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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/2026/01/01/161057.txt
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divide(fnd6_spce, fnd6_newqv1300_spceepsq)
group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类)
ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4)
sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4))
rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4))
if_else(fnd6_newqv1300_spceepsq >= 0, ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4), NaN)
multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4)))
winsorize(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4),4)
group_rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4),申万行业分类)
normalize(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqv1300_spceepsq),申万行业分类),4))