begt := 20190101T;
endt := 20190415T;
stocks := array('SH000001','SH000300','SH600000');
   //涨幅(%)矩阵
returns := pf_GetPortfolioRate(stocks,begt,endt,1)[:,1:];
   //指数函数权重
n := length(returns);
w := exp(1->n);
w /= sum(w);
return WeightedCovariance_freq(returns, w, n);