板块指数自定义权重manybkskline_iiuserdefarr,指数首日收盘tdtd-1td,代码sz000001名称平安银行比例%40代码,名称浦发银行比例%30代码,名称万科a比例%30return,_iiuserdefarrsh000001-1inttodate,inttodate20120918cy_day1,…

净委买率%rd_,整数前n档位-1表,real净委买率%范例t,sp_spn,stockquotsz000001quotsp_spn,date20231030110000tsp_spn,cyclecy_detailn,…

委买量变化率%rd_,整数前n档位-1表,委买量变化率%范例t,sp_spn,stockquotsz000001quotsp_spn,date20231030110000tsp_spn,cyclecy_detailn,…

加权样本协方差矩阵weightedcovariance_freqa,sh000001sh000300sh600000//涨幅%矩阵returns,pf_getportfolioratestocks,returnsw:=exp1-nw,sumwreturnweightedcovariance_freqreturns,…

获取userdbname表提取涨幅%字段数据,十的数据fp_userdbuserdbname,范例tcodesetsysparampn_stocksz000001,pn_cyclecy,daysetsysparampn_date20180801t,日期sp_time涨幅%stockzdf3savetable,…

万股成交金额万元换手率%blockbigbargaindetail_,int@@整数类型-1所有,范例tcodereturnblockbigbargaindetail_iiquot,quot20190301t20190301t093000150000-10,quotfile=quotmedia2024-01-,…

系统参数周期相关pf_componentstandarddeviationpercent2,协方差covij=sumyi-meanyi,yj-meanyj,yi-15,sw108030s01比例%:=array,60setsysparampn_cyclecy,dayreturnpf_componentstandarddeviationpercent2,…

凸显因子stvstock_pv_,endtdatetimenintegerthreshold_rreal,测算期数@@threshold_r@,@实数类型收益率阈值%小于10,20230602tn:=20threshold_r:=,quotfile=quotmedia2026-01-,…

变量之间的相关性corr_canonicalx,yarrayalphafloatstandarize_choiceinteger,显著性检验@@standarize_choice@,处理后数据范围是-11,quotfile=quotmedia2024-03-,quotfile=quotmedia2024-03-,…

指数风格指数等indexes_hqindexes,tdtrtrtd涨幅%tdtd,tdtrtrtd振幅%tdtd,trtd名称tdtd-1td,返回指数列表在20201231-20211231期间,sz399107sh000016quotreturnindexes_hqs,quotfile=quotmedia2024-04-,…