++

手动处理每天alpha.txt

@@ -1,59 +1,127 @@
-group_scale(ts_step(1), pv13_h_min2_focused_sector)
-rank(power(rel_num_cust, 2))
-scale(sqrt(abs(rel_num_cust)))
-normalize(vec_avg(rel_num_cust))
-quantile(rank(rel_num_cust))
-group_mean(rel_num_cust, rel_num_cust, pv13_r2_liquid_min2_sector)
-power(rank(ebit), 1.5)
-reverse(scale(sqrt(ebit)))
-normalize(vec_sum(sales_ps))
-quantile(rank(sales_ps), uniform)
-group_scale(fscore_total, pv13_hierarchy_min20_3k_513_sector)
-scale(abs(subtract(rel_num_cust, ts_step(1)), filter=true))
-rank(signed_power(anl4_netprofita_value, 2))
-normalize(power(fscore_bfl_total, 0.75))
-group_mean(ebit, ebit, pv13_h_min22_1000_sector)
-scale(log(abs(add(rel_num_cust, sales_ps, filter=true))))
-quantile(rank(fnd6_cptnewqv1300_oiadpq), cauchy)
-reverse(rank(multiply(rel_num_cust, ebit, filter=true)))
-group_scale(sales_ps, pv13_h_min24_500_sector)
-normalize(sqrt(abs(fnd6_newqv1300_teqq)))
-rank(add(ebit, fscore_total, filter=true))
-scale(signed_power(rel_num_cust, 3))
-quantile(group_mean(sales_ps, sales_ps, pv13_h_min52_1k_sector))
-reverse(scale(log(abs(anl4_ptp_mean))))
-group_scale(anl4_netprofita_value, pv13_new_3l_scibr)
-rank(multiply(ebit, fscore_bfl_total, filter=true))
-normalize(power(rel_num_cust, 0.5))
-scale(abs(subtract(sales_ps, ebit, filter=true)))
-quantile(rank(fnd6_cptnewqv1300_lctq), gaussian)
+group_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector)
 
-group_zscore(ts_rank(add(divide(ts_sum(sales_ps, 250), ts_sum(ebit, 250)), ts_av_diff(ts_zscore(sales_ps, 60), 20)), 60), pv13_h_min2_focused_sector)
+group_zscore(ts_mean(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector)
 
-group_zscore(ts_rank(multiply(ts_delta(sales_ps, 5), ts_corr(sales_ps, ebit, 20)), 120), pv13_h_min2_focused_sector)
+subtract(group_zscore(ts_mean(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector), group_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), pv13_hierarchy_f3_513_sector))
 
-subtract(ts_rank(ts_zscore(sales_ps, 60), 250), ts_rank(ts_zscore(ebit, 60), 250))
+ts_rank(ts_std_dev(fnd6_newqv1300_invoq, 504), 126)
 
-multiply(sign(ts_delta(sales_ps, 10)), ts_rank(ts_av_diff(sales_ps, 20), 60))
+ts_rank(ts_mean(fnd6_newqv1300_invoq, 504), 126)
 
-ts_rank(add(ts_zscore(sales_ps, 60), ts_zscore(divide(sales_ps, ebit), 60)), 120)
+subtract(ts_rank(ts_mean(fnd6_newqv1300_invoq, 504), 126), ts_rank(ts_std_dev(fnd6_newqv1300_invoq, 504), 126))
 
-if_else(ts_rank(sales_ps, 60) > ts_rank(ebit, 60), ts_rank(sales_ps, 60), ts_rank(ebit, 60))
+ts_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
 
-group_zscore(ts_rank(divide(ts_sum(sales_ps, 120), ts_sum(ebit, 120)), 120), pv13_h_min2_focused_sector)
+ts_zscore(ts_mean(fnd6_newqv1300_invoq, 504), 252)
 
-subtract(ts_rank(ts_mean(sales_ps, 20), 60), ts_rank(ts_mean(ebit, 20), 60))
+subtract(ts_zscore(ts_mean(fnd6_newqv1300_invoq, 504), 252), ts_zscore(ts_std_dev(fnd6_newqv1300_invoq, 504), 252))
 
-multiply(ts_delta(sales_ps, 5), ts_corr(sales_ps, ebit, 20))
+ts_delta(ts_mean(fnd6_newqv1300_invoq, 504), 63)
 
-ts_rank(divide(ts_zscore(sales_ps, 60), ts_zscore(ebit, 60)), 120)
+ts_delta(ts_std_dev(fnd6_newqv1300_invoq, 504), 63)
 
-group_zscore(ts_rank(add(ts_delta(sales_ps, 5), ts_av_diff(divide(sales_ps, ebit), 10)), 60), pv13_h_min2_focused_sector)
+subtract(ts_delta(ts_mean(fnd6_newqv1300_invoq, 504), 63), ts_delta(ts_std_dev(fnd6_newqv1300_invoq, 504), 63))
 
-ts_rank(multiply(sign(ts_delta(sales_ps, 10)), ts_zscore(sales_ps, 60)), 120)
+ts_corr(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
 
-subtract(ts_rank(ts_sum(sales_ps, 20), 60), ts_rank(ts_sum(ebit, 20), 60))
+ts_covariance(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504), 252)
 
-if_else(ts_rank(sales_ps, 60) > 0.7, ts_rank(divide(sales_ps, ebit), 60), ts_rank(sales_ps, 60))
+divide(ts_mean(fnd6_newqv1300_invoq, 504), ts_std_dev(fnd6_newqv1300_invoq, 504))
 
-group_zscore(ts_rank(ts_corr(sales_ps, ebit, 20), 60), pv13_h_min2_focused_sector)
+ts_av_diff(ts_mean(fnd6_newqv1300_invoq, 504), 504)
+
+ts_av_diff(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
+
+subtract(ts_av_diff(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_av_diff(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
+
+ts_quantile(ts_mean(fnd6_newqv1300_invoq, 504), 504)
+
+ts_quantile(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
+
+subtract(ts_quantile(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_quantile(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
+
+ts_sum(ts_mean(fnd6_newqv1300_invoq, 504), 126)
+
+ts_sum(ts_std_dev(fnd6_newqv1300_invoq, 504), 126)
+
+subtract(ts_sum(ts_mean(fnd6_newqv1300_invoq, 504), 126), ts_sum(ts_std_dev(fnd6_newqv1300_invoq, 504), 126))
+
+ts_product(ts_mean(fnd6_newqv1300_invoq, 504), 63)
+
+ts_product(ts_std_dev(fnd6_newqv1300_invoq, 504), 63)
+
+divide(ts_product(ts_mean(fnd6_newqv1300_invoq, 504), 63), ts_product(ts_std_dev(fnd6_newqv1300_invoq, 504), 63))
+
+ts_arg_min(ts_mean(fnd6_newqv1300_invoq, 504), 504)
+
+ts_arg_max(ts_std_dev(fnd6_newqv1300_invoq, 504), 504)
+
+subtract(ts_arg_min(ts_mean(fnd6_newqv1300_invoq, 504), 504), ts_arg_max(ts_std_dev(fnd6_newqv1300_invoq, 504), 504))
+
+ts_count_nans(fnd6_newqv1300_invoq, 504)
+
+ts_backfill(fnd6_newqv1300_invoq, 504)
+
+subtract(ts_backfill(fnd6_newqv1300_invoq, 504), ts_count_nans(fnd6_newqv1300_invoq, 504))
+
+group_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
+
+group_neutralize(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
+
+ts_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
+
+ts_rank(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
+
+group_rank(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
+
+ts_mean(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
+
+ts_std_dev(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
+
+divide(ts_std_dev(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504), ts_mean(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504))
+
+ts_delta(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 63)
+
+ts_regression(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), ts_step(1), 504, 0, 1)
+
+ts_av_diff(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
+
+group_zscore(ts_mean(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504), pv13_hierarchy_f3_513_sector)
+
+group_neutralize(ts_std_dev(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504), pv13_hierarchy_f3_513_sector)
+
+multiply(group_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector), -1)
+
+ts_zscore(ts_delta(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 63), 504)
+
+group_zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_min2_focused_pureplay_3000_513_sector)
+
+multiply(divide(fnd6_newqv1300_invoq, est_sales), 365)
+
+group_zscore(fnd6_newqv1300_invoq, pv13_hierarchy_f3_513_sector)
+
+ts_zscore(fnd6_newqv1300_invoq, 504)
+
+divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt)
+
+group_zscore(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), pv13_hierarchy_f3_513_sector)
+
+ts_mean(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 504)
+
+ts_std_dev(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 504)
+
+multiply(ts_rank(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 504), -1)
+
+ts_quantile(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 504)
+
+group_scale(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), pv13_hierarchy_f3_513_sector)
+
+normalize(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))
+
+quantile(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))
+
+scale(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))
+
+winsorize(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25), 4)
+
+zscore(multiply(divide(fnd6_newqv1300_invoq, fnd6_newa1v1300_revt), 91.25))