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因子逻辑
以收盘价在当日高低区间中的相对位置乘以成交量，累加6日，类似累积/派发线(A/D)或蔡金资金流。值越大，表示近期成交多集中在收盘靠近高点的交易日，资金流入偏强。
因子公式
SUM(((CLOSE-LOW)-(HIGH-CLOSE))./(HIGH-LOW).*VOLUME,6)BigQuant SQL
SELECT date, instrument , -1 * m_sum(((2*close-low-high))/(high-low)*volume, 6) AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10111_strategy.py --name 'Alpha191 #11 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_011"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-21"' \ && python bqf_10111_strategy.pySELECT date, instrument, alpha_011 FROM cn_stock_factors_alpha_191带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10111"], "2021-01-01", "2026-09-21")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-21", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()