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gtja191_007

Themes & universe

volumemicrostructureequity_cn1d

Formula

((RANK(MAX((VWAP-CLOSE),3)) + RANK(MIN((VWAP-CLOSE),3))) * RANK(DELTA(VOLUME,3)))

Definition

id

gtja191_007

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_007

decay_horizon

3

min_warmup_bars

4

requires_sector

False

columns_required

close, volume, amount

Notes

VWAP via A-share amount/volume (equity_cn convention).

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_007
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025