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fasiondog 2024-06-09 17:56:23 +08:00
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docs/source/trade_portfolio/selector.rst
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@ -37,9 +37,10 @@
- 参数直接创建: SE_MultiFactor(inds, topn=10, ic_n=5, ic_rolling_n=120, ref_stk=None, mode="MF_ICIRWeight") - 参数直接创建: SE_MultiFactor(inds, topn=10, ic_n=5, ic_rolling_n=120, ref_stk=None, mode="MF_ICIRWeight")
:param sequense(Indicator) inds: 原始因子列表 :param sequense(Indicator) inds: 原始因子列表
:param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300) :param int topn: 只选取时间截面中前 topn 个系统, 小于等于0时代表不限制
:param int ic_n: 默认 IC 对应的 N 日收益率 :param int ic_n: 默认 IC 对应的 N 日收益率
:param int ic_rolling_n: IC 滚动周期 :param int ic_rolling_n: IC 滚动周期
:param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
:param str mode: "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称 :param str mode: "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
:return: SE选择器实例 :return: SE选择器实例