的收益及标准差pf_trailingreturnt1,:=inttodate20110630setsysparampn_dateendt,:=ndayn截止日sp_time涨幅,specstockzf3indexidreturnpf_trailingreturnt,…

因子的计算中getparm_stockarr_,getbkbydatesh000905endtendsetparm_stockarrfuncb,setparm_stockarrfunca,sp_spn,stockarr_byendtsp_time1sp,stockarr_byendtsp_time1return,…

比特雷诺詹森pf_relativeperformancet1,:=inttodate20110630setsysparampn_dateendt,:=ndayn截止日sp_time涨幅,specstockzf3indexidreturnpf_relativeperformancet,…

关键字计算同函数pf_stdofdown下跌,算法一样pf_semideviationt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,ndayn日期sp_time涨幅%,…

关键字计算同函数pf_semideviation下方,算法一样pf_stdofdownt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,ndayn日期sp_time涨幅%,…

的stdevof关键字计算pf_standarddeviationt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…

的stdevof关键字计算pf_stdofupt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…

复权基准日一般与pn_rate一起,pn_ratedaystring,日的后复权setsysparampn_stocksz000002,pn_date20180905t,30datedatetostrsp_timecloseclose,…

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

程度与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,当前的时间sp_time为dates,…