update

2025-11-25 16:31:39 +08:00
parent 41ef816a81
commit d3777d856e
26 changed files with 1578 additions and 35 deletions
@@ -0,0 +1,20 @@
+ts_zscore(close, 20) / ts_std(close, 20)
+group_rank(ts_mean(close, 5) / ts_mean(close, 20), sector)
+ts_corr(volume, close, 10) * ts_std(close, 5)
+ts_mean(high - low, 10) / ts_mean(close, 10)
+group_zscore(ts_max(high, 20) - close, market_cap)
+ts_mean(close / vwap, 5) - ts_mean(close / vwap, 20)
+ts_min(low, 5) / ts_max(high, 5) - 1
+group_rank(ts_std(close, 10), sector) * ts_mean(volume, 5)
+ts_mean(close, 3) - ts_mean(close, 10)
+ts_slope(close, 15) * ts_std(volume, 5)
+group_zscore(ts_max(high, 10) - ts_min(low, 10), country)
+ts_mean(volume / ts_mean(volume, 20), 5)
+ts_corr(close, volume, 5) * ts_mean(close, 3)
+group_rank(ts_zscore(close, 10), market_cap)
+ts_mean(high - close, 5) / ts_mean(close - low, 5)
+ts_mean(close / ts_mean(close, 20), 3) - 1
+group_zscore(ts_mean(volume, 10), sector) * ts_zscore(close, 5)
+ts_max(high, 10) / ts_min(low, 10) - 1
+ts_mean(close > ts_mean(close, 5), 3) - ts_mean(close < ts_mean(close, 5), 3)
+ts_mean(vwap / close, 10) - ts_mean(vwap / close, 30)
@@ -0,0 +1,20 @@
+ts_zscore(ts_delta(close, 5), 20)
+ts_rank(ts_corr(volume, close, 10), 20)
+group_neutralize(ts_av_diff(close, 10), sector)
+ts_scale(ts_std_dev(close, 15), 30)
+ts_rank(ts_decay_linear(volume, 5), 20)
+ts_rank(ts_delta(vwap, 3), 10)
+group_zscore(ts_delta(high, 5), sector)
+ts_rank(ts_mean(volume, 10) / ts_mean(volume, 30), 20)
+ts_rank(ts_delta(close, 1) / ts_delay(close, 1), 10)
+ts_rank(ts_mean(ts_delta(close, 1), 5), 20)
+group_neutralize(ts_zscore(ts_delta(high - low, 5), 15), country)
+ts_rank(ts_corr(close, volume, 5), 10)
+ts_rank(ts_backfill(volume, 5, 1), 15)
+ts_rank(ts_mean(ts_delta(close, 1), 20) / ts_std_dev(close, 20), 30)
+ts_rank(ts_arg_max(high, 10), 20)
+ts_rank(ts_av_diff(vwap, 5), 10)
+group_scale(ts_delta(close, 5), sector)
+ts_rank(ts_delta(ts_mean(close, 3), 5), 10)
+ts_rank(ts_quantile(ts_delta(close, 1), 10), 20)
+ts_rank(ts_delta(ts_mean(close, 5), 10), 20)
@@ -0,0 +1,20 @@
+ts_delta(close, 5) / ts_mean(close, 20)
+ts_rank(volume, 10) * ts_zscore(close, 20)
+ts_av_diff(close, 10) / ts_std_dev(close, 20)
+group_neutralize(ts_delta(close, 3), sector)
+ts_corr(close, volume, 15) * ts_delta(close, 5)
+ts_scale(close, 30) * sign(ts_delta(close, 5))
+ts_rank(ts_delta(vwap, 5), 10) - 0.5
+ts_std_dev(close, 10) / ts_mean(close, 20)
+ts_zscore(ts_delta(close, 3), 10) * ts_rank(volume, 5)
+ts_decay_linear(ts_delta(close, 1), 10, dense=false)
+ts_arg_max(high, 20) - ts_arg_min(low, 20)
+ts_mean(close, 5) / ts_mean(close, 60) - 1
+group_zscore(ts_delta(close, 5), sector)]
+ts_rank(ts_product(close, 3), 10) * sign(ts_delta(close, 1))
+ts_covariance(close, volume, 15) / (ts_std_dev(close, 15) * ts_std_dev(volume, 15))
+ts_mean(ts_delta(close, 2), 10) * ts_rank(volume, 20)
+ts_quantile(close, 20, driver="uniform") - 0.5
+ts_delta(close, 1) / ts_delta(vwap, 1) - 1
+group_scale(ts_delta(close, 5), sector)
+ts_rank(ts_delta(ts_mean(close, 3), 1), 10) * sign(ts_delta(volume, 3))