++

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 @@
+ts_zscore(fnd6_newqeventv110_spceepsq, 180)
+
+group_neutralize(ts_delta(fnd6_newqeventv110_spcedq, 60), 'industry')
+
+ts_rank(fnd6_newqv1300_spceepsq, 120) * ts_std_dev(fnd6_spce, 90)
+
+ts_scale(fnd6_newqeventv110_spceeps12, 180, 0.5)
+
+ts_corr(fnd6_newqeventv110_spcedq, fnd6_spce, 120)
+
+group_zscore(ts_av_diff(fnd6_newqeventv110_spceepsq, 90), 'sector')
+
+ts_decay_linear(fnd6_newqv1300_spcedq, 60, false)
+
+ts_quantile(fnd6_newqeventv110_spcepd12, 180, 'uniform')
+
+ts_rank(fnd6_newqeventv110_spcep12, 90) - ts_rank(fnd6_spce, 90)
+
+group_mean(fnd6_newqeventv110_spceepsq, fnd6_spce, 'industry')
+
+ts_delta(ts_mean(fnd6_newqv1300_spcedq, 30), 60)
+
+ts_zscore(ts_delta(fnd6_spce, 30), 90)
+
+ts_regression(fnd6_newqeventv110_spceepsq, fnd6_spce, 120, 0, 1)
+
+group_scale(ts_std_dev(fnd6_newqeventv110_spcedq, 60), 'subindustry')
+
+ts_arg_max(fnd6_newqeventv110_spceeps12, 180)
+
+ts_backfill(fnd6_newqv1300_spceepsq, 120, 2, 'NAN')
+
+ts_product(ts_delta(fnd6_spce, 30), 60)
+
+ts_count_nans(fnd6_newqeventv110_spcepd12, 90)
+
+group_rank(ts_zscore(fnd6_newqeventv110_spcedq, 60), 'country')
+
+ts_covariance(fnd6_newqeventv110_spceepsq, fnd6_spce, 90)