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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日内个股K线方向（收盘对开盘）与基准指数K线方向一致的天数占比；值越大表示个股日内涨跌与大盘越同步。
因子公式
COUNT((CLOSE>OPEN & BANCHMARKINDEXCLOSE>BANCHMARKINDEXOPEN)OR(CLOSE<OPEN &BANCHMARKINDEXCLOSE<BANCHMARKINDEXOPEN),20)/20BigQuant SQL
WITHdata1 AS ( SELECT date, instrument, open, close FROM cn_stock_bar1d),data2 AS (bq examples new strategies/multi_factor.py bqf_10429_strategy.py --name 'Alpha191 #182 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_182"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10429_strategy.pySELECT date, instrument, alpha_182 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_10429"], "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()