++

2026-03-24 11:51:14 +08:00
parent 0598040359
commit 0e39f21012
53 changed files with 13181 additions and 276 deletions
@@ -0,0 +1,41 @@
+[
+  {
+    "expression": "ts_mean(ts_mean(operating_income / return_assets, 4), 20)",
+    "time_consuming": 105.39,
+    "formatted_time": "1分45.39秒",
+    "alpha_id": "O0kJWQ7Y",
+    "status": "success",
+    "description": "/",
+    "simulation_timestamp": "2026-03-20 12:00:05",
+    "performance_metrics": {
+      "sharpe_ratio": null,
+      "annual_return": null,
+      "annual_volatility": null,
+      "max_drawdown": null,
+      "information_ratio": null,
+      "total_return": null
+    },
+    "risk_metrics": {
+      "turnover": null,
+      "score": null,
+      "specific_return": null,
+      "specific_risk": null,
+      "tail_ratio": null,
+      "common_ratio": null
+    },
+    "quantile_metrics": {
+      "top_minus_bottom": null,
+      "top_decile_return": null,
+      "bottom_decile_return": null,
+      "ic": null,
+      "ic_decay": null
+    },
+    "other_metrics": {
+      "capacity": null,
+      "fitness": null,
+      "instrument_count": null,
+      "start_date": null,
+      "end_date": null
+    }
+  }
+]