cnhkmcp 2.3.1__py3-none-any.whl → 2.3.2__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (68) hide show
  1. cnhkmcp/__init__.py +1 -1
  2. cnhkmcp/untracked/APP/Tranformer/parsetab.py +60 -0
  3. cnhkmcp/untracked/APP/Tranformer/validator.py +78 -4
  4. cnhkmcp/untracked/APP/static/inspiration.js +41 -3
  5. cnhkmcp/untracked/APP/templates/index.html +26 -0
  6. cnhkmcp/untracked/APP/trailSomeAlphas/enhance_template.py +132 -6
  7. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +17 -0
  8. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/GLB_delay1_fundamental72_ideas.md +292 -239
  9. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/final_expressions.json +74 -136
  10. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852468022627100.json +22 -0
  11. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852468554457600.json +14 -0
  12. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852469133324600.json +8 -0
  13. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852469704433900.json +10 -0
  14. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852470248911900.json +10 -0
  15. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852470805192900.json +8 -0
  16. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852471380158000.json +10 -0
  17. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852471944247400.json +22 -0
  18. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852472483548800.json +14 -0
  19. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852473053891800.json +22 -0
  20. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852473617716000.json +22 -0
  21. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852474172815700.json +14 -0
  22. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852474735778500.json +10 -0
  23. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852475315478500.json +14 -0
  24. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852475912897000.json +8 -0
  25. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852476474911100.json +10 -0
  26. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852978914367200.json +10 -0
  27. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852979426164800.json +10 -0
  28. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852979945511100.json +10 -0
  29. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852980480251500.json +10 -0
  30. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769852981007315500.json +10 -0
  31. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854621979784200.json +10 -0
  32. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854622483457900.json +10 -0
  33. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854623010559800.json +10 -0
  34. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854623572902300.json +5 -0
  35. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769854624091016000.json +10 -0
  36. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_delay1.csv.bak_1769852868 +330 -0
  37. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_delay1.csv.bak_1769854511 +330 -0
  38. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +12 -0
  39. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/validator.py +80 -4
  40. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/op/321/206/320/220/342/225/227/321/207/342/225/227/320/243.md +24 -18
  41. cnhkmcp/untracked/APP//321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +14 -0
  42. cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/parsetab.py +60 -0
  43. cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +78 -4
  44. {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/METADATA +1 -1
  45. {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/RECORD +49 -38
  46. cnhkmcp/untracked/APP/simulator/wqb20260130130030.log +0 -210
  47. cnhkmcp/untracked/APP/simulator/wqb20260130131757.log +0 -104
  48. cnhkmcp/untracked/APP/simulator/wqb20260130172245.log +0 -70
  49. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441444909600.json +0 -38
  50. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441920092000.json +0 -14
  51. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442418767100.json +0 -14
  52. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442902507600.json +0 -14
  53. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443377036200.json +0 -10
  54. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443845377000.json +0 -14
  55. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444313546700.json +0 -10
  56. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444784598600.json +0 -14
  57. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445274311200.json +0 -14
  58. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445747421700.json +0 -10
  59. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446222137800.json +0 -22
  60. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446686222600.json +0 -14
  61. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447154698500.json +0 -10
  62. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447629677000.json +0 -10
  63. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448102331200.json +0 -10
  64. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448573382000.json +0 -14
  65. {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/WHEEL +0 -0
  66. {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/entry_points.txt +0 -0
  67. {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/licenses/LICENSE +0 -0
  68. {cnhkmcp-2.3.1.dist-info → cnhkmcp-2.3.2.dist-info}/top_level.txt +0 -0
@@ -1,210 +0,0 @@
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- # INFO 2026-01-30 13:00:34,255
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- <WQBSession ['13120480688@163.com']>.locate_field(...) [
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- https://api.worldquantbrain.com/data-fields/open
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- ]:
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-
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- # INFO 2026-01-30 13:00:34,257
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- ================================================================================
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-
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- # INFO 2026-01-30 13:00:34,257
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- [MULTI-SIMULATION MODE] ������multi simulation�ļ�¼����������1��multi simulation����4��alpha������轫ʵ�ʻز������Ըó������ŵõ�ʵ������ɵ�Alpha������
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-
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- # INFO 2026-01-30 13:00:34,258
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- ================================================================================
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-
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- # INFO 2026-01-30 13:00:34,260
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- <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [start 387, 4]:
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-
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- # INFO 2026-01-30 13:00:52,965
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/3qQHys9Ud4Pz9IK1fg7RI3ay
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- ]: 10/387 = 2%
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-
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- # INFO 2026-01-30 13:01:10,458
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/129NjdfdB4sacwX1cgxG7oqi
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- ]: 20/387 = 5%
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-
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- # INFO 2026-01-30 13:01:23,533
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/QSjWpeVb4EOabR14vCr7E2H
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- ]: 30/387 = 7%
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-
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- # INFO 2026-01-30 13:01:38,451
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/1CZ2Pl19r4qYbGnFOYaxkio
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- ]: 40/387 = 10%
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-
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- # INFO 2026-01-30 13:01:52,691
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/4oXTH97pv4jFar0171PuNLXp
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- ]: 50/387 = 12%
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-
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- # INFO 2026-01-30 13:02:13,374
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/1MiAcedUm4H2a8UgYmNV0Ec
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- ]: 60/387 = 15%
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-
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- # INFO 2026-01-30 13:02:30,304
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/4DGXH5eBU4FhbWIHsO45uKn
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- ]: 70/387 = 18%
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-
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- # INFO 2026-01-30 13:02:48,005
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2IJYxCdMr4NMcc5B6cnkPDJ
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- ]: 80/387 = 20%
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-
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- # INFO 2026-01-30 13:03:05,091
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2IrnMi7094KHa4z1gRSl6aao
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- ]: 90/387 = 23%
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-
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- # INFO 2026-01-30 13:03:25,983
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2V4GUz9Fp4tfaAVgf2VEfVQ
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- ]: 100/387 = 25%
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-
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- # INFO 2026-01-30 13:03:50,645
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/UKBKQ9oL51Dczd1a4XTDtP1
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- ]: 110/387 = 28%
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- # INFO 2026-01-30 13:04:05,125
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2RaUpEdPR4ZWaSMMjsJnYb6
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- ]: 120/387 = 31%
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-
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- # INFO 2026-01-30 13:04:16,602
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2l058CaJM4xU9P5bwsXa3yJ
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- ]: 130/387 = 33%
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- # INFO 2026-01-30 13:04:35,360
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/1vXx1n1kg4ORcEgKsz1VeMY
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- ]: 140/387 = 36%
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-
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- # INFO 2026-01-30 13:04:56,106
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/1cKkgQ8Nx4MsbIZTDoAhiIU
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- ]: 150/387 = 38%
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-
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- # INFO 2026-01-30 13:05:12,122
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/3m1ikabSU59qcgEiRYAv8sz
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- ]: 160/387 = 41%
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-
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- # INFO 2026-01-30 13:05:28,525
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2BQqlo9cV50C8BNSkKpJYzV
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- ]: 170/387 = 43%
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-
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- # INFO 2026-01-30 13:05:50,143
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/4mVlT73304xX8FUX8PArrxH
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- ]: 180/387 = 46%
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- # INFO 2026-01-30 13:06:04,476
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/49w5Zt6No4IVctt1eEPsy9Rj
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- ]: 190/387 = 49%
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- # INFO 2026-01-30 13:06:24,633
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/p7zDkdUS58Xbhwd23I5uhJ
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- ]: 200/387 = 51%
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-
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- # INFO 2026-01-30 13:06:38,285
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2h62J09nD4zRcnY1490028mv
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- ]: 210/387 = 54%
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- # INFO 2026-01-30 13:06:54,692
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/4poyuk2lK5849TC14HIIGEXK
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- ]: 220/387 = 56%
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- # INFO 2026-01-30 13:07:10,399
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2QuVgwcEG58R99t1gPDNEaMc
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- ]: 230/387 = 59%
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- # INFO 2026-01-30 13:07:24,374
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2l4d7mb144I7bIcFRsE0SDY
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- ]: 240/387 = 62%
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- # INFO 2026-01-30 13:07:39,560
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2SPjKa71A4Q0a5J2c87DrRI
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- ]: 250/387 = 64%
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- # INFO 2026-01-30 13:07:58,132
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/42mhR54j44vSbNJ1eTaFnaVj
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- ]: 260/387 = 67%
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- # INFO 2026-01-30 13:08:15,282
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/74Mdx3kf4qSbktFbZwdWNo
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- ]: 270/387 = 69%
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- # INFO 2026-01-30 13:08:30,656
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/VF6Qo76v502b8iMwcJyFJW
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- ]: 280/387 = 72%
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- # INFO 2026-01-30 13:08:47,605
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2r5MXZfQF4Qr9E214oaf09DK
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- ]: 290/387 = 74%
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- # INFO 2026-01-30 13:09:01,034
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/RDxxQcN258q9ls3kXKq86L
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- ]: 300/387 = 77%
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- # INFO 2026-01-30 13:09:16,877
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/1lDyEWh284Uw9CpgMwYLvtz
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- ]: 310/387 = 80%
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- # INFO 2026-01-30 13:09:30,630
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2Uplea8Dp4t1anHELxC9IAw
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- ]: 320/387 = 82%
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- # INFO 2026-01-30 13:09:42,406
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/2GcMGJgkS55SaaOHRQXN3an
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- ]: 330/387 = 85%
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- # INFO 2026-01-30 13:10:03,390
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/WVz2e5Xp4k2a9xWcFqHCNk
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- ]: 340/387 = 87%
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- # INFO 2026-01-30 13:10:25,529
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
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- https://api.worldquantbrain.com/simulations/DRkv7aJ53P8y5rvyOJMXs
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- ]: 350/387 = 90%
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- # INFO 2026-01-30 13:10:44,726
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- <WQBSession ['13120480688@163.com']>.simulate(...) [
195
- https://api.worldquantbrain.com/simulations/26ZCCicrN51tbYg16S0jmiHj
196
- ]: 360/387 = 93%
197
-
198
- # INFO 2026-01-30 13:10:58,949
199
- <WQBSession ['13120480688@163.com']>.simulate(...) [
200
- https://api.worldquantbrain.com/simulations/rLP1A2qN4wsacTc3dqeUWz
201
- ]: 370/387 = 95%
202
-
203
- # INFO 2026-01-30 13:11:13,909
204
- <WQBSession ['13120480688@163.com']>.simulate(...) [
205
- https://api.worldquantbrain.com/simulations/1kGzhPbOo4pCcI53XdginOX
206
- ]: 380/387 = 98%
207
-
208
- # INFO 2026-01-30 13:11:24,310
209
- <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [finish 387, 4]:
210
-
@@ -1,104 +0,0 @@
1
- # INFO 2026-01-30 13:18:01,929
2
- <WQBSession ['13120480688@163.com']>.locate_field(...) [
3
- https://api.worldquantbrain.com/data-fields/open
4
- ]:
5
-
6
- # INFO 2026-01-30 13:18:01,933
7
- ================================================================================
8
-
9
- # INFO 2026-01-30 13:18:01,933
10
- [MULTI-SIMULATION MODE] ������multi simulation�ļ�¼����������1��multi simulation����4��alpha������轫ʵ�ʻز������Ըó������ŵõ�ʵ������ɵ�Alpha������
11
-
12
- # INFO 2026-01-30 13:18:01,933
13
- ================================================================================
14
-
15
- # INFO 2026-01-30 13:18:01,937
16
- <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [start 156, 4]:
17
-
18
- # INFO 2026-01-30 13:42:24,271
19
- <WQBSession ['13120480688@163.com']>.simulate(...) [
20
- https://api.worldquantbrain.com/simulations/3Zl41Z7H25bOaRagc8ECw7z
21
- ]: 10/156 = 6%
22
-
23
- # WARNING 2026-01-30 13:52:40,882
24
- <WQBSession ['13120480688@163.com']>.auth_request(...) [max 3 tries ran out]
25
- super().request(method, url, *args, **kwargs):
26
- method: POST
27
- url: https://api.worldquantbrain.com/authentication
28
- args: ()
29
- kwargs: {'auth': <requests.auth.HTTPBasicAuth object at 0x000001F2B4545E80>}
30
- <Response [429]>:
31
- status_code: 429
32
- reason: Too Many Requests
33
- url: https://api.worldquantbrain.com/authentication
34
- elapsed: 0:00:00.292531
35
- headers: {'Date': 'Fri, 30 Jan 2026 05:52:45 GMT', 'Content-Type': 'application/json; charset=utf-8', 'Content-Length': '41', 'Connection': 'keep-alive', 'RateLimit-Reset': '15', 'Retry-After': '15', 'X-RateLimit-Remaining-Minute': '0', 'X-RateLimit-Limit-Minute': '5', 'RateLimit-Remaining': '0', 'RateLimit-Limit': '5', 'vary': 'Origin', 'Access-Control-Allow-Origin': 'https://platform.worldquantbrain.com', 'Access-Control-Allow-Credentials': 'true', 'Access-Control-Expose-Headers': 'Location,Retry-After', 'Strict-Transport-Security': 'max-age=31536000; includeSubDomains'}
36
- text: {
37
- "message":"API rate limit exceeded"
38
- }
39
-
40
- # INFO 2026-01-30 14:25:17,213
41
- <WQBSession ['13120480688@163.com']>.simulate(...) [
42
- https://api.worldquantbrain.com/simulations/2qhadP5Db4O2b2L1gKuMhb6B
43
- ]: 20/156 = 12%
44
-
45
- # WARNING 2026-01-30 14:48:06,222
46
- <WQBSession ['13120480688@163.com']>.retry(...) [max 600 tries ran out]
47
- self.request(method, url, *args, **kwargs):
48
- method: GET
49
- url: https://api.worldquantbrain.com/simulations/1LcpkMb1Q5aMaGqtfLk6DDR
50
- args: ()
51
- kwargs: {}
52
- <Response [200]>:
53
- status_code: 200
54
- reason: OK
55
- url: https://api.worldquantbrain.com/simulations/1LcpkMb1Q5aMaGqtfLk6DDR
56
- elapsed: 0:00:00.265590
57
- headers: {'Date': 'Fri, 30 Jan 2026 06:48:07 GMT', 'Content-Type': 'application/json', 'Content-Length': '16', 'Connection': 'keep-alive', 'Retry-After': '5.0', 'Allow': 'GET, DELETE, HEAD, OPTIONS', 'X-Request-Id': 'baf763a7552f41c99d4efc77c69b13c2', 'X-Frame-Options': 'SAMEORIGIN', 'Vary': 'Accept-Language, Cookie, Origin', 'Content-Language': 'en', 'Access-Control-Allow-Origin': 'https://platform.worldquantbrain.com', 'Access-Control-Allow-Credentials': 'true', 'Access-Control-Expose-Headers': 'Location,Retry-After', 'Strict-Transport-Security': 'max-age=31536000; includeSubDomains'}
58
- text: {"progress":0.9}
59
-
60
- # INFO 2026-01-30 14:55:39,576
61
- <WQBSession ['13120480688@163.com']>.simulate(...) [
62
- https://api.worldquantbrain.com/simulations/1Lu9MteCp4waaKJ1ifzVvDf
63
- ]: 30/156 = 19%
64
-
65
- # WARNING 2026-01-30 15:14:54,541
66
- <WQBSession ['13120480688@163.com']>.retry(...) [max 600 tries ran out]
67
- self.request(method, url, *args, **kwargs):
68
- method: GET
69
- url: https://api.worldquantbrain.com/simulations/1l98fybUX4qP9KD1cnT5wj1F
70
- args: ()
71
- kwargs: {}
72
- <Response [200]>:
73
- status_code: 200
74
- reason: OK
75
- url: https://api.worldquantbrain.com/simulations/1l98fybUX4qP9KD1cnT5wj1F
76
- elapsed: 0:00:00.283744
77
- headers: {'Date': 'Fri, 30 Jan 2026 07:14:56 GMT', 'Content-Type': 'application/json', 'Content-Length': '16', 'Connection': 'keep-alive', 'Retry-After': '5.0', 'Allow': 'GET, DELETE, HEAD, OPTIONS', 'X-Request-Id': 'bf0d37535aea4f0fa8a0e6cd975101d8', 'X-Frame-Options': 'SAMEORIGIN', 'Vary': 'Accept-Language, Cookie, Origin', 'Content-Language': 'en', 'Access-Control-Allow-Origin': 'https://platform.worldquantbrain.com', 'Access-Control-Allow-Credentials': 'true', 'Access-Control-Expose-Headers': 'Location,Retry-After', 'Strict-Transport-Security': 'max-age=31536000; includeSubDomains'}
78
- text: {"progress":0.9}
79
-
80
- # INFO 2026-01-30 15:27:39,659
81
- <WQBSession ['13120480688@163.com']>.simulate(...) [
82
- https://api.worldquantbrain.com/simulations/4A2UwJ1Z14RBaHtS63nrbFi
83
- ]: 40/156 = 25%
84
-
85
- # INFO 2026-01-30 15:34:58,317
86
- <WQBSession ['13120480688@163.com']>.simulate(...) [
87
- https://api.worldquantbrain.com/simulations/2Zma1U2Jg4WxaCfL9ESR7hu
88
- ]: 50/156 = 32%
89
-
90
- # INFO 2026-01-30 16:01:09,225
91
- <WQBSession ['13120480688@163.com']>.simulate(...) [
92
- https://api.worldquantbrain.com/simulations/1geAGJb4p4NT8Nm1cypkzIpF
93
- ]: 60/156 = 38%
94
-
95
- # INFO 2026-01-30 16:17:53,823
96
- <WQBSession ['13120480688@163.com']>.simulate(...) [
97
- https://api.worldquantbrain.com/simulations/4oRaBjOb4TLcFVbXrxjkKe
98
- ]: 70/156 = 44%
99
-
100
- # INFO 2026-01-30 16:47:22,392
101
- <WQBSession ['13120480688@163.com']>.simulate(...) [
102
- https://api.worldquantbrain.com/simulations/1mCZKJ2iW4M3bP9ocBjOJtg
103
- ]: 80/156 = 51%
104
-
@@ -1,70 +0,0 @@
1
- # INFO 2026-01-30 17:22:49,713
2
- <WQBSession ['13120480688@163.com']>.locate_field(...) [
3
- https://api.worldquantbrain.com/data-fields/open
4
- ]:
5
-
6
- # INFO 2026-01-30 17:22:49,714
7
- ================================================================================
8
-
9
- # INFO 2026-01-30 17:22:49,714
10
- [MULTI-SIMULATION MODE] ������multi simulation�ļ�¼����������1��multi simulation����4��alpha������轫ʵ�ʻز������Ըó������ŵõ�ʵ������ɵ�Alpha������
11
-
12
- # INFO 2026-01-30 17:22:49,715
13
- ================================================================================
14
-
15
- # INFO 2026-01-30 17:22:49,718
16
- <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [start 76, 4]:
17
-
18
- # INFO 2026-01-30 17:44:24,855
19
- <WQBSession ['13120480688@163.com']>.simulate(...) [
20
- https://api.worldquantbrain.com/simulations/15YZBcbcE4B1aMxjD3jpcu3
21
- ]: 20/76 = 26%
22
-
23
- # INFO 2026-01-30 17:46:52,895
24
- <WQBSession ['13120480688@163.com']>.simulate(...) [
25
- https://api.worldquantbrain.com/simulations/PzoO99Bf4wfbzEhUeekwvL
26
- ]: 30/76 = 39%
27
-
28
- # INFO 2026-01-30 17:48:49,853
29
- <WQBSession ['13120480688@163.com']>.simulate(...) [
30
- https://api.worldquantbrain.com/simulations/6vdWicr54SU9OJ1dYHYSfg3
31
- ]: 10/76 = 13%
32
-
33
- # INFO 2026-01-30 17:54:37,062
34
- <WQBSession ['13120480688@163.com']>.simulate(...) [
35
- https://api.worldquantbrain.com/simulations/1F3drgbNN5hL8M5bZELyk1C
36
- ]: 40/76 = 52%
37
-
38
- # INFO 2026-01-30 17:56:56,396
39
- <WQBSession ['13120480688@163.com']>.simulate(...) [
40
- https://api.worldquantbrain.com/simulations/15rtOTbkp4OrcgPcWQ1rJcK
41
- ]: 50/76 = 65%
42
-
43
- # INFO 2026-01-30 17:59:36,465
44
- <WQBSession ['13120480688@163.com']>.simulate(...) [
45
- https://api.worldquantbrain.com/simulations/3SVbLF3Zx4OacvckFgIfheV
46
- ]: 60/76 = 78%
47
-
48
- # INFO 2026-01-30 18:02:46,857
49
- <WQBSession ['13120480688@163.com']>.simulate(...) [
50
- https://api.worldquantbrain.com/simulations/ukTG32x752c8MW17tijgsFQ
51
- ]: 70/76 = 92%
52
-
53
- # WARNING 2026-01-30 18:51:11,588
54
- <WQBSession ['13120480688@163.com']>.retry(...) [max 600 tries ran out]
55
- self.request(method, url, *args, **kwargs):
56
- method: GET
57
- url: https://api.worldquantbrain.com/simulations/3kUMOidgT4vF9EakLKTDgzK
58
- args: ()
59
- kwargs: {}
60
- <Response [200]>:
61
- status_code: 200
62
- reason: OK
63
- url: https://api.worldquantbrain.com/simulations/3kUMOidgT4vF9EakLKTDgzK
64
- elapsed: 0:00:00.344926
65
- headers: {'Date': 'Fri, 30 Jan 2026 10:51:13 GMT', 'Content-Type': 'application/json', 'Content-Length': '16', 'Connection': 'keep-alive', 'Retry-After': '5.0', 'Allow': 'GET, DELETE, HEAD, OPTIONS', 'X-Request-Id': 'f0b2b42879734ca383d94bd3bf29f02d', 'X-Frame-Options': 'SAMEORIGIN', 'Vary': 'Accept-Language, Cookie, Origin', 'Content-Language': 'en', 'Access-Control-Allow-Origin': 'https://platform.worldquantbrain.com', 'Access-Control-Allow-Credentials': 'true', 'Access-Control-Expose-Headers': 'Location,Retry-After', 'Strict-Transport-Security': 'max-age=31536000; includeSubDomains'}
66
- text: {"progress":0.1}
67
-
68
- # INFO 2026-01-30 18:51:11,589
69
- <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [finish 76, 4]:
70
-
@@ -1,38 +0,0 @@
1
- {
2
- "template": "divide(add(add(vec_avg({bs_cash_near_cash_item}), vec_avg({accts_rec_excl_notes_rec})), vec_avg({inventories})), vec_avg({bs_cur_asset_report}))",
3
- "idea": "**Concept**: Liquid Asset Purity Ratio\n- **Sample Fields Used**: bs_cash_near_cash_item, bs_accts_rec_excl_notes_rec, inventories, bs_cur_asset_report\n- **Definition**: Proportion of current assets comprised of cash and near-cash items versus receivables and inventory\n- **Why This Feature**: Composition of current assets indicates liquidity quality; high receivables/inventory suggests committed working capital, high cash suggests flexibility but potentially inefficient deployment\n- **Logical Meaning**: Measures the liquidity structure and quality of current assets\n- **Directionality**: Higher values indicate higher liquidity quality (more cash); lower values indicate capital-intensive working capital structure\n- **Boundary Conditions**: Approaches 1.0 for cash-rich companies; approaches 0 for highly leveraged working capital structures",
4
- "expression_list": [
5
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
6
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
7
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
8
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
9
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
10
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
11
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
12
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
13
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
14
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
15
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
16
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
17
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
18
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
19
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
20
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_a_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
21
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
22
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
23
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
24
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
25
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
26
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
27
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
28
- "divide(add(add(vec_avg(fnd72_pit_or_bs_q_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
29
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
30
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
31
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
32
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_q_bs_cur_asset_report))",
33
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_q_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
34
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_bs_a_bs_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
35
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_a_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))",
36
- "divide(add(add(vec_avg(fnd72_pit_or_bs_a_bs_cash_near_cash_item), vec_avg(fnd72_pit_or_bs_q_bs_accts_rec_excl_notes_rec)), vec_avg(fnd72_pit_or_cf_q_cf_change_in_inventories)), vec_avg(fnd72_pit_or_bs_a_bs_cur_asset_report))"
37
- ]
38
- }
@@ -1,14 +0,0 @@
1
- {
2
- "template": "divide(subtract(vec_avg({bs_tot_asset}), vec_avg({bs_disclosed_intangibles})), vec_avg({bs_tot_liab_eqy}))",
3
- "idea": "**Concept**: Tangible Capital Structure\n- **Sample Fields Used**: bs_disclosed_intangibles, bs_tot_asset, bs_tot_liab_eqy\n- **Definition**: Net tangible assets (total assets minus intangibles) as a proportion of total capital\n- **Why This Feature**: Intangibles represent uncertain liquidation values; this metric reveals the tangible collateral backing the capital structure, critical for credit analysis and liquidation scenarios\n- **Logical Meaning**: Measures the tangible asset backing of the enterprise value\n- **Directionality**: Higher values indicate more collateralizable assets (safer for creditors); lower values indicate knowledge-intensive/asset-light models\n- **Boundary Conditions**: Near 0 for pure IP/brand companies; near 1 for heavy industrial companies",
4
- "expression_list": [
5
- "divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))",
6
- "divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))",
7
- "divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
8
- "divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
9
- "divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
10
- "divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_q_bs_tot_liab_eqy))",
11
- "divide(subtract(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))",
12
- "divide(subtract(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_disclosed_intangibles)), vec_avg(fnd72_pit_or_bs_a_bs_tot_liab_eqy))"
13
- ]
14
- }
@@ -1,14 +0,0 @@
1
- {
2
- "template": "divide(subtract(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({tot_cash_com_dvd})), vec_avg({pure_retained_earnings}))",
3
- "idea": "**Concept**: Retained Earnings Reinvestment Rate\n- **Sample Fields Used**: pure_retained_earnings, net_inc_avail_com_shrhldrs, tot_cash_com_dvd\n- **Definition**: Proportion of earnings retained (net income minus dividends) relative to existing retained earnings base\n- **Why This Feature**: Cumulative retention policy indicates growth orientation vs. harvest mode; rapid accumulation suggests reinvestment opportunities, depletion suggests losses or dividend payouts exceeding earnings\n- **Logical Meaning**: Measures the growth rate of the cumulative earnings reservoir\n- **Directionality**: Positive values indicate earnings accumulation; negative values indicate retained earnings depletion (losses or excess dividends)\n- **Boundary Conditions**: High positive values during growth phases; negative values during restructuring or dividend recapitalizations",
4
- "expression_list": [
5
- "divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
6
- "divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
7
- "divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))",
8
- "divide(subtract(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))",
9
- "divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
10
- "divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_a_bs_pure_retained_earnings))",
11
- "divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_q_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))",
12
- "divide(subtract(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_is_a_is_tot_cash_com_dvd)), vec_avg(fnd72_pit_or_bs_q_bs_pure_retained_earnings))"
13
- ]
14
- }
@@ -1,14 +0,0 @@
1
- {
2
- "template": "divide(ts_std_dev(divide(add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow})), vec_avg({bs_tot_asset})), 252), abs(ts_mean(divide(add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow})), vec_avg({bs_tot_asset})), 252)))",
3
- "idea": "**Concept**: Capital Structure Stability Coefficient\n- **Sample Fields Used**: bs_st_borrow, bs_lt_borrow, bs_tot_asset\n- **Definition**: Coefficient of variation of total debt-to-assets ratio measured over trailing 4 quarters\n- **Why This Feature**: Capital structure volatility predicts financial distress independently of leverage levels; stable leverage indicates disciplined financial policy and lower refinancing risk\n- **Logical Meaning**: Measures the consistency of a company's financing decisions and capital allocation stability\n- **Directionality**: Lower values indicate more stable capital structure (positive signal for credit quality); higher values indicate erratic financing behavior\n- **Boundary Conditions**: Approaches 0 for perfectly stable capital structures; spikes during acquisitions, divestitures, or financial stress",
4
- "expression_list": [
5
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252)))",
6
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252)))",
7
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252)))",
8
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252)))",
9
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252)))",
10
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252)))",
11
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), 252)))",
12
- "divide(ts_std_dev(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252), abs(ts_mean(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), 252)))"
13
- ]
14
- }
@@ -1,10 +0,0 @@
1
- {
2
- "template": "divide(ts_sum(vec_avg({cap_expend_prpty_add}), 252), vec_avg({bs_tot_asset}))",
3
- "idea": "**Concept**: Cumulative Capital Intensity\n- **Sample Fields Used**: cap_expend_prpty_add, bs_tot_asset\n- **Definition**: Trailing 12-month capital expenditures as a proportion of total asset base\n- **Why This Feature**: Cumulative investment intensity indicates maintenance vs. growth capex; sustained high levels suggest expansion or replacement cycles, low levels suggest asset sweating or underinvestment\n- **Logical Meaning**: Measures the rate of asset base renewal and expansion\n- **Directionality**: Higher values indicate aggressive investment/growth; lower values indicate asset harvesting or underinvestment\n- **Boundary Conditions**: Extreme values during major expansion cycles (high) or asset-light transitions (low)",
4
- "expression_list": [
5
- "divide(ts_sum(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
6
- "divide(ts_sum(vec_avg(fnd72_pit_or_cf_a_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
7
- "divide(ts_sum(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
8
- "divide(ts_sum(vec_avg(fnd72_pit_or_cf_q_cf_cap_expend_prpty_add), 252), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))"
9
- ]
10
- }
@@ -1,14 +0,0 @@
1
- {
2
- "template": "divide(vec_avg({cf_cash_from_oper}), add(vec_avg({bs_acct_payable}), vec_avg({bs_other_cur_liab})))",
3
- "idea": "**Concept**: Operating Liability Financing Efficiency\n- **Sample Fields Used**: cf_cash_from_oper, bs_acct_payable, bs_other_cur_liab\n- **Definition**: Operating cash flow generated per dollar of operating liabilities (payables + accrued expenses)\n- **Why This Feature**: Combines supplier financing utilization with cash conversion efficiency; high values indicate masterful working capital management, low values indicate inefficient operations despite supplier credit\n- **Logical Meaning**: Measures efficiency of converting supplier credit into operating cash flow\n- **Directionality**: Higher values indicate superior working capital management; declining values suggest supplier terms tightening or operational deterioration\n- **Boundary Conditions**: Very high values during cash conversion cycle optimization; very low or negative during operational losses",
4
- "expression_list": [
5
- "divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
6
- "divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
7
- "divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))",
8
- "divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))",
9
- "divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
10
- "divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_a_bs_other_cur_liab)))",
11
- "divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_a_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))",
12
- "divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), add(vec_avg(fnd72_pit_or_bs_q_bs_acct_payable), vec_avg(fnd72_pit_or_bs_q_bs_other_cur_liab)))"
13
- ]
14
- }
@@ -1,10 +0,0 @@
1
- {
2
- "template": "divide(vec_avg({cf_cash_from_oper}), vec_avg({net_inc_avail_com_shrhldrs}))",
3
- "idea": "**Concept**: Cash Conversion Authenticity\n- **Sample Fields Used**: cf_cash_from_oper, net_inc_avail_com_shrhldrs\n- **Definition**: Ratio of operating cash flow to net income measuring the \"cash reality\" of reported earnings\n- **Why This Feature**: Essential validation of earnings quality; sustained ratios below 1 indicate accrual-based earnings inflation, above 1 indicates conservative accounting or working capital release\n- **Logical Meaning**: Measures the cash realization rate of accounting profits\n- **Directionality**: Values consistently above 1 indicate high-quality earnings; values below 1 indicate low-quality, accrual-heavy earnings\n- **Boundary Conditions**: Approaches 0 for highly accrual-based earnings; high values during working capital liquidation or prepayment collection",
4
- "expression_list": [
5
- "divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))",
6
- "divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs))",
7
- "divide(vec_avg(fnd72_pit_or_cf_a_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))",
8
- "divide(vec_avg(fnd72_pit_or_cf_q_cf_cash_from_oper), vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs))"
9
- ]
10
- }
@@ -1,14 +0,0 @@
1
- {
2
- "template": "multiply(divide(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({bs_tot_asset})), divide(vec_avg({bs_tot_asset}), vec_avg({bs_tot_eqy})))",
3
- "idea": "**Concept**: Financial Leverage Efficiency Product\n- **Sample Fields Used**: net_inc_avail_com_shrhldrs, bs_tot_asset, bs_tot_eqy\n- **Definition**: Interaction of return on assets and equity multiplier (Assets/Equity)\n- **Why This Feature**: Combines operational efficiency with capital structure to identify value-creating leverage vs. value-destroying leverage; high ROA with high leverage creates amplified returns, low ROA with high leverage creates distress\n- **Logical Meaning**: Measures the multiplicative effect of capital structure on operational returns\n- **Directionality**: Higher values indicate efficient use of leverage; negative values indicate leverage magnifying losses\n- **Boundary Conditions**: Extreme values during high profitability with high leverage (optimal) or high losses with high leverage (distress)",
4
- "expression_list": [
5
- "multiply(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)))",
6
- "multiply(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)))",
7
- "multiply(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)))",
8
- "multiply(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)))",
9
- "multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)))",
10
- "multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_a_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)))",
11
- "multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)))",
12
- "multiply(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), divide(vec_avg(fnd72_pit_or_bs_q_bs_tot_asset), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)))"
13
- ]
14
- }
@@ -1,14 +0,0 @@
1
- {
2
- "template": "quantile(divide(add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow})), vec_avg({bs_tot_eqy})), driver=\"gaussian\")",
3
- "idea": "**Concept**: Quantile Leverage Position\n- **Sample Fields Used**: bs_st_borrow, bs_lt_borrow, bs_tot_eqy\n- **Definition**: Gaussian quantile ranking of total debt-to-equity ratio within the universe\n- **Why This Feature**: Relative leverage position indicates financial risk tolerance compared to peers; extreme percentiles suggest vulnerability to sector-wide credit crunches or capacity for opportunistic leverage increases\n- **Logical Meaning**: Relative financial risk positioning within the market cross-section\n- **Directionality**: Higher quantiles indicate higher relative leverage (typically negative for risk); lower quantiles indicate conservative positioning\n- **Boundary Conditions**: 0.5 represents median leverage; tails represent extreme conservative/aggressive postures",
4
- "expression_list": [
5
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")",
6
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
7
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")",
8
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
9
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
10
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")",
11
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_q_bs_tot_eqy)), driver=\"gaussian\")",
12
- "quantile(divide(add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow)), vec_avg(fnd72_pit_or_bs_a_bs_tot_eqy)), driver=\"gaussian\")"
13
- ]
14
- }
@@ -1,10 +0,0 @@
1
- {
2
- "template": "regression_neut(divide(vec_avg({net_inc_avail_com_shrhldrs}), vec_avg({bs_tot_asset})), vec_avg({bs_tot_asset}))",
3
- "idea": "**Concept**: Peer-Neutralized Profitability\n- **Sample Fields Used**: net_inc_avail_com_shrhldrs, bs_tot_asset\n- **Definition**: Cross-sectional residual of ROA after controlling for total asset size (industry-adjusted return)\n- **Why This Feature**: Raw profitability varies by industry and scale; neutralizing removes sector and size effects to identify true operational outperformance vs. peers\n- **Logical Meaning**: Relative positioning of profitability within the cross-section of comparable firms\n- **Directionality**: Positive residuals indicate above-peer performance; negative indicates below-peer\n- **Boundary Conditions**: Extreme positive values indicate exceptional moats; extreme negative indicates structural disadvantages",
4
- "expression_list": [
5
- "regression_neut(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
6
- "regression_neut(divide(vec_avg(fnd72_pit_or_is_a_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))",
7
- "regression_neut(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_a_bs_tot_asset))",
8
- "regression_neut(divide(vec_avg(fnd72_pit_or_is_q_is_net_inc_avail_com_shrhldrs), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset)), vec_avg(fnd72_pit_or_bs_q_bs_tot_asset))"
9
- ]
10
- }
@@ -1,22 +0,0 @@
1
- {
2
- "template": "subtract(divide(vec_avg({is_int_expense}), add(vec_avg({bs_st_borrow}), vec_avg({bs_lt_borrow}))), vec_avg({eff_int_rate}))",
3
- "idea": "**Concept**: Interest Expense Efficiency Gap\n- **Sample Fields Used**: is_int_expense, bs_st_borrow, bs_lt_borrow, eff_int_rate\n- **Definition**: Deviation of actual interest expense from predicted interest expense (effective rate × average debt)\n- **Why This Feature**: Anomalous gaps reveal financial engineering (capitalized interest), covenant violations triggering rate spikes, or non-standard debt instruments (convertibles, hybrids)\n- **Logical Meaning**: Identifies unexplained cost of debt deviations from contractual terms\n- **Directionality**: Positive values (actual > predicted) suggest hidden costs or rate spikes; negative values suggest interest capitalization or subsidized financing\n- **Boundary Conditions**: Large deviations indicate accounting classification issues or financial distress triggering penalty rates",
4
- "expression_list": [
5
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
6
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
7
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
8
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
9
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
10
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
11
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
12
- "subtract(divide(vec_avg(fnd72_pit_or_is_a_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
13
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
14
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
15
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
16
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_a_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
17
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
18
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_a_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))",
19
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_q_eff_int_rate))",
20
- "subtract(divide(vec_avg(fnd72_pit_or_is_q_is_int_expense), add(vec_avg(fnd72_pit_or_bs_q_bs_st_borrow), vec_avg(fnd72_pit_or_bs_q_bs_lt_borrow))), vec_avg(fnd72_pit_or_is_a_eff_int_rate))"
21
- ]
22
- }