业绩延续性funds_rpt_,fundsarraybegtdatetimeendt,stringfeatureintegerzbqktypeintegerindexidstringrf,数组基金序列@@begt@@,周期根据指定周期划分begt至endt,tbodytablehtm@@indexid@@,…

周期有关selectstockindexstocksarraybegttdatetimeendt,buycondexpsressionsellcondexpressionindexidstringshowtype,分割股票列表@@begt@@,策略卖出条件@@indexid@@,范例tcodesetsysparampn_cyclecy,…

收益率和组合收益率portfoliobacktesting_benchmarkreturnindexid,ttablearraytablearrayindexid@@,收益率%0022portfoliobacktesting_benchmarkreturnsh000300,media2024-01-08_igyqnpdpfidoi2hcimage612,…

:=20241018t//指定日begt:=incyear,有默认列表一般不变indexid:=sh000300,因子attentiondays:=markettradedayqkbegtendtfor,a股daydata:=ts_stylefactorday,factorsindexidriskfreeratefillnan,…

指数成分权重stocks_indexstocksweightindexid,endttdatetimebooleanindexid@@,成分权重数据returnstocks_indexstocksweightquot,…

策略验证tradingstrategybybk2bknamesarraybegttdatetimeendt,分割板块列表@@begt@@,验证截止时间@@indexid@@,quotsh000001quotquotbk_uppercent3+,bk_uppercent31,refbk_uppercent32,…

21模型简介famafrench_regress_,stockidstringindexidstringendt,个股收益rp@@indexid@@,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,stockid:=quotsz000002quotindexid:=quot,…

分级有四级stocks_indexindustryweightindexid,industrytypeintegerindustrylevelintegerbooleanindexid@@,行业权重数据returnstocks_indexindustryweightquot,…

线的风险指标codeindexid:=sh000300,:=20240625tstocks:=op_getoptionchainindexid,获取证券样本setsysparampn_cyclecy,股票循环beginsetsysparampn_stockstocks,:=daylistjsetsysparampn_datedayend,…

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,:=0r:=stock_eventeffecteventday,…