def alpha_036(enddate, index='all'):
    """
    Inputs:
        enddate: 必选参数，计算哪一天的因子  
        index: 默认参数，股票指数，默认为所有股票'all' 
    Outputs:
        Series：index 为成分股代码，values为对应的因子值
    公式:
        (((((2.21\* rank(correlation((close - open), delay(volume, 1), 15))) + (0.7\* rank((open - close)))) + (0.73\* rank(Ts_Rank(delay((-1\* returns), 6), 5)))) + rank(abs(correlation(vwap, adv20, 6)))) + (0.6\* rank((((sum(close, 200) / 200) - open)\* (close - open)))))
    """
    enddate = to_date_str(enddate)
    func_name = sys._getframe().f_code.co_name
    return JQDataClient.instance().get_alpha_101(**locals())
Inputs:
enddate: 必选参数，计算哪一天的因子
index: 默认参数，股票指数，默认为所有股票'all'
Outputs:
Series：index 为成分股代码，values为对应的因子值
公式:
(((((2.21\* rank(correlation((close - open), delay(volume, 1), 15))) + (0.7\* rank((open - close)))) + (0.73\* rank(Ts_Rank(delay((-1\* returns), 6), 5)))) + rank(abs(correlation(vwap, adv20, 6)))) + (0.6\* rank((((sum(close, 200) / 200) - open)\* (close - open)))))
jqdatasdk/alpha101.py