换手率的市值中性化怎么sql操作啊

由bq30zy4n创建，最终由bq30zy4n更新于2024-05-02 09:55 被浏览 30 用户

neutralize(sum(turn_0,90), total_market_cap) as hsl, 报错。

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数据处理换手率

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参照这个sql使用c_regr_residual
sql = """select date,instrument,turn,m_sum(turn,5) as turn5,
c_regr_residual(turn5, total_market_cap) as hsl,
from cn_stock_prefactors
where date>'2024-04-01'
"""
import dai
df = dai.query(sql).df()
df

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