组合-超额收益率pf_excessreturnt1,:=inttodate20110630setsysparampn_dateendt,begtendtt:=ndayn日期sp,2specstockzf3indexidreturnpf_excessreturnt,…

股票成交金额变化et_amount_,mintegerctypeintegerrealn@@,@@整型t0-n日@,m日比t0-n日成交金额,tcodesetsysparampn_stockquot,quotsetsysparampn_date20230426t,:=0r:=et_amount_,…

流入方向相关性矩阵stocks_assoc_,netinflowdirecorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,inflowdirecorrstocksrsp_cyclenminncode,…

占比相关性矩阵stocks_assoc_,netinflowratiocorrstocksarrayrsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,矩阵范例tcodesp_spn,cycle:=cy_10mn:=5,inflowratiocorrstocksrsp_cyclenminncode,…

成交金额变动指标et_amount_,nmctyperealn@@,变动指标codesetsysparampn_stockquot,quotsetsysparampn_date20230426t,:=0r:=et_amount_,…

趋势与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,系统参数trix_vnintegerreal,算法ex1=收盘价的n日指数,emaex2=ex1的n日指数,emaex=ex2的n日指数,…

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trix_fnintegerm,typeintegertablen@@,值算法1ex1=n日收盘,移动平均2ex2=n日ex1,…

s=vstock_rd_,_vrsp_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,…

改变与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,系统参数pvt_vnintegerreal,收盘价昨收盘价pvt=n日的x,pn_dateinttodate20110908n:=10,:=pvt_vnreturnv,…

图形点个数相关accer_vn,realn@@,@@整数n日@,集合竞价涨幅%setsysparampn_stocksh603803,pn_cyclecy,daysetsysparampn_date20241219t,…