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jack
2025-12-11 18:05:20 +08:00
parent 032ed50853
commit 5731e8c8fe
24 changed files with 5458 additions and 107 deletions
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generated_alpha/2025-12-04/103341.txt
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ts_zscore(ts_delta(ts_mean(close, 20), 5), 60)
ts_zscore(ts_delta(ts_mean(close, 60), 10), 120)
ts_zscore(ts_delta(ts_mean(close, 120), 20), 240)
ts_zscore(ts_delta(ts_mean(close, 20), 5), 60) * group_zscore(ts_delta(ts_mean(close, 20), 5), sector)
ts_zscore(ts_delta(ts_mean(close, 60), 10), 120) * group_zscore(ts_delta(ts_mean(close, 60), 10), sector)
ts_zscore(ts_delta(ts_mean(close, 120), 20), 240) * group_zscore(ts_delta(ts_mean(close, 120), 20), sector)
ts_zscore(ts_delta(ts_mean(close, 20), 5), 60) / ts_std_dev(ts_delta(ts_mean(close, 20), 5), 60)
ts_zscore(ts_delta(ts_mean(close, 60), 10), 120) / ts_std_dev(ts_delta(ts_mean(close, 60), 10), 120)
ts_zscore(ts_delta(ts_mean(close, 120), 20), 240) / ts_std_dev(ts_delta(ts_mean(close, 120), 20), 240)
ts_regression(close, ts_step(1), 60, rettype=1)
ts_regression(close, ts_step(1), 120, rettype=1)
ts_regression(close, ts_step(1), 240, rettype=1)
ts_regression(close, ts_step(1), 60, rettype=1) * group_zscore(ts_regression(close, ts_step(1), 60, rettype=1), sector)
ts_regression(close, ts_step(1), 120, rettype=1) * group_zscore(ts_regression(close, ts_step(1), 120, rettype=1), sector)
ts_regression(close, ts_step(1), 240, rettype=1) * group_zscore(ts_regression(close, ts_step(1), 240, rettype=1), sector)
ts_zscore(ts_delta(ts_mean(volume, 20), 5), 60)
ts_zscore(ts_delta(ts_mean(volume, 60), 10), 120)
ts_zscore(ts_delta(ts_mean(volume, 120), 20), 240)
ts_zscore(ts_delta(ts_mean(volume, 20), 5), 60) * group_zscore(ts_delta(ts_mean(volume, 20), 5), sector)
ts_zscore(ts_delta(ts_mean(volume, 60), 10), 120) * group_zscore(ts_delta(ts_mean(volume, 60), 10), sector)
ts_zscore(ts_delta(ts_mean(volume, 120), 20), 240) * group_zscore(ts_delta(ts_mean(volume, 120), 20), sector)
ts_zscore(ts_delta(ts_mean(vwap, 20), 5), 60)
ts_zscore(ts_delta(ts_mean(vwap, 60), 10), 120)
ts_zscore(ts_delta(ts_mean(vwap, 120), 20), 240)
ts_zscore(ts_delta(ts_mean(vwap, 20), 5), 60) * group_zscore(ts_delta(ts_mean(vwap, 20), 5), sector)
ts_zscore(ts_delta(ts_mean(vwap, 60), 10), 120) * group_zscore(ts_delta(ts_mean(vwap, 60), 10), sector)
ts_zscore(ts_delta(ts_mean(vwap, 120), 20), 240) * group_zscore(ts_delta(ts_mean(vwap, 120), 20), sector)
ts_zscore(ts_delta(ts_mean(high - low, 20), 5), 60)
ts_zscore(ts_delta(ts_mean(high - low, 60), 10), 120)
ts_zscore(ts_delta(ts_mean(high - low, 120), 20), 240)
ts_zscore(ts_delta(ts_mean(high - low, 20), 5), 60) * group_zscore(ts_delta(ts_mean(high - low, 20), 5), sector)
ts_zscore(ts_delta(ts_mean(high - low, 60), 10), 120) * group_zscore(ts_delta(ts_mean(high - low, 60), 10), sector)
ts_zscore(ts_delta(ts_mean(high - low, 120), 20), 240) * group_zscore(ts_delta(ts_mean(high - low, 120), 20), sector)
ts_zscore(ts_delta(ts_mean(open / close, 20), 5), 60)
ts_zscore(ts_delta(ts_mean(open / close, 60), 10), 120)
ts_zscore(ts_delta(ts_mean(open / close, 120), 20), 240)
ts_zscore(ts_delta(ts_mean(open / close, 20), 5), 60) * group_zscore(ts_delta(ts_mean(open / close, 20), 5), sector)
ts_zscore(ts_delta(ts_mean(open / close, 60), 10), 120) * group_zscore(ts_delta(ts_mean(open / close, 60), 10), sector)
ts_zscore(ts_delta(ts_mean(open / close, 120), 20), 240) * group_zscore(ts_delta(ts_mean(open / close, 120), 20), sector)
ts_zscore(ts_delta(ts_mean(close / vwap, 20), 5), 60)
ts_zscore(ts_delta(ts_mean(close / vwap, 60), 10), 120)
ts_zscore(ts_delta(ts_mean(close / vwap, 120), 20), 240)
ts_zscore(ts_delta(ts_mean(close / vwap, 20), 5), 60) * group_zscore(ts_delta(ts_mean(close / vwap, 20), 5), sector)
ts_zscore(ts_delta(ts_mean(close / vwap, 60), 10), 120) * group_zscore(ts_delta(ts_mean(close / vwap, 60), 10), sector)
ts_zscore(ts_delta(ts_mean(close / vwap, 120), 20), 240) * group_zscore(ts_delta(ts_mean(close / vwap, 120), 20), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(close, 5), 20), 5), 60)
ts_zscore(ts_delta(ts_mean(ts_mean(close, 5), 60), 10), 120)
ts_zscore(ts_delta(ts_mean(ts_mean(close, 5), 120), 20), 240)
ts_zscore(ts_delta(ts_mean(ts_mean(close, 5), 20), 5), 60) * group_zscore(ts_delta(ts_mean(ts_mean(close, 5), 20), 5), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(close, 5), 60), 10), 120) * group_zscore(ts_delta(ts_mean(ts_mean(close, 5), 60), 10), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(close, 5), 120), 20), 240) * group_zscore(ts_delta(ts_mean(ts_mean(close, 5), 120), 20), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 20), 5), 60)
ts_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 60), 10), 120)
ts_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 120), 20), 240)
ts_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 20), 5), 60) * group_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 20), 5), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 60), 10), 120) * group_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 60), 10), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 120), 20), 240) * group_zscore(ts_delta(ts_mean(ts_mean(volume, 5), 120), 20), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 20), 5), 60)
ts_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 60), 10), 120)
ts_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 120), 20), 240)
ts_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 20), 5), 60) * group_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 20), 5), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 60), 10), 120) * group_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 60), 10), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 120), 20), 240) * group_zscore(ts_delta(ts_mean(ts_mean(vwap, 5), 120), 20), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 20), 5), 60)
ts_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 60), 10), 120)
ts_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 120), 20), 240)
ts_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 20), 5), 60) * group_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 20), 5), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 60), 10), 120) * group_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 60), 10), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 120), 20), 240) * group_zscore(ts_delta(ts_mean(ts_mean(high - low, 5), 120), 20), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 20), 5), 60)
ts_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 60), 10), 120)
ts_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 120), 20), 240)
ts_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 20), 5), 60) * group_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 20), 5), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 60), 10), 120) * group_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 60), 10), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 120), 20), 240) * group_zscore(ts_delta(ts_mean(ts_mean(open / close, 5), 120), 20), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 20), 5), 60)
ts_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 60), 10), 120)
ts_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 120), 20), 240)
ts_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 20), 5), 60) * group_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 20), 5), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 60), 10), 120) * group_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 60), 10), sector)
ts_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 120), 20), 240) * group_zscore(ts_delta(ts_mean(ts_mean(close / vwap, 5), 120), 20), sector)