累计委托金额rd_submit_,委托金额范例tcodesp_s,_stockquotsz000001quotsp_s,_date20231030110000tsp_s,_cyclecy_detailbstype,n:=5returnrd_submit_,…

相对买卖价差rd_submit_,买卖价差范例tcodesp_s,_stockquotsz000001quotsp_s,_date20231030110000tsp_s,_cyclecy_detailreturn,_submit_baspreadlv1_,…

相对有效价差rd_submit_,有效价差范例tcodesp_s,_stockquotsz000001quotsp_s,_date20231030110000tsp_s,_cyclecy_detailoption,1returnrd_submit_,…

s=vstock_rd_,_vrsp_cycletexpression,integercutvaluerealrealrsp_cycle@,线计算聪明钱因子sp_s,_stocksh601318sp_s,_date20200519tsp_s,_cyclecy_dayreturn,…

组合-夏普比率pf_sharpratiot,:=00025setsysparampn_stocksw801020,pn_dateendt,t:=ndayn日期sp_time,%stockzf3returnpf_sharpratiot,…

组合-betapf_betat1,:=inttodate20110630setsysparampn_dateendt,t:=ndayn日期sp_time,specstockzf3indexidreturnpf_betat,…

组合-跟踪误差pf_trackingerrort1,:=inttodate20110630setsysparampn_dateendt,t:=ndayn日期sp_time,specstockzf3indexidreturnpf_trackingerrort,…

组合-信息比率pf_informationratiot1,:=inttodate20110630setsysparampn_dateendt,t:=ndayn日期sp_time,specstockzf3indexidreturnpf_informationratiot,…

委买率%rd_submit_,率%范例tcodesp_s,_stockquotsz000001quotsp_s,_date20231030110000tsp_s,_cyclecy_detailn,option:=0returnrd_submit_,…

均价偏差stock_rd_,rsp_cycletexpression,integerrealrsp_cycle@,分钟线计算均价偏差sp_s,_stocksh000001sp_s,_date20201208tsp_s,_cyclecy_dayreturn,…