cnhkmcp 2.1.2__py3-none-any.whl → 2.1.4__py3-none-any.whl

cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/knowledge/009_SuperAlpha_Operators_documentation.json

@@ -0,0 +1,890 @@
+{
+  "id": "appendix-operators",
+  "title": "SuperAlpha Operators",
+  "lastModified": "2025-06-02T05:35:57.073800-04:00",
+  "content": [
+    {
+      "type": "TEXT",
+      "value": "<p></p><hr/><p></p>",
+      "id": "4d754715-8506-4249-9615-9d0b63fdefb4"
+    },
+    {
+      "type": "HEADING",
+      "value": {
+        "level": "1",
+        "content": "List of operators"
+      },
+      "id": "8e817b7c-f13a-4fe7-8a54-457979e3033b"
+    },
+    {
+      "type": "TEXT",
+      "value": "<p>SuperAlpha selection and combo expressions use most of the same operators as Alpha expressions. Here is a complete list of supported operators.</p>",
+      "id": "c09706c5-d9f7-4f72-9365-e97fbe0cde2e"
+    },
+    {
+      "type": "TABLE",
+      "value": {
+        "data": [
+          [
+            "Operator",
+            "Selection",
+            "Combo"
+          ],
+          [
+            "abs",
+            " x",
+            " x"
+          ],
+          [
+            "add",
+            " x",
+            " x"
+          ],
+          [
+            "and",
+            " x",
+            " x"
+          ],
+          [
+            "arc_cos",
+            " x",
+            " x"
+          ],
+          [
+            "arc_sin",
+            " x",
+            " x"
+          ],
+          [
+            "arc_tan",
+            " x",
+            " x"
+          ],
+          [
+            "bucket",
+            " -",
+            " x"
+          ],
+          [
+            "ceiling",
+            " x",
+            " x"
+          ],
+          [
+            "clamp",
+            " x",
+            " x"
+          ],
+          [
+            "combo_weight",
+            " -",
+            " x"
+          ],
+          [
+            "convert",
+            " -",
+            " x"
+          ],
+          [
+            "count",
+            " -",
+            " x"
+          ],
+          [
+            "days_from_last_change",
+            " -",
+            " x"
+          ],
+          [
+            "densify",
+            " -",
+            " x"
+          ],
+          [
+            "divide",
+            " x",
+            " x"
+          ],
+          [
+            "equal",
+            " x",
+            " x"
+          ],
+          [
+            "exp",
+            " x",
+            " x"
+          ],
+          [
+            "filter",
+            " -",
+            " x"
+          ],
+          [
+            "floor",
+            " x",
+            " x"
+          ],
+          [
+            "frac",
+            " x",
+            " x"
+          ],
+          [
+            "generate_stats",
+            " -",
+            " x"
+          ],
+          [
+            "greater",
+            " x",
+            " x"
+          ],
+          [
+            "group_backfill",
+            " -",
+            " x"
+          ],
+          [
+            "group_count",
+            " -",
+            " x"
+          ],
+          [
+            "group_extra",
+            " -",
+            " x"
+          ],
+          [
+            "group_max",
+            " -",
+            " x"
+          ],
+          [
+            "group_mean",
+            " -",
+            " x"
+          ],
+          [
+            "group_median",
+            " -",
+            " x"
+          ],
+          [
+            "group_min",
+            " -",
+            " x"
+          ],
+          [
+            "group_neutralize",
+            " -",
+            " x"
+          ],
+          [
+            "group_normalize",
+            " -",
+            " x"
+          ],
+          [
+            "group_percentage",
+            " -",
+            " x"
+          ],
+          [
+            "group_rank",
+            " -",
+            " x"
+          ],
+          [
+            "group_scale",
+            " -",
+            " x"
+          ],
+          [
+            "group_std_dev",
+            " -",
+            " x"
+          ],
+          [
+            "group_sum",
+            " -",
+            " x"
+          ],
+          [
+            "group_vector_neut",
+            " -",
+            " x"
+          ],
+          [
+            "group_vector_proj",
+            " -",
+            " x"
+          ],
+          [
+            "group_zscore",
+            " -",
+            " x"
+          ],
+          [
+            "hump",
+            " -",
+            " x"
+          ],
+          [
+            "hump_decay",
+            " -",
+            " x"
+          ],
+          [
+            "if_else",
+            " x",
+            " x"
+          ],
+          [
+            "inst_pnl",
+            " -",
+            " x"
+          ],
+          [
+            "inst_tvr",
+            " -",
+            " x"
+          ],
+          [
+            "inverse",
+            " x",
+            " x"
+          ],
+          [
+            "is_finite",
+            " x",
+            " x"
+          ],
+          [
+            "is_nan",
+            " x",
+            " x"
+          ],
+          [
+            "is_not_finite",
+            " x",
+            " x"
+          ],
+          [
+            "is_not_nan",
+            " x",
+            " x"
+          ],
+          [
+            "jump_decay",
+            " -",
+            " x"
+          ],
+          [
+            "keep",
+            " -",
+            " x"
+          ],
+          [
+            "kth_element",
+            " -",
+            " x"
+          ],
+          [
+            "last_diff_value",
+            " -",
+            " x"
+          ],
+          [
+            "left_tail",
+            " -",
+            " x"
+          ],
+          [
+            "less",
+            " x",
+            " x"
+          ],
+          [
+            "log",
+            " x",
+            " x"
+          ],
+          [
+            "log_diff",
+            " -",
+            " x"
+          ],
+          [
+            "max",
+            " x",
+            " x"
+          ],
+          [
+            "min",
+            " x",
+            " x"
+          ],
+          [
+            "multiply",
+            " x",
+            " x"
+          ],
+          [
+            "nan_mask",
+            " x",
+            " x"
+          ],
+          [
+            "nan_out",
+            " x",
+            " x"
+          ],
+          [
+            "negate",
+            " x",
+            " x"
+          ],
+          [
+            "normalize",
+            " -",
+            " x"
+          ],
+          [
+            "not",
+            " x",
+            " x"
+          ],
+          [
+            "one_side",
+            " -",
+            " x"
+          ],
+          [
+            "or",
+            " x",
+            " x"
+          ],
+          [
+            "pasteurize",
+            " -",
+            " x"
+          ],
+          [
+            "position_safeguard",
+            " -",
+            " x"
+          ],
+          [
+            "power",
+            " x",
+            " x"
+          ],
+          [
+            "purify",
+            " x",
+            " x"
+          ],
+          [
+            "quantile",
+            " -",
+            " x"
+          ],
+          [
+            "rank",
+            " -",
+            " x"
+          ],
+          [
+            "rank_by_side",
+            " -",
+            " x"
+          ],
+          [
+            "rank_gmean_amean_diff",
+            " -",
+            " x"
+          ],
+          [
+            "reduce_avg, reduce_choose, reduce_count, reduce_ir, reduce_kurtosis, reduce_max, reduce_min, reduce_norm, reduce_percentage, reduce_powersum, reduce_range, reduce_skewness, reduce_stddev, reduce_sum",
+            " -",
+            " x"
+          ],
+          [
+            "regression_neut",
+            " -",
+            " x"
+          ],
+          [
+            "regression_proj",
+            " -",
+            " x"
+          ],
+          [
+            "replace",
+            " -",
+            " x"
+          ],
+          [
+            "reverse",
+            " x",
+            " x"
+          ],
+          [
+            "right_tail",
+            " -",
+            " x"
+          ],
+          [
+            "round",
+            " x",
+            " x"
+          ],
+          [
+            "round_down",
+            " -",
+            " x"
+          ],
+          [
+            "s_log_1p",
+            " x",
+            " x"
+          ],
+          [
+            "scale",
+            " -",
+            " x"
+          ],
+          [
+            "scale_down",
+            " -",
+            " x"
+          ],
+          [
+            "self_corr",
+            " -",
+            " x"
+          ],
+          [
+            "sigmoid",
+            " x",
+            " x"
+          ],
+          [
+            "sign",
+            " x",
+            " x"
+          ],
+          [
+            "signed_power",
+            " x",
+            " x"
+          ],
+          [
+            "sqrt",
+            " x",
+            " x"
+          ],
+          [
+            "subtract",
+            " x",
+            " x"
+          ],
+          [
+            "tail",
+            " -",
+            " x"
+          ],
+          [
+            "tanh",
+            " x",
+            " x"
+          ],
+          [
+            "to_nan",
+            " x",
+            " x"
+          ],
+          [
+            "trade_when",
+            " -",
+            " x"
+          ],
+          [
+            "truncate",
+            " -",
+            " x"
+          ],
+          [
+            "ts_arg_max",
+            " -",
+            " x"
+          ],
+          [
+            "ts_arg_min",
+            " -",
+            " x"
+          ],
+          [
+            "ts_av_diff",
+            " -",
+            " x"
+          ],
+          [
+            "ts_backfill",
+            " -",
+            " x"
+          ],
+          [
+            "ts_co_kurtosis",
+            " -",
+            " x"
+          ],
+          [
+            "ts_co_skewness",
+            " -",
+            " x"
+          ],
+          [
+            "ts_corr",
+            " -",
+            " x"
+          ],
+          [
+            "ts_count_nans",
+            " -",
+            " x"
+          ],
+          [
+            "ts_covariance",
+            " -",
+            " x"
+          ],
+          [
+            "ts_decay_exp_window",
+            " -",
+            " x"
+          ],
+          [
+            "ts_decay_linear",
+            " -",
+            " x"
+          ],
+          [
+            "ts_delay",
+            " -",
+            " x"
+          ],
+          [
+            "ts_delta",
+            " -",
+            " x"
+          ],
+          [
+            "ts_entropy",
+            " -",
+            " x"
+          ],
+          [
+            "ts_ir",
+            " -",
+            " x"
+          ],
+          [
+            "ts_kurtosis",
+            " -",
+            " x"
+          ],
+          [
+            "ts_max",
+            " -",
+            " x"
+          ],
+          [
+            "ts_max_diff",
+            " -",
+            " x"
+          ],
+          [
+            "ts_mean",
+            " -",
+            " x"
+          ],
+          [
+            "ts_median",
+            " -",
+            " x"
+          ],
+          [
+            "ts_min",
+            " -",
+            " x"
+          ],
+          [
+            "ts_min_diff",
+            " -",
+            " x"
+          ],
+          [
+            "ts_min_max_cps",
+            " -",
+            " x"
+          ],
+          [
+            "ts_min_max_diff",
+            " -",
+            " x"
+          ],
+          [
+            "ts_moment",
+            " -",
+            " x"
+          ],
+          [
+            "ts_partial_corr",
+            " -",
+            " x"
+          ],
+          [
+            "ts_percentage",
+            " -",
+            " x"
+          ],
+          [
+            "ts_poly_regression",
+            " -",
+            " x"
+          ],
+          [
+            "ts_product",
+            " -",
+            " x"
+          ],
+          [
+            "ts_quantile",
+            " -",
+            " x"
+          ],
+          [
+            "ts_rank",
+            " -",
+            " x"
+          ],
+          [
+            "ts_rank_gmean_amean_diff",
+            " -",
+            " x"
+          ],
+          [
+            "ts_regression",
+            " -",
+            " x"
+          ],
+          [
+            "ts_returns",
+            " -",
+            " x"
+          ],
+          [
+            "ts_scale",
+            " -",
+            " x"
+          ],
+          [
+            "ts_skewness",
+            " -",
+            " x"
+          ],
+          [
+            "ts_std_dev",
+            " -",
+            " x"
+          ],
+          [
+            "ts_step",
+            " -",
+            " x"
+          ],
+          [
+            "ts_sum",
+            " -",
+            " x"
+          ],
+          [
+            "ts_theilsen",
+            " -",
+            " x"
+          ],
+          [
+            "ts_triple_corr",
+            " -",
+            " x"
+          ],
+          [
+            "ts_vector_neut",
+            " -",
+            " x"
+          ],
+          [
+            "ts_vector_proj",
+            " -",
+            " x"
+          ],
+          [
+            "ts_weighted_decay",
+            " -",
+            " x"
+          ],
+          [
+            "ts_zscore",
+            " -",
+            " x"
+          ],
+          [
+            "unit",
+            " -",
+            " x"
+          ],
+          [
+            "universe_size",
+            "x",
+            "-"
+          ],
+          [
+            "vector_neut",
+            " -",
+            " x"
+          ],
+          [
+            "vector_proj",
+            " -",
+            " x"
+          ],
+          [
+            "winsorize",
+            " -",
+            " x"
+          ],
+          [
+            "zscore",
+            " -",
+            " x"
+          ]
+        ],
+        "firstRowIsTableHeader": true,
+        "firstColIsHeader": false
+      },
+      "id": "e37759df-4677-4d79-b2b7-2eb17acea5e6"
+    },
+    {
+      "type": "TEXT",
+      "value": "<p>Universe_size operator interprets a universe string as a numeric value.</p>",
+      "id": "fdd9b0e9-bc31-4371-bcc3-354fd0afac87"
+    },
+    {
+      "type": "HEADING",
+      "value": {
+        "level": "1",
+        "content": "Descriptions"
+      },
+      "id": "999bdc72-b116-4a5f-ba29-91df4a0eeb19"
+    },
+    {
+      "type": "TEXT",
+      "value": "<p>Here are some descriptions:</p><hr/><p><b>self_corr:</b> Taking an input matrix of (D x N) with lookback=”K”, producing an output matrix of (D x N x N), where each output(di, j, k) refers to correlation of input(di-K:di, j) and input(di-K:di, k).<br/>Outputs (D x N x N) from the input of (D x N)</p><hr/><p><b>reduce:</b></p><ul><li>Takes an input 2-D or 3-D matrix with user-defined reducer, producing an output matrix.</li><li>If input matrix is (D x N), output matrix (D x 1)</li><li>If input matrix is (D x N X N), output matrix (D x N X 1)</li><li>The defined function is applied on the last dimension : output(I) = reduce(input(I, 0:N)).</li></ul>",
+      "id": "0f395f26-5489-4c34-8b2b-6904f811116b"
+    },
+    {
+      "type": "TABLE",
+      "value": {
+        "data": [
+          [
+            "Method",
+            "Threshold",
+            "Description"
+          ],
+          [
+            "reduce_count",
+            "threshold=<float>",
+            "Count the number of element of d(..., :) > threshold"
+          ],
+          [
+            "reduce_norm",
+            " ",
+            "Absolute sum of number of element of d(..., :)"
+          ],
+          [
+            "reduce_sum",
+            " ",
+            "Sum the number of element of d(..., :)"
+          ],
+          [
+            "reduce_max",
+            " ",
+            "Maximum of elements of d(..., :)"
+          ],
+          [
+            "reduce_min",
+            " ",
+            "Minimum of elements of d(..., :)"
+          ],
+          [
+            "reduce_avg",
+            "Minimum required number of valid (non-nan) values. If there is not enough valid values, then the output is nan. 0 means no limit.threshold (Default: 0)",
+            "Average of non-NAN elements of d(..., :)"
+          ],
+          [
+            "reduce_choose",
+            "nth=\"<the Nth element>\" (Required) ignoreNan=\"true|false\" (Default: true)",
+            "Choose the 'nth' element in the array, return NAN if not found"
+          ],
+          [
+            "reduce_range",
+            " ",
+            "Return the range of values in the array, return NAN if no valid value"
+          ],
+          [
+            "reduce_percentage",
+            "percentage=\"<value between 0 and 1>\" (Default: 0.5)",
+            "Return the value of percentage in the sorted array: e.g., median value when percentage=0.5"
+          ],
+          [
+            "reduce_stddev",
+            "Minimum required percentage of valid (non-nan) values. If there is not enough valid values, then the output is NAN. 0 means no limit.threshold  (Default: 0)",
+            "Standard deviation of values in the array"
+          ],
+          [
+            "reduce_ir",
+            " ",
+            "IR of values in the array"
+          ],
+          [
+            "reduce_skewness",
+            " ",
+            "Skewness of values in the array"
+          ],
+          [
+            "reduce_kurtosis",
+            " ",
+            "Kurtosis of values in the array"
+          ],
+          [
+            "reduce_powersum",
+            "precise, whether calculate power precise if constant greater than 4, default false constant=<integer value>, default:2",
+            "sum of power, sum(power(x, constant))"
+          ]
+        ],
+        "firstRowIsTableHeader": true,
+        "firstColIsHeader": false
+      },
+      "id": "d0f39acc-facd-4b77-967c-4b2f09df343f"
+    },
+    {
+      "type": "TEXT",
+      "value": "<p>Note: d represents an input 2-D or 3-D matrix</p>",
+      "id": "b0846fb9-e1cc-4ba5-bb06-f87167ede8ef"
+    }
+  ],
+  "sequence": 7,
+  "category": "SuperAlpha"
+}