系统参数周期相关pf_incrementalstandarddeviation2w,td涨幅法tdtd1tdtr,证券i的组合标准差%剔除后,证券i的增量标准差%=组合,证券i的组合标准差%剔除后,s:=arrays01代码:=,sh600000sh600028s01行业代码,arraysw101190sw108030s01比例%,…

现金流量净额同比增长率%结果和,returntype有关板块为pn_bk设置,的简单加总和bk_operateactivitycashgrowratioreportdate,只考虑a股tdtd1tdtr,td剔除亏损tdtd1tdtr,都参与计算取值为1即剔除,当sampleselect为0或1时此,…

1当存在,赎回条款返回0cb_limitredemptionratioreal,real@@实数单位%范例t,setsysparampn_stockquot,quotreturncb_limitredemptionratio//,316%code,…

1当存在,赎回条款返回0cb_expireredemptionratioreal,real@@实数单位%范例t,setsysparampn_stockquot,quotreturncb_expireredemptionratio//,9991%code,…

组合-下跌标准差%计算小于,关键字计算同函数pf_semideviation下方,算法一样pf_stdofdownt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,日期sp_time涨幅%stockzf3return,_stdofdownt涨幅%//返回,…

组合-下方标准差%计算小于,关键字计算同函数pf_stdofdown下跌,算法一样pf_semideviationt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,日期sp_time涨幅%stockzf3return,_semideviationt涨幅%//返回,…

系统参数时间相关bk_stepinflowamountbkname,td成交金额元tdtd1tdtr,td换手率%tdtd,净流入元setsysparampn_date20240408t,bk_stepinflowamountquot,…

系统参数时间相关bk_detailsstepamountbkname,td成交金额元tdtd1tdtr,td换手率%tdtd,的成交金额和setsysparampn_date20240408t,bk_detailsstepamountquot,…

付息兑付交易数据portfoliobacktesting_quantity_,证券quotquot方向quot1quot数量,0quot浮盈率%quot26,quot2quot乘数quot1quot保证金,100quot保证金比例ii%quot0,0quot占净值比例%quot4,returnportfoliobacktesting_quantity_,…

1当存在,赎回条款返回0cb_conditionalredemptionratioreal,real@@实数单位%范例t,setsysparampn_stockquot,quotreturncb_conditionalredemptionratio//,3807%code,…