供应链议价能力反转效应 假设 在供应链关系中,若企业对少数核心供应商或客户依赖度过高,其议价能力较弱,易受外部冲击影响,导致未来盈利波动性上升和股价下行风险增加;反之,议价能力强的企业(表现为分散的上下游关系或强势账期)往往具备更稳定的现金流与成本控制能力,市场对其风险定价不足,从而产生系统性超额收益。多头应选择议价能力较强、供应链结构稳健的公司,空头则为议价弱势、集中度高的公司。 实施方案 核心指标包括:前五大供应商采购占比、前五大客户销售占比、应付账款周转天数与应收账款周转天数之差(反映净议价能力)。需对原始比率进行行业中性化处理,并采用过去12个月滚动窗口计算以平滑短期波动;对缺失值使用行业时间序列中位数填充。可引入毛利率稳定性、营业成本同比波动率作为辅助验证变量,检验因子是否捕捉到真实议价优势而非单纯规模效应。 *=========================================================================================* 输出格式: 输出必须是且仅是纯文本。 每一行是一个完整、独立、语法正确的WebSim表达式。 严禁任何形式的解释、编号、标点包裹(如引号)、Markdown格式或额外文本。 ===================== !!! 重点(输出方式) !!! ===================== 现在,请严格遵守以上所有规则,开始生成可立即在WebSim中运行的复合因子表达式。 不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合 **输出格式**(一行一个表达式, 每个表达式中间需要添加一个空行, 只要表达式本身, 不需要赋值, 不要解释, 不需要序号, 也不要输出多余的东西): 表达式 表达式 表达式 ... 表达式 ================================================================= 重申:请确保所有表达式都使用WorldQuant WebSim平台函数,不要使用pandas、numpy或其他Python库函数。输出必须是一行有效的WQ表达式。 以下是我的账号有权限使用的操作符, 请严格按照操作符, 以及我提供的数据集, 进行生成,组合 50 个 alpha: 不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合 ================================================================= **操作符汇总 **算术运算符 (Arithmetic): abs(x) - 绝对值 add(x, y, filter=false) - 加法 (x + y) densify(x) - 分组字段稠密化 divide(x, y) - 除法 (x / y) inverse(x) - 倒数 (1/x) log(x) - 自然对数 max(x, y, ..) - 最大值 min(x, y, ..) - 最小值 multiply(x, y, filter=false) - 乘法 (x * y) power(x, y) - 幂运算 (x^y) reverse(x) - 取反 (-x) sign(x) - 符号函数 signed_power(x, y) - 保留符号的幂运算 sqrt(x) - 平方根 subtract(x, y, filter=false) - 减法 (x - y) to_nan(x, value=0, reverse=false) - 值与NaN转换 **逻辑运算符 (Logical): and(input1, input2) - 逻辑与 if_else(input1, input2, input3) - 条件判断 input1 < input2 - 小于比较 input1 <= input2 - 小于等于 input1 == input2 - 等于比较 input1 > input2 - 大于比较 input1 >= input2 - 大于等于 input1 != input2 - 不等于 is_nan(input) - 是否为NaN not(x) - 逻辑非 or(input1, input2) - 逻辑或 **时间序列运算符 (Time Series): days_from_last_change(x) - 上次变化天数 hump(x, hump=0.01) - 限制变化幅度 jump_decay(x, d, sensitivity=0.5, force=0.1) - 跳跃衰减 kth_element(x, d, k) - 第K个值 last_diff_value(x, d) - 最后一个不同值 ts_arg_max(x, d) - 最大值相对索引 ts_arg_min(x, d) - 最小值相对索引 ts_av_diff(x, d) - 与均值的差 ts_backfill(x, lookback=d, k=1, ignore="NAN") - 回填 ts_corr(x, y, d) - 时间序列相关性 ts_count_nans(x, d) - NaN计数 ts_covariance(y, x, d) - 协方差 ts_decay_linear(x, d, dense=false) - 线性衰减 ts_delay(x, d) - 延迟值 ts_delta(x, d) - 差值 (x - 延迟值) ts_max(x, d) - 时间序列最大值 ts_mean(x, d) - 时间序列均值 ts_min(x, d) - 时间序列最小值 ts_product(x, d) - 时间序列乘积 ts_quantile(x, d, driver="gaussian") - 分位数 ts_rank(x, d, constant=0) - 时间序列排名 ts_regression(y, x, d, lag=0, rettype=0) - 回归分析 ts_scale(x, d, constant=0) - 时间序列缩放 ts_std_dev(x, d) - 时间序列标准差 ts_step(1) - 天数计数器 ts_sum(x, d) - 时间序列求和 ts_target_tvr_decay(x, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率衰减 ts_target_tvr_delta_limit(x, y, lambda_min=0, lambda_max=1, target_tvr=0.1) - 目标换手率差值限制 ts_zscore(x, d) - 时间序列Z分数 **横截面运算符 (Cross Sectional): normalize(x, useStd=false, limit=0.0) - 标准化 quantile(x, driver=gaussian, sigma=1.0) - 分位数转换 rank(x, rate=2) - 排名 scale(x, scale=1, longscale=1, shortscale=1) - 缩放 scale_down(x, constant=0) - 按比例缩放 vector_neut(x, y) - 向量中性化 winsorize(x, std=4) - 缩尾处理 zscore(x) - Z分数 **向量运算符 (Vector): vec_avg(x) - 向量均值 vec_max(x) - 向量最大值 vec_min(x) - 向量最小值 vec_sum(x) - 向量求和 **变换运算符 (Transformational): bucket(rank(x), range="0,1,0.1" or buckets="2,5,6,7,10") - 分桶 generate_stats(alpha) - 生成统计量 trade_when(x, y, z) - 条件交易 **分组运算符 (Group): combo_a(alpha, nlength=250, mode='algo1') - 组合Alpha group_backfill(x, group, d, std=4.0) - 分组回填 group_cartesian_product(g1, g2) - 笛卡尔积分组 group_max(x, group) - 分组最大值 group_mean(x, weight, group) - 分组均值 group_min(x, group) - 分组最小值 group_neutralize(x, group) - 分组中性化 group_rank(x, group) - 分组排名 group_scale(x, group) - 分组缩放 group_zscore(x, group) - 分组Z分数 **特殊运算符 (Special): in - 包含判断 self_corr(input) - 自相关性 universe_size - 宇宙大小 **归约运算符 (Reduce): reduce_avg(input, threshold=0) - 平均值归约 reduce_choose(input, nth, ignoreNan=true) - 选择归约 reduce_count(input, threshold) - 计数归约 reduce_ir(input) - IR归约 reduce_kurtosis(input) - 峰度归约 reduce_max(input) - 最大值归约 reduce_min(input) - 最小值归约 reduce_norm(input) - 范数归约 reduce_percentage(input, percentage=0.5) - 百分比归约 reduce_powersum(input, constant=2, precise=false) - 幂和归约 reduce_range(input) - 范围归约 reduce_skewness(input) - 偏度归约 reduce_stddev(input, threshold=0) - 标准差归约 reduce_sum(input) - 求和归约 以下是我的账号有权限使用的操作符, 请严格按照操作符, 进行生成,组合因子 ========================= 操作符开始 ======================================= 注意: Operator: 后面的是操作符(是可以使用的), Description: 此字段后面的是操作符对应的描述或使用说明(禁止使用, 仅供参考), Description字段后面的内容是使用说明, 不是操作符 特别注意!!!! 必须按照操作符字段Operator的使用说明生成 alphaOperator: abs(x) Description: Absolute value of x Operator: add(x, y, filter = false) Description: Add all inputs (at least 2 inputs required). If filter = true, filter all input NaN to 0 before adding Operator: densify(x) Description: Converts a grouping field of many buckets into lesser number of only available buckets so as to make working with grouping fields computationally efficient Operator: divide(x, y) Description: x / y Operator: inverse(x) Description: 1 / x Operator: log(x) Description: Natural logarithm. For example: Log(high/low) uses natural logarithm of high/low ratio as stock weights. Operator: max(x, y, ..) Description: Maximum value of all inputs. At least 2 inputs are required Operator: min(x, y ..) Description: Minimum value of all inputs. At least 2 inputs are required Operator: multiply(x ,y, ... , filter=false) Description: Multiply all inputs. At least 2 inputs are required. Filter sets the NaN values to 1 Operator: power(x, y) Description: x ^ y Operator: reverse(x) Description: - x Operator: sign(x) Description: if input > 0, return 1; if input < 0, return -1; if input = 0, return 0; if input = NaN, return NaN; Operator: signed_power(x, y) Description: x raised to the power of y such that final result preserves sign of x Operator: sqrt(x) Description: Square root of x Operator: subtract(x, y, filter=false) Description: x-y. If filter = true, filter all input NaN to 0 before subtracting Operator: and(input1, input2) Description: Logical AND operator, returns true if both operands are true and returns false otherwise Operator: if_else(input1, input2, input 3) Description: If input1 is true then return input2 else return input3. Operator: input1 < input2 Description: If input1 < input2 return true, else return false Operator: input1 <= input2 Description: Returns true if input1 <= input2, return false otherwise Operator: input1 == input2 Description: Returns true if both inputs are same and returns false otherwise Operator: input1 > input2 Description: Logic comparison operators to compares two inputs Operator: input1 >= input2 Description: Returns true if input1 >= input2, return false otherwise Operator: input1!= input2 Description: Returns true if both inputs are NOT the same and returns false otherwise Operator: is_nan(input) Description: If (input == NaN) return 1 else return 0 Operator: not(x) Description: Returns the logical negation of x. If x is true (1), it returns false (0), and if input is false (0), it returns true (1). Operator: or(input1, input2) Description: Logical OR operator returns true if either or both inputs are true and returns false otherwise Operator: days_from_last_change(x) Description: Amount of days since last change of x Operator: hump(x, hump = 0.01) Description: Limits amount and magnitude of changes in input (thus reducing turnover) Operator: kth_element(x, d, k) Description: Returns K-th value of input by looking through lookback days. This operator can be used to backfill missing data if k=1 Operator: last_diff_value(x, d) Description: Returns last x value not equal to current x value from last d days Operator: ts_arg_max(x, d) Description: Returns the relative index of the max value in the time series for the past d days. If the current day has the max value for the past d days, it returns 0. If previous day has the max value for the past d days, it returns 1 Operator: ts_arg_min(x, d) Description: Returns the relative index of the min value in the time series for the past d days; If the current day has the min value for the past d days, it returns 0; If previous day has the min value for the past d days, it returns 1. Operator: ts_av_diff(x, d) Description: Returns x - tsmean(x, d), but deals with NaNs carefully. That is NaNs are ignored during mean computation Operator: ts_backfill(x,lookback = d, k=1, ignore="NAN") Description: Backfill is the process of replacing the NAN or 0 values by a meaningful value (i.e., a first non-NaN value) Operator: ts_corr(x, y, d) Description: Returns correlation of x and y for the past d days Operator: ts_count_nans(x ,d) Description: Returns the number of NaN values in x for the past d days Operator: ts_covariance(y, x, d) Description: Returns covariance of y and x for the past d days Operator: ts_decay_linear(x, d, dense = false) Description: Returns the linear decay on x for the past d days. Dense parameter=false means operator works in sparse mode and we treat NaN as 0. In dense mode we do not. Operator: ts_delay(x, d) Description: Returns x value d days ago Operator: ts_delta(x, d) Description: Returns x - ts_delay(x, d) Operator: ts_mean(x, d) Description: Returns average value of x for the past d days. Operator: ts_product(x, d) Description: Returns product of x for the past d days Operator: ts_quantile(x,d, driver="gaussian" ) Description: It calculates ts_rank and apply to its value an inverse cumulative density function from driver distribution. Possible values of driver (optional ) are "gaussian", "uniform", "cauchy" distribution where "gaussian" is the default. Operator: ts_rank(x, d, constant = 0) Description: Rank the values of x for each instrument over the past d days, then return the rank of the current value + constant. If not specified, by default, constant = 0. Operator: ts_regression(y, x, d, lag = 0, rettype = 0) Description: Returns various parameters related to regression function Operator: ts_scale(x, d, constant = 0) Description: Returns (x - ts_min(x, d)) / (ts_max(x, d) - ts_min(x, d)) + constant. This operator is similar to scale down operator but acts in time series space Operator: ts_std_dev(x, d) Description: Returns standard deviation of x for the past d days Operator: ts_step(1) Description: Returns days' counter Operator: ts_sum(x, d) Description: Sum values of x for the past d days. Operator: ts_zscore(x, d) Description: Z-score is a numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean: (x - tsmean(x,d)) / tsstddev(x,d). This operator may help reduce outliers and drawdown. Operator: normalize(x, useStd = false, limit = 0.0) Description: Calculates the mean value of all valid alpha values for a certain date, then subtracts that mean from each element Operator: quantile(x, driver = gaussian, sigma = 1.0) Description: Rank the raw vector, shift the ranked Alpha vector, apply distribution (gaussian, cauchy, uniform). If driver is uniform, it simply subtract each Alpha value with the mean of all Alpha values in the Alpha vector Operator: rank(x, rate=2) Description: Ranks the input among all the instruments and returns an equally distributed number between 0.0 and 1.0. For precise sort, use the rate as 0 Operator: scale(x, scale=1, longscale=1, shortscale=1) Description: Scales input to booksize. We can also scale the long positions and short positions to separate scales by mentioning additional parameters to the operator Operator: winsorize(x, std=4) Description: Winsorizes x to make sure that all values in x are between the lower and upper limits, which are specified as multiple of std. Operator: zscore(x) Description: Z-score is a numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean Operator: vec_avg(x) Description: Taking mean of the vector field x Operator: vec_sum(x) Description: Sum of vector field x Operator: bucket(rank(x), range="0, 1, 0.1" or buckets = "2,5,6,7,10") Description: Convert float values into indexes for user-specified buckets. Bucket is useful for creating group values, which can be passed to GROUP as input Operator: trade_when(x, y, z) Description: Used in order to change Alpha values only under a specified condition and to hold Alpha values in other cases. It also allows to close Alpha positions (assign NaN values) under a specified condition Operator: group_backfill(x, group, d, std = 4.0) Description: If a certain value for a certain date and instrument is NaN, from the set of same group instruments, calculate winsorized mean of all non-NaN values over last d days Operator: group_mean(x, weight, group) Description: All elements in group equals to the mean Operator: group_neutralize(x, group) Description: Neutralizes Alpha against groups. These groups can be subindustry, industry, sector, country or a constant Operator: group_rank(x, group) Description: Each elements in a group is assigned the corresponding rank in this group Operator: group_scale(x, group) Description: Normalizes the values in a group to be between 0 and 1. (x - groupmin) / (groupmax - groupmin) Operator: group_zscore(x, group) Description: Calculates group Z-score - numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean. zscore = (data - mean) / stddev of x for each instrument within its group. ========================= 操作符结束 ======================================= ========================= 数据字段开始 ======================================= 注意: data_set_name: 后面的是数据字段(可以使用), description: 此字段后面的是数据字段对应的描述或使用说明(不能使用) {'id': 61979, 'data_set_name': '可以使用:quarterly_asset_turnover', 'description': '不可使用,仅供参考:Annualized ratio of sales to average assets for the quarter.'} {'id': 61980, 'data_set_name': '可以使用:quarterly_asset_turnover_2', 'description': '不可使用,仅供参考:Annualized ratio of sales to average assets for the quarter.'} {'id': 61981, 'data_set_name': '可以使用:quarterly_asset_turnover_db', 'description': '不可使用,仅供参考:Asset turnover for the most recent quarter (alternate source).'} {'id': 62012, 'data_set_name': '可以使用:quarterly_cost_of_goods_sold', 'description': '不可使用,仅供参考:Cost of goods sold for the most recent quarter.'} {'id': 62013, 'data_set_name': '可以使用:quarterly_cost_of_goods_sold_2', 'description': '不可使用,仅供参考:Cost of goods sold for the most recent quarter.'} {'id': 62014, 'data_set_name': '可以使用:quarterly_cost_of_goods_sold_3', 'description': '不可使用,仅供参考:Total cost of goods sold for the most recent quarter.'} {'id': 62063, 'data_set_name': '可以使用:quarterly_gross_margin_percent', 'description': '不可使用,仅供参考:Gross margin for the quarter, expressed as a percentage of revenue.'} {'id': 62064, 'data_set_name': '可以使用:quarterly_gross_margin_percent_2', 'description': '不可使用,仅供参考:Gross margin percentage for the most recent quarter.'} {'id': 62065, 'data_set_name': '可以使用:quarterly_gross_margin_percent_3', 'description': '不可使用,仅供参考:Gross margin for the most recent quarter, expressed as a percentage.'} {'id': 62074, 'data_set_name': '可以使用:quarterly_inventory_turnover', 'description': '不可使用,仅供参考:Annualized ratio of cost of goods sold to average inventory for the quarter.'} {'id': 62075, 'data_set_name': '可以使用:quarterly_inventory_turnover_2', 'description': '不可使用,仅供参考:Annualized cost of goods sold divided by average inventory for the quarter.'} {'id': 62076, 'data_set_name': '可以使用:quarterly_inventory_turnover_ratio', 'description': '不可使用,仅供参考:Inventory turnover ratio for the most recent quarter.'} {'id': 62111, 'data_set_name': '可以使用:quarterly_net_profit_margin_percent', 'description': '不可使用,仅供参考:Net income divided by revenue for the quarter, expressed as a percentage.'} {'id': 62112, 'data_set_name': '可以使用:quarterly_net_profit_margin_percent_2', 'description': '不可使用,仅供参考:Net profit margin percentage for the most recent quarter.'} {'id': 62113, 'data_set_name': '可以使用:quarterly_net_profit_margin_percent_3', 'description': '不可使用,仅供参考:Net income divided by revenue for the quarter, as a percentage.'} {'id': 62119, 'data_set_name': '可以使用:quarterly_operating_margin_percent', 'description': '不可使用,仅供参考:Operating income divided by revenue for the quarter, expressed as a percentage.'} {'id': 62120, 'data_set_name': '可以使用:quarterly_operating_margin_percent_2', 'description': '不可使用,仅供参考:Operating margin percentage for the most recent quarter.'} {'id': 62121, 'data_set_name': '可以使用:quarterly_operating_margin_percent_3', 'description': '不可使用,仅供参考:Operating income divided by revenue for the quarter, expressed as a percentage.'} {'id': 62129, 'data_set_name': '可以使用:quarterly_pretax_margin_percent', 'description': '不可使用,仅供参考:Pretax income divided by revenue for the quarter, expressed as a percentage.'} {'id': 62130, 'data_set_name': '可以使用:quarterly_pretax_margin_percent_2', 'description': '不可使用,仅供参考:Pretax margin percentage for the most recent quarter.'} {'id': 62131, 'data_set_name': '可以使用:quarterly_pretax_margin_percent_3', 'description': '不可使用,仅供参考:Pretax income divided by revenue for the quarter, as a percentage.'} {'id': 62134, 'data_set_name': '可以使用:quarterly_price_to_sales_ratio', 'description': '不可使用,仅供参考:Price divided by sales per share for the quarter.'} {'id': 62135, 'data_set_name': '可以使用:quarterly_price_to_sales_ratio_2', 'description': '不可使用,仅供参考:Ratio of price to sales for the most recent quarter.'} {'id': 62136, 'data_set_name': '可以使用:quarterly_price_to_sales_ratio_3', 'description': '不可使用,仅供参考:Price divided by sales per share for the quarter.'} {'id': 62143, 'data_set_name': '可以使用:quarterly_receivables', 'description': '不可使用,仅供参考:Receivables reported for the most recent quarter.'} {'id': 62144, 'data_set_name': '可以使用:quarterly_receivables_2', 'description': '不可使用,仅供参考:Total receivables reported for the most recent quarter.'} {'id': 62145, 'data_set_name': '可以使用:quarterly_receivables_db', 'description': '不可使用,仅供参考:Receivables reported for the most recent quarter (alternate source).'} {'id': 62146, 'data_set_name': '可以使用:quarterly_receivables_turnover', 'description': '不可使用,仅供参考:Annualized ratio of sales to average receivables for the quarter.'} {'id': 62147, 'data_set_name': '可以使用:quarterly_receivables_turnover_2', 'description': '不可使用,仅供参考:Receivables turnover ratio for the most recent quarter.'} {'id': 62173, 'data_set_name': '可以使用:quarterly_sga_to_sales_ratio', 'description': '不可使用,仅供参考:Selling, general, and administrative expenses as a percent of revenue for the quarter.'} {'id': 62174, 'data_set_name': '可以使用:quarterly_sga_to_sales_ratio_2', 'description': '不可使用,仅供参考:SG&A expenses as a percent of revenue for the quarter.'} {'id': 62214, 'data_set_name': '可以使用:receivables_turnover_quarterly', 'description': '不可使用,仅供参考:Annualized ratio of total revenue to average receivables for the most recent quarter.'} {'id': 62286, 'data_set_name': '可以使用:anl44_2_grossmargin_coveredby', 'description': '不可使用,仅供参考:grossmargin coveredby'} {'id': 62287, 'data_set_name': '可以使用:anl44_2_grossmargin_lastactccy', 'description': '不可使用,仅供参考:grossmargin lastactccy'} {'id': 62288, 'data_set_name': '可以使用:anl44_2_grossmargin_lastactvalue', 'description': '不可使用,仅供参考:grossmargin lastactvalue'} {'id': 62289, 'data_set_name': '可以使用:anl44_2_grossmargin_prevalue', 'description': '不可使用,仅供参考:grossmargin prevalue'} {'id': 62290, 'data_set_name': '可以使用:anl44_2_grossmargin_value', 'description': '不可使用,仅供参考:grossmargin value'} {'id': 62336, 'data_set_name': '可以使用:anl44_2_sales_coveredby', 'description': '不可使用,仅供参考:sales coveredby'} {'id': 62337, 'data_set_name': '可以使用:anl44_2_sales_lastactccy', 'description': '不可使用,仅供参考:sales lastactccy'} {'id': 62338, 'data_set_name': '可以使用:anl44_2_sales_lastactvalue', 'description': '不可使用,仅供参考:sales lastactvalue'} {'id': 62339, 'data_set_name': '可以使用:anl44_2_sales_prevalue', 'description': '不可使用,仅供参考:sales prevalue'} {'id': 62340, 'data_set_name': '可以使用:anl44_2_sales_value', 'description': '不可使用,仅供参考:sales value'} {'id': 62361, 'data_set_name': '可以使用:forecast_currency_sales', 'description': '不可使用,仅供参考:Currency in which the sales forecast is denominated.'} {'id': 62363, 'data_set_name': '可以使用:grossmargin_currency_code', 'description': '不可使用,仅供参考:Currency code in which the gross margin forecast is denominated.'} {'id': 62442, 'data_set_name': '可以使用:anl69_best_ebit_to_sales', 'description': '不可使用,仅供参考:EBIT Margin'} {'id': 62725, 'data_set_name': '可以使用:anl69_sales_best_crncy_iso', 'description': '不可使用,仅供参考:Currency (ISO)'} {'id': 62726, 'data_set_name': '可以使用:anl69_sales_best_cur_fiscal_qtr_period', 'description': '不可使用,仅供参考:Current Fiscal Quarter Period D'} {'id': 62727, 'data_set_name': '可以使用:anl69_sales_best_cur_fiscal_semi_year_period', 'description': '不可使用,仅供参考:Current Fiscal Semi-Year Period'} {'id': 62728, 'data_set_name': '可以使用:anl69_sales_best_cur_fiscal_year_period', 'description': '不可使用,仅供参考:Current Fiscal Year Period Date'} {'id': 62729, 'data_set_name': '可以使用:anl69_sales_best_eeps_cur_yr', 'description': '不可使用,仅供参考:Est Earnings Per Share Curr Year'} {'id': 62730, 'data_set_name': '可以使用:anl69_sales_best_eeps_nxt_yr', 'description': '不可使用,仅供参考:Est Earnings Per Share Next Year'} {'id': 62731, 'data_set_name': '可以使用:anl69_sales_best_fperiod_override', 'description': '不可使用,仅供参考:Fiscal Period Override'} {'id': 62732, 'data_set_name': '可以使用:anl69_sales_best_sales', 'description': '不可使用,仅供参考:Sales'} {'id': 62733, 'data_set_name': '可以使用:anl69_sales_best_sales_4wk_chg', 'description': '不可使用,仅供参考:Sales 4 Wk Chg'} {'id': 62734, 'data_set_name': '可以使用:anl69_sales_best_sales_hi', 'description': '不可使用,仅供参考:Sales High'} {'id': 62735, 'data_set_name': '可以使用:anl69_sales_best_sales_lo', 'description': '不可使用,仅供参考:Sales Low'} {'id': 62736, 'data_set_name': '可以使用:anl69_sales_best_sales_numest', 'description': '不可使用,仅供参考:Sales # Ests'} {'id': 62737, 'data_set_name': '可以使用:anl69_sales_best_sales_stddev', 'description': '不可使用,仅供参考:Sales Std Dev'} {'id': 62738, 'data_set_name': '可以使用:anl69_sales_expected_report_dt', 'description': '不可使用,仅供参考:Expected Earnings Report Date'} {'id': 62739, 'data_set_name': '可以使用:anl69_sales_expected_report_time', 'description': '不可使用,仅供参考:Expected Earnings Report Time'} {'id': 62740, 'data_set_name': '可以使用:anl69_saless_best_crncy_iso', 'description': '不可使用,仅供参考:Currency (ISO)'} {'id': 62741, 'data_set_name': '可以使用:anl69_saless_best_cur_fiscal_qtr_period', 'description': '不可使用,仅供参考:Current Fiscal Quarter Period D'} {'id': 62742, 'data_set_name': '可以使用:anl69_saless_best_cur_fiscal_semi_year_period', 'description': '不可使用,仅供参考:Current Fiscal Semi-Year Period'} {'id': 62743, 'data_set_name': '可以使用:anl69_saless_best_cur_fiscal_year_period', 'description': '不可使用,仅供参考:Current Fiscal Year Period Date'} {'id': 62744, 'data_set_name': '可以使用:anl69_saless_best_eeps_cur_yr', 'description': '不可使用,仅供参考:Est Earnings Per Share Curr Year'} {'id': 62745, 'data_set_name': '可以使用:anl69_saless_best_eeps_nxt_yr', 'description': '不可使用,仅供参考:Est Earnings Per Share Next Year'} {'id': 62746, 'data_set_name': '可以使用:anl69_saless_best_fperiod_override', 'description': '不可使用,仅供参考:Fiscal Period Override'} {'id': 62747, 'data_set_name': '可以使用:anl69_saless_best_sales', 'description': '不可使用,仅供参考:Sales'} {'id': 62748, 'data_set_name': '可以使用:anl69_saless_best_sales_4wk_chg', 'description': '不可使用,仅供参考:Sales 4 Wk Chg'} {'id': 62749, 'data_set_name': '可以使用:anl69_saless_best_sales_hi', 'description': '不可使用,仅供参考:Sales High'} {'id': 62750, 'data_set_name': '可以使用:anl69_saless_best_sales_lo', 'description': '不可使用,仅供参考:Sales Low'} {'id': 62751, 'data_set_name': '可以使用:anl69_saless_best_sales_numest', 'description': '不可使用,仅供参考:Sales # Ests'} {'id': 62752, 'data_set_name': '可以使用:anl69_saless_best_sales_stddev', 'description': '不可使用,仅供参考:Sales Std Dev'} {'id': 62753, 'data_set_name': '可以使用:anl69_saless_expected_report_dt', 'description': '不可使用,仅供参考:Expected Earnings Report Date'} {'id': 62754, 'data_set_name': '可以使用:anl69_saless_expected_report_time', 'description': '不可使用,仅供参考:Expected Earnings Report Time'} {'id': 136782, 'data_set_name': '可以使用:fnd17_alldelay1_margin5yr', 'description': '不可使用,仅供参考:Net Profit Margin - 5-year average'} {'id': 137080, 'data_set_name': '可以使用:fnd17_margin5yr', 'description': '不可使用,仅供参考:Net Profit Margin - 5 year average'} {'id': 137322, 'data_set_name': '可以使用:net_profit_margin_quarterly', 'description': '不可使用,仅供参考:Net profit margin for the most recent quarter, calculated as net income divided by total revenue.'} {'id': 137328, 'data_set_name': '可以使用:pretax_margin_quarterly', 'description': '不可使用,仅供参考:Pretax margin for the most recent quarter, calculated as earnings before taxes divided by total revenue.'} {'id': 137427, 'data_set_name': '可以使用:accounts_payable_current_2', 'description': '不可使用,仅供参考:[Quarterly] Construction in Progress - Gross'} {'id': 137428, 'data_set_name': '可以使用:accounts_payable_deferred', 'description': '不可使用,仅供参考:[Quarterly] Pension Obligation - Domestic'} {'id': 137429, 'data_set_name': '可以使用:accounts_payable_nontrade', 'description': '不可使用,仅供参考:Accounts payable not related to trade transactions.'} {'id': 137430, 'data_set_name': '可以使用:accounts_payable_notes', 'description': '不可使用,仅供参考:Notes payable included in accounts payable.'} {'id': 137431, 'data_set_name': '可以使用:accounts_payable_trade_creditors', 'description': '不可使用,仅供参考:Accounts payable to trade creditors.'} {'id': 137432, 'data_set_name': '可以使用:accounts_payable_year_end', 'description': '不可使用,仅供参考:Accounts payable balance at fiscal year end.'} {'id': 137433, 'data_set_name': '可以使用:accounts_receivable_current_assets', 'description': '不可使用,仅供参考:Accounts receivable included in current assets for the annual period.'} {'id': 137434, 'data_set_name': '可以使用:accounts_receivable_gross', 'description': '不可使用,仅供参考:Gross amount of accounts receivable outstanding.'} {'id': 137435, 'data_set_name': '可以使用:accounts_receivable_gross_2', 'description': '不可使用,仅供参考:[Quarterly] Accounts Receivable - Trade, Gross'} {'id': 137436, 'data_set_name': '可以使用:accounts_receivable_total_5', 'description': '不可使用,仅供参考:Total accounts receivable as of the reporting date.'} {'id': 137439, 'data_set_name': '可以使用:accounts_total_receivables_current', 'description': '不可使用,仅供参考:Total current receivables as reported in accounts.'} {'id': 137440, 'data_set_name': '可以使用:accrued_acquisition_costs', 'description': '不可使用,仅供参考:Total value of accrued acquisition costs at the end of the period.'} {'id': 137447, 'data_set_name': '可以使用:accrued_interest_payable', 'description': '不可使用,仅供参考:Interest expense that has been accrued but not yet paid.'} {'id': 137448, 'data_set_name': '可以使用:accrued_interest_payable_2', 'description': '不可使用,仅供参考:Interest expense accrued but not yet paid.'} {'id': 137479, 'data_set_name': '可以使用:capital_invested_accumulated_cost', 'description': '不可使用,仅供参考:Capital invested at accumulated cost for the interim period.'} {'id': 137499, 'data_set_name': '可以使用:current_tax_payable', 'description': '不可使用,仅供参考:Current tax payable as of the reporting date.'} {'id': 137500, 'data_set_name': '可以使用:customer_securities_investment', 'description': '不可使用,仅供参考:Customer securities held for investment purposes.'} {'id': 137552, 'data_set_name': '可以使用:fnd23_acc_payable', 'description': '不可使用,仅供参考:accounts payable'} {'id': 138949, 'data_set_name': '可以使用:long_term_tax_payable_2', 'description': '不可使用,仅供参考:Long-term tax liabilities due beyond one year.'} {'id': 138950, 'data_set_name': '可以使用:long_term_tax_payable_4', 'description': '不可使用,仅供参考:Long-term tax payable reported in interim financials.'} {'id': 138981, 'data_set_name': '可以使用:other_current_receivables', 'description': '不可使用,仅供参考:Other receivables classified as current assets.'} {'id': 139028, 'data_set_name': '可以使用:retirement_benefit_cost', 'description': '不可使用,仅供参考:[Quarterly] Compensation Rate - Domestic'} {'id': 139031, 'data_set_name': '可以使用:sales_revenue_total', 'description': '不可使用,仅供参考:Total revenue from sales for the period.'} {'id': 139032, 'data_set_name': '可以使用:sales_revenue_total_3', 'description': '不可使用,仅供参考:Total sales revenue recognized during the period.'} {'id': 139074, 'data_set_name': '可以使用:short_term_group_payables', 'description': '不可使用,仅供参考:Short-term payables to group companies.'} {'id': 139099, 'data_set_name': '可以使用:short_term_notes_payable', 'description': '不可使用,仅供参考:Short-term notes payable outstanding at period end.'} {'id': 139102, 'data_set_name': '可以使用:short_term_payables_other', 'description': '不可使用,仅供参考:[Quarterly] Total Plan Obligations'} {'id': 139121, 'data_set_name': '可以使用:stock_dividends_payable_recorded', 'description': '不可使用,仅供参考:Stock dividends declared but not yet paid.'} {'id': 139137, 'data_set_name': '可以使用:trade_payables_short_term', 'description': '不可使用,仅供参考:Short-term trade payables owed by the company.'} {'id': 140148, 'data_set_name': '可以使用:fnd31_irttmsalesev', 'description': "不可使用,仅供参考:Industry-relative TTM Sales to Enterprise Value. It is defined as a stock's trailing 12-month sales-to-enterprise (SEV) value less the average of the SEVs of all stocks in the same industry deflated by the standard deviation of the SEVs of all stocks in the same relative universe."} {'id': 140418, 'data_set_name': '可以使用:fnd72_pit_or_bs_a_bs_acct_payable', 'description': '不可使用,仅供参考:Accounts Payable'} {'id': 140485, 'data_set_name': '可以使用:fnd72_pit_or_bs_q_bs_acct_payable', 'description': '不可使用,仅供参考:Accounts Payable'} {'id': 140640, 'data_set_name': '可以使用:fnd72_pit_or_is_a_is_interest_cost_pension', 'description': '不可使用,仅供参考:The component of net pension expense that pertains to the interest cost on the projected benefit obligation of the pension'} {'id': 140658, 'data_set_name': '可以使用:fnd72_pit_or_is_a_is_service_cost', 'description': '不可使用,仅供参考:The actuarial present value of pension benefits attributed by the pension benefit formula to employee service during a specific period'} {'id': 140674, 'data_set_name': '可以使用:fnd72_pit_or_is_a_sales_rev_turn', 'description': '不可使用,仅供参考:Sales/Revenue/Turnover'} {'id': 140728, 'data_set_name': '可以使用:fnd72_pit_or_is_q_sales_rev_turn', 'description': '不可使用,仅供参考:Sales/Revenue/Turnover'} {'id': 140733, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_1_bs_acct_payable', 'description': '不可使用,仅供参考:Accounts Payable'} {'id': 140793, 'data_set_name': '可以使用:fnd72_s_pit_or_bs_q_bs_acct_payable', 'description': '不可使用,仅供参考:Accounts Payable'} {'id': 140918, 'data_set_name': '可以使用:fnd72_s_pit_or_is_q_sales_rev_turn', 'description': '不可使用,仅供参考:Sales/Revenue/Turnover'} {'id': 373212, 'data_set_name': '可以使用:transaction_cost_estimate', 'description': '不可使用,仅供参考:Estimated cost incurred when executing a trade.'} {'id': 373213, 'data_set_name': '可以使用:transaction_cost_maximum', 'description': '不可使用,仅供参考:Maximum estimated transaction cost for a trade.'} {'id': 373214, 'data_set_name': '可以使用:transaction_cost_median', 'description': '不可使用,仅供参考:Median estimated transaction cost for a trade.'} {'id': 373215, 'data_set_name': '可以使用:transaction_cost_percentile_25', 'description': '不可使用,仅供参考:Estimated transaction cost at the 25th percentile for a trade.'} {'id': 373218, 'data_set_name': '可以使用:company_customer_entity', 'description': '不可使用,仅供参考:Entity identified as a customer of the company.'} {'id': 373220, 'data_set_name': '可以使用:customer_revenue_share_percent', 'description': '不可使用,仅供参考:Percentage of company revenue attributed to a specific customer.'} ========================= 数据字段结束 ======================================= 以上数据字段和操作符, 按照Description说明组合, 但是每一个 alpha 组合的使用的数据字段和操作符不要过于集中, 在符合语法的情况下, 多尝试不同的组合 你再检查一下, 如果你使用了 Operator abs does not support event inputs Operator ts_mean does not support event inputs Operator ts_scale does not support event inputs Operator add does not support event inputs Operator sign does not support event inputs Operator greater does not support event inputs Operator ts_av_diff does not support event inputs Operator ts_quantile does not support event inputs Operator ts_arg_min does not support event inputs Operator divide does not support event inputs Operator ts_corr does not support event inputs Operator ts_decay_linear does not support event inputs Operator ts_sum does not support event inputs Operator ts_delay does not support event inputs Operator ts_arg_max does not support event inputs Operator ts_std_dev does not support event inputs Operator ts_regression does not support event inputs Operator ts_backfill does not support event inputs Operator signed_power does not support event inputs Operator ts_product does not support event inputs Operator ts_zscore does not support event inputs Operator group_rank does not support event inputs Operator subtract does not support event inputs Operator ts_delta does not support event inputs Operator ts_rank does not support event inputs Operator ts_count_nans does not support event inputs Operator ts_covariance does not support event inputs Operator multiply does not support event inputs Operator if_else does not support event inputs Operator group_neutralize does not support event inputs Operator group_zscore does not support event inputs Operator winsorize does not support event inputs 注意, 以上操作符不能使用事件类型的数据集, 以上操作符禁止使用事件类型的数据集!!