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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 5 日上涨幅度之和占涨跌幅绝对值之和的比例（类似 RSI），取值 0 到 1；值越大上涨力量越占优。
因子公式
SUMP5 = Sum(Max(close-Ref(close,1),0),5) / Sum(Abs(close-Ref(close,1)),5)BigQuant SQL
SELECT date, instrument, m_sum(greatest(close-m_lag(close,1),0),5)/nullif(m_sum(abs(close-m_lag(close,1)),5),0) AS alpha_109FROM cn_stock_bar1dORDER BY date,instrumentbq examples new strategies/multi_factor.py bqf_10348_strategy.py --name 'Alpha158 #109 选股' \ --set 'TABLES=["cn_stock_factors_alpha_158"]' --set 'FACTORS=["alpha_109"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10348_strategy.pySELECT date, instrument, alpha_109 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_10348"], "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()