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{
"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": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>time</th>\n",
" <th>open</th>\n",
" <th>high</th>\n",
" <th>low</th>\n",
" <th>close</th>\n",
" <th>volume</th>\n",
" <th>amount</th>\n",
" <th>settelementPrice</th>\n",
" <th>openInterest</th>\n",
" <th>preClose</th>\n",
" <th>suspendFlag</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"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
}