净值及其变化netassetweeklylist_callfundarr,trtrtd净值增长率%tdtd,@@整数排序方法1表示正,tcodereturnnetassetweeklylist_callarray,media2024-08-20_0fmbbyk83qm5rp9bimage57,…

策略的回测portfoliobacktesting_quantitypfinfodata,quot79420000quot费率%quot0,000quot多空quot100quot,quot100quot,比例%quot1,quot111600000quot费率%quot0,000quot多空quot100quot,…

以及各个风险指标black_scholes_,trtd指数期权tdtd1tdtr,trtd看跌tdtd1tdtr,real@@无风险年利率%实数类型,real@@年波动率%实数类型,@@连续分红率%实数类型,美式期权定价returnblack_scholes_,30498653001512,…

方差风险溢价方法1使用ivx,当前仅支持日线oppz_vrp1rsp,cyclenintegerrealrsp_cycle@,real@@实数单位%算法img,media2026-01-29_rhkuoltxro00kytjimage7,范例tcodesetsysparampn_stockquot,cy_5mn:=1returnoppz,…

股票占净值比例变动%基金板块,setsysparampn_bkbkname,取股票占净值比例%bk_,td全部tdtd-1tdtr,td股票型tdtd1tdtr,采取不同的加权方式1为算术平均,trtd算术平均tdtd1tdtr,股票占净值比例变动%fundarr:=,…

板块大宗交易总额比%与系统,时间板块相关bk_btinstitutionamountsumpercent2n,买入=0卖出=1@@,板块大宗交易总额比%范例t,大宗交易成交总额比%setsysparampn,上证a股quotsetsysparampn_date20201120t,bk_btinstitutionamountsumpercent22,…

级行业板块配置fund_mt_,选择0按行业默认1按板块,flgtype:=0returnfund_mt_,td占持股个数比例%tdtd,td占市场个数比例%tdtd,td占持股市值比例%tdtr,tdtd215tdtd140td,tdtd319tdtd188td,…

成交量占市场总成交量比重%当前板块,setsysparampn_bkbkname,为当前板块名称bk_volpercentbegt,trtda股tdtd1tdtr,和深证a股总成交量比重%begt:=,新建分类stkssetsysparampn_bkquot,quotreturnbk_volpercentbegt,…

股本解禁前比例%与系统,证券代码相关stock_restrictedbanandnrspercentqjbegt,限售股份tdtd1tdtr,占未流通股本比例%范例t,占未流通股本比例%setsysparampn,endt:=20250910treturnstock_restrictedbanandnrspercentqjbegt,…

板块板块净资产收益率%最近12,stocksnetequityreturn_12stockarr,只考虑a股tdtd1tdtr,31日的板块净资产收益率%最近12,:=inttodate20170930setsysparampn_dateendt,endtreturnstocksnetequityreturn_12stks,…