++

2026-01-09 16:17:02 +08:00
parent 7ac1c4d161
commit f67d268dc6
7 changed files with 633 additions and 9 deletions
@@ -0,0 +1,39 @@
+subtract(fnd6_newqeventv110_aqpl1q, ts_delay(fnd6_newqeventv110_aqpl1q, 252))
+
+group_zscore(divide(subtract(fnd6_newqeventv110_aul3q, ts_delay(fnd6_newqeventv110_aul3q, 252)), ts_mean(fnd6_newqeventv110_aul3q, 252)), top1000)
+
+ts_rank(multiply(subtract(fnd6_newqeventv110_cicurrq, ts_delay(fnd6_newqeventv110_cicurrq, 63)), ts_std_dev(fnd6_newqeventv110_cicurrq, 63)), 126)
+
+if_else(ts_delta(fnd6_newqeventv110_csh12q, 21) > 0, ts_sum(fnd6_newqeventv110_gdwlia12, 63), ts_sum(fnd6_newqeventv110_gdwliaq, 63))
+
+rank(divide(ts_mean(fnd6_newqeventv110_glcea12, 42), ts_std_dev(fnd6_newqeventv110_glcea12, 42)))
+
+multiply(sign(ts_delta(fnd6_newqeventv110_ibadj12, 21)), ts_scale(fnd6_newqeventv110_ibadj12, 1))
+
+subtract(ts_mean(fnd6_newqeventv110_lqpl1q, 63), ts_mean(ts_delay(fnd6_newqeventv110_lqpl1q, 21), 63))
+
+divide(ts_sum(fnd6_newqeventv110_oepf12, 126), ts_sum(ts_delay(fnd6_newqeventv110_oepf12, 21), 126))
+
+ts_zscore(subtract(fnd6_newqeventv110_pnc12, ts_mean(fnd6_newqeventv110_pnc12, 252)), 84)
+
+group_neutralize(ts_delta(fnd6_newqeventv110_seta12, 42), top500)
+
+add(ts_rank(fnd6_newqeventv110_spce12, 126), rank(ts_delta(fnd6_newqeventv110_spce12, 21)))
+
+multiply(ts_decay_linear(fnd6_newqeventv110_xopt12, 63, true), ts_rank(fnd6_newqeventv110_xopt12, 126))
+
+divide(subtract(fnd6_newqv1300_aqpl1q, ts_min(fnd6_newqv1300_aqpl1q, 126)), subtract(ts_max(fnd6_newqv1300_aqpl1q, 126), ts_min(fnd6_newqv1300_aqpl1q, 126)))
+
+ts_backfill(fnd6_newqv1300_ciderglq, 252, 1, "NAN")
+
+group_rank(divide(ts_sum(fnd6_newqv1300_glcea12, 63), ts_std_dev(fnd6_newqv1300_glcea12, 63)), top1000)
+
+subtract(ts_mean(fnd6_newqv1300_lul3q, 84), ts_mean(ts_delay(fnd6_newqv1300_lul3q, 21), 84))
+
+if_else(ts_delta(fnd6_newqv1300_spceepsq, 21) > 0, rank(fnd6_newqv1300_spceepsq), reverse(rank(fnd6_newqv1300_spceepsq)))
+
+multiply(ts_rank(fnd6_oiadps, 126), ts_zscore(fnd6_oiadps, 63))
+
+divide(ts_sum(fnd6_ppeveb, 252), ts_sum(ts_delay(fnd6_ppeveb, 126), 252))
+
+subtract(rank(fnd6_rank), ts_rank(fnd6_rank, 252))
@@ -0,0 +1,39 @@
+divide(ts_delta(fn_op_lease_min_pay_due_a, 252), fn_op_lease_min_pay_due_a)
+
+substract(ts_backfill(fn_op_lease_min_pay_due_in_2y_a, 504), ts_backfill(fn_op_lease_min_pay_due_in_2y_a, 756))
+
+ts_zscore(subtract(divide(ts_delta(fn_op_lease_min_pay_due_a, 504), fn_op_lease_min_pay_due_a), ts_mean(divide(ts_delta(fn_op_lease_min_pay_due_a, 504), fn_op_lease_min_pay_due_a), 252)), 252)
+
+if_else(ts_delta(fn_op_lease_min_pay_due_in_2y_a, 504) > 0, ts_zscore(fn_op_lease_min_pay_due_in_2y_a, 252), multiply(ts_zscore(fn_op_lease_min_pay_due_in_2y_a, 252), -1))
+
+ts_rank(subtract(fn_op_lease_min_pay_due_a, ts_delay(fn_op_lease_min_pay_due_a, 63)), 126)
+
+group_zscore(divide(subtract(ts_delta(fn_op_lease_min_pay_due_a, 252), ts_mean(ts_delta(fn_op_lease_min_pay_due_a, 252), 126)), fn_op_lease_min_pay_due_a), top500)
+
+reverse(ts_zscore(subtract(divide(ts_delta(fn_op_lease_min_pay_due_in_4y_a, 252), ts_delay(fn_op_lease_min_pay_due_in_4y_a, 252)), ts_mean(divide(ts_delta(fn_op_lease_min_pay_due_in_4y_a, 252), ts_delay(fn_op_lease_min_pay_due_in_4y_a, 252)), 126)), 126))
+
+ts_corr(fn_op_lease_min_pay_due_a, fn_op_lease_min_pay_due_in_2y_a, 252)
+
+ts_av_diff(divide(ts_delta(fn_op_lease_min_pay_due_in_4y_a, 504), ts_delay(fn_op_lease_min_pay_due_in_4y_a, 504)), 252)
+
+multiply(if_else(ts_delta(fn_op_lease_min_pay_due_a, 252) > 0, 1, -1), ts_zscore(fn_op_lease_min_pay_due_a, 126))
+
+rank(subtract(divide(ts_sum(fn_op_lease_min_pay_due_in_2y_a, 63), ts_delay(ts_sum(fn_op_lease_min_pay_due_in_2y_a, 63), 63)), 1))
+
+group_rank(ts_delta(fn_op_lease_min_pay_due_a, 126), top1000)
+
+ts_regression(fn_op_lease_min_pay_due_a, fn_op_lease_min_pay_due_in_2y_a, 252, 0, 1)
+
+if_else(ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 126) > ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 252), ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 126), ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 252))
+
+normalize(subtract(fn_op_lease_min_pay_due_a, ts_mean(fn_op_lease_min_pay_due_a, 126)))
+
+scale(ts_sum(ts_delta(fn_op_lease_min_pay_due_in_2y_a, 63), 63))
+
+divide(ts_zscore(fn_op_lease_min_pay_due_a, 252), ts_zscore(fn_op_lease_min_pay_due_in_4y_a, 252))
+
+subtract(ts_rank(fn_op_lease_min_pay_due_a, 126), ts_rank(fn_op_lease_min_pay_due_in_4y_a, 126))
+
+group_neutralize(divide(ts_delta(fn_op_lease_min_pay_due_a, 252), fn_op_lease_min_pay_due_a), top500)
+
+ts_backfill(if_else(ts_delta(fn_op_lease_min_pay_due_in_2y_a, 126) > ts_delta(fn_op_lease_min_pay_due_in_2y_a, 252), 1, -1), 252)