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因子逻辑
当日最高价与最低价之差相对开盘价的比例，即 K 线全长，衡量日内振幅；值越大日内波动越大。
因子公式
KLEN = (high - low) / openBigQuant SQL
SELECT date, instrument, (high - low) / open AS alpha_002FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10149_strategy.py --name 'Alpha158 #2 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_002"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-17"' \ && python bqf_10149_strategy.pySELECT date, instrument, alpha_002 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_10149"], "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()