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计算准确率accuracy_scorey,truearrayy_predarray,boolsample_weightarray,y_true@,sample_weight:=array115,113echo,_true:=array0111,_pred:=array111,…
区间解禁市值bk_restrictedbanmvqjbkname,限售股份tdtd1tdtr,endt:=20250916treturnbk_restrictedbanmvqjbkname,…
解禁家数bk_restrictedbannumqjbkname,限售股份tdtd1tdtr,endt:=20250916treturnbk_restrictedbannumqjbkname,…
t板股票个数index_tbancountdoption,剔除st股tdtd1tdtr,板股票个数setsysparampn_stockquot,quotsetsysparampn_date20241010t,index_tbancount0,结果1code,…
委买率%rd_submit_,前n档位-1表全部,权tdtrtrtd1tdtd,%范例tcodesp_spn,stockquotsz000001quotsp_spn,date20231030110000tsp_spn,…
个股betarm_stockbetabdata,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quot666returnrm_stockbetabdata,…
uos与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate复权,td区间值tdtd1tdtr,mauosm值算法1th=,uosmauos11type=1返回当前,fn1n2n3m1restoresystemparametersov,…
已实现波动率%stock_rd_,rsp_cycletexpression,integerrealrsp_cycle@,时间周期相关默认为1与市场,计算已实现波动率sp_spn,_10m3//返回1074code,…
期望损失esrm_espdata,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,quotquot市值因子quot115quot,confidenceinterval:=95returnrm_espdata,…
本函数是对tsorder_futureposition进行,封装会每间隔1秒调用,本指令每间隔1秒调用,调用本函数act=1设置头寸,本指令维护头寸tsorder_futureposition_,addrbroker_idaccount,stkidstringpositionintegercancel_thresholdreal,…