You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
49 lines
2.1 KiB
49 lines
2.1 KiB
ts_mean(returns, 60)
|
|
ts_std_dev(returns, 60)
|
|
ts_quantile(returns, 60, driver="gaussian")
|
|
ts_rank(returns, 60)
|
|
ts_zscore(returns, 60)
|
|
ts_arg_min(returns, 60)
|
|
ts_arg_max(returns, 60)
|
|
ts_delta(returns, 60)
|
|
ts_backfill(returns, 60, k=1)
|
|
ts_decay_linear(returns, 60, dense=false)
|
|
ts_corr(returns, returns, 60)
|
|
ts_covariance(returns, returns, 60)
|
|
ts_scale(returns, 60, constant=0)
|
|
ts_av_diff(returns, 60)
|
|
ts_product(returns, 60)
|
|
ts_sum(returns, 60)
|
|
ts_count_nans(returns, 60)
|
|
ts_regression(returns, returns, 60, lag=0, rettype=0)
|
|
ts_step(1)
|
|
ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
|
|
ts_target_tvr_delta_limit(returns, returns, lambda_min=0, lambda_max=1, target_tvr=0.1)
|
|
rank(ts_quantile(returns, 60, driver="gaussian"))
|
|
rank(ts_zscore(returns, 60))
|
|
rank(ts_arg_min(returns, 60))
|
|
rank(ts_arg_max(returns, 60))
|
|
rank(ts_delta(returns, 60))
|
|
rank(ts_backfill(returns, 60, k=1))
|
|
rank(ts_decay_linear(returns, 60, dense=false))
|
|
rank(ts_corr(returns, returns, 60))
|
|
rank(ts_covariance(returns, returns, 60))
|
|
rank(ts_scale(returns, 60, constant=0))
|
|
rank(ts_av_diff(returns, 60))
|
|
rank(ts_product(returns, 60))
|
|
rank(ts_sum(returns, 60))
|
|
rank(ts_count_nans(returns, 60))
|
|
rank(ts_regression(returns, returns, 60, lag=0, rettype=0))
|
|
rank(ts_step(1))
|
|
rank(ts_target_tvr_decay(returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
|
|
rank(ts_target_tvr_delta_limit(returns, returns, lambda_min=0, lambda_max=1, target_tvr=0.1))
|
|
quantile(ts_quantile(returns, 60, driver="gaussian"), driver="gaussian", sigma=1.0)
|
|
quantile(ts_zscore(returns, 60), driver="gaussian", sigma=1.0)
|
|
quantile(ts_arg_min(returns, 60), driver="gaussian", sigma=1.0)
|
|
quantile(ts_arg_max(returns, 60), driver="gaussian", sigma=1.0)
|
|
quantile(ts_delta(returns, 60), driver="gaussian", sigma=1.0)
|
|
quantile(ts_backfill(returns, 60, k=1), driver="gaussian", sigma=1.0)
|
|
quantile(ts_decay_linear(returns, 60, dense=false), driver="gaussian", sigma=1.0)
|
|
quantile(ts_corr(returns, returns, 60), driver="gaussian", sigma=1.0)
|
|
quantile(ts_covariance(returns, returns, 60), driver="gaussian", sigma=1.0)
|
|
quantile(ts_scale(returns, 60, constant=0), driver="gaussian", sigma=1.0) |