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19 lines
1.6 KiB
19 lines
1.6 KiB
divide(fnd6_spce, fnd6_newqeventv110_spceepsq)
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group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业)
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ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)
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sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))
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multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)))
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if_else(greater_equal(fnd6_newqeventv110_spceepsq, 0), multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))), 0)
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ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4, dense=false)
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if_else(greater_equal(ts_delta(fnd6_newqeventv110_spceepsq, 1), 0), multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))), 0)
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winsorize(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4), std=3)
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normalize(multiply(sign(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4)), rank(ts_decay_linear(group_zscore(divide(fnd6_spce, fnd6_newqeventv110_spceepsq), group=申万行业), 4))), useStd=true) |