| 分类 | 函数原型 | 含义 |
| 数据转换 | FI_rt_To_CumReturn(r); | 得到累计收益率(%)序列(先转对数) |
| FI_rt_To_Price(r); | 得到价格序列 | |
| FI_rt_To_DrawdownUnderwater(r); | 高点回撤序列(%) | |
| FI_rt_To_roll_cagr(r,DaysIn1y,window,min_periods); | 移动年化收益率(%) | |
| FI_rt_To_roll_cumRet(r,window,min_periods); | 移动累计收益率(%) | |
| FI_CumReturn_To_rt(ljz); | 累计收益率(%)序列转换为收益率(%)序列 | |
| FI_Price_To_rt(ljz); | 价格序列转换为收益率(%)序列 | |
| 指标计算 | FI_MaxDrawdown(r); | 最大回撤(%) |
| FI_MeanDrawDown(r); | 疼痛指数:平均回撤 | |
| FI_CumReturn(r); | 累计收益率(%) | |
| FI_cagr(r,DaysIn1y); | 复合年化收益率(%) | |
| FI_Avg_ret(r, DaysIn1y); | 算术平均收益率(%) | |
| FI_Down_SideStd(r,Mar,DaysIn1y); | 下方标准差、下行风险(%) | |
| FI_Up_SideStd(r,Mar,DaysIn1y); | 上方标准差(%) | |
| FI_Calmar_ratio(r,DaysIn1y); | Calmar比率 | |
| FI_Sortino_ratio(r, Mar,DaysIn1y); | 索定诺比率 | |
| FI_Sharpe_ratio(r,rf,DaysIn1y); | 夏普比率 | |
| FI_Avg_Gain(r,DaysIn1y); | 平均盈利(%) | |
| FI_Avg_Loss(r,DaysIn1y); | 平均亏损(%) | |
| FI_WinLoss_ratio(r); | 盈亏比 | |
| FI_Win_pct(r); | 胜率(%) | |
| FI_Alpha(r, br, DaysIn1y); | Alpha | |
| FI_Beta(r, br); | Beta | |
| FI_R2(r, br); | R2 | |
| FI_Down_Beta(r,br); | beta- | |
| FI_Up_Beta(r,br); | beta+ | |
| FI_Down_alpha(r,br,DaysIn1y); | alpha- | |
| FI_Up_alpha(r,br,DaysIn1y); | alpha+ | |
| FI_Information_Ratio(r, br, DaysIn1y); | 信息比率 | |
| FI_Jensen(r,br,rf,DaysIn1y); | 詹森 | |
| FI_Treynor_Ratio(r,br,rf,DaysIn1y); | 特雷诺比率 | |
| FI_Tail_ratio(r); | 尾部比率 | |
| FI_K_ratio(r); | K比率 | |
| FI_Up_Capture(r,br,DaysIn1y); | 上行捕获率(%) | |
| FI_Down_Capture(r,br,DaysIn1y); | 下行捕获率(%) | |
| FI_UP_Down_Capture(r,br,DaysIn1y); | 上/下捕获比率 | |
| FI_TTest(r); | 收益率的T检验 | |
| 年化转换 | FI_Dayly2Annual(vType,IV,YN,N); | 年化操作 |
| FI_Annual2Dayly(vType,v,YN); | 年化操作的逆运算 |