qmt量化交易策略小白学习笔记第8期【qmt编程之获取股票资金流向数据--内置Python】

qmt编程之获取股票资金流向数据

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获取股票资金流向数据

获取一只或者多只股票在一个时间段内的资金流向数据

提示

1.该数据通过get_market_data和get_market_data_ex接口获取，period参数选择transactioncount1d 或者 transactioncount1m
2.获取历史数据前需要先用download_history_data下载历史数据

3.VIP 权限数据

#内置python

原型

内置python

# 逐笔成交统计日级
C.get_market_data_ex([],stock_list,period="transactioncount1d",start_time = "", end_time = "")
# 逐步成交统计1分钟级
C.get_market_data_ex([],stock_list,period="transactioncount1m",start_time = "", end_time = "")

参数

除period参数需指定为transactioncount1d 或者 transactioncount1m外，其余参数与ContextInfo.get_market_data_ex一致

返回值

• 返回dict { stock_code1 : value1, stock_code2 : value2, ... }
• value1, value2, ... ：pd.DataFrame 数据集，index为time_list，columns为fields

提示

特大单：成交金额大于或等于100万元或成交量大于或等于5000手

大单：成交金额大于或等于20万元或成交量大于或等于1000手

中单：成交金额大于或等于4万元或成交量大于或等于200手

小单：其它为小单

示例

python

# coding:gbkdef init(C):returndef f(data):print(data)def after_init(C):stock_list = ["000001.SZ"]if 1:download_history_data("000001.SZ","transactioncount1d",'','')C.subscribe_quote("000001.SZ","transactioncount1d",callback = f)# C.subscribe_quote("000001.SZ","transactioncount1d")print(C.get_market_data_ex([],stock_list,period="transactioncount1d",start_time = "", end_time = ""))pass

返回值

bidBigAmount                 3.53868e+08
bidBigVolmue                      333765
bidMediumAmount              9.43932e+07
bidMediumVolmue                    89050
bidMostAmount                1.76518e+09
bidMostVolmue                    1666209
bidNumber                           2523
bidSmallAmount               8.33361e+06
bidSmallVolmue                      7862
ddx                                30.73
ddy                                -9.83
ddz                                 2.48
netOrder                               0
netWithdraw                            0
offBigAmount                 3.22761e+08
offBigVolmue                      304380
offMediumAmount              7.95061e+07
offMediumVolmue                    74975
offMostAmount                1.16452e+09
offMostVolmue                    1099078
offNumber                           2071
offSmallAmount                  5.36e+06
offSmallVolmue                      5058
stime                           20240315
time                       1710432000000
unactiveBidBigAmount         3.22761e+08
unactiveBidBigVolmue              304380
unactiveBidMediumAmount      7.95061e+07
unactiveBidMediumVolmue            74975
unactiveBidMostAmount        1.16452e+09
unactiveBidMostVolmue            1099078
unactiveBidSmallAmount          5.36e+06
unactiveBidSmallVolmue              5058
unactiveOffBigAmount         3.53868e+08
unactiveOffBigVolmue              333765
unactiveOffMediumAmount      9.43932e+07
unactiveOffMediumVolmue            89050
unactiveOffMostAmount        1.76518e+09
unactiveOffMostVolmue            1666209
unactiveOffSmallAmount       8.33361e+06
unactiveOffSmallVolmue              7862
withdrawBid                            0
withdrawOff                            0
zjbyBig                         31107201
zjbyMedium                      14887134
zjbyMost                       600652357
zjbyNetInflow                  649620302
zjbySmall                        2973610
Name: 20240315, dtype: object
{'000001.SZ':           bidBigAmount  bidBigVolmue  bidMediumAmount  bidMediumVolmue  \
stime                                                                    
20240315   353868458.0        333765       94535250.0            89184   bidMostAmount  bidMostVolmue  bidNumber  bidSmallAmount  \
stime                                                               
20240315   1.765176e+09        1666209       2524       8333609.0   bidSmallVolmue    ddx    ...      unactiveOffMostVolmue  \
stime                              ...                              
20240315            7862  30.73    ...                    1666209   unactiveOffSmallAmount  unactiveOffSmallVolmue  withdrawBid  \
stime                                                                   
20240315               8333609.0                    7862            0   withdrawOff   zjbyBig  zjbyMedium   zjbyMost  zjbyNetInflow  \
stime                                                                   
20240315            0  31107201    15029164  600652357      649762332   zjbySmall  
stime                
20240315    2973610  [1 rows x 48 columns]}