国泰君安 191 Alpha 因子库，需要对input先处理成矩阵吗？
update Ashares set Alpha1 = gtjaAlpha1(open, close, vol)
update Ashares set Alpha1 = gtja191Alpha::gtjaAlpha1(open, close, vol) => gtja191Alpha::gtjaAlpha1: return -1 * mcorr(rowRank(delta, , , , , 1), rowRank((close - open) \ open, , , , , 1), 6) => Usage: rowRank(X, [ascending=true], [groupNum], [ignoreNA=true], [tiesMethod='min'], [percent=false], [precision]). X must be a matrix.
update Ashares set Alpha1 = gtjaAlpha1(matrix(open), matrix(close), matrix(vol))
update Ashares set Alpha1 = gtja191Alpha::gtjaAlpha1(matrix(open), matrix(close), matrix(vol)) => The new value for update must be a scalar or a vector.
很多因子直接用 gtjaAlphaxx(....) 都算不了，有1 6 7 8 10 12...
最佳答案 2024-03-26 13:44
是的，内部提供了矩阵准备函数 gtjaPrepare，参照文档 https://docs.dolphindb.cn/zh/modules/gtja191Alpha/191alpha.html
