Factor library
15 crypto research factors. Compose them into strategies in the AI builder.
Price · 价格
7 factorsmomentum_1dPercentage price change over the last 1 bars.
过去 1 根 K 线的价格涨跌幅。
close[t] / close[t-N] - 1momentum_7dPercentage price change over the last 7 bars.
过去 7 根 K 线的价格涨跌幅。
close[t] / close[t-N] - 1momentum_30dPercentage price change over the last 30 bars.
过去 30 根 K 线的价格涨跌幅。
close[t] / close[t-N] - 1momentum_90dPercentage price change over the last 90 bars.
过去 90 根 K 线的价格涨跌幅。
close[t] / close[t-N] - 1volatility_breakoutDistance of price above its Bollinger upper band in band-units. >1 means a breakout above mean + k·σ.
价格相对布林上轨的距离（以带宽为单位），>1 表示突破上轨。
(close - SMA(period)) / (k * STD(period))mean_reversionZ-score of price vs its rolling mean. Strongly negative = oversold (reversion-up candidate).
价格相对滚动均值的 Z 分数，极负=超卖（潜在反弹）。
(close - SMA(lookback)) / STD(lookback)rsi_divergenceGap between RSI momentum and price momentum over a window. Strongly negative = bearish divergence (price up, RSI down).
窗口内 RSI 动量与价格动量之差，极负=顶背离（价涨 RSI 跌）。
ΔRSI(window) - 100 * pctChange(close, window)Derivative · 衍生品
8 factorsfunding_rate_zscoreZ-score of the perp funding rate over a lookback. Extreme +z = crowded longs (fade candidate).
永续资金费率的滚动 Z 分数，极正=多头拥挤（反向候选）。
(funding[t] - mean) / std over lookbackfunding_rate_7d_meanRolling mean of the funding rate over the lookback (default ≈ 7 days of 1h bars).
资金费率在回看窗口内的滚动均值（默认约 7 天）。
mean(funding) over lookbackbasis_spreadPerp premium/discount to spot: positive = perp rich (contango), negative = backwardation.
永续相对现货的溢价：正=升水，负=贴水。
(perpClose - spotClose) / spotCloseopen_interest_changePercentage change in open interest. Rising OI + rising price = trend conviction.
未平仓合约的变化率；OI 与价格同涨=趋势确认。
OI[t] / OI[t-lag] - 1long_short_ratioTop-trader long/short account ratio. >1 = net long crowd; useful as a contrarian gauge at extremes.
大户多空账户比，>1=偏多；极值可作反向参考。
longAccounts / shortAccountstaker_buy_sell_ratioRatio of taker buy volume to taker sell volume. >1 = aggressive buying pressure.
主动买入量 / 主动卖出量，>1=买盘主动。
takerBuyVol / takerSellVolliquidation_clusterProxy for forced-liquidation intensity: z-score of (bar range × volume). High = a volume-heavy violent move (cluster). Uses OHLCV when a live liquidation feed is unavailable.
爆仓强度代理：（振幅×成交量）的 Z 分数，高=放量剧烈波动（爆仓簇）。无实时爆仓流时用 OHLCV 近似。
zscore( (high-low)/close * volume , lookback )basis_term_structureFunding-implied annualized carry as a term-structure proxy: positive = contango carry. Approximates the curve when dated futures aren't loaded.
用资金费率年化的持有成本作为期限结构代理，正=升水套利。无季度合约时近似曲线。
funding[t] * 3 * 365 (8h funding → annualized)Factors are research signals — they describe market structure (e.g. funding pressure, mean-reversion conditions). They are not investment advice and never constitute buy/sell recommendations.