过程详见函数代码tsfl_tsbacktesting_,stocksstringbegtendtdatetimecyclestringmaxn,@@截止日@@cycle@@,:=20251001tendt:=20251031tcycle:=cy,:=03returntsfl_tsbacktesting_,…

指数走势之间的关系tsfl_indexvaluepctseriesindexid,begttdatetimeendttdatetimecycleintegern,@日期截止日@@cycle@@,td日tdtdcy_daytd,td周tdtdcy_weektd,td月tdtdcy_monthtd,…

策略评价框架tstradingevaluationte_extremesummarysubtotals,cyclecyclearraysubtotals,收益率%real@@cycle@@,…

基金calmar与系统股票pn_stock,时间pn_date,datetimeendtdatetimedataselectintegercyclestringreal,tbodytablehtm@@cycle@@,净值数据的calmarsetsysparampn_stock,fundcalmarratio20160101t20180903t0cy_day//,…

边际风险与系统股票pn_stock,时间pn_date,datetimeendtdatetimedataselectintegercyclestringreal,tbodytablehtm@@cycle@@,…

rachev比率与系统股票pn_stock,时间pn_date,datetimerfrealdataselectintegercyclestringreal,tbodytablehtm@@cycle@@,数据的rachev比率setsysparampn_stock,20160101t20180903t30cy_day//,…

omega比率与系统股票pn_stock,时间pn_date,datetimeendtdatetimedataselectintegercyclestringreal,tbodytablehtm@@cycle@@,quot20160101t20180903t0cy_day//,…

诺比率与系统股票pn_stock,时间pn_date,realdataselectintegerannualbooleancyclestringreal,是否年化@@cycle@@,索丁诺比率setsysparampn_stock,20180903t301cy_day//,…

批导出数据可通过register_proc与,模型获取天软数据register_proctitle3,=0printclast_errorelse,pddataframedfdfto_excelpath,2021070120210705code=testcycle=1,2021070120210705code=testcycle=1,…

45961//回测周期cycle:=月,00//tsbacktestingsp_spn,截止时间objfcycle:=cycle//调,objgetrollingreturnbegtendtcy_month//,交易信号t1:=yieldcurvepredict_butterflyvendt,做多长短期beginbonds_s:=,…