diff --git a/generated_alpha/2026/01/19/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_230615.txt b/generated_alpha/2026/01/19/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_230615.txt new file mode 100644 index 0000000..b5b6137 --- /dev/null +++ b/generated_alpha/2026/01/19/Pro_deepseek-ai_DeepSeek-V3.1-Terminus_230615.txt @@ -0,0 +1 @@ +add(rank(momentum_score_short_term_float), add(rank(ev_ebitda_relative_component_rank), rank(profitability_language_score))) \ No newline at end of file diff --git a/generated_alpha/2026/01/19/Qwen_Qwen3-VL-235B-A22B-Instruct_230744.txt b/generated_alpha/2026/01/19/Qwen_Qwen3-VL-235B-A22B-Instruct_230744.txt new file mode 100644 index 0000000..912e602 --- /dev/null +++ b/generated_alpha/2026/01/19/Qwen_Qwen3-VL-235B-A22B-Instruct_230744.txt @@ -0,0 +1 @@ +ts_rank(mdl264_es_sale_ntm_r1m_l2, 20) \ No newline at end of file diff --git a/generated_alpha/2026/01/19/deepseek-ai_DeepSeek-V3.2-Exp_230730.txt b/generated_alpha/2026/01/19/deepseek-ai_DeepSeek-V3.2-Exp_230730.txt new file mode 100644 index 0000000..15e38a6 --- /dev/null +++ b/generated_alpha/2026/01/19/deepseek-ai_DeepSeek-V3.2-Exp_230730.txt @@ -0,0 +1,69 @@ +根据您提供的详细要求、可用字段和操作符,我设计了一个融合动量、均值回归、波动率、流动性和市场情绪的多维度Alpha因子。该因子严格遵循所有语法规则,使用指定的字段ID,并避免使用不支持事件输入的操作符。 + +**Alpha因子表达式:** + +```brain +subtract( + multiply( + ts_zscore( + subtract( + ts_mean(mdl77_historicalgrowthfactor_cvopinc, 20), + ts_mean(mdl77_historicalgrowthfactor_cvopinc, 60) + ), + 120 + ), + sign(ts_delta(principal_component_score_1_all, 10)) + ), + multiply( + ts_corr( + rank(momentum_score_short_term_float), + rank(ts_std_dev(pv87_employeehealthsafetyandwellbeingindustrypercentile_momentum_mean, 30)), + 20 + ), + ts_rank( + divide( + ts_sum(pv87_webv2_weightedavg20_group_event_sentiment_score_all, 5), + ts_std_dev(pv87_webv2_weightedavg20_group_event_sentiment_score_all, 20) + ), + 50 + ) + ) +) +``` + +**因子设计逻辑与经济学解释:** + +1. **核心信号(第一部分 - `subtract` 内的第一项 `multiply`):** + * **`ts_zscore(subtract(ts_mean(mdl77_historicalgrowthfactor_cvopinc, 20), ts_mean(mdl77_historicalgrowthfactor_cvopinc, 60)), 120)`**: + * **经济学逻辑**:捕捉**盈利质量(均值回归)**。`mdl77_historicalgrowthfactor_cvopinc` 是经营利润的变异系数,衡量盈利稳定性。短期(20日)与中期(60日)均值的差异,反映了盈利稳定性的近期变化趋势。使用120日窗口的Z-Score进行标准化,旨在识别盈利稳定性从异常水平(过高波动或过低波动)向常态回归的信号。 + * **技术实现**:双层嵌套。内层`subtract`计算短期与中期趋势差,外层`ts_zscore`进行长周期标准化和风险调整。 + + * **`sign(ts_delta(principal_component_score_1_all, 10))`**: + * **经济学逻辑**:引入**市场宽基风险因子动量**。`principal_component_score_1_all` 代表全市场最重要的系统性风险敞口(如市场因子)。其10日变化的方向(`sign`)代表了近期市场整体风险偏好的动向。 + * **技术实现**:单层动量信号。 + + * **组合逻辑**:将**盈利质量均值回归信号**与**市场风险因子动量方向**相乘。这意味着,当市场风险偏好上升(正信号)时,我们更相信盈利稳定性改善(Z-Score为正)的股票;当市场风险偏好下降时,我们更相信盈利稳定性恶化(Z-Score为负)的股票。这体现了**因子与市场状态的动态适应**。 + +2. **噪声过滤与增强信号(第二部分 - `subtract` 内的第二项 `multiply`):** + * **`ts_corr(rank(momentum_score_short_term_float), rank(ts_std_dev(pv87_employeehealthsafetyandwellbeingindustrypercentile_momentum_mean, 30)), 20)`**: + * **经济学逻辑**:**动量与ESG波动性的背离**。计算短期价格动量 (`momentum_score_short_term_float`) 与ESG议题动量波动性 (`pv87_employeehealthsafetyandwellbeingindustrypercentile_momentum_mean` 的30日标准差) 在20日窗口内的横截面排名相关性。低或负相关性可能表明股价动量并未得到ESG情绪稳定性的支持,可能是一种脆弱或虚假的动量,应予以惩罚。 + * **技术实现**:使用`rank`进行横截面标准化,`ts_corr`计算时间序列相关性,捕捉动态关系。 + + * **`ts_rank(divide(ts_sum(pv87_webv2_weightedavg20_group_event_sentiment_score_all, 5), ts_std_dev(pv87_webv2_weightedavg20_group_event_sentiment_score_all, 20)), 50)`**: + * **经济学逻辑**:**新闻情绪的信号噪声比**。计算近期(5日)全事件新闻情绪总和与其波动性(20日标准差)的比率。高比率表明强烈的积极情绪伴随着低噪声,是高质量的看涨信号。`ts_rank`用于在50日窗口内评估该比率的相对强度。 + * **技术实现**:`divide`计算信噪比,`ts_rank`进行时间序列上的强度排名。 + + * **组合逻辑**:将**动量-ESG波动性背离信号**(理想情况下为负值以作惩罚)与**新闻情绪质量信号**(理想情况下为正值以作增强)相乘。这构成了一个**多维度特征融合**的调整项,用于对核心信号进行精细化修正。 + +3. **最终合成(最外层的 `subtract`):** + * 从**动态适应的盈利质量核心信号**中,减去由**动量-ESG背离**和**新闻情绪质量**构成的**噪声过滤与增强调整项**。 + * **整体逻辑**:因子旨在寻找那些盈利稳定性发生有利变化、且与当前市场风险偏好方向一致的公司。同时,它试图过滤掉那些动量缺乏ESG稳定性支撑、或新闻情绪噪声过大的股票,以提升信号的纯净度和稳健性。 + +**本因子如何满足“终极Alpha标准”:** +* **多因子融合**:结合了盈利质量(价值/质量)、市场风险(宏观)、价格动量、ESG动量波动性(社会责任)、新闻情绪(市场情绪)。 +* **多时间尺度**:使用了短(5,10,20)、中(30,50,60)、长(120)周期。 +* **风险调整**:通过Z-Score、与市场因子联动、信噪比计算隐含了波动率控制和标准化。 +* **市场状态适应**:通过`sign(ts_delta(principal_component_score_1_all, 10))`使因子对市场风险偏好敏感。 +* **因子组合优化**:通过乘法和减法,考虑了信号间的逻辑关系(协同与过滤),而非简单加权。 +* **动态调整**:时间序列操作符(`ts_zscore`, `ts_corr`, `ts_rank`, `ts_delta`)确保信号随时间动态更新。 +* **表达式复杂度**:在实现多重逻辑嵌套的同时,保持了表达式的可读性和计算效率,未过度复杂化。 \ No newline at end of file diff --git a/manual_prompt/2026/01/19/manual_prompt_20260119230450.txt b/manual_prompt/2026/01/19/manual_prompt_20260119230450.txt new file mode 100644 index 0000000..b8b94aa --- /dev/null +++ b/manual_prompt/2026/01/19/manual_prompt_20260119230450.txt @@ -0,0 +1,618 @@ +## 核心设计理念 +**因子经济学逻辑**: +- 动量效应:价格趋势的持续性 +- 均值回归:价格的回复特性 +- 波动率特征:风险与收益的关系 +- 流动性溢价:成交量蕴含的信息 +- 市场情绪:价量关系的异常表现 +Grammar Rules +/* */ - Block comments for multiple lines +; - Statement separator (not needed for last line) +Last statement is the Alpha expression for BRAIN simulator +Alpha expression cannot be assigned to a variable +No classes, objects, pointers, or functions allowed +**统计有效性准则**: +- 信息比率最大化:信号与噪声比 +- 因子稳定性:在不同市场环境下保持有效 +- 单调性:因子值与预期收益的单调关系 +- 可解释性:基于扎实的金融逻辑 +## 技术实现要求 +**智能参数匹配**: +- 动量类:短周期[10,20,30]捕捉近期趋势 +- 反转类:中周期[40,50,60]识别过度反应 +- 波动类:长周期[120,250]确保统计稳定性 +- 流动性类:多周期对比分析异常变化 +**噪声处理技术**: +- 移动平均线:平滑噪声,突出趋势 +- 标准偏差:测量波动程度 +- 归一化:将不同时间窗口的因子值调整到同一尺度 +**嵌套结构逻辑**: +- 单层:直接有效的原始信号 +- 双层:信号提炼与降噪处理 +- 三层:多维度特征融合与增强 +**操作符汇总 +**算术运算符 (Arithmetic): +abs(x) - 绝对值 +add(x, y, filter=false) - 加法 (x + y) +densify(x) - 分组字段稠密化 +divide(x, y) - 除法 (x / y) +inverse(x) - 倒数 (1/x) +log(x) - 自然对数 +max(x, y, ..) - 最大值 +min(x, y, ..) - 最小值 +multiply(x, y, filter=false) - 乘法 (x * y) +power(x, y) - 幂运算 (x^y) +reverse(x) - 取反 (-x) +sign(x) - 符号函数 +signed_power(x, y) - 保留符号的幂运算 +sqrt(x) - 平方根 +subtract(x, y, filter=false) - 减法 (x - y) +to_nan(x, value=0, reverse=false) - 值与NaN转换 +**逻辑运算符 (Logical): +and(input1, input2) - 逻辑与 +if_else(input1, input2, input3) - 条件判断 +input1 < input2 - 小于比较 +input1 <= input2 - 小于等于 +input1 == input2 - 等于比较 +input1 > input2 - 大于比较 +input1 >= input2 - 大于等于 +input1 != input2 - 不等于 +is_nan(input) - 是否为NaN +not(x) - 逻辑非 +or(input1, input2) - 逻辑或 +**时间序列运算符 (Time Series): +days_from_last_change(x) - 上次变化天数 +hump(x, hump=0.01) - 限制变化幅度 +jump_decay(x, d, sensitivity=0.5, force=0.1) - 跳跃衰减 +kth_element(x, d, k) - 第K个值 +last_diff_value(x, d) - 最后一个不同值 +ts_arg_max(x, d) - 最大值相对索引 +ts_arg_min(x, d) - 最小值相对索引 +ts_av_diff(x, d) - 与均值的差 +ts_backfill(x, lookback=d, k=1, ignore="NAN") - 回填 +ts_corr(x, y, d) - 时间序列相关性 +ts_count_nans(x, d) - NaN计数 +ts_covariance(y, x, d) - 协方差 +ts_decay_linear(x, d, dense=false) - 线性衰减 +ts_delay(x, d) - 延迟值 +ts_delta(x, d) - 差值 (x - 延迟值) +ts_max(x, d) - 时间序列最大值 +ts_mean(x, d) - 时间序列均值 +ts_min(x, d) - 时间序列最小值 +ts_product(x, d) - 时间序列乘积 +ts_quantile(x, d, driver="gaussian") - 分位数 +ts_rank(x, d, constant=0) - 时间序列排名 +ts_regression(y, x, d, lag=0, rettype=0) - 回归分析 +ts_scale(x, d, constant=0) - 时间序列缩放 +ts_std_dev(x, d) - 时间序列标准差 +ts_step(1) - 天数计数器 +ts_sum(x, d) - 时间序列求和 +ts_target_tvr_decay(x, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率衰减 +ts_target_tvr_delta_limit(x, y, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率差值限制 +ts_zscore(x, d) - 时间序列Z分数 +**横截面运算符 (Cross Sectional): +normalize(x, useStd=false, limit=0.0) - 标准化 +quantile(x, driver=gaussian, sigma=1.0) - 分位数转换 +rank(x, rate=2) - 排名 +scale(x, scale=1, longscale=1, shortscale=1) - 缩放 +scale_down(x, constant=0) - 按比例缩放 +vector_neut(x, y) - 向量中性化 +winsorize(x, std=4) - 缩尾处理 +zscore(x) - Z分数 +**向量运算符 (Vector): +vec_avg(x) - 向量均值 +vec_max(x) - 向量最大值 +vec_min(x) - 向量最小值 +vec_sum(x) - 向量求和 +**变换运算符 (Transformational): +bucket(rank(x), range="0,1,0.1" or buckets="2,5,6,7,10") - 分桶 +generate_stats(alpha) - 生成统计量 +trade_when(x, y, z) - 条件交易 +**分组运算符 (Group): +combo_a(alpha, nlength=250, mode='algo1') - 组合Alpha +group_backfill(x, group, d, std=4.0) - 分组回填 +group_cartesian_product(g1, g2) - 笛卡尔积分组 +group_max(x, group) - 分组最大值 +group_mean(x, weight, group) - 分组均值 +group_min(x, group) - 分组最小值 +group_neutralize(x, group) - 分组中性化 +group_rank(x, group) - 分组排名 +group_scale(x, group) - 分组缩放 +group_zscore(x, group) - 分组Z分数 +**特殊运算符 (Special): +in - 包含判断 +self_corr(input) - 自相关性 +universe_size - 宇宙大小 +**归约运算符 (Reduce): +reduce_avg(input, threshold=0) - 平均值归约 +reduce_choose(input, nth, ignoreNan=true) - 选择归约 +reduce_count(input, threshold) - 计数归约 +reduce_ir(input) - IR归约 +reduce_kurtosis(input) - 峰度归约 +reduce_max(input) - 最大值归约 +reduce_min(input) - 最小值归约 +reduce_norm(input) - 范数归约 +reduce_percentage(input, percentage=0.5) - 百分比归约 +reduce_powersum(input, constant=2, precise=false) - 幂和归约 +reduce_range(input) - 范围归约 +reduce_skewness(input) - 偏度归约 +reduce_stddev(input, threshold=0) - 标准差归约 +reduce_sum(input) - 求和归约 +## 卓越因子特征 +每个表达式应体现: +1. **经济学直觉**:基于公认的市场异象 +2. **计算鲁棒性**:避免过拟合和极端值敏感 +3. **交易可行性**:考虑实际执行成本 +4. **创新性**:在经典因子上进行合理改进 +## 终极Alpha标准(第18个) +- 多因子融合:结合动量、价值、质量、情绪等多个维度 +- 多时间尺度:协调使用短、中、长期窗口 +- 风险调整:隐含波动率控制或标准化处理 +- 市场状态适应:能够适应不同市场环境 +- 因子组合优化:考虑因子之间的相关性和组合风险 +- 动态调整:能够根据市场条件实时调整参数 +- 表达式不要太复杂 +**表达式不要太复杂 +可用字段:{fields_formatted} +可用运算符:{operators_formatted} +**重要规则(必须严格遵守):** +1. **CRITICAL:必须使用提供的「可用字段」列表中的完整字段ID,如 anl10_cpsff_2371、anl10_cpsfq1_consensus_2351 等** +2. **CRITICAL:绝对禁止使用 close、volume、high、low、open 等不完整的字段名** +3. **必须使用提供的「可用运算符」列表中的运算符** +4. **每个表达式必须是独立的,不能有赋值或其他语法结构** +5. **请严格按照 operator(field_id, numeric_parameter) 的格式编写** +6. **如果违反以上规则,生成的表达式将被系统拒绝!** +**错误示例(禁止使用):** +- ts_corr(rank(close), rank(volume), 10) +- ts_sum(returns, 20) / ts_std_dev(returns, 20) +- close - open +**正确示例(使用格式):** +- ts_corr(rank(fnd72_pit_or_cr_q_oper_inc_to_tot_debt), rank(fnd72_pit_or_cr_q_oper_inc_to_tot_debt), 10) +- divide(ts_sum(fnd72_pit_or_cr_q_oper_inc_to_tot_debt, 20), ts_std_dev(fnd72_pit_or_cr_q_oper_inc_to_tot_debt, 20)) + +以下是我的账号有权限使用的操作符, 请严格按照操作符, 进行生成,组合因子 + +========================= 操作符开始 ======================================= +注意: Operator: 后面的是操作符(是可以使用的), +Description: 此字段后面的是操作符对应的描述或使用说明(禁止使用, 仅供参考), Description字段后面的内容是使用说明, 不是操作符 +特别注意!!!! 必须按照操作符字段Operator的使用说明生成 alpha========================= 数据字段开始 ======================================= +注意: data_set_name: 后面的是数据字段(可以使用), description: 此字段后面的是数据字段对应的描述或使用说明(不能使用) + +{'id': 167121, 'data_set_name': '可以使用:mdl264_technical_dma_low_l3', 'description': '不可使用,仅供参考:The probability that the future trend of "6-Day Moving Average of the stock\'s daily low value" will move up'} +{'id': 321772, 'data_set_name': '可以使用:pv87_employeehealthsafetyandwellbeingindustrypercentile_momentum_mean', 'description': '不可使用,仅供参考:Trailing 12m score of Employee Health Safety And Wellbeing topic'} +{'id': 162070, 'data_set_name': '可以使用:mdl219_2_curratio', 'description': '不可使用,仅供参考:Current ratio calculated as current assets divided by current liabilities for the second module.'} +{'id': 6352, 'data_set_name': '可以使用:anl44_sales_best_eeps_cur_yr', 'description': '不可使用,仅供参考:sales best eeps cur yr'} +{'id': 324838, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oiivcallmput2', 'description': '不可使用,仅供参考:implied volatility of near out and in call minus put options'} +{'id': 1674, 'data_set_name': '可以使用:anl14_high_revenue_fp4', 'description': '不可使用,仅供参考:The Highest Estimation of Revenue - upcoming 4 quarters'} +{'id': 324967, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volivcallmputs9', 'description': '不可使用,仅供参考:implied volatility volume of deep in call minus put options with the same strike prices, which are in the money'} +{'id': 325102, 'data_set_name': '可以使用:pv87_v2_expavg20_group_event_sentiment_score_legal', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Legal'} +{'id': 324327, 'data_set_name': '可以使用:pv87_qtr_matrix_cash_flow_share_consensus_mean_numanalystsunfiltered', 'description': '不可使用,仅供参考:Number of analysts (unfiltered) of Cash Flow / Share Consensus Mean'} +{'id': 166507, 'data_set_name': '可以使用:mdl264_es_sale_ntm_r1m_l2', 'description': '不可使用,仅供参考:The probability that the future trend of "NTM revenue revision, 1M" will be neutral'} +{'id': 320118, 'data_set_name': '可以使用:pv87_2_fcfps_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Financing Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 323653, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted28d_sent_mean_std', 'description': '不可使用,仅供参考:28-day Volume weighted average of Standard deviation of Sentiment Average'} +{'id': 174541, 'data_set_name': '可以使用:oth460_put_call_ratio_l2', 'description': '不可使用,仅供参考:The probability that the future trend of Put Volume to Call Volume" will be neutral"'} +{'id': 168397, 'data_set_name': '可以使用:ev_ebitda_relative_component_rank', 'description': '不可使用,仅供参考:Global rank for the enterprise value to EBITDA ratio component in the valuation model.'} +{'id': 318566, 'data_set_name': '可以使用:principal_component_score_1_all', 'description': '不可使用,仅供参考:Value of the 2nd principal component for all securities in the universe.'} +{'id': 323080, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted28d_ew_sent_trend', 'description': '不可使用,仅供参考:28-day Volume weighted average of Trend of Sentiment'} +{'id': 295796, 'data_set_name': '可以使用:oth455_partner_roam_w1_pca_fact3_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 3rd eigenvalue of PCA into 10 groups.'} +{'id': 168379, 'data_set_name': '可以使用:yearly_broker_research_document_count', 'description': '不可使用,仅供参考:Number of broker research reports analyzed in the past twelve months.'} +{'id': 168369, 'data_set_name': '可以使用:profitability_language_score', 'description': '不可使用,仅供参考:Score based on language about earnings and profit margins.'} +{'id': 295560, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q200_w2_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using K-means into 20 groups.'} +{'id': 320322, 'data_set_name': '可以使用:pv87_2_netdebt_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 171302, 'data_set_name': '可以使用:mdl77_historicalgrowthfactor_cvopinc', 'description': '不可使用,仅供参考:CV of Oper Income per Share in Last 12 QTRs: It is defined as the standard deviation of the trailing 12-month operating income per share (OPINC) in the prior 12 quarters divided by the mean of the OPINCs in the same period.'} +{'id': 320310, 'data_set_name': '可以使用:pv87_2_netdebt_qf_matrix_p1_b_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 6944, 'data_set_name': '可以使用:anl49_operatingexpenseratioindicator', 'description': '不可使用,仅供参考:Operating expense ratio indicator'} +{'id': 326172, 'data_set_name': '可以使用:pv87_weightedavg1_group_ess_all', 'description': '不可使用,仅供参考:1-day Weighted average of ESS - Event Sentiment Score for group All'} +{'id': 316894, 'data_set_name': '可以使用:pv13_ustomergraphrank_auth_rank', 'description': '不可使用,仅供参考:the HITS authority score of customers'} +{'id': 169196, 'data_set_name': '可以使用:mdl177_2_historicalgrowthfactor_chgocf', 'description': '不可使用,仅供参考:1-yr Chg in Assets-adj TTM Oper Cash Flow : It is defined as the most recently reported trailing 12-month operating cash flow minus 4 quarter ago trailing 12-month operating cash flow divided by the average total assets.'} +{'id': 167921, 'data_set_name': '可以使用:momentum_score_short_term_float', 'description': '不可使用,仅供参考:Numeric value for the short-term momentum component based on recent price changes.'} +{'id': 295318, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w1_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} +{'id': 84033, 'data_set_name': '可以使用:quarterly_capital_expenditure_total_fast_d1', 'description': '不可使用,仅供参考:Fiscal period endate of Annual Accountance Adjustment Capital Expenditures, Net'} +{'id': 324925, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oivegacallmputs5', 'description': '不可使用,仅供参考:vega of in call minus put options with the same strike prices, which are in the money'} +{'id': 318562, 'data_set_name': '可以使用:principal_component_score_14_all', 'description': '不可使用,仅供参考:Value of the 15th principal component for all securities in the universe.'} +{'id': 321013, 'data_set_name': '可以使用:pv87_book_value_share_consensus_low', 'description': '不可使用,仅供参考:Book Value / Share Consensus Low'} +{'id': 325395, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_nip_insider_trading', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Insider Trading'} +{'id': 6727, 'data_set_name': '可以使用:anl49_2ndfiscalquarterearningspershareindicator', 'description': '不可使用,仅供参考:Second fiscal quarter earnings on a per share indicator'} +{'id': 164247, 'data_set_name': '可以使用:star_arm_recommendations_score', 'description': '不可使用,仅供参考:recommendations component i.e. portion of final score'} +{'id': 320777, 'data_set_name': '可以使用:pv87_2_tbvps_af_matrix_p1_b_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Tangible Book Value Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 320489, 'data_set_name': '可以使用:pv87_2_pretaxprofit_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 83263, 'data_set_name': '可以使用:fnd3_Aacctadj_comstk_divpershare', 'description': '不可使用,仅供参考:Annual Accountance Adjustment Common Stock Dividends Per Share'} +{'id': 325042, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volvegacallmputs8', 'description': '不可使用,仅供参考:vega volume of near in call minus put options with the same strike prices, which are in the money'} +{'id': 325420, 'data_set_name': '可以使用:pv87_v2_weightedavg60_group_css_credit_ratings', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Credit Ratings'} +{'id': 168626, 'data_set_name': '可以使用:short_term_price_momentum_score_3', 'description': '不可使用,仅供参考:Score for price momentum over a short-term period, such as 3 months or 1 week (alternate module).'} +{'id': 169921, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_susgrowth', 'description': '不可使用,仅供参考:The maximum growth rate a firm can sustain without having to increase financial leverage.'} +{'id': 84305, 'data_set_name': '可以使用:employee', 'description': '不可使用,仅供参考:Employees'} +{'id': 320177, 'data_set_name': '可以使用:pv87_2_grossmargin_qf_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Gross Margin *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 322830, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_simple14d_sent_tsrank', 'description': '不可使用,仅供参考:14-day Simple average of End-of-day time series rank of Sentiment'} +{'id': 6784, 'data_set_name': '可以使用:anl49_backfill_3rdfiscalquarterearningspershareindicator', 'description': '不可使用,仅供参考:Third fiscal quarter earnings on a per share indicator'} +{'id': 324611, 'data_set_name': '可以使用:pv87_revenue_estimate_1_yr_annual_growth_scale', 'description': '不可使用,仅供参考:Scale of Revenue Estimate - 1 Yr Annual Growth %'} +{'id': 318230, 'data_set_name': '可以使用:cons_cyclical_method1_group5_score', 'description': '不可使用,仅供参考:Score from the first method for consumer cyclical sector, grouped into 5 clusters.'} +{'id': 323068, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted28d_ew_sent_median', 'description': '不可使用,仅供参考:28-day Volume weighted average of Median of Sentiment'} +{'id': 323075, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted28d_ew_sent_std_range', 'description': '不可使用,仅供参考:28-day Volume weighted average of Range of Sentiment Standard deviation'} +{'id': 295532, 'data_set_name': '可以使用:oth455_customer_roam_w4_pca_fact3_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 3rd eigenvalue of PCA into 10 groups.'} +{'id': 326069, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_nip_dividends', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Dividends'} +{'id': 323123, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted28d_sent_z_range', 'description': '不可使用,仅供参考:28-day Volume weighted average of Range of Sentiment'} +{'id': 5606, 'data_set_name': '可以使用:min_basic_shares_guidance', 'description': '不可使用,仅供参考:Shares Basic - Minimum guidance value'} +{'id': 169340, 'data_set_name': '可以使用:mdl177_2_managementqualityfactor_npm', 'description': '不可使用,仅供参考:Net Profit Margin : It is defined as the most recently reported quarterly net income after tax divided by the corresponding quarterly sales.'} +{'id': 7006, 'data_set_name': '可以使用:anl49_vector_calendaryeardividendspaidpershare', 'description': '不可使用,仅供参考:The total dividends paid per share in the twelve months that end on December 31st, regardless of the fiscal year of the company.'} +{'id': 320720, 'data_set_name': '可以使用:pv87_2_sales_af_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Sales *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 169805, 'data_set_name': '可以使用:mdl177_growthanalystmodel_qga_epstrend_alt', 'description': '不可使用,仅供参考:EPS Trend'} +{'id': 84298, 'data_set_name': '可以使用:current_ratio', 'description': '不可使用,仅供参考:Current Ratio'} +{'id': 279248, 'data_set_name': '可以使用:shares_eligible_post_lockup', 'description': '不可使用,仅供参考:Number of shares that can be sold after the lockup period expires.'} +{'id': 319506, 'data_set_name': '可以使用:pv7_superrelation_sta1_score', 'description': '不可使用,仅供参考:Float number of relation scores from analyst of Streetevent report, with backfill'} +{'id': 171210, 'data_set_name': '可以使用:mdl77_earningsqualityfactor_pau', 'description': "不可使用,仅供参考:Unexpected Change in Accounts Payable: It is defined as the difference between current accounts payable and the expected level of accounts payable (multiplying the prior year's closing account balance by the growth in costs of goods sold in the trailing 12 months) scaled by the total assets."} +{'id': 81272, 'data_set_name': '可以使用:fnd28_growthratesa_value_08605a', 'description': '不可使用,仅供参考:value of annual field: Earnings per Share Growth'} +{'id': 171793, 'data_set_name': '可以使用:mdl77_saleicap', 'description': '不可使用,仅供参考:The trailing 12-month total revenues divided by the average of the invested capital in the same period.'} +{'id': 165231, 'data_set_name': '可以使用:mdl262_saleq_profitability_profitability6', 'description': '不可使用,仅供参考:6th profitability field of Sales/Turnover (Net)'} +{'id': 295393, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w3_kmeans_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using K-means into 5 groups.'} +{'id': 166493, 'data_set_name': '可以使用:mdl264_es_sale_fy1_d3m_class', 'description': "不可使用,仅供参考:Predicted trend of 'FY1 Revenue Diffusion (up/down ratio), 3M' (1: fall, 2: neutral, 3: move-up)"} +{'id': 79011, 'data_set_name': '可以使用:fn_eff_income_tax_rate_continuing_operations_a', 'description': '不可使用,仅供参考:Percentage of current income tax expense (benefit) and deferred income tax expense (benefit) pertaining to continuing operations.'} +{'id': 169902, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_rsqr4qsales3y_alt', 'description': '不可使用,仅供参考:R-Sqr of 3-yr TTM Sales Trend Line'} +{'id': 171896, 'data_set_name': '可以使用:risk_adjusted_peg_ratio', 'description': '不可使用,仅供参考:Risk-adjusted PEG Ratio'} +{'id': 296363, 'data_set_name': '可以使用:oth567country_310', 'description': '不可使用,仅供参考:The name of the country'} +{'id': 160008, 'data_set_name': '可以使用:fnd65_totalcap_cusip_cashratio', 'description': '不可使用,仅供参考:It is defined as the most recently reported quarterly cash & equivalents divided by current liabilities.'} +{'id': 158749, 'data_set_name': '可以使用:quantity_institutional_shares_disposed', 'description': '不可使用,仅供参考:Number of shares sold by institutions during the reporting period.'} +{'id': 295797, 'data_set_name': '可以使用:oth455_partner_roam_w1_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'} +{'id': 85435, 'data_set_name': '可以使用:fnd72_a2_reinvest_earn_yr_growth', 'description': '不可使用,仅供参考:Reinvested Earnings year change is calculated as follows'} +{'id': 323544, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_ew_sent_mean_range', 'description': '不可使用,仅供参考:14-day Volume weighted average of Range of Sentiment Average'} +{'id': 162887, 'data_set_name': '可以使用:mdl230_totalcap_cusip_saleeps', 'description': '不可使用,仅供参考:It is defined as the absolute value of the difference between the yearly percent change in trailing 12-month sales per share and the yearly percent change in trailing 12-month diluted earnings per share before extraordinary items.'} +{'id': 319744, 'data_set_name': '可以使用:pv87_2_cfps_af_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Cash Flow Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 322037, 'data_set_name': '可以使用:pv87_hitscore_averagesentiment_sum', 'description': '不可使用,仅供参考:Sum of Average Sentiment Score'} +{'id': 169333, 'data_set_name': '可以使用:mdl177_2_managementqualityfactor_min3ygrossmargin', 'description': '不可使用,仅供参考:3-Year Trough Gross Margin'} +{'id': 169315, 'data_set_name': '可以使用:mdl177_2_managementqualityfactor_cfroi', 'description': '不可使用,仅供参考:Cash Flow Return on Invested Capital : It is defined as the trailing 12-month cash flow divided by the average invested capital in the same periodInvested capital equals the sum of common equity,long-term debt,minority interest and preferred stock.'} +{'id': 6775, 'data_set_name': '可以使用:anl49_backfill_35estd35yrgrowthrateearningspershare', 'description': '不可使用,仅供参考:The annual compounded growth rate using the average of the three latest base years to the projected 3-5-year Earnings per Share.'} +{'id': 295276, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w3_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'} +{'id': 321173, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_book_value_share_consensus_mean_numnochange', 'description': '不可使用,仅供参考:Number of no change revisions of Book Value / Share Consensus Mean'} +{'id': 324314, 'data_set_name': '可以使用:pv87_qtr_matrix_book_value_share_estimate_median', 'description': '不可使用,仅供参考:Median of Book Value / Share Estimate'} +{'id': 324137, 'data_set_name': '可以使用:pv87_prv2_simpleavg20_group_event_sentiment_score_assets', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Assets'} +{'id': 295806, 'data_set_name': '可以使用:oth455_partner_roam_w2_pca_fact2_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 2nd eigenvalue of PCA into 20 groups.'} +{'id': 324872, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oithetacall8', 'description': '不可使用,仅供参考:theta of near in call options'} +{'id': 324183, 'data_set_name': '可以使用:pv87_prv2_simpleavg60_group_event_sentiment_score_earnings', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group Earnings'} +{'id': 172903, 'data_set_name': '可以使用:oth432_saleq_profitability_profitability9', 'description': '不可使用,仅供参考:9th profitability field of Sales/Turnover (Net)'} +{'id': 326092, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_css_dividends', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Dividends'} +{'id': 325514, 'data_set_name': '可以使用:pv87_v2item_indrank_item_6010_199', 'description': '不可使用,仅供参考:Industry ranked item score for item 199 in topic Accountability'} +{'id': 279920, 'data_set_name': '可以使用:mean_secondary_sentiment_score_transfer', 'description': '不可使用,仅供参考:The average value of the secondary transferred sentiment score for the period.'} +{'id': 323570, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_ew_sent_z_trend', 'description': '不可使用,仅供参考:14-day Volume weighted average of Trend of Sentiment'} +{'id': 319064, 'data_set_name': '可以使用:pv48_usa_russell_rgs_v3_1_0_groshares', 'description': '不可使用,仅供参考:No field description'} +{'id': 6810, 'data_set_name': '可以使用:anl49_backfill_cashflowpershareindicator', 'description': '不可使用,仅供参考:Cash flow per share indicator'} +{'id': 321567, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_revenue_consensus_mean_numup', 'description': '不可使用,仅供参考:Number of up revisions of Revenue Consensus Mean'} +{'id': 326048, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_event_sentiment_score_all', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for group All'} +{'id': 323008, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted14d_ew_sent_trend', 'description': '不可使用,仅供参考:14-day Volume weighted average of Trend of Sentiment'} +{'id': 325382, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_event_sentiment_score_products_services', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for group Products Services'} +{'id': 319997, 'data_set_name': '可以使用:pv87_2_eps_af_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 171100, 'data_set_name': '可以使用:mdl77_400_visiratio', 'description': "不可使用,仅供参考:The Visibility Ratio: It equals a stock's most recent daily trading volume divided by the average daily trading volume in the previous 50 trading days."} +{'id': 368, 'data_set_name': '可以使用:anl10_ebtrevise_ratio_to_close_fq1_1031', 'description': '不可使用,仅供参考:Ratio of delta consensus to adjusted close for earnings before tax Q1'} +{'id': 163305, 'data_set_name': '可以使用:mdl230_us5000_cusip_salesaccel4q', 'description': '不可使用,仅供参考:It is defined as the slope of the regression line between year-over-year sales growth and time.'} +{'id': 324470, 'data_set_name': '可以使用:pv87_qtr_matrix_net_asset_value_share_consensus_mean_numdown', 'description': '不可使用,仅供参考:Number of down revisions of Net Asset Value / Share Consensus Mean'} +{'id': 320178, 'data_set_name': '可以使用:pv87_2_grossmargin_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Gross Margin *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 318572, 'data_set_name': '可以使用:principal_component_score_3_all', 'description': '不可使用,仅供参考:Value of the 4th principal component for all securities in the universe.'} +{'id': 9718, 'data_set_name': '可以使用:buyside_fre_score_presentation', 'description': '不可使用,仅供参考:Flesch Reading Ease (FRE) for buy-side investors in presentation section.'} +{'id': 295432, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w1_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'} +{'id': 173110, 'data_set_name': '可以使用:oth432_trkdpitpredictiverndexpense_mad_pred', 'description': '不可使用,仅供参考:Mean Absolute Deviation of predicted value of Research & Development Expense'} +{'id': 1399, 'data_set_name': '可以使用:human_rights_subsector_rank', 'description': '不可使用,仅供参考:Company’s rank within its subsector peer group for human rights and supply chain policies.'} +{'id': 383082, 'data_set_name': '可以使用:rsk62_growth_di', 'description': '不可使用,仅供参考:Date Index of eps growth'} +{'id': 170615, 'data_set_name': '可以使用:mdl77_2gdna_p50_00ratio', 'description': "不可使用,仅供参考:50-200 Day Stock Price Ratio: It is defined as the moving average of a stock's prices in the last 50 days divided by the moving average of its prices in the last 200 days."} +{'id': 295352, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w4_pca_fact3_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 10 groups.'} +{'id': 295442, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w2_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 1st eigenvalue of PCA into 10 groups.'} +{'id': 1341, 'data_set_name': '可以使用:employee_compensation_sector_percentile', 'description': '不可使用,仅供参考:Percentile ranking within sector peer group for employee compensation and satisfaction.'} +{'id': 5847, 'data_set_name': '可以使用:anl44_2_sales_coveredby', 'description': '不可使用,仅供参考:sales coveredby'} +{'id': 83192, 'data_set_name': '可以使用:fnd3_A_comstk_divpershare', 'description': '不可使用,仅供参考:Annual Common Stock Dividends Per Share'} +{'id': 320214, 'data_set_name': '可以使用:pv87_2_nav_af_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 322263, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oiivcall9', 'description': '不可使用,仅供参考:Weighted average Implied volatility for deep in-the-money call options with open interest used as weight factor'} +{'id': 319976, 'data_set_name': '可以使用:pv87_2_ebitdaps_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of EBITDA per share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 322613, 'data_set_name': '可以使用:pv87_matrix_nonperiodic_eps_lt_growth_consensus_mean_numanalysts', 'description': '不可使用,仅供参考:Number of analysts of EPS LT Growth Consensus Mean (%)'} +{'id': 160555, 'data_set_name': '可以使用:fnd65_us5000_cusip_lagegp', 'description': '不可使用,仅供参考:It is defined as the trailing 12-month earnings per share before extraordinary items times the change in yearly trailing 12-month sales per share growth rate, divided by trading price.'} +{'id': 320133, 'data_set_name': '可以使用:pv87_2_ffops_af_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Funds from Operations per Share (FFOPS) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 171448, 'data_set_name': '可以使用:mdl77_ocfratio', 'description': "不可使用,仅供参考:Operating Cash Flow Ratio: It is defined as a stock's most recently reported quarterly cash flow from operations divided by its current liabilities."} +{'id': 322518, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_volvegaput8', 'description': '不可使用,仅供参考:Weighted average Vega for near in-the-money put options with volume used as weight factor'} +{'id': 295510, 'data_set_name': '可以使用:oth455_customer_roam_w2_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} +{'id': 169874, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_pctchg3yfcf_alt', 'description': "不可使用,仅供参考:3-yr Growth in TTM Free Cash Flow : It is defined as the percent change in a stock's most recent trailing 12-month free cash flow per share (FCF) as compared to its FCF 12 quarters ago."} +{'id': 1408, 'data_set_name': '可以使用:overall_sustainability_score', 'description': '不可使用,仅供参考:Aggregated score combining environmental, social, and governance pillars.'} +{'id': 300, 'data_set_name': '可以使用:anl10_ebspast_det_excflag', 'description': '不可使用,仅供参考:Exclusion flag for earnings before others estimates'} +{'id': 319195, 'data_set_name': '可以使用:pv52_yse_chicago_shares_0_9_sec', 'description': '不可使用,仅供参考:Shares from 0 to 9 Seconds'} +{'id': 322363, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oivegaput5', 'description': '不可使用,仅供参考:Weighted average Vega for in-the-money put options with open interest used as weight factor'} +{'id': 159696, 'data_set_name': '可以使用:fnd65_allcap_sedol_chgshare', 'description': "不可使用,仅供参考:It is defined as the percent change in a company's current number of outstanding shares as compared to the number of shares outstanding one year ago."} +{'id': 324703, 'data_set_name': '可以使用:pv87_scores_finuppartnormscr_mean', 'description': '不可使用,仅供参考:Mean of Financial up partial score'} +{'id': 323052, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted14d_sent_z_std', 'description': '不可使用,仅供参考:14-day Volume weighted average of Standard deviation of Sentiment'} +{'id': 324704, 'data_set_name': '可以使用:pv87_scores_finuppartnormscr_median', 'description': '不可使用,仅供参考:Median of Financial up partial score'} +{'id': 324837, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oiivcallmput1', 'description': '不可使用,仅供参考:implied volatility of near in and out call minus put options'} +{'id': 317001, 'data_set_name': '可以使用:pv20_a2_ardr_shares_outstanding', 'description': '不可使用,仅供参考:ARD Ref Shares Outstanding'} +{'id': 295808, 'data_set_name': '可以使用:oth455_partner_roam_w2_pca_fact3_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 3rd eigenvalue of PCA into 10 groups.'} +{'id': 1948, 'data_set_name': '可以使用:anl14_mean_revenue_fp3', 'description': '不可使用,仅供参考:Mean of estimations of revenue - upcoming 3 quarters'} +{'id': 325356, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_css_investor_relations', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Investor Relations'} +{'id': 319156, 'data_set_name': '可以使用:pv52_yse_american_tot_cov_shares', 'description': '不可使用,仅供参考:Total Covered Shares'} +{'id': 295646, 'data_set_name': '可以使用:oth455_partner_n2v_p10_q50_w4_pca_fact1_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 1st eigenvalue of PCA into 10 groups.'} +{'id': 321698, 'data_set_name': '可以使用:pv87_ebitda_estimate_sequential_quarterly_growth', 'description': '不可使用,仅供参考:EBITDA Estimate - Sequential Quarterly Growth %'} +{'id': 325934, 'data_set_name': '可以使用:pv87_webv2_simpleavg20_group_event_sentiment_score_equity_actions', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Equity Actions'} +{'id': 167992, 'data_set_name': '可以使用:mdl354_group_pt1es_sale_fy1_r3m', 'description': '不可使用,仅供参考:FY1 revenue revision, 3M'} +{'id': 6514, 'data_set_name': '可以使用:latest_annual_value_update_sales', 'description': '不可使用,仅供参考:Date or timestamp when the annual sales value was last updated.'} +{'id': 170454, 'data_set_name': '可以使用:mdl77_2earningsqualityfactor_ttmaccu', 'description': '不可使用,仅供参考:Accounting Accruals: It is defined as the difference between the trailing 12-month net income and the trailing 12-month operating cash flow scaled by the beginning total assets.'} +{'id': 85792, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_ebitda_growth', 'description': '不可使用,仅供参考:Percentage change in earnings before interest, taxes, depreciation, and amortization from last year to the current year'} +{'id': 326171, 'data_set_name': '可以使用:pv87_weightedavg1_group_css_revenues', 'description': '不可使用,仅供参考:1-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'} +{'id': 325021, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_volvegacall5', 'description': '不可使用,仅供参考:vega volume of in call options'} +{'id': 382867, 'data_set_name': '可以使用:rsk62_beta_factor_5_100_curratio', 'description': '不可使用,仅供参考:current ratio'} +{'id': 85411, 'data_set_name': '可以使用:fnd72_a1_minority_int_yr_growth', 'description': '不可使用,仅供参考:Percentage change in minority interest from last year to the current year'} +{'id': 161555, 'data_set_name': '可以使用:mdl138_pdi3_sale', 'description': '不可使用,仅供参考:PDI-3 Factor based on Sales/Turnover'} +{'id': 170774, 'data_set_name': '可以使用:mdl77_2historicalgrowthfactor_rsqr4qsales3y', 'description': '不可使用,仅供参考:The conditional square of the correlation between monthly dates and the corresponding trailing 12-month sales per share in the prior 12 quarters.'} +{'id': 323641, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted28d_ew_sent_z_std', 'description': '不可使用,仅供参考:28-day Volume weighted average of Standard deviation of Sentiment'} +{'id': 41, 'data_set_name': '可以使用:anl10_cpsinnovation_score_fy2', 'description': '不可使用,仅供参考:Innovation score for cash per share FY2 (innovate_increase - innovate_decrease)'} +{'id': 326165, 'data_set_name': '可以使用:pv87_webweightedavg60_group_ess_revenues', 'description': '不可使用,仅供参考:60-day Weighted average of ESS - Event Sentiment Score for group Revenues'} +{'id': 323717, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_sent_daydiff', 'description': '不可使用,仅供参考:7-day Volume weighted average of Daily difference of Sentiment'} +{'id': 160290, 'data_set_name': '可以使用:fnd65_totalcap_cusip_salegstdev', 'description': '不可使用,仅供参考:It is defined as the standard deviation of the year-over-year quarterly sales per share growth rate during the last 12 quarters.'} +{'id': 278814, 'data_set_name': '可以使用:rp_css_partner', 'description': '不可使用,仅供参考:Composite sentiment score of partnership news'} +{'id': 735, 'data_set_name': '可以使用:anl10_netpast_det_excflag_1170', 'description': '不可使用,仅供参考:Exclusion flag for net income estimates'} +{'id': 321083, 'data_set_name': '可以使用:pv87_cash_flow_share_consensus_median', 'description': '不可使用,仅供参考:Cash Flow / Share Consensus Median'} +{'id': 320542, 'data_set_name': '可以使用:pv87_2_pretaxprofit_rep_af_matrix_all_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 160289, 'data_set_name': '可以使用:fnd65_totalcap_cusip_salegpm', 'description': '不可使用,仅供参考:It is defined as the difference between the yearly change in the most recent reported quarterly sales and the yearly change in the quarterly gross profit margin.'} +{'id': 169836, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_chgeps_alt', 'description': '不可使用,仅供参考:1-yr Change in Assets-adj TTM EPS : It is defined as the the trailing 12-month earnings per share before extra items (EPS) minus 4 quarter ago EPS deflated by the average total assets per share.'} +{'id': 322268, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oiivcallmput4', 'description': '不可使用,仅供参考:Weighted average Implied volatility for near-the-money call and put options with open interest used as weight factor'} +{'id': 323873, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_matrix_vol_vol_z_tsrank', 'description': '不可使用,仅供参考:tsrank of Volume'} +{'id': 5561, 'data_set_name': '可以使用:max_adjusted_funds_from_operations_guidance_2', 'description': '不可使用,仅供参考:Adjusted funds from operation - maximum guidance value for the annual period'} +{'id': 319024, 'data_set_name': '可以使用:pv48_r3000e_shares_cur_value', 'description': '不可使用,仅供参考:Current value shares for the US 3000E index.'} +{'id': 9837, 'data_set_name': '可以使用:retail_fre_score_presentation', 'description': '不可使用,仅供参考:Flesch Reading Ease (FRE) for retail investors in presentation section.'} +{'id': 325927, 'data_set_name': '可以使用:pv87_webv2_simpleavg20_group_event_sentiment_score_acquisitions_mergers', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Acquisitions Mergers'} +{'id': 319990, 'data_set_name': '可以使用:pv87_2_eps_af_matrix_all_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 319027, 'data_set_name': '可以使用:pv48_r3000e_shares_new_value', 'description': '不可使用,仅供参考:New value shares for the US 3000E index.'} +{'id': 326220, 'data_set_name': '可以使用:pv87_wscore_mean', 'description': '不可使用,仅供参考:Score'} +{'id': 320432, 'data_set_name': '可以使用:pv87_2_operatingprofit_af_matrix_all_b_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Operating Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 5542, 'data_set_name': '可以使用:free_cash_flow_per_share_max_guidance', 'description': '不可使用,仅供参考:The maximum guidance value for Free Cash Flow Per Share on an annual basis.'} +{'id': 318547, 'data_set_name': '可以使用:principal_component_score_10_top3000', 'description': '不可使用,仅供参考:Value of the tenth principal component for the top 3000 securities.'} +{'id': 323721, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_sent_mean_deviation', 'description': '不可使用,仅供参考:7-day Volume weighted average of Deviation of Sentiment Average'} +{'id': 169308, 'data_set_name': '可以使用:mdl177_2_managementqualityfactor_capdistp', 'description': '不可使用,仅供参考:Total Capital Distribution'} +{'id': 169171, 'data_set_name': '可以使用:mdl177_2_growthanalystmodel2_qga_ltepssurprise', 'description': '不可使用,仅供参考:Long Term EPS Surprise'} +{'id': 326214, 'data_set_name': '可以使用:pv87_weightedavg60_topic_css_business', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic Business'} +{'id': 322346, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oivegacallmput6', 'description': '不可使用,仅供参考:Weighted average Vega for far out-of-the-money call and put options with open interest used as weight factor'} +{'id': 324114, 'data_set_name': '可以使用:pv87_prv2_simpleavg1_group_nip_partnerships', 'description': '不可使用,仅供参考:1-day Simple average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Partnerships'} +{'id': 168609, 'data_set_name': '可以使用:mdl39_1_val_mo_industry_rank', 'description': '不可使用,仅供参考:Industry-relative 1-100 ranking of the Val-Mo model'} +{'id': 325108, 'data_set_name': '可以使用:pv87_v2_expavg20_group_event_sentiment_score_stock_prices', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Stock Prices'} +{'id': 295488, 'data_set_name': '可以使用:oth455_customer_roam_w1_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using K-means into 20 groups.'} +{'id': 6773, 'data_set_name': '可以使用:anl49_backfill_35estd35yrgrowthratecashflowpershare', 'description': '不可使用,仅供参考:The annual compounded growth rate using the average of the three latest base years to the projected 3-5-year Book Value per Share.'} +{'id': 296233, 'data_set_name': '可以使用:onboarding_sentiment_score', 'description': '不可使用,仅供参考:Sentiment score for onboarding experience based on review text.'} +{'id': 160701, 'data_set_name': '可以使用:fnd65_us5000_cusip_salegpm', 'description': '不可使用,仅供参考:It is defined as the difference between the yearly change in the most recently reported quarterly sales and the yearly change in the quarterly gross profit margin.'} +{'id': 388690, 'data_set_name': '可以使用:snt26_avgranking', 'description': '不可使用,仅供参考:Average of rankings'} +{'id': 279142, 'data_set_name': '可以使用:company_purchase_price', 'description': '不可使用,仅供参考:Price paid to purchase the company.'} +{'id': 318919, 'data_set_name': '可以使用:top300_factor4_group5_score', 'description': '不可使用,仅供参考:Fourth factor score for top 300 securities, grouped into 5 clusters.'} +{'id': 394666, 'data_set_name': '可以使用:star_si_country_rank', 'description': '不可使用,仅供参考:the 1~100 percentile rank of the stock versus all other US trading stocks'} +{'id': 169999, 'data_set_name': '可以使用:mdl177_liquidityriskfactor_si_ratio_alt', 'description': '不可使用,仅供参考:Short Interest Ratio'} +{'id': 319869, 'data_set_name': '可以使用:pv87_2_ebit_qf_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of EBIT *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 171330, 'data_set_name': '可以使用:mdl77_historicalgrowthfactor_saleg5y', 'description': '不可使用,仅供参考:5-yr Sales Growth: It is defined as the difference between the trailing 12-month sales per share (SALE) and the SALE 20 quarters ago and then deflated by the average of the SALEs in the prior 20 quarters.'} +{'id': 326059, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_event_sentiment_score_partnerships', 'description': '不可使用,仅供参考:20-day Weighted average of Event Sentiment Score for group Partnerships'} +{'id': 326121, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_event_sentiment_score_revenues', 'description': '不可使用,仅供参考:60-day Weighted average of Event Sentiment Score for group Revenues'} +{'id': 81025, 'data_set_name': '可以使用:fnd28_annualforeign_value_08715a', 'description': '不可使用,仅供参考:value of annual field: Foreign Return on Assets'} +{'id': 295436, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q50_w1_pca_fact3_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 10 groups.'} +{'id': 322255, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oiivcall1', 'description': '不可使用,仅供参考:Weighted average Implied volatility for near in-the-money and out-of-the-money call options with open interest used as weight factor'} +{'id': 319999, 'data_set_name': '可以使用:pv87_2_eps_af_matrix_p1_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Earnings Per Share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 322095, 'data_set_name': '可以使用:pv87_insider_matrix_event_sentiment_score_count', 'description': '不可使用,仅供参考:Count of Event Sentiment Score for type Insider'} +{'id': 325518, 'data_set_name': '可以使用:pv87_v2item_indrank_item_6030_215', 'description': '不可使用,仅供参考:Industry ranked item score for item 215 in topic Board Structure'} +{'id': 161676, 'data_set_name': '可以使用:multi_factor_acceleration_score_derivative', 'description': '不可使用,仅供参考:Change in the acceleration of multi-factor score compared to previous period.'} +{'id': 320324, 'data_set_name': '可以使用:pv87_2_netdebt_qf_matrix_p1_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of Net Asset Value (NAV) *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 324179, 'data_set_name': '可以使用:pv87_prv2_simpleavg60_group_event_sentiment_score_all', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group All'} +{'id': 325246, 'data_set_name': '可以使用:pv87_v2_simpleavg20_group_event_sentiment_score_stock_prices', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Stock Prices'} +{'id': 318867, 'data_set_name': '可以使用:top200_method1_group2_score', 'description': '不可使用,仅供参考:Score from the first method for top 200 securities, grouped into 2 clusters.'} +{'id': 295805, 'data_set_name': '可以使用:oth455_partner_roam_w2_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} +{'id': 320422, 'data_set_name': '可以使用:pv87_2_netprofit_rep_qf_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Net Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 81290, 'data_set_name': '可以使用:fnd28_growthratesa_value_08680a', 'description': '不可使用,仅供参考:Value of annual field: Net Margin Growth Profitability Annual Statistics'} +{'id': 2356, 'data_set_name': '可以使用:anl14_stddev_revenue_fp3', 'description': '不可使用,仅供参考:Standard Deviation of Estimations of Revenue - upcoming 3 quarters'} +{'id': 295769, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q50_w4_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} +{'id': 318870, 'data_set_name': '可以使用:top200_method2_group10_score', 'description': '不可使用,仅供参考:Score from the second method for top 200 securities, grouped into 10 clusters.'} +{'id': 5964, 'data_set_name': '可以使用:anl44_best_opp_to_sales', 'description': '不可使用,仅供参考:best opp to sales'} +{'id': 173133, 'data_set_name': '可以使用:oth432_trkdpitpredictivetotrevenue_mad_act', 'description': '不可使用,仅供参考:Mean Absolute Deviation of scaled actual value of Total Revenue'} +{'id': 169199, 'data_set_name': '可以使用:mdl177_2_historicalgrowthfactor_cv4qcf3y', 'description': '不可使用,仅供参考:Stability of 3-yr TTM Cash Flow'} +{'id': 83889, 'data_set_name': '可以使用:fnd3_qacctadj_comstk_divpershare_fast_d1', 'description': '不可使用,仅供参考:Quarterly Accountance Adjustment Common Stock Dividends Per Share'} +{'id': 7001, 'data_set_name': '可以使用:anl49_vector_annualfiscalsalesorrevenues', 'description': '不可使用,仅供参考:The total fiscal year sales or revenues as reported.'} +{'id': 6724, 'data_set_name': '可以使用:anl49_1stfiscalquartersalesorrevenues', 'description': '不可使用,仅供参考:First fiscal quarter sales or revenues as reported.'} +{'id': 1679, 'data_set_name': '可以使用:anl14_high_revenue_fy4', 'description': '不可使用,仅供参考:The highest estimation of Revenue - upcoming 4 years'} +{'id': 6640, 'data_set_name': '可以使用:index_return_percentage', 'description': '不可使用,仅供参考:Return percentage of the index over the selected period.'} +{'id': 168305, 'data_set_name': '可以使用:credit_risk_country_percentile_score_float_3', 'description': '不可使用,仅供参考:Country-level percentile rank of credit risk as a floating point value (third source).'} +{'id': 320034, 'data_set_name': '可以使用:pv87_2_epsr_af_matrix_all_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Earnings Per Share - As Reported *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 164191, 'data_set_name': '可以使用:mdl26_v14_smartestimate_f12m_revenue', 'description': '不可使用,仅供参考:smartestimate F-12MonthsRolling revenue'} +{'id': 325432, 'data_set_name': '可以使用:pv87_v2_weightedavg60_group_css_revenues', 'description': '不可使用,仅供参考:60-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Revenues'} +{'id': 388105, 'data_set_name': '可以使用:snt1_d1_dynamicfocusrank', 'description': '不可使用,仅供参考:0-100, high values for buy signal and lower values for sell signal'} +{'id': 323476, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_simple7d_ew_sent_mean_tsrank', 'description': '不可使用,仅供参考:End-of-day time series rank of Sentiment Average'} +{'id': 324303, 'data_set_name': '可以使用:pv87_qtr_matrix_book_value_share_consensus_mean_numanalysts', 'description': '不可使用,仅供参考:Number of analysts of Book Value / Share Consensus Mean'} +{'id': 320631, 'data_set_name': '可以使用:pv87_2_roe_af_matrix_all_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Return On Equity *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 1471, 'data_set_name': '可以使用:sustainability_hybrid_score', 'description': '不可使用,仅供参考:Sustainability score weighted by metrics most positively correlated to financial returns in peer group.'} +{'id': 168347, 'data_set_name': '可以使用:mdl37_bk_credit_textscore', 'description': "不可使用,仅供参考:The global 1-100 rank of a company's credit riskiness based on conference call transcripts text data"} +{'id': 86775, 'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_ebitda_growth', 'description': '不可使用,仅供参考:Percentage change in Earnings Before Interest Taxes Depreciation Amortization from last year to the current year'} +{'id': 1328, 'data_set_name': '可以使用:community_score_subsector_percentile', 'description': '不可使用,仅供参考:Percentile ranking within subsector peer group for community impact score.'} +{'id': 322323, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oithetaput3', 'description': '不可使用,仅供参考:Weighted average Theta for out-of-the-money put options with open interest used as weight factor'} +{'id': 295811, 'data_set_name': '可以使用:oth455_partner_roam_w3_kmeans_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using K-means into 10 groups.'} +{'id': 320861, 'data_set_name': '可以使用:pv87_ann_matrix_cash_from_operations_estimate_number', 'description': '不可使用,仅供参考:Number of analysts of Cash From Operations Estimate'} +{'id': 324909, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oivegacall7', 'description': '不可使用,仅供参考:vega of near out call options'} +{'id': 167024, 'data_set_name': '可以使用:mdl264_share_chg_class', 'description': '不可使用,仅供参考:Predicted trend of "YoY change in share count" (1: fall, 2: neutral, 3: move-up)'} +{'id': 324763, 'data_set_name': '可以使用:pv87_share_chg_mean', 'description': '不可使用,仅供参考:YoY change in share count'} +{'id': 318194, 'data_set_name': '可以使用:basicmat_method4_group5_score', 'description': '不可使用,仅供参考:Score from the fourth method for basic materials sector, grouped into 5 clusters.'} +{'id': 320574, 'data_set_name': '可以使用:pv87_2_pretaxprofit_rep_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 321187, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_cash_flow_share_consensus_mean_numdown', 'description': '不可使用,仅供参考:Number of down revisions of Cash Flow / Share Consensus Mean'} +{'id': 320701, 'data_set_name': '可以使用:pv87_2_sales_af_matrix_all_median', 'description': '不可使用,仅供参考:median value of all analysts estimates of Sales'} +{'id': 174076, 'data_set_name': '可以使用:oth460_erlanger_option_rank_l1', 'description': '不可使用,仅供参考:The probability that the future trend of Option Rank" will be fall"'} +{'id': 85872, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_net_worth_growth', 'description': '不可使用,仅供参考:Percentage increase or decrease of net worth by comparing current period with same period prior year'} +{'id': 324051, 'data_set_name': '可以使用:pv87_prv2_expavg60_group_event_sentiment_score_assets', 'description': '不可使用,仅供参考:60-day Exponential average of Event Sentiment Score for group Assets'} +{'id': 9762, 'data_set_name': '可以使用:other_ceo_singular_plural_pronoun_ratio_presentation', 'description': '不可使用,仅供参考:Ratio of singular to plural pronouns used by other CEOs in the presentation section.'} +{'id': 316927, 'data_set_name': '可以使用:pv173_rawratiosmt5yzspreadchg60dsbst', 'description': '不可使用,仅供参考:It is defined as the 60-day change of 5-year mid z-spreadIn the bond z-spread curve'} +{'id': 321095, 'data_set_name': '可以使用:pv87_cash_from_operations_consensus_high', 'description': '不可使用,仅供参考:Cash From Operations Consensus High'} +{'id': 86781, 'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_eps_growth', 'description': '不可使用,仅供参考:Percentage increase or decrease of earnings before extraordinary items by comparing the current period with the same period prior year'} +{'id': 170445, 'data_set_name': '可以使用:mdl77_2earningsqualityfactor_lccau', 'description': "不可使用,仅供参考:Unexpected Change in Accrued Liabilities: It is defined as the difference between the most recent fiscal year's accrued liabilities and the expected accrued liabilities (multiplying the prior year's closing account balance by the growth in the trailing 12-month sales) scaled by the total assets."} +{'id': 79105, 'data_set_name': '可以使用:fn_repurchased_shares_value_q', 'description': '不可使用,仅供参考:Shares repurchased and either retired or put into treasury stock, likely as part of a share buyback plan.'} +{'id': 319930, 'data_set_name': '可以使用:pv87_2_ebitda_qf_matrix_p1_chngratio_low', 'description': '不可使用,仅供参考:lowest value of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 168263, 'data_set_name': '可以使用:credit_risk_liquidity_score', 'description': '不可使用,仅供参考:Percentile score reflecting liquidity factors in credit risk assessment.'} +{'id': 279833, 'data_set_name': '可以使用:nws7_story_positive_score', 'description': '不可使用,仅供参考:positive words divided by all words'} +{'id': 78979, 'data_set_name': '可以使用:fn_comp_options_grants_weighted_avg_a', 'description': '不可使用,仅供参考:Weighted average price at which grantees could have acquired the underlying shares with respect to stock options that were terminated.'} +{'id': 320946, 'data_set_name': '可以使用:pv87_ann_matrix_net_asset_value_share_estimate_number', 'description': '不可使用,仅供参考:Number of analysts of Net Asset Value / Share Estimate'} +{'id': 325697, 'data_set_name': '可以使用:pv87_web_weightedavg1_topic_css_all', 'description': '不可使用,仅供参考:1-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for topic All'} +{'id': 322078, 'data_set_name': '可以使用:pv87_indrank_item_5030_366', 'description': '不可使用,仅供参考:Industry ranked item score for item 366 in topic Management Of The Legal Regulatory Environment'} +{'id': 168269, 'data_set_name': '可以使用:default_risk_region_percentile_2', 'description': "不可使用,仅供参考:Percentile rank of default risk within the company's geographic region."} +{'id': 324935, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oivegaput5', 'description': '不可使用,仅供参考:vega of in put options'} +{'id': 174157, 'data_set_name': '可以使用:oth460_es_sale_fy1_r3m_class', 'description': "不可使用,仅供参考:Predicted trend of 'FY1 revenue revision, 3M' (1: fall, 2: neutral, 3: move up)"} +{'id': 324624, 'data_set_name': '可以使用:pv87_revere_customer_transform_link_relation', 'description': '不可使用,仅供参考:Related instruments based on link'} +{'id': 169217, 'data_set_name': '可以使用:mdl177_2_historicalgrowthfactor_pctchgqtrsales', 'description': '不可使用,仅供参考:1-yr Change in Sales : It is defined as the growth in most recent reported quarterly sales per share as compared to 4 quarters ago.'} +{'id': 86391, 'data_set_name': '可以使用:fnd72_q2_sales_per_empl', 'description': '不可使用,仅供参考:Measure of net sales per 1,000 employees'} +{'id': 9713, 'data_set_name': '可以使用:buyside_dcs_score_presentation', 'description': '不可使用,仅供参考:Dale–Chall Score (DCS) for buy-side investors in presentation section.'} +{'id': 322042, 'data_set_name': '可以使用:pv87_hitscore_sentimentcount_mean', 'description': '不可使用,仅供参考:Mean of Number of words or phrases matched with sentiments dictionary'} +{'id': 321046, 'data_set_name': '可以使用:pv87_buy_sharesdivhold_sum', 'description': '不可使用,仅供参考:Sum of Buying Shares / Holdings'} +{'id': 152, 'data_set_name': '可以使用:anl10_dpsinnovation_score_fy1_1554', 'description': '不可使用,仅供参考:Innovation score for dividends per share FY1 (innovate_increase - innovate_decrease)'} +{'id': 296416, 'data_set_name': '可以使用:oth567score_remote_work_322', 'description': '不可使用,仅供参考:Remote work scores'} +{'id': 9767, 'data_set_name': '可以使用:other_ceo_word_share_qa', 'description': '不可使用,仅供参考:Proportion of words spoken by other CEOs relative to all executive words in the Q&A section.'} +{'id': 323141, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_ew_sent_range', 'description': '不可使用,仅供参考:7-day Volume weighted average of Range of Sentiment'} +{'id': 86895, 'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_trail_12m_ebitda_per_share', 'description': '不可使用,仅供参考:Trailing 12-month EBITDA per basic share, calculated as the sum of EBITDA per basic for the most recent 4 quarters'} +{'id': 323747, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_sent_z_median', 'description': '不可使用,仅供参考:7-day Volume weighted average of Median of Sentiment'} +{'id': 324873, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oithetacall9', 'description': '不可使用,仅供参考:theta of deep in call options'} +{'id': 321188, 'data_set_name': '可以使用:pv87_daily_ann_matrix_r1_cash_flow_share_consensus_mean_numdownunfiltered', 'description': '不可使用,仅供参考:Number of down revisions (unfiltered) of Cash Flow / Share Consensus Mean'} +{'id': 323978, 'data_set_name': '可以使用:pv87_primary_eps_estimate_1_yr_quarterly_growth', 'description': '不可使用,仅供参考:Primary EPS Estimate - 1 Yr Quarterly Growth %'} +{'id': 321437, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_book_value_share_consensus_mean_numnochange', 'description': '不可使用,仅供参考:Number of no change revisions of Book Value / Share Consensus Mean'} +{'id': 322222, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oigammacall6', 'description': '不可使用,仅供参考:Weighted average Gamma for far out-of-the-money call options with open interest used as weight factor'} +{'id': 171342, 'data_set_name': '可以使用:mdl77_historicalgrowthfactor_totalsaleg', 'description': "不可使用,仅供参考:Yearly TTM Total Sales Growth Rate: It is defined as the percent change in a company's trailing 12-month total sales (TOTSALE) as compared to the TOTSALE one year ago."} +{'id': 326070, 'data_set_name': '可以使用:pv87_webv2_weightedavg20_group_nip_earnings', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Earnings'} +{'id': 83470, 'data_set_name': '可以使用:fnd3_a_capitalassetsales', 'description': '不可使用,仅供参考:Annual Proceeds from Sale of Productive Assets'} +{'id': 9741, 'data_set_name': '可以使用:cfo_lix_score_qa', 'description': '不可使用,仅供参考:LIX readability score for CFO in Q&A section.'} +{'id': 324469, 'data_set_name': '可以使用:pv87_qtr_matrix_net_asset_value_share_consensus_mean_numanalystsunfiltered', 'description': '不可使用,仅供参考:Number of analysts (unfiltered) of Net Asset Value / Share Consensus Mean'} +{'id': 324921, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oivegacallmput9', 'description': '不可使用,仅供参考:vega of deep in call minus put options'} +{'id': 86411, 'data_set_name': '可以使用:fnd72_q2_tot_com_dvd_to_net_sales', 'description': '不可使用,仅供参考:Total common dividend as a percentage of revenue'} +{'id': 320525, 'data_set_name': '可以使用:pv87_2_pretaxprofit_qf_matrix_p1_chngratio_high', 'description': '不可使用,仅供参考:highest value of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 163050, 'data_set_name': '可以使用:mdl230_us5000_cusip_chgsgasale', 'description': '不可使用,仅供参考:It is defined as the difference between the yearly change in quarterly Selling, General and Administrative expenses and yearly change in quarterly sales.'} +{'id': 85822, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_geo_grow_net_sales', 'description': '不可使用,仅供参考:Compound 5-year growth rate in sales'} +{'id': 324145, 'data_set_name': '可以使用:pv87_prv2_simpleavg20_group_event_sentiment_score_revenues', 'description': '不可使用,仅供参考:20-day Simple average of Event Sentiment Score for group Revenues'} +{'id': 295330, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q50_w2_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} +{'id': 7246, 'data_set_name': '可以使用:anl69_best_sales_4wk_chg', 'description': '不可使用,仅供参考:Sales 4 wk Chg'} +{'id': 318575, 'data_set_name': '可以使用:principal_component_score_4_all', 'description': '不可使用,仅供参考:Value of the 5th principal component for all securities in the universe.'} +{'id': 5453, 'data_set_name': '可以使用:book_value_per_share_min_guidance_qtr', 'description': '不可使用,仅供参考:Book value per share - minimum guidance value'} +{'id': 295845, 'data_set_name': '可以使用:oth455_partner_roam_w5_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'} +{'id': 161468, 'data_set_name': '可以使用:percentage_volume_oscillator_6d', 'description': '不可使用,仅供参考:Percentage Volume Oscillator value over 6 days.'} +{'id': 9732, 'data_set_name': '可以使用:buyside_sentiment_score_presentation', 'description': '不可使用,仅供参考:Overall sentiment score for buy-side investors in the presentation section.'} +{'id': 324243, 'data_set_name': '可以使用:pv87_prv2_weightedavg20_group_nip_partnerships', 'description': '不可使用,仅供参考:20-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Partnerships'} +{'id': 318234, 'data_set_name': '可以使用:cons_cyclical_method2_group5_score', 'description': '不可使用,仅供参考:Score from the second method for consumer cyclical sector, grouped into 5 clusters.'} +{'id': 320074, 'data_set_name': '可以使用:pv87_2_epsr_qf_matrix_p1_chngratio_std', 'description': '不可使用,仅供参考:std value of all change ratio of Earnings Per Share - As Reported *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 85985, 'data_set_name': '可以使用:fnd72_pit_or_cr_q_empl_growth', 'description': '不可使用,仅供参考:Percentage increase or decrease of employee number by comparing the current period with the same period in the prior year'} +{'id': 324866, 'data_set_name': '可以使用:pv87_tradealert_options_weightavg_oithetacall2', 'description': '不可使用,仅供参考:theta of near out and in call options'} +{'id': 323745, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_sent_z_deviation', 'description': '不可使用,仅供参考:7-day Volume weighted average of Deviation of Sentiment'} +{'id': 168439, 'data_set_name': '可以使用:price_to_intrinsic_value_regional_position_v3', 'description': "不可使用,仅供参考:Rank of a stock's price-to-intrinsic-value ratio compared to regional peers (variant 3)."} +{'id': 325812, 'data_set_name': '可以使用:pv87_webv2_expavg60_group_event_sentiment_score_acquisitions_mergers', 'description': '不可使用,仅供参考:60-day Exponential average of Event Sentiment Score for group Acquisitions Mergers'} +{'id': 733, 'data_set_name': '可以使用:anl10_netpast_det_estflag_1165', 'description': '不可使用,仅供参考:Estimate flag for net income'} +{'id': 53, 'data_set_name': '可以使用:anl10_cpspast_det_estflag_2189', 'description': '不可使用,仅供参考:Estimate flag for cash per share'} +{'id': 295289, 'data_set_name': '可以使用:oth455_customer_n2v_p10_q200_w4_pca_fact2_cluster_10', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 10 groups.'} +{'id': 168430, 'data_set_name': '可以使用:pcf_ratio_relative_component_rank_v3', 'description': '不可使用,仅供参考:Global rank for the price-to-cash-flow ratio component in the valuation model (variant 3).'} +{'id': 279847, 'data_set_name': '可以使用:nws7_usa_news_headlinetone_2_negative_score', 'description': '不可使用,仅供参考:average negative score (negative words by all words) of all news'} +{'id': 168371, 'data_set_name': '可以使用:recent_broker_research_document_count', 'description': '不可使用,仅供参考:Number of broker research reports analyzed in the past month.'} +{'id': 164239, 'data_set_name': '可以使用:star_arm_rec_change_flag', 'description': '不可使用,仅供参考:7day recommendation mean chg flag'} +{'id': 295680, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q200_w2_kmeans_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using K-means into 20 groups.'} +{'id': 319096, 'data_set_name': '可以使用:pv52_asdaq_bx_shares_10_29_sec', 'description': '不可使用,仅供参考:Shares from 10 to 29 Seconds'} +{'id': 318767, 'data_set_name': '可以使用:technology_pca_factor2_grouping2', 'description': '不可使用,仅供参考:Second principal component grouping for technology sector with 2 clusters.'} +{'id': 322615, 'data_set_name': '可以使用:pv87_matrix_nonperiodic_eps_lt_growth_consensus_mean_numdown', 'description': '不可使用,仅供参考:Number of down revisions of EPS LT Growth Consensus Mean (%)'} +{'id': 169458, 'data_set_name': '可以使用:mdl177_2_sensitivityfactor400_apsales', 'description': '不可使用,仅供参考:Asia-Pacific Sales Exposure'} +{'id': 320733, 'data_set_name': '可以使用:pv87_2_sales_qf_matrix_all_dts', 'description': '不可使用,仅供参考:std value of all analysts estimates of Sales'} +{'id': 323591, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_sent_std_median', 'description': '不可使用,仅供参考:14-day Volume weighted average of Median of Sentiment Standard deviation'} +{'id': 166293, 'data_set_name': '可以使用:mdl264_call_put_ratio_l2', 'description': '不可使用,仅供参考:The probability that the future trend of "Call Volume to Put Volume" will be neutral'} +{'id': 9781, 'data_set_name': '可以使用:other_executive_numeric_word_ratio_qa', 'description': '不可使用,仅供参考:Ratio of numerical words to total words spoken by other executives in the Q&A section.'} +{'id': 295689, 'data_set_name': '可以使用:oth455_partner_n2v_p50_q200_w2_pca_fact3_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with partner data and then clustered using the 3rd eigenvalue of PCA into 20 groups.'} +{'id': 85774, 'data_set_name': '可以使用:fnd72_pit_or_cr_a_cash_ratio', 'description': "不可使用,仅供参考:Ratio which indicates a company's liquidity"} +{'id': 325760, 'data_set_name': '可以使用:pv87_webv2_expavg20_group_event_sentiment_score_earnings', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Earnings'} +{'id': 168299, 'data_set_name': '可以使用:credit_risk_broker_research_component_score_float_2', 'description': '不可使用,仅供参考:Credit risk score from broker research, as a floating point value (alternate source).'} +{'id': 323732, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_sent_std_daydiff', 'description': '不可使用,仅供参考:7-day Volume weighted average of Daily difference of Sentiment Standard deviation'} +{'id': 325734, 'data_set_name': '可以使用:pv87_websimpleavg20_group_ess_revenues', 'description': '不可使用,仅供参考:20-day Simple average of ESS - Event Sentiment Score for group Revenues'} +{'id': 78966, 'data_set_name': '可以使用:fn_comp_number_of_shares_authorized_q', 'description': '不可使用,仅供参考:The maximum number of shares (or other type of equity) originally approved (usually by shareholders and board of directors), net of any subsequent amendments and adjustments, for awards under the equity-based compensation plan. As stock or unit options and equity instruments other than options are awarded to participants, the shares or units remain authorized and become reserved for issuance under outstanding awards (not necessarily vested).'} +{'id': 171553, 'data_set_name': '可以使用:mdl77_ohistoricalgrowthfactor_y3fcoq4rqsr', 'description': '不可使用,仅供参考:R-Sqr of 3-yr TTM Oper Cash Flow Trend Line: It is defined as the conditional square of the correlation between monthly dates and the corresponding trailing 12-month operating cash flow per share in the prior 12 quarters.'} +{'id': 163460, 'data_set_name': '可以使用:mdl26_arm_score_change_3', 'description': '不可使用,仅供参考:score change for days: 3'} +{'id': 325355, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_css_insider_trading', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Insider Trading'} +{'id': 319957, 'data_set_name': '可以使用:pv87_2_ebitdaps_af_matrix_p1_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of EBITDA per share *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 321573, 'data_set_name': '可以使用:pv87_datasecurityandcustomerprivacy_momentum_mean', 'description': '不可使用,仅供参考:Trailing 12m score of Data Security And Customer Privacy topic'} +{'id': 295414, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w4_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} +{'id': 323189, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_sent_trend2', 'description': '不可使用,仅供参考:7-day Volume weighted average of Trend of Sentiment'} +{'id': 295492, 'data_set_name': '可以使用:oth455_customer_roam_w1_pca_fact1_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 1st eigenvalue of PCA into 5 groups.'} +{'id': 169663, 'data_set_name': '可以使用:mdl177_earningsqualityfactor_chgsgasale', 'description': '不可使用,仅供参考:Change in QTR SG&A Expenses vsSales : It is defined as the difference between the yearly change in quarterly Selling, General and Administrative expenses and yearly change in quarterly sales.'} +{'id': 295839, 'data_set_name': '可以使用:oth455_partner_roam_w5_pca_fact1_cluster_20', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with partner data and then clustered using the 1st eigenvalue of PCA into 20 groups.'} +{'id': 6913, 'data_set_name': '可以使用:anl49_estdcurrentperatio', 'description': "不可使用,仅供参考:Estimated earnings per share for the 12 months ending 6 months ahead, divided into the stock's price."} +{'id': 320179, 'data_set_name': '可以使用:pv87_2_grossmargin_qf_matrix_p1_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Gross Margin *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 169157, 'data_set_name': '可以使用:mdl177_2_globaldevnorthamericasensitivityfactor_apsales', 'description': '不可使用,仅供参考:Asia-Pacific Sales Exposure'} +{'id': 39, 'data_set_name': '可以使用:anl10_cpsinnovation_score_fq2', 'description': '不可使用,仅供参考:Innovation score for cash per share Q2 (innovate_increase - innovate_decrease)'} +{'id': 5566, 'data_set_name': '可以使用:max_capital_expenditure_guidance', 'description': '不可使用,仅供参考:The maximum guidance value for Capital Expenditures on an annual basis.'} +{'id': 294559, 'data_set_name': '可以使用:chunk_relevance_z2_flag', 'description': "不可使用,仅供参考:Indicator if the chunk's relevance z-score exceeds 2."} +{'id': 174772, 'data_set_name': '可以使用:oth460_technical_dma_high_l2', 'description': "不可使用,仅供参考:The probability that the future trend of '6 Day Moving Average of the stock's daily high value' will be neutral"} +{'id': 325985, 'data_set_name': '可以使用:pv87_webv2_simpleavg60_group_event_sentiment_score_acquisitions_mergers', 'description': '不可使用,仅供参考:60-day Simple average of Event Sentiment Score for group Acquisitions Mergers'} +{'id': 166286, 'data_set_name': '可以使用:mdl264_call_put_erlanger_ratio_l3', 'description': "不可使用,仅供参考:The probability that the future trend of 'Premium Ratio' will move up"} +{'id': 323708, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted7d_ew_sent_z_daydiff', 'description': '不可使用,仅供参考:7-day Volume weighted average of Daily difference of Sentiment'} +{'id': 318822, 'data_set_name': '可以使用:top2000_factor2_group10_score', 'description': '不可使用,仅供参考:Second factor score for top 2000 securities, grouped into 10 clusters.'} +{'id': 86750, 'data_set_name': '可以使用:fnd72_s_pit_or_cr_q_cash_flow_growth', 'description': '不可使用,仅供参考:Cash Flow Growth is calculated using the following formula'} +{'id': 322070, 'data_set_name': '可以使用:pv87_indrank_item_3030_343', 'description': '不可使用,仅供参考:Industry ranked item score for item 343 in topic Employee Engagement Diversity Inclusion'} +{'id': 87520, 'data_set_name': '可以使用:fnd90_game_optimism_sale', 'description': '不可使用,仅供参考:Analyst Optimism Sales'} +{'id': 321653, 'data_set_name': '可以使用:pv87_earnings_eventlag', 'description': '不可使用,仅供参考:Lag from event announcedate to this date for event Earnings'} +{'id': 5712, 'data_set_name': '可以使用:shareholders_equity_reported_value', 'description': "不可使用,仅供参考:Shareholders' Equity - Total Value"} +{'id': 244, 'data_set_name': '可以使用:anl10_ebirevise_ratio_to_consensus_fq1_2597', 'description': '不可使用,仅供参考:Consensus estimate value for earnings before interest Q1'} +{'id': 295498, 'data_set_name': '可以使用:oth455_customer_roam_w1_pca_fact3_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using ROAM with customer data and then clustered using the 3rd eigenvalue of PCA into 5 groups.'} +{'id': 78410, 'data_set_name': '可以使用:fnd14_latestfy_incmst_revenue_qtr', 'description': '不可使用,仅供参考:Quarterly Total Revenue from the Income Statement for this reported quarter'} +{'id': 5716, 'data_set_name': '可以使用:tangible_book_value_per_share_max_guidance', 'description': '不可使用,仅供参考:Tangible Book Value per Share - Maximum guidance value'} +{'id': 169796, 'data_set_name': '可以使用:mdl177_garpanalystmodel_qgp_growthval', 'description': '不可使用,仅供参考:Growth Valuation'} +{'id': 323982, 'data_set_name': '可以使用:pv87_primary_eps_estimate_sequential_quarterly_growth', 'description': '不可使用,仅供参考:Primary EPS Estimate - Sequential Quarterly Growth %'} +{'id': 171505, 'data_set_name': '可以使用:mdl77_ohistoricalgrowthfactor_chg3yepsp', 'description': '不可使用,仅供参考:The difference between the trailing 12-month earnings per share and that of 12 quarters ago for a stock divided by its month-end trading price.'} +{'id': 325198, 'data_set_name': '可以使用:pv87_v2_expavg60_group_nip_technical_analysis', 'description': '不可使用,仅供参考:60-day Exponential average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Technical Analysis'} +{'id': 320645, 'data_set_name': '可以使用:pv87_2_roe_af_matrix_p1_b_chngratio_mean', 'description': '不可使用,仅供参考:mean value of all change ratio of Return On Equity *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 326139, 'data_set_name': '可以使用:pv87_webv2_weightedavg60_group_nip_revenues', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Revenues'} +{'id': 324290, 'data_set_name': '可以使用:pv87_prv2_weightedavg60_group_nip_products_services', 'description': '不可使用,仅供参考:60-day Weighted average of NIP score that represents the degree of impact a news flash has on the market over the following two-hour period for group Products Services'} +{'id': 319908, 'data_set_name': '可以使用:pv87_2_ebitda_qf_matrix_all_chngratio_median', 'description': '不可使用,仅供参考:median value of all change ratio of EBITDA *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 323566, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_fullweek_matrix_sent_volweighted14d_ew_sent_z_mean', 'description': '不可使用,仅供参考:14-day Volume weighted average of Average of Sentiment'} +{'id': 325105, 'data_set_name': '可以使用:pv87_v2_expavg20_group_event_sentiment_score_price_targets', 'description': '不可使用,仅供参考:20-day Exponential average of Event Sentiment Score for group Price Targets'} +{'id': 5530, 'data_set_name': '可以使用:est_sales', 'description': '不可使用,仅供参考:Sales - mean of estimations'} +{'id': 325539, 'data_set_name': '可以使用:pv87_v2item_indrank_item_6050_246', 'description': '不可使用,仅供参考:Industry ranked item score for item 246 in topic Executive Compensation Schemes'} +{'id': 162656, 'data_set_name': '可以使用:mdl230_totalcap_cusip_curratio', 'description': '不可使用,仅供参考:It is defined as the reported current assets from most recent quarter divided by the current liabilities from most recent quarter.'} +{'id': 86355, 'data_set_name': '可以使用:fnd72_q1_minority_int_to_net_sales', 'description': '不可使用,仅供参考:Minority interest as a percentage of net sales'} +{'id': 294857, 'data_set_name': '可以使用:oth335_combined_all_region_mind', 'description': '不可使用,仅供参考:Final composite MIND score'} +{'id': 326209, 'data_set_name': '可以使用:pv87_weightedavg60_group_ess_revenues', 'description': '不可使用,仅供参考:60-day Weighted average of ESS - Event Sentiment Score for group Revenues'} +{'id': 325349, 'data_set_name': '可以使用:pv87_v2_weightedavg20_group_css_assets', 'description': '不可使用,仅供参考:20-day Weighted average of CSS score that represents the news sentiment of a given story by combining various sentiment analysis techniques for group Assets'} +{'id': 162785, 'data_set_name': '可以使用:mdl230_totalcap_cusip_nlsales', 'description': "不可使用,仅供参考:It is defined as the natural logarithm of the cubic of a company's trailing 12-month sales."} +{'id': 322303, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oithetacallmput1', 'description': '不可使用,仅供参考:Weighted average Theta for near in-the-money and out-of-the-money call and put options with open interest used as weight factor'} +{'id': 321433, 'data_set_name': '可以使用:pv87_daily_qtr_matrix_r6_book_value_share_consensus_mean_numanalysts', 'description': '不可使用,仅供参考:Number of analysts of Book Value / Share Consensus Mean'} +{'id': 169326, 'data_set_name': '可以使用:mdl177_2_managementqualityfactor_indrelcroe_', 'description': "不可使用,仅供参考:Stock's lagged quarterly return on equity (ROE) minus the average of the ROEs of all stocks in the same industry deflated by the standard deviation of these ROEs."} +{'id': 174771, 'data_set_name': '可以使用:oth460_technical_dma_high_l1', 'description': '不可使用,仅供参考:The probability that the future trend of 6-Day Moving Average of the stock\'s daily high value" will fall"'} +{'id': 85463, 'data_set_name': '可以使用:fnd72_a2_tot_com_dvd_to_net_sales', 'description': '不可使用,仅供参考:Total common dividend as a percentage of revenue'} +{'id': 6349, 'data_set_name': '可以使用:anl44_sales_best_cur_fiscal_qtr_period', 'description': '不可使用,仅供参考:sales best cur fiscal qtr period'} +{'id': 295423, 'data_set_name': '可以使用:oth455_customer_n2v_p50_q200_w5_pca_fact2_cluster_5', 'description': '不可使用,仅供参考:Grouping data. Embedded using N2V with customer data and then clustered using the 2nd eigenvalue of PCA into 5 groups.'} +{'id': 169698, 'data_set_name': '可以使用:mdl177_earningsqualityfactor_uinv_alt', 'description': '不可使用,仅供参考:The difference of inventory between present and expected levels.'} +{'id': 322231, 'data_set_name': '可以使用:pv87_ivy_opprc_matrix_weightavg_oigammacallmput5', 'description': '不可使用,仅供参考:Weighted average Gamma for in-the-money call and put options with open interest used as weight factor'} +{'id': 5465, 'data_set_name': '可以使用:cashflow_per_share_estimate_count', 'description': '不可使用,仅供参考:Cash Flow Per Share - number of estimations - delay1'} +{'id': 323170, 'data_set_name': '可以使用:pv87_ocialmarketanalytics2_fullweek_matrix_sent_volweighted7d_sent_mean_median', 'description': '不可使用,仅供参考:7-day Volume weighted average of Median of Sentiment Average'} +{'id': 320517, 'data_set_name': '可以使用:pv87_2_pretaxprofit_qf_matrix_all_chngratio_number', 'description': '不可使用,仅供参考:count number of all change ratio of Pretax Profit *change ratio = ((current value - previous value) / (fabs (current value)/2 + fabs (previous value)/2))'} +{'id': 80682, 'data_set_name': '可以使用:preferred_shares_outstanding', 'description': '不可使用,仅供参考:Number of preferred shares currently issued and outstanding.'} +{'id': 171538, 'data_set_name': '可以使用:mdl77_ohistoricalgrowthfactor_saleg5y', 'description': '不可使用,仅供参考:5-yr Sales Growth: It is defined as the difference between the trailing 12-month sales per share (SALE) and the SALE 20 quarters ago and then deflated by the average of the SALEs in the prior 20 quarters'} +{'id': 6474, 'data_set_name': '可以使用:forecast_currency_book_value_per_share', 'description': '不可使用,仅供参考:Currency in which the book value per share forecast is denominated.'} +{'id': 279382, 'data_set_name': '可以使用:mws38_sg_positive_score', 'description': '不可使用,仅供参考:Positive score'} +{'id': 169868, 'data_set_name': '可以使用:mdl177_historicalgrowthfactor_fcfequity_alt', 'description': '不可使用,仅供参考:TTM Free Cash Flow to Equity : It is defined as the trailing 12-month free cash flow divided by the average book equity value in the same period.'} +{'id': 323778, 'data_set_name': '可以使用:pv87_ocialmarketanalytics3_matrix_sent_ew_sent_tsrank', 'description': '不可使用,仅供参考:tsrank of Sentiment'} +{'id': 87008, 'data_set_name': '可以使用:fnd72_s_pit_or_is_q_is_foreign_exch_loss', 'description': '不可使用,仅供参考:Foreign Exchange Losses'} +{'id': 163854, 'data_set_name': '可以使用:mdl26_score', 'description': '不可使用,仅供参考:score'} +========================= 数据字段结束 ======================================= + +以上数据字段和操作符, 按照Description说明组合, 但是每一个 alpha 组合的使用的数据字段和操作符不要过于集中, 在符合语法的情况下, 多尝试不同的组合 + +你再检查一下, 如果你使用了 +Operator abs does not support event inputs +Operator ts_mean does not support event inputs +Operator ts_scale does not support event inputs +Operator add does not support event inputs +Operator sign does not support event inputs +Operator greater does not support event inputs +Operator ts_av_diff does not support event inputs +Operator ts_quantile does not support event inputs +Operator ts_arg_min does not support event inputs +Operator divide does not support event inputs +Operator ts_corr does not support event inputs +Operator ts_decay_linear does not support event inputs +Operator ts_sum does not support event inputs +Operator ts_delay does not support event inputs +Operator ts_arg_max does not support event inputs +Operator ts_std_dev does not support event inputs +Operator ts_regression does not support event inputs +Operator ts_backfill does not support event inputs +Operator signed_power does not support event inputs +Operator ts_product does not support event inputs +Operator ts_zscore does not support event inputs +Operator group_rank does not support event inputs +Operator subtract does not support event inputs +Operator ts_delta does not support event inputs +Operator ts_rank does not support event inputs +Operator ts_count_nans does not support event inputs +Operator ts_covariance does not support event inputs +Operator multiply does not support event inputs +Operator if_else does not support event inputs +Operator group_neutralize does not support event inputs +Operator group_zscore does not support event inputs +Operator winsorize does not support event inputs +注意, 以上操作符不能使用事件类型的数据集, 以上操作符禁止使用事件类型的数据集!! \ No newline at end of file diff --git a/optimize_alpha.py b/optimize_alpha.py index da990ac..b01dad8 100644 --- a/optimize_alpha.py +++ b/optimize_alpha.py @@ -1,30 +1,58 @@ -import random +import os +import sqlite3 +import sys -input_alpha = 'group_neutralize({} - {},bucket(rank({}),range="0.1,1,0.2"))' +sys.path.append(os.path.join(os.path.abspath(__file__).split('AlphaGenerator')[0] + 'AlphaGenerator')) +PROJECT_PATH = os.path.join(os.path.abspath(__file__).split('AlphaGenerator')[0] + 'AlphaGenerator') +PREPARE_PROMPT = os.path.join(str(PROJECT_PATH), 'prepare_prompt') -data_sets = ['implied_volatility_call_10', 'implied_volatility_call_1080', 'implied_volatility_call_120', 'implied_volatility_call_150', 'implied_volatility_call_180', 'implied_volatility_call_20', 'implied_volatility_call_270', 'implied_volatility_call_30', 'implied_volatility_call_360', 'implied_volatility_call_60', 'implied_volatility_call_720', 'implied_volatility_call_90', 'implied_volatility_put_10', 'implied_volatility_put_1080', 'implied_volatility_put_120', 'implied_volatility_put_150', 'implied_volatility_put_180', 'implied_volatility_put_20', 'implied_volatility_put_270', 'implied_volatility_put_30', 'implied_volatility_put_360', 'implied_volatility_put_60', 'implied_volatility_put_720', 'implied_volatility_put_90'] +input_alpha = 'not(is_nan({}))' -max_count = 1000 +# 数据库搜索字段 +REGION = 'USA' +UNIVERSE = 'TOP3000' +TARGET = 'pv87_%' -repeat_count = 0 -result_alpha = [] +def sqliteLoader(file_path): + if not os.path.exists(file_path): + print(f"SQLite数据库文件不存在: {file_path}") + exit(1) -while True: - if len(result_alpha) >= max_count: - break + conn = sqlite3.connect(file_path) + try: - modify_alpha = input_alpha.format(random.choice(data_sets), random.choice(data_sets),random.choice(data_sets)) + cursor = conn.cursor() - if modify_alpha not in result_alpha: - result_alpha.append(modify_alpha) - else: - repeat_count += 1 - if repeat_count >= max_count: - break + # 首先筛选符合 region 和 universe 条件的数据 + cursor.execute("SELECT name FROM data_sets WHERE region=? AND universe=? AND name like ?", + (REGION, UNIVERSE, TARGET)) + rows = cursor.fetchall() -for alpha in result_alpha: - print(alpha) - print() + conn.close() + + if len(rows) > 0: + print(f"找到 {len(rows)} 条符合条件的数据") + return rows + else: + print("未找到符合条件的数据") + exit(1) + + except sqlite3.Error as e: + print(f"SQLite数据库错误: {e}") + exit(1) + finally: + if conn: + conn.close() + +data_sets_path = os.path.join(PREPARE_PROMPT, "data_sets.db") +data_rows = sqliteLoader(data_sets_path) + +start_at = 0 +end_at = 1000 + +for num in range(start_at, end_at): + row = data_rows[num] + new_alpha = input_alpha.format(row[0]) + print(new_alpha) -print(f'共生成 {len(result_alpha)} 个alpha') \ No newline at end of file