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因子逻辑
财务因子 · 现金流量:现金满足投资比率(单季度),取平台表 cn_stock_factors_financial_indicators 的 cash_to_invest_mrq 列原值。
BigQuant SQL
SELECT date, instrument, cash_to_invest_mrq AS factorFROM cn_stock_factors_financial_indicatorsORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10516_strategy.py --name '现金满足投资比率(单季度) 选股' \ --set 'TABLES=["cn_stock_factors_financial_indicators"]' --set 'FACTORS=["cash_to_invest_mrq"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-23"' \ && python bqf_10516_strategy.pySELECT date, instrument, cash_to_invest_mrq 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_10516"], "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()