基金持股统计情况fundstockcomposite_callfundarr,trtrtd占流通%tdtd,trtrtd占总股本%tdtd,@@整数排序方法1表示正,范例tcodereturnfundstockcomposite_callarray,quot20181231quot占总股本%quot0,…

日证券退市处理portfoliobacktesting_quantity_,quot到期自动平仓quot1endt:=,机电quotquot方向quot1quot数量,0quot证券类别quot1quot乘数,1quot保证金比例%quot100,保证金比例ii%quot0,核quotquot方向quot1quot数量,…

涨停股开盘涨幅%涨停个股,开盘平均涨幅%bk_,剔除st股tdtd1tdtr,实数涨停股开盘涨幅%范例t,24涨停股开盘涨幅%setsysparampn,quota股quotsetsysparampn_date20241224t,bk_ztavgopenzf0,…

多个期权隐波差%与系统,周期相关options_pcivdoptionarr,默认tdtrtrtd1tdtd,多个期权隐波差%算法多个,quotop10004416quotsetsysparampn_date20221128t,pn_cyclecy,ivmethod:=0returnoptions_pcivdoptionarr,…

列名的筛选器frameindex_filterrawkeys,filtercondstringfiltertypeuserdefinedz_valuetokeyinteger,下标值区间tdtd1tdtr,tablehtm@@dz_valuetokey@,@@整数out类型1时输出,分析@ic胜率%quotquot,…

累计回购数量占总股本%stock_,股权激励回购tdtd1tdtr,trtda股tdtd1tdtr,累计回购数量占总股本%范例t,累计回购数量占总股本%setsysparampn,stocksz000002returnstock_repurchasevolrateofyear20151201t,…

股票的隐含波动率b_sofstock_,intsxrclose_treal,期权类型整数类型0看涨1看跌@,real@@无风险年利率%实数类型,@close_@@,的隐含波动率returnb_sofstock_,…

busse-ff3模型fund_tm_,含义tdtrtrtd1tdtd,@@周无风险收益率%@@,endt:=20211014tweighttype:=1//自由,:=0043returnfund_tm_,media2026-01-26_ihpsb5731b67urbpimage14,…

涨停股今最大跌幅%昨涨停,今日最大跌幅平均值index_ztavgmaxdfdoption,剔除st股tdtd1tdtr,涨停股今最大跌幅%范例t,涨停股今最大跌幅%setsysparampn,quottsi000001quotsetsysparampn_date20241224t,index_ztavgmaxdf0,…

加权样本协方差矩阵weightedcovariance_freqa,sh000001sh000300sh600000//涨幅%矩阵returns,pf_getportfolioratestocks,endt11//,lengthreturnsw:=exp1-n,=sumwreturnweightedcovariance_freqreturns,…