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toor
2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
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generated_alpha/2025/2025-12-28/154918.txt
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ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756)
ts_corr(ts_backfill(fscore_momentum,50), ts_backfill(fscore_value,50),756)
ts_corr(ts_backfill(fscore_momentum,80), ts_backfill(fscore_value,80),756)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),500)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),1000)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_std_dev(fscore_momentum,66)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_std_dev(fscore_value,66)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_zscore(fscore_momentum,66)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_zscore(fscore_value,66)
group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min2_focused_sector)
group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min24_500_sector)
group_neutralize(ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756), pv13_h_min22_1000_sector)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * if_else(ts_count_nans(fscore_momentum,66) > 0, 0, 1)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * if_else(ts_count_nans(fscore_value,66) > 0, 0, 1)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * sign(ts_delta(fscore_momentum,1))
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * sign(ts_delta(fscore_value,1))
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_rank(fscore_momentum,66)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * ts_rank(fscore_value,66)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * winsorize(ts_delta(fscore_momentum,66),4)
ts_corr(ts_backfill(fscore_momentum,66), ts_backfill(fscore_value,66),756) * winsorize(ts_delta(fscore_value,66),4)