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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
20日内最高价位置得分减最低价位置得分，类似Aroon振荡指标；值越大表示近期高点比低点出现得更近，价格走势偏向上行。
因子公式
((20-HIGHDAY(HIGH,20))/20)*100-((20-LOWDAY(LOW,20))/20)*100BigQuant SQL
SELECT date, instrument, ((20-m_imax(high,20))/20)*100-((20-m_imin(low,20))/20)*100 AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10331_strategy.py --name 'Alpha191 #133 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_133"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10331_strategy.pySELECT date, instrument, alpha_133 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_10331"], "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()