updates
由bq2wgfv4创建,最终由bq2wgfv4 被浏览 7 用户
Original
Remove indicators
expr="""
--open
""",
expre_filters
pe_ttm < 50
list_days > 90
Update:
Change to c_pct_rank(float_market_cap) > 0.2
Reasoning: use ranking instead of hard number.
--float_market_cap > 500000000
Change to 0.4 from 0.3. Performance dropped.
net_profit_yoy_ttm > 0.2
operating_revenue_yoy_ttm > 0.2
Change to 0.4 from 0.3. Performance dropped.
net_profit_yoy_ttm > 0.4
operating_revenue_yoy_ttm > 0.4
回測:2018-01-01 - 2022-12-31
回測:2023-01-01 - 2025-12-31