cnhkmcp 2.3.4__py3-none-any.whl → 2.3.5__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.
- cnhkmcp/__init__.py +1 -1
- cnhkmcp/untracked/APP/Tranformer/validator.py +149 -32
- cnhkmcp/untracked/APP/blueprints/parsetab.py +60 -0
- cnhkmcp/untracked/APP/blueprints/validator.py +1080 -0
- cnhkmcp/untracked/APP/requirements.txt +0 -0
- cnhkmcp/untracked/APP/static/decoder.js +164 -38
- cnhkmcp/untracked/APP/static/simulator.js +15 -15
- cnhkmcp/untracked/APP/templates/feature_engineering.html +78 -78
- cnhkmcp/untracked/APP/templates/idea_house.html +49 -49
- cnhkmcp/untracked/APP/templates/index.html +58 -58
- cnhkmcp/untracked/APP/templates/inspiration_house.html +64 -64
- cnhkmcp/untracked/APP/templates/paper_analysis.html +21 -21
- cnhkmcp/untracked/APP/templates/simulator.html +38 -38
- cnhkmcp/untracked/APP/templates/transformer_web.html +24 -24
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +15 -15
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769927658009727000.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769927658519220600.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769927659002708800.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769927659510920900.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769927659982673800.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/validator.py +153 -32
- 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 +46 -0
- cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +149 -32
- cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/SKILL.md +8 -2
- cnhkmcp/untracked/skills/brain-inspectRawTemplate-create-Setting/ace.log +0 -0
- cnhkmcp/untracked/skills/brain-inspectRawTemplate-create-Setting/idea_context.json +15 -0
- cnhkmcp/untracked/skills/brain-inspectRawTemplate-create-Setting/scripts/__init__.py +0 -0
- cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/scripts/parse_idea_file.py +33 -1
- cnhkmcp/untracked/skills/brain-inspectRawTemplate-create-Setting/scripts/parsetab.py +60 -0
- cnhkmcp/untracked/skills/brain-inspectRawTemplate-create-Setting/scripts/validator.py +1086 -0
- {cnhkmcp-2.3.4.dist-info → cnhkmcp-2.3.5.dist-info}/METADATA +1 -1
- {cnhkmcp-2.3.4.dist-info → cnhkmcp-2.3.5.dist-info}/RECORD +49 -37
- /cnhkmcp/untracked/{skills/brain-inspectTemplate-create-Setting → APP/hkSimulator}/ace.log +0 -0
- /cnhkmcp/untracked/{skills/brain-inspectTemplate-create-Setting/scripts/__init__.py → APP/hkSimulator/autosim_20260201_172428.log} +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/.gitignore +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/ace_lib.py +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/config.json +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/fundamental28_GLB_1_idea_1769874845978315000.json +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/helpful_functions.py +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/scripts/build_alpha_list.py +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/scripts/fetch_sim_options.py +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/scripts/load_credentials.py +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/scripts/process_template.py +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/scripts/resolve_settings.py +0 -0
- /cnhkmcp/untracked/skills/{brain-inspectTemplate-create-Setting → brain-inspectRawTemplate-create-Setting}/sim_options_snapshot.json +0 -0
- {cnhkmcp-2.3.4.dist-info → cnhkmcp-2.3.5.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.3.4.dist-info → cnhkmcp-2.3.5.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.3.4.dist-info → cnhkmcp-2.3.5.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-2.3.4.dist-info → cnhkmcp-2.3.5.dist-info}/top_level.txt +0 -0
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<h1>🚀 BRAIN Alpha 回测器</h1>
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **Definition**: {definition_15}
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario.
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- **is filling nan necessary**: we have some operators to fill nan value like ts_backfill() or group_mean() etc. however, in some cases, if the nan value itself has some meaning, then we should not fill it blindly since it may introduce some bias. so before filling nan value, we should think about whether the nan value has some meaning in the specific scenario. If yes, do use appropriate method to fill nan value in the following implementation example.
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@@ -0,0 +1,10 @@
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{
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"template": "group_zscore(winsorize(divide(ts_backfill({value_03501a}, 63), {value_02300q}), std=4), industry)",
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3
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"idea": "行业中性资本结构保守度：针对年度权益与季度资产的频率错配，使用ts_backfill对年度权益数据进行前向填充（最长63个交易日），确保数据 point-in-time；对分子分母分别进行4倍标准差去极值处理，避免极端负权益或极小规模资产导致的异常值；最后进行行业内标准化（group_zscore），消除金融、公用事业等不同行业天然杠杆差异的影响，得到可跨行业比较的相对资本结构安全性指标。",
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"expression_list": [
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+
"group_zscore(winsorize(divide(ts_backfill(fnd28_bdea_value_03501a, 63), fnd28_bsassetq_value_02300q), std=4), industry)",
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6
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+
"group_zscore(winsorize(divide(ts_backfill(fnd28_bdea_value_03501a, 63), fnd28_nddq1_value_02300q), std=4), industry)",
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7
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+
"group_zscore(winsorize(divide(ts_backfill(fnd28_fsa1_value_03501a, 63), fnd28_bsassetq_value_02300q), std=4), industry)",
|
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8
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+
"group_zscore(winsorize(divide(ts_backfill(fnd28_fsa1_value_03501a, 63), fnd28_nddq1_value_02300q), std=4), industry)"
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9
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+
]
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10
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+
}
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@@ -0,0 +1,10 @@
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+
{
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2
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+
"template": "ts_delta(group_zscore(divide(ts_backfill({value_03501a}, 63), {value_02300q}), industry), 63)",
|
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3
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+
"idea": "去杠杆化趋势动量：捕捉权益资产比率在行业内的相对改善趋势。先计算行业中性化的权益资产比，再取其63个交易日（约一个季度）的变化量（ts_delta）。正值表示公司正在相对同行业降低杠杆、提升权益占比（财务风险改善），负值表示相对加杠杆。该因子关注资本结构的动态优化而非静态水平，适用于识别财务质量持续修复的标的。",
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"expression_list": [
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+
"ts_delta(group_zscore(divide(ts_backfill(fnd28_bdea_value_03501a, 63), fnd28_bsassetq_value_02300q), industry), 63)",
|
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6
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+
"ts_delta(group_zscore(divide(ts_backfill(fnd28_bdea_value_03501a, 63), fnd28_nddq1_value_02300q), industry), 63)",
|
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7
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+
"ts_delta(group_zscore(divide(ts_backfill(fnd28_fsa1_value_03501a, 63), fnd28_bsassetq_value_02300q), industry), 63)",
|
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8
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+
"ts_delta(group_zscore(divide(ts_backfill(fnd28_fsa1_value_03501a, 63), fnd28_nddq1_value_02300q), industry), 63)"
|
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9
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+
]
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10
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+
}
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@@ -0,0 +1,10 @@
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1
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+
{
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2
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+
"template": "right_tail(group_rank(divide(winsorize(ts_backfill({value_03501a}, 63), std=4), winsorize({value_02300q}, std=4)), industry), minimum=0.8)",
|
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3
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+
"idea": "极端保守型尾端筛选：仅保留行业内资本结构最保守的前20%标的（权益占比行业分位>80%），将其余标的置为NaN（无信号）。通过right_tail算子实现极端尾端切割，专注于财务最安全、债务风险最低的公司群体，构建纯多头防御型筛选器，避免中段及高杠杆标的的噪音干扰。",
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"expression_list": [
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+
"right_tail(group_rank(divide(winsorize(ts_backfill(fnd28_bdea_value_03501a, 63), std=4), winsorize(fnd28_bsassetq_value_02300q, std=4)), industry), minimum=0.8)",
|
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6
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+
"right_tail(group_rank(divide(winsorize(ts_backfill(fnd28_bdea_value_03501a, 63), std=4), winsorize(fnd28_nddq1_value_02300q, std=4)), industry), minimum=0.8)",
|
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7
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+
"right_tail(group_rank(divide(winsorize(ts_backfill(fnd28_fsa1_value_03501a, 63), std=4), winsorize(fnd28_bsassetq_value_02300q, std=4)), industry), minimum=0.8)",
|
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8
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+
"right_tail(group_rank(divide(winsorize(ts_backfill(fnd28_fsa1_value_03501a, 63), std=4), winsorize(fnd28_nddq1_value_02300q, std=4)), industry), minimum=0.8)"
|
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9
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+
]
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10
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+
}
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@@ -0,0 +1,10 @@
|
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1
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+
{
|
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2
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+
"template": "signed_power(group_zscore(divide(winsorize(ts_backfill({value_03501a}, 63), std=4), winsorize({value_02300q}, std=4)), industry), 1.5)",
|
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3
|
+
"idea": "非线性保守度强化：在行业中性资本结构比率基础上，应用1.5次幂的符号保持变换（signed_power）。该操作放大极端保守端（高权益比）与极端激进端（低权益比）的区分度，同时保持方向性（高值仍为好），使组合对财务结构最安全的公司给予超比例权重，增强因子在尾端的区分能力，适用于追求极致财务质量的策略。",
|
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4
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+
"expression_list": [
|
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5
|
+
"signed_power(group_zscore(divide(winsorize(ts_backfill(fnd28_bdea_value_03501a, 63), std=4), winsorize(fnd28_bsassetq_value_02300q, std=4)), industry), 1.5)",
|
|
6
|
+
"signed_power(group_zscore(divide(winsorize(ts_backfill(fnd28_bdea_value_03501a, 63), std=4), winsorize(fnd28_nddq1_value_02300q, std=4)), industry), 1.5)",
|
|
7
|
+
"signed_power(group_zscore(divide(winsorize(ts_backfill(fnd28_fsa1_value_03501a, 63), std=4), winsorize(fnd28_bsassetq_value_02300q, std=4)), industry), 1.5)",
|
|
8
|
+
"signed_power(group_zscore(divide(winsorize(ts_backfill(fnd28_fsa1_value_03501a, 63), std=4), winsorize(fnd28_nddq1_value_02300q, std=4)), industry), 1.5)"
|
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9
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+
]
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10
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+
}
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@@ -0,0 +1,10 @@
|
|
|
1
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+
{
|
|
2
|
+
"template": "ts_mean(bucket(group_rank(divide(ts_backfill({value_03501a}, 63), {value_02300q}), industry), range=\"0,1,0.1\"), 126)",
|
|
3
|
+
"idea": "资本结构稳定性评分：先将行业相对杠杆水平按十分位数分桶（bucket），将连续值离散化为0-9的保守等级，再对过去126个交易日（半年）的等级进行平滑（ts_mean）。该模板识别那些长期稳定维持在特定保守分位区间的标的，惩罚因单期财报噪音或季节性资产波动导致的暂时性比率异常，筛选出资本结构政策一贯稳健的公司。",
|
|
4
|
+
"expression_list": [
|
|
5
|
+
"ts_mean(bucket(group_rank(divide(ts_backfill(fnd28_bdea_value_03501a, 63), fnd28_bsassetq_value_02300q), industry), range=\"0,1,0.1\"), 126)",
|
|
6
|
+
"ts_mean(bucket(group_rank(divide(ts_backfill(fnd28_bdea_value_03501a, 63), fnd28_nddq1_value_02300q), industry), range=\"0,1,0.1\"), 126)",
|
|
7
|
+
"ts_mean(bucket(group_rank(divide(ts_backfill(fnd28_fsa1_value_03501a, 63), fnd28_bsassetq_value_02300q), industry), range=\"0,1,0.1\"), 126)",
|
|
8
|
+
"ts_mean(bucket(group_rank(divide(ts_backfill(fnd28_fsa1_value_03501a, 63), fnd28_nddq1_value_02300q), industry), range=\"0,1,0.1\"), 126)"
|
|
9
|
+
]
|
|
10
|
+
}
|