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因子逻辑
先计算收盘价相对6日均线的乖离率，取其与3日前乖离率之差，再做12日平滑移动平均。值越大，表示短期乖离率在持续扩大，价格相对均线加速上偏。
因子公式
SMEAN(((CLOSE-MEAN(CLOSE,6))/MEAN(CLOSE,6)-DELAY((CLOSE-MEAN(CLOSE,6))/MEAN(CLOSE,6),3)),12,1)BigQuant SQL
SELECT date, instrument, -1 * (close/m_avg(close, 6)-1) AS _front, _front-m_lag(_front, 3) AS _front2, (m_avg(_front2, 12)*1 + m_lag(m_avg(_front, 12), 1)*(12-1)) / 12 AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10121_strategy.py --name 'Alpha191 #22 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_022"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-22"' \ && python bqf_10121_strategy.pySELECT date, instrument, alpha_022 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_10121"], "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()