridgey,…

暴露度算法介绍bond_nsbetasensitivitybondid,4quotbeta1quot-1quotbeta2,delta:=20returnbond_nsbetasensitivitybondid,…

indexid成份股的t-1日流通市值,比例portfoliobacktesting_indexfund_,日期型时间t-1日@,indexid成份股的t-1日流通市值,范例tcodereturnportfoliobacktesting_indexfund_,media2024-01-08_igyqnpdpfidoi2hcimage608,…

returntype决定显示模式若为1则显示,每天的复合收益率pf_returntocumulativereturnt,td累积收益率tdtd1tdtr,当天日收益率+1*1,昨日复合收益率-1*100,%09023545returnpf_returntocumulativereturnt,…

点与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate复权,real@@实数算法1dif=,…

样本进行谱系聚类cluster_systema,@@integer@@1组间,输出谱系树optionsbest1输出最优,optionstree1输出谱系,0最佳分类排列方式1每一行,best1ret1:=cluster_systema,methodsret2:=cluster_systema,refdistancerefrefcluster_kmeansref,…