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因子逻辑
过去50日中，在基准指数收跌（收盘低于开盘）的交易日里，个股日内收涨的天数占比。值越大（0到1），表示大盘下跌时个股越能逆势上涨，刻画相对抗跌性。
因子公式
COUNT(CLOSE>OPEN &BANCHMARKINDEXCLOSE<BANCHMARKINDEXOPEN,50)/COUNT(BANCHMARKINDEXCLOSE<BANCHMARKINDEXOPEN,50)BigQuant SQL
WITH data1 AS ( SELECT date, instrument, open, close FROM cn_stock_bar1d),data2 AS ( SELECTbq examples new strategies/multi_factor.py bqf_10215_strategy.py --name 'Alpha191 #75 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_075"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10215_strategy.pySELECT date, instrument, alpha_075 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_10215"], "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()