You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
128 lines
3.4 KiB
128 lines
3.4 KiB
[
|
|
{
|
|
"expression": "ts_zscore(ts_delta(close, 5), 20)",
|
|
"time_consuming": 73.51,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:39:42",
|
|
"alpha_id": "Xg5wO37z"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_corr(volume, close, 10), 20)",
|
|
"time_consuming": 75.78,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:40:58",
|
|
"alpha_id": "N1vWGv87"
|
|
},
|
|
{
|
|
"expression": "group_neutralize(ts_av_diff(close, 10), sector)",
|
|
"time_consuming": 158.19,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:43:36",
|
|
"alpha_id": "E5X0Ml3P"
|
|
},
|
|
{
|
|
"expression": "ts_scale(ts_std_dev(close, 15), 30)",
|
|
"time_consuming": 89.16,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:45:05",
|
|
"alpha_id": "YPGwOJ6l"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_decay_linear(volume, 5), 20)",
|
|
"time_consuming": 82.35,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:46:27",
|
|
"alpha_id": "N1vWlX2q"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_delta(vwap, 3), 10)",
|
|
"time_consuming": 117.88,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:48:25",
|
|
"alpha_id": "88dkx6xq"
|
|
},
|
|
{
|
|
"expression": "group_zscore(ts_delta(high, 5), sector)",
|
|
"time_consuming": 124.91,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:50:30",
|
|
"alpha_id": "gJEqVewK"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_mean(volume, 10) / ts_mean(volume, 30), 20)",
|
|
"time_consuming": 116.42,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:52:27",
|
|
"alpha_id": "Xg5wA09X"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_delta(close, 1) / ts_delay(close, 1), 10)",
|
|
"time_consuming": 81.99,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:53:49",
|
|
"alpha_id": "A1MJXKYW"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_mean(ts_delta(close, 1), 5), 20)",
|
|
"time_consuming": 87.52,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:55:16",
|
|
"alpha_id": "N1vWEnxq"
|
|
},
|
|
{
|
|
"expression": "group_neutralize(ts_zscore(ts_delta(high - low, 5), 15), country)",
|
|
"time_consuming": 76.08,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:56:32",
|
|
"alpha_id": "QPLrR35g"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_corr(close, volume, 5), 10)",
|
|
"time_consuming": 81.12,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 13:57:53",
|
|
"alpha_id": "xA0w7G7g"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_mean(ts_delta(close, 1), 20) / ts_std_dev(close, 20), 30)",
|
|
"time_consuming": 77.73,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 14:00:39",
|
|
"alpha_id": "RRnZOLEe"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_arg_max(high, 10), 20)",
|
|
"time_consuming": 77.26,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 14:01:56",
|
|
"alpha_id": "O0EwLnrd"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_av_diff(vwap, 5), 10)",
|
|
"time_consuming": 77.54,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 14:03:14",
|
|
"alpha_id": "YPGwVbM6"
|
|
},
|
|
{
|
|
"expression": "group_scale(ts_delta(close, 5), sector)",
|
|
"time_consuming": 137.56,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 14:05:32",
|
|
"alpha_id": "KPjYoo68"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_delta(ts_mean(close, 3), 5), 10)",
|
|
"time_consuming": 80.65,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 14:06:52",
|
|
"alpha_id": "1YQVMQzW"
|
|
},
|
|
{
|
|
"expression": "ts_rank(ts_quantile(ts_delta(close, 1), 10), 20)",
|
|
"time_consuming": 73.94,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 14:08:06",
|
|
"alpha_id": "npMkEzgw"
|
|
}
|
|
] |