看跌看涨比率op_getputandcallratiostockid,endtex_endtdate,date时间@@ex_endt@,算法到日期为ex_endt日的,quotcuquot20210514t//133637606170067code,…

指标年化pf_annualformula_,td单利tdtd1tdtr,与周期相关可通过pf_getdaynnmofyear得到,iv复利v=1001+iv100ynn,与周期相关可通过pf_getdaynnmofyear得到,化信息比率setsysparampn_cyclecy,…

边际标准差pf_marginalvar2w,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_marginalvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage748,…

成份varpf_componentvar2w,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_componentvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage745,…

增量varpf_incrementalvar2w,td忽略该股tdtd1tdtr,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,fromtendreturnpf_incrementalvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage747,…

每股收益板块为pn_bk设置,当前系统板块1总股本加权,和板块个股个数bk_epsreportdate,流通股本加权tdtd1tdtr,只考虑a股tdtd1tdtr,td剔除亏损tdtd1tdtr,:=inttodate20120830setsysparampn_dated,mybkquotstkarrsetsysparampn_bkmyhs300,…

组合betaffi_pfbetaw,parrayw_barray,arraydeltaarrayrealw_p@,二维数字数组n*1@@,二维数字数组n*1@@,二维数字数组n*1@@,值范例tcodew_b:=,002x:=array1149137-,…

板块k线迭加bkvsbkkline_bknamestring,string@@字符串板块1名称@,流通股本加权tdtd1tdtr,trtd数据tdtd1tdtr,范例tcodereturnbkvsbkkline_quot申,201209260true2cy_day1,media2024-01-08_igyqnpdpfidoi2hcimage692,…

股票历史交易数据stock_periodhqbegt,td日tdtdcy_daytd,td周tdtdcy_weektd,td月tdtdcy_monthtd,td后复权tdtd1tdtr,分红送配算法tdtd1tdtr,20200101t20200110tcy_day10code,…

标准正态法pf_varbydeltanormal_,td忽略该股tdtd1tdtr,s:=arrays01代码:=,sh600000sh600028s01行业代码,arraysw101190sw108030s01比例%,array4060pf_covarianceandcorrelations,94scorscovreturnpf_varbydeltanormal_,…