++

手动处理每天alpha.txt

@@ -1,39 +1,79 @@
-multiply(add(group_zscore(ts_rank(subtract(log(fn_def_tax_assets_liab_net_q), ts_sum(fn_liab_fair_val_a, 252)), 21), sector), ts_zscore(divide(log(multi_factor_acceleration_score_derivative), power(ts_delta(fn_liab_fair_val_a, 126), 2)), 252)), sqrt(reverse(ts_scale(signed_power(multi_factor_acceleration_score_derivative, 3), 63))))
+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)
 
-multiply(ts_rank(kth_element(fn_def_tax_assets_liab_net_q, 63, 1), 252), group_zscore(sign(ts_covariance(ts_delta(fn_liab_fair_val_a, 21), log(fn_def_tax_assets_liab_net_q), 63)), sector))
+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")))
 
-add(group_zscore(ts_av_diff(ts_backfill(multi_factor_acceleration_score_derivative, 126), 21), sector), ts_rank(ts_delay(signed_power(log(multi_factor_acceleration_score_derivative), 2), 63), 252))
+ts_delta(ts_backfill(fn_liab_fair_val_l1_q, 250, 1), 60)
 
-multiply(subtract(group_zscore(trade_when(log(fn_def_tax_assets_liab_net_q) > ts_mean(log(fn_def_tax_assets_liab_net_q), 252), ts_zscore(log(fn_def_tax_assets_liab_net_q), 63), divide(log(multi_factor_acceleration_score_derivative), fn_liab_fair_val_a)), sector), 0.5), ts_scale(sqrt(abs(fn_liab_fair_val_a)), 21))
+ts_rank(divide(fn_comp_not_rec_stock_options_a, fn_entity_common_stock_shares_out_q), 120, 0)
 
-sqrt(ts_rank(multiply(group_zscore(subtract(ts_sum(log(fn_def_tax_assets_liab_net_q), 63), ts_product(log(multi_factor_acceleration_score_derivative), 21)), sector), reverse(kth_element(multi_factor_acceleration_score_derivative, 252, 1))), 126))
+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"))
 
-multiply(sign(ts_delta(fn_liab_fair_val_a, 63)), group_zscore(ts_corr(ts_backfill(log(fn_def_tax_assets_liab_net_q), 252), reverse(multi_factor_acceleration_score_derivative), 126), sector))
+ts_corr(ts_backfill(fn_liab_fair_val_l2_a, 250, 1), ts_backfill(fn_liab_fair_val_l1_a, 250, 1), 60)
 
-ts_zscore(divide(add(group_zscore(kth_element(multi_factor_acceleration_score_derivative, 126, 1), sector), ts_rank(signed_power(log(fn_def_tax_assets_liab_net_q), 3), 63)), ts_delay(sqrt(abs(fn_liab_fair_val_a)), 21)), 252)
+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))
 
-multiply(ts_rank(group_zscore(ts_decay_linear(log(fn_def_tax_assets_liab_net_q), 252), sector), 126), subtract(1, ts_scale(divide(multi_factor_acceleration_score_derivative, fn_liab_fair_val_a), 63)))
+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)))
 
-add(reverse(ts_zscore(multi_factor_acceleration_score_derivative, 21)), group_zscore(ts_sum(trade_when(log(fn_def_tax_assets_liab_net_q) > ts_mean(log(fn_def_tax_assets_liab_net_q), 63), signed_power(ts_delta(fn_liab_fair_val_a, 126), 2), ts_backfill(log(fn_def_tax_assets_liab_net_q), 63)), 252), sector))
+subtract(ts_mean(ts_backfill(nws12_afterhsz_tonhigh, 250, 1), 60), ts_mean(ts_backfill(nws12_mainz_tonhigh, 250, 1), 60))
 
-multiply(sqrt(ts_rank(group_zscore(ts_product(log(multi_factor_acceleration_score_derivative), 63), sector), 126)), ts_av_diff(signed_power(ts_delay(fn_liab_fair_val_a, 21), 3), 252))
+ts_av_diff(ts_backfill(rp_nip_ratings, 250, 1), 30)
 
-multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))
+add(ts_backfill(fn_oth_income_loss_fx_transaction_and_tax_translation_adj_q, 250, 1), ts_backfill(fnd2_a_fedstyitxrt, 250, 1))
 
-multiply(ts_rank(divide(ts_backfill(fnd6_spce, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_spce, 252), assets), sector), 0.5))
+power(divide(ts_backfill(fn_entity_common_stock_shares_out_a, 250, 1), ts_backfill(fn_treasury_stock_shares_a, 250, 1)), 0.5)
 
-multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spceepsq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spceepsq, 252), assets), sector), 0.5))
+ts_zscore(ts_backfill(fn_liab_fair_val_a, 250, 1), 120)
 
-multiply(ts_rank(divide(ts_backfill(fnd6_newqv1300_spcedq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqv1300_spcedq, 252), assets), sector), 0.5))
+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_rank(divide(ts_backfill(fnd6_newqeventv110_spcepd12, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spcepd12, 252), assets), sector), 0.5))
+ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, 250, 1), ts_backfill(fn_entity_common_stock_shares_out_q, 250, 1), 60, 0, 1)
 
-multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spceeps12, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spceeps12, 252), assets), sector), 0.5))
+log(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 250, 1), ts_backfill(fn_comp_not_rec_a, 250, 1)))
 
-multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_glceaq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_glceaq, 252), assets), sector), 0.5))
+ts_scale(ts_backfill(nws12_allz_result2, 250, 1), 60, 0.01)
 
-multiply(ts_rank(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 252), assets), sector), 0.5))
+signed_power(ts_delta(ts_backfill(fscore_total, 250, 1), 30), 2)
 
-multiply(ts_rank(divide(ts_backfill(fn_liab_fair_val_a, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fn_liab_fair_val_a, 252), assets), sector), 0.5))
+inverse(ts_mean(ts_backfill(fn_liab_fair_val_l2_q, 250, 1), 60))
 
-multiply(ts_rank(divide(ts_backfill(multi_factor_acceleration_score_derivative, 252), assets), 126), subtract(group_rank(divide(ts_backfill(multi_factor_acceleration_score_derivative, 252), assets), sector), 0.5))
+ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1)
+
+divide(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_mean(fnd6_newa2v1300_oiadp, 60))
+
+ts_delta(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 5)
+
+ts_rank(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60)
+
+ts_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+group_mean(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector, industry)
+
+group_neutralize(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
+
+group_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector)
+
+group_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
+
+ts_decay_linear(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
+
+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_quantile(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60, driver="gaussian")
+
+ts_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+ts_std_dev(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
+
+ts_sum(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
+
+ts_av_diff(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
+
+ts_arg_max(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+ts_arg_min(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
+
+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)
+
+group_backfill(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry, 20, std=4)