$close     $open       $volume   $factor
instrument datetime
SZ300880   2020-09-01  1.000000  0.675325  1.902607e+09  0.015584
           2020-09-02  0.722078  0.894545  1.348764e+09  0.015584
           2020-09-03  0.591299  0.651039  1.205840e+09  0.015584
           2020-09-04  0.531948  0.546753  9.461364e+08  0.015584
           2020-09-07  0.599870  0.533507  1.436402e+09  0.015584
...                         ...       ...           ...       ...
           2021-06-07  0.360779  0.360909  7.236786e+07  0.015584

从源代码注释的只言片语看$factor
$factor is for rounding to the trading unit

查看交易数据， IPO价格是9.7300， 首日收盘价是 77.2000
SYMBOL TRADEDATE  OPEN CLOSE  VOL
300880  20200901   52.0000 77.2000  24891183

1.000000  0.675325  1.902607e+09  这行数据是把收盘价调整为1， 相当于都除以了收盘价， 交易量乘以了收盘价，相当于调整的交易量，很好理解
factor不知道怎么计算出来的
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FROM 124.126.0.*