++

2026-01-04 16:30:57 +08:00
parent 51a483ce22
commit 2950e9d2ce
134 changed files with 1180 additions and 47 deletions
@@ -0,0 +1,20 @@
+ts_backfill(fnd6_newa2v1300_oiadp, 60)
+multiply(ts_delta(fnd6_newqeventv110_cipenq, 5), ts_rank(ts_zscore(fnd6_newqv1300_cipenq, 30), 10))
+group_neutralize(ts_mean(fscore_total, 20), vec_avg(multi_factor_acceleration_score_derivative))
+subtract(ts_av_diff(nws12_afterhsz_tonhigh, 10), ts_av_diff(nws12_allz_result2, 10))
+divide(ts_sum(nws12_mainz_tonhigh, 15), ts_std_dev(rp_nip_ratings, 15))
+add(power(fn_comp_not_rec_a, 0.5), sqrt(abs(fn_comp_not_rec_stock_options_a)))
+max(ts_delay(fn_comp_not_rec_stock_options_q, 3), ts_delay(fn_def_tax_assets_liab_net_q, 3))
+if_else(ts_rank(fn_entity_common_stock_shares_out_a, 20) > 0.5, fn_entity_common_stock_shares_out_q, 0)
+ts_corr(fn_liab_fair_val_a, fn_liab_fair_val_l1_a, 30)
+min(ts_product(fn_liab_fair_val_l1_q, 5), ts_product(fn_liab_fair_val_l2_a, 5))
+reverse(ts_regression(fn_liab_fair_val_l2_q, fn_oth_income_loss_fx_transaction_and_tax_translation_adj_q, 20, 0, 1))
+signed_power(ts_delta(fn_treasury_stock_shares_a, 10), ts_scale(fnd2_a_fedstyitxrt, 10))
+group_zscore(ts_backfill(forward_price_120, 30), bucket(rank(ts_mean(fscore_total, 20)), range="0,1,0.2"))
+ts_decay_linear(multi_factor_acceleration_score_derivative, 10, true)
+quantile(ts_covariance(nws12_afterhsz_tonhigh, nws12_allz_result2, 15), "gaussian", 1.0)
+trade_when(ts_step(1) > 5, ts_arg_max(nws12_mainz_tonhigh, 10), rp_nip_ratings)
+vec_sum(kth_element(fn_comp_not_rec_a, 5, 2))
+hump(ts_count_nans(fn_comp_not_rec_stock_options_a, 20), 0.01)
+winsorize(days_from_last_change(fn_comp_not_rec_stock_options_q), 3)
+last_diff_value(fn_def_tax_assets_liab_net_q, 7)