即基尼系数pf_ginicoefficientpfdata,s:=arrays01代码:=,sh600000sh600028s01行业代码,arraysw101190sw108030s01比例%,array4060returnpf_ginicoefficients,…

因子的bl模型tsfactorportfoliooptimizer_blattachment,35957attachmenttitle1摘要title11bl模型,bl框架说明tsfactorportfoliooptimizer_bl,…

系统参数时间相关bk_stepinflowamountpercentbkname,td成交金额元tdtd1tdtr,金额比例%setsysparampn_date20240408t,bk_stepinflowamountpercentquot,100000inf0//返回174320985724631code,…

因子的风险平价tsfactorportfoliooptimizer_facriskparityattachment,35637attachmenttitle1摘要title11风险平价,平价框架说明tsfactorportfoliooptimizer_facriskparity,…

华夏出版社p218页black_scholescontracttype,trtd指数期权tdtd1tdtr,trtd看跌期权tdtd1tdtr,范例tcodereturnblack_scholes0,media2024-01-08_igyqnpdpfidoi2hcimage631,…

结算价*100%stockzf_settlementbegt,endt:=20240105tsetsysparampn_stockquot,quotreturnstockzf_settlementbegt,//-15649code,…

历史模拟法%risk_systemt1,td225tdtd1年定期,ov:=backupsystemparameters2setsysparampn_dateinttodate,:=nday180日期sp_time涨幅,:=nday180日期sp_time涨幅,t1t222501cy_,…

最近12个月的所得税1所得税取自,12个月的所得税注1incometax_,ov:=backupsystemparameters2setsysparampn_stocksz000002,:=incometax_1220111231,…

缺省则添加默认值portfoliobacktesting_percent_,日期41215截止日nil方向1乘数nil,niltta:=arrayportfoliobacktesting_percent_,media2024-01-08_igyqnpdpfidoi2hcimage592,media2024-01-08_igyqnpdpfidoi2hcimage593,…

media2024-03-20_wefcpvnqqtg5qgjaimage179,quotimgmt_iv_,tcodea:=array144,mt_iv_,404-01code参考,mt_iv_,…