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107 lines
3.6 KiB
107 lines
3.6 KiB
[
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{
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"expression": "rank(ts_delta(close, 1) * ts_sum(volume, 5)) - rank(ts_corr(close, volume, 20))",
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"time_consuming": 87.33,
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"status": "success",
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"timestamp": "2025-11-25 15:57:18",
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"alpha_id": "O0EqmJ0b"
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},
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{
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"expression": "group_neutralize(ts_delta(close * volume, 3) / ts_mean(close * volume, 10), sector)",
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"time_consuming": 76.15,
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"status": "success",
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"timestamp": "2025-11-25 15:58:34",
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"alpha_id": "N1vqj8Ne"
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},
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{
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"expression": "rank(ts_corr(high - low, volume, 10)) * sign(ts_delta(close, 5))",
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"time_consuming": 80.84,
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"status": "success",
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"timestamp": "2025-11-25 15:59:55",
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"alpha_id": "1YQ1nkm6"
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},
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{
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"expression": "group_rank(ts_mean(close, 5) / ts_mean(close, 20), sector) - ts_rank(volume / ts_mean(volume, 20), 10)",
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"time_consuming": 118.6,
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"status": "success",
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"timestamp": "2025-11-25 16:03:32",
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"alpha_id": "GrpY3O00"
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},
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{
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"expression": "if_else(close > ts_mean(close, 20), rank(ts_std_dev(close, 10)), reverse(rank(ts_std_dev(close, 10))))",
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"time_consuming": 91.83,
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"status": "success",
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"timestamp": "2025-11-25 16:05:04",
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"alpha_id": "wpMOJvdQ"
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},
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{
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"expression": "ts_corr(rank(high - close), rank(volume), 15) - ts_corr(rank(close - low), rank(volume), 15)",
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"time_consuming": 80.27,
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"status": "success",
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"timestamp": "2025-11-25 16:06:24",
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"alpha_id": "58o3axrN"
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},
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{
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"expression": "group_neutralize(divide(ts_sum(if_else(close > ts_delay(close, 1), volume, 0), 10), ts_sum(volume, 10)), sector)",
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"time_consuming": 80.86,
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"status": "success",
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"timestamp": "2025-11-25 16:07:45",
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"alpha_id": "bl5VoVeN"
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},
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{
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"expression": "ts_rank(divide(vwap - close, ts_std_dev(close, 20)), 10) * ts_rank(ts_corr(close, volume, 10), 20)",
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"time_consuming": 87.14,
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"status": "success",
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"timestamp": "2025-11-25 16:09:42",
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"alpha_id": "Xg5P2bRX"
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},
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{
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"expression": "rank(ts_sum(if_else(high == ts_delay(ts_arg_max(high, 20), 1), volume, 0), 5)) - rank(ts_mean(volume, 20))",
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"time_consuming": 75.01,
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"status": "success",
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"timestamp": "2025-11-25 16:11:05",
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"alpha_id": "A1MYgEgW"
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},
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{
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"expression": "divide(ts_covariance(rank(close), rank(volume), 10), ts_std_dev(close, 10) * ts_std_dev(volume, 10))",
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"time_consuming": 99.76,
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"status": "success",
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"timestamp": "2025-11-25 16:12:44",
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"alpha_id": "E5XYq16R"
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},
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{
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"expression": "group_neutralize(rank(close / ts_delay(close, 1)) - rank(volume / ts_delay(volume, 1)), sector)",
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"time_consuming": 142.49,
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"status": "success",
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"timestamp": "2025-11-25 16:15:07",
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"alpha_id": "xA09enzb"
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},
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{
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"expression": "ts_corr(close - ts_mean(close, 10), volume - ts_mean(volume, 10), 15) * sign(ts_delta(close, 3))",
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"time_consuming": 85.93,
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"status": "success",
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"timestamp": "2025-11-25 16:16:33",
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"alpha_id": "O0EqnJLY"
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},
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{
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"expression": "group_rank(ts_delta(close, 1) * ts_decay_linear(volume, 10), sector)",
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"time_consuming": 116.38,
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"status": "success",
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"timestamp": "2025-11-25 16:18:36",
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"alpha_id": "mLMJqvaK"
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},
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{
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"expression": "ts_zscore(divide(ts_sum(if_else(close > open, volume, 0), 10), ts_sum(if_else(close < open, volume, 0), 10)), 20)",
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"time_consuming": 92.52,
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"status": "success",
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"timestamp": "2025-11-25 16:20:14",
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"alpha_id": "78E0JgX8"
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},
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{
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"expression": "group_neutralize(rank(ts_std_dev(close, 20)) * rank(ts_delta(volume, 3)) * sign(ts_corr(close, volume, 10)), sector)",
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"time_consuming": 86.69,
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"status": "success",
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"timestamp": "2025-11-25 16:21:40",
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"alpha_id": "KPjqkbaN"
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}
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] |