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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
上影线长度（最高价减开盘与收盘中的较大者）相对开盘价的比例，反映日内冲高后回落的幅度；值越大上方抛压越明显。
因子公式
KUP = (high - Max(open, close)) / openBigQuant SQL
SELECT date, instrument, (high - GREATEST(open, close)) / open AS alpha_004FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10151_strategy.py --name 'Alpha158 #4 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_004"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-17"' \ && python bqf_10151_strategy.pySELECT date, instrument, alpha_004 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_10151"], "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()