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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
当日收盘价相对开盘价的涨跌幅，刻画 K 线实体的方向与大小；正值为阳线，绝对值越大实体越长。
因子公式
KMID = (close - open) / openBigQuant SQL
SELECT date, instrument, (close - open) / open AS alpha_001FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10148_strategy.py --name 'Alpha158 #1 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_001"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-17"' \ && python bqf_10148_strategy.pySELECT date, instrument, alpha_001 FROM cn_stock_factors_alpha_158带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10148"], "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()