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toor
2025-11-13 22:18:50 +08:00
parent 2bccfa5087
commit f70480c4bc
4 changed files with 0 additions and 116 deletions
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wqb-simulate/result/simulation_results-1763024938.json
-10
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[
{
"expression": "ts_Mean(ts_mean(close - delay(close,1),5) / atr(15), 30)",
"time_consuming": 6.7,
"formatted_time": "6.70秒",
"alpha_id": "/",
"status": "error",
"description": "Attempted to use inaccessible or unknown operator \"delay\""
}
]
wqb-simulate/result/simulation_results-1763042291.json
-24
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@@ -1,24 +0,0 @@
{
"simulation_info": {
"total_count": 1,
"success_count": 0,
"failed_count": 1,
"completion_time": "2025-11-13 21:58:11",
"total_time_seconds": 10.505059003829956
},
"results": [
{
"expression": "ts_mean(ts_mean(close - delay(close,1),5) / atr(15), 30)",
"time_consuming_seconds": 10.505059003829956,
"formatted_time": "10.51秒",
"alpha_id": "/",
"status": "failed",
"description": "'alpha'",
"simulation_timestamp": "2025-11-13 21:58:11",
"performance_metrics": {},
"risk_metrics": {},
"quantile_metrics": {},
"other_metrics": {}
}
]
}
wqb-simulate/result/simulation_results-1763042641.json
-41
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@@ -1,41 +0,0 @@
[
{
"expression": "rank(ts_sum(vec_avg(nws12_afterhsz_sl), 60)) * 0.7 + rank(-ts_delta(close, 2)) * 0.3",
"time_consuming": 75.8,
"formatted_time": "1分15.80秒",
"alpha_id": "WjqvZQLO",
"status": "success",
"description": "/",
"simulation_timestamp": "2025-11-13 22:04:01",
"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
}
}
]
wqb-simulate/result/simulation_results-1763042892.json
-41
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@@ -1,41 +0,0 @@
[
{
"expression": "rank(ts_sum(vec_avg(nws12_afterhsz_sl), 60)) * 0.7 + rank(-ts_delta(close, 2)) * 0.3",
"time_consuming": 78.3,
"formatted_time": "1分18.30秒",
"alpha_id": "WjqvZQLO",
"status": "success",
"description": "/",
"simulation_timestamp": "2025-11-13 22:08:12",
"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
}
}
]