++

2026-01-28 18:20:30 +08:00
parent fc220ae985
commit 7b264856da
30 changed files with 6938 additions and 1017 deletions
@@ -0,0 +1,99 @@
+ts_zscore(divide(ts_sum(add(ts_delay(fnd28_ratesq_value_08601q, 3), ts_delay(fnd28_ratesq_value_08601q, 6)), 12), ts_sum(fnd28_ratesq_value_08601q, 12)), 24)
+
+group_zscore(ts_rank(fnd28_ratesq_value_08306q, 24), fnd17_qcurratio)
+
+ts_scale(subtract(fnd28_ratesq_value_08326q, ts_mean(fnd28_ratesq_value_08326q, 12)), 24)
+
+group_neutralize(ts_delta(fnd28_ratesq_value_08631q, 3), fnd17_qcurratio)
+
+ts_mean(ts_delta(fnd28_ratesq_value_08366q, 6), 12)
+
+group_rank(ts_zscore(fnd28_ratesq_value_08301q, 24), fnd17_qcurratio)
+
+ts_std_dev(ts_delta(fnd28_ratesq_value_08606q, 3), 12)
+
+group_scale(ts_rank(fnd28_ratesq_value_08316q, 24), fnd17_qcurratio)
+
+ts_av_diff(fnd28_ratesq_value_08321q, 12)
+
+group_backfill(ts_delta(fnd28_ratesq_value_08611q, 6), fnd17_qcurratio, 24)
+
+ts_corr(fnd28_ratesq_value_08601q, fnd28_ratesq_value_08631q, 12)
+
+ts_quantile(ts_delta(fnd28_ratesq_value_08311q, 3), 24)
+
+group_mean(ts_zscore(fnd28_ratesq_value_08346q, 24), fnd17_qcurratio, fnd17_qcurratio)
+
+ts_regression(fnd28_ratesq_value_08606q, fnd28_ratesq_value_08636q, 12, 0, 0)
+
+ts_decay_linear(fnd28_ratesq_value_08306q, 12)
+
+ts_product(ts_delta(fnd28_ratesq_value_08616q, 6), 3)
+
+group_zscore(ts_mean(fnd28_ratesq_value_08326q, 12), fnd17_qcurratio)
+
+ts_rank(ts_delta(fnd28_ratesq_value_08621q, 3), 24)
+
+group_neutralize(ts_std_dev(fnd28_ratesq_value_08366q, 12), fnd17_qcurratio)
+
+ts_backfill(ts_delta(fnd28_ratesq_value_08636q, 6), 24, 1)
+
+ts_covariance(fnd28_ratesq_value_08601q, fnd28_ratesq_value_08631q, 12)
+
+ts_count_nans(fnd28_ratesq_value_08301q, 12)
+
+group_scale(ts_delta(fnd28_ratesq_value_08316q, 3), fnd17_qcurratio)
+
+ts_arg_max(fnd28_ratesq_value_08606q, 12)
+
+ts_arg_min(fnd28_ratesq_value_08611q, 12)
+
+group_rank(ts_delta(fnd28_ratesq_value_08321q, 6), fnd17_qcurratio)
+
+ts_zscore(ts_mean(fnd28_ratesq_value_08346q, 12), 24)
+
+group_zscore(ts_delta(fnd28_ratesq_value_08621q, 3), fnd17_qcurratio)
+
+ts_scale(ts_delta(fnd28_ratesq_value_08631q, 6), 24)
+
+group_neutralize(ts_rank(fnd28_ratesq_value_08306q, 12), fnd17_qcurratio)
+
+ts_av_diff(ts_delta(fnd28_ratesq_value_08601q, 3), 12)
+
+ts_quantile(fnd28_ratesq_value_08326q, 24)
+
+group_mean(ts_delta(fnd28_ratesq_value_08316q, 6), fnd17_qcurratio, fnd17_qcurratio)
+
+ts_regression(fnd28_ratesq_value_08636q, fnd28_ratesq_value_08601q, 12, 0, 0)
+
+ts_decay_linear(ts_delta(fnd28_ratesq_value_08366q, 3), 12)
+
+ts_product(fnd28_ratesq_value_08606q, 3)
+
+group_zscore(ts_mean(fnd28_ratesq_value_08321q, 12), fnd17_qcurratio)
+
+ts_rank(ts_delta(fnd28_ratesq_value_08611q, 6), 24)
+
+group_neutralize(ts_std_dev(fnd28_ratesq_value_08301q, 12), fnd17_qcurratio)
+
+ts_backfill(ts_delta(fnd28_ratesq_value_08636q, 3), 24, 1)
+
+ts_covariance(fnd28_ratesq_value_08606q, fnd28_ratesq_value_08631q, 12)
+
+ts_count_nans(fnd28_ratesq_value_08326q, 12)
+
+group_scale(ts_delta(fnd28_ratesq_value_08346q, 3), fnd17_qcurratio)
+
+ts_arg_max(fnd28_ratesq_value_08631q, 12)
+
+ts_arg_min(fnd28_ratesq_value_08601q, 12)
+
+group_rank(ts_delta(fnd28_ratesq_value_08316q, 6), fnd17_qcurratio)
+
+ts_zscore(ts_mean(fnd28_ratesq_value_08606q, 12), 24)
+
+group_zscore(ts_delta(fnd28_ratesq_value_08321q, 3), fnd17_qcurratio)
+
+ts_scale(ts_delta(fnd28_ratesq_value_08611q, 6), 24)
+
+group_neutralize(ts_rank(fnd28_ratesq_value_08636q, 12), fnd17_qcurratio)