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18 lines
521 B
18 lines
521 B
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```python
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# 行业动量因子（相对强度）
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group_rank(ts_mean(close / close[3], 3), 'industry')
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# 行业估值修复因子（均值回归）
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group_rank(ts_mean(close, 3) / close, 'industry')
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# 行业资金流向因子（量价结合）
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group_rank(ts_sum(volume * (close - close[1]), 3), 'industry')
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# 行业波动率特征因子（风险调整）
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group_rank(1 / (ts_std(close / close[1], 3) + 1e-8), 'industry')
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# 行业间相对强度因子（横截面）
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group_rank(close / ts_max(close, 3), 'industry')
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``` |