%下方标准差%risk_totalt,收益率ov:=backupsystemparameters2setsysparampn_date,20120419t:=nday180日期,specstocklnzf3sz000002returnrisk_totalt,01cy_daycode,media2024-01-08_igyqnpdpfidoi2hcimage48,…

波动率计算异常由于cb_impliedvolatility底层,的具体情况codesetsysparampn_stock,setsysparampn_date,attentioncbim:=cb_impliedvolatilitynil,out_retattention,=datetointmcellreturnout_retcode,…

linkedselectshowdata1indexidstockidbeginsetsysparampn_stock,setsysparampn_date,setsysparampn_cycle,_dayreturnnday30date,sp_timeindexid,linkedselectshowdata2indexidstockidbeginsetsysparampn_stock,…

历史模拟法%risk_systemt1,收益率ov:=backupsystemparameters2setsysparampn_date,20120419t1:=nday180日期,specstocklnzf3sz000002t2:=nday180日期,specstocklnzf3sh000001returnrisk_systemt1,…

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

当前时间时attentionsp_time返回,attention如果当前指定的pn_date,一个交易日attention而sp_time1,取序列时间时sp_time1,sp_time效果,code//当前值setsysparampn_stock,setsysparampn_cycle,_daysetsysparampn_date,…

的证券则可直接使用nday进行指标,18032faq要点说明在nday的调用,则需将该参数用sp_time替代,指定日依赖系统参数pn_date,20220526t//截止时间setsysparampn_stock,setsysparampn_cycle,_day//日期setsysparampn_date,…

收益率序列的平均值pf_avggaint,endt:=inttodate20110630setsysparampn_stock,setsysparampn_date,tradedaysbegtendtt:=ndayn日期,涨幅%stockzf3returnpf_avggaint,…

序列的平均收益pf_avggainofupt,endt:=inttodate20110630setsysparampn_stock,setsysparampn_date,tradedaysbegtendtt:=ndayn日期,涨幅%stockzf3returnpf_avggainofupt,…

跌收益的平均值pf_avggainofdownt,endt:=inttodate20110630setsysparampn_stock,setsysparampn_date,tradedaysbegtendtt:=ndayn日期,涨幅%stockzf3returnpf_avggainofdownt,…