Calculate market capitalization Args: close: Closing price shares: Number of outstanding shares

Calculate CCI indicator

Return constant series using last value of S

Calculate rolling correlation coefficient Args: series1: First series series2: Second series window: Roll

Calculate rolling covariance

Check for golden cross (upward cross) or death cross (downward cross)

Calculate weighted moving average with weights d,d-1,...,1 (normalized to sum to 1)

Calculate linear decay weighted average

Calculate lagged values

Calculate difference

Calculate DFMA indicator, returns DIF line

Calculate difference between current and previous value, generates NAN at start, preserving index

Calculate dynamic moving average with smoothing factor A, requires 0<A<1

Calculate DMI indicator, returns ADX line

Calculate DPO indicator, returns DPO line

Calculate EMV indicator, returns EMV line

EVERY(CLOSE>O, 5) Check if all values are True in last N days

EXIST(CLOSE>3010, N=5) Check if condition exists in last N days

Calculate EXPMA indicator, returns short-term EMA

FILTER function: When S condition is met, set next N periods to 0

Calculate predicted value using N-period linear regression

Calculate future returns Args: close: Price series period: Future periods to calculate returns for, default is 1

Calculate number of periods since highest value in N periods

Industry neutralization

Calculate KDJ indicator, returns K line Args: CLOSE: Close price series HIGH: High price series LOW: Low

Calculate Keltner Channel, returns middle line

Calculate number of periods since lowest value in N periods

Calculate natural logarithm

Check if series cross after maintaining relative position for N periods

Calculate MACD indicator using EMA, requires 120 days for accuracy Args: CLOSE: Close price series SHORT: Short perio

Calculate MASS indicator, returns MASS line

Money Flow Index (Volume RSI) MFI is a volume-weighted RSI that shows buying and selling pressure. Uses vectorized operations for bet

Calculate element-wise minimum of two series or series and scalar

Calculate MTM indicator, returns MTM line

On Balance Volume OBV is calculated by adding volume on up days and subtracting volume on down days. Args: CLOSE: Close

Calculate power

Calculate rolling product

Calculate PSY indicator, returns PSY line

Cross-sectional ranking, normalized to [-0.5, 0.5] range

Return the Nth last value of series while preserving index

Calculate returns Args: close: Price series period: Return calculation period, default is 1 Returns:

Calculate Rate of Change (ROC) indicator ROC = (Current Price - Price N periods ago) / Price N periods ago × 100 Args: C

Calculate RSI indicator, matches TDX to 2 decimal places

Scale series to [-1, 1] range

Calculate sign(X) for series

Calculate sign(X)*(abs(X)^n)

Calculate linear regression slope over N periods

Calculate N-day standard deviation of series

Calculate rolling standard deviation

Conditional sum

Calculate Tang Aikun Channel indicator, returns upper line

Calculate TRIX indicator, returns TRIX line

Calculate time series maximum value position Returns position normalized to [0, 1] range, 0 means earliest, 1 means latest

Calculate time series minimum value position

Calculate time series maximum

Calculate time series moving average Args: series: Input series window: Moving window size, default 20 Retur

Calculate time series minimum

Calculate time series rank

When condition S is True, take current value of X Args: S: Condition series (boolean) X: Value series Return

Calculate volume weighted average price Args: close: Price series volume: Volume series Returns:

Calculate N-period weighted moving average: Yn = (1*X1+2*X2+3*X3+...+n*Xn)/(1+2+3+...+Xn)

Calculate Williams %R indicator, returns WR line

根据当天信号值排序，丢弃N个信号后选取前K个信号 参数: signal: pd.DataFrame - 信号数据框，索引为日期 N: int - 要丢弃的信号数量 K: int

初始化因子表达式引擎 Args: safe_mode: 安全模式，限制可用的函数和操作

Add timedelta to 'input' taking into consideration custom frequency, which is used to deal with custom calendars, such as a trading calendar

Plots average cumulative returns by factor quantiles in the period range defined by -periods_before to periods_after Parameters ----

Shift a multi-indexed series backwards by N observations in the first level. This can be used to convert backward-looking returns into a