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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
开盘价相对前一日收盘价的涨跌幅，即隔夜跳空收益。值越大，表示今日高开幅度越大，正值为高开、负值为低开。
因子公式
OPEN/DELAY(CLOSE,1)-1BigQuant SQL
SELECT date, instrument, open/m_lag(close, 1)-1 AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10115_strategy.py --name 'Alpha191 #15 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_015"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-21"' \ && python bqf_10115_strategy.pySELECT date, instrument, alpha_015 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_10115"], "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()