diff --git a/alpha.txt b/alpha.txt index 86a5846..c16b885 100644 --- a/alpha.txt +++ b/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) \ No newline at end of file +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) \ No newline at end of file diff --git a/result/simulation_results-1763048082.json b/result/simulation_results-1763048082.json new file mode 100644 index 0000000..cabc4b9 --- /dev/null +++ b/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 + } +] \ No newline at end of file