个交易日用yz波动率%衡量的,media2024-06-06_xm6onrcbi6upybo5image13,quotimgstock_intradayvolatilitytrend_,日内yz波动趋势因子%setsysparampn,stockquotsh000001quotsetsysparampn_date,…

买入及卖出成交额比例%与系统,日期相关bk_hsgsmarketetfbuyamountpercentreal,买入及卖出成交额比例%算法指定,买入及卖出成交额比例%setsysparampn,date20220718treturnbk_hsgsmarketetfbuyamountpercent//,…

总风险夏普%绍坦,比率%标准差%,标准差%risk_,@@实数无风险年利率%@@,收益率ov:=backupsystemparameters2setsysparampn_date,:=nday180日期sp_time涨幅,specstocklnzf3sz000002returnrisk_totalt,…

:/baikebaiducomitem%e8%,%a1%e4%,9079155quottarget=quot_blankquot,:/baikebaiducomitem%e8%,%a1%e7%,233854quottarget=quot_blankquot,慢程度与系统证券pn_stock,时间pn_date,…

12个月的净资产收益率%1净资产,rdate的数据netequityreturn_12rdate,12个月的净资产收益率%范例t,12个月的净资产收益率%ov:=,setsysparampn_stock,v:=netequityreturn_1220111231,…

组合-下方标准差%计算小于,关键字计算同函数pf_stdofdown下跌,算法一样pf_semideviationt,endt:=inttodate20110630setsysparampn_stock,setsysparampn_date,:=ndayn日期sp_time涨幅,stockzf3returnpf_semideviationt,…

组合-下跌标准差%计算小于,关键字计算同函数pf_semideviation下方,算法一样pf_stdofdownt,endt:=inttodate20110630setsysparampn_stock,setsysparampn_date,:=ndayn日期sp_time涨幅,stockzf3returnpf_stdofdownt,…

申购份额占基金份额%=申购,基金总份额*100%系统参数,fundmanagerbuysharesofrate_qjrdate2,申购份额占基金份额%范例t,申购份额占基金份额%setsysparampn,stockof450005returnfundmanagerbuysharesofrate_qj20230930,…

赎回份额占基金份额%=赎回,基金总份额*100%系统参数,fundmanagersalesharesofrate_qjrdate2,赎回份额占基金份额%范例t,赎回份额占基金份额%setsysparampn,stockof450005returnfundmanagersalesharesofrate_qj20230930,…

单资金净流入率%stock_,_apt_netinflow,bigorder_ratiorsp,integercutvaluerealrealrsp_cycle@,单资金净流入率%sp_,pn_stocksh601318,_spn_date,sp_spn_cycle,…