117 lines
5.4 KiB
Markdown
117 lines
5.4 KiB
Markdown
|
|
## 结算参数
|
|||
|
|
----
|
|||
|
|
|
|||
|
|
接口:fut_settle
|
|||
|
|
描述:获取每日结算参数数据,包括交易和交割费率等
|
|||
|
|
限量:单次最大返回1600行数据,可根据日期循环,总量不限制
|
|||
|
|
积分:用户需要至少2000积分才可以调取,具体请参阅[积分获取办法](https://tushare.pro/document/1?doc_id=13)
|
|||
|
|
|
|||
|
|
**输入参数**
|
|||
|
|
|
|||
|
|
名称 | 类型 | 必选 | 描述
|
|||
|
|
---- | ----- | ---- | ----
|
|||
|
|
trade_date | str | N | 交易日期 (trade_date/ts_code至少需要输入一个参数)
|
|||
|
|
ts_code | str | N | 合约代码
|
|||
|
|
start_date | str | N | 开始日期(YYYYMMDD格式,下同)
|
|||
|
|
end_date | str | N | 结束日期
|
|||
|
|
exchange | str | N | 交易所代码
|
|||
|
|
|
|||
|
|
|
|||
|
|
**输出参数**
|
|||
|
|
|
|||
|
|
名称 | 类型 | 默认显示 | 描述
|
|||
|
|
--- | ---- | ---- | ----
|
|||
|
|
ts_code | str | Y | 合约代码
|
|||
|
|
trade_date | str | Y | 交易日期
|
|||
|
|
settle | float | Y | 结算价
|
|||
|
|
trading_fee_rate | float | Y | 交易手续费率
|
|||
|
|
trading_fee | float | Y | 交易手续费
|
|||
|
|
delivery_fee | float | Y | 交割手续费
|
|||
|
|
b_hedging_margin_rate | float | Y | 买套保交易保证金率
|
|||
|
|
s_hedging_margin_rate | float | Y | 卖套保交易保证金率
|
|||
|
|
long_margin_rate | float | Y | 买投机交易保证金率
|
|||
|
|
short_margin_rate | float | Y | 卖投机交易保证金率
|
|||
|
|
offset_today_fee | float | N | 平今仓手续率
|
|||
|
|
exchange | str | N | 交易所
|
|||
|
|
|
|||
|
|
|
|||
|
|
**接口示例**
|
|||
|
|
|
|||
|
|
```python
|
|||
|
|
|
|||
|
|
pro = ts.pro_api('your token')
|
|||
|
|
|
|||
|
|
df = pro.fut_settle(trade_date='20181114', exchange='SHFE')
|
|||
|
|
|
|||
|
|
```
|
|||
|
|
|
|||
|
|
**数据示例**
|
|||
|
|
|
|||
|
|
ts_code trade_date settle trading_fee_rate trading_fee \
|
|||
|
|
0 CU1811.SHF 20181114 48840.00 0.050 0.0
|
|||
|
|
1 CU1812.SHF 20181114 48990.00 0.050 0.0
|
|||
|
|
2 CU1901.SHF 20181114 48980.00 0.050 0.0
|
|||
|
|
3 CU1902.SHF 20181114 48980.00 0.050 0.0
|
|||
|
|
4 CU1903.SHF 20181114 49020.00 0.050 0.0
|
|||
|
|
5 CU1904.SHF 20181114 49040.00 0.050 0.0
|
|||
|
|
6 CU1905.SHF 20181114 49150.00 0.050 0.0
|
|||
|
|
7 CU1906.SHF 20181114 49260.00 0.050 0.0
|
|||
|
|
8 CU1907.SHF 20181114 49200.00 0.050 0.0
|
|||
|
|
9 CU1908.SHF 20181114 49370.00 0.050 0.0
|
|||
|
|
10 CU1909.SHF 20181114 49350.00 0.050 0.0
|
|||
|
|
11 CU1910.SHF 20181114 49490.00 0.050 0.0
|
|||
|
|
12 AL1811.SHF 20181114 13695.00 0.000 3.0
|
|||
|
|
13 AL1812.SHF 20181114 13770.00 0.000 3.0
|
|||
|
|
14 AL1901.SHF 20181114 13775.00 0.000 3.0
|
|||
|
|
15 AL1902.SHF 20181114 13810.00 0.000 3.0
|
|||
|
|
16 AL1903.SHF 20181114 13860.00 0.000 3.0
|
|||
|
|
17 AL1904.SHF 20181114 13905.00 0.000 3.0
|
|||
|
|
18 AL1905.SHF 20181114 13950.00 0.000 3.0
|
|||
|
|
19 AL1906.SHF 20181114 13965.00 0.000 3.0
|
|||
|
|
20 AL1907.SHF 20181114 14015.00 0.000 3.0
|
|||
|
|
|
|||
|
|
delivery_fee b_hedging_margin_rate s_hedging_margin_rate \
|
|||
|
|
0 2.00 0.20 0.20
|
|||
|
|
1 2.00 0.10 0.10
|
|||
|
|
2 2.00 0.07 0.07
|
|||
|
|
3 2.00 0.07 0.07
|
|||
|
|
4 2.00 0.07 0.07
|
|||
|
|
5 2.00 0.07 0.07
|
|||
|
|
6 2.00 0.07 0.07
|
|||
|
|
7 2.00 0.07 0.07
|
|||
|
|
8 2.00 0.07 0.07
|
|||
|
|
9 2.00 0.07 0.07
|
|||
|
|
10 2.00 0.07 0.07
|
|||
|
|
11 2.00 0.07 0.07
|
|||
|
|
12 2.00 0.20 0.20
|
|||
|
|
13 2.00 0.10 0.10
|
|||
|
|
14 2.00 0.07 0.07
|
|||
|
|
15 2.00 0.07 0.07
|
|||
|
|
16 2.00 0.07 0.07
|
|||
|
|
17 2.00 0.07 0.07
|
|||
|
|
18 2.00 0.07 0.07
|
|||
|
|
19 2.00 0.07 0.07
|
|||
|
|
20 2.00 0.07 0.07
|
|||
|
|
|
|||
|
|
long_margin_rate short_margin_rate
|
|||
|
|
0 0.20 0.20
|
|||
|
|
1 0.10 0.10
|
|||
|
|
2 0.07 0.07
|
|||
|
|
3 0.07 0.07
|
|||
|
|
4 0.07 0.07
|
|||
|
|
5 0.07 0.07
|
|||
|
|
6 0.07 0.07
|
|||
|
|
7 0.07 0.07
|
|||
|
|
8 0.07 0.07
|
|||
|
|
9 0.07 0.07
|
|||
|
|
10 0.07 0.07
|
|||
|
|
11 0.07 0.07
|
|||
|
|
12 0.20 0.20
|
|||
|
|
13 0.10 0.10
|
|||
|
|
14 0.07 0.07
|
|||
|
|
15 0.07 0.07
|
|||
|
|
16 0.07 0.07
|
|||
|
|
17 0.07 0.07
|
|||
|
|
18 0.07 0.07
|
|||
|
|
19 0.07 0.07
|
|||
|
|
20 0.07 0.07
|