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AlphaGenerator/手动处理每天alpha.txt

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multiply(add(group_zscore(ts_rank(subtract(log(fn_def_tax_assets_liab_net_q), ts_sum(fn_liab_fair_val_a, 252)), 21), sector), ts_zscore(divide(log(multi_factor_acceleration_score_derivative), power(ts_delta(fn_liab_fair_val_a, 126), 2)), 252)), sqrt(reverse(ts_scale(signed_power(multi_factor_acceleration_score_derivative, 3), 63))))
multiply(ts_rank(kth_element(fn_def_tax_assets_liab_net_q, 63, 1), 252), group_zscore(sign(ts_covariance(ts_delta(fn_liab_fair_val_a, 21), log(fn_def_tax_assets_liab_net_q), 63)), sector))
add(group_zscore(ts_av_diff(ts_backfill(multi_factor_acceleration_score_derivative, 126), 21), sector), ts_rank(ts_delay(signed_power(log(multi_factor_acceleration_score_derivative), 2), 63), 252))
multiply(subtract(group_zscore(trade_when(log(fn_def_tax_assets_liab_net_q) > ts_mean(log(fn_def_tax_assets_liab_net_q), 252), ts_zscore(log(fn_def_tax_assets_liab_net_q), 63), divide(log(multi_factor_acceleration_score_derivative), fn_liab_fair_val_a)), sector), 0.5), ts_scale(sqrt(abs(fn_liab_fair_val_a)), 21))
sqrt(ts_rank(multiply(group_zscore(subtract(ts_sum(log(fn_def_tax_assets_liab_net_q), 63), ts_product(log(multi_factor_acceleration_score_derivative), 21)), sector), reverse(kth_element(multi_factor_acceleration_score_derivative, 252, 1))), 126))
multiply(sign(ts_delta(fn_liab_fair_val_a, 63)), group_zscore(ts_corr(ts_backfill(log(fn_def_tax_assets_liab_net_q), 252), reverse(multi_factor_acceleration_score_derivative), 126), sector))
ts_zscore(divide(add(group_zscore(kth_element(multi_factor_acceleration_score_derivative, 126, 1), sector), ts_rank(signed_power(log(fn_def_tax_assets_liab_net_q), 3), 63)), ts_delay(sqrt(abs(fn_liab_fair_val_a)), 21)), 252)
multiply(ts_rank(group_zscore(ts_decay_linear(log(fn_def_tax_assets_liab_net_q), 252), sector), 126), subtract(1, ts_scale(divide(multi_factor_acceleration_score_derivative, fn_liab_fair_val_a), 63)))
add(reverse(ts_zscore(multi_factor_acceleration_score_derivative, 21)), group_zscore(ts_sum(trade_when(log(fn_def_tax_assets_liab_net_q) > ts_mean(log(fn_def_tax_assets_liab_net_q), 63), signed_power(ts_delta(fn_liab_fair_val_a, 126), 2), ts_backfill(log(fn_def_tax_assets_liab_net_q), 63)), 252), sector))
multiply(sqrt(ts_rank(group_zscore(ts_product(log(multi_factor_acceleration_score_derivative), 63), sector), 126)), ts_av_diff(signed_power(ts_delay(fn_liab_fair_val_a, 21), 3), 252))
multiply(ts_rank(divide(ts_backfill(fnd6_drc, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_drc, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_spce, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_spce, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spceepsq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spceepsq, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqv1300_spcedq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqv1300_spcedq, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spcepd12, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spcepd12, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_spceeps12, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_spceeps12, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fnd6_newqeventv110_glceaq, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fnd6_newqeventv110_glceaq, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fn_def_tax_assets_liab_net_q, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(fn_liab_fair_val_a, 252), assets), 126), subtract(group_rank(divide(ts_backfill(fn_liab_fair_val_a, 252), assets), sector), 0.5))
multiply(ts_rank(divide(ts_backfill(multi_factor_acceleration_score_derivative, 252), assets), 126), subtract(group_rank(divide(ts_backfill(multi_factor_acceleration_score_derivative, 252), assets), sector), 0.5))