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因子逻辑
以收盘价距最低价占日内振幅的比例为主体，乘以开盘与收盘比值的五次方后取负，值越大表示收盘越靠近当日最低价，或开盘相对收盘越低。
因子公式
((-1 * ((low - close) * (open^5))) / ((low - high) * (close^5)))BigQuant SQL
SELECT date, instrument, ((low-close)*(open^5))/((low-high)*(open^5)) AS _factor_temp, -1 * _factor_temp AS factor,FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10054_strategy.py --name 'Alpha#54 选股' \ --set 'TABLES=["cn_stock_factors_alpha_101"]' --set 'FACTORS=["alpha_054"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-22"' \ && python bqf_10054_strategy.pySELECT date, instrument, alpha_054 FROM cn_stock_factors_alpha_101带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10054"], "2021-01-01", "2026-09-22")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-22", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()