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qlib158_cntd20

Themes & universe

reversalequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{CNTP}_20 - \\mathrm{CNTN}_20

Definition

id

qlib158_cntd20

zoo

qlib158

module_path

src.factors.zoo.qlib158.cntd20

decay_horizon

20

min_warmup_bars

21

requires_sector

False

columns_required

close

Notes

A missing close leaves window+1 rolling rows NaN; on sparse panels this can trigger the >95% NaN registry guard (from ~15% missing bars).

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_cntd20
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025