appendix_4.1.3_StreamComputationOfAlpha1Factor_main.dos

@state
def alpha1TS(close){
	return mimax(pow(iif(ratios(close) - 1 < 0, mstd(ratios(close) - 1, 20),close), 2.0), 5)
}

def alpha1Panel(close){
	return rowRank(X=alpha1TS(close), percent=true) - 0.5
}

def cleanStreamEngine(){
    try{	
	    dropStreamEngine(`alpha1Parser0)
	    dropStreamEngine(`alpha1Parser1)
    }
    catch(ex){
	    print(ex)
    }
}

def createStreamEngine(result){
    cleanStreamEngine()
    inputSchema = table(1:0, ["SecurityID","TradeTime","close"], [SYMBOL,TIMESTAMP,DOUBLE])
   
    metrics = <[SecurityID, alpha1Panel(close)]>
    return streamEngineParser(name="alpha1Parser", metrics=metrics, dummyTable=inputSchema, outputTable=result, keyColumn="SecurityID", timeColumn=`tradetime, triggeringPattern='keyCount', triggeringInterval=4000)
}

//直接写入3个月的数据
login(`admin,`123456)
dbPath = "dfs://k_day_level"
tableName = "k_day"
tableHandle = loadTable(dbPath, tableName)
input = select securityid, tradetime, close from tableHandle where date(tradetime) between 2010.01.01 : 2010.03.31 order by tradetime
result = table(10000:0, ["TradeTime","SecurityID", "factor"], [TIMESTAMP,SYMBOL,DOUBLE])
streamEngine = createStreamEngine(result)
streamEngine.append!(input)

//结果在result中查看