加载中...
AI 原生量化投研平台AI-native quantitative research platform
正在加载…Loading…
页面仍在加载，可以继续等待，或重新加载。The page is still loading. You can keep waiting or reload.
部分页面资源未能加载，请重新加载。Some page resources could not load. Please reload.
设备当前处于离线状态，恢复连接后可以继续等待或重新加载。Your device is offline. Once connected, you can keep waiting or reload.
因子逻辑
对成交量日增量的正部分和绝对值分别做SMA平滑后求比值乘100，即以成交量计算的RSI；值越大表示近期成交量放大的力量越占优。
因子公式
SMA(MAX(VOLUME-DELAY(VOLUME,1),0),6,1)/SMA(ABS(VOLUME-DELAY(VOLUME,1)),6,1)*100BigQuant SQL
SELECT date, instrument, -1 * greatest(volume-m_lag(volume, 1), 0) AS _front, m_avg(IF(volume>m_lag(volume,1),volume-m_lag(volume,1),0),6)/m_avg(ABS(volume-m_lag(volume,1)),6)*100 AS _factor_temp, -1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10271_strategy.py --name 'Alpha191 #102 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_102"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10271_strategy.pySELECT date, instrument, alpha_102 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_10271"], "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()