login("admin","123456") /** * 因子:WorldQuant 101 Alpha 因子指标库中的1号因子 WQAlpha1 参数: security_id:STRING VECTOR,股票代码序列 begin_date:DATE,区间开始日期 end_date:DATE,区间结束日期 */ use wq101alpha defg get_alpha1(security_id, begin_date, end_date){ if (typestr(security_id) == 'STRING VECTOR' && typestr(begin_date) == `DATE && typestr(end_date) == `DATE){ tick_list = select * from loadTable("dfs://tick_close", "tick_close") where TradeDate >= begin_date and TradeDate <= end_date and SecurityID in security_id alpha1_list=WQAlpha1(panel(tick_list.TradeDate, tick_list.SecurityID, tick_list.Value)) return table(alpha1_list.rowNames() as TradeDate, alpha1_list) } else { print("What you have entered is a wrong type") return `NULLValue } } //将该函数加入到函数视图中 addFunctionView(get_alpha1) //将该函数的调用权限赋予给admin用户 grant("admin", VIEW_EXEC, "get_alpha1")