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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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198
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"
]
}