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%,…

组合-标准差%计算组合,的stdevof关键字计算pf_standarddeviationt,:=inttodate20110630setsysparampn_stocksw801020,pn_dateendt,:=ndayn日期sp_time涨幅,pf_standarddeviationt涨幅%//返回,…

都认为是相等的k_crossstarezf,@@number幅度差异%@@,0非十字星形态1普通十字,的距离幅度小于3%2长,距离幅度大于等于3%3上,收盘价的幅度小于3%最低价与,十字星形态setsysparampn_stockquot,quotsetsysparampn_date20210609t,…

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,…

组合实际损益则返回1否则返回,pf_vartestw,@@整数置信度%@@,-metric模型tdtd1tdtr,td忽略该股tdtd1tdtr,正态法tdtd1tdtr,as行业代码代码比例%fromt,returnpf_vartests,…

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,…