++

手动处理每天alpha.txt

@@ -1,58 +1,20 @@
-ts_decay_linear(multiply(ts_delta(fscore_bfl_total,20),sign(subtract(nws18_sse,ts_quantile(nws18_sse,30)))),60)
-normalize(winsorize(group_neutralize(divide(fnd6_capxv,ts_sum(fnd6_ciother,15)),pv13_h2_min2_1k_sector),2))
-rank(multiply(sqrt(abs(ts_av_diff(fnd6_newqeventv110_cibegniq,30))),reverse(fn_def_tax_assets_liab_net_q)))
-if_else(nws18_sse>ts_mean(nws18_sse,40),ts_rank(fscore_total,35),reverse(ts_rank(fnd6_newqv1300_ciotherq,45)))
-group_scale(multiply(abs(ts_delta(sales_ps,10)),sign(ts_corr(fscore_bfl_total,sales_ps,60))),pv13_h_min24_500_sector)
-zscore(add(ts_zscore(fnd6_eventv110_gdwliepsq,40),reverse(divide(fn_liab_fair_val_l1_q,ts_mean(fn_liab_fair_val_l2_q,30)))))
-ts_mean(multiply(hump(ts_delta(fscore_total,25),0.02),group_rank(nws18_sse,pv13_h_min52_1k_sector)),40)
-subtract(ts_zscore(fnd6_newqv1300_spceepsp12,60),winsorize(multiply(fn_treasury_stock_shares_a,news_max_up_amt),3))
-multiply(signed_power(ts_av_diff(fnd6_cisecgl,20),1.5),group_neutralize(sign(nws18_sse),pv13_h_min22_1000_sector))
-scale(if_else(sales_ps>ts_quantile(sales_ps,45),ts_decay_linear(fscore_bfl_total,50),reverse(fscore_total)),2)
-ts_rank(add(divide(fnd6_newqeventv110_gdwliaq,ts_mean(fnd6_newqeventv110_gdwlipq,25)),abs(nws18_sse)),60)
-normalize(group_neutralize(multiply(ts_delta(fn_def_tax_liab_a,15),sign(subtract(sales_ps,ts_min(sales_ps,25)))),pv13_h_min2_focused_sector))
-winsorize(multiply(ts_covariance(fscore_total,nws18_sse,35),sqrt(abs(ts_std_dev(fnd6_capxv,20)))),2)
-reverse(ts_zscore(divide(ts_sum(fnd6_newqv1300_ciderglq,30),fscore_bfl_total),90))
-group_rank(multiply(add(ts_mean(sales_ps,35),fn_liab_fair_val_l2_q),sign(ts_delta(nws18_sse,15))),pv13_h2_min2_1k_sector)
-multiply(ts_backfill(ts_av_diff(fnd6_eventv110_gdwlieps12,25),20),hump(sign(sales_ps),0.01))
-zscore(subtract(group_neutralize(fscore_total,pv13_h_min24_500_sector),divide(news_max_up_amt,ts_mean(news_max_up_amt,30))))
-ts_decay_linear(if_else(fn_liab_fair_val_l1_a>ts_quantile(fn_liab_fair_val_l1_a,30),sales_ps,reverse(fnd6_ciother)),70)
-rank(winsorize(add(ts_corr(sales_ps,fscore_bfl_total,75),group_rank(fnd6_newqeventv110_spcedq,pv13_h_min52_1k_sector)),3))
-reverse(ts_zscore(fnd6_capxv, 252))
-
-ts_delta(group_rank(zscore(fnd6_capxv), pv13_h_min2_focused_sector), 21)
-
-group_neutralize(ts_scale(rank(forward_price_120), 63), pv13_h_min22_1000_sector)
-
-if_else(fnd6_newqv1300_ciderglq > fnd6_newqeventv110_cibegniq, reverse(rank(sales_ps)), zscore(fnd6_newqv1300_ciotherq))
-
-ts_backfill(group_zscore(log(abs(fnd6_eventv110_gdwliepsq)), pv13_h_min24_500_sector), 22)
-
-multiply(sign(fnd6_newqeventv110_spcedq), fnd6_newqv1300_spceepsp12)
-
-subtract(rank(fn_liab_fair_val_l1_q), rank(fn_liab_fair_val_l2_q))
-
-divide(min_reported_eps_guidance, fnd6_cisecgl)
-
-group_scale(multi_factor_acceleration_score_derivative, pv13_h_min52_1k_sector)
-
-group_backfill(fn_op_lease_min_pay_due_in_2y_a, pv13_h2_min2_1k_sector, 42)
-
-add(fscore_bfl_total, fscore_total)
-
-if_else(fn_treasury_stock_shares_a > 0, news_max_up_amt, nws18_sse)
-
-power(zscore(log(abs(fnd6_newqeventv110_gdwlipq))), 0.5)
-
-winsorize(fnd6_newqeventv110_gdwliaq)
-
-signed_power(fnd6_eventv110_gdwlieps12, 2)
-
-is_nan(fnd6_newqv1300_ciotherq)
-
-kth_element(fn_def_tax_liab_a, 126, 3)
-
-normalize(fnd6_capxv)
-
-days_from_last_change(quantile(fn_liab_fair_val_l1_a, "gaussian"))
-
-vec_avg(bucket(rank(forward_price_120), range="0, 1, 0.2"))
+group_zscore(ts_rank(add(ts_delta(fscore_bfl_total,20),ts_zscore(nws18_sse,60)),252),anl4_netdebt_flag)
+ts_zscore(multiply(ts_rank(subtract(nws12_allz_result2,nws12_mainz_tonhigh),120),sign(ts_delta(fnd6_newqeventv110_cibegniq,30))),60)
+group_rank(multiply(ts_scale(ts_corr(nws18_sse,fscore_bfl_total,90),90),sqrt(abs(ts_delta(nws12_afterhsz_tonhigh,60)))),anl4_netdebt_flag)
+ts_rank(add(ts_zscore(fscore_bfl_total,180),divide(ts_mean(nws12_allz_result2,60),ts_std_dev(nws12_mainz_tonhigh,60))),252)
+group_zscore(subtract(ts_power(abs(ts_delta(fnd6_newqeventv110_cibegniq,45)),0.7),ts_av_diff(nws18_sse,90)),anl4_netdebt_flag)
+multiply(ts_rank(ts_covariance(nws12_afterhsz_tonhigh,nws18_sse,120),180),group_scale(sign(ts_delta(fscore_bfl_total,20)),anl4_netdebt_flag))
+ts_zscore(add(ts_mean(multiply(nws12_allz_result2,nws18_sse),60),ts_rank(fnd6_newqeventv110_cibegniq,90)),120)
+group_rank(ts_scale(subtract(ts_max(ts_mean(nws12_mainz_tonhigh,30),ts_mean(nws12_afterhsz_tonhigh,30)),ts_min(fscore_bfl_total,fn_liab_fair_val_q)),180),anl4_netdebt_flag)
+ts_rank(multiply(ts_zscore(nws18_sse,60),signed_power(ts_delta(fscore_bfl_total,60),1.2)),252)
+group_zscore(add(ts_decay_linear(nws12_allz_result2,90),ts_quantile(ts_delta(fn_liab_fair_val_a,30),60)),anl4_netdebt_flag)
+subtract(ts_rank(ts_mean(fscore_bfl_total,90),180),group_scale(divide(nws18_sse,abs(ts_delta(nws12_mainz_tonhigh,20))),anl4_netdebt_flag))
+ts_zscore(multiply(sqrt(ts_sum(abs(nws12_allz_result2),60)),sign(ts_corr(fnd6_newqeventv110_cibegniq,nws18_sse,120))),90)
+group_rank(ts_power(ts_rank(ts_av_diff(fscore_bfl_total,60),120),0.8),anl4_netdebt_flag)
+multiply(ts_zscore(subtract(nws18_sse,ts_delay(nws18_sse,30)),60),ts_rank(fn_liab_fair_val_l2_q,90))
+ts_rank(add(ts_corr(fscore_bfl_total,fn_liab_fair_val_a,180),ts_scale(nws12_afterhsz_tonhigh,60)),252)
+group_zscore(multiply(ts_delta(ts_mean(nws12_mainz_tonhigh,45),15),inverse(ts_std_dev(fnd6_newqeventv110_cibegniq,60))),anl4_netdebt_flag)
+add(ts_zscore(fscore_bfl_total,120),group_rank(ts_quantile(nws12_allz_result2,90),anl4_netdebt_flag))
+ts_rank(multiply(ts_backfill(nws18_sse,30),ts_delta(ts_covariance(fn_liab_fair_val_q,fscore_bfl_total,60),30)),180)
+group_scale(subtract(ts_max(ts_zscore(nws12_afterhsz_tonhigh,60),ts_zscore(nws12_mainz_tonhigh,60)),ts_min(fnd6_newqeventv110_cibegniq,fn_liab_fair_val_l3_q)),anl4_netdebt_flag)
+ts_zscore(multiply(ts_rank(nws18_sse,252),log(abs(add(fscore_bfl_total,1)))),180)