++

2026-01-08 17:30:38 +08:00
parent 0da3254831
commit 7ac1c4d161
20 changed files with 1669 additions and 95 deletions
@@ -0,0 +1,39 @@
+subtract(ts_delta(fnd6_newqeventv110_cibegniq, 90), ts_delta(fn_comp_not_rec_a, 90))
+
+multiply(ts_zscore(fnd6_newqeventv110_cibegniq, 180), sign(ts_delta(fn_comp_not_rec_stock_options_q, 60)))
+
+group_neutralize(divide(ts_mean(fnd6_newqeventv110_cibegniq, 120), ts_std_dev(fnd6_newqeventv110_cibegniq, 120)), 'sector')
+
+ts_rank(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252)
+
+group_zscore(ts_av_diff(fnd6_newqeventv110_cibegniq, 90), 'industry')
+
+ts_decay_linear(multiply(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 60, false)
+
+if_else(gt(ts_delta(fn_comp_not_rec_a, 30), 0), ts_zscore(fnd6_newqeventv110_cibegniq, 60), reverse(ts_std_dev(fnd6_newqeventv110_cibegniq, 90)))
+
+ts_corr(ts_delay(fnd6_newqeventv110_cibegniq, 30), fn_comp_not_rec_stock_options_q, 120)
+
+group_scale(subtract(ts_sum(fnd6_newqeventv110_cibegniq, 60), ts_sum(fn_comp_not_rec_stock_options_q, 60)), 'country')
+
+signed_power(ts_delta(fnd6_newqeventv110_cibegniq, 180), 0.5)
+
+ts_arg_max(divide(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252)
+
+group_backfill(ts_mean(fn_comp_not_rec_stock_options_q, 90), 'sector', 60)
+
+normalize(multiply(ts_regression(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a, 120, 0, 0), 100), true)
+
+winsorize(ts_std_dev(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 180), 3)
+
+ts_quantile(ts_delta(fnd6_newqeventv110_cibegniq, 90), 180, 'uniform')
+
+bucket(rank(ts_mean(fn_comp_not_rec_a, 120)), buckets="2,5,6,7,10")
+
+ts_backfill(ts_arg_min(fnd6_newqeventv110_cibegniq, 90), 120, 1, "NAN")
+
+invert(ts_rank(multiply(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_stock_options_q), 180))
+
+group_mean(ts_zscore(fnd6_newqeventv110_cibegniq, 90), 'industry', 'sector')
+
+ts_scale(subtract(fnd6_newqeventv110_cibegniq, fn_comp_not_rec_a), 252, 0)