++

2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
@@ -0,0 +1,279 @@
+multiply(ts_delta(close,10), group_mean(ts_delta(close,10), 1, bucket(rank(volume), range="0,3,0.4")))
+
+if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,5), ts_delta(close,20))
+
+ts_corr(ts_delta(close,5), ts_delta(volume,5), 30)
+
+ts_regression(close, ts_step(1), 30, 0, 1)
+
+ts_decay_linear(ts_delta(close,5), 20)
+
+multiply(ts_mean(returns,20), ts_std_dev(returns,20))
+
+ts_delta(ts_delta(close,10), 5)
+
+group_mean(ts_delta(close,20), 1, bucket(rank(volume), range="0,3,0.4"))
+
+if_else(rank(volume) > 0.7, ts_delta(close,20), ts_delta(close,10))
+
+ts_rank(ts_mean(returns,20), 60) > 0.5
+
+ts_zscore(ts_delta(close,30), 60)
+
+multiply(ts_delta(close,60), ts_std_dev(returns,20))
+
+ts_arg_max(returns, 30)
+
+ts_arg_min(returns, 30)
+
+ts_av_diff(returns, 20)
+
+ts_count_nans(returns, 30)
+
+ts_covariance(returns, volume, 20)
+
+ts_backfill(ts_delta(close,5), 30)
+
+ts_delay(close, 5)
+
+ts_mean(ts_delta(close,5), 30)
+
+ts_product(returns, 10)
+
+ts_quantile(returns, 20)
+
+ts_scale(close, 60)
+
+ts_sum(returns, 20)
+
+ts_zscore(volume, 30)
+
+normalize(ts_delta(close,10), true)
+
+quantile(ts_delta(close,10))
+
+rank(ts_delta(close,20))
+
+scale(ts_delta(close,20))
+
+winsorize(ts_delta(close,20), 3)
+
+zscore(ts_delta(close,20))
+
+vec_avg(ts_delta(close,20))
+
+vec_sum(ts_delta(close,20))
+
+bucket(rank(volume), range="0,3,0.4")
+
+group_backfill(ts_delta(close,10), industry, 30)
+
+group_mean(ts_delta(close,10), 1, industry)
+
+group_neutralize(ts_delta(close,10), sector)
+
+group_rank(ts_delta(close,10), industry)
+
+group_scale(ts_delta(close,10), sector)
+
+group_zscore(ts_delta(close,10), sector)
+
+multiply(ts_delta(close,20), if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, 1, -1))
+
+divide(ts_delta(close,10), ts_std_dev(returns,20))
+
+reverse(ts_delta(close,20))
+
+sign(ts_delta(close,10))
+
+signed_power(ts_delta(close,10), 2)
+
+sqrt(ts_mean(returns,20))
+
+subtract(ts_delta(close,20), ts_delta(close,10))
+
+add(ts_delta(close,20), ts_delta(close,10))
+
+max(ts_delta(close,20), ts_delta(close,10))
+
+min(ts_delta(close,20), ts_delta(close,10))
+
+power(ts_delta(close,10), 2)
+
+and(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,10) > 0)
+
+or(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,10) > 0)
+
+not(ts_rank(ts_std_dev(returns,20), 60) > 0.7)
+
+is_nan(ts_delta(close,10))
+
+if_else(ts_rank(ts_std_dev(returns,20), 60) > 0.7, ts_delta(close,5), ts_delta(close,60))
+
+multiply(ts_delta(close,10), ts_corr(ts_delta(close,5), ts_delta(volume,5), 20))
+
+ts_regression(close, ts_step(1), 60, 0, 1)
+
+ts_decay_linear(returns, 30)
+
+ts_mean(ts_delta(close,1), 20)
+
+ts_std_dev(ts_delta(close,5), 20)
+
+ts_sum(ts_delta(close,5), 30)
+
+ts_zscore(ts_delta(close,10), 30)
+
+group_mean(ts_delta(close,10), 1, sector)
+
+group_rank(ts_delta(close,10), sector)
+
+group_scale(ts_delta(close,10), sector)
+
+group_zscore(ts_delta(close,10), sector)
+
+bucket(rank(volume), range="0,5,0.2")
+
+ts_backfill(ts_delta(close,10), 60)
+
+ts_delay(returns, 1)
+
+ts_mean(returns, 10)
+
+ts_product(ts_delta(close,5), 5)
+
+ts_quantile(ts_delta(close,10), 30)
+
+ts_scale(ts_delta(close,10), 30)
+
+ts_sum(ts_delta(close,5), 10)
+
+ts_zscore(ts_delta(close,5), 10)
+
+normalize(ts_delta(close,5), false)
+
+quantile(ts_delta(close,5))
+
+rank(ts_delta(close,5))
+
+scale(ts_delta(close,5))
+
+winsorize(ts_delta(close,5), 4)
+
+zscore(ts_delta(close,5))
+
+vec_avg(ts_delta(close,5))
+
+vec_sum(ts_delta(close,5))
+
+group_backfill(ts_delta(close,5), industry, 20)
+
+group_mean(ts_delta(close,5), 1, industry)
+
+group_neutralize(ts_delta(close,5), industry)
+
+group_rank(ts_delta(close,5), industry)
+
+group_scale(ts_delta(close,5), industry)
+
+group_zscore(ts_delta(close,5), industry)
+
+multiply(ts_delta(close,5), ts_corr(ts_delta(close,5), ts_delta(volume,5), 10))
+
+divide(ts_delta(close,5), ts_std_dev(returns,10))
+
+reverse(ts_delta(close,5))
+
+sign(ts_delta(close,5))
+
+signed_power(ts_delta(close,5), 2)
+
+sqrt(ts_mean(returns,10))
+
+subtract(ts_delta(close,5), ts_delta(close,1))
+
+add(ts_delta(close,5), ts_delta(close,1))
+
+max(ts_delta(close,5), ts_delta(close,1))
+
+min(ts_delta(close,5), ts_delta(close,1))
+
+power(ts_delta(close,5), 2)
+
+and(ts_rank(ts_std_dev(returns,10), 30) > 0.7, ts_delta(close,5) > 0)
+
+or(ts_rank(ts_std_dev(returns,10), 30) > 0.7, ts_delta(close,5) > 0)
+
+not(ts_rank(ts_std_dev(returns,10), 30) > 0.7)
+
+is_nan(ts_delta(close,5))
+
+if_else(ts_rank(ts_std_dev(returns,10), 30) > 0.7, ts_delta(close,5), ts_delta(close,20))
+
+multiply(ts_delta(close,5), ts_corr(ts_delta(close,5), ts_delta(volume,5), 30))
+
+ts_regression(close, ts_step(1), 20, 0, 1)
+
+ts_decay_linear(returns, 10)
+
+ts_mean(ts_delta(close,1), 5)
+
+ts_std_dev(ts_delta(close,5), 10)
+
+ts_sum(ts_delta(close,5), 5)
+
+ts_zscore(ts_delta(close,5), 5)
+
+group_mean(ts_delta(close,5), 1, sector)
+
+group_rank(ts_delta(close,5), sector)
+
+group_scale(ts_delta(close,5), sector)
+
+group_zscore(ts_delta(close,5), sector)
+
+bucket(rank(volume), range="0,2,0.5")
+
+ts_backfill(ts_delta(close,5), 20)
+
+ts_delay(returns, 5)
+
+ts_mean(returns, 5)
+
+ts_product(ts_delta(close,5), 3)
+
+ts_quantile(ts_delta(close,5), 10)
+
+ts_scale(ts_delta(close,5), 10)
+
+ts_sum(ts_delta(close,5), 3)
+
+ts_zscore(ts_delta(close,5), 3)
+
+normalize(ts_delta(close,5), false)
+
+quantile(ts_delta(close,5))
+
+rank(ts_delta(close,5))
+
+scale(ts_delta(close,5))
+
+winsorize(ts_delta(close,5), 3)
+
+zscore(ts_delta(close,5))
+
+vec_avg(ts_delta(close,5))
+
+vec_sum(ts_delta(close,5))
+
+group_backfill(ts_delta(close,5), industry, 10)
+
+group_mean(ts_delta(close,5), 1, industry)
+
+group_neutralize(ts_delta(close,5), industry)
+
+group_rank(ts_delta(close,5), industry)
+
+group_scale(ts_delta(close,5), industry)
+
+group_zscore(ts_delta(close,5), industry)