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/2026/01/01/164654.txt
+19
View File
@@ -0,0 +1,19 @@
divide(fnd6_spce, fnd6_newqeventv110_spceepsq)
group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业)
ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)
sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))
multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)))
if_else(greater_equal(fnd6_newqeventv110_spceepsq, 0), multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))), 0)
ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4, dense=false)
if_else(greater_equal(ts_delta(fnd6_newqeventv110_spceepsq, 1), 0), multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))), 0)
winsorize(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4), std=3)
normalize(multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))), useStd=true)