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FactorSimulator/result/simulation_results-17631129...

82 lines
2.9 KiB

[
{
"expression": "ts_mean(close, 20) / ts_mean(close, 100) > 1.05 and ts_std(close / ts_mean(close, 10), 20) / ts_mean(close, 20) < 0.15",
"time_consuming": 5.94,
"formatted_time": "5.94秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character 'a' near \"0) > 1.05 and ts_std\"",
"simulation_timestamp": "2025-11-14 17:35:28",
"metrics": null
},
{
"expression": "ts_min(low, 20) / ts_max(high, 60) > 0.8 and market_cap > ts_mean(market_cap, all)",
"time_consuming": 6.53,
"formatted_time": "6.53秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character 'a' near \"60) > 0.8 and market\"",
"simulation_timestamp": "2025-11-14 17:35:29",
"metrics": null
},
{
"expression": "close > ts_mean(close, 50) and ts_delta(ts_rank(volume, 10), 5) > 0",
"time_consuming": 7.6,
"formatted_time": "7.60秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character 'a' near \"lose, 50) and ts_del\"",
"simulation_timestamp": "2025-11-14 17:35:30",
"metrics": null
},
{
"expression": "ts_corr(close, vwap, 30) < 0.3 and ts_mean(volume, 5) / ts_mean(volume, 60) < 0.8",
"time_consuming": 5.8,
"formatted_time": "5.80秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character 'a' near \"30) < 0.3 and ts_mea\"",
"simulation_timestamp": "2025-11-14 17:35:40",
"metrics": null
},
{
"expression": "abs(close - vwap) / vwap < 0.02 and volume < ts_mean(volume, 20)",
"time_consuming": 6.62,
"formatted_time": "6.62秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character 'a' near \"ap < 0.02 and volume\"",
"simulation_timestamp": "2025-11-14 17:35:41",
"metrics": null
},
{
"expression": "(close - ts_mean(close, 30)) / ts_std(close, 30) > 1.5 and ts_delta(close, 5) < 0",
"time_consuming": 15.51,
"formatted_time": "15.51秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character 'a' near \"30) > 1.5 and ts_del\"",
"simulation_timestamp": "2025-11-14 17:35:50",
"metrics": null
},
{
"expression": "ts_std(log(close / close[1]), 20) > ts_mean(ts_std(log(close / close[1]), 20), 60)",
"time_consuming": 1.2,
"formatted_time": "1.20秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character '[' near \"se / close[1]), 20)\"",
"simulation_timestamp": "2025-11-14 17:35:56",
"metrics": null
},
{
"expression": "ts_range(high - low, 5) / ts_mean(high - low, 60) > 1.5 and ts_delta(ts_std(close, 10), 5) > 0",
"time_consuming": 7.38,
"formatted_time": "7.38秒",
"alpha_id": "/",
"status": "error",
"description": "Unexpected character 'a' near \"60) > 1.5 and ts_del\"",
"simulation_timestamp": "2025-11-14 17:36:02",
"metrics": null
}
]