The following code can be used to implement the calculation of the Alpha 147 factor:

// 1. Simulate data  
tmp_table = table(  
    concatDateTime(take(2023.12.12, 4802000), (rand((09:30:00.000+0..2400*3*1000) join (13:00:00.000+0..2400*3*1000), 4802000).sort())) as dt,  
    rand(string(1001..1200), 4802000) as symbol,   
    rand(100.0, 4802000) as price,   
    rand(100, 4802000) as vol);  

// 2. Alpha 147 implementation  
defg olss(x) : ols(x, 1..12)[1]
def alpha147SQL(vector) : moving(olss, mavg(vector, 12), 12)
alpha147DDBSql = select alpha147SQL(price) 
    from loadTable("dfs://ohlc_test", "ohlc_test") 
    where date(ts) = 2023.12.12 
    context by symbol;  

Test Data: 4.3GB (4,802,000 rows)

Implementation Performance