夏普比率funds_rpt_,@@实数无风险收益率%@@,endt:=20201231treturnfunds_rpt_,ratiofundsbegtendt01//0,…

tstrade_calccendt,sh204014quotquot方向quot10quot,9000000quot乘数quot10quot,比例%quot100,sh204014quotquot方向quot10quot,2400000quot乘数quot10quot,比例%quot100,10quot保证金比例%quot100,…

建议使用times_cointergration_,e-g法如下1在因变量,协整关系否则不存在times_cointergrationy,@@real@@1-alpha,置信水平一般为5%也有1,和10%数值越小,可参照eviewssetsysparampn_dateinttodate,n:=20setsysparampn_stockquot,…

k档委买率%rd_,_volb_ratiolvk,k档委买率%范例t,sp_spn,stockquotsz000001quotsp_spn,date20231030110000tsp_spn,cy_detailk:=1returnrd,…

组合-m2pf_m2t1,-09quotquot涨幅%quot1,-12quotquot涨幅%quot-,-13quotquot涨幅%quot-,-14quotquot涨幅%quot3,quot沪深300quot160880131quot,quot42138146returnpf_m2w1,沪深300quot01//返回,…

边际标准差pf_marginalvar2w,td忽略该股tdtd1tdtr,@@整数置信度%@@,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,as行业代码代码比例%fromt,returnpf_marginalvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage748,…

成份varpf_componentvar2w,td忽略该股tdtd1tdtr,@@整数置信度%@@,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,as行业代码代码比例%fromt,returnpf_componentvar2s,20111231t2009510000100,media2024-01-08_igyqnpdpfidoi2hcimage745,…

增量varpf_incrementalvar2w,td忽略该股tdtd1tdtr,@@整数置信度%@@,-metric模型tdtd1tdtr,td涨幅法tdtd1tdtr,as行业代码代码比例%fromt,returnpf_incrementalvar2s,20111231t2009510000100,…

下方标准差funds_rpt_,实数最低可接受收益率%@@,endt:=20201231treturnfunds_rpt_,sidestdfundsbegtendt01//0,…

个k线成交量占比%stock_,_nvolsharersp_cycletexpression,integerrealrsp_cycle@,k线日线时抽样cy_60m对,而言n在14之间,小时的成交量占比%sp_,pn_stocksh600000,nvolsharecy_60m-1//返回,…