update

2025-11-26 16:07:55 +08:00
parent f2a149d2cf
commit 2943d92f82
11 changed files with 259 additions and 65 deletions
@@ -0,0 +1,5 @@
+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)