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AlphaGenerator/手动处理每天alpha.txt

89 lines
3.9 KiB

group_scale(ts_step(1), pv13_h_min2_focused_sector)
rank(power(rel_num_cust, 2))
scale(sqrt(abs(rel_num_cust)))
normalize(vec_avg(rel_num_cust))
quantile(rank(rel_num_cust))
group_mean(rel_num_cust, rel_num_cust, pv13_r2_liquid_min2_sector)
power(rank(ebit), 1.5)
reverse(scale(sqrt(ebit)))
normalize(vec_sum(sales_ps))
quantile(rank(sales_ps), uniform)
group_scale(fscore_total, pv13_hierarchy_min20_3k_513_sector)
scale(abs(subtract(rel_num_cust, ts_step(1)), filter=true))
rank(signed_power(anl4_netprofita_value, 2))
normalize(power(fscore_bfl_total, 0.75))
group_mean(ebit, ebit, pv13_h_min22_1000_sector)
scale(log(abs(add(rel_num_cust, sales_ps, filter=true))))
quantile(rank(fnd6_cptnewqv1300_oiadpq), cauchy)
reverse(rank(multiply(rel_num_cust, ebit, filter=true)))
group_scale(sales_ps, pv13_h_min24_500_sector)
normalize(sqrt(abs(fnd6_newqv1300_teqq)))
rank(add(ebit, fscore_total, filter=true))
scale(signed_power(rel_num_cust, 3))
quantile(group_mean(sales_ps, sales_ps, pv13_h_min52_1k_sector))
reverse(scale(log(abs(anl4_ptp_mean))))
group_scale(anl4_netprofita_value, pv13_new_3l_scibr)
rank(multiply(ebit, fscore_bfl_total, filter=true))
normalize(power(rel_num_cust, 0.5))
scale(abs(subtract(sales_ps, ebit, filter=true)))
quantile(rank(fnd6_cptnewqv1300_lctq), gaussian)
group_zscore(ts_rank(add(divide(ts_sum(sales_ps, 250), ts_sum(ebit, 250)), ts_av_diff(ts_zscore(sales_ps, 60), 20)), 60), pv13_h_min2_focused_sector)
group_zscore(ts_rank(multiply(ts_delta(sales_ps, 5), ts_corr(sales_ps, ebit, 20)), 120), pv13_h_min2_focused_sector)
subtract(ts_rank(ts_zscore(sales_ps, 60), 250), ts_rank(ts_zscore(ebit, 60), 250))
multiply(sign(ts_delta(sales_ps, 10)), ts_rank(ts_av_diff(sales_ps, 20), 60))
ts_rank(add(ts_zscore(sales_ps, 60), ts_zscore(divide(sales_ps, ebit), 60)), 120)
if_else(ts_rank(sales_ps, 60) > ts_rank(ebit, 60), ts_rank(sales_ps, 60), ts_rank(ebit, 60))
group_zscore(ts_rank(divide(ts_sum(sales_ps, 120), ts_sum(ebit, 120)), 120), pv13_h_min2_focused_sector)
subtract(ts_rank(ts_mean(sales_ps, 20), 60), ts_rank(ts_mean(ebit, 20), 60))
multiply(ts_delta(sales_ps, 5), ts_corr(sales_ps, ebit, 20))
ts_rank(divide(ts_zscore(sales_ps, 60), ts_zscore(ebit, 60)), 120)
group_zscore(ts_rank(add(ts_delta(sales_ps, 5), ts_av_diff(divide(sales_ps, ebit), 10)), 60), pv13_h_min2_focused_sector)
ts_rank(multiply(sign(ts_delta(sales_ps, 10)), ts_zscore(sales_ps, 60)), 120)
subtract(ts_rank(ts_sum(sales_ps, 20), 60), ts_rank(ts_sum(ebit, 20), 60))
if_else(ts_rank(sales_ps, 60) > 0.7, ts_rank(divide(sales_ps, ebit), 60), ts_rank(sales_ps, 60))
group_zscore(ts_rank(ts_corr(sales_ps, ebit, 20), 60), pv13_h_min2_focused_sector)
multiply(ts_rank(ts_delta(sales_ps, 5), 60), ts_rank(ts_av_diff(sales_ps, 10), 60))
ts_rank(subtract(ts_zscore(sales_ps, 60), ts_zscore(ebit, 60)), 120)
add(ts_rank(ts_mean(sales_ps, 20), 60), ts_rank(ts_mean(divide(sales_ps, ebit), 20), 60))
group_zscore(ts_rank(multiply(ts_delta(sales_ps, 5), ts_zscore(ebit, 60)), 120), pv13_h_min2_focused_sector)
if_else(ts_delta(sales_ps, 10) > 0, ts_rank(sales_ps, 60), ts_rank(ebit, 60))
subtract(ts_rank(ts_product(sales_ps, 20), 60), ts_rank(ts_product(ebit, 20), 60))
ts_rank(divide(ts_delta(sales_ps, 5), ts_delta(ebit, 5)), 120)
multiply(ts_rank(ts_corr(sales_ps, ebit, 20), 60), ts_rank(ts_av_diff(sales_ps, 10), 60))
group_zscore(ts_rank(add(ts_zscore(sales_ps, 60), ts_zscore(ebit, 60)), 120), pv13_h_min2_focused_sector)
ts_rank(subtract(ts_sum(sales_ps, 20), ts_sum(ebit, 20)), 60)
if_else(ts_rank(divide(sales_ps, ebit), 60) > ts_rank(sales_ps, 60), ts_rank(divide(sales_ps, ebit), 60), ts_rank(sales_ps, 60))
subtract(ts_rank(ts_av_diff(sales_ps, 10), 60), ts_rank(ts_av_diff(ebit, 10), 60))
multiply(ts_delta(sales_ps, 5), ts_rank(ts_zscore(ebit, 60), 120))
ts_rank(add(ts_mean(sales_ps, 20), ts_mean(ebit, 20)), 120)
group_zscore(ts_rank(divide(ts_delta(sales_ps, 5), ts_av_diff(ebit, 10)), 60), pv13_h_min2_focused_sector)