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

涨幅++相关性矩阵stocks_assoc_,_zfcorr_ppstocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,ppstocksrsp_cyclenminncode,…

涨幅--相关性矩阵stocks_assoc_,_zfcorr_nnstocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,nnstocksrsp_cyclenminncode,…

+-相关性矩阵stocks_assoc_,_zfcorr_pnstocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,pnstocksrsp_cyclenminncode,…

-+相关性矩阵stocks_assoc_,_zfcorr_npstocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,npstocksrsp_cyclenminncode,…

涨幅同向相关性矩阵stocks_assoc_,_zfcorr_samestocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,samestocksrsp_cyclenminncode,…

涨幅反向相关性矩阵stocks_assoc_,_zfcorr_reversestocks,rsp_cyclecycle,证券池@@rsp_cycle@,类型采样频率@@n@@,整数型采样大周期数n天@,cycle:=cy_10mn:=5,reversestocksrsp_cyclenminncode,…

当前板块通过setsysparampn_bkbkname,为当前板块名称bk_var4n,righttypeintrealn@@,开始日为截止日前n个自然,并设置当期板块pn_bk为,新建分类stockarrsetsysparampn_bkmybk,…

模拟挂单基于n期rd,submit_virtualbookingnn,arrayn@@,@@整数窗口期n@@,array@@array基于n期的,数据范例tcodesp_spn,stocksz000001sp_spn,date20231030110000tsp_spn,…

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,…