TrinityCore

1月26日

Library "TrinityCore"
TRINITY STRATEGY CORE [LIBRARY] v1.10 (Golden Master)

calc_target_weights(_stk_c, _vol_tgt)
  Parameters:
    _stk_c (float)
    _vol_tgt (simple float)

TrinityWeights
  Fields:
    stock (series float)
    s1 (series float)
    s2 (series float)
    s3 (series float)
    cash (series float)

1月28日

版本注释

v2

Обновлено:
calc_target_weights(_stk_c, _vol_tgt, _ma_len, _vol_len, _u1, _u2, _u3)
  Parameters:
    _stk_c (float)
    _vol_tgt (simple float)
    _ma_len (simple int)
    _vol_len (simple int)
    _u1 (simple bool)
    _u2 (simple bool)
    _u3 (simple bool)

昨天

版本注释

v3

Добавлено:
calc_weights_flat(sym, cp, cs, s1, s2, s3, s4, s5, en, l20, w20, l63, w63, l126, w126, l252, w252, rf, fac, tvs, tvsf, gmm, kl, kd, ks, tk, bl, wcp, wcd, wvs, wdd, sp, sv, ft, rf2, ra, r_cp, r_dd, pen_v, rb)
  Parameters:
    sym (string)
    cp (string)
    cs (string)
    s1 (string)
    s2 (string)
    s3 (string)
    s4 (string)
    s5 (string)
    en (bool)
    l20 (int)
    w20 (float)
    l63 (int)
    w63 (float)
    l126 (int)
    w126 (float)
    l252 (int)
    w252 (float)
    rf (float)
    fac (float)
    tvs (float)
    tvsf (float)
    gmm (float)
    kl (int)
    kd (float)
    ks (float)
    tk (int)
    bl (float)
    wcp (float)
    wcd (float)
    wvs (float)
    wdd (float)
    sp (float)
    sv (float)
    ft (float)
    rf2 (float)
    ra (float)
    r_cp (float)
    r_dd (float)
    pen_v (float)
    rb (int)

get_simulation_snapshot(sym, cp, cs, s1, s2, s3, s4, s5, en, l20, w20, l63, w63, l126, w126, l252, w252, rf, fac, tvs, tvsf, gmm, kl, kd, ks, tk, bl, wcp, wcd, wvs, wdd, sp, sv, ft, rf2, ra, r_cp, r_dd, pen_v, rb)
  Parameters:
    sym (string)
    cp (string)
    cs (string)
    s1 (string)
    s2 (string)
    s3 (string)
    s4 (string)
    s5 (string)
    en (bool)
    l20 (int)
    w20 (float)
    l63 (int)
    w63 (float)
    l126 (int)
    w126 (float)
    l252 (int)
    w252 (float)
    rf (float)
    fac (float)
    tvs (float)
    tvsf (float)
    gmm (float)
    kl (int)
    kd (float)
    ks (float)
    tk (int)
    bl (float)
    wcp (float)
    wcd (float)
    wvs (float)
    wdd (float)
    sp (float)
    sv (float)
    ft (float)
    rf2 (float)
    ra (float)
    r_cp (float)
    r_dd (float)
    pen_v (float)
    rb (int)

core_build()

TrinityDiagLite
  Fields:
    is_ready (series bool)
    ready_code (series int)
    core_build (series int)
    risk_gate (series bool)
    wroc_stock (series float)
    valid_safe_count (series int)
    passed_safe_count (series int)
    sum_ok (series bool)

TrinityDiagFull
  Fields:
    raw_stock (series float)
    mvol_stock (series float)
    mdecel_stock (series float)
    gov_stock (series float)
    safe_budget (series float)
    top1_id (series int)
    top2_id (series int)
    sum_weights (series float)

SafeDiag
  Fields:
    enabled (series bool)
    valid (series bool)
    sqs (series float)
    final_w (series float)
    drop_code (series int)

TrinityConfig
  Fields:
    enabled (series bool)
    len_20 (series int)
    w_20 (series float)
    len_63 (series int)
    w_63 (series float)
    len_126 (series int)
    w_126 (series float)
    len_252 (series int)
    w_252 (series float)
    risk_floor (series float)
    risk_factor (series float)
    target_vol_stock (series float)
    target_vol_safe (series float)
    gov_min_mult (series float)
    k_len (series int)
    k_decay (series float)
    k_scale (series float)
    top_k (series int)
    baseline (series float)
    w_cp (series float)
    w_cd (series float)
    w_vs (series float)
    w_ddg (series float)
    shock_price (series float)
    shock_vol (series float)
    fall_thr (series float)
    rate_fall (series float)
    rate_accel (series float)
    penalty_val (series float)
    range_cp (series float)
    range_dd (series float)
    ready_bars (series int)

Обновлено:
TrinityWeights
  Fields:
    stock (series float)
    safe1 (series float)
    safe2 (series float)
    safe3 (series float)
    safe4 (series float)
    safe5 (series float)
    cash (series float)

Удалено:
calc_target_weights(_stk_c, _vol_tgt, _ma_len, _vol_len, _u1, _u2, _u3)