请问你的版本是多少?我这边2.00.7和1.30.19版本没有问题
defg featureEngine(bidPrice,bidQty,offerPrice,offerQty){ bas = offerPrice[0]\bidPrice[0]-1 wap = (bidPrice[0]*offerQty[0] + offerPrice[0]*bidQty[0])\(bidQty[0]+offerQty[0]) di = (bidQty-offerQty)\(bidQty+offerQty) bidw=(1.0\(bidPrice-wap)) bidw=bidw\(bidw.rowSum()) offerw=(1.0\(offerPrice-wap)) offerw=offerw\(offerw.rowSum()) press=log((bidQty*bidw).rowSum())-log((offerQty*offerw).rowSum()) rv=std(log(wap)-log(prev(wap)))*sqrt(24*252*size(wap)) return avg(bas),avg(di[0]),avg(di[1]),avg(di[2]),avg(di[3]),avg(di[4]),avg(di[5]),avg(di[6]),avg(di[7]),avg(di[8]),avg(di[9]),avg(press),rv } //SQL for level2 snapshot data processing n=100 BidPrice0,BidPrice1,BidPrice2,BidPrice3,BidPrice4,BidPrice5,BidPrice6,BidPrice7,BidPrice8,BidPrice9=rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n) BidOrderQty0,BidOrderQty1,BidOrderQty2,BidOrderQty3,BidOrderQty4,BidOrderQty5,BidOrderQty6,BidOrderQty7,BidOrderQty8,BidOrderQty9=rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n) OfferPrice0,OfferPrice1,OfferPrice2,OfferPrice3,OfferPrice4,OfferPrice5,OfferPrice6,OfferPrice7,OfferPrice8,OfferPrice9=rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n) OfferOrderQty0,OfferOrderQty1,OfferOrderQty2,OfferOrderQty3,OfferOrderQty4,OfferOrderQty5,OfferOrderQty6,OfferOrderQty7,OfferOrderQty8,OfferOrderQty9=rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n),rand(10.,n) tb=table(BidPrice0,BidPrice1,BidPrice2,BidPrice3,BidPrice4,BidPrice5,BidPrice6,BidPrice7,BidPrice8,BidPrice9, BidOrderQty0,BidOrderQty1,BidOrderQty2,BidOrderQty3,BidOrderQty4,BidOrderQty5,BidOrderQty6,BidOrderQty7,BidOrderQty8,BidOrderQty9,OfferPrice0,OfferPrice1,OfferPrice2,OfferPrice3,OfferPrice4,OfferPrice5,OfferPrice6,OfferPrice7,OfferPrice8,OfferPrice9,OfferOrderQty0,OfferOrderQty1,OfferOrderQty2,OfferOrderQty3,OfferOrderQty4,OfferOrderQty5,OfferOrderQty6,OfferOrderQty7,OfferOrderQty8,OfferOrderQty9) result = select featureEngine( matrix(BidPrice0,BidPrice1,BidPrice2,BidPrice3,BidPrice4,BidPrice5,BidPrice6,BidPrice7,BidPrice8,BidPrice9), matrix(BidOrderQty0,BidOrderQty1,BidOrderQty2,BidOrderQty3,BidOrderQty4,BidOrderQty5,BidOrderQty6,BidOrderQty7,BidOrderQty8,BidOrderQty9), matrix(OfferPrice0,OfferPrice1,OfferPrice2,OfferPrice3,OfferPrice4,OfferPrice5,OfferPrice6,OfferPrice7,OfferPrice8,OfferPrice9), matrix(OfferOrderQty0,OfferOrderQty1,OfferOrderQty2,OfferOrderQty3,OfferOrderQty4,OfferOrderQty5,OfferOrderQty6,OfferOrderQty7,OfferOrderQty8,OfferOrderQty9)) as `BAS`DI0`DI1`DI2`DI3`DI4`DI5`DI6`DI7`DI8`DI9`Press`RV from tb