This commit is contained in:
jack
2025-11-25 16:31:39 +08:00
parent 41ef816a81
commit d3777d856e
26 changed files with 1578 additions and 35 deletions
@@ -0,0 +1,100 @@
[
{
"expression": "group_rank(ts_rank(close, 10)) - group_rank(ts_rank(volume, 10))",
"time_consuming": 6.76,
"status": "error",
"timestamp": "2025-11-25 09:51:58",
"message": "Invalid number of inputs : 1, should be exactly 2 input(s)"
},
{
"expression": "group_std(ts_returns(close, 1), 5) * -1",
"time_consuming": 6.79,
"status": "error",
"timestamp": "2025-11-25 09:53:27",
"message": "Attempted to use inaccessible or unknown operator \"group_std\""
},
{
"expression": "group_neutralize(ts_scale(close - vwap), sector)",
"time_consuming": 6.54,
"status": "error",
"timestamp": "2025-11-25 09:54:53",
"message": "Required attribute \"lookback\" must have a value"
},
{
"expression": "ts_regression(volume, close, 10, 2)",
"time_consuming": 6.56,
"status": "error",
"timestamp": "2025-11-25 09:55:00",
"message": "Invalid number of inputs : 3, should be exactly 2 input(s)"
},
{
"expression": "ts_max(ts_delta(vwap, 3), 5) - ts_min(ts_delta(vwap, 3), 5)",
"time_consuming": 6.54,
"status": "error",
"timestamp": "2025-11-25 09:55:06",
"message": "Attempted to use inaccessible or unknown operator \"ts_max\""
},
{
"expression": "group_rank(ts_returns(close, 1)) * group_rank(market_cap)",
"time_consuming": 12.66,
"status": "error",
"timestamp": "2025-11-25 09:55:19",
"message": "Attempted to use inaccessible or unknown operator \"ts_returns\""
},
{
"expression": "ts_sum(close - open, 5) / ts_std(close - open, 5)",
"time_consuming": 6.66,
"status": "error",
"timestamp": "2025-11-25 09:55:25",
"message": "Attempted to use inaccessible or unknown operator \"ts_std\""
},
{
"expression": "group_rank(ts_rank(volume, 5)) * group_rank(ts_rank(close, 5))",
"time_consuming": 6.58,
"status": "error",
"timestamp": "2025-11-25 09:55:32",
"message": "Invalid number of inputs : 1, should be exactly 2 input(s)"
},
{
"expression": "ts_corr(group_rank(close), group_rank(volume), 10)",
"time_consuming": 6.52,
"status": "error",
"timestamp": "2025-11-25 09:55:39",
"message": "Invalid number of inputs : 1, should be exactly 2 input(s)"
},
{
"expression": "group_std(ts_returns(vwap, 1), 10) * -ts_returns(close, 1)",
"time_consuming": 6.48,
"status": "error",
"timestamp": "2025-11-25 09:57:10",
"message": "Attempted to use inaccessible or unknown operator \"group_std\""
},
{
"expression": "ts_scale(ts_sum(volume * close, 10)) - ts_scale(ts_sum(volume, 10))",
"time_consuming": 6.51,
"status": "error",
"timestamp": "2025-11-25 09:57:16",
"message": "Required attribute \"lookback\" must have a value"
},
{
"expression": "ts_regression(close, volume, 15, 1) * group_rank(market_cap)",
"time_consuming": 6.53,
"status": "error",
"timestamp": "2025-11-25 09:58:47",
"message": "Invalid number of inputs : 3, should be exactly 2 input(s)"
},
{
"expression": "ts_delta(ts_mean(close, 10), 5) / ts_std(close, 10)",
"time_consuming": 6.54,
"status": "error",
"timestamp": "2025-11-25 09:58:54",
"message": "Attempted to use inaccessible or unknown operator \"ts_std\""
},
{
"expression": "group_rank(ts_returns(close, 5)) - group_rank(ts_returns(volume, 5))",
"time_consuming": 0.53,
"status": "error",
"timestamp": "2025-11-25 09:58:54",
"message": "Attempted to use inaccessible or unknown operator \"ts_returns\""
}
]
@@ -0,0 +1,65 @@
[
{
"expression": "ts_zscore(close, 20) / ts_std(close, 20)",
"time_consuming": 6.54,
"status": "error",
"timestamp": "2025-11-25 10:06:20",
"message": "Attempted to use inaccessible or unknown operator \"ts_std\""
},
{
"expression": "ts_corr(volume, close, 10) * ts_std(close, 5)",
"time_consuming": 6.5,
"status": "error",
"timestamp": "2025-11-25 10:08:00",
"message": "Attempted to use inaccessible or unknown operator \"ts_std\""
},
{
"expression": "group_zscore(ts_max(high, 20) - close, market_cap)",
"time_consuming": 25.63,
"status": "error",
"timestamp": "2025-11-25 10:09:46",
"message": "Attempted to use inaccessible or unknown operator \"ts_max\""
},
{
"expression": "ts_min(low, 5) / ts_max(high, 5) - 1",
"time_consuming": 6.57,
"status": "error",
"timestamp": "2025-11-25 10:11:17",
"message": "Attempted to use inaccessible or unknown operator \"ts_min\""
},
{
"expression": "group_rank(ts_std(close, 10), sector) * ts_mean(volume, 5)",
"time_consuming": 18.7,
"status": "error",
"timestamp": "2025-11-25 10:11:36",
"message": "Attempted to use inaccessible or unknown operator \"ts_std\""
},
{
"expression": "ts_slope(close, 15) * ts_std(volume, 5)",
"time_consuming": 6.51,
"status": "error",
"timestamp": "2025-11-25 10:13:07",
"message": "Attempted to use inaccessible or unknown operator \"ts_slope\""
},
{
"expression": "group_zscore(ts_max(high, 10) - ts_min(low, 10), country)",
"time_consuming": 6.51,
"status": "error",
"timestamp": "2025-11-25 10:13:14",
"message": "Attempted to use inaccessible or unknown operator \"ts_max\""
},
{
"expression": "group_rank(ts_zscore(close, 10), market_cap)",
"time_consuming": 6.67,
"status": "error",
"timestamp": "2025-11-25 10:17:02",
"message": "Attempted to use unknown variable \"market_cap\""
},
{
"expression": "ts_max(high, 10) / ts_min(low, 10) - 1",
"time_consuming": 6.68,
"status": "error",
"timestamp": "2025-11-25 10:23:01",
"message": "Attempted to use inaccessible or unknown operator \"ts_max\""
}
]
@@ -0,0 +1,51 @@
[
{
"expression": "-ts_argmax(high, 20) * ts_rank(close, 10)",
"time_consuming": 6.49,
"status": "error",
"timestamp": "2025-11-25 10:36:11",
"message": "Attempted to use inaccessible or unknown operator \"ts_argmax\""
},
{
"expression": "ts_mean((close - open) / (high - low + 1e-6), 10)",
"time_consuming": 2.37,
"status": "error",
"timestamp": "2025-11-25 10:36:13",
"message": "Unexpected character 'e' near \"- low + 1e-6), 10)\""
},
{
"expression": "-ts_zscore(ts_mean(volume, 20), country)",
"time_consuming": 6.55,
"status": "error",
"timestamp": "2025-11-25 10:40:41",
"message": "Got invalid value for attribute \"lookback\", must be constant or string"
},
{
"expression": "(close - ts_min(low, 10)) / (ts_max(high, 10) - ts_min(low, 10) + 1e-6)",
"time_consuming": 6.49,
"status": "error",
"timestamp": "2025-11-25 10:40:48",
"message": "Unexpected character 'e' near \"w, 10) + 1e-6)\""
},
{
"expression": "group_rank(ts_corr(close, ts_delay(close, 5), 60), sector)",
"time_consuming": 66.39,
"status": "error",
"message": "The read operation timed out",
"timestamp": "2025-11-25 10:43:13"
},
{
"expression": "-ts_product(ts_rank(close, 10), ts_rank(volume, 10))",
"time_consuming": 7.27,
"status": "error",
"timestamp": "2025-11-25 10:43:20",
"message": "Got invalid value for attribute \"lookback\", must be constant or string"
},
{
"expression": "group_zscore(ts_argmin(low, 20), sector) * -1",
"time_consuming": 6.86,
"status": "error",
"timestamp": "2025-11-25 10:46:54",
"message": "Attempted to use inaccessible or unknown operator \"ts_argmin\""
}
]
@@ -0,0 +1,16 @@
[
{
"expression": "ts_rank(ts_backfill(volume, 5, 1), 15)",
"time_consuming": 88.18,
"status": "error",
"timestamp": "2025-11-25 13:59:21",
"message": "Invalid number of inputs : 2, should be exactly 1 input(s)"
},
{
"expression": "ts_rank(ts_delta(ts_mean(close, 5), 10), 20)",
"time_consuming": 11.3,
"status": "error",
"message": "The read operation timed out",
"timestamp": "2025-11-25 14:08:17"
}
]
@@ -0,0 +1,9 @@
[
{
"expression": "group_zscore(ts_delta(close, 5), sector)]",
"time_consuming": 6.88,
"status": "error",
"timestamp": "2025-11-25 15:05:03",
"message": "Unexpected character ']' near \"), sector)]\""
}
]
@@ -0,0 +1,9 @@
[
{
"expression": "reverse(divide(ts_covariance(ts_rank(close,10),ts_rank(volume,20),20),add(ts_std_dev(volume,20),1e-5)))",
"time_consuming": 6.7,
"status": "error",
"timestamp": "2025-11-25 15:24:00",
"message": "Unexpected character 'e' near \"lume,20),1e-5)))\""
}
]
@@ -0,0 +1,37 @@
[
{
"expression": "ts_rank(divide(close - vwap, ts_std_dev(close, 20)), 10) - ts_rank(volume, 10)",
"time_consuming": 98.86,
"status": "error",
"message": "The read operation timed out",
"timestamp": "2025-11-25 16:01:34"
},
{
"expression": "rank(ts_delta(log(volume), 3)) * rank(divide(close - open, open))",
"time_consuming": 29.52,
"status": "error",
"message": "The read operation timed out",
"timestamp": "2025-11-25 16:08:15"
},
{
"expression": "group_zscore(ts_regression(close, ts_mean(close, 10), 20, 0, 0), sector) - rank(ts_std_dev(volume, 10))",
"time_consuming": 7.69,
"status": "error",
"timestamp": "2025-11-25 16:09:50",
"message": "Got invalid value \"0\" for attribute \"lookback\", should be a positive integer"
},
{
"expression": "rank(divide(close - ts_min(low, 20), ts_max(high, 20) - ts_min(low, 20))) - ts_rank(volume, 10)",
"time_consuming": 6.82,
"status": "error",
"timestamp": "2025-11-25 16:16:40",
"message": "Attempted to use inaccessible or unknown operator \"ts_min\""
},
{
"expression": "if_else(close > vwap, rank(ts_corr(high, volume, 5)), reverse(rank(ts_corr(low, volume, 5))))",
"time_consuming": 5.0,
"status": "error",
"message": "The read operation timed out",
"timestamp": "2025-11-25 16:18:41"
}
]