:=inttodate20131220setsysparampn_dateendt,nday10timedatetostrsp_timeclose,endt_:=datetostr,deletefromrwheretime,endt_returnr,setsysparampn_dateendtr:=nday,…

zt的值得到矩阵r转置,1113018583969zt_s:=,iizt//标准化mt_transpositionzt,sz//转置r:=correlationmatrix,//相关系数矩阵eigen_jacobir,media2024-03-20_wefcpvnqqtg5qgjaimage607,…

结果打印到屏幕coder:=array,:=stksisetsysparampn_stockstockid,date-20110101setsysparampn_dated,n:=closeechotostnr//将,的形式打印到屏幕n++end,returnncode上面,上第二次是将数组r打印到,…

code//数据展开范例r:=query,quotinfoarray18setsysparampn_datar,media2024-03-20_wefcpvnqqtg5qgjaimage132,…

资产权重codesetsysparampn_cyclecy,dayr:=pf,sw801020sw80103020190101t20191231t0r:=r,年化expreturn:=meanrexpcov:=,的10个有效组合r:=portopt,media2024-04-18_gdwn4jnx1mhkwq0uimage1,…

功能需要attention使用register_proc函数,tsdt=tsdefaultconnectandloginsz_server,自己配置的别名ts_str=,data=tsremoteexecutets_str1,return1elsereturn0r=c,ts_strprintrvalue,…

语句例如codesetsysparampn_stocksz000001,pn_cyclecy,datearr:=stocktradedayqkbegtendtr:=array,:=datearrnisetsysparampn_dateday,ni日期:=datetostrdayrni收盘价,价格param:=arraypn_cyclecy,…

隐含波动率模型为op_iv与,调用前需要设置pn_stockpn,cyclepn_date等,波动率title2codesetsysparampn_stockop10000001,setsysparampn_dateldn:=tradedays,ldreturnndayndatedatetostr,setsysparampn_date20150211tr:=array,…

实现如下codefunctiongriderr_demobegin,lengthstocks-1dori:=,i:=0tolengthr-1,reti:=rireturn,sbegintrysetsysparampn_stocks,arraydatetostrsp_timecurrentstockname,…

cloginprintclast_errortsl,code=functiongetcb_impliedvolatilitystockid,打印信息attentionsetsysparampn_stockstockid,pn_dateendt,设置attentionreturncbimendr=c,=tsl_codeifrerror,…