wqAlphaDDBRes.dos

/* *
*  @ brief  
*  This script is to verify the correctness of the implementation of WorldQuant 101 alpha in DolphinDB.
*  @ Author: DolphinDB
*  @ Last modification time: 2022.09.01
*  @ DolphinDB server version: 2.00.7
*  @ FileName: wqAlphaDDBRes.dos
*  Don't forget to change your directory.
*/

idList = "sz"+lpad(string(000001..00010), 6, `0)
data = select * from loadText("/YOUR_DIR/dataPerformance.csv") where securityid in idList 

use wq101alpha
use prepare101

startTime = timestamp(2010.01.01)
endTime = timestamp(2010.12.31)
passList = [23,31,39,48,56,57,58,59,63,64,66,67,68,69,70,71,72,73,76,77,79,80,82,87,88,89,90,91,92,93,96,97,98,100]
resDDBTable = select tradetime from data where securityid = "sz000001"
input = panel(data.tradetime, data.securityid, [data.open, data.close, data.high, data.low, data.vol, data.vwap])
open, close, high, low, vol, vwap = panel(data.tradetime, data.securityid, [data.open, data.close, data.high, data.low, data.vol, data.vwap])
for (i in 1:102){		
	if (i in passList) continue
	else{
		print("start wqAlpha"+i)
		alphaName = exec name from defs() where name = "wq101alpha::WQAlpha"+string(i)
		alphaSyntax = exec syntax from defs() where name = "wq101alpha::WQAlpha"+string(i)
		function = alphaName + alphaSyntax
		t1 = time(now())
		res = parseExpr(function[0]).eval()
		resTmp = table(res[0]).rename!( 'Alpha' + string(i))
		resDDBTable = resDDBTable join resTmp
	}
}

login(`admin,`123456)
saveText(resDDBTable,"/YOUR_DIR/ddbVerifyRes.csv")