参数股票周期相关filtersamplebycriterion_wizstockarr,listdayintegersampleselectintegerepscriterionrealepsdayinteger,@@epscriterion@@real@@,stockarr:=getbka股filtersamplebycriterion_wizstockarr,…

委托接口tt_wth,bsstkidstringpricerealvoltimeout,@@price@@real@@,:=3000h:=tt_userlogin上期,errmsgifhthenreturntt_wth,…

包括资金持仓等ts_atqueryuserid,stringendtrealquerytypetimeout,@@endt@@real@@,10000003quoth:=tt_userloginargv,quot20000errreturnts_atqueryh,020000returnts_atqueryh,…

最新价格指定阀值cancel_threshold时,单cancel_threshold0,头寸交易在客户端tsorder_futurepositionaddr,stkidstringpositionintegercancel_thresholdreal,cancel_threshold@@real@@,…

本函数是对tsorder_futureposition进行,间隔1秒调用tsorder_futureposition检查,本指令维护头寸tsorder_futureposition_,addrbroker_idaccount,positionintegercancel_thresholdrealcommentstring,…

随机变量值功能与sf_betainv一致,接口不一样sf_betainv1y,orarrayofrealareal,realarrayy@@realorarray,@@a@@real@@,@@b@@real@@,-099returnsf_betainv1y,media2024-03-20_wefcpvnqqtg5qgjaimage292,…

1qwhitexx-1regress_ttest_,aarrayuarrayalpharealconstantboolean,@@alpha@@real@@,常数项@@v_ols@,0607coe:=regress_cmlsy,二乘回归returnregress_ttest_,…

1qnwxx-1regress_ttest_,aarrayuarrayalpharealconstantboolean,integerv_olsarray,@@alpha@@real@@,为1@@v_ols@,0607coe:=regress_cmlsy,…

部分相关公式详见regress_ttest_,二乘ols一致regression_ols_,xarrayconstantbooleanalpharealarrayy,@@alpha@@real@@,6020607returnregression_ols_,media2024-03-20_wefcpvnqqtg5qgjaimage585,…

部分相关公式详见regress_ttest_,二乘ols一致regression_ols_,xarrayconstantbooleanalpharealalinteger,@@alpha@@real@@,6020607returnregression_ols_,media2024-03-20_wefcpvnqqtg5qgjaimage586,…