s=rank|r|+,vstock_rd_,_rankrsp_cycletexpression,integercutvaluerealrealrsp_cycle@,采样小周期@@n@@,当前时间向历史推移n个周期,1与市场周期对齐n为0,计算聪明钱因子sp_spn,…

趋势与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate复权,系统参数asi_fnintegertype,realtablen@@,bb且aacc则r=aa,cc且bbaa则r=bb,aa且ccbb则r=cc,开盘价9y=16xr*aa,…

权重之和为1portopt_simexpreturn,资产权重范例tcoder:=pf,sw801020sw80103020190101t20191231t0r:=r,100expreturn:=meanrexpcov:=,rr:=portopt,media2026-04-30_xxhzcqn4nlol1geyimage1,…

上涨下跌情况setsysparampn_stocksz000002,date:=inttodate20110909beg_date:=,end_date-,//end_date前,一个r:=array,setsysparampn_datedridate,datetostrdifisupthenriud,…

投资组合收益最大回调pf_incomemaxcallbackw,的比例%@@r@@,637returnpf_incomemaxcallbackw,…

功能需要attention使用register_proc函数,tsdt=tsdefaultconnectandloginsz_server,自己配置的别名ts_str=,data=tsremoteexecutets_str1,return1elsereturn0r=c,ts_strprintrvalue,…

bs方法进行定价b_sofcoinoptiontype,sxrrfstd,价实数类型@@r@@,期权进行定价returnb_sofcoin1,media2024-01-08_igyqnpdpfidoi2hcimage633,15083quottarget=quot_blankquot,…

!script:=programts_testfuncbegin,:=1-5returnrendif,executesuccessechotostnresultrnelse,远端执行失败!rndisconnectserver,登陆失败报错ctsmsgrncode,…

quotscript:=programts_testfuncbegin,:=1-5returnrendif,executesuccessechotostnresultrnelse,远端执行失败!rndisconnectserver,ctsquotquotmsgquotrnquot,…

endt时间段的收益率stockzf2n计算n,endt:=20150801tsetsysparampn_stockstockid,pn_dateendt,pn_cyclecy,dayn:=tradedays,endtr:=nday,timedatetostrsp_timezf,ljzf:=pf_cumulativereturnrzfreturn,…