import my_functions as mf regular = "mdl110_score" region = "USA" neutralization = "STATISTICAL" oprt_list = [ #"rank({data})", "zscore({data})", "ts_rank({data}, 252)", "ts_zscore({data}, 252)", "ts_delta({data}, 252)", "rank({data} - ts_delay({data}, 252))", "rank({data} / ts_delay({data}, 252))", "rank(ts_delta({data}, 120))", "normalize(quantile({data}))", "group_rank({data}, bucket(rank(cap), range='0,1,0.1'))", "group_zscore(group_neutralize({data}, bucket(rank(cap), range='0.1,1,0.1')), exchange)" ] expr_list = mf.generate_expr_list(regular, oprt_list) REGION_UNIVERSE_MAP = { "USA": "TOP3000", "ASI": "MINVOL1M", "GLB": "MINVOL1M", "EUR": "TOP2500", "IND": "TOP500", } universe = REGION_UNIVERSE_MAP.get(region, "MINVOL1M") max_trade_value = "ON" if region == "ASI" else "OFF" alpha_spec = [ ace.generate_alpha( regular=expr, region=region, universe=universe, neutralization=neutralization, truncation=0.01, max_trade=max_trade_value, ) for expr in expr_list ] sim_result = ace.simulate_alpha_list_multi(s, alpha_spec)