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gtja191Prepare.dos
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gtja191Prepare.dos
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/* *
* @ brief
* This script provides all necessary functions to prepare panel data for module gtja191Alpha.
* @ Author: DolphinDB
* @ Last modification time: 2022.12.14
* @ DolphinDB server version: 2.00.9
* @ FileName: gtja191Prepare.dos
*/
module gtja191Prepare
//1. Overall preparation
def prepareData(rawData, startTime, endTime, securityidName=NULL, tradetimeName=NULL, openName=NULL, closeName=NULL, highName=NULL, lowName=NULL, volumeName=NULL, vwapName=NULL, indexCloseName=NULL, indexOpenName=NULL){
officialNames = `securityid`tradetime`open`close`high`low`vol`vwap`index_close`index_open
userNames = [securityidName, tradetimeName, openName, closeName, highName, lowName, volumeName, vwapName, indexCloseName, indexOpenName]
namesMain = dict(STRING,STRING)
for (i in 0:10){
// By default there will be 10 fields in rawData
if (userNames[i] != NULL) namesMain[officialNames[i]] = userNames[i]
}
colsMain = sqlColAlias(sqlCol(namesMain.values()), namesMain.keys())
whereCondition = expr(startTime, <=, sqlCol(tradetimeName), <=, endTime)
data = sql(select=colsMain, from=rawData, where=whereCondition)
return data.eval()
}
//2. Preparation for factors.
def gtjaPrepare(data, startTime, endTime){
t = select securityid, tradetime, vol, low, high, close, open, vwap, index_close, index_open from data where tradetime between startTime : endTime
return dict(`vol`low`high`close`open`vwap`index_close`index_open, panel(t.tradetime, t.securityid, [t.vol, t.low, t.high, t.close, t.open, t.vwap, t.index_close, t.index_open]))
}
//3. Calculation helper functions.
def gtjaCalAlpha1(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha1(input.open,input.close,input.vol)
}
def gtjaCalAlpha2(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha2(input.close,input.high,input.low)
}
def gtjaCalAlpha3(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha3(input.close,input.high,input.low)
}
def gtjaCalAlpha4(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha4(input.close,input.vol)
}
def gtjaCalAlpha5(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha5(input.high,input.vol)
}
def gtjaCalAlpha6(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha6(input.open,input.high)
}
def gtjaCalAlpha7(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha7(input.close,input.vol,input.vwap)
}
def gtjaCalAlpha8(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha8(input.high,input.low,input.vwap)
}
def gtjaCalAlpha9(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha9(input.high,input.low,input.vol)
}
def gtjaCalAlpha10(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha10(input.close)
}
def gtjaCalAlpha11(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha11(input.close,input.high,input.low,input.vol)
}
def gtjaCalAlpha12(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha12(input.open,input.close,input.vwap)
}
def gtjaCalAlpha13(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha13(input.high,input.low,input.vwap)
}
def gtjaCalAlpha14(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha14(input.close)
}
def gtjaCalAlpha15(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha15(input.open,input.close)
}
def gtjaCalAlpha16(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha16(input.vol,input.vwap)
}
def gtjaCalAlpha17(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha17(input.close,input.vwap)
}
def gtjaCalAlpha18(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha18(input.close)
}
def gtjaCalAlpha19(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha19(input.close)
}
def gtjaCalAlpha20(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha20(input.close)
}
def gtjaCalAlpha21(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha21(input.close)
}
def gtjaCalAlpha22(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha22(input.close)
}
def gtjaCalAlpha23(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha23(input.close)
}
def gtjaCalAlpha24(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha24(input.close)
}
def gtjaCalAlpha25(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha25(input.close,input.vol)
}
def gtjaCalAlpha26(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha26(input.close,input.vwap)
}
def gtjaCalAlpha27(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha27(input.close)
}
def gtjaCalAlpha28(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha28(input.close,input.high,input.low)
}
def gtjaCalAlpha29(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha29(input.close,input.vol)
}
def gtjaCalAlpha30(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha30(input.close,input.index_close,input.MKT,input.SMB,input.HML)
}
def gtjaCalAlpha31(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha31(input.close)
}
def gtjaCalAlpha32(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha32(input.high,input.vol)
}
def gtjaCalAlpha33(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha33(input.close,input.low,input.vol)
}
def gtjaCalAlpha34(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha34(input.close)
}
def gtjaCalAlpha35(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha35(input.open,input.vol)
}
def gtjaCalAlpha36(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha36(input.vol,input.vwap)
}
def gtjaCalAlpha37(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha37(input.open,input.close)
}
def gtjaCalAlpha38(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha38(input.high)
}
def gtjaCalAlpha39(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha39(input.open,input.close,input.vol,input.vwap)
}
def gtjaCalAlpha40(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha40(input.close,input.vol)
}
def gtjaCalAlpha41(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha41(input.vwap)
}
def gtjaCalAlpha42(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha42(input.high,input.vol)
}
def gtjaCalAlpha43(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha43(input.close,input.vol)
}
def gtjaCalAlpha44(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha44(input.low,input.vol,input.vwap)
}
def gtjaCalAlpha45(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha45(input.open,input.close,input.vol,input.vwap)
}
def gtjaCalAlpha46(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha46(input.close)
}
def gtjaCalAlpha47(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha47(input.close,input.high,input.low)
}
def gtjaCalAlpha48(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha48(input.close,input.vol)
}
def gtjaCalAlpha49(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha49(input.high,input.low)
}
def gtjaCalAlpha50(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha50(input.high,input.low)
}
def gtjaCalAlpha51(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha51(input.high,input.low)
}
def gtjaCalAlpha52(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha52(input.close,input.high,input.low)
}
def gtjaCalAlpha53(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha53(input.close)
}
def gtjaCalAlpha54(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha54(input.open,input.close)
}
def gtjaCalAlpha55(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha55(input.open,input.close,input.high,input.low)
}
def gtjaCalAlpha56(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha56(input.open,input.high,input.low,input.vol)
}
def gtjaCalAlpha57(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha57(input.close,input.high,input.low)
}
def gtjaCalAlpha58(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha58(input.close)
}
def gtjaCalAlpha59(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha59(input.close,input.high,input.low)
}
def gtjaCalAlpha60(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha60(input.close,input.high,input.low,input.vol)
}
def gtjaCalAlpha61(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha61(input.low,input.vol,input.vwap)
}
def gtjaCalAlpha62(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha62(input.high,input.vol)
}
def gtjaCalAlpha63(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha63(input.close)
}
def gtjaCalAlpha64(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha64(input.close,input.vol,input.vwap)
}
def gtjaCalAlpha65(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha65(input.close)
}
def gtjaCalAlpha66(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha66(input.close)
}
def gtjaCalAlpha67(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha67(input.close)
}
def gtjaCalAlpha68(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha68(input.high,input.low,input.vol)
}
def gtjaCalAlpha69(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha69(input.open,input.high,input.low)
}
def gtjaCalAlpha70(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha70(input.vol,input.vwap)
}
def gtjaCalAlpha71(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha71(input.close)
}
def gtjaCalAlpha72(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha72(input.close,input.high,input.low)
}
def gtjaCalAlpha73(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha73(input.close,input.vol,input.vwap)
}
def gtjaCalAlpha74(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha74(input.low,input.vol,input.vwap)
}
def gtjaCalAlpha75(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha75(input.open,input.close,input.index_opem,input.index_close)
}
def gtjaCalAlpha76(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha76(input.close,input.vol)
}
def gtjaCalAlpha77(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha77(input.high,input.low,input.vol,input.vwap)
}
def gtjaCalAlpha78(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha78(input.close,input.high,input.low)
}
def gtjaCalAlpha79(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha79(input.close)
}
def gtjaCalAlpha80(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha80(input.vol)
}
def gtjaCalAlpha81(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha81(input.vol)
}
def gtjaCalAlpha82(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha78(input.close,input.high,input.low)
}
def gtjaCalAlpha83(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha83(input.high,input.vol)
}
def gtjaCalAlpha84(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha84(input.close,input.vol)
}
def gtjaCalAlpha85(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha85(input.close,input.vol)
}
def gtjaCalAlpha86(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha86(input.close)
}
def gtjaCalAlpha87(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha87(input.open,input.high,input.low,input.vwap)
}
def gtjaCalAlpha88(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha88(input.close)
}
def gtjaCalAlpha89(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha89(input.close)
}
def gtjaCalAlpha90(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha90(input.vol,input.vwap)
}
def gtjaCalAlpha91(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha91(input.close,input.low,input.vol)
}
def gtjaCalAlpha92(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha92(input.close,input.vol,input.vwap)
}
def gtjaCalAlpha93(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha93(input.open,input.low)
}
def gtjaCalAlpha94(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha94(input.close,input.vol)
}
def gtjaCalAlpha95(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha95(input.vol,input.vwap)
}
def gtjaCalAlpha96(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha96(input.close,input.high,input.low)
}
def gtjaCalAlpha97(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha97(input.vol)
}
def gtjaCalAlpha98(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha98(input.close)
}
def gtjaCalAlpha99(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha99(input.close,input.vol)
}
def gtjaCalAlpha100(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha100(input.vol)
}
def gtjaCalAlpha101(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha101(input.close,input.high,input.vol,input.vwap)
}
def gtjaCalAlpha102(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha102(input.vol)
}
def gtjaCalAlpha103(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha103(input.low)
}
def gtjaCalAlpha104(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha104(input.close,input.high,input.vol)
}
def gtjaCalAlpha105(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha105(input.open,input.vol)
}
def gtjaCalAlpha106(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha106(input.close)
}
def gtjaCalAlpha107(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha107(input.open,input.close,input.high,input.low)
}
def gtjaCalAlpha108(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha108(input.high,input.vol,input.vwap)
}
def gtjaCalAlpha109(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha109(input.high,input.low)
}
def gtjaCalAlpha110(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha110(input.close,input.high,input.low)
}
def gtjaCalAlpha111(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha111(input.close,input.high,input.low,input.vol)
}
def gtjaCalAlpha112(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha112(input.close)
}
def gtjaCalAlpha113(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha113(input.close,input.vol)
}
def gtjaCalAlpha114(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha114(input.close,input.high,input.low,input.vol,input.vwap)
}
def gtjaCalAlpha115(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha115(input.close,input.high,input.low,input.vol)
}
def gtjaCalAlpha116(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha116(input.close)
}
def gtjaCalAlpha117(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha117(input.close,input.high,input.low,input.vol)
}
def gtjaCalAlpha118(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha118(input.open,input.high,input.low)
}
def gtjaCalAlpha119(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha119(input.open,input.vol,input.vwap)
}
def gtjaCalAlpha120(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha120(input.close,input.vwap)
}
def gtjaCalAlpha121(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha121(input.vol,input.vwap)
}
def gtjaCalAlpha122(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha122(input.close)
}
def gtjaCalAlpha123(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha123(input.high,input.low,input.vol)
}
def gtjaCalAlpha124(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha124(input.close,input.vwap)
}
def gtjaCalAlpha125(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha125(input.close,input.vol,input.vwap)
}
def gtjaCalAlpha126(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha126(input.close,input.high,input.low)
}
def gtjaCalAlpha127(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha127(input.close)
}
def gtjaCalAlpha128(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha128(input.close,input.high,input.low,input.vol)
}
def gtjaCalAlpha129(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha129(input.close)
}
def gtjaCalAlpha130(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha130(input.high,input.low,input.vol,input.vwap)
}
def gtjaCalAlpha131(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha131(input.close,input.vol,input.vwap)
}
def gtjaCalAlpha132(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha132(input.vol,input.vwap)
}
def gtjaCalAlpha133(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha133(input.high,input.low)
}
def gtjaCalAlpha134(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha134(input.close,input.vol)
}
def gtjaCalAlpha135(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha135(input.close)
}
def gtjaCalAlpha136(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha136(input.open,input.close,input.vol)
}
def gtjaCalAlpha137(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha137(input.open,input.close,input.high,input.low)
}
def gtjaCalAlpha138(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha138(input.low,input.vol,input.vwap)
}
def gtjaCalAlpha139(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha139(input.open,input.vol)
}
def gtjaCalAlpha140(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha140(input.open,input.close,input.high,input.low,input.vol)
}
def gtjaCalAlpha141(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha141(input.high,input.vol)
}
def gtjaCalAlpha142(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha142(input.close,input.vol)
}
def gtjaCalAlpha143(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha143(input.close)
}
def gtjaCalAlpha144(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha144(input.close, input.vol, input.vwap)
}
def gtjaCalAlpha145(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha145(input.vol)
}
def gtjaCalAlpha146(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha146(input.close)
}
def gtjaCalAlpha147(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha147(input.close)
}
def gtjaCalAlpha148(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha148(input.open, input.vol)
}
def gtjaCalAlpha149(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha149(input.close, input.index_close)
}
def gtjaCalAlpha150(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha150(input.close, input.high, input.low, input.vol)
}
def gtjaCalAlpha151(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha151(input.close)
}
def gtjaCalAlpha152(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha152(input.close)
}
def gtjaCalAlpha153(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha153(input.close)
}
def gtjaCalAlpha154(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha154(input.vol, input.vwap)
}
def gtjaCalAlpha155(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha155(input.vol)
}
def gtjaCalAlpha156(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha156(input.open, input.low, input.vwap)
}
def gtjaCalAlpha157(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha157(input.close)
}
def gtjaCalAlpha158(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha158(input.close, input.high, input.low)
}
def gtjaCalAlpha159(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha159(input.close, input.high, input.low)
}
def gtjaCalAlpha160(data, startTime, endTime){
input = gtjaPrepare(data, startTime, endTime)
return gtja191Alpha::gtjaAlpha160(input.close)
}