++

手动处理每天alpha.txt

@@ -1,79 +1,79 @@
-ts_backfill(fnd6_newa2v1300_oiadp, 250, 1)
-ts_backfill(fn_entity_common_stock_shares_out_q, 250, 1)
-ts_backfill(fn_treasury_stock_shares_a, 250, 1)
+add(ts_mean(ts_std_dev(anl4_netdebt_flag, 63), 21), ts_zscore(anl4_netdebt_flag, 21))
 
-divide(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), group_mean(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), 1, bucket(fn_comp_not_rec_a, buckets = "2,5,6,7,10")))
+subtract(multiply(ts_rank(anl4_netdebt_flag, 84), ts_delta(anl4_netdebt_flag, 42)), group_mean(anl4_netdebt_flag, 1, bucket(ts_sum(anl4_netdebt_flag, 21))))
 
-ts_delta(ts_backfill(fn_liab_fair_val_l1_q, 250, 1), 60)
+if_else(ts_std_dev(anl4_netdebt_flag, 63) < ts_mean(ts_std_dev(anl4_netdebt_flag, 63), 252), ts_corr(anl4_netdebt_flag, ts_delay(anl4_netdebt_flag, 21), 63), reverse(ts_rank(anl4_netdebt_flag, 126)))
 
-ts_rank(divide(fn_comp_not_rec_stock_options_a, fn_entity_common_stock_shares_out_q), 120, 0)
+group_neutralize(ts_av_diff(anl4_netdebt_flag, 42), bucket(ts_scale(anl4_netdebt_flag, 1, 1, 1)))
 
-group_zscore(ts_backfill(fn_def_tax_assets_liab_net_q, 250, 1), bucket(ts_backfill(fn_treasury_stock_shares_a, 250, 1), buckets = "2,5,6,7,10"))
+power(ts_decay_linear(anl4_netdebt_flag, 21, false), divide(ts_sum(anl4_netdebt_flag, 63), ts_mean(anl4_netdebt_flag, 63)))
 
-ts_corr(ts_backfill(fn_liab_fair_val_l2_a, 250, 1), ts_backfill(fn_liab_fair_val_l1_a, 250, 1), 60)
+multiply(ts_zscore(anl4_netdebt_flag, 84), sign(ts_delta(anl4_netdebt_flag, 21)))
 
-multiply(sign(ts_delta(ts_backfill(fnd6_newqv1300_cipenq, 250, 1), 30)), ts_std_dev(ts_backfill(fn_comp_not_rec_stock_options_q, 250, 1), 60))
+ts_regression(anl4_netdebt_flag, ts_step(1), 63, 0, 0)
 
-if_else(ts_backfill(fscore_total, 250, 1) > group_mean(ts_backfill(fscore_total, 250, 1), 1, bucket(fn_comp_not_rec_a, buckets = "2,5,6,7,10")), ts_sum(ts_backfill(multi_factor_acceleration_score_derivative, 250, 1), 30), reverse(ts_sum(ts_backfill(multi_factor_acceleration_score_derivative, 250, 1), 30)))
+rank(ts_backfill(anl4_netdebt_flag, 21, 1, "NAN"), 2)
 
-subtract(ts_mean(ts_backfill(nws12_afterhsz_tonhigh, 250, 1), 60), ts_mean(ts_backfill(nws12_mainz_tonhigh, 250, 1), 60))
+subtract(ts_quantile(anl4_netdebt_flag, 126, "gaussian"), quantile(anl4_netdebt_flag, "gaussian", 1.0))
 
-ts_av_diff(ts_backfill(rp_nip_ratings, 250, 1), 30)
+hump(group_zscore(anl4_netdebt_flag, bucket(ts_arg_max(anl4_netdebt_flag, 21))), 0.01)
 
-add(ts_backfill(fn_oth_income_loss_fx_transaction_and_tax_translation_adj_q, 250, 1), ts_backfill(fnd2_a_fedstyitxrt, 250, 1))
+if_else(is_nan(anl4_netdebt_flag), ts_mean(anl4_netdebt_flag, 21), ts_covariance(anl4_netdebt_flag, ts_delay(anl4_netdebt_flag, 1), 42))
 
-power(divide(ts_backfill(fn_entity_common_stock_shares_out_a, 250, 1), ts_backfill(fn_treasury_stock_shares_a, 250, 1)), 0.5)
+add(ts_count_nans(anl4_netdebt_flag, 63), reverse(ts_rank(anl4_netdebt_flag, 84)))
 
-ts_zscore(ts_backfill(fn_liab_fair_val_a, 250, 1), 120)
+group_scale(ts_product(anl4_netdebt_flag, 21), bucket(ts_arg_min(anl4_netdebt_flag, 42)))
 
-group_neutralize(ts_backfill(forward_price_120, 250, 1), bucket(ts_backfill(fn_comp_not_rec_stock_options_a, 250, 1), buckets = "2,5,6,7,10"))
+multiply(ts_mean(anl4_netdebt_flag, 126), inverse(ts_std_dev(anl4_netdebt_flag, 63)))
 
-ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), ts_backfill(fn_entity_common_stock_shares_out_q, 250, 1), 60, 0, 1)
+trade_when(ts_delta(anl4_netdebt_flag, 21) > 0, ts_sum(anl4_netdebt_flag, 42), ts_delay(anl4_netdebt_flag, 21))
 
-log(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 250, 1), ts_backfill(fn_comp_not_rec_a, 250, 1)))
+ts_scale(ts_av_diff(anl4_netdebt_flag, 84), 21, 0)
 
-ts_scale(ts_backfill(nws12_allz_result2, 250, 1), 60, 0.01)
+subtract(ts_sum(anl4_netdebt_flag, 63), vec_avg(bucket(ts_mean(anl4_netdebt_flag, 21))))
 
-signed_power(ts_delta(ts_backfill(fscore_total, 250, 1), 30), 2)
+group_rank(ts_backfill(anl4_netdebt_flag, 42, 1, "NAN"), bucket(last_diff_value(anl4_netdebt_flag, 21)))
 
-inverse(ts_mean(ts_backfill(fn_liab_fair_val_l2_q, 250, 1), 60))
+kth_element(anl4_netdebt_flag, 126, 1)
 
-ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1)
+winsorize(ts_corr(anl4_netdebt_flag, ts_decay_linear(anl4_netdebt_flag, 21, false), 63), 4)
 
-divide(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_mean(fnd6_newa2v1300_oiadp, 60))
+ts_std_dev(client_retention_rate, 90) < ts_mean(ts_std_dev(client_retention_rate, 90), 270)
 
-ts_delta(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 5)
+ts_rank(client_retention_rate, 90) > 0.8 and ts_std_dev(client_retention_rate, 90) < ts_std_dev(client_retention_rate, 270)
 
-ts_rank(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60)
+group_zscore(ts_std_dev(client_retention_rate, 90), sector) < -1.0
 
-ts_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+ts_scale(client_retention_rate, 90) > 0.7 and ts_std_dev(client_retention_rate, 90) < 0.05
 
-group_mean(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector, industry)
+ts_delta(ts_std_dev(client_retention_rate, 90), 90) < 0 and ts_std_dev(client_retention_rate, 90) < ts_mean(client_retention_rate, 270) * 0.1
 
-group_neutralize(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
+ts_zscore(ts_std_dev(client_retention_rate, 90), 90) < -2.0
 
-group_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector)
+group_neutralize(ts_std_dev(client_retention_rate, 90), industry) < 0.03
 
-group_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
+ts_decay_linear(ts_std_dev(client_retention_rate, 90), 90) < ts_decay_linear(ts_std_dev(client_retention_rate, 270), 270)
 
-ts_decay_linear(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
+ts_count_nans(client_retention_rate, 90) == 0 and ts_std_dev(client_retention_rate, 90) < 0.02
 
-ts_corr(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20)
+ts_arg_min(ts_std_dev(client_retention_rate, 90), 180) < 90
 
-ts_quantile(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60, driver="gaussian")
+ts_corr(client_retention_rate, revenue_growth, 90) > 0.6 and ts_std_dev(client_retention_rate, 90) < 0.04
 
-ts_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+ts_backfill(ts_std_dev(client_retention_rate, 90), 90, 1) < ts_mean(ts_std_dev(client_retention_rate, 90), 180)
 
-ts_std_dev(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
+group_scale(ts_std_dev(client_retention_rate, 90), industry) < 0.3
 
-ts_sum(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
+ts_quantile(ts_std_dev(client_retention_rate, 90), 90, "gaussian") < 0.2
 
-ts_av_diff(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
+ts_av_diff(ts_std_dev(client_retention_rate, 90), 90) < -0.01
 
-ts_arg_max(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+ts_regression(client_retention_rate, economic_cycle_index, 90, 0, 1) > 0.5 and ts_std_dev(client_retention_rate, 90) < 0.03
 
-ts_arg_min(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+ts_product(ts_std_dev(client_retention_rate, 90), 90) < 1.0e-5
 
-ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20, rettype=0)
+ts_mean(client_retention_rate, 90) > 0.8 and ts_std_dev(client_retention_rate, 90) < 0.01
 
-group_backfill(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry, 20, std=4)
+ts_step(1) % 90 == 0 and ts_std_dev(client_retention_rate, 90) < 0.02
+
+rank(ts_std_dev(client_retention_rate, 90), 0) > 0.9 and group_zscore(ts_std_dev(client_retention_rate, 90), country) < -0.5