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257 lines
7.4 KiB
Markdown
257 lines
7.4 KiB
Markdown
# 期货主要品种交易周报
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**文档ID**: 216
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**原始链接**: https://tushare.pro/document/2?doc_id=216
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---
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## 期货主要品种交易周报
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接口：fut_weekly_detail描述：获取期货交易所主要品种每周交易统计信息，数据从2010年3月开始权限：600积分可调取，单次最大获取4000行数据，积分越高频次越高，5000积分以上正常调取不受限制数据来源：中国证监会，本数据由Tushare社区成员CE完成规划和采集
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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>week</td>
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<td>str</td>
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<td>N</td>
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<td>周期（每年第几周，e.g. 202001 表示2020第1周）</td>
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</tr>
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<tr>
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<td>prd</td>
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<td>str</td>
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<td>N</td>
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<td>期货品种（支持多品种输入，逗号分隔）</td>
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</tr>
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<tr>
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<td>start_week</td>
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<td>str</td>
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<td>N</td>
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<td>开始周期</td>
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</tr>
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<tr>
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<td>end_week</td>
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<td>str</td>
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<td>N</td>
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<td>结束周期</td>
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</tr>
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<tr>
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<td>exchange</td>
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<td>str</td>
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<td>N</td>
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<td>交易所（请参考<a href="https://tushare.pro/document/2?doc_id=134">交易所说明</a>）</td>
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</tr>
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<tr>
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<td>fields</td>
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<td>str</td>
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<td>N</td>
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<td>提取的字段，e.g. fields='prd,name,vol'</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>exchange</td>
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<td>str</td>
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<td>Y</td>
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<td>交易所代码</td>
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</tr>
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<tr>
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<td>prd</td>
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<td>str</td>
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<td>Y</td>
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<td>期货品种代码</td>
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</tr>
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<tr>
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<td>name</td>
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<td>str</td>
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<td>Y</td>
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<td>品种名称</td>
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</tr>
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<tr>
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<td>vol</td>
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<td>int</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>vol_yoy</td>
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<td>float</td>
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<td>Y</td>
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<td>同比增减（%）</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（亿元）</td>
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</tr>
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<tr>
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<td>amout_yoy</td>
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<td>float</td>
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<td>Y</td>
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<td>同比增减（%）</td>
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</tr>
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<tr>
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<td>cumvol</td>
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<td>int</td>
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<td>Y</td>
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<td>年累计成交总量（手）</td>
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</tr>
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<tr>
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<td>cumvol_yoy</td>
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<td>float</td>
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<td>Y</td>
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<td>同比增减（%）</td>
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</tr>
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<tr>
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<td>cumamt</td>
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<td>float</td>
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<td>Y</td>
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<td>年累计成交金额（亿元）</td>
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</tr>
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<tr>
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<td>cumamt_yoy</td>
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<td>float</td>
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<td>Y</td>
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<td>同比增减（%）</td>
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</tr>
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<tr>
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<td>open_interest</td>
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<td>int</td>
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<td>Y</td>
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<td>持仓量（手）</td>
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</tr>
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<tr>
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<td>interest_wow</td>
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<td>float</td>
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<td>Y</td>
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<td>环比增减（%）</td>
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</tr>
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<tr>
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<td>mc_close</td>
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<td>float</td>
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<td>Y</td>
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<td>本周主力合约收盘价</td>
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</tr>
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<tr>
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<td>close_wow</td>
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<td>float</td>
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<td>Y</td>
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<td>环比涨跌（%）</td>
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</tr>
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<tr>
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<td>week</td>
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<td>str</td>
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<td>Y</td>
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<td>周期</td>
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</tr>
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<tr>
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<td>week_date</td>
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<td>str</td>
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<td>Y</td>
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<td>周日期</td>
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</tr>
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</tbody></table>
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接口示例
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```
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#获取期货铜每周交易统计信息
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df = pro.fut_weekly_detail(prd='CU')
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#获取期货铜每周交易统计信息
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df = pro.fut_weekly_detail(prd='CU', start_week='202001', end_week='202003', fields='prd,name,vol,amount')
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```
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数据示例
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```
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exchange prd name vol vol_yoy amount amout_yoy cumvol \
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0 SHFE CU 铜 1078970.0 5.9664 2363.843445 -5.7003 6848849
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1 SHFE CU 铜 719180.0 -39.2551 1629.243739 -44.6199 5769879
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2 SHFE CU 铜 853051.0 -18.3270 1939.496318 -25.9779 5050699
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3 SHFE CU 铜 631162.0 -31.7424 1461.354730 -35.9592 4197648
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4 SHFE CU 铜 578056.0 -9.3746 1322.589156 -14.0750 3566486
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5 SHFE CU 铜 730785.0 -6.5397 1660.914895 -11.1342 2988430
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6 SHFE CU 铜 527482.0 -26.9089 1282.416054 -25.2899 2257645
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7 SHFE CU 铜 705489.0 -23.1581 1734.699836 -19.9661 1730163
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8 SHFE CU 铜 708250.0 -26.6082 1729.664611 -24.3423 1024674
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9 SHFE CU 铜 658216.0 -14.7655 1621.641588 -10.9408 36830247
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10 SHFE CU 铜 1044471.0 1.0854 2620.159590 -4.1661 6765968
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11 SHFE CU 铜 924676.0 142.4229 2281.911847 123.2715 5721497
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12 SHFE CU 铜 637852.0 12.2380 1539.237496 4.3256 4796821
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13 SHFE CU 铜 744155.0 -16.7387 1840.043986 -14.4320 36172031
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14 SHFE CU 铜 853989.0 -7.5109 2097.493940 -6.3866 35427876
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15 SHFE CU 铜 1198852.0 62.8039 2915.899164 61.1575 34573887
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16 SHFE CU 铜 781920.0 -21.2678 1869.015441 -29.4290 4158969
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17 SHFE CU 铜 534402.0 -45.4224 1260.985602 -48.0350 33375035
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18 SHFE CU 铜 548735.0 -52.4718 1296.078577 -54.3935 32840633
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19 SHFE CU 铜 509696.0 -46.3713 1197.544717 -49.1703 32291898
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20 SHFE CU 铜 598537.0 -35.6818 1408.258269 -38.4052 31782202
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cumvol_yoy cumamt cumamt_yoy open_interest interest_wow \
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0 -23.6312 15901.272297 -26.8907 404849 5.4921
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1 -27.4220 13537.428852 -29.6511 383772 4.0396
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2 -25.3514 11908.185114 -26.9496 368871 3.2304
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3 -26.6337 9968.688796 -27.1357 357328 1.4024
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4 -25.6490 8507.334067 -25.3694 352386 11.7232
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5 -28.1449 7184.744911 -27.1326 315410 16.4089
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6 -33.1474 5523.830016 -30.8745 270950 -8.5351
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7 -34.8429 4241.413962 -32.4022 296234 -2.5203
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8 -41.0180 2506.714126 -38.9653 303893 3.5125
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9 -29.1989 88012.598030 -33.1154 293581 -11.9243
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10 -15.0339 16301.336253 -23.4456 335685 1.0746
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11 -17.4373 13681.176663 -26.2857 332116 8.1808
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12 -26.7487 11399.264817 -35.0014 307001 5.9925
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13 -29.4164 86390.956443 -33.4266 333328 9.7672
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14 -29.6414 84550.912457 -33.7467 303668 -0.8305
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15 -30.0548 82453.418517 -34.2356 306211 18.2994
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16 -9.9760 9860.027321 -21.0060 289644 -3.5256
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17 -31.4591 79537.519353 -35.6324 258844 0.1846
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18 -31.1725 78276.533751 -35.3840 258367 -4.1665
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19 -30.6444 76980.455175 -34.9273 269600 -0.1237
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20 -30.3166 75782.910458 -34.6379 269934 2.0379
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mc_close close_wow week week_date
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0 43520.0 -3.2028 202011 20200313
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1 44900.0 0.2008 202010 20200306
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2 44390.0 -3.9177 202009 20200228
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3 45990.0 -0.1303 202008 20200221
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4 45930.0 0.4593 202007 20200214
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5 45690.0 -5.1287 202006 20200207
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6 48020.0 -2.6556 202004 20200124
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7 49250.0 0.6334 202003 20200117
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8 49010.0 -0.1223 202002 20200110
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9 48900.0 -1.8269 202001 20200103
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10 50500.0 1.5892 20199 20190301
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11 49920.0 3.2472 20198 20190222
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12 48200.0 -0.0829 20197 20190215
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13 49730.0 1.0156 201952 20191227
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14 49030.0 -0.0204 201951 20191220
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15 49010.0 3.4621 201950 20191213
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16 48270.0 2.0507 20195 20190201
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17 47320.0 0.0846 201949 20191206
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18 47320.0 0.8955 201948 20191129
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19 46870.0 0.0000 201947 20191122
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20 46930.0 -1.0959 201946 20191115
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```
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