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jack
2026-01-16 08:59:26 +08:00
parent 6833059711
commit 771b35563e
11 changed files with 1036 additions and 45 deletions
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手动处理每天alpha.txt
+1 -31
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@@ -56,34 +56,4 @@ subtract(ts_rank(ts_sum(sales_ps, 20), 60), ts_rank(ts_sum(ebit, 20), 60))
if_else(ts_rank(sales_ps, 60) > 0.7, ts_rank(divide(sales_ps, ebit), 60), ts_rank(sales_ps, 60))
group_zscore(ts_rank(ts_corr(sales_ps, ebit, 20), 60), pv13_h_min2_focused_sector)
multiply(ts_rank(ts_delta(sales_ps, 5), 60), ts_rank(ts_av_diff(sales_ps, 10), 60))
ts_rank(subtract(ts_zscore(sales_ps, 60), ts_zscore(ebit, 60)), 120)
add(ts_rank(ts_mean(sales_ps, 20), 60), ts_rank(ts_mean(divide(sales_ps, ebit), 20), 60))
group_zscore(ts_rank(multiply(ts_delta(sales_ps, 5), ts_zscore(ebit, 60)), 120), pv13_h_min2_focused_sector)
if_else(ts_delta(sales_ps, 10) > 0, ts_rank(sales_ps, 60), ts_rank(ebit, 60))
subtract(ts_rank(ts_product(sales_ps, 20), 60), ts_rank(ts_product(ebit, 20), 60))
ts_rank(divide(ts_delta(sales_ps, 5), ts_delta(ebit, 5)), 120)
multiply(ts_rank(ts_corr(sales_ps, ebit, 20), 60), ts_rank(ts_av_diff(sales_ps, 10), 60))
group_zscore(ts_rank(add(ts_zscore(sales_ps, 60), ts_zscore(ebit, 60)), 120), pv13_h_min2_focused_sector)
ts_rank(subtract(ts_sum(sales_ps, 20), ts_sum(ebit, 20)), 60)
if_else(ts_rank(divide(sales_ps, ebit), 60) > ts_rank(sales_ps, 60), ts_rank(divide(sales_ps, ebit), 60), ts_rank(sales_ps, 60))
subtract(ts_rank(ts_av_diff(sales_ps, 10), 60), ts_rank(ts_av_diff(ebit, 10), 60))
multiply(ts_delta(sales_ps, 5), ts_rank(ts_zscore(ebit, 60), 120))
ts_rank(add(ts_mean(sales_ps, 20), ts_mean(ebit, 20)), 120)
group_zscore(ts_rank(divide(ts_delta(sales_ps, 5), ts_av_diff(ebit, 10)), 60), pv13_h_min2_focused_sector)
group_zscore(ts_rank(ts_corr(sales_ps, ebit, 20), 60), pv13_h_min2_focused_sector)