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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
递归式定义：上涨日用当日涨幅乘上期因子值（SELF），否则沿用上期值；刻画只在上涨日更新的累积量，原公式的初值与记法存在歧义。
因子公式
CLOSE>DELAY(CLOSE,1)?(CLOSE-DELAY(CLOSE,1))/DELAY(CLOSE,1)*SELF:SELFBigQuant SQL
WITHdata1 AS ( SELECT date, instrument, close / m_lag(close, 1) - 1 AS return_1_temp, IF(return_1_temp IS NULL OR return_1_temp <= 0, 1, return_1_temp) AS return_1 FROM cn_stock_bar1d ORDER BY date, instrument),bq examples new strategies/multi_factor.py bqf_10351_strategy.py --name 'Alpha191 #143 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_143"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10351_strategy.pySELECT date, instrument, alpha_143 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_10351"], "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()