n:=20setsysparampn_cyclecy,daysetsysparampn_stockstock,pn_dateendt,endt:=20260310tsetsysparampn_dateendt,endtforistockinstocksdobeginsetsysparam,…

因子模型title1stock_adjust_,title2定义title2stock_adjust_,比例复权因子setsysparampn_stocksz300775,//比例复权returnstock_adjust_,复权因子rateday:=20260430tstocks:=getbkbydate,…

取指定日初始样本stocks:=getabkbydate,k:=0setsysparampn_dateendt,istockidinstocksdobegin,pn_stockstockid,…

rddatatxt//导出文件stocks:=array,arrayforistockidinstocksdobegin,pn_stockstockid,imacd:=floatnmacd_macd_,…

的收盘价codesetsysparampn_stocksz000002,pn_cyclecy,//分钟线setsysparampn_date20190513,codeendt:=202603241030tstocks:=getabkbydate,r:=arraysetsysparampn_cyclecy,…

e:\test基金收益率stocks:=getbk,forifundidinstocksdobegin,pn_stockfundid,:=fundnaqkbegtendtcy_weektday,fundnaqkbegtendtcy_dayename,…

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

rddatacsv//导出文件stocks:=array,arrayforistockidinstocksdobegin,pn_stockstockid,imacd:=floatnmacd_macd_,…

每股净资产codesetsysparampn_stocksz000001,pn_date20240630t,title2title3实现模型tsdn_expendindicators42title3,模型源码codefunctiontsdn_expendindicators42stocks,主要财务指标表参数stocksstringarray,…

到计算模型分别为kdj_f与,日的指标数据setsysparampn_stocksh600519,pn_date20250113t,pn_cyclecy,title1codeendt:=20250114tstocks:=getbkbydate,arrayforistockidinstocksdobegin,…