update

alpha.txt

@@ -1,4 +1,5 @@
-ts_rank(ts_delta(close, 5), 20)
-ts_corr(ts_delay(close, 10), ts_delay(volume, 10), 20)
--ts_rank(ts_std(close, 60), 20)
--(close - ts_mean(close, 30)) / ts_std(close, 30)
+ts_rank(ts_returns(close, 15), 30)
+-ts_corr(ts_rank(close, 30), ts_rank(volume, 30), 10)
+(close - ts_min(close, 20)) / (ts_max(close, 20) - ts_min(close, 20))
+ts_rank(ts_delta(close, 3) / ts_delay(close, 3), 15)
+-ts_std(ts_returns(close, 1), 30)

result/simulation_results-1763048082.json

@@ -0,0 +1,139 @@
+[
+  {
+    "expression": "ts_rank(ts_returns(close, 15), 30)",
+    "time_consuming": 5.89,
+    "formatted_time": "5.89秒",
+    "alpha_id": "/",
+    "status": "error",
+    "description": "Attempted to use inaccessible or unknown operator \"ts_returns\"",
+    "simulation_timestamp": "2025-11-13 23:30:43",
+    "train_metrics": null,
+    "is_metrics": null,
+    "test_metrics": null,
+    "alpha_info": null
+  },
+  {
+    "expression": "(close - ts_min(close, 20)) / (ts_max(close, 20) - ts_min(close, 20))",
+    "time_consuming": 7.89,
+    "formatted_time": "7.89秒",
+    "alpha_id": "/",
+    "status": "error",
+    "description": "Attempted to use inaccessible or unknown operator \"ts_min\"",
+    "simulation_timestamp": "2025-11-13 23:30:45",
+    "train_metrics": null,
+    "is_metrics": null,
+    "test_metrics": null,
+    "alpha_info": null
+  },
+  {
+    "expression": "-ts_corr(ts_rank(close, 30), ts_rank(volume, 30), 10)",
+    "time_consuming": 88.99,
+    "formatted_time": "1分28.99秒",
+    "alpha_id": "JjEVlkNx",
+    "status": "success",
+    "description": "/",
+    "simulation_timestamp": "2025-11-13 23:32:06",
+    "train_metrics": {
+      "sharpe_ratio": null,
+      "annual_return": null,
+      "max_drawdown": null,
+      "turnover": null,
+      "fitness": null,
+      "pnl": null,
+      "book_size": null,
+      "long_count": null,
+      "short_count": null,
+      "margin": null
+    },
+    "is_metrics": {
+      "sharpe_ratio": 1.15,
+      "annual_return": 0.0604,
+      "max_drawdown": 0.1311,
+      "turnover": 0.4517,
+      "fitness": 0.42,
+      "pnl": 2988907
+    },
+    "test_metrics": {
+      "sharpe_ratio": null,
+      "annual_return": null,
+      "max_drawdown": null,
+      "turnover": null,
+      "fitness": null,
+      "pnl": null
+    },
+    "alpha_info": {
+      "grade": "INFERIOR",
+      "stage": "IS",
+      "status": "UNSUBMITTED",
+      "date_created": "2025-11-13T10:32:05-05:00",
+      "checks": {
+        "low_sharpe": {
+          "result": "FAIL",
+          "value": 1.15,
+          "limit": 1.25
+        },
+        "low_fitness": {
+          "result": "FAIL",
+          "value": 0.42,
+          "limit": 1.0
+        },
+        "low_turnover": {
+          "result": "PASS",
+          "value": 0.4517,
+          "limit": 0.01
+        },
+        "high_turnover": {
+          "result": "PASS",
+          "value": 0.4517,
+          "limit": 0.7
+        },
+        "concentrated_weight": {
+          "result": "PASS",
+          "value": null,
+          "limit": null
+        },
+        "low_sub_universe_sharpe": {
+          "result": "PASS",
+          "value": 0.76,
+          "limit": 0.5
+        },
+        "self_correlation": {
+          "result": "PENDING",
+          "value": null,
+          "limit": null
+        },
+        "matches_competition": {
+          "result": "PASS",
+          "value": null,
+          "limit": null
+        }
+      }
+    }
+  },
+  {
+    "expression": "-ts_std(ts_returns(close, 1), 30)",
+    "time_consuming": 1.42,
+    "formatted_time": "1.42秒",
+    "alpha_id": "/",
+    "status": "error",
+    "description": "Attempted to use inaccessible or unknown operator \"ts_std\"",
+    "simulation_timestamp": "2025-11-13 23:32:15",
+    "train_metrics": null,
+    "is_metrics": null,
+    "test_metrics": null,
+    "alpha_info": null
+  },
+  {
+    "expression": "ts_rank(ts_delta(close, 3) / ts_delay(close, 3), 15)",
+    "time_consuming": 148.04,
+    "formatted_time": "2分28.04秒",
+    "alpha_id": "/",
+    "status": "failed",
+    "description": "_ssl.c:980: The handshake operation timed out",
+    "simulation_timestamp": "2025-11-13 23:34:42",
+    "train_metrics": null,
+    "is_metrics": null,
+    "test_metrics": null,
+    "alpha_info": null
+  }
+]