是否停牌codesetsysparampn_stocksz000627,股codeendt:=20250902tstocks:=getabkbydate,挂牌的a股数量lengthstocks//可,量returnsselectthisrowfromstockswherespec,…

平均涨跌幅%setsysparampn_stockendt,indexinindexsdobeginstocks:=getbkbydate,thisrowas涨跌幅%fromstocksendrs,…

主力-连续setsysparampn_stockzlfu10,连续-主力setsysparampn_stocklxfu00,连续-品种setsysparampn_stocklxfu00,的品种代码setsysparampn_stockif2001,取所有期货品种代码stocks:=getbk,*frominfotable708ofstocksorderby,…

实现title1codefunctionbl_test_,时间objfcycle:=cy_monthobj,objgetrollingreturnbegtendtcy_month//,值即为目标市值配比stocks:=getbk,:=if01lens:=lengthstocksgpz:=,as平仓费率%fromstocksendlen,…

stockid:=sh601360setsysparampn_stockstockid,pn_cyclecy,stocktradedayqk20180210t20180305tsetsysparampn_cyclecy,代码objfcycle:=cy_60m//,functiongettradeordervendtoverridebeginstocks:=array,…

序列是平稳的times_adftesty,diffintegerstyleintegerf,行差分@@style@@,可参照eviewssetsysparampn_dateinttodate,n:=40setsysparampn_stockquot,行差分运算//style:=0,1阶//returntimes_adftesty,…

最小二乘回归系数regress_nlmfunc,media2024-03-20_wefcpvnqqtg5qgjaimage540,media2024-03-20_wefcpvnqqtg5qgjaimage541,imgreturnregress_vifx1,20_wefcpvnqqtg5qgjaimage544pngstyle=width,…

波动率计算异常由于cb_impliedvolatility底层,具体情况codesetsysparampn_stocksh110059,pn_date20250623t,cbim:=cb_impliedvolatilitynil,返回imgid=42525style=width,imgid=42526style=width,…

进行回归的结果regress_stepwisey,xarrayofreala_ea,解释变量@@a_e@,实数类型@@a_d@,20_wefcpvnqqtg5qgjaimage534pngstyle=width,…

a在使用cb_delta21,示例代码codesetsysparampn_stocksh113650,pn_date20240628t,cb_delta21,如下imgid=42048style=width,如下imgid=42049style=width,…