2即基尼系数pf_ginicoefficient,持仓数据必须包含比例%字段@,sw108030s01比例%:=array,60returnpf_ginicoefficient,…

2即基尼系数pf_ginicoeff,01占净值比例%:=array,40returnpf_ginicoeff,…

t日平均资产净值pf_turnoverrate,1截止日datetime2换手率%numeric@,…

100分位数的平均值pf_quantile,范例tcodesetsysparampn_stocksz000001,pn_date20180801t,pn_cyclecy,:=nday250截止日sp_time涨幅,stockzf3returnpf_quantile,涨幅%950,…

t-1*100%其中r,1期的累计收益率pf_md,contributiont1arrayt2_arrayof,组合收益率@@t2_@@,@@一维数组基准收益率%@@,数组字段含义说明组合%区间组合,收益率%基准%,为基准data:=tsut_data_,quotfromdataendreturnpf_md,…

标准差协方差矩阵相关系数矩阵pf_covarianceandcorrelation,sw108030s01比例%:=array,60pf_covarianceandcorrelation,media2024-01-08_igyqnpdpfidoi2hcimage752,…

-ln1+rbpf_md,arithmetict1arrayt2_arrayof,@array一维数组组合收益率%@@,@@一维数组基准收益率%@@,二位数组收益分解项%要求每期,@字段含义说明组合%区间组合,为基准data:=tsut_data_,quotfromdataendreturnpf_md,…

组合-r2pf_r2,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_r2,…

组合-詹森pf_jensen,:=inttodate20110630setsysparampn_dateendt,:=ndayn日期sp_time涨幅,2specstockzf3indexidreturnpf_jensent,…

指标年化pf_annualformula,数与周期相关可通过pf_getdaynnmofyear,数与周期相关可通过pf_getdaynnmofyear,化信息比率setsysparampn_cyclecy,dayyn:=pf_getdaynnmofyear,:=048returnpf_annualformula_,…