今天挖掘的商品期货多因子

ailabx

sqrt(rank(ts_median(ts_rank(open, 20), 1)+5)) (np.float64(0.08723190587401855), np.float64(0.22742803033590528))
ts_min(ts_median(ts_argmin(high, 3)+60, 20), 5)/ts_max(ts_median(ts_delay(ts_sum(volume, 20), 10), 20), 10) (np.float64(0.08416663637555502), np.float64(0.13514565730370023))
shift(stddev(ts_argmax(open, 40), 10)/3, 5) (np.float64(0.038623114238602985), np.float64(-0.0219283340321465))
ts_argmin(low, 60)/1 (np.float64(0.0316284843590291), np.float64(-0.013506223080034449))
ts_mean(abs(ts_argmin(low, 20)), 40) (np.float64(0.0293268633628688), np.float64(0.008558984304599077))
ts_mean(abs(open), 40) (np.float64(0.026435745507025286), np.float64(0.03376458642404931))
ts_mean(abs(ts_rank(shift(low, 5), 10)/roc(ts_argmin(low, 20), 10)), 40) (np.float64(0.024193726706242473), np.float64(-0.07475982621693229))
ts_min(ts_rank(shift(low, 5), 10)/log(shift(high, 40))-10, 20) (np.float64(0.023784894881292727), np.float64(0.004124426431749652))
ts_min(ts_rank(shift(low, 5), 10)/roc(high+volume, 10), 40) (np.float64(0.023784894881292727), np.float64(0.004124426431749652))
abs(ts_argmin(low, 20))/open (np.float64(0.021830865780089533), np.float64(0.04582377283477889))