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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
过去 5 日收盘均价与当前收盘价之比；大于 1 表示当前价位于 5 日均线下方，值越大偏离均线越远。
因子公式
MA5 = Mean(close, 5) / closeBigQuant SQL
SELECT date, instrument, m_avg(close,5) / close AS alpha_019FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10170_strategy.py --name 'Alpha158 #19 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_019"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10170_strategy.pySELECT date, instrument, alpha_019 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_10170"], "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()