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.
79 lines
2.2 KiB
79 lines
2.2 KiB
[
|
|
{
|
|
"expression": "group_rank(ts_mean(close, 5) / ts_mean(close, 20), sector)",
|
|
"time_consuming": 93.45,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:07:53",
|
|
"alpha_id": "MPolAmaM"
|
|
},
|
|
{
|
|
"expression": "ts_mean(high - low, 10) / ts_mean(close, 10)",
|
|
"time_consuming": 80.68,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:09:20",
|
|
"alpha_id": "pwAJgVx6"
|
|
},
|
|
{
|
|
"expression": "ts_mean(close / vwap, 5) - ts_mean(close / vwap, 20)",
|
|
"time_consuming": 84.65,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:11:11",
|
|
"alpha_id": "A1MJdQxe"
|
|
},
|
|
{
|
|
"expression": "ts_mean(close, 3) - ts_mean(close, 10)",
|
|
"time_consuming": 85.02,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:13:01",
|
|
"alpha_id": "ZYewLv70"
|
|
},
|
|
{
|
|
"expression": "ts_mean(volume / ts_mean(volume, 20), 5)",
|
|
"time_consuming": 108.98,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:15:03",
|
|
"alpha_id": "O0Pm5YvR"
|
|
},
|
|
{
|
|
"expression": "ts_corr(close, volume, 5) * ts_mean(close, 3)",
|
|
"time_consuming": 112.42,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:16:55",
|
|
"alpha_id": "akq2JdN6"
|
|
},
|
|
{
|
|
"expression": "ts_mean(high - close, 5) / ts_mean(close - low, 5)",
|
|
"time_consuming": 113.83,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:18:56",
|
|
"alpha_id": "rKv6kNkJ"
|
|
},
|
|
{
|
|
"expression": "ts_mean(close / ts_mean(close, 20), 3) - 1",
|
|
"time_consuming": 132.39,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:21:08",
|
|
"alpha_id": "78Eqg7JZ"
|
|
},
|
|
{
|
|
"expression": "group_zscore(ts_mean(volume, 10), sector) * ts_zscore(close, 5)",
|
|
"time_consuming": 105.74,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:22:54",
|
|
"alpha_id": "Wj6wKX1o"
|
|
},
|
|
{
|
|
"expression": "ts_mean(close > ts_mean(close, 5), 3) - ts_mean(close < ts_mean(close, 5), 3)",
|
|
"time_consuming": 85.48,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:24:26",
|
|
"alpha_id": "88dkgp2q"
|
|
},
|
|
{
|
|
"expression": "ts_mean(vwap / close, 10) - ts_mean(vwap / close, 30)",
|
|
"time_consuming": 88.46,
|
|
"status": "success",
|
|
"timestamp": "2025-11-25 10:25:54",
|
|
"alpha_id": "KPjYx5Jl"
|
|
}
|
|
] |