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624 lines
12 KiB
Markdown
624 lines
12 KiB
Markdown
# 可转债技术面因子(专业版）
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**文档ID**: 392
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**原始链接**: https://tushare.pro/document/2?doc_id=392
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---
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## 可转债技术因子(专业版)
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接口：cb_factor_pro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限量：单次调取最多返回10000条数据，可以通过日期参数循环积分：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
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输入参数
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<table>
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<thead>
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<tr>
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<th>名称</th>
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<th>类型</th>
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<th>必选</th>
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<th>描述</th>
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</tr>
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</thead>
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<tbody><tr>
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<td>ts_code</td>
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<td>str</td>
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<td>N</td>
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<td>可转债代码</td>
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</tr>
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<tr>
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<td>start_date</td>
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<td>str</td>
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<td>N</td>
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<td>开始日期</td>
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</tr>
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<tr>
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<td>end_date</td>
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<td>str</td>
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<td>N</td>
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<td>结束日期</td>
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</tr>
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<tr>
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<td>trade_date</td>
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<td>str</td>
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<td>N</td>
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<td>交易日期</td>
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</tr>
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</tbody></table>
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输出参数
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<table>
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<thead>
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<tr>
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<th>名称</th>
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<th>类型</th>
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<th>默认显示</th>
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<th>描述</th>
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</tr>
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</thead>
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<tbody><tr>
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<td>ts_code</td>
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<td>str</td>
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<td>Y</td>
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<td>转债代码</td>
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</tr>
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<tr>
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<td>trade_date</td>
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<td>str</td>
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<td>Y</td>
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<td>交易日期</td>
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</tr>
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<tr>
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<td>open</td>
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<td>float</td>
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<td>Y</td>
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<td>开盘价</td>
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</tr>
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<tr>
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<td>high</td>
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<td>float</td>
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<td>Y</td>
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<td>最高价</td>
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</tr>
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<tr>
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<td>low</td>
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<td>float</td>
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<td>Y</td>
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<td>最低价</td>
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</tr>
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<tr>
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<td>close</td>
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<td>float</td>
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<td>Y</td>
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<td>收盘价</td>
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</tr>
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<tr>
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<td>pre_close</td>
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<td>float</td>
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<td>Y</td>
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<td>昨收价</td>
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</tr>
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<tr>
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<td>change</td>
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<td>float</td>
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<td>Y</td>
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<td>涨跌额</td>
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</tr>
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<tr>
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<td>pct_change</td>
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<td>float</td>
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<td>Y</td>
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<td>涨跌幅 （未复权，如果是复权请用 通用行情接口 ）</td>
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</tr>
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<tr>
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<td>vol</td>
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<td>float</td>
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<td>Y</td>
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<td>成交量 （手）</td>
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</tr>
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<tr>
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<td>amount</td>
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<td>float</td>
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<td>Y</td>
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<td>成交金额(万元)</td>
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</tr>
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<tr>
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<td>asi_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>振动升降指标-OPEN, CLOSE, HIGH, LOW, M1=26, M2=10</td>
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</tr>
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<tr>
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<td>asit_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>振动升降指标-OPEN, CLOSE, HIGH, LOW, M1=26, M2=10</td>
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</tr>
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<tr>
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<td>atr_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>真实波动N日平均值-CLOSE, HIGH, LOW, N=20</td>
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</tr>
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<tr>
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<td>bbi_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BBI多空指标-CLOSE, M1=3, M2=6, M3=12, M4=20</td>
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</tr>
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<tr>
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<td>bias1_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BIAS乖离率-CLOSE, L1=6, L2=12, L3=24</td>
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</tr>
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<tr>
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<td>bias2_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BIAS乖离率-CLOSE, L1=6, L2=12, L3=24</td>
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</tr>
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<tr>
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<td>bias3_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BIAS乖离率-CLOSE, L1=6, L2=12, L3=24</td>
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</tr>
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<tr>
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<td>boll_lower_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BOLL指标，布林带-CLOSE, N=20, P=2</td>
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</tr>
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<tr>
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<td>boll_mid_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BOLL指标，布林带-CLOSE, N=20, P=2</td>
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</tr>
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<tr>
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<td>boll_upper_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BOLL指标，布林带-CLOSE, N=20, P=2</td>
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</tr>
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<tr>
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<td>brar_ar_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BRAR情绪指标-OPEN, CLOSE, HIGH, LOW, M1=26</td>
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</tr>
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<tr>
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<td>brar_br_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>BRAR情绪指标-OPEN, CLOSE, HIGH, LOW, M1=26</td>
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</tr>
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<tr>
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<td>cci_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>顺势指标又叫CCI指标-CLOSE, HIGH, LOW, N=14</td>
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</tr>
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<tr>
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<td>cr_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>CR价格动量指标-CLOSE, HIGH, LOW, N=20</td>
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</tr>
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<tr>
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<td>dfma_dif_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>平行线差指标-CLOSE, N1=10, N2=50, M=10</td>
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</tr>
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<tr>
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<td>dfma_difma_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>平行线差指标-CLOSE, N1=10, N2=50, M=10</td>
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</tr>
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<tr>
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<td>dmi_adx_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>动向指标-CLOSE, HIGH, LOW, M1=14, M2=6</td>
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</tr>
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<tr>
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<td>dmi_adxr_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>动向指标-CLOSE, HIGH, LOW, M1=14, M2=6</td>
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</tr>
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<tr>
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<td>dmi_mdi_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>动向指标-CLOSE, HIGH, LOW, M1=14, M2=6</td>
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</tr>
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<tr>
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<td>dmi_pdi_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>动向指标-CLOSE, HIGH, LOW, M1=14, M2=6</td>
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</tr>
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<tr>
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<td>downdays</td>
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<td>float</td>
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<td>Y</td>
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<td>连跌天数</td>
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</tr>
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<tr>
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<td>updays</td>
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<td>float</td>
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<td>Y</td>
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<td>连涨天数</td>
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</tr>
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<tr>
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<td>dpo_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>区间震荡线-CLOSE, M1=20, M2=10, M3=6</td>
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</tr>
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<tr>
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<td>madpo_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>区间震荡线-CLOSE, M1=20, M2=10, M3=6</td>
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</tr>
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<tr>
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<td>ema_bfq_10</td>
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<td>float</td>
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<td>Y</td>
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<td>指数移动平均-N=10</td>
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</tr>
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<tr>
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<td>ema_bfq_20</td>
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<td>float</td>
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<td>Y</td>
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<td>指数移动平均-N=20</td>
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</tr>
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<tr>
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<td>ema_bfq_250</td>
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<td>float</td>
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<td>Y</td>
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<td>指数移动平均-N=250</td>
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</tr>
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<tr>
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<td>ema_bfq_30</td>
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<td>float</td>
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<td>Y</td>
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<td>指数移动平均-N=30</td>
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</tr>
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<tr>
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<td>ema_bfq_5</td>
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<td>float</td>
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<td>Y</td>
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<td>指数移动平均-N=5</td>
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</tr>
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<tr>
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<td>ema_bfq_60</td>
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<td>float</td>
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<td>Y</td>
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<td>指数移动平均-N=60</td>
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</tr>
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<tr>
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<td>ema_bfq_90</td>
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<td>float</td>
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<td>Y</td>
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<td>指数移动平均-N=90</td>
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</tr>
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<tr>
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<td>emv_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>简易波动指标-HIGH, LOW, VOL, N=14, M=9</td>
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</tr>
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<tr>
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<td>maemv_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>简易波动指标-HIGH, LOW, VOL, N=14, M=9</td>
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</tr>
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<tr>
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<td>expma_12_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>EMA指数平均数指标-CLOSE, N1=12, N2=50</td>
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</tr>
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<tr>
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<td>expma_50_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>EMA指数平均数指标-CLOSE, N1=12, N2=50</td>
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</tr>
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<tr>
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<td>kdj_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>KDJ指标-CLOSE, HIGH, LOW, N=9, M1=3, M2=3</td>
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</tr>
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<tr>
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<td>kdj_d_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>KDJ指标-CLOSE, HIGH, LOW, N=9, M1=3, M2=3</td>
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</tr>
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<tr>
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<td>kdj_k_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>KDJ指标-CLOSE, HIGH, LOW, N=9, M1=3, M2=3</td>
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</tr>
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<tr>
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<td>ktn_down_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>肯特纳交易通道, N选20日，ATR选10日-CLOSE, HIGH, LOW, N=20, M=10</td>
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</tr>
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<tr>
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<td>ktn_mid_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>肯特纳交易通道, N选20日，ATR选10日-CLOSE, HIGH, LOW, N=20, M=10</td>
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</tr>
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<tr>
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<td>ktn_upper_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>肯特纳交易通道, N选20日，ATR选10日-CLOSE, HIGH, LOW, N=20, M=10</td>
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</tr>
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<tr>
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<td>lowdays</td>
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<td>float</td>
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<td>Y</td>
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<td>LOWRANGE(LOW)表示当前最低价是近多少周期内最低价的最小值</td>
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</tr>
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<tr>
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<td>topdays</td>
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<td>float</td>
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<td>Y</td>
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<td>TOPRANGE(HIGH)表示当前最高价是近多少周期内最高价的最大值</td>
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</tr>
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<tr>
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<td>ma_bfq_10</td>
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<td>float</td>
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<td>Y</td>
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<td>简单移动平均-N=10</td>
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</tr>
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<tr>
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<td>ma_bfq_20</td>
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<td>float</td>
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<td>Y</td>
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<td>简单移动平均-N=20</td>
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</tr>
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<tr>
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<td>ma_bfq_250</td>
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<td>float</td>
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<td>Y</td>
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<td>简单移动平均-N=250</td>
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</tr>
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<tr>
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<td>ma_bfq_30</td>
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<td>float</td>
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<td>Y</td>
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<td>简单移动平均-N=30</td>
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</tr>
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<tr>
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<td>ma_bfq_5</td>
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<td>float</td>
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<td>Y</td>
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<td>简单移动平均-N=5</td>
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</tr>
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<tr>
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<td>ma_bfq_60</td>
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<td>float</td>
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<td>Y</td>
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<td>简单移动平均-N=60</td>
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</tr>
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<tr>
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<td>ma_bfq_90</td>
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<td>float</td>
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<td>Y</td>
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<td>简单移动平均-N=90</td>
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</tr>
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<tr>
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<td>macd_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>MACD指标-CLOSE, SHORT=12, LONG=26, M=9</td>
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</tr>
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<tr>
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<td>macd_dea_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>MACD指标-CLOSE, SHORT=12, LONG=26, M=9</td>
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</tr>
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<tr>
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<td>macd_dif_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>MACD指标-CLOSE, SHORT=12, LONG=26, M=9</td>
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</tr>
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<tr>
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<td>mass_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>梅斯线-HIGH, LOW, N1=9, N2=25, M=6</td>
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</tr>
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<tr>
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<td>ma_mass_bfq</td>
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<td>float</td>
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<td>Y</td>
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<td>梅斯线-HIGH, LOW, N1=9, N2=25, M=6</td>
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</tr>
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<tr>
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<td>mfi_bfq</td>
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<td>float</td>
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||
<td>Y</td>
|
||
<td>MFI指标是成交量的RSI指标-CLOSE, HIGH, LOW, VOL, N=14</td>
|
||
</tr>
|
||
<tr>
|
||
<td>mtm_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>动量指标-CLOSE, N=12, M=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>mtmma_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>动量指标-CLOSE, N=12, M=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>obv_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>能量潮指标-CLOSE, VOL</td>
|
||
</tr>
|
||
<tr>
|
||
<td>psy_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>投资者对股市涨跌产生心理波动的情绪指标-CLOSE, N=12, M=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>psyma_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>投资者对股市涨跌产生心理波动的情绪指标-CLOSE, N=12, M=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>roc_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>变动率指标-CLOSE, N=12, M=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>maroc_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>变动率指标-CLOSE, N=12, M=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>rsi_bfq_12</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>RSI指标-CLOSE, N=12</td>
|
||
</tr>
|
||
<tr>
|
||
<td>rsi_bfq_24</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>RSI指标-CLOSE, N=24</td>
|
||
</tr>
|
||
<tr>
|
||
<td>rsi_bfq_6</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>RSI指标-CLOSE, N=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>taq_down_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>唐安奇通道(海龟)交易指标-HIGH, LOW, 20</td>
|
||
</tr>
|
||
<tr>
|
||
<td>taq_mid_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>唐安奇通道(海龟)交易指标-HIGH, LOW, 20</td>
|
||
</tr>
|
||
<tr>
|
||
<td>taq_up_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>唐安奇通道(海龟)交易指标-HIGH, LOW, 20</td>
|
||
</tr>
|
||
<tr>
|
||
<td>trix_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>三重指数平滑平均线-CLOSE, M1=12, M2=20</td>
|
||
</tr>
|
||
<tr>
|
||
<td>trma_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>三重指数平滑平均线-CLOSE, M1=12, M2=20</td>
|
||
</tr>
|
||
<tr>
|
||
<td>vr_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>VR容量比率-CLOSE, VOL, M1=26</td>
|
||
</tr>
|
||
<tr>
|
||
<td>wr_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>W&R 威廉指标-CLOSE, HIGH, LOW, N=10, N1=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>wr1_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>W&R 威廉指标-CLOSE, HIGH, LOW, N=10, N1=6</td>
|
||
</tr>
|
||
<tr>
|
||
<td>xsii_td1_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7</td>
|
||
</tr>
|
||
<tr>
|
||
<td>xsii_td2_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7</td>
|
||
</tr>
|
||
<tr>
|
||
<td>xsii_td3_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7</td>
|
||
</tr>
|
||
<tr>
|
||
<td>xsii_td4_bfq</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>薛斯通道II-CLOSE, HIGH, LOW, N=102, M=7</td>
|
||
</tr>
|
||
</tbody></table>
|
||
接口用法
|
||
|
||
```
|
||
|
||
pro = ts.pro_api()
|
||
|
||
#获取鹤21转债113632.SH所以有历史因子数据
|
||
df = pro.cb_factor_pro(ts_code=113632.SH')
|
||
|
||
#获取交易日期为20250724当天所有可转债的因子数据
|
||
df = pro.hk_income(trade_date='20250724')
|
||
|
||
```
|
||
|
||
数据样例
|
||
|
||
```
|
||
ts_code trade_date open ... xsii_td2_bfq xsii_td3_bfq xsii_td4_bfq
|
||
0 113632.SH 20250724 129.050 ... 125.93711 133.15621 115.73390
|
||
1 113632.SH 20250723 129.323 ... 125.15884 132.97290 115.57458
|
||
2 113632.SH 20250722 128.783 ... 124.46147 132.83027 115.45061
|
||
3 113632.SH 20250721 126.404 ... 123.75651 132.68214 115.32186
|
||
4 113632.SH 20250718 126.229 ... 123.16743 132.56631 115.22119
|
||
.. ... ... ... ... ... ... ...
|
||
873 113632.SH 20211215 130.950 ... 128.94497 139.66710 121.39290
|
||
874 113632.SH 20211214 131.010 ... NaN 140.18070 121.83930
|
||
875 113632.SH 20211213 133.890 ... NaN 141.11160 122.64840
|
||
876 113632.SH 20211210 129.990 ... NaN 143.65820 124.86180
|
||
877 113632.SH 20211209 127.000 ... NaN 140.12720 121.79280
|
||
|
||
```
|