{ "cells": [ { "cell_type": "markdown", "id": "1fee51d2-8d41-468e-b416-a58bed1ddbb9", "metadata": {}, "source": [ "数据字典地址：http://docs.thinktrader.net/pages/7c0936/" ] }, { "cell_type": "code", "execution_count": 12, "id": "e63c7fc2-2500-4d50-a5af-8af4aaa91c1b", "metadata": {}, "outputs": [], "source": [ "# Token连接（若通过客户端连接则无需运行此单元格）\n", "from vnpy.trader.utility import TEMP_DIR\n", "\n", "from xtquant import xtdatacenter as xtdc\n", "\n", "# 设置迅投研令牌\n", "xtdc.set_token(\"4aff6f3b0dcfc990ec9476213ba784e17c34e757\") # 换成自己的Token\n", "\n", "# 设置临时文件目录\n", "xtdc.set_data_home_dir(str(TEMP_DIR) + \"\\\\xt\")\n", "\n", "# 初始化连接\n", "xtdc.init()" ] }, { "cell_type": "code", "execution_count": 2, "id": "cc8d3d17-28bb-42a9-aea7-95879d9a5994", "metadata": {}, "outputs": [], "source": [ "from xtquant.xtdata import (\n", " download_history_data,\n", " download_financial_data,\n", " get_local_data,\n", " get_stock_list_in_sector,\n", " get_instrument_detail,\n", " get_financial_data,\n", ")" ] }, { "cell_type": "code", "execution_count": 3, "id": "7a04439d-b14f-48a9-9269-420a0c7c2c58", "metadata": { "tags": [] }, "outputs": [ { "data": { "text/plain": [ "{'90000001.SZO': Empty DataFrame\n", " Columns: [time, open, high, low, close, volume, amount, settelementPrice, openInterest, preClose, suspendFlag]\n", " Index: []}" ] }, "execution_count": 3, "metadata": {}, "output_type": "execute_result" } ], "source": [ "# 期权数据（1d也支持）\n", "download_history_data(\"90000001.SZO\", \"1m\", \"20200101\", \"20200112\")\n", "data1 = get_local_data([], [\"90000001.SZO\"], \"1m\", \"20200101\", \"20200112\")\n", "data1" ] }, { "cell_type": "code", "execution_count": 4, "id": "a9347593-3ed2-42a6-93e2-534ffe5fbc09", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
timeopenhighlowclosevolumeamountsettelementPriceopenInterestpreClosesuspendFlag
\n", "
" ], "text/plain": [ "Empty DataFrame\n", "Columns: [time, open, high, low, close, volume, amount, settelementPrice, openInterest, preClose, suspendFlag]\n", "Index: []" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "data1[\"90000001.SZO\"]" ] }, { "cell_type": "code", "execution_count": 5, "id": "32f8a0db", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "{'rb2401.SF': time open high low close volume \\\n", " 20231026090100 1698282060000 3665.0 3669.0 3665.0 3667.0 7834 \n", " 20231026090200 1698282120000 3668.0 3668.0 3666.0 3668.0 3807 \n", " 20231026090300 1698282180000 3668.0 3669.0 3665.0 3666.0 4264 \n", " 20231026090400 1698282240000 3666.0 3669.0 3666.0 3668.0 2269 \n", " 20231026090500 1698282300000 3668.0 3668.0 3666.0 3667.0 1518 \n", " ... ... ... ... ... ... ... \n", " 20231030225600 1698677760000 3723.0 3724.0 3722.0 3724.0 2955 \n", " 20231030225700 1698677820000 3723.0 3724.0 3720.0 3721.0 4641 \n", " 20231030225800 1698677880000 3720.0 3723.0 3720.0 3723.0 3093 \n", " 20231030225900 1698677940000 3722.0 3723.0 3721.0 3722.0 2247 \n", " 20231030230000 1698678000000 3721.0 3723.0 3720.0 3722.0 5145 \n", " \n", " amount settelementPrice openInterest preClose \\\n", " 20231026090100 287264340.0 0.0 1762615 3665.0 \n", " 20231026090200 139616890.0 0.0 1762851 3667.0 \n", " 20231026090300 156379480.0 0.0 1763036 3668.0 \n", " 20231026090400 83222740.0 0.0 1763346 3666.0 \n", " 20231026090500 55658560.0 0.0 1763165 3668.0 \n", " ... ... ... ... ... \n", " 20231030225600 110019310.0 0.0 1690326 3722.0 \n", " 20231030225700 172706690.0 0.0 1689474 3724.0 \n", " 20231030225800 115105860.0 0.0 1688648 3721.0 \n", " 20231030225900 83633400.0 0.0 1688086 3723.0 \n", " 20231030230000 191473920.0 0.0 1686985 3722.0 \n", " \n", " suspendFlag \n", " 20231026090100 0 \n", " 20231026090200 0 \n", " 20231026090300 0 \n", " 20231026090400 0 \n", " 20231026090500 0 \n", " ... ... \n", " 20231030225600 0 \n", " 20231030225700 0 \n", " 20231030225800 0 \n", " 20231030225900 0 \n", " 20231030230000 0 \n", " \n", " [1455 rows x 11 columns]}" ] }, "execution_count": 5, "metadata": {}, "output_type": "execute_result" } ], "source": [ "# 期货数据（1d也支持）\n", "download_history_data(\"rb2401.SF\", \"1m\", \"20230601\", \"20231030\")\n", "data1 = get_local_data([], [\"rb2401.SF\"], \"1m\", \"20231026\", \"20231030\")\n", "data1" ] }, { "cell_type": "code", "execution_count": 6, "id": "1ade0d1d-1905-4316-b1b4-ebd62cc3834c", "metadata": { "tags": [] }, "outputs": [ { "data": { "text/plain": [ "{'rb2309.SF': Empty DataFrame\n", " Columns: [time, lastPrice, open, high, low, lastClose, amount, volume, pvolume, stockStatus, openInt, lastSettlementPrice, askPrice, bidPrice, askVol, bidVol, settlementPrice, transactionNum]\n", " Index: []}" ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" } ], "source": [ "# L1 Tick数据\n", "download_history_data(\"rb2309.SF\", \"tick\", \"20230821\", \"20230822\")\n", "data2 = get_local_data([], [\"rb2309.SF\"], \"tick\", \"20230821\", \"20230822\")\n", "data2" ] }, { "cell_type": "code", "execution_count": 7, "id": "a6c481e8", "metadata": {}, "outputs": [], "source": [ "# 下载历史合约信息\n", "download_history_data(\"\", \"historycontract\")" ] }, { "cell_type": "code", "execution_count": 8, "id": "4aea61d2-aab4-4189-b19f-862ec22d6a34", "metadata": { "tags": [] }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "4807\n" ] } ], "source": [ "# 期权过期合约查询\n", "l = get_stock_list_in_sector(\"过期中金所\")\n", "# get_stock_list_in_sector(\"过期上证期权\")\n", "# get_stock_list_in_sector(\"过期深证期权\")\n", "print(len(l))" ] }, { "cell_type": "code", "execution_count": 9, "id": "681ffa29-c6e5-46cb-a519-7461425cc73f", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "['00.IF', 'HO2301-C-2325.IF', 'HO2301-C-2350.IF']" ] }, "execution_count": 9, "metadata": {}, "output_type": "execute_result" } ], "source": [ "l[:3]" ] }, { "cell_type": "code", "execution_count": 10, "id": "1f76b380-9d30-4dde-a2b6-913193b49b60", "metadata": { "tags": [] }, "outputs": [ { "data": { "text/plain": [ "{'ExchangeID': 'SZO',\n", " 'InstrumentID': '90000001',\n", " 'InstrumentName': '300ETF购1月3700',\n", " 'Abbreviation': '300ETFG1Y3700',\n", " 'ProductID': '300ETF(159919)',\n", " 'ProductName': '',\n", " 'UnderlyingCode': '',\n", " 'ExtendName': '',\n", " 'ExchangeCode': '',\n", " 'RzrkCode': '',\n", " 'UniCode': '',\n", " 'CreateDate': '20191223',\n", " 'OpenDate': '20191223',\n", " 'ExpireDate': '20200122',\n", " 'PreClose': 0.4652,\n", " 'SettlementPrice': 0.4714,\n", " 'UpStopPrice': 0.8885,\n", " 'DownStopPrice': 0.0001,\n", " 'FloatVolume': 0.0,\n", " 'TotalVolume': 0.0,\n", " 'AccumulatedInterest': 1.7976931348623157e+308,\n", " 'LongMarginRatio': 0.0,\n", " 'ShortMarginRatio': 0.0,\n", " 'PriceTick': 0.0001,\n", " 'VolumeMultiple': 10000,\n", " 'MainContract': 0,\n", " 'MaxMarketOrderVolume': 10,\n", " 'MinMarketOrderVolume': 1,\n", " 'MaxLimitOrderVolume': 50,\n", " 'MinLimitOrderVolume': 1,\n", " 'MaxMarginSideAlgorithm': 49,\n", " 'DayCountFromIPO': 2147483647,\n", " 'LastVolume': 239,\n", " 'InstrumentStatus': 0,\n", " 'IsTrading': False,\n", " 'IsRecent': False,\n", " 'IsContinuous': False,\n", " 'bNotProfitable': False,\n", " 'bDualClass': False,\n", " 'ContinueType': 0,\n", " 'secuCategory': 0,\n", " 'secuAttri': 0,\n", " 'MaxMarketSellOrderVolume': 2147483647,\n", " 'MinMarketSellOrderVolume': 0,\n", " 'MaxLimitSellOrderVolume': 2147483647,\n", " 'MinLimitSellOrderVolume': 0,\n", " 'MaxFixedBuyOrderVol': 2147483647,\n", " 'MinFixedBuyOrderVol': 0,\n", " 'MaxFixedSellOrderVol': 2147483647,\n", " 'MinFixedSellOrderVol': 0,\n", " 'HSGTFlag': 0,\n", " 'BondParValue': 1.7976931348623157e+308,\n", " 'QualifiedType': 2147483647,\n", " 'PriceTickType': 2147483647,\n", " 'tradingStatus': '',\n", " 'ExtendInfo': {'OptUnit': 1.7976931348623157e+308,\n", " 'MarginUnit': 9719.2,\n", " 'OptUndlCode': '159919',\n", " 'OptUndlMarket': 'SZ',\n", " 'OptLotSize': 0,\n", " 'OptExercisePrice': 3.7,\n", " 'NeeqExeType': 0,\n", " 'OptExchFixedMargin': 1.7976931348623157e+308,\n", " 'OptExchMiniMargin': 1.7976931348623157e+308,\n", " 'Ccy': '',\n", " 'IbSecType': '',\n", " 'OptUndlRiskFreeRate': 0.0,\n", " 'OptUndlHistoryRate': 0.0,\n", " 'EndDelivDate': '20200122',\n", " 'RegisteredCapital': 2147483647,\n", " 'MaxOrderPriceRange': 1.7976931348623157e+308,\n", " 'MinOrderPriceRange': 1.7976931348623157e+308,\n", " 'VoteRightRatio': 1.0,\n", " 'm_nMinRepurchaseDaysLimit': 2147483647,\n", " 'm_nMaxRepurchaseDaysLimit': 2147483647,\n", " 'DeliveryYear': 0,\n", " 'DeliveryMonth': 0,\n", " 'ContractType': 0,\n", " 'ProductTradeQuota': 0,\n", " 'ContractTradeQuota': 0,\n", " 'ProductOpenInterestQuota': 0,\n", " 'ContractOpenInterestQuota': 0}}" ] }, "execution_count": 10, "metadata": {}, "output_type": "execute_result" } ], "source": [ "# 获取期权合约信息\n", "get_instrument_detail(\"90000001.SZO\", True)" ] }, { "cell_type": "code", "execution_count": 11, "id": "7269450a-ea0c-4652-9d0d-bd31b572067a", "metadata": { "tags": [] }, "outputs": [ { "data": { "text/plain": [ "{'600519.SH': {'Balance': m_timetag m_anntime internal_shoule_recv fixed_capital_clearance \\\n", " 0 20010630 20010822 NaN NaN \n", " 1 20011231 20020417 NaN 0.0 \n", " 2 20020331 20020429 NaN 0.0 \n", " 3 20020630 20020814 NaN 0.0 \n", " 4 20020930 20021029 NaN 0.0 \n", " .. ... ... ... ... \n", " 107 20221231 20230803 NaN NaN \n", " 108 20221231 20231021 NaN NaN \n", " 109 20230331 20230426 NaN NaN \n", " 110 20230630 20230803 NaN NaN \n", " 111 20230930 20231021 NaN NaN \n", " \n", " should_pay_money settlement_payment receivable_premium \\\n", " 0 NaN 0.0 NaN \n", " 1 NaN 0.0 NaN \n", " 2 NaN 0.0 NaN \n", " 3 NaN 0.0 NaN \n", " 4 NaN 0.0 NaN \n", " .. ... ... ... \n", " 107 NaN NaN NaN \n", " 108 NaN NaN NaN \n", " 109 NaN NaN NaN \n", " 110 NaN NaN NaN \n", " 111 NaN NaN NaN \n", " \n", " accounts_receivable_reinsurance reinsurance_contract_reserve \\\n", " 0 NaN 0.0 \n", " 1 NaN 0.0 \n", " 2 NaN 0.0 \n", " 3 NaN 0.0 \n", " 4 NaN 0.0 \n", " .. ... ... \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " 110 NaN NaN \n", " 111 NaN NaN \n", " \n", " dividends_payable ... m_guaranteeInvestmentFunds \\\n", " 0 NaN ... NaN \n", " 1 0.0 ... NaN \n", " 2 0.0 ... NaN \n", " 3 0.0 ... NaN \n", " 4 0.0 ... NaN \n", " .. ... ... ... \n", " 107 NaN ... NaN \n", " 108 NaN ... NaN \n", " 109 NaN ... NaN \n", " 110 NaN ... NaN \n", " 111 NaN ... NaN \n", " \n", " m_premiumsReceivedAdvance m_insuranceLiabilities \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " 110 NaN NaN \n", " 111 NaN NaN \n", " \n", " m_liabilitiesIndependentAccounts m_liabilitiesVicariousBusiness \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " 110 NaN NaN \n", " 111 NaN NaN \n", " \n", " m_otherLiablities m_capitalPremium m_petainedProfit \\\n", " 0 NaN NaN NaN \n", " 1 NaN NaN NaN \n", " 2 NaN NaN NaN \n", " 3 NaN NaN NaN \n", " 4 NaN NaN NaN \n", " .. ... ... ... \n", " 107 NaN NaN NaN \n", " 108 NaN NaN NaN \n", " 109 NaN NaN NaN \n", " 110 NaN NaN NaN \n", " 111 NaN NaN NaN \n", " \n", " m_provisionTransactionRisk m_otherReserves \n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " 110 NaN NaN \n", " 111 NaN NaN \n", " \n", " [112 rows x 146 columns],\n", " 'Income': m_timetag m_anntime revenue_inc earned_premium \\\n", " 0 20010630 20010822 8.738635e+08 NaN \n", " 1 20011231 20020417 1.618047e+09 NaN \n", " 2 20020331 20020429 7.180149e+08 NaN \n", " 3 20020630 20020814 9.556542e+08 NaN \n", " 4 20020930 20021029 1.363886e+09 NaN \n", " .. ... ... ... ... \n", " 105 20220930 20221017 8.716023e+10 NaN \n", " 106 20221231 20230331 1.240998e+11 NaN \n", " 107 20230331 20230426 3.875581e+10 NaN \n", " 108 20230630 20230803 6.957602e+10 NaN \n", " 109 20230930 20231021 1.032684e+11 NaN \n", " \n", " real_estate_sales_income total_operating_cost real_estate_sales_cost \\\n", " 0 NaN NaN NaN \n", " 1 NaN 1.009061e+09 NaN \n", " 2 NaN 3.808385e+08 NaN \n", " 3 NaN 5.545605e+08 NaN \n", " 4 NaN 8.382068e+08 NaN \n", " .. ... ... ... \n", " 105 NaN 2.789089e+10 NaN \n", " 106 NaN 3.974831e+10 NaN \n", " 107 NaN 1.071560e+10 NaN \n", " 108 NaN 2.117930e+10 NaN \n", " 109 NaN 3.223569e+10 NaN \n", " \n", " research_expenses surrender_value net_payments ... \\\n", " 0 NaN NaN NaN ... \n", " 1 NaN NaN NaN ... \n", " 2 NaN NaN NaN ... \n", " 3 NaN NaN NaN ... \n", " 4 NaN NaN NaN ... \n", " .. ... ... ... ... \n", " 105 1.149345e+08 NaN NaN ... \n", " 106 1.351857e+08 NaN NaN ... \n", " 107 2.295621e+07 NaN NaN ... \n", " 108 7.277068e+07 NaN NaN ... \n", " 109 1.011260e+08 NaN NaN ... \n", " \n", " m_paymentsInsuranceClaims m_amortizedCompensationExpenses \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 105 NaN NaN \n", " 106 NaN NaN \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " \n", " m_netReserveInsuranceLiability m_policyReserve \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 105 NaN NaN \n", " 106 NaN NaN \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " \n", " m_amortizeInsuranceReserve m_nsuranceFeesCommissionExpenses \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 105 NaN NaN \n", " 106 NaN NaN \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " \n", " m_operationAdministrativeExpense m_amortizedReinsuranceExpenditure \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 105 NaN NaN \n", " 106 NaN NaN \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " \n", " m_netProfitLossdisposalNonassets m_otherItemsAffectingNetProfit \n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 105 NaN NaN \n", " 106 NaN NaN \n", " 107 NaN NaN \n", " 108 NaN NaN \n", " 109 NaN NaN \n", " \n", " [110 rows x 71 columns],\n", " 'CashFlow': m_timetag m_anntime cash_received_ori_ins_contract_pre \\\n", " 0 20010630 20010822 NaN \n", " 1 20011231 20020417 NaN \n", " 2 20020630 20020814 NaN \n", " 3 20021231 20030326 NaN \n", " 4 20030331 20030425 NaN \n", " .. ... ... ... \n", " 86 20220930 20221017 NaN \n", " 87 20221231 20230331 NaN \n", " 88 20230331 20230426 NaN \n", " 89 20230630 20230803 NaN \n", " 90 20230930 20231021 NaN \n", " \n", " net_cash_received_rei_ope net_increase_insured_funds \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 86 NaN NaN \n", " 87 NaN NaN \n", " 88 NaN NaN \n", " 89 NaN NaN \n", " 90 NaN NaN \n", " \n", " net_increase_in_disposal cash_for_interest \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 86 NaN 2.494929e+09 \n", " 87 NaN 3.247615e+09 \n", " 88 NaN 8.549059e+08 \n", " 89 NaN 1.762971e+09 \n", " 90 NaN 2.334503e+09 \n", " \n", " net_increase_in_repurchase_funds cash_for_payment_original_insurance \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 86 NaN NaN \n", " 87 NaN NaN \n", " 88 NaN NaN \n", " 89 NaN NaN \n", " 90 NaN NaN \n", " \n", " cash_payment_policy_dividends ... m_netReductionDeposInveFunds \\\n", " 0 NaN ... NaN \n", " 1 NaN ... NaN \n", " 2 NaN ... NaN \n", " 3 NaN ... NaN \n", " 4 NaN ... NaN \n", " .. ... ... ... \n", " 86 NaN ... NaN \n", " 87 NaN ... NaN \n", " 88 NaN ... NaN \n", " 89 NaN ... NaN \n", " 90 NaN ... NaN \n", " \n", " m_netIncreaseUnwindingFunds m_netReductionAmountBorrowedFunds \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 86 NaN NaN \n", " 87 NaN NaN \n", " 88 NaN NaN \n", " 89 NaN NaN \n", " 90 NaN NaN \n", " \n", " m_netReductionSaleRepurchaseProceeds m_investmentPaidInCash \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 86 NaN NaN \n", " 87 NaN NaN \n", " 88 NaN NaN \n", " 89 NaN NaN \n", " 90 NaN NaN \n", " \n", " m_paymentOtherCashRelated m_cashOutFlowsInvesactivities \\\n", " 0 NaN NaN \n", " 1 NaN NaN \n", " 2 NaN NaN \n", " 3 NaN NaN \n", " 4 NaN NaN \n", " .. ... ... \n", " 86 NaN NaN \n", " 87 NaN NaN \n", " 88 NaN NaN \n", " 89 NaN NaN \n", " 90 NaN NaN \n", " \n", " m_absorbCashEquityInv m_otherImpactsOnCash m_addOperatingReceivableItems \n", " 0 NaN NaN NaN \n", " 1 NaN NaN NaN \n", " 2 NaN NaN NaN \n", " 3 NaN NaN NaN \n", " 4 NaN NaN NaN \n", " .. ... ... ... \n", " 86 NaN NaN NaN \n", " 87 NaN NaN NaN \n", " 88 NaN NaN NaN \n", " 89 NaN NaN NaN \n", " 90 NaN NaN NaN \n", " \n", " [91 rows x 110 columns],\n", " 'Capital': m_timetag m_anntime total_capital circulating_capital \\\n", " 0 20010827 20010822 2.500000e+08 7.150000e+07 \n", " 1 20020726 20020718 2.750000e+08 7.865000e+07 \n", " 2 20030715 20030708 3.025000e+08 8.651500e+07 \n", " 3 20040702 20040625 3.932500e+08 1.124695e+08 \n", " 4 20050808 20050730 4.719000e+08 1.349634e+08 \n", " 5 20060509 20060509 4.719000e+08 1.349634e+08 \n", " 6 20060525 20060522 9.438000e+08 3.023180e+08 \n", " 7 20070525 20070518 9.438000e+08 4.079310e+08 \n", " 8 20080526 20080520 9.438000e+08 4.551210e+08 \n", " 9 20090525 20090519 9.438000e+08 9.438000e+08 \n", " 10 20090630 20090807 9.438000e+08 9.438000e+08 \n", " 11 20100630 20100812 9.438000e+08 9.438000e+08 \n", " 12 20101231 20110321 9.438000e+08 9.438000e+08 \n", " 13 20110630 20110831 9.438000e+08 9.438000e+08 \n", " 14 20110704 20110627 1.038180e+09 1.038180e+09 \n", " 15 20111231 20120411 1.038180e+09 1.038180e+09 \n", " 16 20121231 20130329 1.038180e+09 1.038180e+09 \n", " 17 20130630 20130831 1.038180e+09 1.038180e+09 \n", " 18 20130930 20131016 1.038180e+09 1.038180e+09 \n", " 19 20140626 20140618 1.141998e+09 1.141998e+09 \n", " 20 20140630 20140829 1.141998e+09 1.141998e+09 \n", " 21 20150331 20150421 1.141998e+09 1.141998e+09 \n", " 22 20150630 20150828 1.141998e+09 1.141998e+09 \n", " 23 20150720 20150710 1.256198e+09 1.256198e+09 \n", " 24 20150930 20151023 1.256198e+09 1.256198e+09 \n", " 25 20151231 20160324 1.256198e+09 1.256198e+09 \n", " 26 20160630 20160827 1.256198e+09 1.256198e+09 \n", " 27 20160930 20161029 1.256198e+09 1.256198e+09 \n", " 28 20170331 20170425 1.256198e+09 1.256198e+09 \n", " 29 20170630 20170728 1.256198e+09 1.256198e+09 \n", " 30 20191231 20200422 1.256198e+09 1.256198e+09 \n", " 31 20200331 20200428 1.256198e+09 1.256198e+09 \n", " 32 20201230 20201231 1.256198e+09 1.256198e+09 \n", " 33 20230210 20230211 1.256198e+09 1.256198e+09 \n", " 34 20230331 20230426 1.256198e+09 1.256198e+09 \n", " 35 20230626 20230628 1.256198e+09 1.256198e+09 \n", " 36 20230630 20230803 1.256198e+09 1.256198e+09 \n", " \n", " restrict_circulating_capital freeFloatCapital \n", " 0 0.0 0.0 \n", " 1 0.0 0.0 \n", " 2 0.0 0.0 \n", " 3 0.0 0.0 \n", " 4 0.0 0.0 \n", " 5 0.0 0.0 \n", " 6 0.0 0.0 \n", " 7 0.0 0.0 \n", " 8 0.0 0.0 \n", " 9 0.0 0.0 \n", " 10 0.0 330036900.0 \n", " 11 0.0 328861200.0 \n", " 12 0.0 332114800.0 \n", " 13 0.0 331784800.0 \n", " 14 0.0 364963280.0 \n", " 15 0.0 366660300.0 \n", " 16 0.0 396490000.0 \n", " 17 0.0 366224100.0 \n", " 18 0.0 364309100.0 \n", " 19 0.0 434023700.0 \n", " 20 0.0 434023000.0 \n", " 21 0.0 404739300.0 \n", " 22 0.0 434023000.0 \n", " 23 0.0 477425300.0 \n", " 24 0.0 477425800.0 \n", " 25 0.0 477425845.0 \n", " 26 0.0 449613757.0 \n", " 27 0.0 477425845.0 \n", " 28 0.0 449613757.0 \n", " 29 0.0 477425845.0 \n", " 30 0.0 527665845.0 \n", " 31 0.0 499853757.0 \n", " 32 0.0 550093757.0 \n", " 33 0.0 549945427.0 \n", " 34 0.0 549253243.0 \n", " 35 0.0 549140936.0 \n", " 36 0.0 549136536.0 ,\n", " 'HolderNum': declareDate endDate shareholder shareholderA shareholderB \\\n", " 0 20030331 20030331 36706.0 36706.0 0.0 \n", " 1 20030630 20030630 38846.0 38846.0 0.0 \n", " 2 20030930 20030930 37305.0 37305.0 0.0 \n", " 3 20040326 20031231 32349.0 32349.0 0.0 \n", " 4 20040429 20040331 21736.0 21736.0 0.0 \n", " .. ... ... ... ... ... \n", " 78 20230331 20221231 167516.0 167516.0 0.0 \n", " 79 20230331 20230228 159541.0 159541.0 0.0 \n", " 80 20230426 20230331 156190.0 156190.0 0.0 \n", " 81 20230803 20230630 161750.0 161750.0 0.0 \n", " 82 20231021 20230930 150025.0 150025.0 0.0 \n", " \n", " shareholderH shareholderFloat shareholderOther \n", " 0 0.0 NaN NaN \n", " 1 0.0 38838.0 8.0 \n", " 2 0.0 NaN NaN \n", " 3 0.0 NaN NaN \n", " 4 0.0 NaN NaN \n", " .. ... ... ... \n", " 78 0.0 167516.0 0.0 \n", " 79 0.0 0.0 0.0 \n", " 80 0.0 0.0 0.0 \n", " 81 0.0 0.0 0.0 \n", " 82 0.0 0.0 0.0 \n", " \n", " [83 rows x 8 columns],\n", " 'Top10Holder': declareDate endDate name type quantity reason ratio nature \\\n", " 0 20010726 20010827 0.0 0.0 161706052.0 0.0 64.680 0.0 \n", " 1 20010726 20010827 0.0 0.0 338000.0 0.0 0.135 0.0 \n", " 2 20010726 20010827 0.0 0.0 10000000.0 0.0 4.000 0.0 \n", " 3 20010726 20010827 0.0 0.0 1500000.0 0.0 0.600 0.0 \n", " 4 20010726 20010827 0.0 0.0 1443804.0 0.0 0.580 0.0 \n", " .. ... ... ... ... ... ... ... ... \n", " 589 20230331 20221231 0.0 0.0 5379160.0 0.0 0.430 0.0 \n", " 590 20230426 20230331 0.0 0.0 679099269.0 0.0 54.060 0.0 \n", " 591 20230628 20230626 0.0 0.0 679211576.0 0.0 54.070 0.0 \n", " 592 20230803 20230630 0.0 0.0 679211576.0 0.0 54.070 0.0 \n", " 593 20231021 20230930 0.0 0.0 679211576.0 0.0 54.070 0.0 \n", " \n", " rank \n", " 0 1.0 \n", " 1 10.0 \n", " 2 2.0 \n", " 3 3.0 \n", " 4 4.0 \n", " .. ... \n", " 589 10.0 \n", " 590 1.0 \n", " 591 1.0 \n", " 592 1.0 \n", " 593 1.0 \n", " \n", " [594 rows x 9 columns],\n", " 'Top10FlowHolder': declareDate endDate name type quantity reason ratio nature \\\n", " 0 20040326 20031231 0.0 0.0 1280917.0 0.0 0.4230 0.0 \n", " 1 20040326 20031231 0.0 0.0 1189829.0 0.0 0.3930 0.0 \n", " 2 20040326 20031231 0.0 0.0 1000000.0 0.0 0.3310 0.0 \n", " 3 20040326 20031231 0.0 0.0 3342834.0 0.0 1.1050 0.0 \n", " 4 20040326 20031231 0.0 0.0 907407.0 0.0 0.3000 0.0 \n", " .. ... ... ... ... ... ... ... ... \n", " 668 20230331 20221231 0.0 0.0 5445803.0 0.0 0.4335 0.0 \n", " 669 20230331 20221231 0.0 0.0 5379160.0 0.0 0.4282 0.0 \n", " 670 20230426 20230331 0.0 0.0 679099269.0 0.0 54.0600 0.0 \n", " 671 20230803 20230630 0.0 0.0 679211576.0 0.0 54.0700 0.0 \n", " 672 20231021 20230930 0.0 0.0 679211576.0 0.0 54.0700 0.0 \n", " \n", " rank \n", " 0 5.0 \n", " 1 6.0 \n", " 2 8.0 \n", " 3 1.0 \n", " 4 9.0 \n", " .. ... \n", " 668 9.0 \n", " 669 10.0 \n", " 670 1.0 \n", " 671 1.0 \n", " 672 1.0 \n", " \n", " [673 rows x 9 columns],\n", " 'PershareIndex': m_timetag m_anntime s_fa_ocfps s_fa_bps s_fa_eps_basic \\\n", " 0 20070331 20070428 0.4032 6.1700 0.57 \n", " 1 20070630 20070817 0.7267 24.0100 0.90 \n", " 2 20070930 20071023 1.6405 7.2800 1.69 \n", " 3 20071231 20090325 1.8471 8.7200 3.00 \n", " 4 20080331 20080422 1.0518 9.6500 0.93 \n", " .. ... ... ... ... ... \n", " 68 20220930 20221017 7.4871 164.5511 35.34 \n", " 69 20221231 20230331 29.2140 157.2258 49.93 \n", " 70 20230331 20230426 4.1751 173.7590 16.55 \n", " 71 20230630 20230803 24.1898 159.9399 28.64 \n", " 72 20230930 20231021 39.8042 173.3872 42.09 \n", " \n", " s_fa_eps_diluted s_fa_undistributedps s_fa_surpluscapitalps \\\n", " 0 NaN 2.3815 1.4566 \n", " 1 0.90 2.7022 1.4567 \n", " 2 1.69 3.4870 1.4568 \n", " 3 3.00 5.3793 1.4568 \n", " 4 NaN 6.3047 1.4569 \n", " .. ... ... ... \n", " 68 35.34 136.9667 1.0945 \n", " 69 49.93 128.4049 1.0945 \n", " 70 16.55 144.9397 1.0945 \n", " 71 28.64 129.9407 1.0945 \n", " 72 42.09 143.3907 1.0945 \n", " \n", " adjusted_earnings_per_share du_return_on_equity ... equity_roe \\\n", " 0 NaN 9.6551 ... NaN \n", " 1 0.899 14.8845 ... 14.88 \n", " 2 1.680 26.1630 ... NaN \n", " 3 3.000 39.5989 ... 39.30 \n", " 4 NaN 10.0724 ... NaN \n", " .. ... ... ... ... \n", " 68 NaN 22.4101 ... 21.91 \n", " 69 49.990 32.4077 ... 30.26 \n", " 70 NaN 10.0028 ... 10.00 \n", " 71 28.620 18.0614 ... 16.70 \n", " 72 NaN 25.4632 ... 24.82 \n", " \n", " net_roe total_roe gross_profit net_profit actual_tax_rate \\\n", " 0 9.2101 NaN 85.0268 35.3655 NaN \n", " 1 13.8530 NaN 85.1958 34.0022 NaN \n", " 2 23.1357 NaN 85.1373 37.4401 NaN \n", " 3 34.3793 NaN 87.9565 40.9821 NaN \n", " 4 9.5894 NaN 89.9267 46.0020 NaN \n", " .. ... ... ... ... ... \n", " 68 21.4794 NaN 91.8744 53.1366 NaN \n", " 69 31.7541 NaN 91.8667 52.6795 NaN \n", " 70 9.5269 NaN 92.5956 55.5393 NaN \n", " 71 17.9082 NaN 91.7981 53.6564 NaN \n", " 72 24.2765 NaN 91.7075 53.0919 NaN \n", " \n", " pre_pay_operate_income sales_cash_flow gear_ratio inventory_turnover \n", " 0 1.4417 1.2356 40.4210 0.1192 \n", " 1 0.9290 1.2867 39.1859 0.1898 \n", " 2 0.4992 1.1884 31.7955 0.3247 \n", " 3 0.1555 1.0277 20.1557 0.4068 \n", " 4 0.6517 1.2842 19.6501 0.0856 \n", " .. ... ... ... ... \n", " 68 NaN 1.1017 13.8484 0.2066 \n", " 69 NaN 1.1337 19.4210 0.2795 \n", " 70 NaN 0.9228 12.3562 0.0728 \n", " 71 NaN 0.9928 13.3925 0.1432 \n", " 72 NaN 1.0773 14.1400 0.2146 \n", " \n", " [73 rows x 28 columns]}}" ] }, "execution_count": 11, "metadata": {}, "output_type": "execute_result" } ], "source": [ "# 财务数据\n", "download_financial_data([\"600519.SH\"])\n", "data3 = get_financial_data([\"600519.SH\"])\n", "data3" ] }, { "cell_type": "code", "execution_count": null, "id": "5259491f-6e9c-41f5-b599-fd4ea5968fa7", "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.10.9" } }, "nbformat": 4, "nbformat_minor": 5 }