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模型title2codefunctiontsdn_getindexetfsamountbyendtindex,ov:=backupsystemparameters2setsysparampn_cyclecy,3sindexs:=str2arrayindexstocks:=select,:=sselect交易代码fromstockswhere标的,…
时间为区间截止日correlmatrixstocksarraystartdate,tablearraystocks@@,个股相关矩阵setsysparampn_date20201231t,quotsz000920quotreturncorrelmatrixstocksinttodate20120926,…
8+万条记录stocks:=getbk,//截止时间setsysparampn_cyclecy,tovendt+etofstocksendend,:=20191111tendt:=20191113tstocks:=getbk,tovendt+etofstockswherevol,setsysparamcyclefilter3setsysparampn_cyclecy,…
返回选定股票的盘中信息stocks:=array,stocknamethisrowas名称fromstocksendwhile,1dobeginsetsysparampn_stockarr,messageboxtcdstr预警信息mb_yesno|,返回选定股票的盘中信息stocks:=array,stocknamethisrowas名称fromstocksendwhile,…
时间为区间截止日betaalphaindexrelativestocksarrayindex,startdatetdatetimetablearraystocks@@,区间的相关性setsysparampn_date20191231t,quotsz000920quotreturnbetaalphaindexrelativestocksquotsh000001,…
的精度影响即pn_precision而,股票的盘中信息//股票stocks:=array,stocknamethisrowas名称fromstocksendarr2,stocknamethisrowas名称fromstocksend//,1dobeginsetsysparampn_stockarr1,…
中支持a所有ts_sql聚合,sumofb内置函数quot_detailsquot,详情quot_firstquot,quot_lastquot,的数据透视表数据stocks:=getbkbydate,datekeybegttoendtofstocksendindex,…
透视汇总类似可见pivot_tableframepivot,支持如下a所有ts_sql聚合,sumofb内置函数quot_detailsquot,详情quot_firstquot,的数据透视表数据stocks:=getbkbydate,datekeybegttoendtofstocksendindex,…
实现如下codefunctiongriderr_demobegin,:=arraystocks:=getbk,i:=0tolengthstocks-1,ri:=getastocksiret,sbegintrysetsysparampn_stocks,arraydatetostrsp_timecurrentstockname,…
close-1arraypn_cyclecy,1spn_datevendt,_stockstockidpn_rate0,-高频回测tsfl_tsbacktesting_,tsbacktesting_highfrequencytrading_nextclosestocksbegtendt,获取objfstockarr:=str2arraystocks//最大,…