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201 lines
13 KiB
201 lines
13 KiB
reverse(ts_mean(divide(multiply(abs(subtract(ts_mean(fscore_total, 5), ts_mean(fscore_total, 10))), ts_mean(multi_factor_acceleration_score_derivative, 5)), abs(add(ts_mean(multi_factor_acceleration_score_derivative, 5), ts_mean(multi_factor_acceleration_score_derivative, 10))))), 20))
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reverse(ts_corr(ts_delta(fscore_total, 5), ts_delta(multi_factor_acceleration_score_derivative, 5), 20))
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reverse(ts_sum(if_else(ts_delta(fscore_total, 1) > 0, ts_delta(multi_factor_acceleration_score_derivative, 1), 0), 10))
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reverse(ts_rank(ts_mean(multiply(fscore_total, multi_factor_acceleration_score_derivative), 5), 20))
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reverse(subtract(ts_mean(multiply(ts_zscore(fscore_total, 10), ts_zscore(multi_factor_acceleration_score_derivative, 10)), 20), ts_mean(multiply(ts_zscore(fscore_total, 5), ts_zscore(multi_factor_acceleration_score_derivative, 5)), 20)))
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reverse(ts_delta(ts_mean(divide(fscore_total, multi_factor_acceleration_score_derivative), 10), "5"))
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reverse(ts_corr(ts_sum(fscore_total, 5), ts_sum(multi_factor_acceleration_score_derivative, 5), 20))
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reverse(ts_mean(multiply(sign(ts_delta(fscore_total, 1)), sign(ts_delta(multi_factor_acceleration_score_derivative, 1))), 10))
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reverse(ts_scale(ts_sum(multiply(ts_rank(fscore_total, 10), ts_rank(multi_factor_acceleration_score_derivative, 10)), 5), 10))
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reverse(divide(ts_sum(multiply(fscore_total, multi_factor_acceleration_score_derivative), 10), ts_sum(add(fscore_total, multi_factor_acceleration_score_derivative), 10)))
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reverse(ts_mean(subtract(ts_zscore(fscore_total, 20), ts_zscore(multi_factor_acceleration_score_derivative, 20)), 10))
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reverse(ts_rank(multiply(ts_delta(fscore_total, 5), ts_delta(multi_factor_acceleration_score_derivative, 5)), 20))
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reverse(ts_sum(if_else(ts_delta(fscore_total, 2) > ts_delta(multi_factor_acceleration_score_derivative, 2), 1, -1), 10))
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reverse(ts_corr(ts_decay_linear(fscore_total, 5), ts_decay_linear(multi_factor_acceleration_score_derivative, 5), 10))
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reverse(ts_mean(multiply(power(ts_zscore(fscore_total, 10), 2), power(ts_zscore(multi_factor_acceleration_score_derivative, 10), 2)), 20))
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reverse(ts_delta(ts_corr(ts_mean(fscore_total, 5), ts_mean(multi_factor_acceleration_score_derivative, 5), 10), 5))
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reverse(ts_rank(add(ts_std_dev(fscore_total, 5), ts_std_dev(multi_factor_acceleration_score_derivative, 5)), 20))
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reverse(divide(ts_sum(multiply(ts_rank(fscore_total, 5), multi_factor_acceleration_score_derivative), 10), ts_sum(multi_factor_acceleration_score_derivative, 10)))
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reverse(ts_mean(subtract(ts_delta(fscore_total, 3), ts_delta(multi_factor_acceleration_score_derivative, 3)), 15))
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reverse(ts_corr(ts_product(fscore_total, 3), ts_product(multi_factor_acceleration_score_derivative, 3), 15))
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reverse(ts_sum(if_else(ts_zscore(fscore_total, 5) > ts_zscore(multi_factor_acceleration_score_derivative, 5), ts_delta(fscore_total, 1), ts_delta(multi_factor_acceleration_score_derivative, 1)), 10))
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reverse(ts_mean(multiply(ts_scale(fscore_total, 10), ts_scale(multi_factor_acceleration_score_derivative, 10)), 20))
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reverse(ts_delta(ts_rank(multiply(fscore_total, multi_factor_acceleration_score_derivative), 10), 5))
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reverse(ts_corr(ts_zscore(fscore_total, 10), ts_zscore(multi_factor_acceleration_score_derivative, 10), 20))
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reverse(ts_sum(multiply(sign(ts_delta(fscore_total, 2)), abs(ts_delta(multi_factor_acceleration_score_derivative, 2))), 10))
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reverse(ts_rank(subtract(ts_sum(fscore_total, 5), ts_sum(multi_factor_acceleration_score_derivative, 5)), 20))
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reverse(ts_mean(divide(multiply(ts_delta(fscore_total, 1), ts_delta(multi_factor_acceleration_score_derivative, 1)), add(abs(ts_delta(fscore_total, 1)), abs(ts_delta(multi_factor_acceleration_score_derivative, 1)))), 10))
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reverse(ts_corr(ts_backfill(fscore_total, 5), ts_backfill(multi_factor_acceleration_score_derivative, 5), 15))
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reverse(ts_sum(if_else(ts_mean(fscore_total, 3) > ts_mean(multi_factor_acceleration_score_derivative, 3), ts_delta(fscore_total, 1), 0), 10))
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reverse(ts_mean(multiply(signed_power(ts_zscore(fscore_total, 5), 2), signed_power(ts_zscore(multi_factor_acceleration_score_derivative, 5), 2)), 15))
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reverse(ts_delta(ts_corr(ts_decay_linear(fscore_total, 3), ts_decay_linear(multi_factor_acceleration_score_derivative, 3), 10), 5))
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reverse(ts_rank(add(ts_av_diff(fscore_total, 5), ts_av_diff(multi_factor_acceleration_score_derivative, 5)), 20))
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reverse(divide(ts_sum(multiply(fscore_total, ts_rank(multi_factor_acceleration_score_derivative, 5)), 10), ts_sum(fscore_total, 10)))
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reverse(ts_mean(subtract(ts_mean(fscore_total, 5), ts_mean(multi_factor_acceleration_score_derivative, 5)), 10))
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reverse(ts_corr(ts_delta(fscore_total, 3), ts_sum(multi_factor_acceleration_score_derivative, 3), 15))
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reverse(ts_sum(if_else(ts_zscore(fscore_total, 10) > 0, ts_delta(multi_factor_acceleration_score_derivative, 1), 0), 10))
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reverse(ts_mean(multiply(ts_rank(fscore_total, 10), ts_delta(multi_factor_acceleration_score_derivative, 2)), 20))
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reverse(ts_delta(ts_mean(multiply(ts_zscore(fscore_total, 5), ts_zscore(multi_factor_acceleration_score_derivative, 5)), 10), 5))
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reverse(ts_corr(ts_sum(fscore_total, 10), ts_delta(multi_factor_acceleration_score_derivative, 10), 20))
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reverse(ts_sum(multiply(sign(ts_delta(fscore_total, 1)), ts_delta(multi_factor_acceleration_score_derivative, 1)), 15))
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reverse(ts_rank(divide(ts_sum(fscore_total, 5), ts_sum(multi_factor_acceleration_score_derivative, 5)), 20))
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reverse(ts_mean(divide(subtract(ts_delta(fscore_total, 2), ts_delta(multi_factor_acceleration_score_derivative, 2)), add(ts_std_dev(fscore_total, 5), ts_std_dev(multi_factor_acceleration_score_derivative, 5))), 10))
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reverse(ts_corr(ts_backfill(fscore_total, 10), ts_backfill(multi_factor_acceleration_score_derivative, 10), 20))
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reverse(ts_sum(if_else(ts_mean(fscore_total, 5) > ts_mean(multi_factor_acceleration_score_derivative, 5), 1, -1), 10))
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reverse(ts_mean(multiply(power(ts_delta(fscore_total, 1), 2), power(ts_delta(multi_factor_acceleration_score_derivative, 1), 2)), 15))
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reverse(ts_delta(ts_corr(ts_zscore(fscore_total, 5), ts_sum(multi_factor_acceleration_score_derivative, 5), 10), 5))
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reverse(ts_rank(add(ts_mean(fscore_total, 3), ts_mean(multi_factor_acceleration_score_derivative, 3)), 20))
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reverse(divide(ts_sum(multiply(ts_zscore(fscore_total, 10), multi_factor_acceleration_score_derivative), 10), ts_sum(multi_factor_acceleration_score_derivative, 10)))
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reverse(ts_mean(subtract(ts_zscore(fscore_total, 10), ts_mean(multi_factor_acceleration_score_derivative, 10)), 15))
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reverse(ts_corr(ts_delta(fscore_total, 5), ts_mean(multi_factor_acceleration_score_derivative, 5), 20))
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reverse(ts_sum(if_else(ts_rank(fscore_total, 5) > ts_rank(multi_factor_acceleration_score_derivative, 5), ts_delta(fscore_total, 1), ts_delta(multi_factor_acceleration_score_derivative, 1)), 10))
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reverse(ts_mean(multiply(ts_scale(fscore_total, 5), ts_scale(multi_factor_acceleration_score_derivative, 5)), 15))
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reverse(ts_delta(ts_rank(divide(fscore_total, multi_factor_acceleration_score_derivative), 10), 5))
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reverse(ts_corr(ts_sum(fscore_total, 3), ts_zscore(multi_factor_acceleration_score_derivative, 3), 15))
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reverse(ts_sum(multiply(abs(ts_delta(fscore_total, 2)), sign(ts_delta(multi_factor_acceleration_score_derivative, 2))), 10))
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reverse(ts_rank(subtract(ts_product(fscore_total, 3), ts_product(multi_factor_acceleration_score_derivative, 3)), 20))
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reverse(ts_mean(divide(add(ts_delta(fscore_total, 1), ts_delta(multi_factor_acceleration_score_derivative, 1)), add(ts_std_dev(fscore_total, 5), 1)), 10))
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reverse(ts_corr(ts_backfill(fscore_total, 3), ts_zscore(multi_factor_acceleration_score_derivative, 3), 15))
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reverse(ts_sum(if_else(ts_mean(fscore_total, 10) > ts_mean(multi_factor_acceleration_score_derivative, 10), ts_delta(fscore_total, 2), 0), 10))
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reverse(ts_mean(multiply(signed_power(ts_zscore(fscore_total, 3), 3), signed_power(ts_zscore(multi_factor_acceleration_score_derivative, 3), 3)), 20))
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reverse(ts_delta(ts_corr(ts_decay_linear(fscore_total, 5), ts_mean(multi_factor_acceleration_score_derivative, 5), 10), 5))
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reverse(ts_rank(add(ts_av_diff(fscore_total, 10), ts_av_diff(multi_factor_acceleration_score_derivative, 10)), 20))
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reverse(divide(ts_sum(multiply(fscore_total, ts_zscore(multi_factor_acceleration_score_derivative, 5)), 10), ts_sum(fscore_total, 10)))
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reverse(ts_mean(subtract(ts_sum(fscore_total, 5), ts_sum(multi_factor_acceleration_score_derivative, 5)), 15))
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reverse(ts_corr(ts_delta(fscore_total, 2), ts_delta(multi_factor_acceleration_score_derivative, 2), 20))
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reverse(ts_sum(if_else(ts_zscore(fscore_total, 20) > 1, ts_delta(multi_factor_acceleration_score_derivative, 1), -1), 10))
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reverse(ts_mean(multiply(ts_rank(fscore_total, 20), ts_rank(multi_factor_acceleration_score_derivative, 20)), 20))
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reverse(ts_delta(ts_mean(multiply(ts_delta(fscore_total, 1), ts_delta(multi_factor_acceleration_score_derivative, 1)), 10), 5))
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reverse(ts_corr(ts_sum(fscore_total, 20), ts_sum(multi_factor_acceleration_score_derivative, 20), 20))
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reverse(ts_sum(multiply(sign(ts_delta(fscore_total, 3)), abs(ts_delta(multi_factor_acceleration_score_derivative, 3))), 15))
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reverse(ts_rank(divide(ts_mean(fscore_total, 10), ts_mean(multi_factor_acceleration_score_derivative, 10)), 20))
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reverse(ts_mean(divide(subtract(ts_mean(fscore_total, 3), ts_mean(multi_factor_acceleration_score_derivative, 3)), add(ts_std_dev(fscore_total, 10), ts_std_dev(multi_factor_acceleration_score_derivative, 10))), 10))
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reverse(ts_corr(ts_backfill(fscore_total, 20), ts_backfill(multi_factor_acceleration_score_derivative, 20), 20))
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reverse(ts_sum(if_else(ts_rank(fscore_total, 10) > 0.5, ts_delta(fscore_total, 1), ts_delta(multi_factor_acceleration_score_derivative, 1)), 10))
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reverse(ts_mean(multiply(power(ts_delta(fscore_total, 2), 2), power(ts_delta(multi_factor_acceleration_score_derivative, 2), 2)), 15))
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reverse(ts_delta(ts_corr(ts_zscore(fscore_total, 10), ts_mean(multi_factor_acceleration_score_derivative, 10), 10), 5))
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reverse(ts_rank(add(ts_mean(fscore_total, 5), ts_mean(multi_factor_acceleration_score_derivative, 5)), 20))
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reverse(divide(ts_sum(multiply(ts_zscore(fscore_total, 5), ts_rank(multi_factor_acceleration_score_derivative, 10)), 10), ts_sum(multi_factor_acceleration_score_derivative, 10)))
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reverse(ts_mean(subtract(ts_zscore(fscore_total, 15), ts_zscore(multi_factor_acceleration_score_derivative, 15)), 10))
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reverse(ts_corr(ts_delta(fscore_total, 10), ts_delta(multi_factor_acceleration_score_derivative, 10), 20))
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reverse(ts_sum(if_else(ts_mean(fscore_total, 20) > ts_mean(multi_factor_acceleration_score_derivative, 20), 1, 0), 10))
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reverse(ts_mean(multiply(ts_scale(fscore_total, 20), ts_scale(multi_factor_acceleration_score_derivative, 20)), 20))
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reverse(ts_delta(ts_rank(multiply(ts_zscore(fscore_total, 5), ts_zscore(multi_factor_acceleration_score_derivative, 5)), 10), 5))
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reverse(ts_corr(ts_sum(fscore_total, 15), ts_sum(multi_factor_acceleration_score_derivative, 15), 20))
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reverse(ts_sum(multiply(sign(ts_delta(fscore_total, 5)), ts_delta(multi_factor_acceleration_score_derivative, 5)), 15))
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reverse(ts_rank(subtract(ts_product(fscore_total, 5), ts_product(multi_factor_acceleration_score_derivative, 5)), 20))
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reverse(ts_mean(divide(add(ts_delta(fscore_total, 3), ts_delta(multi_factor_acceleration_score_derivative, 3)), add(ts_std_dev(fscore_total, 10), 1)), 10))
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reverse(ts_corr(ts_backfill(fscore_total, 15), ts_backfill(multi_factor_acceleration_score_derivative, 15), 20))
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reverse(ts_sum(if_else(ts_zscore(fscore_total, 10) > ts_zscore(multi_factor_acceleration_score_derivative, 10), ts_delta(fscore_total, 2), 0), 10))
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reverse(ts_mean(multiply(signed_power(ts_zscore(fscore_total, 10), 2), signed_power(ts_zscore(multi_factor_acceleration_score_derivative, 10), 2)), 20))
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reverse(ts_delta(ts_corr(ts_decay_linear(fscore_total, 10), ts_decay_linear(multi_factor_acceleration_score_derivative, 10), 10), 5))
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reverse(ts_rank(add(ts_av_diff(fscore_total, 20), ts_av_diff(multi_factor_acceleration_score_derivative, 20)), 20))
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reverse(divide(ts_sum(multiply(fscore_total, ts_delta(multi_factor_acceleration_score_derivative, 2)), 10), ts_sum(fscore_total, 10)))
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reverse(ts_mean(subtract(ts_sum(fscore_total, 10), ts_sum(multi_factor_acceleration_score_derivative, 10)), 15))
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reverse(ts_corr(ts_delta(fscore_total, 15), ts_delta(multi_factor_acceleration_score_derivative, 15), 20))
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reverse(ts_sum(if_else(ts_rank(fscore_total, 20) > 0.7, ts_delta(fscore_total, 1), ts_delta(multi_factor_acceleration_score_derivative, 1)), 10))
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reverse(ts_mean(multiply(power(ts_delta(fscore_total, 3), 2), power(ts_delta(multi_factor_acceleration_score_derivative, 3), 2)), 15))
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reverse(ts_delta(ts_corr(ts_zscore(fscore_total, 20), ts_sum(multi_factor_acceleration_score_derivative, 20), 10), 5))
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reverse(ts_rank(add(ts_mean(fscore_total, 10), ts_mean(multi_factor_acceleration_score_derivative, 10)), 20))
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reverse(divide(ts_sum(multiply(ts_zscore(fscore_total, 20), ts_zscore(multi_factor_acceleration_score_derivative, 20)), 10), ts_sum(multi_factor_acceleration_score_derivative, 10)))
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reverse(ts_mean(subtract(ts_zscore(fscore_total, 20), ts_mean(multi_factor_acceleration_score_derivative, 20)), 10)) |