- 2017-04-16 v1.0 修复千分位归一化bug,因为mmt,Yield计算跟其他方式不一样,他们依赖于前一个月或后一个收盘价所以可能出现总数不一样的情况,此时分母应该为该因子的所有排名值(注意因子数值若相同,排名值应该相同)
- 月末换仓情况测试
-
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