Alpha Library  /  Qlib Alpha158  /  qlib158_cntn60

qlib158_cntn60

Themes & universe

reversalequity_usequity_cnequity_hkequity_inequity_kr1d

Formula

\\mathrm{rolling\\_mean}(\\mathrm{1}[\\mathrm{close}<\\mathrm{close}_{{-1}}], 60)

Definition

id

qlib158_cntn60

zoo

qlib158

module_path

src.factors.zoo.qlib158.cntn60

decay_horizon

60

min_warmup_bars

61

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 ~5% missing bars).

Run it

pip install vibe-trading-ai
vibe-trading alpha show qlib158_cntn60
vibe-trading alpha bench --zoo qlib158 --universe csi300 --period 2020-2025