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289 lines
7.5 KiB
289 lines
7.5 KiB
[
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{
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"expression": "-ts_correlation(open, close, 20)",
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"time_consuming": 21.09,
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"formatted_time": "21.09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_correlation\"",
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"simulation_timestamp": "2025-11-14 16:35:40",
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"metrics": null
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},
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{
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"expression": "ts_mean(volume / ts_mean(volume, 20), 30)",
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"time_consuming": 90.94,
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"formatted_time": "1分30.94秒",
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"alpha_id": "akZ63dm1",
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"status": "success",
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"description": "/",
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"simulation_timestamp": "2025-11-14 16:36:50",
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"metrics": {
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"id": "akZ63dm1",
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"type": "REGULAR",
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"author": "YC93384",
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"settings": {
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"instrumentType": "EQUITY",
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"region": "USA",
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"universe": "TOP3000",
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"delay": 1,
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"decay": 0,
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"neutralization": "INDUSTRY",
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"truncation": 0.08,
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"pasteurization": "ON",
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"unitHandling": "VERIFY",
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"nanHandling": "OFF",
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"maxTrade": "OFF",
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"language": "FASTEXPR",
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"visualization": false,
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"startDate": "2018-01-20",
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"endDate": "2023-01-20"
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},
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"regular": {
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"code": "ts_mean(volume / ts_mean(volume, 20), 30)",
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"description": null,
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"operatorCount": 3
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},
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"dateCreated": "2025-11-14T03:36:48-05:00",
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"dateModified": "2025-11-14T03:36:48-05:00",
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"name": null,
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"category": null,
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"tags": [],
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"classifications": [
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{
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"id": "DATA_USAGE:SINGLE_DATA_SET",
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"name": "Single Data Set Alpha"
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}
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],
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"grade": "INFERIOR",
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"stage": "IS",
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"status": "UNSUBMITTED",
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"is": {
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"pnl": 752501,
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"bookSize": 20000000,
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"longCount": 1462,
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"shortCount": 1666,
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"turnover": 0.1707,
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"returns": 0.0152,
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"drawdown": 0.1146,
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"margin": 0.000178,
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"sharpe": 0.25,
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"fitness": 0.07,
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"startDate": "2018-01-20",
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"checks": [
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{
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"name": "LOW_SHARPE",
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"result": "FAIL",
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"limit": 1.25,
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"value": 0.25
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},
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{
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"name": "LOW_FITNESS",
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"result": "FAIL",
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"limit": 1.0,
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"value": 0.07
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},
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{
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"name": "LOW_TURNOVER",
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"result": "PASS",
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"limit": 0.01,
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"value": 0.1707
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},
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{
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"name": "HIGH_TURNOVER",
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"result": "PASS",
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"limit": 0.7,
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"value": 0.1707
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},
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{
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"name": "CONCENTRATED_WEIGHT",
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"result": "PASS"
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},
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{
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"name": "LOW_SUB_UNIVERSE_SHARPE",
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"result": "PASS",
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"limit": 0.11,
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"value": 0.83
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},
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{
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"name": "SELF_CORRELATION",
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"result": "PENDING"
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},
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{
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"name": "MATCHES_COMPETITION",
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"result": "PASS",
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"competitions": [
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{
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"id": "challenge",
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"name": "Challenge"
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}
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]
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}
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]
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},
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"os": null,
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"competitions": null,
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"themes": null,
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"pyramids": null,
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"pyramidThemes": null,
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"team": null
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}
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},
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{
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"expression": "ts_rank((high - low) / (close - open + 0.001), 15)",
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"time_consuming": 116.93,
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"formatted_time": "1分56.93秒",
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"alpha_id": "VkjVoGGb",
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"status": "success",
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"description": "/",
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"simulation_timestamp": "2025-11-14 16:37:16",
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"metrics": {
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"id": "VkjVoGGb",
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"type": "REGULAR",
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"author": "YC93384",
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"settings": {
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"instrumentType": "EQUITY",
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"region": "USA",
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"universe": "TOP3000",
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"delay": 1,
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"decay": 0,
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"neutralization": "INDUSTRY",
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"truncation": 0.08,
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"pasteurization": "ON",
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"unitHandling": "VERIFY",
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"nanHandling": "OFF",
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"maxTrade": "OFF",
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"language": "FASTEXPR",
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"visualization": false,
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"startDate": "2018-01-20",
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"endDate": "2023-01-20"
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},
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"regular": {
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"code": "ts_rank((high - low) / (close - open + 0.001), 15)",
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"description": null,
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"operatorCount": 5
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},
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"dateCreated": "2025-11-14T03:37:13-05:00",
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"dateSubmitted": null,
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"dateModified": "2025-11-14T03:37:14-05:00",
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"name": null,
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"favorite": false,
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"hidden": false,
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"color": null,
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"category": null,
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"tags": [],
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"classifications": [
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{
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"id": "DATA_USAGE:SINGLE_DATA_SET",
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"name": "Single Data Set Alpha"
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}
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],
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"grade": "INFERIOR",
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"stage": "IS",
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"status": "UNSUBMITTED",
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"is": {
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"pnl": -1933631,
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"bookSize": 20000000,
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"longCount": 1562,
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"shortCount": 1565,
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"turnover": 1.3813,
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"returns": -0.0391,
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"drawdown": 0.2222,
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"margin": -5.7e-05,
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"sharpe": -1.15,
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"fitness": -0.19,
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"startDate": "2018-01-20",
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"checks": [
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{
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"name": "LOW_SHARPE",
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"result": "FAIL",
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"limit": 1.25,
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"value": -1.15
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},
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{
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"name": "LOW_FITNESS",
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"result": "FAIL",
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"limit": 1.0,
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"value": -0.19
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},
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{
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"name": "LOW_TURNOVER",
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"result": "PASS",
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"limit": 0.01,
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"value": 1.3813
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},
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{
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"name": "HIGH_TURNOVER",
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"result": "FAIL",
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"limit": 0.7,
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"value": 1.3813
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},
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{
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"name": "CONCENTRATED_WEIGHT",
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"result": "PASS"
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},
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{
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"name": "LOW_SUB_UNIVERSE_SHARPE",
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"result": "FAIL",
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"limit": -0.5,
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"value": -0.73
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},
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{
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"name": "UNITS",
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"result": "WARNING",
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"message": "Incompatible unit for input of \"add\" at index 1, expected \"Unit[CSPrice:1]\", found \"Unit[]\""
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},
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{
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"name": "SELF_CORRELATION",
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"result": "PENDING"
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},
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{
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"name": "MATCHES_COMPETITION",
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"result": "PASS",
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"competitions": [
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{
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"id": "challenge",
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"name": "Challenge"
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}
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]
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}
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]
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},
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"os": null,
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"train": null,
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"test": null,
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"prod": null,
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"competitions": null,
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"themes": null,
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"pyramids": null,
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"pyramidThemes": null,
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"team": null
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}
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},
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{
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"expression": "-ts_rank(ts_skewness(returns(close), 10), 25)",
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"time_consuming": 1.44,
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"formatted_time": "1.44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_skewness\"",
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"simulation_timestamp": "2025-11-14 16:37:22",
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"metrics": null
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},
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{
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"expression": "(close - ts_min(low, 50)) / (ts_max(high, 50) - ts_min(low, 50) + 0.001)",
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"time_consuming": 5.76,
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"formatted_time": "5.76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": "2025-11-14 16:37:26",
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"metrics": null
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}
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] |