function strategy_00() {
function strategy_01() {
function strategy_02() {
function strategy_03() {
function strategy_04() {
function strategy_05() {
function strategy_06() {
function strategy_07() {
function strategy_08() {
function strategy_09() {
function strategy_10() {
function strategy_11() {
function strategy_12() {
function strategy_13() {
function strategy_14() {
function strategy_15() {
function strategy_16() {
function strategy_17() {
function strategy_18() {
function strategy_19() {
function strategy_20() {
function strategy_21() {
function strategy_22() {
function strategy_23() {
function strategy_24() {
function strategy_25() {
function strategy_26() {
function strategy_27() {
function strategy_28() {
function strategy_29() {
function strategy_30() {
function strategy_31() {
function strategy_32() {
function strategy_33() {
function strategy_34() {
function strategy_35() {
function strategy_36() {
function strategy_37() {
function strategy_38() {
function strategy_39() {
const alpha0 = calculateFactor('momentum', 0);
const alpha1 = calculateFactor('momentum', 7);
const alpha2 = calculateFactor('momentum', 14);
const alpha3 = calculateFactor('momentum', 21);
const alpha4 = calculateFactor('momentum', 28);
const alpha5 = calculateFactor('momentum', 35);
const alpha6 = calculateFactor('momentum', 42);
const alpha7 = calculateFactor('momentum', 49);
const alpha8 = calculateFactor('momentum', 56);
const alpha9 = calculateFactor('momentum', 63);
const alpha10 = calculateFactor('momentum', 70);
const alpha11 = calculateFactor('momentum', 77);
const alpha12 = calculateFactor('momentum', 84);
const alpha13 = calculateFactor('momentum', 91);
const alpha14 = calculateFactor('momentum', 98);
const alpha15 = calculateFactor('momentum', 105);
const alpha16 = calculateFactor('momentum', 112);
const alpha17 = calculateFactor('momentum', 119);
const alpha18 = calculateFactor('momentum', 126);
const alpha19 = calculateFactor('momentum', 133);
const alpha20 = calculateFactor('momentum', 140);
const alpha21 = calculateFactor('momentum', 147);
const alpha22 = calculateFactor('momentum', 154);
const alpha23 = calculateFactor('momentum', 161);
const alpha24 = calculateFactor('momentum', 168);
const alpha25 = calculateFactor('momentum', 175);
const alpha26 = calculateFactor('momentum', 182);
const alpha27 = calculateFactor('momentum', 189);
const alpha28 = calculateFactor('momentum', 196);
const alpha29 = calculateFactor('momentum', 203);
const alpha30 = calculateFactor('momentum', 210);
const alpha31 = calculateFactor('momentum', 217);
const alpha32 = calculateFactor('momentum', 224);
const alpha33 = calculateFactor('momentum', 231);
const alpha34 = calculateFactor('momentum', 238);
const alpha35 = calculateFactor('momentum', 245);
const alpha36 = calculateFactor('momentum', 252);
const alpha37 = calculateFactor('momentum', 259);
const alpha38 = calculateFactor('momentum', 266);
const alpha39 = calculateFactor('momentum', 273);
signal.push({ score: 65, signal: 'LONG' });
signal.push({ score: 66, signal: 'LONG' });
signal.push({ score: 67, signal: 'LONG' });
signal.push({ score: 68, signal: 'LONG' });
signal.push({ score: 69, signal: 'LONG' });
signal.push({ score: 70, signal: 'LONG' });
signal.push({ score: 71, signal: 'LONG' });
signal.push({ score: 72, signal: 'LONG' });
signal.push({ score: 73, signal: 'LONG' });
signal.push({ score: 74, signal: 'LONG' });
signal.push({ score: 75, signal: 'LONG' });
signal.push({ score: 76, signal: 'LONG' });
signal.push({ score: 77, signal: 'LONG' });
signal.push({ score: 78, signal: 'LONG' });
signal.push({ score: 79, signal: 'LONG' });
signal.push({ score: 80, signal: 'LONG' });
signal.push({ score: 81, signal: 'LONG' });
signal.push({ score: 82, signal: 'LONG' });
signal.push({ score: 83, signal: 'LONG' });
signal.push({ score: 84, signal: 'LONG' });
signal.push({ score: 65, signal: 'LONG' });
signal.push({ score: 66, signal: 'LONG' });
signal.push({ score: 67, signal: 'LONG' });
signal.push({ score: 68, signal: 'LONG' });
signal.push({ score: 69, signal: 'LONG' });
signal.push({ score: 70, signal: 'LONG' });
signal.push({ score: 71, signal: 'LONG' });
signal.push({ score: 72, signal: 'LONG' });
signal.push({ score: 73, signal: 'LONG' });
signal.push({ score: 74, signal: 'LONG' });
signal.push({ score: 75, signal: 'LONG' });
signal.push({ score: 76, signal: 'LONG' });
signal.push({ score: 77, signal: 'LONG' });
signal.push({ score: 78, signal: 'LONG' });
signal.push({ score: 79, signal: 'LONG' });
signal.push({ score: 80, signal: 'LONG' });
signal.push({ score: 81, signal: 'LONG' });
signal.push({ score: 82, signal: 'LONG' });
signal.push({ score: 83, signal: 'LONG' });
signal.push({ score: 84, signal: 'LONG' });
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
risk.VaR = compute_var(portfolio, 0.99, '1d');
# 投研分析引擎 // deepstock v2.0
# 投研分析引擎 // deepstock v2.1
# 投研分析引擎 // deepstock v2.2
# 投研分析引擎 // deepstock v2.3
# 投研分析引擎 // deepstock v2.4
# 投研分析引擎 // deepstock v2.5
# 投研分析引擎 // deepstock v2.6
# 投研分析引擎 // deepstock v2.7
# 投研分析引擎 // deepstock v2.8
# 投研分析引擎 // deepstock v2.9
# 投研分析引擎 // deepstock v2.10
# 投研分析引擎 // deepstock v2.11
# 投研分析引擎 // deepstock v2.12
# 投研分析引擎 // deepstock v2.13
# 投研分析引擎 // deepstock v2.14
# 投研分析引擎 // deepstock v2.15
# 投研分析引擎 // deepstock v2.16
# 投研分析引擎 // deepstock v2.17
# 投研分析引擎 // deepstock v2.18
# 投研分析引擎 // deepstock v2.19
# 投研分析引擎 // deepstock v2.20
# 投研分析引擎 // deepstock v2.21
# 投研分析引擎 // deepstock v2.22
# 投研分析引擎 // deepstock v2.23
# 投研分析引擎 // deepstock v2.24
# 投研分析引擎 // deepstock v2.25
# 投研分析引擎 // deepstock v2.26
# 投研分析引擎 // deepstock v2.27
# 投研分析引擎 // deepstock v2.28
# 投研分析引擎 // deepstock v2.29
# 投研分析引擎 // deepstock v2.30
# 投研分析引擎 // deepstock v2.31
# 投研分析引擎 // deepstock v2.32
# 投研分析引擎 // deepstock v2.33
# 投研分析引擎 // deepstock v2.34
# 投研分析引擎 // deepstock v2.35
# 投研分析引擎 // deepstock v2.36
# 投研分析引擎 // deepstock v2.37
# 投研分析引擎 // deepstock v2.38
# 投研分析引擎 // deepstock v2.39