广发证券高频因子 (hf_alpha_gfzq)
数据描述: 因子源于广发证券部分研报中的高频因子,每日更新
文档
用例
表结构
字段 | 字段类型 | 字段描述 |
ratio_volumeH6 | DOUBLE | - |
ratio_volumeH7 | DOUBLE | - |
ratio_volumeH8 | DOUBLE | - |
amountbuy_large | DOUBLE | - |
amountbuy_small | DOUBLE | - |
ratio_realupvar | DOUBLE | - |
real_kurtosisH1 | DOUBLE | - |
real_kurtosisH8 | DOUBLE | - |
instrument | VARCHAR | - |
real_skewnessH8 | DOUBLE | - |
amountbuy_xlarge | DOUBLE | - |
amountdiff_large | DOUBLE | - |
amountdiff_small | DOUBLE | - |
amountsell_large | DOUBLE | - |
amountsell_small | DOUBLE | - |
amountdiff_xlarge | DOUBLE | - |
amountsell_xlarge | DOUBLE | - |
ratio_realdownvar | DOUBLE | - |
date | TIMESTAMP_NS | - |
real_skewnessH1 | DOUBLE | - |
ret_H1 | DOUBLE | - |
corr_VP | DOUBLE | - |
corr_VR | DOUBLE | - |
real_var | DOUBLE | - |
corr_VPH1 | DOUBLE | - |
corr_VPH8 | DOUBLE | - |
corr_VRH1 | DOUBLE | - |
corr_VRH8 | DOUBLE | - |
corr_VRlag | DOUBLE | - |
real_upvar | DOUBLE | - |
real_varH1 | DOUBLE | - |
real_varH8 | DOUBLE | - |
trendratio | DOUBLE | - |
corr_VRlead | DOUBLE | - |
corr_VRlagH1 | DOUBLE | - |
corr_VRlagH8 | DOUBLE | - |
real_downvar | DOUBLE | - |
ret_close2H1 | DOUBLE | - |
ret_intraday | DOUBLE | - |
amountbuy_med | DOUBLE | - |
corr_VRleadH1 | DOUBLE | - |
corr_VRleadH8 | DOUBLE | - |
real_kurtosis | DOUBLE | - |
real_skewness | DOUBLE | - |
amountdiff_med | DOUBLE | - |
amountsell_med | DOUBLE | - |
ratio_volumeH1 | DOUBLE | - |
ratio_volumeH2 | DOUBLE | - |
ratio_volumeH3 | DOUBLE | - |
ratio_volumeH4 | DOUBLE | - |
ratio_volumeH5 | DOUBLE | - |
表名hf_alpha_gfzq
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