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因子逻辑
20日内对开盘价低于前一日开盘价的交易日，累加开盘价与最低价之差（与开盘跌幅中的较大者），类似 ADTM 中的 DBM 部分。值越大，表示低开日的日内下探幅度越大，空方力量越强。
因子公式
SUM((OPEN>=DELAY(OPEN,1)?0:MAX((OPEN-LOW),(OPEN-DELAY(OPEN,1)))),20)BigQuant SQL
SELECT date, instrument, m_sum(if(m_lag(open, 1) IS NULL, NULL, if(open >= m_lag(open, 1), 0, greatest(open - low, open - m_lag(open, 1)))), 20) AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10252_strategy.py --name 'Alpha191 #93 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_093"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10252_strategy.pySELECT date, instrument, alpha_093 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_10252"], "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()