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因子逻辑
收盘价相对最高价与最低价中点的偏移（2×收盘−最高−最低）除以开盘价，衡量收盘在日内区间中偏上还是偏下；正值表示收盘高于区间中点。
因子公式
KSFT = (2 * close - high - low) / openBigQuant SQL
SELECT date, instrument, (2 * close - high - low) / open AS alpha_008FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10155_strategy.py --name 'Alpha158 #8 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_008"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10155_strategy.pySELECT date, instrument, alpha_008 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_10155"], "2021-01-01", "2026-09-18")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-18", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()