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AI 原生量化投研平台AI-native quantitative research platform
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因子逻辑
收盘减开盘除以当日最高减最低（加0.001防止除零），表示日内涨跌占当日振幅的比例，取值约在-1到1之间，越大表示日内上涨越强、收盘越接近最高价。
因子公式
(close - open) / ((high - low) + .001)BigQuant SQL
SELECT date, instrument, (close - open) / ((high - low) + 0.001) AS _factor_temp, -1 * _factor_temp AS factor,FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10100_strategy.py --name 'Alpha#101 选股' \ --set 'TABLES=["cn_stock_factors_alpha_101"]' --set 'FACTORS=["alpha_101"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-17"' \ && python bqf_10100_strategy.pySELECT date, instrument, alpha_101 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_10100"], "2021-01-01", "2026-09-17")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-17", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()