++

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 @@
+group_neutralize(ts_delta(multiply(divide(fnd6_newqeventv110_spceepsq, ts_delay(fnd6_newqeventv110_spceepsq, 90)), ts_rank(sales_ps, 120)), 'sector'), 'sector')
+
+winsorize(subtract(ts_zscore(divide(sales_ps, ts_delay(sales_ps, 60)), 20), ts_zscore(rp_nip_ratings, 20)), 3)
+
+ts_rank(multiply(ts_delta(fnd6_newqeventv110_spceepsq, 60), sign(ts_delta(nws18_sse, 5))), 120)
+
+if_else(ts_delta(nws18_sse, 10) > 0, ts_sum(divide(fnd6_newqeventv110_spceepsq, sales_ps), 60), ts_delta(sales_ps, 60))
+
+group_zscore(ts_mean(multiply(ts_delta(fnd6_spce, 30), ts_rank(nws18_sse, 60)), 90), 'industry')
+
+quantile(add(ts_regression(sales_ps, fnd6_newqeventv110_spceepsq, 90, 0, 0), ts_corr(sales_ps, nws18_sse, 30)))
+
+scale(ts_av_diff(divide(fnd6_newqeventv110_spceepsq, ts_delay(fnd6_newqeventv110_spceepsq, 90)), 60))
+
+ts_sum(multiply(sign(ts_delta(fnd6_newqeventv110_spceepsq, 30)), ts_rank(rp_nip_ratings, 60)), 90)
+
+rank(ts_backfill(multiply(ts_delta(sales_ps, 30), ts_zscore(nws18_sse, 30))))
+
+multiply(ts_scale(divide(fnd6_newqeventv110_spceepsq, sales_ps), 60), ts_rank(ts_delta(nws18_sse, 10), 30))
+
+hump(subtract(ts_zscore(fnd6_newqeventv110_spceepsq, 60), ts_zscore(sales_ps, 60)), 0.01)
+
+ts_decay_linear(multiply(ts_delta(fnd6_newqeventv110_spceepsq, 30), abs(ts_delta(nws18_sse, 5))), 60, false)
+
+if_else(ts_delta(rp_nip_ratings, 10) > ts_mean(rp_nip_ratings, 30), ts_sum(fnd6_newqeventv110_spceepsq, 60), reverse(ts_sum(sales_ps, 60)))
+
+group_mean(divide(ts_delta(fnd6_spce, 30), ts_std_dev(sales_ps, 30)), 'equal', 'sector')
+
+ts_covariance(divide(fnd6_newqeventv110_spceepsq, sales_ps), nws18_sse, 60)
+
+power(ts_sum(sign(ts_delta(fnd6_newqeventv110_spceepsq, 20)), 60), ts_rank(ts_delta(nws18_sse, 10), 30))
+
+kth_element(multiply(ts_delta(sales_ps, 30), ts_rank(rp_nip_ratings, 60), 90), 60, 1)
+
+add(ts_product(divide(fnd6_newqeventv110_spceepsq, ts_delay(fnd6_newqeventv110_spceepsq, 30)), 60), ts_count_nans(nws18_sse, 60))
+
+multiply(ts_arg_max(fnd6_newqeventv110_spceepsq, 60), ts_arg_min(sales_ps, 60))
+
+subtract(ts_quantile(divide(fnd6_newqeventv110_spceepsq, sales_ps), 90, 'gaussian'), ts_quantile(nws18_sse, 90, 'uniform'))
@@ -0,0 +1,39 @@
+ts_rank(ts_delta(fnd6_newqeventv110_spceepsq, 63), 252)
+
+ts_scale(ts_sum(fnd6_newqv1300_spceepsq, 90), 90)
+
+group_neutralize(ts_zscore(fnd6_newqeventv110_spcedq, 126), 'sector')
+
+ts_mean(ts_delta(fnd6_spce, 21), 63)
+
+ts_corr(fnd6_newqv1300_spceepsq, sales_ps, 126)
+
+ts_rank(ts_delta(ts_mean(fnd6_spce, 63), 21), 252)
+
+ts_decay_linear(fnd6_newqeventv110_spceepsq, 63, true)
+
+ts_regression(fnd6_newqeventv110_spceepsq, sales_ps, 126, 0, 0)
+
+ts_std_dev(ts_delta(fnd6_newqv1300_spceepsq, 21), 126)
+
+ts_product(ts_av_diff(fnd6_spce, 90), 21)
+
+ts_quantile(ts_delta(fnd6_newqeventv110_spcedq, 63), 126, "uniform")
+
+rank(ts_zscore(ts_sum(fnd6_spce, 63), 126))
+
+ts_arg_max(ts_delta(fnd6_newqv1300_spceepsq, 21), 252)
+
+group_rank(ts_mean(fnd6_newqeventv110_spceepsq, 63), 'industry')
+
+ts_backfill(ts_delta(fnd6_spce, 63), 63, 1, "NAN")
+
+ts_count_nans(ts_delta(fnd6_newqeventv110_spcedq, 21), 126)
+
+ts_covariance(fnd6_newqv1300_spceepsq, sales_ps, 126)
+
+ts_step(1) * ts_delta(fnd6_newqeventv110_spceepsq, 63)
+
+normalize(ts_rank(ts_sum(fnd6_spce, 90), 252), true)
+
+group_zscore(ts_delta(fnd6_newqv1300_spceepsq, 21), 'subindustry')