a65adcc2e5
Sources: extracted from two upstream archives (skill-repo, skills-main),
merged with the following policy:
- 15 broken symlinks (pointing to /Users/jameslee/.cc-switch/skills or
../../.agents/skills on a foreign machine) discarded
- 3 real name collisions with identical content (ai-pair, ifind-http-api,
zhipu-websearch) kept as one copy
- Functional overlaps deduped keeping the strongest variant:
- docx family: kept docx (official, full toolchain) + docx-cn
(GB/T 9704 Chinese official-document constants),
dropped docx_writer (no scripts, name collided with docx)
- humanizer family: kept humanizer-zh (6 zh reference docs),
dropped humanizer (en, redundant for CN workflow)
- Skills that only ran in a foreign environment removed:
ablemind-ops, app-publish, hlb-design-system, openclaw-adj-skill,
claude-driver
- alphapai excluded from this public repo because its SKILL.md hard-coded
live credentials
Result: 25 skills, 572 files, ~7.5 MB.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
118 lines
4.0 KiB
Markdown
118 lines
4.0 KiB
Markdown
# WindPy 期权专用字段参考
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期权数据通过 `wset()`（合约查询）、`wsd()`（时间序列）、`wss()`（截面快照）、`wsq()`（实时行情）获取。
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## 合约查询（wset）
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使用 `optioncontractbasicinfo` 表查询在交易期权合约：
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```python
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from wind_client import wset
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# 50ETF 期权 — 在交易合约
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df = wset("optioncontractbasicinfo", "exchange=sse;windcode=510050.SH;status=trading")
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# 300ETF 期权 — 在交易合约
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df = wset("optioncontractbasicinfo", "exchange=sse;windcode=510300.SH;status=trading")
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```
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### 返回字段
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| 字段 | 含义 | 示例值 |
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|------|------|--------|
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| `wind_code` | Wind代码 | 10010173 |
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| `trade_code` | 交易代码 | 510050C2603A03600 |
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| `sec_name` | 合约名称 | 50ETF购3月3507A |
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| `option_mark_code` | 标的代码 | 510050.SH |
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| `option_type` | 期权类型 | ETF期权 |
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| `call_or_put` | 认购/认沽 | 认购 / 认沽 |
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| `exercise_mode` | 行权方式 | 欧式 |
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| `exercise_price` | 行权价 | 3.507 |
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| `contract_unit` | 合约单位 | 10265 |
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| `limit_month` | 到期月份 | 2026-03 |
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| `listed_date` | 上市日期 | 2025-10-10 |
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| `expire_date` | 到期日 | 2026-03-25 |
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| `exercise_date` | 行权日 | 2026-03-25 |
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| `settlement_date` | 交割日 | 2026-03-26 |
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| `reference_price` | 参考价 | 0.0487 |
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| `settle_mode` | 交割方式 | 实物资产 |
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| `contract_state` | 合约状态 | 上市 |
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## 期权代码格式
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- Wind代码：`10XXXXXX.SH`（注意：wss 中需要 `.SH` 后缀才能获取数据）
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- 交易代码：`{标的}{C/P}{年月}{调整标记}{行权价×1000}`
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- C = 认购 (Call), P = 认沽 (Put)
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- 示例：`510050C2603A03600` = 50ETF 认购 2026年3月 A档 行权价3.600
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## 期权行情字段（wss/wsd）
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**重要：** wss 中期权代码必须带 `.SH` 后缀。
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| 字段 | 含义 | 说明 |
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|------|------|------|
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| `sec_name` | 合约名称 | |
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| `close` | 收盘价 | 权利金价格 |
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| `open` | 开盘价 | |
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| `high` | 最高价 | |
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| `low` | 最低价 | |
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| `volume` | 成交量 | 张 |
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| `amt` | 成交额 | |
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| `oi` | 持仓量 | |
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## 希腊字母（Greeks）
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| 字段 | 含义 | 说明 |
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|------|------|------|
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| `us_impliedvol` | 隐含波动率 | Implied Volatility |
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| `delta` | Delta | 标的价格敏感度 |
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| `gamma` | Gamma | Delta变化率 |
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| `vega` | Vega | 波动率敏感度 |
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| `theta` | Theta | 时间衰减 |
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| `rho` | Rho | 利率敏感度 |
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```python
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from wind_client import wss
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# 获取活跃期权的Greeks（注意 .SH 后缀）
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df = wss("10010173.SH", "sec_name,close,us_impliedvol,delta,gamma,vega,theta,rho")
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```
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## 使用示例
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```python
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from wind_client import wset, wss, wsd
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# 1. 查询当前可交易的50ETF期权
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contracts = wset("optioncontractbasicinfo", "exchange=sse;windcode=510050.SH;status=trading")
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# 2. 筛选近月认购期权
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calls = contracts[contracts['call_or_put'] == '认购']
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near_month = calls[calls['limit_month'] == calls['limit_month'].min()]
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# 3. 获取Greeks
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codes = ','.join([c + '.SH' for c in near_month['wind_code'].tolist()[:5]])
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greeks = wss(codes, "sec_name,close,exercise_price,us_impliedvol,delta,gamma,vega,theta")
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# 4. 期权价格时间序列
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df = wsd("10010173.SH", "close,volume,oi,us_impliedvol", "-10D")
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```
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## 常见标的
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| 标的 | 代码 | 交易所 | 说明 |
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|------|------|--------|------|
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| 50ETF | 510050.SH | 上交所 | 最活跃ETF期权 |
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| 300ETF | 510300.SH | 上交所 | 沪市300ETF期权 |
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| 创业板ETF | 159915.SZ | 深交所 | |
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| 沪深300指数 | 000300.SH | 中金所 | 股指期权 |
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## 注意事项
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1. **代码后缀：** wset 返回的 `wind_code` 不带后缀，但 wss/wsd 中必须加 `.SH` 才能获取行情和Greeks
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2. **Greeks 有效性：** 仅对在交易且有成交的合约有效，过期合约返回 None
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3. **行权方式：** A股 ETF 期权均为欧式期权
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4. **合约单位：** 不同标的合约单位不同（50ETF约10000张，300ETF约10000张）
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5. **交割方式：** ETF期权为实物交割，股指期权为现金交割
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6. **wset 参数：** `exchange=sse`(上交所) `exchange=szse`(深交所) `exchange=cfe`(中金所)
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