From jqfactor
Webfrom jqfactor import analyze_factor # 参数quantiles=8的意思是:将样本排序后划分为8类,每一类成为一个分位数 far = analyze_factor ( factor = MONEY , start_date = '2024-01-01' , WebIn physics and engineering, the quality factor or Q factor is a dimensionless parameter that describes how underdamped an oscillator or resonator is. It is defined as the ratio of the …
From jqfactor
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WebJQFactor是聚宽提供的单因子分析Python包,限定在聚宽的研究环境中使用。 另外聚宽还提供了一个可以在本地Python开发环境中使用的 jqfactor_analyzer ,在本地直接用pip安装即可。 二者大同小异。 这里以JQFactor为例介绍其单因子分析的基本概念和分析结果的详细说明。 这是本文用到的示范代码: … Web新建因子. 注意. 由于聚宽平台改版的原因,所以原来“策略研究”--->“单因子分析”的功能已经下线,所以只能通过聚宽的研究环境进行编写代码。
Webfrom jqfactor import Factor class NetProfitGrowth(Factor): # 设置因子名称 name = 'net_profit_growth_rate' # 设置获取数据的时间窗口长度 max_window = 1 # 设置依赖的数据 dependencies = ['net_profit_y','net_profit_y1'] # 计算因子的函数, 需要返回一个 pandas.Series, index 是股票代码,value 是因子值 def calc(self, data): # 个股最新一年度 … WebNov 5, 2024 · The output of the [] operator is similar to the basic jq '.' output because the . operator automatically iterates through any arrays it encounters. However, the [] operator …
WebOct 4, 2024 · Q factor (also known as Quality Factor or Q-factor) is defined as a dimensionless parameter that describes the underdamped condition of an oscillator or … WebQuantile-based discretization function. Discretize variable into equal-sized buckets based on rank or based on sample quantiles. For example 1000 values for 10 quantiles would …
Webjqfactor_analyzer 聚宽单因子分析工具开源版 聚宽单因子分析工具开源版是提供给用户进行因子分析的工具,提供了包括计算因子IC值,因子收益,因子换手率等各种详细指标, …
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