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多因子策略:收盘价涨跌幅因子

由small_q创建,最终由small_q 被浏览 25 用户

因子1示例:

"factor1":"""
            SELECT
                date,
                instrument,
                m_CORR(close/m_lag(close, 1), log(volume/m_lag(volume, 1)+1), 20) AS _factor_temp,
                -1 * _factor_temp AS factor,
            FROM cn_stock_bar1d
            ORDER BY date, instrument
    """,


回测图:


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策略源码:

声明:本策略需要在AIStudio 3.0环境下运行(点击克隆策略选择最新开发环境)