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因子逻辑
财务因子 · 成长能力:归母净利润3年复合增长率(单季度),取平台表 cn_stock_factors_financial_indicators 的 net_profit_to_parent_cagr_3_mrq 列原值。
BigQuant SQL
SELECT date, instrument, net_profit_to_parent_cagr_3_mrq AS factorFROM cn_stock_factors_financial_indicatorsORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10610_strategy.py --name '归母净利润3年复合增长率(单季度) 选股' \ --set 'TABLES=["cn_stock_factors_financial_indicators"]' --set 'FACTORS=["net_profit_to_parent_cagr_3_mrq"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-24"' \ && python bqf_10610_strategy.pySELECT date, instrument, net_profit_to_parent_cagr_3_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_10610"], "2021-01-01", "2026-09-24")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-24", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()