39 lines
1.6 KiB
Plaintext
39 lines
1.6 KiB
Plaintext
ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1)
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divide(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_mean(fnd6_newa2v1300_oiadp, 60))
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ts_delta(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 5)
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ts_rank(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60)
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ts_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
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group_mean(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector, industry)
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group_neutralize(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
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group_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), sector)
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group_zscore(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry)
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ts_decay_linear(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
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ts_corr(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20)
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ts_quantile(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 60, driver="gaussian")
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ts_scale(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
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ts_std_dev(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
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ts_sum(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 10)
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ts_av_diff(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 20)
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ts_arg_max(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
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ts_arg_min(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 30)
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ts_regression(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), ts_delay(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), 1), 20, rettype=0)
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group_backfill(ts_backfill(fnd6_newa2v1300_oiadp, lookback=20, k=1), industry, 20, std=4) |