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因子逻辑
财务因子 · 盈利能力：投入资本回报率，取平台表 cn_stock_factors_financial_indicators 的 roic_lf 列原值。
BigQuant SQL
SELECT date, instrument, roic_lf AS factorFROM cn_stock_factors_financial_indicatorsORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10485_strategy.py --name '投入资本回报率 选股' \ --set 'TABLES=["cn_stock_factors_financial_indicators"]' --set 'FACTORS=["roic_lf"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-23"' \ && python bqf_10485_strategy.pySELECT date, instrument, roic_lf 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_10485"], "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()