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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
财务因子 · 每股指标:基本每股收益-最新股本摊薄(滚动12期),取平台表 cn_stock_factors_financial_indicators 的 basic_eps_latest_capital_ttm 列原值。
BigQuant SQL
SELECT date, instrument, basic_eps_latest_capital_ttm AS factorFROM cn_stock_factors_financial_indicatorsORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10469_strategy.py --name '基本每股收益-最新股本摊薄(滚动12期) 选股' \ --set 'TABLES=["cn_stock_factors_financial_indicators"]' --set 'FACTORS=["basic_eps_latest_capital_ttm"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-23"' \ && python bqf_10469_strategy.pySELECT date, instrument, basic_eps_latest_capital_ttm FROM cn_stock_factors_financial_indicators带入当前因子,在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10469"], "2021-01-01", "2026-09-23")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-23", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()