Alpha158 (cn_stock_factors_alpha_158)

alpha_map_a158 = [ { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_001", "alpha_name_chinese": "KMID", "alpha_sql": "SELECT date, instrument, (close - open) / open AS alpha_001 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(close - open) / open", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_002", "alpha_name_chinese": "KLEN", "alpha_sql": "SELECT date, instrument, (high - low) / open AS alpha_002 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(high - low) / open", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_003", "alpha_name_chinese": "KMID2", "alpha_sql": "SELECT date, instrument, (close - open) / NULLIF((high - low), 0) AS alpha_003 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(close - open) / (high - low)", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_004", "alpha_name_chinese": "KUP", "alpha_sql": "SELECT date, instrument, (high - GREATEST(open, close)) / open AS alpha_004 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(high - GREATEST(open, close)) / open", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_005", "alpha_name_chinese": "KUP2", "alpha_sql": "SELECT date, instrument, (high - GREATEST(open, close)) / NULLIF((high - low), 0) AS alpha_005 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(high - GREATEST(open, close)) / (high - low)", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_006", "alpha_name_chinese": "KLOW", "alpha_sql": "SELECT date, instrument, (LEAST(open, close) - low) / open AS alpha_006 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(LEAST(open, close) - low) / open", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_007", "alpha_name_chinese": "KLOW2", "alpha_sql": "SELECT date, instrument, (LEAST(open, close) - low) / NULLIF((high - low), 0) AS alpha_007 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(LEAST(open, close) - low) / (high - low)", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_008", "alpha_name_chinese": "KSFT", "alpha_sql": "SELECT date, instrument, (2 * close - high - low) / open AS alpha_008 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(2 * close - high - low) / open", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_009", "alpha_name_chinese": "KSFT2", "alpha_sql": "SELECT date, instrument, (2 * close - high - low) / NULLIF((high - low), 0) AS alpha_009 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(2 * close - high - low) / (high - low)", "group_num": 1, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_010", "alpha_name_chinese": "OPEN0", "alpha_sql": "SELECT date, instrument, open / close AS alpha_010 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "open / close", "group_num": 2, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_011", "alpha_name_chinese": "HIGH0", "alpha_sql": "SELECT date, instrument, high / close AS alpha_011 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "high / close", "group_num": 2, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_012", "alpha_name_chinese": "LOW0", "alpha_sql": "SELECT date, instrument, low / close AS alpha_012 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "low / close", "group_num": 2, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_013", "alpha_name_chinese": "VWAP0", "alpha_sql": "SELECT date, instrument, (amount/volume) / close AS alpha_013 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "vwap / close", "group_num": 2, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_014", "alpha_name_chinese": "ROC5", "alpha_sql": "SELECT date, instrument, close / LAG(close,5) OVER(PARTITION BY instrument ORDER BY date) AS alpha_014 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "close / LAG(close,5)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_015", "alpha_name_chinese": "ROC10", "alpha_sql": "SELECT date, instrument, close / LAG(close,10) OVER(PARTITION BY instrument ORDER BY date) AS alpha_015 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "close / LAG(close,10)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_016", "alpha_name_chinese": "ROC20", "alpha_sql": "SELECT date, instrument, close / LAG(close,20) OVER(PARTITION BY instrument ORDER BY date) AS alpha_016 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "close / LAG(close,20)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_017", "alpha_name_chinese": "ROC30", "alpha_sql": "SELECT date, instrument, close / LAG(close,30) OVER(PARTITION BY instrument ORDER BY date) AS alpha_017 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "close / LAG(close,30)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_018", "alpha_name_chinese": "ROC60", "alpha_sql": "SELECT date, instrument, close / LAG(close,60) OVER(PARTITION BY instrument ORDER BY date) AS alpha_018 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "close / LAG(close,60)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_019", "alpha_name_chinese": "MA5", "alpha_sql": "SELECT date, instrument, AVG(close) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / close AS alpha_019 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close,5) / close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_020", "alpha_name_chinese": "MA10", "alpha_sql": "SELECT date, instrument, AVG(close) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_020 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close,10) / close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_021", "alpha_name_chinese": "MA20", "alpha_sql": "SELECT date, instrument, AVG(close) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_021 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close,20) / close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_022", "alpha_name_chinese": "MA30", "alpha_sql": "SELECT date, instrument, AVG(close) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_022 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close,30) / close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_023", "alpha_name_chinese": "MA60", "alpha_sql": "SELECT date, instrument, AVG(close) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_023 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close,60) / close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_024", "alpha_name_chinese": "BETA5", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / close AS alpha_024 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,5)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_025", "alpha_name_chinese": "BETA10", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_025 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,10)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_026", "alpha_name_chinese": "BETA20", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_026 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,20)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_027", "alpha_name_chinese": "BETA30", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_027 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,30)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_028", "alpha_name_chinese": "BETA60", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_028 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,60)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_029", "alpha_name_chinese": "RSQR5", "alpha_sql": "SELECT date, instrument, REGR_R2(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) AS alpha_029 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_R2(close,5)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_030", "alpha_name_chinese": "RSQR10", "alpha_sql": "SELECT date, instrument, REGR_R2(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) AS alpha_030 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_R2(close,10)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_031", "alpha_name_chinese": "RSQR20", "alpha_sql": "SELECT date, instrument, REGR_R2(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) AS alpha_031 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_R2(close,20)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_032", "alpha_name_chinese": "RSQR30", "alpha_sql": "SELECT date, instrument, REGR_R2(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) AS alpha_032 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_R2(close,30)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_033", "alpha_name_chinese": "RSQR60", "alpha_sql": "SELECT date, instrument, REGR_R2(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) AS alpha_033 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_R2(close,60)", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_034", "alpha_name_chinese": "RESI5", "alpha_sql": "SELECT date, instrument, (close - (REGR_INTERCEPT(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) + REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) * ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date))) / close AS alpha_034 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RESI(close,5)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_035", "alpha_name_chinese": "RESI10", "alpha_sql": "SELECT date, instrument, (close - (REGR_INTERCEPT(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) + REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) * ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date))) / close AS alpha_035 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RESI(close,10)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_036", "alpha_name_chinese": "RESI20", "alpha_sql": "SELECT date, instrument, (close - (REGR_INTERCEPT(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) + REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) * ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date))) / close AS alpha_036 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RESI(close,20)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_037", "alpha_name_chinese": "RESI30", "alpha_sql": "SELECT date, instrument, (close - (REGR_INTERCEPT(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) + REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) * ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date))) / close AS alpha_037 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RESI(close,30)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_038", "alpha_name_chinese": "RESI60", "alpha_sql": "SELECT date, instrument, (close - (REGR_INTERCEPT(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) + REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) * ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date))) / close AS alpha_038 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RESI(close,60)/close", "group_num": 3, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_039", "alpha_name_chinese": "STD5", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(close) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / close AS alpha_039 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(close,5)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_040", "alpha_name_chinese": "STD10", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(close) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_040 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(close,10)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_041", "alpha_name_chinese": "STD20", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(close) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_041 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(close,20)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_042", "alpha_name_chinese": "STD30", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(close) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_042 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(close,30)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_043", "alpha_name_chinese": "STD60", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(close) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_043 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(close,60)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_044", "alpha_name_chinese": "GREATEST5", "alpha_sql": "SELECT date, instrument, MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / close AS alpha_044 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MAX(high,5)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_045", "alpha_name_chinese": "GREATEST10", "alpha_sql": "SELECT date, instrument, MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_045 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MAX(high,10)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_046", "alpha_name_chinese": "GREATEST20", "alpha_sql": "SELECT date, instrument, MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_046 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MAX(high,20)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_047", "alpha_name_chinese": "GREATEST30", "alpha_sql": "SELECT date, instrument, MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_047 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MAX(high,30)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_048", "alpha_name_chinese": "GREATEST60", "alpha_sql": "SELECT date, instrument, MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_048 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MAX(high,60)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_049", "alpha_name_chinese": "LEAST5", "alpha_sql": "SELECT date, instrument, MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / close AS alpha_049 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MIN(low,5)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_050", "alpha_name_chinese": "LEAST10", "alpha_sql": "SELECT date, instrument, MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_050 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MIN(low,10)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_051", "alpha_name_chinese": "LEAST20", "alpha_sql": "SELECT date, instrument, MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_051 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MIN(low,20)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_052", "alpha_name_chinese": "LEAST30", "alpha_sql": "SELECT date, instrument, MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_052 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MIN(low,30)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_053", "alpha_name_chinese": "LEAST60", "alpha_sql": "SELECT date, instrument, MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_053 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "MIN(low,60)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_054", "alpha_name_chinese": "QTLU5", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.8) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) AS alpha_054 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.8,5)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_055", "alpha_name_chinese": "QTLU10", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.8) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_055 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.8,10)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_056", "alpha_name_chinese": "QTLU20", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.8) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_056 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.8,20)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_057", "alpha_name_chinese": "QTLU30", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.8) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_057 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.8,30)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_058", "alpha_name_chinese": "QTLU60", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.8) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_058 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.8,60)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_059", "alpha_name_chinese": "QTLD5", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.2) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / close AS alpha_059 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.2,5)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_060", "alpha_name_chinese": "QTLD10", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.2) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_060 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.2,10)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_061", "alpha_name_chinese": "QTLD20", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.2) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_061 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.2,20)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_062", "alpha_name_chinese": "QTLD30", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.2) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_062 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.2,30)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_063", "alpha_name_chinese": "QTLD60", "alpha_sql": "SELECT date, instrument, QUANTILE(close,0.2) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_063 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": " QUANTILE_CONT(0.2,60)/close", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_064", "alpha_name_chinese": "RSV5", "alpha_sql": "SELECT date, instrument, (close - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING)) / NULLIF((MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING)), 0) AS alpha_064 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RSV5", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_065", "alpha_name_chinese": "RSV10", "alpha_sql": "SELECT date, instrument, (close - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING)) / NULLIF((MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING)), 0) AS alpha_065 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RSV10", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_066", "alpha_name_chinese": "RSV20", "alpha_sql": "SELECT date, instrument, (close - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING)) / NULLIF((MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING)), 0) AS alpha_066 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RSV20", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_067", "alpha_name_chinese": "RSV30", "alpha_sql": "SELECT date, instrument, (close - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING)) / NULLIF((MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING)), 0) AS alpha_067 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RSV30", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_068", "alpha_name_chinese": "RSV60", "alpha_sql": "SELECT date, instrument, (close - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING)) / NULLIF((MAX(high) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) - MIN(low) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING)), 0) AS alpha_068 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "RSV60", "group_num": 4, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_069", "alpha_name_chinese": "IGREATEST5", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 4 PRECEDING) / 5.0 AS alpha_069 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXGREATEST(high,5)/5", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_070", "alpha_name_chinese": "IGREATEST10", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 9 PRECEDING) / 10.0 AS alpha_070 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXGREATEST(high,10)/10", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_071", "alpha_name_chinese": "IGREATEST20", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 19 PRECEDING) / 20.0 AS alpha_071 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXGREATEST(high,20)/20", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_072", "alpha_name_chinese": "IGREATEST30", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 29 PRECEDING) / 30.0 AS alpha_072 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXGREATEST(high,30)/30", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_073", "alpha_name_chinese": "IGREATEST60", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 59 PRECEDING) / 60.0 AS alpha_073 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXGREATEST(high,60)/60", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_074", "alpha_name_chinese": "ILEAST5", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 4 PRECEDING) / 5.0 AS alpha_074 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXLEAST(low,5)/5", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_075", "alpha_name_chinese": "ILEAST10", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 9 PRECEDING) / 10.0 AS alpha_075 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXLEAST(low,10)/10", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_076", "alpha_name_chinese": "ILEAST20", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 19 PRECEDING) / 20.0 AS alpha_076 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXLEAST(low,20)/20", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_077", "alpha_name_chinese": "ILEAST30", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 29 PRECEDING) / 30.0 AS alpha_077 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXLEAST(low,30)/30", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_078", "alpha_name_chinese": "ILEAST60", "alpha_sql": "SELECT date, instrument, RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 59 PRECEDING) / 60.0 AS alpha_078 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "IDXLEAST(low,60)/60", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_079", "alpha_name_chinese": "IMXD5", "alpha_sql": "SELECT date, instrument, (RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 4 PRECEDING) - RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 4 PRECEDING)) / 5.0 AS alpha_079 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(IDXGREATEST(high,5)-IDXLEAST(low,5))/5", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_080", "alpha_name_chinese": "IMXD10", "alpha_sql": "SELECT date, instrument, (RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 9 PRECEDING) - RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 9 PRECEDING)) / 10.0 AS alpha_080 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(IDXGREATEST(high,10)-IDXLEAST(low,10))/10", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_081", "alpha_name_chinese": "IMXD20", "alpha_sql": "SELECT date, instrument, (RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 19 PRECEDING) - RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 19 PRECEDING)) / 20.0 AS alpha_081 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(IDXGREATEST(high,20)-IDXLEAST(low,20))/20", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_082", "alpha_name_chinese": "IMXD30", "alpha_sql": "SELECT date, instrument, (RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 29 PRECEDING) - RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 29 PRECEDING)) / 30.0 AS alpha_082 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(IDXGREATEST(high,30)-IDXLEAST(low,30))/30", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_083", "alpha_name_chinese": "IMXD60", "alpha_sql": "SELECT date, instrument, (RANK() OVER(PARTITION BY instrument ORDER BY high DESC ROWS 59 PRECEDING) - RANK() OVER(PARTITION BY instrument ORDER BY low ASC ROWS 59 PRECEDING)) / 60.0 AS alpha_083 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "(IDXGREATEST(high,60)-IDXLEAST(low,60))/60", "group_num": 5, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_084", "alpha_name_chinese": "CORR5", "alpha_sql": "SELECT date, instrument, CORR(close, LN(volume+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) AS alpha_084 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close,LN(volume+1),5)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_085", "alpha_name_chinese": "CORR10", "alpha_sql": "SELECT date, instrument, CORR(close, LN(volume+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) AS alpha_085 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close,LN(volume+1),10)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_086", "alpha_name_chinese": "CORR20", "alpha_sql": "SELECT date, instrument, CORR(close, LN(volume+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) AS alpha_086 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close,LN(volume+1),20)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_087", "alpha_name_chinese": "CORR30", "alpha_sql": "SELECT date, instrument, CORR(close, LN(volume+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) AS alpha_087 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close,LN(volume+1),30)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_088", "alpha_name_chinese": "CORR60", "alpha_sql": "SELECT date, instrument, CORR(close, LN(volume+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) AS alpha_088 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close,LN(volume+1),60)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_089", "alpha_name_chinese": "CORD5", "alpha_sql": "SELECT date, instrument, CORR(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), LN(volume/LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date)+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) AS alpha_089 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close/REF(close,1),LOG(volume/REF(volume,1)+1),5)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_090", "alpha_name_chinese": "CORD10", "alpha_sql": "SELECT date, instrument, CORR(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), LN(volume/LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date)+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) AS alpha_090 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close/REF(close,1),LOG(volume/REF(volume,1)+1),10)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_091", "alpha_name_chinese": "CORD20", "alpha_sql": "SELECT date, instrument, CORR(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), LN(volume/LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date)+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) AS alpha_091 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close/REF(close,1),LOG(volume/REF(volume,1)+1),20)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_092", "alpha_name_chinese": "CORD30", "alpha_sql": "SELECT date, instrument, CORR(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), LN(volume/LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date)+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) AS alpha_092 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close/REF(close,1),LOG(volume/REF(volume,1)+1),30)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_093", "alpha_name_chinese": "CORD60", "alpha_sql": "SELECT date, instrument, CORR(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), LN(volume/LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date)+1)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) AS alpha_093 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CORR(close/REF(close,1),LOG(volume/REF(volume,1)+1),60)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_094", "alpha_name_chinese": "CNTP5", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) AS alpha_094 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close>REF(close,1),5)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_095", "alpha_name_chinese": "CNTP10", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) AS alpha_095 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close>REF(close,1),10)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_096", "alpha_name_chinese": "CNTP20", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) AS alpha_096 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close>REF(close,1),20)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_097", "alpha_name_chinese": "CNTP30", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) AS alpha_097 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close>REF(close,1),30)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_098", "alpha_name_chinese": "CNTP60", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) AS alpha_098 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close>REF(close,1),60)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_099", "alpha_name_chinese": "CNTN5", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) AS alpha_099 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close<REF(close,1),5)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_100", "alpha_name_chinese": "CNTN10", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) AS alpha_100 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close<REF(close,1),10)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_101", "alpha_name_chinese": "CNTN20", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) AS alpha_101 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close<REF(close,1),20)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_102", "alpha_name_chinese": "CNTN30", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) AS alpha_102 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close<REF(close,1),30)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_103", "alpha_name_chinese": "CNTN60", "alpha_sql": "SELECT date, instrument, AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) AS alpha_103 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(close<REF(close,1),60)", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_104", "alpha_name_chinese": "CNTD5", "alpha_sql": "SELECT date, instrument, (AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) - AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING)) AS alpha_104 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CNTP5-CNTN5", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_105", "alpha_name_chinese": "CNTD10", "alpha_sql": "SELECT date, instrument, (AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) - AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING)) AS alpha_105 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CNTP10-CNTN10", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_106", "alpha_name_chinese": "CNTD20", "alpha_sql": "SELECT date, instrument, (AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) - AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING)) AS alpha_106 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CNTP20-CNTN20", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_107", "alpha_name_chinese": "CNTD30", "alpha_sql": "SELECT date, instrument, (AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) - AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING)) AS alpha_107 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CNTP30-CNTN30", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_108", "alpha_name_chinese": "CNTD60", "alpha_sql": "SELECT date, instrument, (AVG(CASE WHEN close > LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) - AVG(CASE WHEN close < LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) THEN 1 ELSE 0 END) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING)) AS alpha_108 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "CNTP60-CNTN60", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_109", "alpha_name_chinese": "SUMP5", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING), 0) AS alpha_109 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMP5", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_110", "alpha_name_chinese": "SUMP10", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING), 0) AS alpha_110 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMP10", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_111", "alpha_name_chinese": "SUMP20", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING), 0) AS alpha_111 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMP20", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_112", "alpha_name_chinese": "SUMP30", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING), 0) AS alpha_112 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMP30", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_113", "alpha_name_chinese": "SUMP60", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING), 0) AS alpha_113 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMP60", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_114", "alpha_name_chinese": "SUMN5", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING), 0) AS alpha_114 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMN5", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_115", "alpha_name_chinese": "SUMN10", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING), 0) AS alpha_115 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMN10", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_116", "alpha_name_chinese": "SUMN20", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING), 0) AS alpha_116 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMN20", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_117", "alpha_name_chinese": "SUMN30", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING), 0) AS alpha_117 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMN30", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_118", "alpha_name_chinese": "SUMN60", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING), 0) AS alpha_118 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMN60", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_119", "alpha_name_chinese": "SUMD5", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) - SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING)) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING), 0) AS alpha_119 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMD5", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_120", "alpha_name_chinese": "SUMD10", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) - SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING)) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING), 0) AS alpha_120 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMD10", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_121", "alpha_name_chinese": "SUMD20", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) - SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING)) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING), 0) AS alpha_121 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMD20", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_122", "alpha_name_chinese": "SUMD30", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) - SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING)) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING), 0) AS alpha_122 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMD30", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_123", "alpha_name_chinese": "SUMD60", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) - SUM(GREATEST(LAG(close,1)OVER(PARTITION BY instrument ORDER BY date) - close, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING)) / NULLIF(SUM(ABS(close - LAG(close,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING), 0) AS alpha_123 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "SUMD60", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_124", "alpha_name_chinese": "BETA5", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / close AS alpha_124 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,5)/close", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_125", "alpha_name_chinese": "BETA10", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / close AS alpha_125 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,10)/close", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_126", "alpha_name_chinese": "BETA20", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / close AS alpha_126 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,20)/close", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_127", "alpha_name_chinese": "BETA30", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / close AS alpha_127 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,30)/close", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_128", "alpha_name_chinese": "BETA60", "alpha_sql": "SELECT date, instrument, REGR_SLOPE(close, ROW_NUMBER() OVER(PARTITION BY instrument ORDER BY date)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / close AS alpha_128 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "REGR_SLOPE(close,60)/close", "group_num": 6, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_129", "alpha_name_chinese": "VMA5", "alpha_sql": "SELECT date, instrument, AVG(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / volume AS alpha_129 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(volume,5)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_130", "alpha_name_chinese": "VMA10", "alpha_sql": "SELECT date, instrument, AVG(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / volume AS alpha_130 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(volume,10)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_131", "alpha_name_chinese": "VMA20", "alpha_sql": "SELECT date, instrument, AVG(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / volume AS alpha_131 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(volume,20)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_132", "alpha_name_chinese": "VMA30", "alpha_sql": "SELECT date, instrument, AVG(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / volume AS alpha_132 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(volume,30)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_133", "alpha_name_chinese": "VMA60", "alpha_sql": "SELECT date, instrument, AVG(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / volume AS alpha_133 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "AVG(volume,60)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_134", "alpha_name_chinese": "VSTD5", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / volume AS alpha_134 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(volume,5)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_135", "alpha_name_chinese": "VSTD10", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / volume AS alpha_135 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(volume,10)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_136", "alpha_name_chinese": "VSTD20", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / volume AS alpha_136 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(volume,20)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_137", "alpha_name_chinese": "VSTD30", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / volume AS alpha_137 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(volume,30)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_138", "alpha_name_chinese": "VSTD60", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(volume) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / volume AS alpha_138 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "STDDEV(volume,60)/volume", "group_num": 7, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_139", "alpha_name_chinese": "WVMA5", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / AVG(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) AS alpha_139 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "WVMA5", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_140", "alpha_name_chinese": "WVMA10", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / AVG(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) AS alpha_140 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "WVMA10", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_141", "alpha_name_chinese": "WVMA20", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / AVG(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) AS alpha_141 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "WVMA20", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_142", "alpha_name_chinese": "WVMA30", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / AVG(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) AS alpha_142 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "WVMA30", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_143", "alpha_name_chinese": "WVMA60", "alpha_sql": "SELECT date, instrument, STDDEV_SAMP(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / AVG(ABS(close/LAG(close,1)OVER(PARTITION BY instrument ORDER BY date)-1)*volume) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) AS alpha_143 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "WVMA60", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_144", "alpha_name_chinese": "VSUMP5", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING), 0) AS alpha_144 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMP5", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_145", "alpha_name_chinese": "VSUMP10", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING), 0) AS alpha_145 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMP10", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_146", "alpha_name_chinese": "VSUMP20", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING), 0) AS alpha_146 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMP20", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_147", "alpha_name_chinese": "VSUMP30", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING), 0) AS alpha_147 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMP30", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_148", "alpha_name_chinese": "VSUMP60", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING), 0) AS alpha_148 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMP60", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_149", "alpha_name_chinese": "VSUMN5", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING), 0) AS alpha_149 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMN5", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_150", "alpha_name_chinese": "VSUMN10", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING), 0) AS alpha_150 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMN10", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_151", "alpha_name_chinese": "VSUMN20", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING), 0) AS alpha_151 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMN20", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_152", "alpha_name_chinese": "VSUMN30", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING), 0) AS alpha_152 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMN30", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_153", "alpha_name_chinese": "VSUMN60", "alpha_sql": "SELECT date, instrument, SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING), 0) AS alpha_153 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMN60", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_154", "alpha_name_chinese": "VSUMD5", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING) - SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING)) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 4 PRECEDING), 0) AS alpha_154 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMD5", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_155", "alpha_name_chinese": "VSUMD10", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING) - SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING)) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 9 PRECEDING), 0) AS alpha_155 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMD10", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_156", "alpha_name_chinese": "VSUMD20", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING) - SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING)) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 19 PRECEDING), 0) AS alpha_156 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMD20", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_157", "alpha_name_chinese": "VSUMD30", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING) - SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING)) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 29 PRECEDING), 0) AS alpha_157 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMD30", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False }, { "alpha_class": "qlib_alpha158", "alpha_name": "alpha_158", "alpha_name_chinese": "VSUMD60", "alpha_sql": "SELECT date, instrument, (SUM(GREATEST(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date), 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING) - SUM(GREATEST(LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date) - volume, 0)) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING)) / NULLIF(SUM(ABS(volume - LAG(volume,1)OVER(PARTITION BY instrument ORDER BY date))) OVER(PARTITION BY instrument ORDER BY date ROWS 59 PRECEDING), 0) AS alpha_158 FROM cn_stock_bar1d ORDER BY date, instrument", "alpha_desc": "VSUMD60", "group_num": 8, "instruments": "全市场", "benchmark": "中证500", "data_process": True, "is_bigvip": False, "is_featured": False } ]