mirror of
https://github.com/hansjone/oclaw.git
synced 2026-10-20 06:13:25 +08:00
oliver
beb52006d8
- Relocate runtime/skills -> skills/; runtime_skills_root() prefers oclaw/skills with fallback to legacy runtime/skills for unmigrated trees. - session-bootstrap hook handler resolves repo root via PROJECT_ROOT. - Update architecture/migration docs and in-tree skill references. Co-authored-by: Cursor <cursoragent@cursor.com>
220 lines
6.2 KiB
Markdown
220 lines
6.2 KiB
Markdown
# 每日结算参数
|
||
|
||
**文档ID**: 141
|
||
**原始链接**: https://tushare.pro/document/2?doc_id=141
|
||
|
||
---
|
||
|
||
## 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
|
||
|
||
输入参数
|
||
|
||
<table>
|
||
<thead>
|
||
<tr>
|
||
<th>名称</th>
|
||
<th>类型</th>
|
||
<th>必选</th>
|
||
<th>描述</th>
|
||
</tr>
|
||
</thead>
|
||
<tbody><tr>
|
||
<td>trade_date</td>
|
||
<td>str</td>
|
||
<td>N</td>
|
||
<td>交易日期 （trade_date/ts_code至少需要输入一个参数）</td>
|
||
</tr>
|
||
<tr>
|
||
<td>ts_code</td>
|
||
<td>str</td>
|
||
<td>N</td>
|
||
<td>合约代码</td>
|
||
</tr>
|
||
<tr>
|
||
<td>start_date</td>
|
||
<td>str</td>
|
||
<td>N</td>
|
||
<td>开始日期(YYYYMMDD格式，下同)</td>
|
||
</tr>
|
||
<tr>
|
||
<td>end_date</td>
|
||
<td>str</td>
|
||
<td>N</td>
|
||
<td>结束日期</td>
|
||
</tr>
|
||
<tr>
|
||
<td>exchange</td>
|
||
<td>str</td>
|
||
<td>N</td>
|
||
<td>交易所代码</td>
|
||
</tr>
|
||
</tbody></table>
|
||
输出参数
|
||
|
||
<table>
|
||
<thead>
|
||
<tr>
|
||
<th>名称</th>
|
||
<th>类型</th>
|
||
<th>默认显示</th>
|
||
<th>描述</th>
|
||
</tr>
|
||
</thead>
|
||
<tbody><tr>
|
||
<td>ts_code</td>
|
||
<td>str</td>
|
||
<td>Y</td>
|
||
<td>合约代码</td>
|
||
</tr>
|
||
<tr>
|
||
<td>trade_date</td>
|
||
<td>str</td>
|
||
<td>Y</td>
|
||
<td>交易日期</td>
|
||
</tr>
|
||
<tr>
|
||
<td>settle</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>结算价</td>
|
||
</tr>
|
||
<tr>
|
||
<td>trading_fee_rate</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>交易手续费率</td>
|
||
</tr>
|
||
<tr>
|
||
<td>trading_fee</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>交易手续费</td>
|
||
</tr>
|
||
<tr>
|
||
<td>delivery_fee</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>交割手续费</td>
|
||
</tr>
|
||
<tr>
|
||
<td>b_hedging_margin_rate</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>买套保交易保证金率</td>
|
||
</tr>
|
||
<tr>
|
||
<td>s_hedging_margin_rate</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>卖套保交易保证金率</td>
|
||
</tr>
|
||
<tr>
|
||
<td>long_margin_rate</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>买投机交易保证金率</td>
|
||
</tr>
|
||
<tr>
|
||
<td>short_margin_rate</td>
|
||
<td>float</td>
|
||
<td>Y</td>
|
||
<td>卖投机交易保证金率</td>
|
||
</tr>
|
||
<tr>
|
||
<td>offset_today_fee</td>
|
||
<td>float</td>
|
||
<td>N</td>
|
||
<td>平今仓手续率</td>
|
||
</tr>
|
||
<tr>
|
||
<td>exchange</td>
|
||
<td>str</td>
|
||
<td>N</td>
|
||
<td>交易所</td>
|
||
</tr>
|
||
</tbody></table>
|
||
接口示例
|
||
|
||
```
|
||
|
||
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
|
||
|
||
```
|