This commit is contained in:
jack
2025-12-11 18:05:05 +08:00
parent 2943d92f82
commit 032ed50853
7 changed files with 3061 additions and 58 deletions
-5
View File
@@ -1,5 +0,0 @@
group_rank(ts_delta(close, 20), sector)
group_zscore(ts_mean(close, 60) / ts_mean(close, 180), industry)
group_scale(ts_sum(volume * vwap, 20) / ts_sum(volume, 20), sector)
group_neutralize(ts_std_dev(close, 30), industry)
group_rank(ts_rank(close, 60), sector) - group_rank(ts_rank(close, 180), sector)