++

2026-01-28 18:20:30 +08:00
parent fc220ae985
commit 7b264856da
30 changed files with 6938 additions and 1017 deletions
@@ -0,0 +1,61 @@
+ts_std_dev(returns, 20)
+ts_mean(returns, 20)
+group_zscore(ts_std_dev(returns, 20), industry)
+ts_zscore(ts_std_dev(returns, 20), 20)
+group_neutralize(ts_std_dev(returns, 20), industry)
+ts_delta(ts_std_dev(returns, 20), 1)
+ts_rank(ts_std_dev(returns, 20), 20)
+ts_corr(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
+ts_decay_linear(ts_std_dev(returns, 20), 20)
+ts_backfill(ts_std_dev(returns, 20), 20)
+ts_arg_max(ts_std_dev(returns, 20), 20)
+ts_arg_min(ts_std_dev(returns, 20), 20)
+ts_av_diff(ts_std_dev(returns, 20), 20)
+ts_quantile(ts_std_dev(returns, 20), 20)
+ts_covariance(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
+ts_product(ts_std_dev(returns, 20), 20)
+ts_scale(ts_std_dev(returns, 20), 20)
+ts_sum(ts_std_dev(returns, 20), 20)
+ts_count_nans(ts_std_dev(returns, 20), 20)
+ts_regression(ts_std_dev(returns, 20), ts_mean(returns, 20), 20)
+ts_target_tvr_decay(ts_std_dev(returns, 20), 0, 1, 0.1)
+ts_target_tvr_delta_limit(ts_std_dev(returns, 20), ts_mean(returns, 20), 0, 1, 0.1)
+group_mean(ts_std_dev(returns, 20), ts_mean(returns, 20), industry)
+group_scale(ts_std_dev(returns, 20), industry)
+group_rank(ts_std_dev(returns, 20), industry)
+group_backfill(ts_std_dev(returns, 20), industry, 20)
+normalize(ts_std_dev(returns, 20), false, 0)
+quantile(ts_std_dev(returns, 20), gaussian, 1.0)
+rank(ts_std_dev(returns, 20), 2)
+scale(ts_std_dev(returns, 20), 1, 1, 1)
+winsorize(ts_std_dev(returns, 20), 4)
+zscore(ts_std_dev(returns, 20))
+vec_avg(ts_std_dev(returns, 20))
+vec_sum(ts_std_dev(returns, 20))
+bucket(rank(ts_std_dev(returns, 20)), "0,1,0.1")
+trade_when(ts_std_dev(returns, 20), ts_mean(returns, 20), ts_delta(ts_std_dev(returns, 20), 1))
+add(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
+subtract(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
+multiply(ts_std_dev(returns, 20), ts_mean(returns, 20), false)
+divide(ts_std_dev(returns, 20), ts_mean(returns, 20))
+power(ts_std_dev(returns, 20), 2)
+signed_power(ts_std_dev(returns, 20), 2)
+sqrt(ts_std_dev(returns, 20))
+reverse(ts_std_dev(returns, 20))
+sign(ts_std_dev(returns, 20))
+abs(ts_std_dev(returns, 20))
+log(ts_std_dev(returns, 20))
+inverse(ts_std_dev(returns, 20))
+max(ts_std_dev(returns, 20), ts_mean(returns, 20))
+min(ts_std_dev(returns, 20), ts_mean(returns, 20))
+and(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
+or(ts_std_dev(returns, 20) > 0, ts_mean(returns, 20) > 0)
+not(ts_std_dev(returns, 20) > 0)
+is_nan(ts_std_dev(returns, 20))
+if_else(ts_std_dev(returns, 20) > ts_mean(returns, 20), 1, 0)
+ts_step(1)
+days_from_last_change(ts_std_dev(returns, 20))
+hump(ts_std_dev(returns, 20), 0.01)
+kth_element(ts_std_dev(returns, 20), 20, 1)
+last_diff_value(ts_std_dev(returns, 20), 20)
+jump_decay(ts_std_dev(returns, 20), 20, 0.5, 0.1)