的权重%indexstockweightbydatestockidindexendtdate,stockid@@index@@,的权重%setsysparampn_stocksh000300,sz000002quot20200924t//结果117721168024293code,…

板块成分股与指数index的beta,以及相关系数bkbetaalphaindexrelativebkstringindexstringstartdate,字符串板块名称@@index@@,@板块成分股与指数index的beta,区间的相关性setsysparampn_date20201231t,media2024-01-08_igyqnpdpfidoi2hcimage665,…

取第index个name,value串的name串index从0,类型只读namesindexintegerstring,valuesquottarget=quot_blankquot,…

区间截止日betaalphaindexrelativestocksarrayindexstringstartdate,数组股票列表@@index@@,区间的相关性setsysparampn_date20191231t,media2024-01-08_igyqnpdpfidoi2hcimage667,…

纯后alpha%fund_ff3purealphaindexid,numberrealindexid@@index@@,…

批导出数据可通过register_proc与,模型实现title2title3范例1call模型,天软数据register_proctitle3,=0printclast_errorelse,pddataframedfdfto_excelpath,code=testcycle=1分钟线,code=testcycle=1分钟线,…

日成份权重indexbkweightbydate1indexidindexendtdate,indexid@@index@@,media2024-01-08_igyqnpdpfidoi2hcimage122,…

读取或写入第index个串,value值index下标从,开始类型读写valuefromindexindexintegerstring,abcs0:=objvaluefromindex1//读取,1个objvaluefromindex1:=quot,media2024-03-18_my5rrxf0aibb3ffmimage6,…

多非线性约束范例041天软组合,年化且单位为1的数字,_zhyh_tsportfoliooptimizer04begt,endtdateindexidindexportfoliodatatable,…

只有两个协整关系times_johansenx,常数项p=-1没有时间,含常数项p=1含常数,以及一次时间项p1含常数,统计量mresultcri_trace迹,%99%resultcri_maxeigen最大,95%99%resultindex特征值的,…