实现波动率相关性矩阵stocks_assoc_,_gkstdcorrstocksarrayrsp_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,gkstdcorrstocksrsp_cyclenminncode,…

加权委托率%rd_submit_,bstypeuserdefinenintegeroption,tbodytablehtm@@n@@,@@整数前n档位,表全部15前n档@,%范例tcodesp_spn,stockquotsz000001quotsp_spn,date20231030110000tsp_spn,…

组合-alpha%pf_alphat1,:=inttodate20110630setsysparampn_dateendt,begtendtt:=ndayn日期sp,specstockzf3indexidreturnpf_alphat,…

卖出倾向因子stock_pv_,stockidstringendtdatetimenintegerdelta,日期类型截止日@@n@@,sz000002quotendt:=20230607tn:=20,:=023returnstock_pv_,stockidendtndeltacode,media2026-01-26_spjqgq5qoco3,…

趋势强度因子stock_rd_,rsp_cycletexpression,integerrealrsp_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,计算趋势强度因子sp_spn,…

点与系统证券pn_stock和,时间pn_date有关,_index_descid,tbodytablehtm@@n@@,交易点成交明细第n点@,点数量-1-n返回第,ov:=backupsystemparameterssetsysparampn_stocksz000002,…

凸显因子strstock_pv_,stocksarrayendtdatetimenintegerarray,日期类型截止日@@n@@,sz000002quotendt:=20230602tn:=20,stock_pv_,stocksendtncode//,media2026-01-26_spjqgq5qoco3,…

凸显因子stvstock_pv_,stocksarrayendtdatetimenintegerthreshold,日期类型截止日@@n@@,测算期数@@threshold_r@,sz000002quotendt:=20230602tn:=20,r:=7returnstock_pv_,stocksendtnthreshold_,…

指标与系统证券pn_stock系统,pn_date系统,pn_cycle复权,pn_rate和,系统参数adtm_vnintegerreal,值stm=dtm的n日累计,sbm=dbm的n日累计,pn_dateinttodate20110908n:=23,…

定价模型计算期权的价格nd的,…