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组合-特雷诺pf_treynorratiot1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,specstockzf3indexidreturnpf_treynorratiot,…
组合-詹森pf_jensent1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_jensent,…
组合-超额收益率pf_excessreturnt1,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_excessreturnt,…
列数据的相关系数pf_corrt1,31413returnpf_corrs1,…
指标年化pf_annualformula_,与周期相关可通过pf_getdaynnmofyear得到,与周期相关可通过pf_getdaynnmofyear得到,化信息比率setsysparampn_cyclecy,…
每天的复合收益率pf_returntocumulativereturnt,%09023545returnpf_returntocumulativereturnt,…
除权后的值sys_prevclosereal,系统昨收setsysparampn_stockquot,quotsetsysparampn_dateinttodate,returnsys_prevclose//,…
有关周期只能是日线prev_settlementreal,前结算价codesetsysparampn_stockif01,pn_dateinttodate,setsysparampn_cyclecy,…
值计算总体标准差sp_stdpexp,的总体标准差setsysparampn_stocksz000002,pn_dateinttodate,returnsp_stdpclose,…
值计算样本方差sp_varexp,的样本方差setsysparampn_stocksz000002,pn_dateinttodate,returnsp_varclose,…