2 个回答

mhxiang 2022-09-22 17:55

可以通过cutPoints函数和asof函数实现。如：

 sym=take(string(100000..100010),20)
 date=sort(take(2022.04.27..2022.04.28,20))
  factor_value= 1..10 join take(int(),3) join 3..9
 tb= table( sym, date, factor_value)
 select *,asof(cutPoints(int(factor_value*100000),3),factor_value*100000)+1 as factor_quantile from tb context by date  csort  factor_value having  size(distinct(factor_value*100000))>3

Huikang Xu 2024-01-12 09:56

上述代码的重复值个数统计部可以直接使用 nunique 函数实现：

select *,asof(cutPoints(int(factor_value*100000),3),factor_value*100000)+1 as factor_quantile from tb context by date  csort  factor_value having  nunique(factor_value*100000)>3

怎样按因子值排序之后分成多组

2 个回答

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