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因子逻辑
开盘价相对收盘价偏离（1减开收比）的平方取负后做截面排名；值越大表示当日开盘与收盘越接近，即K线实体越短。
因子公式
RANK((-1 * ((1 -(OPEN / CLOSE))^2)))BigQuant SQL
SELECT date, instrument, pct_rank_by(date, -1*(1-(open/close)^2)) AS _factor_temp, 1 * _factor_temp AS factorFROM cn_stock_bar1dORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10435_strategy.py --name 'Alpha191 #185 选股' \ --set 'TABLES=["cn_stock_factors_alpha_191"]' --set 'FACTORS=["alpha_185"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-18"' \ && python bqf_10435_strategy.pySELECT date, instrument, alpha_185 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_10435"], "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()