ddb_function.txt

login("admin","123456")
/**
 * 因子：WorldQuant 101 Alpha 因子指标库中的1号因子 WQAlpha1
参数：
       security_id：STRING VECTOR,股票代码序列
       begin_date：DATE,区间开始日期
       end_date：DATE,区间结束日期
 */
use wq101alpha
defg get_alpha1(security_id, begin_date, end_date){
	if (typestr(security_id) == 'STRING VECTOR' && typestr(begin_date) == `DATE && typestr(end_date) == `DATE){
	tick_list = select * from loadTable("dfs://tick_close", "tick_close") where TradeDate >= begin_date and TradeDate <= end_date and SecurityID in security_id
	alpha1_list=WQAlpha1(panel(tick_list.TradeDate, tick_list.SecurityID, tick_list.Value))
	return table(alpha1_list.rowNames() as TradeDate, alpha1_list)
	}
	else {
		print("What you have entered is a wrong type")
		return `NULLValue
	}
}
//将该函数加入到函数视图中
addFunctionView(get_alpha1)
//将该函数的调用权限赋予给admin用户
grant("admin", VIEW_EXEC, "get_alpha1")