日调仓记录portfoliobacktesting_indexfund_,pfinfodatatablearrayindexidstringprevendt,权重数据库格式@@indexid@@,日期型时间@@r@@,交易-输出quotportfoliobacktesting_indexfund_,pfinfodatash00030039086rreturnr,…

日的事件效应指标stock_eventeffecteventday,窗窗口日@@indexid@@,累计超额收益率setsysparampn_stockquot,quotsetsysparampn_date20230426t,:=3indexid:=quot,:=2indicatorrelativetype:=0r:=stock,…

21模型简介famafrench_regress_,stockidstringindexidstringendt,个股收益rp@@indexid@@,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,+h*hml+r*rmw,stockid:=quotsz000002quotindexid:=quot,…

famafrench固定间隔回归famafrench_regress_,stockidstringindexidstringendt,个股收益rp@@indexid@@,+h*hml+r*rmw,f7quottarget=quot_blankquot,stockid:=quotsz000002quotindexid:=quot,…

:=inttodate20131220setsysparampn_dateendt,nday10timedatetostrsp_timeclose,endt_:=datetostr,deletefromrwheretime,endt_returnr,5的数据deleteindexarrindexidmerge模型,…

logintest=functionget_valuestock,=batchcallcget_values,key=sattentionforriniter,printattentionrkeyattention,skey=sforriniter,printrkeyr,tsappserverservice=cserver_list2,…

有默认列表一般不变indexid:=sh000300,a股daydata:=ts_stylefactorday,factorsindexidriskfreeratefillnan,name+strt//文件名称r:=data,name标准因子表thenr截止日::,path+fname+csvr//导出,…

rsplit=csplit=indexidstockname,有csi000059全r成长,有csi000060全r价值,有sh000059全r成长,有sh000060全r价值,…

fund_mt_,rdateintegerindexidstringreal,在指定指数上万rdate@@,@整数报告期@@indexid@@,300上的总市值coderdate:=20210331,quotsh000300quotreturnfund_mt_,rdateindexidcode返回,…

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