=rit*1+r,-1*100,的收益率rt-1表示组合,t-1期的,收益率pf_md_,t1arrayt2_arrayof,组合收益率@@t2_@@,为基准data:=tsut_data_,…

多非线性约束范例041天软组合,年化且单位为1的数字,_zhyh_tsportfoliooptimizer04begt,…

个月的营业利润率%1营业利润率,的营业收入v2注13最近,v2*100operatingprofittomainoperationratio_12rdate,ov:=backupsystemparameters2setsysparampn_stocksz000002,:=operatingprofittomainoperationratio_1220111231,…

参数股票周期相关filtersamplebycriterion_wizstockarr,剔除亏损股tdtd1tdtr,stockarr:=getbka股filtersamplebycriterion_wizstockarr,media2024-01-05_wznfjsckroekgvebimage60,…

利润增长率%复合增长率1取向后,增长率=powerv1v21n-,100否则返回0operatingprofitgrowratio_yearrdate,media2024-01-08_igyqnpdpfidoi2hcimage739,ov:=backupsystemparameters2setsysparampn_stocksz000002,…

总额增长率%复合增长率1取向后,增长率=powerv1v21n-,100否则返回0profitbeforetaxgrowratio_yearrdate,media2024-01-08_igyqnpdpfidoi2hcimage739,ov:=backupsystemparameters2setsysparampn_stocksz000002,…

自定义的系统变量有关1表示单指,组合中间计算风险pf_riskmincallbackw,…

净利润增长率%复合增长率1取向后,增长率=powerv1v21n-,否则返回0netprofitgrowratio_yearrdate,media2024-01-08_igyqnpdpfidoi2hcimage739,ov:=backupsystemparameters2setsysparampn_stocksz000002,…

利润增长率%复合增长率1取向后,增长率=powerv1v21n-,100否则返回0mainprofitgrowratio_yearrdate,media2024-01-08_igyqnpdpfidoi2hcimage739,ov:=backupsystemparameters2setsysparampn_stocksz000001,…

的主营净利率%1主营净利,的营业收入v2注13最近,*100worknetprofitratio_12rdate,ov:=backupsystemparameters2setsysparampn_stocksz000002,:=worknetprofitratio_1220111231,…