wqb/AlphaGenerator
2
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

++

Browse Source
This commit is contained in:
jack
2026-01-08 17:30:38 +08:00
parent 0da3254831
commit 7ac1c4d161
20 changed files with 1669 additions and 95 deletions
Download Patch File Download Diff File Expand all files Collapse all files
generated_alpha/2026/01/08/160249.txt
+39
View File
@@ -0,0 +1,39 @@
divide(subtract(fnd6_cicurr, fn_comp_not_rec_a), ts_mean(fn_def_tax_assets_liab_net_q, 63))
not(ts_delta(fnd6_a_ltrmdmrepopliny5, 42))
ts_rank(multiply(fn_comp_not_rec_stock_options_q, forward_price_120), 126)
group_neutralize(ts_zscore(fnd6_newqv1300_ciderglq, 84), bucket(ts_step(1)))
power(add(fnd6_acdo, fnd6_newqeventv110_cicurrq, true), ts_av_diff(fn_comp_not_rec_stock_options_a, 21))
if_else(fnd6_newqv1300_cicurrq > vec_avg(fnd6_cicurr), ts_sum(fn_comp_not_rec_a, 63), reverse(ts_rank(fnd6_a_ltrmdmrepopliny5, 84)))
ts_corr(fnd6_cicurr, multi_factor_acceleration_score_derivative, 252)
kth_element(fn_def_tax_assets_liab_net_q, 21, 5)
scale(ts_backfill(fnd6_newqv1300_cicurrq, 42, 3), 2, 1, 1)
group_zscore(ts_delta(fn_comp_not_rec_stock_options_q, 63), bucket(ts_step(1), range="0,1,0.2"))
signed_power(ts_mean(fnd6_acdo, 126), ts_std_dev(fnd6_newqeventv110_cicurrq, 84))
subtract(ts_arg_max(fn_comp_not_rec_stock_options_a, 63), ts_arg_min(fn_def_tax_assets_liab_net_q, 63))
divide(ts_count_nans(fnd6_newqv1300_ciderglq, 126), ts_product(fnd6_a_ltrmdmrepopliny5, 42))
ts_regression(forward_price_120, multi_factor_acceleration_score_derivative, 252, 5, 1)
hump(rank(fnd6_cicurr, 0), 0.05)
vec_sum(ts_decay_linear(fn_comp_not_rec_a, 21, true))
group_rank(ts_scale(fnd6_newqv1300_cicurrq, 84, 0.1), densify(bucket(ts_step(1), buckets="2,5,10")))
days_from_last_change(fn_comp_not_rec_stock_options_q)
winsorize(ts_covariance(fnd6_acdo, fnd6_newqeventv110_cicurrq, 126), 3)
normalize(ts_quantile(fn_def_tax_assets_liab_net_q, 63, "uniform"), true, 0.1)
generated_alpha/2026/01/08/160334.txt
+39
View File
@@ -0,0 +1,39 @@
ts_delta(divide(subtract(fnd6_acdo, fnd6_cicurr), ts_mean(fn_comp_not_rec_a, 64)), 32)
divide(subtract(fn_def_tax_assets_liab_net_q, ts_delay(fn_def_tax_assets_liab_net_q, 32)), kth_element(fn_comp_not_rec_stock_options_q, 64, 1))
sign(subtract(kth_element(fnd6_newqv1300_cicurrq, 64, 2), ts_sum(fn_comp_not_rec_stock_options_a, 32)))
ts_scale(power(divide(fnd6_newqv1300_ciderglq, fn_comp_not_rec_a), signed_power(log(fn_comp_not_rec_stock_options_q), 2)), 64)
reverse(ts_rank(divide(subtract(fnd6_acdo, fn_def_tax_assets_liab_net_q), ts_sum(fn_comp_not_rec_stock_options_q, 32)), 64))
inverse(ts_mean(subtract(ts_delta(fn_comp_not_rec_a, 16), fnd6_newqv1300_cicurrq), 32))
abs(ts_zscore(divide(fn_def_tax_assets_liab_net_q, ts_product(fn_comp_not_rec_stock_options_q, 32)), 32))
ts_backfill(divide(ts_sum(fnd6_acdo, 16), subtract(kth_element(fn_comp_not_rec_stock_options_a, 32, 1), fnd6_newqv1300_ciderglq)), 32, 1, "NAN")
ts_arg_max(sign(subtract(ts_mean(fn_comp_not_rec_a, 16), fnd6_newqv1300_cicurrq)), 32)
ts_arg_min(power(divide(fn_def_tax_assets_liab_net_q, abs(fn_comp_not_rec_stock_options_q)), 2), 32)
divide(last_diff_value(ts_av_diff(fn_comp_not_rec_a, 32), 32), ts_std_dev(fn_comp_not_rec_stock_options_q, 32))
days_from_last_change(ts_regression(fn_def_tax_assets_liab_net_q, fnd6_acdo, 32, 0, 0))
ts_corr(subtract(ts_sum(fn_comp_not_rec_stock_options_a, 16), fnd6_newqv1300_ciderglq), fnd6_newqv1300_cicurrq, 32)
ts_covariance(fn_comp_not_rec_a, ts_delay(divide(fn_def_tax_assets_liab_net_q, fnd6_acdo), 16), 32)
ts_count_nans(if_else(fn_comp_not_rec_stock_options_q > fnd6_newqv1300_cicurrq, log(fn_comp_not_rec_stock_options_a), fn_def_tax_assets_liab_net_q), 32)
ts_decay_linear(add(fn_comp_not_rec_a, ts_delta(fn_def_tax_assets_liab_net_q, 8), true), 32, false)
ts_quantile(hump(divide(reverse(fn_comp_not_rec_stock_options_q), ts_mean(fnd6_acdo, 16)), 0.01), 32, "gaussian")
ts_rank(if_else(fn_def_tax_assets_liab_net_q <= fnd6_newqv1300_ciderglq, ts_zscore(fn_comp_not_rec_stock_options_a, 16), forward_price_120), 64, 0.1)
ts_sum(min(add(fn_comp_not_rec_a, fnd6_newqv1300_cicurrq, true), max(fn_def_tax_assets_liab_net_q, fn_comp_not_rec_stock_options_q), ts_product(fnd6_acdo, 4)), 32)
ts_step(multiply(sign(subtract(fn_comp_not_rec_stock_options_a, ts_delay(fnd6_newqv1300_ciderglq, 8))), and(not(is_nan(fn_def_tax_assets_liab_net_q)), fnd6_acdo == fnd6_newqv1300_cicurrq), true))
generated_alpha/2026/01/08/160426.txt
+39
View File
@@ -0,0 +1,39 @@
ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2)
ts_rank(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252)
group_rank(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_comp_not_rec_a)
group_zscore(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_comp_not_rec_stock_options_q)
ts_zscore(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 60)
ts_std_dev(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 60)
reverse(ts_corr(ts_delta(fnd6_cicurr, 2), ts_delta(fnd6_acdo, 2), 60))
ts_av_diff(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252)
group_neutralize(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_def_tax_assets_liab_net_q)
ts_quantile(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252, "uniform")
winsorize(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 3)
ts_regression(fnd6_cicurr, fnd6_acdo, 60, 0, 1)
rank(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2))
ts_scale(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 252)
group_scale(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), fn_comp_not_rec_stock_options_a)
multiply(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), ts_rank(fnd6_newqv1300_ciderglq, 252))
ts_sum(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 20)
ts_decay_linear(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 60)
ts_count_nans(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 60)
ts_arg_min(ts_delta(divide(subtract(fnd6_cicurr, fnd6_acdo), ts_mean(fnd6_newqeventv110_cicurrq, 4)), 2), 120)