:=getbk申万采掘indexid:=sh000001,:=stockarrisetsysparampn_stockstockid,thencontinuetmp:=stockbetaalpha2indexidbegtendt,:=tmpalphan++end//按,组合alphat2:=pf_percentt,…

:=getbk申万采掘indexid:=sh000001,:=stockarrisetsysparampn_stockstockid,thencontinuetmp:=stockbetaalpha2indexidbegtendt,:=tmpresidualn++end//按,差标准差t2:=pf_percentt,…

1624cy:=cy_1mstockid,if00indexid:=sh000300,fromtsperiodstockidcytodayendwhiletimeof,t0dobeginsetsysparampn_stockstockid,pn_cyclecy,pn_dateendt,closestockid-speccloseindexidgt:=,…

:=20241230t//基准代码indexid:=sh000300,配置组合csvmyportfolioarrbacktest_result:=,_tsbacktesting_file_,endtmyportfolioarrindexidinicashpricetype,openvoltypeclosevoltypefeetypereturnbacktest_resultcode,…

:=20190501tendt:=20190513tindexid:=sh000016,pn_stockindexid,pn_cyclecy,re:=arraysetsysparampn_cyclecy,tarrisarr:=getbkbydateindexidvendtre,+099ofsarrendendreturn,…

有默认列表一般不变indexid:=sh000300,a股daydata:=ts_stylefactorday,factorsindexidriskfreeratefillnan,fname+数据导出失败endendend,…

thisrowasnamefrombkidsendcodeimg,最新的成份股//getbkbydateindexidendt获取,其它wherethisrowlikegnend2021,其它wherethisrowlikegnendinfo:=,ofindexsgroupbystockidendendt:=,…

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,…

tmp:=selectsumofsale_amountas,sumofbuy_amountas,sumofbuy_amount-,sale_amountas,begttoendtofsz000002endreturntmp,title2指数资金流向title2indexcapitalflowindexidbegtendt,…

月线//基准指数indexid:=sh000012,00//tsbacktestingsp_spn,仓周期objfindexid:=indexid//基准,objgetrollingreturnbegtendtcy_month//,回报objgetrelativeperformancebegtendtendtypepercentportfolio,…