任务指令 【策略类型】优化因子 multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5)) 【当前情况】 { "id": "88qMa31V", "type": "REGULAR", "author": "YC93384", "settings": { "instrumentType": "EQUITY", "region": "USA", "universe": "TOP3000", "delay": 1, "decay": 0, "neutralization": "INDUSTRY", "truncation": 0.08, "pasteurization": "ON", "unitHandling": "VERIFY", "nanHandling": "OFF", "maxTrade": "OFF", "language": "FASTEXPR", "visualization": false, "startDate": "2018-01-20", "endDate": "2023-01-20" }, "regular": { "code": "multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))", "description": null, "operatorCount": 8 }, "dateCreated": "2025-12-25T03:16:45-05:00", "dateSubmitted": null, "dateModified": "2025-12-25T03:16:45-05:00", "name": null, "favorite": false, "hidden": false, "color": null, "category": null, "tags": [], "classifications": [ { "id": "DATA_USAGE:SINGLE_DATA_SET", "name": "Single Data Set Alpha" } ], "grade": "INFERIOR", "stage": "IS", "status": "UNSUBMITTED", "is": { "pnl": 2429129, "bookSize": 20000000, "longCount": 966, "shortCount": 1435, "turnover": 0.028, "returns": 0.0491, "drawdown": 0.0485, "margin": 0.003504, "sharpe": 1.36, "fitness": 0.85, "startDate": "2018-01-20", "checks": [ { "name": "LOW_SHARPE", "result": "PASS", "limit": 1.25, "value": 1.36 }, { "name": "LOW_FITNESS", "result": "FAIL", "limit": 1.0, "value": 0.85 }, { "name": "LOW_TURNOVER", "result": "PASS", "limit": 0.01, "value": 0.028 }, { "name": "HIGH_TURNOVER", "result": "PASS", "limit": 0.7, "value": 0.028 }, { "name": "CONCENTRATED_WEIGHT", "result": "PASS" }, { "name": "LOW_SUB_UNIVERSE_SHARPE", "result": "PASS", "limit": 0.59, "value": 0.68 }, { "name": "SELF_CORRELATION", "result": "PENDING" }, { "name": "MATCHES_COMPETITION", "result": "PASS", "competitions": [ { "id": "challenge", "name": "Challenge" } ] } ] }, "os": null, "train": null, "test": null, "prod": null, "competitions": null, "themes": null, "pyramids": null, "pyramidThemes": null, "team": null } *=========================================================================================* 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。 **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 10 个alpha: