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
当日成交量高于20日均量时，取7日价格变化幅度的60日时序排名乘以变化方向再取负，即放量时的反转信号；否则取成交量的负值，值越大表示成交越少。
因子公式
((MEAN(VOLUME,20) < VOLUME) ? ((-1 * TSRANK(ABS(DELTA(CLOSE, 7)), 60)) *SIGN(DELTA(CLOSE, 7)) : (-1 *VOLUME)))BigQuant SQL
SELECT date, instrument, if(m_avg(volume, 20) IS NULL, NULL, if(m_avg(volume, 20)<volume, -1*m_rank(ABS(close-m_lag(close, 7)), 60)*SIGN(close-m_lag(close, 7)), -1*volume)) AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10425_strategy.py --name 'Alpha191 #180 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_180"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10425_strategy.pySELECT date, instrument, alpha_180 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_10425"], "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()