"{}" below represents placeholder, all expressions are not case sensitive, and “x” represents data time series
abs(x), log(x), sign(x) literally means absolute value, logarithm and sign function, respectively.The following operators, including +, -, *, /, >, <, also meet the meanings of their standards; == represents “equal or not”; || means “or”; x? y: z indicates ternary operator.
rank(x): the ranking of cross-sections, returning the percentage of the location; it is necessary to specify multiple candidate target pools, which cannot be calculated for a single market and will directly return the original result.delay(x, d): the value before the d period of the sequence.sma(x, d): the simple moving average of the d period of the sequence.correlation(x, y, d): the correlation coefficient of time series x and y over the past d periods.covariance(x, y, d): the covariance of the time series x and y in the past d periods.scale(x, a): it normalizes the data, so that sum(abs(x)) = a (“a” defaults to 1).delta(x, d): the current value of the time series x minus the value before d periods.signedpower(x, a): x^a.decay_linear(x, d): weighted d-period moving average of time series x, with weights being d, d-1, d-2… 1 (normalized).indneutralize(x, g): the neutral processing for industry classification “g”, currently not supported.ts_{O}(x, d): perform “O” operations on the time series x in the past d periods (“O” can specifically represent “min” and “max”, etc., introduced later), “d” will be converted to an integer.ts_min(x, d): the minimum value of the past d periods.ts_max(x, d): the maximum value of the past d periods.ts_argmax(x, d): ts_max(x, d) position.ts_argmin(x, d): ts_min(x, d) position.ts_rank(x, d): sorting of the past d periods time series x values (percentage sorting).min(x, d): ts_min(x, d).max(x, d): ts_max(x, d).sum(x, d): the sum of the past d periods.product(x, d): the product of the past d periods.stddev(x, d): the standard deviation of the past d periods.