143 lines
7.6 KiB
Markdown
143 lines
7.6 KiB
Markdown
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## 可转债技术因子(专业版)
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----
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接口:cb_factor_pro
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描述:获取可转债每日技术面因子数据,用于跟踪可转债当前走势情况,数据由Tushare社区自产,覆盖全历史;输出参数_bfq表示不复权,_qfq表示前复权 _hfq表示后复权,描述中说明了因子的默认传参,如需要特殊参数或者更多因子可以联系管理员评估
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限量:单次调取最多返回10000条数据,可以通过日期参数循环
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积分:5000积分每分钟可以请求30次,8000积分以上每分钟500次,具体请参阅[积分获取办法](https://tushare.pro/document/1?doc_id=13)
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**输入参数**
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名称 | 类型 | 必选 | 描述
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---- | ----- | ---- | ----
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ts_code | str | N | 可转债代码
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start_date | str | N | 开始日期
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end_date | str | N | 结束日期
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trade_date | str | N | 交易日期
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**输出参数**
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名称 | 类型 | 默认显示 | 描述
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--- | ---- | ---- | ----
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ts_code | str | Y | 转债代码
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trade_date | str | Y | 交易日期
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open | float | Y | 开盘价
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high | float | Y | 最高价
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low | float | Y | 最低价
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close | float | Y | 收盘价
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pre_close | float | Y | 昨收价
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change | float | Y | 涨跌额
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pct_change | float | Y | 涨跌幅 (未复权,如果是复权请用 通用行情接口 )
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vol | float | Y | 成交量 (手)
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amount | float | Y | 成交金额(万元)
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asi_bfq | float | Y | 振动升降指标-OPEN, CLOSE, HIGH, LOW, M1=26, M2=10
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asit_bfq | float | Y | 振动升降指标-OPEN, CLOSE, HIGH, LOW, M1=26, M2=10
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atr_bfq | float | Y | 真实波动N日平均值-CLOSE, HIGH, LOW, N=20
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bbi_bfq | float | Y | BBI多空指标-CLOSE, M1=3, M2=6, M3=12, M4=20
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bias1_bfq | float | Y | BIAS乖离率-CLOSE, L1=6, L2=12, L3=24
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bias2_bfq | float | Y | BIAS乖离率-CLOSE, L1=6, L2=12, L3=24
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bias3_bfq | float | Y | BIAS乖离率-CLOSE, L1=6, L2=12, L3=24
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boll_lower_bfq | float | Y | BOLL指标,布林带-CLOSE, N=20, P=2
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boll_mid_bfq | float | Y | BOLL指标,布林带-CLOSE, N=20, P=2
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boll_upper_bfq | float | Y | BOLL指标,布林带-CLOSE, N=20, P=2
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brar_ar_bfq | float | Y | BRAR情绪指标-OPEN, CLOSE, HIGH, LOW, M1=26
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brar_br_bfq | float | Y | BRAR情绪指标-OPEN, CLOSE, HIGH, LOW, M1=26
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cci_bfq | float | Y | 顺势指标又叫CCI指标-CLOSE, HIGH, LOW, N=14
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cr_bfq | float | Y | CR价格动量指标-CLOSE, HIGH, LOW, N=20
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dfma_dif_bfq | float | Y | 平行线差指标-CLOSE, N1=10, N2=50, M=10
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dfma_difma_bfq | float | Y | 平行线差指标-CLOSE, N1=10, N2=50, M=10
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dmi_adx_bfq | float | Y | 动向指标-CLOSE, HIGH, LOW, M1=14, M2=6
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dmi_adxr_bfq | float | Y | 动向指标-CLOSE, HIGH, LOW, M1=14, M2=6
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dmi_mdi_bfq | float | Y | 动向指标-CLOSE, HIGH, LOW, M1=14, M2=6
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dmi_pdi_bfq | float | Y | 动向指标-CLOSE, HIGH, LOW, M1=14, M2=6
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downdays | float | Y | 连跌天数
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updays | float | Y | 连涨天数
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dpo_bfq | float | Y | 区间震荡线-CLOSE, M1=20, M2=10, M3=6
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madpo_bfq | float | Y | 区间震荡线-CLOSE, M1=20, M2=10, M3=6
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ema_bfq_10 | float | Y | 指数移动平均-N=10
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ema_bfq_20 | float | Y | 指数移动平均-N=20
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ema_bfq_250 | float | Y | 指数移动平均-N=250
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ema_bfq_30 | float | Y | 指数移动平均-N=30
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ema_bfq_5 | float | Y | 指数移动平均-N=5
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ema_bfq_60 | float | Y | 指数移动平均-N=60
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ema_bfq_90 | float | Y | 指数移动平均-N=90
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emv_bfq | float | Y | 简易波动指标-HIGH, LOW, VOL, N=14, M=9
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maemv_bfq | float | Y | 简易波动指标-HIGH, LOW, VOL, N=14, M=9
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expma_12_bfq | float | Y | EMA指数平均数指标-CLOSE, N1=12, N2=50
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expma_50_bfq | float | Y | EMA指数平均数指标-CLOSE, N1=12, N2=50
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kdj_bfq | float | Y | KDJ指标-CLOSE, HIGH, LOW, N=9, M1=3, M2=3
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kdj_d_bfq | float | Y | KDJ指标-CLOSE, HIGH, LOW, N=9, M1=3, M2=3
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kdj_k_bfq | float | Y | KDJ指标-CLOSE, HIGH, LOW, N=9, M1=3, M2=3
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ktn_down_bfq | float | Y | 肯特纳交易通道, N选20日,ATR选10日-CLOSE, HIGH, LOW, N=20, M=10
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ktn_mid_bfq | float | Y | 肯特纳交易通道, N选20日,ATR选10日-CLOSE, HIGH, LOW, N=20, M=10
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ktn_upper_bfq | float | Y | 肯特纳交易通道, N选20日,ATR选10日-CLOSE, HIGH, LOW, N=20, M=10
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lowdays | float | Y | LOWRANGE(LOW)表示当前最低价是近多少周期内最低价的最小值
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topdays | float | Y | TOPRANGE(HIGH)表示当前最高价是近多少周期内最高价的最大值
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ma_bfq_10 | float | Y | 简单移动平均-N=10
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ma_bfq_20 | float | Y | 简单移动平均-N=20
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ma_bfq_250 | float | Y | 简单移动平均-N=250
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ma_bfq_30 | float | Y | 简单移动平均-N=30
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ma_bfq_5 | float | Y | 简单移动平均-N=5
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ma_bfq_60 | float | Y | 简单移动平均-N=60
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ma_bfq_90 | float | Y | 简单移动平均-N=90
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macd_bfq | float | Y | MACD指标-CLOSE, SHORT=12, LONG=26, M=9
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macd_dea_bfq | float | Y | MACD指标-CLOSE, SHORT=12, LONG=26, M=9
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macd_dif_bfq | float | Y | MACD指标-CLOSE, SHORT=12, LONG=26, M=9
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mass_bfq | float | Y | 梅斯线-HIGH, LOW, N1=9, N2=25, M=6
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ma_mass_bfq | float | Y | 梅斯线-HIGH, LOW, N1=9, N2=25, M=6
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mfi_bfq | float | Y | MFI指标是成交量的RSI指标-CLOSE, HIGH, LOW, VOL, N=14
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mtm_bfq | float | Y | 动量指标-CLOSE, N=12, M=6
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mtmma_bfq | float | Y | 动量指标-CLOSE, N=12, M=6
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obv_bfq | float | Y | 能量潮指标-CLOSE, VOL
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psy_bfq | float | Y | 投资者对股市涨跌产生心理波动的情绪指标-CLOSE, N=12, M=6
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psyma_bfq | float | Y | 投资者对股市涨跌产生心理波动的情绪指标-CLOSE, N=12, M=6
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roc_bfq | float | Y | 变动率指标-CLOSE, N=12, M=6
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maroc_bfq | float | Y | 变动率指标-CLOSE, N=12, M=6
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rsi_bfq_12 | float | Y | RSI指标-CLOSE, N=12
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rsi_bfq_24 | float | Y | RSI指标-CLOSE, N=24
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rsi_bfq_6 | float | Y | RSI指标-CLOSE, N=6
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taq_down_bfq | float | Y | 唐安奇通道(海龟)交易指标-HIGH, LOW, 20
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taq_mid_bfq | float | Y | 唐安奇通道(海龟)交易指标-HIGH, LOW, 20
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taq_up_bfq | float | Y | 唐安奇通道(海龟)交易指标-HIGH, LOW, 20
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trix_bfq | float | Y | 三重指数平滑平均线-CLOSE, M1=12, M2=20
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trma_bfq | float | Y | 三重指数平滑平均线-CLOSE, M1=12, M2=20
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vr_bfq | float | Y | VR容量比率-CLOSE, VOL, M1=26
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wr_bfq | float | Y | W&R 威廉指标-CLOSE, HIGH, LOW, N=10, N1=6
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wr1_bfq | float | Y | W&R 威廉指标-CLOSE, HIGH, LOW, N=10, N1=6
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xsii_td1_bfq | float | Y | 薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7
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xsii_td2_bfq | float | Y | 薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7
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xsii_td3_bfq | float | Y | 薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7
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xsii_td4_bfq | float | Y | 薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7
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**接口用法**
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```python
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pro = ts.pro_api()
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#获取鹤21转债113632.SH所以有历史因子数据
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df = pro.cb_factor_pro(ts_code=113632.SH')
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#获取交易日期为20250724当天所有可转债的因子数据
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df = pro.hk_income(trade_date='20250724')
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```
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<br>
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<br>
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**数据样例**
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ts_code trade_date open ... xsii_td2_bfq xsii_td3_bfq xsii_td4_bfq
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0 113632.SH 20250724 129.050 ... 125.93711 133.15621 115.73390
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1 113632.SH 20250723 129.323 ... 125.15884 132.97290 115.57458
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2 113632.SH 20250722 128.783 ... 124.46147 132.83027 115.45061
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3 113632.SH 20250721 126.404 ... 123.75651 132.68214 115.32186
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4 113632.SH 20250718 126.229 ... 123.16743 132.56631 115.22119
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.. ... ... ... ... ... ... ...
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873 113632.SH 20211215 130.950 ... 128.94497 139.66710 121.39290
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874 113632.SH 20211214 131.010 ... NaN 140.18070 121.83930
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875 113632.SH 20211213 133.890 ... NaN 141.11160 122.64840
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876 113632.SH 20211210 129.990 ... NaN 143.65820 124.86180
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877 113632.SH 20211209 127.000 ... NaN 140.12720 121.79280
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