1、假设共5000只股票，筛选后剩2000只，排序选股时用合成因子，例如，将3个估值因子合成一个综合因子，HRankScore(市盈率,0,0)+HRankScore(市净率,0,0)+HRankScore(股息率TTM,1,0)，那么合成因子的HRankScore函数，是按5000只股票的因子排序，还是按2000只股票的因子排序？

2、如何合成因子要去极值并标准化处理，是否如下编写？

HRankScore(HWinsorize(市盈率,0.01,0.01,0),0,0)+HRankScore(HWinsorize(市净率,0.01,0.01,0),0,0)+HRankScore(HWinsorize(股息率TTM,0.01,0.01,0),1,0)