组合-信息比率pf_informationratiot1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_informationratiot,…

相对强弱指标rsi_fn,media2024-01-08_igyqnpdpfidoi2hcimage314,获取当前的时间sp_time为,nday由系统参数pn_nday设置,…

峰度与偏度pf_varkurtosisandskewnessw,fromtendsetsysparampn_stocksh000300,pn_date20180801t,pn_cyclecy,243开始日sp_time截止日sp,…

索丁诺比率pf_sortinoratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…

组合-超额收益率pf_excessreturnt1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_excessreturnt,…

rachev比率pf_rachevt1,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,nday1000截止日sp_time涨幅%,…

计算omega比率pf_omegat,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,nday1000截止日sp_time涨幅%,…

前值最长时间pf_minrecoveryperiodtp,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,nday1000截止日sp_time涨幅%,…

组合-alpha%pf_alphat1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_alphat,…

-累计收益率%pf_cumulativereturnt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,…