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RollingRank赚钱- Sharp-1.43
2025-04-28 11:02:52 +08:00
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计算多个因子并生成最终的综合因子。
参数:
df (pd.DataFrame): 包含 ts_code, trade_date, turnover_rate, pe_ttm, pb, ps, circ_mv, volume_ratio, vol 等列的数据框。
返回:
pd.DataFrame: 包含新增因子和最终综合因子的数据框。
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