市值行业中性化代码，求帮忙更正

由bqkrin4q创建，最终由small_q更新于2024-01-02 06:04 被浏览 26 用户

%%sql
SELECT
    log(total_market_cap) as f_market_cap,
    m_avg(turn,20) as f_trun,
    date,
    instrument,
    industry_level1_code,
    c_neutralize(f_trun,industry_level1_code,f_market_cap) as NEW_TURN

FROM cn_stock_factors 
JOIN cn_stock_industry_component 
USING(date,instrument)
WHERE  date >= '2022-01-01' and date <= '2022-12-31' and cn_stock_industry_component.industry = 'sw2021'
--QUALIFY COLUMNS(*) NOT NULL

\