正股历史波动率cb_stockvolatilityn,realn@@,范例tcodesetsysparampn_stockquot,quotsetsysparampn_dateinttodate,returncb_stockvolatility252,…

则返回02连续n个计算,比例则返回mcb_satisfyreviseddaysint,范例tcodesetsysparampn_date20201118t,pn_stockquot,quotreturncb_satisfyreviseddays//,…

3指定日往前取n个计算,%则返回mcb_satisfyredempeddaysoption,范例tcodesetsysparampn_date20201118t,pn_stockquot,quotreturncb_satisfyredempeddays0,…

3指定日往前取n个计算,%则返回mcb_satisfyputbackdaysoption,范例tcodesetsysparampn_date20201118t,pn_stockquot,quotreturncb_satisfyputbackdays//,…

3指定日往前取n个计算,%则返回mcb_actualsatisfyputbackdaysinteger,范例tcodesetsysparampn_date20201118t,pn_stockquot,quotreturncb_actualsatisfyputbackdays//,…

加权样本协方差矩阵weightedcovariance_freqa,%矩阵returns:=pf_getportfolioratestocks,1//指数函数权重n:=length,w:=exp1-nw=,wreturnweightedcovariance_freqreturns,media2026-01-29_cdnhy4sy6j03qg5zimage19,…

一期的相关系数矩阵correlm_ewma,即我们通常所说的n天的,%矩阵returns:=pf_getportfolioratestocks,endt11returncorrelm_ewmreturns,media2026-01-29_cdnhy4sy6j03qg5zimage30,…

一期的协方差矩阵covariance_ewma,即我们通常所说的n天的,media2026-01-29_cdnhy4sy6j03qg5zimage22,eequottarget=quot_blankquot,%矩阵returns:=pf_getportfolioratestocks,…

基金攻防能力指标fund_attackanddefensefundid,indexidstringendtdatetimenintegerarray,日期类型截止日@@n@@,sh000300quotendt:=20211014tn:=12,fund_attackanddefensefundid,endtncode//,…

风格因子基于业绩fund_pf_,@@整数类型前n个主题,3个主题returnfund_pf_,media2026-01-26_ihpsb5731b67urbpimage16,…