可以通过如下看看 def ff(val){ f=def(r){ p= parseExpr(r).eval() a=peach(d->table(d[`bid_p] as bid,d[`bid_v] as bidv,d[`ask_p] as ask,d[`ask_v] as askv),p) i=0 res=NULL for (itb in a){ itb_=itb itb_=itb_.rename!(colNames(itb)+string(i)) if(isVoid(res)){ res=itb_ } else{ re...
回答于 2022-12-16 11:41
模拟生成数据如下 TRADE_DT=sort(take(2021.02.01+3*(1..20),60)) S_INFO_WINDCODE=take(`A`B`C,60) S_DQ_ADJCLOSE=rand(10.,60) Ret=rand(1.,60) tb1=table(TRADE_DT,S_INFO_WINDCODE,S_DQ_ADJCLOSE,Ret) date=sort(take(date(2021.01M+0..2),3*3*3)) Source=take(`dd`rr`rrd`eee`ggg`yyy`yy`jj`www,3*3*3) Target=take(`...
回答于 2022-11-04 17:06
直接使用DolphinDB中pow函数就可以实现 x=5n=10pow(x,0..(n-1)) [1,5,25,125,625,3125,15625,78125,390625,1953125]
回答于 2022-11-04 11:15
可以通过增加一个nexttime时间列,通过group by segment(状态)实现 time=[2022.05.19 12:10:10,2022.05.19 12:10:11,2022.05.19 12:10:20,2022.05.19 12:10:22,2022.05.19 12:10:50] v=[1,1,3,1,1] t = table(time, v) t[`nextTime] = next(t.time) select first(time) as startTime, sum(nextTime - time) as duration,...
回答于 2022-05-20 09:40
可以通过如下函数计算最大的回测收益,回测天数,回测的开始和结束日期 defg maxWithdraw(r){ cumret = cumsum(r) return max(cumret.cummax() - cumret) } defg maxWithdrawTime(t, r){ cumret = cumsum(r) cumretMax = cummax(cumret) indexMaxWithdraw = imax(cumretMax - cumret) indexPeak = at(cumret.subarr...
回答于 2022-05-08 21:43
可以通过函数weekOfYear实现 def yearweek(date){ w = weekOfYear(date) y = year(date) return iif(monthOfYear(date) == 1 && w >= 50, y - 1, y) * 1000 + w}
回答于 2022-04-26 15:12
可以用peach函数 def split_tbcol(sss, split_by, iloc){ return split(sss, split_by)[iloc]} tb=table(take(2022.04.13,50) as date,take(`rr_3`hhh_1,50) as code) update tb set hh=peach(split_tbcol{,"_",0},code)
回答于 2022-04-13 17:49
可以如下写: tmp=loadText("/home/appadmin/mhxiang/test/temp.csv") label=1..size(tmp) plot([tmp.count, tmp.sum], label,, LINE, ,{multiYAxes : true})
回答于 2022-03-04 15:58
是因为close之前没有取消本地变量对server端对象的引用,如tb=s.loadTable("day","dfs://day"),close()之前让tb = None,取消本地变量对server端对象的引用,就可以了 请参考pythonapi上传的数据表的生命周期 https://gitee.com/dolphindb/api_python3#23-%E4%B8%8A%E4%BC%A0%E7%9A%84%E6%95%B0%E6%8D%AE%E8%A1%A8%E7%9A...
回答于 2022-02-25 14:12
在dolphindb教程DolphindbModules里有,链接https://gitee.com/dolphindb/DolphinDBModules/tree/master/ta/src
回答于 2022-02-21 12:08