菜鸟学院
交易开拓者-附录二:函数速查
时间 2021-06-10
标签
# 量化交易
文章目录
附录二:函数速查
数学函数
abs
Acos和Acosh
Asinh、Asinh
Atan、Atan2、Atanh
ceiling
combin
cos、cosh、ctan
Even
Exp
Fact
Floor
Fracpart Inpart
Ln Log
Mod
Neg
Old
pi power rand round
rounddown roundup
sign
sqr sqrt
字符串函数
Exact left right len
lower mid
text trim
upper value
时间函数
currentData currentTime
dateadd datediff
DateTimeToString DateToString
day hour friday dayfromdatetime hourfromdatetime makedate
makedatetime maketime minute minutefromdatetime
monday month monthfromdatetime
saturday second secondfromdatetime stringtodate
stringtotime sunday systemdatetime
timediff timetostring
weekday weekdayfromdatetime year yearfromdatetime
数据函数
barcount barstatus c close currentbar d(date) h(high)
historydataexist
l(low) o(open)
openint
T(Time)V(vol)
交易函数
buy buytocover
sell sellshort
策略状态
AvgEntryPrice BarsSinceEntry
BarsSinceExit BarsSinceLastEntry
ContractProfit CurrentContracts CurrentEntries
entrydate entryprice entrytime
exitdate exitprice exittime
LastEntryDate LastEntryPrice LastEntryTime
MarketPosition
MaxContracts MaxEntries
MaxPositionLoss MaxPositionProfit PositionProfit
内建函数
AdaptiveMovAvg Average
AverageD AverageFC AvgDeviation
AvgPrice AvgTrueRange BarsSinceToday
CloseD
CoefficientR Correlation
CountIf Covar
CrossOver CrossUnder
cum DataConvert
DEMA Detrend devsqrd extrems
Fisher FisherInv
HarmonicMean
HighD Highest HighestBar HighestBarFC HighestFC
Kurtosis
LinearReg
LinearRegAngle LinearRegSlope LinearRegValue
LowD Lowest
Momentum
openD openint
Summation
WAverage XAverage
附录二:函数速查
数学函数
abs
Acos和Acosh
Asinh、Asinh
Atan、Atan2、Atanh
ceiling
combin
cos、cosh、ctan
Even
Exp
Fact
Floor
Fracpart Inpart
Ln Log
Mod
Neg
Old
pi power rand round
rounddown roundup
sign
sqr sqrt
字符串函数
Exact left right len
lower mid
text trim
upper value
时间函数
currentData currentTime
dateadd datediff
DateTimeToString DateToString
day hour friday dayfromdatetime hourfromdatetime makedate
makedatetime maketime minute minutefromdatetime
monday month monthfromdatetime
saturday second secondfromdatetime stringtodate
stringtotime sunday systemdatetime
timediff timetostring
weekday weekdayfromdatetime year yearfromdatetime
数据函数
barcount barstatus c close currentbar d(date) h(high)
historydataexist
l(low) o(open)
openint
T(Time)V(vol)
交易函数
buy buytocover
sell sellshort
策略状态
AvgEntryPrice BarsSinceEntry
BarsSinceExit BarsSinceLastEntry
ContractProfit CurrentContracts CurrentEntries
entrydate entryprice entrytime
exitdate exitprice exittime
LastEntryDate LastEntryPrice LastEntryTime
MarketPosition
MaxContracts MaxEntries
MaxPositionLoss MaxPositionProfit PositionProfit
内建函数
AdaptiveMovAvg Average
AverageD AverageFC AvgDeviation
AvgPrice AvgTrueRange BarsSinceToday
CloseD
CoefficientR Correlation
CountIf Covar
CrossOver CrossUnder
cum DataConvert
DEMA Detrend devsqrd extrems
Fisher FisherInv
HarmonicMean
HighD Highest HighestBar HighestBarFC HighestFC
Kurtosis
LinearReg
LinearRegAngle LinearRegSlope LinearRegValue
LowD Lowest
Momentum
openD openint
Summation
WAverage XAverage
更多参考书籍: