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