21模型简介famafrench_regress_,stringindexidstringendtdatecyclestringregn,截止日日期类型@@cycle@@,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,sh000300quotendt:=20221231tcycle:=cy,…

通参考结算汇率stock_rsexchangeratebkid,begttdatetimeendttdatetimecycleintegerarray,日期截止日期@@cycle@@,td日线tdtdcy_daytd,周线tdtdcy_weektd,月线tdtdcy_monthtd,…

通每日成交汇总stock_hsgtradesummarybkid,begttdatetimeendttdatetimecycleintegerarray,日期截止日期@@cycle@@,td日线tdtdcy_daytd,周线tdtdcy_weektd,月线tdtdcy_monthtd,…

周期收益率%与参数cycle设置相关,_factorret_marketcyclebegt,datemodeltypeintegerweighttypeintegercyclestringifqkinfo,tbodytablehtm@@cycle@@,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,…

过程详见函数代码tsfl_tsbacktesting_,stocksstringbegtendtdatetimecyclestringmaxn,@@截止日@@cycle@@,:=20251001tendt:=20251031tcycle:=cy,:=03returntsfl_tsbacktesting_,…

指数走势之间的关系tsfl_indexvaluepctseriesindexid,begttdatetimeendttdatetimecycleintegern,@日期截止日@@cycle@@,td日tdtdcy_daytd,td周tdtdcy_weektd,td月tdtdcy_monthtd,…

策略评价框架tstradingevaluationte_extremesummarysubtotals,cyclecyclearraysubtotals,收益率%real@@cycle@@,…

基金calmar与系统股票pn_stock,时间pn_date,datetimeendtdatetimedataselectintegercyclestringreal,tbodytablehtm@@cycle@@,净值数据的calmarsetsysparampn_stock,fundcalmarratio20160101t20180903t0cy_day//,…

边际风险与系统股票pn_stock,时间pn_date,datetimeendtdatetimedataselectintegercyclestringreal,tbodytablehtm@@cycle@@,…

rachev比率与系统股票pn_stock,时间pn_date,datetimerfrealdataselectintegercyclestringreal,tbodytablehtm@@cycle@@,数据的rachev比率setsysparampn_stock,20160101t20180903t30cy_day//,…