量价因子 | 参数数量 |
sigmoid | 1 |
sqrt | 1 |
log | 1 |
inverse | 1 |
exp | 1 |
square | 1 |
cube | 1 |
cbrt | 1 |
compare | 2 |
roll_sum_5 | 1 |
roll_mul_5 | 1 |
delta_5 | 1 |
pct_change_5 | 1 |
delay_5 | 1 |
roll_sma_5 | 1 |
roll_std_5 | 1 |
ewma_5 | 1 |
ewsd_5 | 1 |
roll_min_5 | 1 |
roll_max_5 | 1 |
roll_corr_5 | 2 |
roll_rank_5 | 1 |
roll_minmaxscale_5 | 1 |
roll_standardize_5 | 1 |
roll_convex_mapping_5 | 1 |
roll_ols_beta_5 | 2 |
roll_ols_resid_5 | 2 |
roll_argmin_5 | 1 |
roll_argmax_5 | 1 |
roll_argmaxmin_5 | 1 |
roll_sum_10 | 1 |
roll_mul_10 | 1 |
delta_10 | 1 |
pct_change_10 | 1 |
delay_10 | 1 |
roll_sma_10 | 1 |
roll_std_10 | 1 |
ewma_10 | 1 |
ewsd_10 | 1 |
roll_min_10 | 1 |
roll_max_10 | 1 |
roll_corr_10 | 2 |
roll_rank_10 | 1 |
roll_minmaxscale_10 | 1 |
roll_standardize_10 | 1 |
roll_convex_mapping_10 | 1 |
roll_ols_beta_10 | 2 |
roll_ols_resid_10 | 2 |
roll_argmin_10 | 1 |
roll_argmax_10 | 1 |
roll_argmaxmin_10 | 1 |
roll_sum_20 | 1 |
roll_mul_20 | 1 |
delta_20 | 1 |
pct_change_20 | 1 |
delay_20 | 1 |
roll_sma_20 | 1 |
roll_std_20 | 1 |
ewma_20 | 1 |
ewsd_20 | 1 |
roll_min_20 | 1 |
roll_max_20 | 1 |
roll_corr_20 | 2 |
roll_rank_20 | 1 |
roll_minmaxscale_20 | 1 |
roll_standardize_20 | 1 |
roll_convex_mapping_20 | 1 |
roll_ols_beta_20 | 2 |
roll_ols_resid_20 | 2 |
roll_argmin_20 | 1 |
roll_argmax_20 | 1 |
roll_argmaxmin_20 | 1 |
roll_sum_60 | 1 |
roll_mul_60 | 1 |
delta_60 | 1 |
pct_change_60 | 1 |
delay_60 | 1 |
roll_sma_60 | 1 |
roll_std_60 | 1 |
ewma_60 | 1 |
ewsd_60 | 1 |
roll_min_60 | 1 |
roll_max_60 | 1 |
roll_corr_60 | 2 |
roll_rank_60 | 1 |
roll_minmaxscale_60 | 1 |
roll_standardize_60 | 1 |
roll_convex_mapping_60 | 1 |
roll_ols_beta_60 | 2 |
roll_ols_resid_60 | 2 |
roll_argmin_60 | 1 |
roll_argmax_60 | 1 |
roll_argmaxmin_60 | 1 |
roll_sum_120 | 1 |
roll_mul_120 | 1 |
delta_120 | 1 |
pct_change_120 | 1 |
delay_120 | 1 |
roll_sma_120 | 1 |
roll_std_120 | 1 |
ewma_120 | 1 |
ewsd_120 | 1 |
roll_min_120 | 1 |
roll_max_120 | 1 |
roll_corr_120 | 2 |
roll_rank_120 | 1 |
roll_minmaxscale_120 | 1 |
roll_standardize_120 | 1 |
roll_convex_mapping_120 | 1 |
roll_ols_beta_120 | 2 |
roll_ols_resid_120 | 2 |
roll_argmin_120 | 1 |
roll_argmax_120 | 1 |
roll_argmaxmin_120 | 1 |
np.add | 2 |
np.subtract | 2 |
np.multiply | 2 |
np.negative | 2 |
np.abs | 2 |
np.maximum | 2 |
np.minimum | 2 |
np.sin | 2 |
np.cos | 2 |
np.tan | 2 |
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