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今日份量化模版Idea

当前时间： 2026-05-04 23:14:05 分类：办公文件 评论(0)
今日份量化模版Idea

Idea 1:均值差

close-group_mean(close,1, industry)

Idea 2：变化率

ts_delta(ts_delta(close,5),7)

Idea 3：分组排名差Base = group_rank[datafield, subindustry) - group_rank(datafield, market)Base = group_rank(datafield, market) - grgr = group_rank/group_mean(datafield, subindustry), market)Idea 4：两个指标间的排名差Base = ts_rank(datafield_1,days) - ts_rank[datafield_2, days)Base = group_rank(datafield_1,group) - group_rank(datafleld_2. group)

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  1. 请求信息 : 2026-05-05 09:51:05 HTTP/1.1 GET : https://www.yeyulingfeng.com/a/575981.html
  2. 运行时间 : 0.107268s [ 吞吐率：9.32req/s ] 内存消耗：4,543.90kb 文件加载：145
  3. 缓存信息 : 0 reads,0 writes
  4. 会话信息 : SESSION_ID=128dab16b9f15af995c7132292f5f7f9
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  1. CONNECT:[ UseTime:0.000565s ] mysql:host=127.0.0.1;port=3306;dbname=wenku;charset=utf8mb4
  2. SHOW FULL COLUMNS FROM `fenlei` [ RunTime:0.000796s ]
  3. SELECT * FROM `fenlei` WHERE `fid` = 0 [ RunTime:0.000343s ]
  4. SELECT * FROM `fenlei` WHERE `fid` = 63 [ RunTime:0.000284s ]
  5. SHOW FULL COLUMNS FROM `set` [ RunTime:0.000545s ]
  6. SELECT * FROM `set` [ RunTime:0.000196s ]
  7. SHOW FULL COLUMNS FROM `article` [ RunTime:0.000559s ]
  8. SELECT * FROM `article` WHERE `id` = 575981 LIMIT 1 [ RunTime:0.000406s ]
  9. UPDATE `article` SET `lasttime` = 1777945865 WHERE `id` = 575981 [ RunTime:0.002511s ]
  10. SELECT * FROM `fenlei` WHERE `id` = 64 LIMIT 1 [ RunTime:0.000320s ]
  11. SELECT * FROM `article` WHERE `id` < 575981 ORDER BY `id` DESC LIMIT 1 [ RunTime:0.000533s ]
  12. SELECT * FROM `article` WHERE `id` > 575981 ORDER BY `id` ASC LIMIT 1 [ RunTime:0.000349s ]
  13. SELECT * FROM `article` WHERE `id` < 575981 ORDER BY `id` DESC LIMIT 10 [ RunTime:0.000656s ]
  14. SELECT * FROM `article` WHERE `id` < 575981 ORDER BY `id` DESC LIMIT 10,10 [ RunTime:0.001852s ]
  15. SELECT * FROM `article` WHERE `id` < 575981 ORDER BY `id` DESC LIMIT 20,10 [ RunTime:0.002688s ]
0.111167s