组合-跟踪误差pf_trackingerrort1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,specstockzf3indexidreturnpf_trackingerrort,…

比特雷诺詹森pf_relativeperformancet1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn截止日,specstockzf3indexidreturnpf_relativeperformancet,…

组合-特雷诺pf_treynorratiot1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,specstockzf3indexidreturnpf_treynorratiot,…

组合-詹森pf_jensent1,endt:=inttodate20110630setsysparampn_date,tradedaysbegtendtt:=ndayn日期,2specstockzf3indexidreturnpf_jensent,…

为衰减因子与dsma_i相比,复权方式等相关dsma_iiexp,无法区别当调用dsma_i求,限制取时间序列例如nday时因,平均endt:=20180827tsetsysparampn_stock,setsysparampn_cycle,_daysetsysparampn_date,setsysparampn_rate,…

style=width1000pxsetsysparampn_stock,-c-3300setsysparampn_date,setsysparampn_cycle,_dayt:=nday14date,timegt:=op_greeksiv,s:=specallclosearraypn_stock,720004pn_rate0,…

周期和时间相关fund_calculatediopv返回,t范例01用fund_calculatediopv提取,specbase302033stockidsetsysparampn_stock,setsysparampn_cycle,_5ssetsysparampn_date,name:=stocknamestockidreturnndaydays代码,…

复权方式等相关dsma_iexp,无法区别当调用dsma_i求,平均endt:=20180827tsetsysparampn_stock,setsysparampn_cycle,_daysetsysparampn_date,setsysparampn_rate,setsysparampn_ratedayendt,…

--构造示例数据setsysparampn_stock,setsysparampn_date,16tsetsysparampn_cycle,_1mt1:=nday240time,sp_timec,t2:=nday240time,sp_timeh,t3:=nday240time,sp_timel,t4:=nday240time,…

天的换手率codesetsysparampn_stock,setsysparampn_date,setsysparampn_cycle,_dayreturnnday10time,…