-01-10cb_rh,-01-10cb_delta,-01-10cb_theta,-01-10cb_gammaelasticity,01-10cb_deltaelasticity,01-10cb_vegaelasticity,01-10cb_thetaelasticity2,01-10cb_gammaelasticity2,…

25803attachmenttitle1摘要title11可转债估值,可转债风险指标算法说明1delta相关,-19title2新增faqcb_delta2,-10-13title21可转债风险,…

-15文档新增title21新增,-09文档发布title21价格和,研究1期限研究,债券最高价在最低价后1年内出现,3天软相关函数1cb_alldateandpricedata,期限和价格数据2cb_allqjmrtomcdata,卖出阈值数据信息3cb_qjpricendayratedata,…

存在以下三种数据情况1有些是,发送的比如pricesectional_,是映射的比如sectional_yclosesectional,每一条记录的sectional_open字段,…

法与系统股票pn_stock有关,行权处理tdtd1暂不支持,法得到的满足现金流1+y,日的到期收益率setsysparampn_stockquot,quotreturnbondyieldtomaturity_ii100,收益率codeendt:=20171228tprice:=102,setsysparampn_stockquot,…

模型代码title2codefunctionstock_timesharingmovingaverage,成交价%%@paramstockvarchar股票代码,ov:=backupsystemparameters2setsysparampn_cyclecy,timeofdateas交易时间priceas价格,…

持仓量title2测试数据源title21分钟线,行情数据codesetsysparampn_cyclecy,dateastradedaystockidstocknamepricevolsectional,beginwith*arraypn_cyclecy,staticspecspecdaterefsectionopeninterest1endtstockid,…

手续费元手tdtd1tdtr,手续费元手setsysparampn_stockcu1404,10//交易张数price:=3000,交易价格setsysparampn_stockcu1404,0fee1:=vol1*price*contractunit,…

的pos参数为-1设置为,o2writefilerwrawtxtf-1lengths,ifret=1thenreturn,:=array2strarraystockiddatepriceamountmacd,o2writefilerwrawtxtf-1lengthhstr,stocksdobeginsetsysparampn_stockstockid,…

的pos参数为-1设置为,o2writefilerwrawfilepath-1lengthcsvstr,ifret=1thenreturn,stocksdobeginsetsysparampn_stockstockid,date:=datetimetostrrd-1ti,imacd:=floatnmacd_macd_,…