收益年化波动率算法index_ta,mom_imom4n,integerbenchmarkidstringunumintegerrealn@,@@返回@@real@@,波动率算法codesetsysparampn_stockquot,quotsetsysparampn_date20230105t,pn_cyclecy,…

截面动量因子indexs_ta_,_rankstdnintegerlevel,tpintegerarrayn@@,动量因子codesetsysparampn_date20230105t,pn_cyclecy,dayreturnindexs_ta_,…

有下面两个1pf_sharpratio根据,=28749faq2fi_sharpe_,下面示例主要展示fi_sharpe_,title1codestockid:=sh600519n:=120,endt:=20260320tsetsysparampn_stockstockid,//截止日dt:=ndayndatesp,…

数据转换tdtdfi_rt_,trtdtdtdfi_rt_,trtdtdtdfi_rt_,trtdtdtdfi_rt_,tdtdtdfi_sharpe_ratio,_dayly2annualvtypeivynntdtd,…

修改codeendt:=20251117tn:=12,_spn_cyclecy,monthsp_spn,dateendtdays:=markettradedayqk2n+1,close因子方向1regress_ret:=,d:=daysinext_d:=,stddevregress_retsqrtnt_,…

searchcontenttslkeyword=funds_rpt_,quottarget=quot_blankquot,_rpt_numofmangersa,searchcontenttslkeyword=funds_rpt_,=funds_rpt_sharpe_ratio,quotfunds_rpt_sharpe_ratio,…

指定日趋同度指标index_ta,cd_convergenceindexid,endtdatetimenintegerreal,@日期截止日@@n@@,@@整型区间n日计算,@@返回@@real@@,sh000016quotendt:=20220610tn:=20,index_ta_,…

率分歧度指标index_ta,cd_divergenceindexid,endtdatetimenintegerreal,@日期截止日@@n@@,@@整型区间n日计算,@@返回@@real@@,sh000016quotendt:=20220610tn:=20,index_ta_,…

指定指数指定日过去n日头尾,指标index_ta,cd_corrhtindexid,endtdatetimenintegerreal,@日期截止日@@n@@,@@整型区间n日计算,@@返回@@real@@,20220610tn:=60returnindex_ta,cd_corrhtindexid,…

获取指数均线强弱指标index_ta,mastg_stgnarr,typintegerrealnarr@,@@返回@@real@@,多头强度指标codesp_spn,stockquotsh000300quotsp_spn,date20230510tsp_spn,30typ:=0returnindex_ta,…