配股产生的交易portfoliobacktesting_quantity_,73076923076923quot证券类别quot2quot乘数,quot117400818497528returnportfoliobacktesting_quantity_,media2024-02-01_srdnlbeetwip9ankimage5,…

行为样本列为指标corr_partialx,@@1pearson偏相关2spearman偏相关,3y:=rand1002z:=,1002returncorr,partialxyz2//返回,00411ret:=corr_partialx,refcorrcoefrefrefcorr_partialref,…

参数时间板块相关bk_btdepartmentdiscountamountsum2n,整型交易方向买入=2卖出=,年11月20日的2日内机构,买入总额万setsysparampn_bkquot,a股quotsetsysparampn_date20201120t,bk_btdepartmentdiscountamountsum22,…

returntype有关板块为pn_bk设置,和板块个股的个数2returntype为,的简单加总和bk_investincomereportdate,只考虑b股tdtd2tdtr,td剔除绩差tdtd2tdtr,0的个股取值为2即剔除,:=inttodate20120830setsysparampn_dated,…

returntype有关板块为pn_bk设置,和板块个股的个数2returntype为,的简单加总和bk_operateprofitreportdate,只考虑b股tdtd2tdtr,td剔除绩差tdtd2tdtr,0的个股取值为2即剔除,:=inttodate20120830setsysparampn_dated,…

returntype有关板块为pn_bk设置,和板块个股的个数2returntype为,的简单加总和bk_profitbeforetaxreportdate,只考虑b股tdtd2tdtr,td剔除绩差tdtd2tdtr,0的个股取值为2即剔除,:=inttodate20120830setsysparampn_dated,…

returntype有关板块为pn_bk设置,和板块个股的个数2returntype为,的简单加总和bk_subsidyincomereportdate,只考虑b股tdtd2tdtr,td剔除绩差tdtd2tdtr,0的个股取值为2即剔除,:=inttodate20120830setsysparampn_dated,…

returntype有关板块为pn_bk设置,和板块个股的个数2returntype为,的简单加总和bk_financialexpensereportdate,只考虑b股tdtd2tdtr,td剔除绩差tdtd2tdtr,0的个股取值为2即剔除,:=inttodate20120830setsysparampn_dated,…

returntype有关板块为pn_bk设置,和板块个股的个数2returntype为,的简单加总和bk_administrativeexpensesreportdate,只考虑b股tdtd2tdtr,td剔除绩差tdtd2tdtr,0的个股取值为2即剔除,:=inttodate20120830setsysparampn_dated,…

returntype有关板块为pn_bk设置,和板块个股的个数2returntype为,的简单加总和bk_operatingexpensesreportdate,只考虑b股tdtd2tdtr,td剔除绩差tdtd2tdtr,0的个股取值为2即剔除,:=inttodate20120830setsysparampn_dated,…