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feat: 完善 QMT 交易模块

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liaozhaorun
2026-02-24 13:06:14 +08:00
parent 29706da299
commit 5628fbb34c
13 changed files with 1249 additions and 5368 deletions
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4557
main/data/finance.ipynb
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44
main/data/index_and_industry.ipynb
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@@ -83,32 +83,32 @@
"output_type": "stream",
"text": [
" ts_code trade_date close open high low \\\n",
"0 000905.SH 20260206 8146.4128 8054.2180 8247.2968 8014.6599 \n",
"1 000905.SH 20260205 8146.1073 8203.0627 8224.7847 8081.4283 \n",
"2 000905.SH 20260204 8299.0574 8270.8420 8309.8579 8179.3522 \n",
"3 000905.SH 20260203 8286.7005 8135.8699 8286.7005 8075.3738 \n",
"4 000905.SH 20260202 8037.0456 8279.7152 8324.4341 8032.3500 \n",
"0 000905.SH 20260213 8299.5850 8366.3327 8419.7618 8290.8388 \n",
"1 000905.SH 20260212 8423.5695 8342.3650 8437.4202 8341.7705 \n",
"2 000905.SH 20260211 8325.8107 8295.3326 8373.5033 8295.1223 \n",
"3 000905.SH 20260210 8306.4448 8318.5325 8331.9858 8258.1519 \n",
"4 000905.SH 20260209 8311.2829 8280.1088 8313.4692 8229.0026 \n",
"... ... ... ... ... ... ... \n",
"14059 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"14060 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"14061 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"14062 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"14063 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"14074 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"14075 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"14076 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"14077 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"14078 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"\n",
" pre_close change pct_chg vol amount \n",
"0 8146.1073 0.3055 0.0038 2.186421e+08 4.183734e+08 \n",
"1 8299.0574 -152.9501 -1.8430 2.318405e+08 4.352777e+08 \n",
"2 8286.7005 12.3569 0.1491 2.688603e+08 5.018867e+08 \n",
"3 8037.0456 249.6549 3.1063 2.722271e+08 5.432645e+08 \n",
"4 8370.5203 -333.4747 -3.9839 2.996460e+08 5.460557e+08 \n",
"0 8423.5695 -123.9845 -1.4719 2.027857e+08 4.063205e+08 \n",
"1 8325.8107 97.7588 1.1742 2.121383e+08 4.383205e+08 \n",
"2 8306.4448 19.3659 0.2331 2.040197e+08 3.886124e+08 \n",
"3 8311.2829 -4.8381 -0.0582 1.958062e+08 3.942833e+08 \n",
"4 8146.4128 164.8701 2.0238 2.116676e+08 4.279823e+08 \n",
"... ... ... ... ... ... \n",
"14059 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"14060 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"14061 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"14062 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"14063 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"14074 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"14075 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"14076 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"14077 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"14078 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"\n",
"[14064 rows x 11 columns]\n"
"[14079 rows x 11 columns]\n"
]
}
],
@@ -137,7 +137,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
"version": "3.13.2"
}
},
"nbformat": 4,

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main/data/update/cyq-perf.ipynb
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@@ -39,15 +39,15 @@
"3 000006.SZ 20250312\n",
"4 000007.SZ 20250312\n",
"... ... ...\n",
"27312 920978.BJ 20260126\n",
"27313 920981.BJ 20260126\n",
"27314 920982.BJ 20260126\n",
"27315 920985.BJ 20260126\n",
"27316 920992.BJ 20260126\n",
"27325 920978.BJ 20260202\n",
"27326 920981.BJ 20260202\n",
"27327 920982.BJ 20260202\n",
"27328 920985.BJ 20260202\n",
"27329 920992.BJ 20260202\n",
"\n",
"[8652365 rows x 2 columns]\n",
"20260130\n",
"start_date: 20260202\n"
"[8679695 rows x 2 columns]\n",
"20260206\n",
"start_date: 20260209\n"
]
}
],
@@ -86,27 +86,22 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20260309 完成\n",
"任务 20260310 完成\n",
"任务 20260309 完成\n",
"任务 20260306 完成\n",
"任务 20260305 完成\n",
"任务 20260304 完成\n",
"任务 20260303 完成\n",
"任务 20260227 完成\n",
"任务 20260302 完成\n",
"任务 20260227 完成\n",
"任务 20260226 完成\n",
"任务 20260225 完成\n",
"任务 20260224 完成\n",
"任务 20260213 完成\n",
"任务 20260212 完成\n",
"任务 20260211 完成\n",
"任务 20260209 完成\n",
"任务 20260210 完成\n",
"任务 20260205 完成\n",
"任务 20260206 完成\n",
"任务 20260204 完成\n",
"任务 20260203 完成\n",
"任务 20260202 完成\n"
"任务 20260209 完成\n"
]
}
],
@@ -188,7 +183,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
"version": "3.13.2"
}
},
"nbformat": 4,

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main/data/update/sw_daily.ipynb
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@@ -39,15 +39,15 @@
"3 801005.SI 20250221\n",
"4 801010.SI 20250221\n",
"... ... ...\n",
"2190 859811.SI 20260126\n",
"2191 859821.SI 20260126\n",
"2192 859822.SI 20260126\n",
"2193 859852.SI 20260126\n",
"2194 859951.SI 20260126\n",
"2190 859811.SI 20260202\n",
"2191 859821.SI 20260202\n",
"2192 859822.SI 20260202\n",
"2193 859852.SI 20260202\n",
"2194 859951.SI 20260202\n",
"\n",
"[1145363 rows x 2 columns]\n",
"20260130\n",
"start_date: 20260202\n"
"[1147558 rows x 2 columns]\n",
"20260206\n",
"start_date: 20260209\n"
]
}
],
@@ -86,8 +86,8 @@
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20260309 完成\n",
"任务 20260310 完成\n",
"任务 20260309 完成\n",
"任务 20260306 完成\n",
"任务 20260305 完成\n",
"任务 20260304 完成\n",
@@ -98,15 +98,10 @@
"任务 20260225 完成\n",
"任务 20260224 完成\n",
"任务 20260213 完成\n",
"任务 20260211 完成\n",
"任务 20260212 完成\n",
"任务 20260211 完成\n",
"任务 20260210 完成\n",
"任务 20260209 完成\n",
"任务 20260206 完成\n",
"任务 20260205 完成\n",
"任务 20260204 完成\n",
"任务 20260203 完成\n",
"任务 20260202 完成\n"
"任务 20260209 完成\n"
]
}
],
@@ -188,7 +183,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
"version": "3.13.2"
}
},
"nbformat": 4,

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main/data/update/update_daily_basic.ipynb
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@@ -94,17 +94,17 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9602310 entries, 0 to 27316\n",
"Index: 9629640 entries, 0 to 27329\n",
"Data columns (total 2 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
" 0 ts_code object\n",
" 1 trade_date object\n",
"dtypes: object(2)\n",
"memory usage: 219.8+ MB\n",
"memory usage: 220.4+ MB\n",
"None\n",
"20260130\n",
"20260202\n"
"20260206\n",
"20260209\n"
]
}
],
@@ -146,8 +146,8 @@
"text": [
"任务 20260309 完成\n",
"任务 20260310 完成\n",
"任务 20260305 完成\n",
"任务 20260306 完成\n",
"任务 20260305 完成\n",
"任务 20260303 完成\n",
"任务 20260304 完成\n",
"任务 20260302 完成\n",
@@ -159,12 +159,7 @@
"任务 20260212 完成\n",
"任务 20260211 完成\n",
"任务 20260210 完成\n",
"任务 20260209 完成\n",
"任务 20260206 完成\n",
"任务 20260205 完成\n",
"任务 20260204 完成\n",
"任务 20260203 完成\n",
"任务 20260202 完成\n"
"任务 20260209 完成\n"
]
}
],
@@ -234,59 +229,59 @@
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"0 001389.SZ 20260206 99.50 6.1259 6.1259 \n",
"1 600841.SH 20260206 9.55 4.4177 14.0519 \n",
"2 300968.SZ 20260206 13.71 1.0258 2.1909 \n",
"3 300634.SZ 20260206 28.46 4.0862 6.8510 \n",
"4 300295.SZ 20260206 11.99 3.5950 3.8451 \n",
"... ... ... ... ... ... \n",
"27325 603766.SH 20260202 14.89 1.1630 1.9407 \n",
"27326 603408.SH 20260202 12.92 0.7963 3.0049 \n",
"27327 000004.SZ 20260202 11.99 0.2338 0.3161 \n",
"27328 601628.SH 20260202 48.34 0.1384 1.9210 \n",
"27329 301042.SZ 20260202 86.10 3.6207 5.4797 \n",
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"0 001301.SZ 20260213 78.24 1.0939 1.3757 \n",
"1 301050.SZ 20260213 53.61 2.8931 3.6211 \n",
"2 000829.SZ 20260213 10.58 2.2336 3.5271 \n",
"3 688498.SH 20260213 746.98 3.4302 4.7903 \n",
"4 920510.BJ 20260213 18.30 2.8519 4.1749 \n",
"... ... ... ... ... ... \n",
"27350 000065.SZ 20260209 12.07 1.7167 3.2552 \n",
"27351 920249.BJ 20260209 13.86 3.2235 3.3218 \n",
"27352 300824.SZ 20260209 11.36 1.2161 3.0644 \n",
"27353 000766.SZ 20260209 23.65 1.8680 2.3253 \n",
"27354 000591.SZ 20260209 5.72 5.9341 9.0727 \n",
"\n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"0 0.83 62.6474 46.6770 11.6304 11.3424 8.6639 0.4819 \n",
"1 1.02 NaN NaN 4.1908 2.0493 2.4531 NaN \n",
"2 0.80 106.8945 225.1215 2.9871 4.6434 4.4246 0.3647 \n",
"3 0.68 55.7987 55.5119 4.4068 7.7725 7.2020 0.5590 \n",
"4 0.40 NaN NaN 2.0169 18.5210 23.1598 NaN \n",
"... ... ... ... ... ... ... ... \n",
"27325 1.04 27.2701 16.9932 3.2106 1.8177 1.5958 2.6864 \n",
"27326 0.99 11.9989 13.3289 1.7275 1.1550 1.1674 3.8700 \n",
"27327 0.05 NaN NaN 42.9590 16.0879 21.5107 NaN \n",
"27328 0.95 12.7771 8.0270 2.2069 2.5849 2.1373 1.4233 \n",
"27329 1.92 84.1572 534.3244 5.7108 8.6920 12.7424 NaN \n",
" volume_ratio pe pe_ttm pb ps ps_ttm \\\n",
"0 0.51 24.3404 20.9997 3.0175 3.9021 2.8680 \n",
"1 0.80 38.6753 105.5089 4.2033 11.2338 18.9830 \n",
"2 0.65 347.7936 NaN 3.7189 0.1291 0.1352 \n",
"3 0.66 NaN 640.0343 29.5658 254.5923 140.4090 \n",
"4 1.41 160.0964 NaN 8.4111 14.5063 16.3558 \n",
"... ... ... ... ... ... ... \n",
"27350 0.73 13.3573 18.0503 1.2589 0.7347 0.9425 \n",
"27351 0.85 NaN NaN 8.0159 2.9840 2.5496 \n",
"27352 0.87 53.3349 33.5338 4.9536 4.9192 3.9029 \n",
"27353 0.75 405.0086 397.6822 9.9329 17.2829 18.3415 \n",
"27354 1.27 18.3189 21.1797 0.9314 3.7171 4.1825 \n",
"\n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"0 0.4819 4.256875e+04 1.511580e+04 15115.7957 4.235591e+06 \n",
"1 NaN 1.387822e+05 1.043024e+05 32790.9410 1.325370e+06 \n",
"2 0.3647 4.133800e+04 4.133800e+04 19355.6537 5.667440e+05 \n",
"3 0.5590 4.512109e+04 4.345735e+04 25919.5274 1.284146e+06 \n",
"4 NaN 1.896137e+04 1.675259e+04 15662.9042 2.273468e+05 \n",
"... ... ... ... ... ... \n",
"27325 4.0296 2.053542e+05 2.053542e+05 123065.9980 3.057724e+06 \n",
"27326 5.3406 4.475730e+04 4.475730e+04 11860.1633 5.782643e+05 \n",
"27327 NaN 1.323803e+04 1.262878e+04 9339.3580 1.587240e+05 \n",
"27328 1.4233 2.826470e+06 2.082353e+06 150000.0000 1.366316e+08 \n",
"27329 NaN 6.972358e+03 6.602083e+03 4362.2827 6.003200e+05 \n",
" dv_ratio dv_ttm total_share float_share free_share total_mv \\\n",
"0 1.0183 1.0183 26080.2350 18605.2851 14794.9501 2.040518e+06 \n",
"1 0.6398 0.6398 24721.2171 21036.5666 16807.4482 1.325304e+06 \n",
"2 0.0945 0.0945 102510.0438 102412.9669 64854.1551 1.084556e+06 \n",
"3 0.0665 0.0533 8594.7726 8400.0000 6014.9271 6.420123e+06 \n",
"4 NaN NaN 18421.3929 9389.9078 6414.2078 3.371115e+05 \n",
"... ... ... ... ... ... ... \n",
"27350 1.1303 1.1303 116144.2159 97496.2288 51416.3105 1.401861e+06 \n",
"27351 NaN NaN 42163.0000 12466.9576 12097.9576 5.843792e+05 \n",
"27352 1.7937 1.7937 32634.1682 31649.5307 12560.3926 3.707242e+05 \n",
"27353 NaN NaN 96649.4707 96600.7681 77600.7681 2.285760e+06 \n",
"27354 1.9711 2.0779 392444.2493 392354.1671 256620.6136 2.244781e+06 \n",
"\n",
" circ_mv is_st \n",
"0 1.504022e+06 False \n",
"1 9.960884e+05 False \n",
"2 5.667440e+05 False \n",
"3 1.236796e+06 False \n",
"4 2.008635e+05 False \n",
"0 1.455678e+06 False \n",
"1 1.127770e+06 False \n",
"2 1.083529e+06 False \n",
"3 6.274632e+06 False \n",
"4 1.718353e+05 False \n",
"... ... ... \n",
"27325 3.057724e+06 False \n",
"27326 5.782643e+05 False \n",
"27327 1.514190e+05 True \n",
"27328 1.006609e+08 False \n",
"27329 5.684393e+05 False \n",
"27350 1.176779e+06 False \n",
"27351 1.727920e+05 False \n",
"27352 3.595387e+05 False \n",
"27353 2.284608e+06 False \n",
"27354 2.244266e+06 False \n",
"\n",
"[27330 rows x 19 columns]\n"
"[27355 rows x 19 columns]\n"
]
}
],
@@ -311,45 +306,58 @@
"output_type": "stream",
"text": [
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
"52 002713.SZ 20260206 9.52 4.6530 6.2693 \n",
"107 000609.SZ 20260206 8.23 0.2427 0.3213 \n",
"113 300052.SZ 20260206 13.86 3.5983 4.3260 \n",
"116 600624.SH 20260206 5.31 0.6260 0.8827 \n",
"119 300555.SZ 20260206 14.31 1.4520 1.7474 \n",
"5 603261.SH 20260213 28.95 0.4664 1.3719 \n",
"14 002700.SZ 20260213 7.28 1.5973 1.6181 \n",
"34 300344.SZ 20260213 1.87 14.3407 25.9753 \n",
"67 000430.SZ 20260213 7.26 0.8541 1.3705 \n",
"81 000752.SZ 20260213 10.86 1.0429 1.2849 \n",
"... ... ... ... ... ... \n",
"27182 000668.SZ 20260202 13.85 3.5014 5.9253 \n",
"27240 003032.SZ 20260202 6.37 2.2066 3.1223 \n",
"27305 000691.SZ 20260202 8.30 1.9108 2.2317 \n",
"27312 300167.SZ 20260202 4.65 2.1705 2.3552 \n",
"27327 000004.SZ 20260202 11.99 0.2338 0.3161 \n",
"27165 300301.SZ 20260209 2.49 1.9012 2.0554 \n",
"27244 002822.SZ 20260209 3.53 1.0762 1.0762 \n",
"27270 300147.SZ 20260209 9.44 1.7053 2.2069 \n",
"27281 002501.SZ 20260209 2.16 3.6044 4.6543 \n",
"27297 002620.SZ 20260209 5.98 2.2406 3.1755 \n",
"\n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio dv_ttm \\\n",
"52 1.02 NaN NaN NaN 6.9890 12.8336 NaN NaN \n",
"107 0.05 NaN NaN NaN 8.0655 15.8232 NaN NaN \n",
"113 1.51 NaN NaN 9.6004 15.9784 18.8191 NaN NaN \n",
"116 0.60 NaN NaN 5.7984 5.5900 5.4551 NaN NaN \n",
"119 1.24 NaN NaN 6.0224 16.1604 18.5602 NaN NaN \n",
"... ... .. ... ... ... ... ... ... \n",
"27182 1.32 NaN NaN 2.8792 15.2387 7.2708 NaN NaN \n",
"27240 1.15 NaN NaN 2.0451 10.4354 7.6772 NaN NaN \n",
"27305 0.69 NaN NaN NaN 9.0850 9.0002 NaN NaN \n",
"27312 0.71 NaN 134.128 63.0032 4.3517 3.8269 NaN NaN \n",
"27327 0.05 NaN NaN 42.9590 16.0879 21.5107 NaN NaN \n",
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
"5 0.49 NaN NaN 3.3744 7.7410 7.8754 NaN \n",
"14 0.77 32.3153 40.4077 2.2014 4.2912 4.3540 0.9066 \n",
"34 0.60 NaN NaN 5.3118 4.6416 4.9881 NaN \n",
"67 0.49 NaN NaN 21.9522 13.6188 12.8340 NaN \n",
"81 1.21 109.3444 19.4711 4.6597 6.7963 6.4062 NaN \n",
"... ... ... ... ... ... ... ... \n",
"27165 0.97 NaN NaN 12.5588 4.0907 4.7109 NaN \n",
"27244 0.95 NaN NaN 4.9828 2.9693 6.5620 NaN \n",
"27270 1.21 NaN NaN 9.0126 3.3586 4.2436 NaN \n",
"27281 0.87 NaN NaN 29.0833 22.9884 26.1834 NaN \n",
"27297 1.30 NaN NaN NaN 2.8840 4.2972 NaN \n",
"\n",
" total_share float_share free_share total_mv circ_mv is_st \n",
"52 95140.5184 52650.0831 39075.6229 905737.7352 501228.7911 True \n",
"107 29926.5522 29105.8272 21991.3472 246295.5246 239540.9579 True \n",
"113 26185.8710 26185.1210 21780.6332 362936.1721 362925.7771 True \n",
"116 67934.6942 67934.6942 48180.1806 360733.2262 360733.2262 True \n",
"119 20000.0000 19798.4863 16450.7792 286200.0000 283316.3390 True \n",
"... ... ... ... ... ... ... \n",
"27182 14684.1890 14684.1890 8677.2104 203376.0177 203376.0177 True \n",
"27240 40244.7500 27621.9885 19520.7308 256359.0575 175952.0667 True \n",
"27305 48490.5000 32327.0000 27679.8405 402471.1500 268314.1000 True \n",
"27312 38937.4000 35889.3250 33073.6637 181058.9100 166885.3613 True \n",
"27327 13238.0282 12628.7768 9339.3580 158723.9581 151419.0338 True \n",
" dv_ttm total_share float_share free_share total_mv \\\n",
"5 NaN 7750.5022 7750.5022 2634.9858 224377.0387 \n",
"14 0.9066 41362.8185 26346.4874 26007.0037 301121.3187 \n",
"34 NaN 64170.6416 63999.4166 35333.5001 119999.0998 \n",
"67 NaN 80963.5372 37055.6486 23092.8156 587795.2801 \n",
"81 NaN 26375.8491 26375.8491 21407.3042 286441.7212 \n",
"... ... ... ... ... ... \n",
"27165 NaN 82986.8769 78987.6719 73061.8561 206637.3235 \n",
"27244 NaN 195094.2200 107059.0368 107059.0368 688682.5966 \n",
"27270 NaN 66127.9045 65739.8353 50798.8432 624247.4185 \n",
"27281 NaN 355000.0000 354646.9206 274646.9206 766800.0000 \n",
"27297 NaN 37749.4000 31536.0303 22251.3747 225741.4120 \n",
"\n",
"[872 rows x 19 columns]\n"
" circ_mv is_st \n",
"5 224377.0387 True \n",
"14 191802.4283 True \n",
"34 119678.9090 True \n",
"67 269024.0088 True \n",
"81 286441.7212 True \n",
"... ... ... \n",
"27165 196679.3030 True \n",
"27244 377918.3999 True \n",
"27270 620584.0452 True \n",
"27281 766037.3485 True \n",
"27297 188585.4612 True \n",
"\n",
"[870 rows x 19 columns]\n"
]
}
],
@@ -399,7 +407,7 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9629640 entries, 0 to 27329\n",
"Index: 9656995 entries, 0 to 27354\n",
"Data columns (total 3 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
@@ -407,7 +415,7 @@
" 1 trade_date object\n",
" 2 is_st bool \n",
"dtypes: bool(1), object(2)\n",
"memory usage: 229.6+ MB\n",
"memory usage: 230.2+ MB\n",
"None\n"
]
}

570
main/data/update/update_daily_data.ipynb
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File diff suppressed because it is too large Load Diff

119
main/data/update/update_money_flow.ipynb
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@@ -34,17 +34,17 @@
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 9387872 entries, 0 to 25863\n",
"Index: 9413748 entries, 0 to 25875\n",
"Data columns (total 2 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
" 0 ts_code object\n",
" 1 trade_date object\n",
"dtypes: object(2)\n",
"memory usage: 214.9+ MB\n",
"memory usage: 215.5+ MB\n",
"None\n",
"20260130\n",
"start_date: 20260202\n"
"20260206\n",
"start_date: 20260209\n"
]
}
],
@@ -99,12 +99,7 @@
"任务 20260212 完成\n",
"任务 20260211 完成\n",
"任务 20260210 完成\n",
"任务 20260209 完成\n",
"任务 20260206 完成\n",
"任务 20260205 完成\n",
"任务 20260204 完成\n",
"任务 20260203 完成\n",
"任务 20260202 完成\n"
"任务 20260209 完成\n"
]
}
],
@@ -194,71 +189,71 @@
"output_type": "stream",
"text": [
" ts_code trade_date buy_sm_vol buy_sm_amount sell_sm_vol \\\n",
"0 002397.SZ 20260206 143016 6566.04 142640 \n",
"1 603882.SH 20260206 32234 10009.25 31819 \n",
"2 002824.SZ 20260206 58407 13856.33 47164 \n",
"3 603379.SH 20260206 31545 21744.99 30955 \n",
"4 600223.SH 20260206 73778 5582.50 67552 \n",
"0 300587.SZ 20260213 154110 9661.44 160598 \n",
"1 601000.SH 20260213 150959 6301.54 197344 \n",
"2 002338.SZ 20260213 9215 5012.78 8260 \n",
"3 688373.SH 20260213 29166 1845.78 30329 \n",
"4 002226.SZ 20260213 101435 6137.98 79302 \n",
"... ... ... ... ... ... \n",
"25871 002774.SZ 20260202 32854 3675.61 20566 \n",
"25872 300188.SZ 20260202 54005 7416.58 48176 \n",
"25873 688173.SH 20260202 64149 10373.20 68049 \n",
"25874 300145.SZ 20260202 132990 6043.37 133529 \n",
"25875 300205.SZ 20260202 8361 364.75 6236 \n",
"25887 603713.SH 20260209 9898 6481.74 10208 \n",
"25888 300004.SZ 20260209 41923 5934.14 50255 \n",
"25889 300975.SZ 20260209 198244 30367.70 159191 \n",
"25890 603381.SH 20260209 85934 22581.16 95505 \n",
"25891 002836.SZ 20260209 27160 4238.25 22047 \n",
"\n",
" sell_sm_amount buy_md_vol buy_md_amount sell_md_vol sell_md_amount \\\n",
"0 6550.08 114346 5247.29 121777 5580.76 \n",
"1 9880.13 15560 4828.56 14519 4506.56 \n",
"2 11195.49 27988 6622.95 30015 7118.27 \n",
"3 21323.49 21708 14968.66 21044 14503.09 \n",
"4 5110.61 53914 4075.02 53354 4037.48 \n",
"0 10061.76 183752 11498.51 186971 11701.15 \n",
"1 8233.85 84549 3527.41 71932 3003.18 \n",
"2 4495.09 9488 5163.47 9035 4920.33 \n",
"3 1918.49 10043 635.49 10005 633.64 \n",
"4 4796.49 104000 6296.98 78239 4741.21 \n",
"... ... ... ... ... ... \n",
"25871 2300.99 20761 2320.61 21785 2437.00 \n",
"25872 6623.07 52821 7250.13 53449 7347.52 \n",
"25873 11000.03 35320 5706.28 30270 4895.56 \n",
"25874 6066.65 114646 5208.71 97260 4422.03 \n",
"25875 272.25 9374 408.60 9827 427.93 \n",
"25887 6683.01 6735 4413.49 7402 4854.70 \n",
"25888 7133.88 53004 7510.03 58384 8274.31 \n",
"25889 24423.94 164520 25222.01 193044 29612.42 \n",
"25890 25109.67 65977 17316.88 71008 18669.88 \n",
"25891 3438.16 21123 3293.94 20955 3271.07 \n",
"\n",
" buy_lg_vol buy_lg_amount sell_lg_vol sell_lg_amount buy_elg_vol \\\n",
"0 85477 3926.44 87204 3989.37 28400 \n",
"1 5474 1697.68 6390 1982.08 721 \n",
"2 11723 2778.17 15330 3630.71 3939 \n",
"3 13069 9000.74 15789 10882.14 7583 \n",
"4 27279 2062.59 22583 1709.48 10118 \n",
"0 139274 8711.00 168037 10519.91 60907 \n",
"1 57471 2398.28 37552 1567.23 21177 \n",
"2 5873 3195.64 5312 2890.59 514 \n",
"3 8238 521.88 7113 451.02 0 \n",
"4 50394 3048.72 69021 4177.39 9335 \n",
"... ... ... ... ... ... \n",
"25871 8975 1002.99 18793 2100.36 0 \n",
"25872 31050 4271.36 35903 4923.97 7655 \n",
"25873 11829 1915.52 12687 2050.68 2000 \n",
"25874 81164 3682.66 113414 5149.25 41421 \n",
"25875 6887 302.35 8559 375.51 0 \n",
"25887 3515 2307.87 4056 2660.17 2867 \n",
"25888 49767 7060.10 39566 5596.12 8820 \n",
"25889 116306 17856.14 144536 22152.02 51550 \n",
"25890 46270 12156.66 38176 10028.63 11944 \n",
"25891 9676 1508.43 11383 1772.18 1000 \n",
"\n",
" buy_elg_amount sell_elg_vol sell_elg_amount net_mf_vol \\\n",
"0 1293.83 19618 913.39 42201 \n",
"1 223.34 1261 390.07 -823 \n",
"2 935.53 9548 2248.51 2997 \n",
"3 5221.72 6117 4227.39 6215 \n",
"4 766.07 21600 1628.62 -9839 \n",
"0 3816.45 22437 1404.58 142435 \n",
"1 882.70 7328 305.66 -48700 \n",
"2 280.52 2483 1346.40 -483 \n",
"3 0.00 0 0.00 982 \n",
"4 565.27 38602 2333.86 -103058 \n",
"... ... ... ... ... \n",
"25871 0.00 1446 160.86 -20182 \n",
"25872 1053.35 8003 1096.85 -12903 \n",
"25873 319.00 2291 367.73 -5670 \n",
"25874 1881.32 26018 1178.15 -70082 \n",
"25875 0.00 0 0.00 -1678 \n",
"25887 1885.53 1349 890.75 1237 \n",
"25888 1251.47 5309 751.42 8180 \n",
"25889 7924.73 33850 5182.21 -41375 \n",
"25890 3157.32 5436 1403.84 -11696 \n",
"25891 155.40 4574 714.61 1257 \n",
"\n",
" net_mf_amount \n",
"0 1943.09 \n",
"1 -246.33 \n",
"2 705.13 \n",
"3 4367.94 \n",
"4 -741.40 \n",
"0 8918.59 \n",
"1 -2025.73 \n",
"2 -250.58 \n",
"3 64.60 \n",
"4 -6231.26 \n",
"... ... \n",
"25871 -2251.19 \n",
"25872 -1769.73 \n",
"25873 -918.58 \n",
"25874 -3146.31 \n",
"25875 -68.42 \n",
"25887 814.61 \n",
"25888 1173.63 \n",
"25889 -6267.77 \n",
"25890 -3055.51 \n",
"25891 191.86 \n",
"\n",
"[25876 rows x 20 columns]\n"
"[25892 rows x 20 columns]\n"
]
}
],
@@ -283,7 +278,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
"version": "3.13.2"
}
},
"nbformat": 4,

139
main/data/update/update_stk_limit.ipynb
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@@ -34,23 +34,23 @@
"output_type": "stream",
"text": [
" ts_code trade_date\n",
"4971 600208.SH 20260130\n",
"4972 600210.SH 20260130\n",
"4973 600211.SH 20260130\n",
"4961 600195.SH 20260130\n",
"7441 920964.BJ 20260130\n",
"4979 600202.SH 20260206\n",
"4980 600203.SH 20260206\n",
"4981 600206.SH 20260206\n",
"4969 600189.SH 20260206\n",
"7454 920964.BJ 20260206\n",
"<class 'pandas.core.frame.DataFrame'>\n",
"Index: 11775527 entries, 0 to 37233\n",
"Index: 11812821 entries, 0 to 37293\n",
"Data columns (total 2 columns):\n",
" # Column Dtype \n",
"--- ------ ----- \n",
" 0 ts_code object\n",
" 1 trade_date object\n",
"dtypes: object(2)\n",
"memory usage: 269.5+ MB\n",
"memory usage: 270.4+ MB\n",
"None\n",
"20260130\n",
"20260202\n"
"20260206\n",
"20260209\n"
]
}
],
@@ -95,8 +95,8 @@
"任务 20260309 完成\n",
"任务 20260306 完成\n",
"任务 20260305 完成\n",
"任务 20260303 完成\n",
"任务 20260304 完成\n",
"任务 20260303 完成\n",
"任务 20260302 完成\n",
"任务 20260227 完成\n",
"任务 20260226 完成\n",
@@ -106,12 +106,7 @@
"任务 20260212 完成\n",
"任务 20260211 完成\n",
"任务 20260210 完成\n",
"任务 20260209 完成\n",
"任务 20260206 完成\n",
"任务 20260205 完成\n",
"任务 20260204 完成\n",
"任务 20260203 完成\n",
"任务 20260202 完成\n"
"任务 20260209 完成\n"
]
}
],
@@ -163,71 +158,71 @@
"output_type": "stream",
"text": [
"[ trade_date ts_code up_limit down_limit\n",
"0 20260206 000001.SZ 12.20 9.98\n",
"1 20260206 000002.SZ 5.37 4.39\n",
"2 20260206 000004.SZ 10.79 9.77\n",
"3 20260206 000006.SZ 9.90 8.10\n",
"4 20260206 000007.SZ 12.31 10.07\n",
"0 20260213 000001.SZ 12.06 9.86\n",
"1 20260213 000002.SZ 5.41 4.43\n",
"2 20260213 000004.SZ 8.36 7.56\n",
"3 20260213 000006.SZ 10.12 8.28\n",
"4 20260213 000007.SZ 13.44 11.00\n",
"... ... ... ... ...\n",
"7459 20260206 920978.BJ 41.60 22.40\n",
"7460 20260206 920981.BJ 41.63 22.43\n",
"7461 20260206 920982.BJ 298.63 160.81\n",
"7462 20260206 920985.BJ 11.37 6.13\n",
"7463 20260206 920992.BJ 22.32 12.02\n",
"7476 20260213 920978.BJ 39.09 21.05\n",
"7477 20260213 920981.BJ 41.61 22.41\n",
"7478 20260213 920982.BJ 284.06 152.96\n",
"7479 20260213 920985.BJ 11.34 6.12\n",
"7480 20260213 920992.BJ 21.77 11.73\n",
"\n",
"[7464 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260205 000001.SZ 12.07 9.87\n",
"1 20260205 000002.SZ 5.39 4.41\n",
"2 20260205 000004.SZ 11.36 10.28\n",
"3 20260205 000006.SZ 9.97 8.15\n",
"4 20260205 000007.SZ 12.32 10.08\n",
"[7481 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260212 000001.SZ 12.18 9.96\n",
"1 20260212 000002.SZ 5.38 4.40\n",
"2 20260212 000004.SZ 8.80 7.96\n",
"3 20260212 000006.SZ 10.29 8.42\n",
"4 20260212 000007.SZ 13.31 10.89\n",
"... ... ... ... ...\n",
"7454 20260205 920978.BJ 41.48 22.34\n",
"7455 20260205 920981.BJ 42.00 22.62\n",
"7456 20260205 920982.BJ 289.43 155.85\n",
"7457 20260205 920985.BJ 12.16 6.56\n",
"7458 20260205 920992.BJ 22.32 12.02\n",
"7476 20260212 920978.BJ 39.93 21.51\n",
"7477 20260212 920981.BJ 41.60 22.40\n",
"7478 20260212 920982.BJ 284.29 153.09\n",
"7479 20260212 920985.BJ 11.01 5.93\n",
"7480 20260212 920992.BJ 21.86 11.78\n",
"\n",
"[7459 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260204 000001.SZ 11.92 9.76\n",
"1 20260204 000002.SZ 5.17 4.23\n",
"2 20260204 000004.SZ 11.96 10.82\n",
"3 20260204 000006.SZ 9.77 7.99\n",
"4 20260204 000007.SZ 12.32 10.08\n",
"[7481 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260211 000001.SZ 12.17 9.95\n",
"1 20260211 000002.SZ 5.37 4.39\n",
"2 20260211 000004.SZ 9.26 8.38\n",
"3 20260211 000006.SZ 10.18 8.33\n",
"4 20260211 000007.SZ 13.37 10.94\n",
"... ... ... ... ...\n",
"7453 20260204 920978.BJ 38.15 20.55\n",
"7454 20260204 920981.BJ 43.01 23.17\n",
"7455 20260204 920982.BJ 279.50 150.50\n",
"7456 20260204 920985.BJ 10.66 5.74\n",
"7457 20260204 920992.BJ 22.28 12.00\n",
"7469 20260211 920978.BJ 41.02 22.10\n",
"7470 20260211 920981.BJ 41.91 22.57\n",
"7471 20260211 920982.BJ 286.35 154.19\n",
"7472 20260211 920985.BJ 11.34 6.12\n",
"7473 20260211 920992.BJ 22.04 11.88\n",
"\n",
"[7458 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260203 000001.SZ 11.95 9.77\n",
"1 20260203 000002.SZ 5.15 4.21\n",
"2 20260203 000004.SZ 12.59 11.39\n",
"3 20260203 000006.SZ 9.58 7.84\n",
"4 20260203 000007.SZ 12.09 9.89\n",
"[7474 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260210 000001.SZ 12.18 9.96\n",
"1 20260210 000002.SZ 5.46 4.46\n",
"2 20260210 000004.SZ 9.74 8.82\n",
"3 20260210 000006.SZ 10.32 8.44\n",
"4 20260210 000007.SZ 13.53 11.07\n",
"... ... ... ... ...\n",
"7453 20260203 920978.BJ 37.93 20.43\n",
"7454 20260203 920981.BJ 42.52 22.90\n",
"7455 20260203 920982.BJ 279.35 150.43\n",
"7456 20260203 920985.BJ 10.15 5.47\n",
"7457 20260203 920992.BJ 21.95 11.83\n",
"7466 20260210 920978.BJ 41.71 22.47\n",
"7467 20260210 920981.BJ 42.05 22.65\n",
"7468 20260210 920982.BJ 289.90 156.10\n",
"7469 20260210 920985.BJ 11.83 6.37\n",
"7470 20260210 920992.BJ 22.33 12.03\n",
"\n",
"[7458 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260202 000001.SZ 11.91 9.75\n",
"1 20260202 000002.SZ 5.37 4.39\n",
"2 20260202 000004.SZ 13.25 11.99\n",
"3 20260202 000006.SZ 9.86 8.06\n",
"4 20260202 000007.SZ 11.97 9.79\n",
"[7471 rows x 4 columns], trade_date ts_code up_limit down_limit\n",
"0 20260209 000001.SZ 12.16 9.95\n",
"1 20260209 000002.SZ 5.29 4.33\n",
"2 20260209 000004.SZ 10.26 9.28\n",
"3 20260209 000006.SZ 9.88 8.08\n",
"4 20260209 000007.SZ 13.00 10.64\n",
"... ... ... ... ...\n",
"7450 20260202 920978.BJ 40.36 21.74\n",
"7451 20260202 920981.BJ 45.50 24.50\n",
"7452 20260202 920982.BJ 287.80 154.98\n",
"7453 20260202 920985.BJ 10.33 5.57\n",
"7454 20260202 920992.BJ 22.63 12.19\n",
"7462 20260209 920978.BJ 42.45 22.87\n",
"7463 20260209 920981.BJ 41.40 22.30\n",
"7464 20260209 920982.BJ 291.70 157.08\n",
"7465 20260209 920985.BJ 11.32 6.10\n",
"7466 20260209 920992.BJ 22.13 11.93\n",
"\n",
"[7455 rows x 4 columns]]\n"
"[7467 rows x 4 columns]]\n"
]
}
],
@@ -295,7 +290,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.11"
"version": "3.13.2"
}
},
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