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helpdocsearchcontenttslkeyword=%b9%,%cf%a2%,%e3%b7%,quottarget=quot_blankquot,支持日线不复权index_realizedfhpointqk_,范例tcodesetsysparampn_stockquot,endt:=20241231treturnindex_realizedfhpointqk_,…

helpdocsearchcontenttslkeyword=%b9%,%cf%a2%,%e3%b7%,quottarget=quot_blankquot,支持日线不复权index_realizedfhpoint_,范例tcodesetsysparampn_stockquot,endt:=20250630treturnindex_realizedfhpoint_,…

searchcontenttslkeyword=ts_stylefactorquot,=quot_blankquot,stylefactoahtmrgetastock_stylefactorbyendtendt,tdtd每日无风险利率%tdtd,标准化处理tdtd-1自定义流通,公式tdtd大类比例%tdtd,…

股票收益率与t-1期股票,与特质收益率rm_getfactorreturnbystocksstocks,iffillbooleanstandarizetypeintegerarraystocks@@,date@@t-1期截止日,含义tdtrtrtd1tdtd,tdtrtrtd-1tdtd,风格因子暴露调用模型stocks_stylefactor,…

0//每日无风险利率%//数据处理,倍标准差standardization:=-1//标准化,a股daydata:=ts_stylefactorday,失败endendendreturn1code结果,…

股票因子值fillnan=1时,0//每日无风险利率%//数据处理,:=1//是否,剔除的股票因子值1用nan,:=2//0剔除1平均值填充,标准化处理自定义returnts_stylefactorendt,…

17195attachmenttitle1摘要title11barra风格,天软风格因子提取接口1实时计算,ts_stylefactor,faq1如何使用,-11-06title21修复,由ln1+z_max-,1+z_min修正,z_max-,title21新增ts_stylefactor模型补充,…