wqb/AlphaGenerator
2
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

++

Browse Source
This commit is contained in:
toor
2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
Download Patch File Download Diff File Expand all files Collapse all files
generated_alpha/2025/2025-12-25/155254.txt
+19
View File
@@ -0,0 +1,19 @@
divide(ts_backfill(fnd6_drc, 252), assets)
rank(divide(ts_backfill(fnd6_drc, 252), assets))
group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector)
subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5)
ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 63)
ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126)
ts_delta(divide(ts_backfill(fnd6_drc, 252), assets), 21)
multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))
multiply(ts_zscore(divide(ts_backfill(fnd6_drc, 252), assets), 63), ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126))
multiply(ts_delta(divide(ts_backfill(fnd6_drc, 252), assets), 21), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))