📦 deps(tsl): sync tsl-playbook from ecedf69b

Source-Commit: ecedf69b9c
This commit is contained in:
ci[bot]
2026-08-24 09:29:51 +08:00
parent 2f0d80da65
commit 2b74e1466d
664 changed files with 28934 additions and 37020 deletions
@@ -1,6 +1,6 @@
# 因子研究 / 宏观风险因子
## `TS_HGRiskFMP`
## `ts_HGRiskFMP`
声明:class
@@ -8,7 +8,7 @@
<!-- tags: 因子分析 因子指标 风险管理 风控 多头空头 宏观经济 宏观因子 多空组合 -->
### `fBegT`
### `FBegT`
声明:field
@@ -18,7 +18,7 @@
类型:date
### `fEndT`
### `FEndT`
声明:field
@@ -28,7 +28,7 @@
类型:date
### `fFactorAssetDZ`
### `FFactorAssetDZ`
声明:field
@@ -38,7 +38,7 @@
类型:array
### `fFactorWeight`
### `FFactorWeight`
声明:field
@@ -48,7 +48,7 @@
类型:array
### `getAssetReturn(index_arr, beg_t, end_t)`
### `GetAssetReturn(index_arr, beg_t, end_t)`
声明:function
@@ -66,7 +66,7 @@
返回:array
### `getRealHGDataYoY(beg_t, end_t)`
### `GetRealHGDataYoY(beg_t, end_t)`
声明:function
@@ -83,7 +83,7 @@
返回:array
### `getHGFactorReturn(r_type)`
### `GetHGFactorReturn(r_type)`
声明:function
@@ -99,7 +99,7 @@
返回:array
### `getAllAssetReturn(r_type)`
### `GetAllAssetReturn(r_type)`
声明:function
@@ -115,7 +115,7 @@
返回:array
### `getHGFactorCorrMat()`
### `GetHGFactorCorrMat()`
声明:function
@@ -127,7 +127,7 @@
返回:array
### `getAllAssetCorrMat()`
### `GetAllAssetCorrMat()`
声明:function
@@ -139,7 +139,7 @@
返回:array
### `getRealAndHGFactorData()`
### `GetRealAndHGFactorData()`
声明:function
@@ -151,7 +151,7 @@
返回:array
### `getHGFactorWeight()`
### `GetHGFactorWeight()`
声明:function
@@ -163,7 +163,7 @@
返回:array
### `getHGFactorReturn_OutSample(v_beg_t, v_end_t)`
### `GetHGFactorReturn_OutSample(v_beg_t, v_end_t)`
声明:function
@@ -180,7 +180,7 @@
返回:array
### `getAllAssetReturn_OutSample(v_beg_t, v_end_t)`
### `GetAllAssetReturn_OutSample(v_beg_t, v_end_t)`
声明:function
@@ -197,7 +197,7 @@
返回:array
### `getAssetTBReturn(stocks, beg_t, end_t, cycle)`
### `GetAssetTBReturn(stocks, beg_t, end_t, cycle)`
声明:function
@@ -216,7 +216,7 @@
返回:array
### `getRealHGData_VHG01(beg_t, end_t)`
### `GetRealHGData_VHG01(beg_t, end_t)`
声明:function