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qlib158_cntn5

Themes & universe

reversalequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{rolling\\_mean}(\\mathrm{1}[\\mathrm{close}<\\mathrm{close}_{{-1}}], 5)

Definition

id

qlib158_cntn5

zoo

qlib158

module_path

src.factors.zoo.qlib158.cntn5

decay_horizon

5

min_warmup_bars

6

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 ~40% missing bars).

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_cntn5
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025