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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 30 日内最高价与最低价出现位置之差除以 30；正值表示高点出现在低点之后（先跌后涨），负值表示先涨后跌。
因子公式
IMXD30 = (IdxMax(high, 30) - IdxMin(low, 30)) / 30BigQuant SQL
SELECT date, instrument, (m_imax(high,30)-m_imin(low,30))/30.0 AS alpha_082FROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10294_strategy.py --name 'Alpha158 #82 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_082"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10294_strategy.pySELECT date, instrument, alpha_082 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_10294"], "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()