通过系统参数获取cb_lowpricebegt,日期开始日@@endt@@,tcodebegt:=20190501tendt:=20190828t,pn_stocksz127009,:=cb_lowpricebegt,区间最低价returngetsysparamcb_lowpricedate//,…

债的换手率%cb_htratebegt,日期开始日@@endt@@,tcodebegt:=20190801tendt:=20190828t,pn_stocksz127009,cb_htratebegt,…

上市天数自然日cb_listingdaysendt,integerendt@@,上市天数范例tcodeendt:=20201118t,pn_stockquot,quotreturncb_listingdaysendt,…

发行数量*100cb_nottransferratioendt,realendt@@,比例%范例tcodeendt:=20201118t,pn_stockquot,quotreturncb_nottransferratioendt,…

的转债代码cb_gettransactionbydateendt,arrayendt@@,范例tcodereturncb_gettransactionbydateinttodate,media2025-12-23_sfvtqpouktru3nwsimage6,…

交易的转债cb_gettrademarkbydateendt,arrayendt@@,范例tcodereturncb_gettrademarkbydate20191111t,media2025-12-23_sfvtqpouktru3nwsimage7,…

退市的转债cb_delistedbydateendt,arrayendt@@,范例tcodereturncb_delistedbydate20191111t,media2025-12-23_sfvtqpouktru3nwsimage8,…

区间普通股获利率%dividendyield_qjrdate,rdate2integerendttdatetimeisspecialrdate,报告期开始报告期@@endt@@,普通股获利率%setsysparampn_stockquot,quotreturndividendyield_qj20230101,…

加权样本协方差矩阵weightedcovariance_freqa,tcodebegt:=20190101tendt:=20190415t,%矩阵returns:=pf_getportfolioratestocks,=sumwreturnweightedcovariance_freqreturns,media2026-01-29_cdnhy4sy6j03qg5zimage19,…

一期的相关系数矩阵correlm_ewma,tcodebegt:=20190101tendt:=20190415t,%矩阵returns:=pf_getportfolioratestocks,endt11returncorrelm_ewmreturns,media2026-01-29_cdnhy4sy6j03qg5zimage30,…