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因子逻辑
以9日最高最低价计算 RSV，经 SMA(3,1) 平滑，即 KDJ 指标中的 K 值。值越大（0到100），表示收盘价在近9日价格区间中的位置越靠上。
因子公式
SMA((CLOSE-TSMIN(LOW,9))/(TSMAX(HIGH,9)-TSMIN(LOW,9))*100,3,1)BigQuant SQL
SELECT date, instrument, (close-m_min(low, 9))/(m_max(high, 9)-m_min(low, 9))*100 AS _front, -1 * ( (m_avg(_front, 3)*1 + m_lag(m_avg(_front, 3), 1)*(3-1)) / 3) AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10179_strategy.py --name 'Alpha191 #57 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_057"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-22"' \ && python bqf_10179_strategy.pySELECT date, instrument, alpha_057 FROM cn_stock_factors_alpha_191带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10179"], "2021-01-01", "2026-09-22")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-22", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()