关于枚举参数及常用字段参数含义，请参考本节

Language

语言 tigeropen.common.consts.Language source

标识	语言
zh_CN	简体中文
zh_TW	繁体中文
en_US	英文

Market

市场 tigeropen.common.consts.Market source

标识	市场
ALL	全部
US	美股
HK	港股
CN	A股
SG	新加坡
AU	澳大利亚
NZ	新西兰

CapitalPeriod

资金周期

标识	市场
INTRADAY	intraday
DAY	day
WEEK	week
MONTH	month
YEAR	year
QUARTER	quarter
HALFAYEAR	6month

合约类型

tigeropen.common.consts.SecurityType source

标识	合约类型
STK	股票
OPT	美股期权
WAR	港股窝轮
IOPT	港股牛熊证
CASH	外汇
FUT	期货
FOP	期货期权

货币类型

tigeropen.common.consts.Currency source

标识	货币类型
ALL	全部
USD	美元
HKD	港币
CNH	人民币
SGD	新加坡元
AUD	澳大利亚元
JPY	日元
EUR	欧元
GBP	英镑
CAD	加拿大元
NZD	新西兰元

订单状态

tigeropen.common.consts.OrderStatus source.

sdk 通过 tigeropen.common.util.order_utils.get_order_status 将状态值处理成枚举标识。source

枚举标识	状态值	状态码	说明
EXPIRED	Invalid	-2	非法状态
NEW	Initial	-1	订单初始状态
CANCELLED	Cancelled	4	已取消
HELD	Submitted	5	订单已经提交
PARTIALLY_FILLED	PartiallyFilled	2, 5, 8	部分成交
FILLED	Filled	6	完全成交
REJECTED	Inactive	7	已失效

注意：部分成交的状态比较特殊，有可能是HELD，CANCELLED，EXPIRED，REJECTED的任意一种状态另外可参见 sdk 内处理订单状态的方法 tigeropen.trade.domain.order.Order.status, 即如果服务端返回的订单状态为 HELD(submitted), 且有部分数量的成交，则此时订单状态为 PARTIALLY_FILLED

class Order:
    ...
    ...
    @property
    def status(self):
        if not self.remaining and self.filled:
            return OrderStatus.FILLED
        elif self._status == OrderStatus.HELD and self.filled:
            return OrderStatus.PARTIALLY_FILLED
        else:
            return self._status

订单改单状态

状态	说明
NONE	默认状态 or 订单终结
RECEIVED	改单已接收（pretrade检查通过）
REPLACED	改单成功（上手已确认）
FAILED	改单失败 (收到上手拒绝报告）

订单撤单状态

状态	说明
NONE	默认状态 or 订单终结
RECEIVED	撤单已接收（pretrade检查通过）
FAILED	撤单失败 (收到上手拒绝报告）

订单类型

类型	说明
MKT	市价单
LMT	限价单
STP	止损单
STP_LMT	止损限价单
TRAIL	跟踪止损单
AM	竞价市价单（港股）
AL	竞价限价单（港股）

附加订单类型

类型	说明
PROFIT	附加止盈单
LOSS	附加止损单
BRACKETS	附加括号单

账户类型

类型	说明
CASH	现金账户
RegTMargin	Reg T 保证金账户
PMGRN	投资组合保证金

账户划分

tigeropen.common.consts.SegmentType

标识	合约类型
ALL	全部类型(部分接口支持)
SEC	证券
FUT	期货
FUND	基金

账户状态

状态	说明
New	新账户
Funded	已入金
Open	已开通
Pending	待确认
Abandoned	已废弃
Rejected	已拒绝
Closed	已关闭
Unknown	未知

K线类型

tigeropen.common.consts.BarPeriod source

枚举类型	枚举值	说明
DAY	day	日K
WEEK	week	周K
MONTH	month	月K
YEAR	year	年K
ONE_MINUTE	1min	1分钟
THREE_MINUTES	3min	3分钟
FIVE_MINUTES	5min	5分钟
TEN_MINUTES	10min	10分钟
FIFTEEN_MINUTES	15min	15分钟
HALF_HOUR	30min	30分钟
FORTY_FIVE_MINUTES	45min	45分钟
ONE_HOUR	60min	60分钟
TWO_HOURS	2hour	2小时
THREE_HOURS	3hour	3小时
FOUR_HOURS	4hour	4小时
SIX_HOURS	6hour	6小时

行情权限

字段	说明
usQuoteBasic	Nasdaq Basic
usStockQuoteLv2Totalview	Nasdaq Basic+TotalView
hkStockQuoteLv2	港股L2深度行情
usOptionQuote	期权L1实时行情
CMEFuturesQuoteLv2	芝加哥商品交易所L2
CBOTFuturesQuoteLv2	芝加哥期货交易所L2
COMEXFuturesQuoteLv2	纽约商品交易所L2
NYMEXFuturesQuoteLv2	纽约商业交易所L2
HKEXFuturesQuoteLv2	香港期货交易所L2
SGXFuturesQuoteLv2	新加坡期货交易所L2
OSEFuturesQuoteLv2	大阪期货交易所L2
CBOEFuturesQuoteLv2	芝加哥期权交易所L2

逐笔成交条件描述

描述信息	市场	说明
US_REGULAR_SALE	美国	自动对盘
US_BUNCHED_TRADE	美国	批量交易
US_CASH_TRADE	美国	现金交易
US_INTERMARKET_SWEEP	美国	跨市场交易
US_BUNCHED_SOLD_TRADE	美国	批量卖出
US_PRICE_VARIATION_TRADE	美国	离价交易
US_ODD_LOT_TRADE	美国	碎股交易
US_RULE_127_OR_155_TRADE	美国	纽交所第127条交易或第155条交易
US_SOLD_LAST	美国	延迟交易
US_MARKET_CENTER_CLOSE_PRICE	美国	中央收市价
US_NEXT_DAY_TRADE	美国	隔日交易
US_MARKET_CENTER_OPENING_TRADE	美国	中央开盘价交易
US_PRIOR_REFERENCE_PRICE	美国	前参考价
US_MARKET_CENTER_OPEN_PRICE	美国	中央开盘价
US_SELLER	美国	卖方
US_FORM_T	美国	盘前盘后交易
US_EXTENDED_TRADING_HOURS	美国	延长交易时段
US_CONTINGENT_TRADE	美国	合单交易
US_AVERAGE_PRICE_TRADE	美国	均价交易
US_CROSS_TRADE	美国	US_CROSS_TRADE
US_SOLD_OUT_OF_SEQUENCE	美国	场外售出
US_ODD_LOST_CROSS_TRADE	美国	碎股跨市场交易
US_DERIVATIVELY_PRICED	美国	衍生工具定价
US_MARKET_CENTER_RE_OPENING_TRADE	美国	再开盘定价
US_MARKET_CENTER_CLOSING_TRADE	美国	收盘定价
US_QUALIFIED_CONTINGENT_TRADE	美国	合单交易
US_CONSOLIDATED_LAST_PRICE_PER_LISTING_PACKET	美国	综合延迟价格
HK_AUTOMATCH_NORMAL	香港	自动对盘
HK_ODD_LOT_TRADE	香港	碎股交易
HK_AUCTION_TRADE	香港	竞价交易
HK_OVERSEAS_TRADE	香港	场外交易
HK_LATE_TRADE_OFF_EXCHG	香港	开市前成交
HK_NON_DIRECT_OFF_EXCHG_TRADE	香港	非自动对盘
HK_DIRECT_OFF_EXCHG_TRADE	香港	同券商自动对盘
HK_AUTOMATIC_INTERNALIZED	香港	同券商非自动对盘

期权交易所

交易所	说明
AMEX	NYSE MKTOptions Exchange
BOX	Boston Options Exchange
CBOE	Chicago Board of Options Exchange
EMLD	MIAX Emerald
EDGX	BATS EDGX
GEM	ISE Gemini
ISE	International Securities Exchange
MCRY	ISE Mercury
MIAX	Miami Options Exchange
ARCA	NYSE-ARCA Options Exchange
MPRL	MIAX-Pearl
NSDQ	NASDAQ
BX	NASDAQ OMX BX
C2	CBOE C2 Options
PHLX	Philadelphia Options Exchange
BZX	CBOE BZX / BATS Options

选股器

StockField

选股器-基础指标筛选字段

class StockField(FilterField):
    # 最新价*（精确到小数点后 3 位，超出部分会被舍弃）例如填写[10,20]值区间
    CurPrice = 2, "latestPrice"
    # 买入价（精确到小数点后 3 位，超出部分会被舍弃）例如填写[10,20]值区间
    BidPrice = 3, "bidPrice"
    # 卖出价（精确到小数点后 3 位，超出部分会被舍弃）例如填写[10,20]值区间
    AskPrice = 4, "askPrice"
    # 今开价（精确到小数点后 3 位，超出部分会被舍弃）例如填写[10,20]值区间
    OpenPrice = 5, "open"
    # 昨收价（精确到小数点后 3 位，超出部分会被舍弃）例如填写[10,20]值区间
    PreClosePrice = 6, "preClose"
    # 最高价
    HighPrice = 7, "high"
    # 最低价
    LowPrice = 8, "low"
    # 盘前价*（精确到小数点后 3 位，超出部分会被舍弃）例如填写[10,20]值区间
    HourTradingPrePrice = 9, "hourTradingPrePrice"
    # 盘后价*（精确到小数点后 3 位，超出部分会被舍弃）例如填写[10,20]值区间
    HourTradingAfterPrice = 10, "hourTradingAfterPrice"
    # 成交量*
    Volume = 11, "volume"
    # 成交额*
    Amount = 12, "amount"
    # 流通股本*
    FloatShare = 13, "floatShares"
    # 52周最高价格*
    Week52High = 14, "week52High"
    # 52周最低价格*
    Week52Low = 15, "week52Low"
    # 通市值* FloatMarketVal  自己计算 FloatShare* 当前价格
    FloatMarketVal = 16, "floatMarketCap"
    # 总市值*  MarketVal  shares * 当前价格
    MarketValue = 17, "marketValue"
    # 盘前涨跌幅   (curPrice-盘前左收）自己计算 最新价-close / close
    preHourTradingChangeRate = 18, "preHourTradingChangeRate"
    # 盘后涨跌幅 自己计算
    postHourTradingChangeRate = 19, "postHourTradingChangeRate"
    # 每股收益 滚动市盈率 TTM=过去12个月  Last Twelve Month  通过hermes获取 eps
    ttm_Eps = 20, "ttmEps"
    # 量比*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    VolumeRatio = 21, "volumeRatio"
    # 委比*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    BidAskRatio = 22, "committee"
    # 下次财报日期 *
    EarningDate = 23, "earningDate"
    # 市盈率* TTM（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    PeTTM = 24, "peRate"
    # 市净率*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    PbRate = 25, "pbRate"
    # 股息   hermes $
    DividePrice = 26, "dividePrice"
    # 股息收益率 选股服务自身计算
    DivideRate = 27, "divideRate"
    # 股票交易市场
    Exchange = 29, "exchange"
    # 换手率*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    TurnoverRate = 30, "turnoverRate"
    # 上市时间
    ListingDate = 31, "listingDate"
    # 市盈率LYR* TTM（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    LyrPeRate = 32, "LyrPeRate"
    # 总股本*
    Share = 33, "shares"
    # 上市价格*
    ListingPrice = 34, "listingPrice"
    # 交易币种*
    TradeCurrency = 35, "tradeCurrency"
    # 最新价-发行价*
    DiffBetweenLastPriceAndListPrice = 36, "DiffBetweenLastPriceAndListPrice"
    # 每股收益 lyr=Last Year Ratio 静态市盈率
    lyr_Eps = 37, "lyrEps"
    # 未平仓做空量
    Open_Short_Interest = 38, "OpenShortInterest"
    # 未平仓做空比例 = 未平仓做空量/总股本
    Open_Short_Interest_Ratio = 39, "OpenShortInterestRatio"
    # 产权比率 = Liability/Equity 总负债/股东
    Equity_Ratio = 40, "EquityRatio"
    # 权益乘数 = Asset/Equity
    Equity_Multiplier = 41, "EquityMultiplier"
    # 最新股东数
    Holder_Nums = 42, "holderNums"
    # 最新股东户数增长率
    Holder_Nums_Ratio = 43, "holderRatio"
    # 户均持股数量
    Per_Hold_Nums = 44, "perHolderNums"
    # 户均持股金额
    Per_Hold_Money = 45, "perHolderMoney"
    # 户均持股数半年增长率
    HalfYear_Holder_Nums_Ratio = 46, "HalfYearholderRatio"
    # 发行时间 - ETF
    InceptionDate = 47, "inceptionDate"
    # 申购费用 - ETF
    CreationFee = 48, "creationFee"
    # 管理费用 - ETF
    ManagementFee = 49, "managementFee"
    # 成分股Top10 占比 - ETF
    Top10_Composition_Rate = 50, "Top10CompoRate"
    # 成分股Top15 占比 - ETF
    Top15_Composition_Rate = 51, "Top15CompoRate"
    # 成分股Top20 占比 - ETF
    Top20_Composition_Rate = 52, "Top20CompoRate"
    # 溢价率(折扣率) - ETF
    DiscountPremium = 53, "discountPremium"
    # 股息率 - ETF
    dividend_Rate = 54, "dividendRate"
    # 资产规模-净值 - ETF
    Net_Worth_Aum = 55, "aum"
    # 资产规模-现价 - ETF
    assetSize = 56, "assetSize"
    # 振幅
    Amplitude = 57, "Amplitude"

AccumulateField

选股器-累积指标筛选字段


class AccumulateField(FilterField):
    # 涨跌幅*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    ChangeRate = 1, "changeRate"
    # 涨跌额*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    ChangeValue = 2, "change"
    # 总负债增长率
    TotalLiabilities_Ratio_Annual = 3, "totalLiabilitiesRatio"
    # 净资产增长率
    TotalCommonEquity_Ratio_Annual = 4, "totalCommonEquityRatio"
    # 每股收益同比增长率
    BasicEps_Ratio_Annual = 5, "basicEpsRatio"
    # 净利润同比增长率
    NetIncome_Ratio_Annual = 6, "netIncomeRatio"
    # 营业利润同比增长率
    OperatingIncome_Ratio_Annual = 7, "opeIncomeratio"
    # 每股收益
    Eps = 8, "eps"
    # 每股净资产
    NetAsset_PerShare = 9, "bookValueshare"
    # 净利润
    Net_Income = 10, "netIncome"
    # 营业利润
    Operating_Income = 11, "operatingIncome"
    # 营业收入
    Total_Revenue = 12, "total_revenue"
    # ROE = 资产回报率
    ROE = 13, "ROE"
    # ROA = 净资产收益率
    ROA = 14, "ROA"
    # 股息   hermes $
    DividePrice = 15, "dividePrice"
    # 股息收益率 选股服务自身计算
    DivideRate = 16, "divideRate"
    # 毛利率
    GrossProfitRate = 17, "grossMargin"
    # 净利率*
    NetProfitRate = 18, "netIncomeMargin"
    # 总资产*
    TotalAssets = 19, "totalAssets"
    # 流动比率
    CurrentRatio = 20, "currentRatio"
    # 速动比率
    QuickRatio = 21, "quickRatio"
    # 经营现金流
    CashFromOps = 22, "cash4Ops"
    # 投资现金流
    CashFromInvesting = 23, "cash4Invest"
    # 筹资现金流
    CashFromFinancing = 24, "cash4Finance"
    # 资产负债率
    TotalLiabilitiesToTotalAssets = 25, "allLiabAndAssets"
    # 经营现金流同比增长率; （T期CFO-T-1期CFO）/T-1期CFO *100%
    CashFromOps_yearOnYear_Ratio = 26, "cash4OpsYearOnYearRatio"
    # 净资产收益率ROE同比增长率  （T期ROE-T-1期ROE）/T-1期ROE *100%
    ROE_yearOnYear_Ratio = 27, "netIncomeYearOnYearRatio"

FinancialField

选股器-财务指标筛选字段


class FinancialField(FilterField):
    # 毛利率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    GrossProfitRate = 1, "grossMargin"
    # 净利率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    NetProfitRate = 2, "netIncomeMargin"
    # 扣非净利润率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    EarningsFromContOpsMargin = 3, "earningsFromContOpsMargin"
    # 总负债/股东权益 (单位：元)
    TotalDebtToEquity = 4, "totalDebtToEquity"
    # 长期负债/股东权益
    LongTermDebtToEquity = 5, "ltDebtToEquity"
    # EBIT/利息支出
    EbitToInterestExp = 6, "ebitToInterestExp"
    # 总负债/总资产
    TotalLiabilitiesToTotalAssets = 7, "totalLiabilitiesToTotalAssets"
    # 总资产周转率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    TotalAssetTurnover = 8, "totalAssetTurnover"
    # 应收帐款周转率
    AccountsReceivableTurnover = 9, "accountsReceivableTurnover"
    # 存货周转率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    InventoryTurnover = 10, "inventoryTurnover"
    # 流动比率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    CurrentRatio = 11, "currentRatio"
    # 速动比率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    QuickRatio = 12, "quickRatio"
    # 资产回报率 总资产收益率 *$ TTM（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    ROATTM = 13, "roa"
    # 净资产收益率 $（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    ReturnOnEquityRate = 14, "roe"
    # 营业收入一年增长率 或者 营收增长率
    TotalRevenues1YrGrowth = 15, "totalRevenues1YrGrowth"
    # 毛利润率一年增长率  营业利润增长率
    GrossProfit1YrGrowth = 16, "grossProfit1YrGrowth"
    # 净利润一年增长率
    NetIncome1YrGrowth = 17, "netIncome1YrGrowth"
    # 应收帐款一年增长率
    AccountsReceivable1YrGrowth = 18, "accountsReceivable1YrGrowth"
    # 存货一年增长率
    Inventory1YrGrowth = 19, "inventory1YrGrowth"
    # 总资产一年增长率
    TotalAssets1YrGrowth = 20, "totalAssets1YrGrowth"
    # 有形资产一年增长率
    TangibleBookValue1YrGrowth = 21, "tangibleBookValue1YrGrowth"
    # 经营现金流一年增长率
    CashFromOperations1YrGrowth = 22, "cashFromOperations1YrGrowth"
    # 资本开支一年增长率
    CapitalExpenditures1YrGrowth = 23, "capitalExpenditures1YrGrowth"
    # 营业收入三年增长率 或者叫 营收3年复合增长率
    TotalRevenues3YrCagr = 24, "totalRevenues3YrCagr"
    # 毛利润率三年增长率
    GrossProfit3YrCagr = 25, "grossProfit3YrCagr"
    # 净利润三年增长率
    NetIncome3YrCagr = 26, "netIncome3YrCagr"
    # 应收帐款三年增长率
    AccountsReceivable3YrCagr = 27, "accountsReceivable3YrCagr"
    # 存货三年增长率
    Inventory3YrCagr = 28, "inventory3YrCagr"
    # 总资产三年增长率
    TotalAssets3YrCagr = 29, "totalAssets3YrCagr"
    # 有形资产三年增长率
    TangibleBookValue3YrCagr = 30, "tangibleBookValue3YrCagr"
    # 经营现金流三年增长率
    CashFromOps3YrCagr = 31, "cashFromOps3YrCagr"
    # 资本开支三年增长率
    CapitalExpenditures3YrCagr = 32, "capitalExpenditures3YrCagr"
    # 净利润
    NetIncomeToCompany = 33, "netIncomeToCompany"
    # 经营现金流
    CashFromOperations = 34, "cashFromOps"
    # 投资现金流
    CashFromInvesting = 35, "cashFromInvesting"
    # 筹资现金流
    CashFromFinancing = 36, "cashFromFinancing"
    # 净利润2年复合增长率
    NormalizedNetIncome2YrCagr = 37, "normalizedNetIncome2YrCagr"
    # 营收2年复合增长率
    TotalRevenues2YrCagr = 38, "totalRevenues2YrCagr"
    # 净利润5年复合增长率
    NetIncome5YrCagr = 39, "netIncome5YrCagr"
    # 营收5年复合增长率
    TotalRevenues5YrCagr = 40, "totalRevenues5YrCagr"
    # 总资产
    TotalAssets = 41, "totalAssets"
    # 固定资产周转率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
    FixedAssetTurnover = 42, "fixedAssetTurnover"
    # 营业利润
    OperatingIncome = 43, "operatingIncome"
    # 营业总收入
    TotalRevenue = 44, "totalRevenue"
    # 市盈率LYR PE =price-to-earnings ratio
    LYR_PE = 45, "LyrPE"
    # 市盈率TTM PE =price-to-earnings ratio
    TTM_PE = 46, "ttmPE"
    # 市销率LYR PS =Price-to-sales Ratio
    LYR_PS = 47, "LyrPS"
    # 市销率TTM PS =Price-to-sales Ratio
    TTM_PS = 48, "ttmPS"
    # 市净率LYR PB =price/book value ratio
    LYR_PB = 47, "LyrPB"
    # 市净率TTM PB =price/book value ratio
    TTM_PB = 48, "ttmPB"
    # 当日主力净流入额
    LargeInflowAmountToday = 49, "largeInflowAmountToday"
    # 当日主力增仓占比
    LargeInflowAmountTodayPre = 50, "largeInflowAmountTodayPre"
    # 未平仓做空量
    ShortInterest = 51, "shortInterest"
    # 未平仓做空比例
    ShortInterestPre = 52, "shortInterestPre"
    # 港股通持股比例=港股通(深)持股比例=港股通(沪)持股比例
    HK_StockConnectRate = 53, "hkStockConnectRate"
    # 沪股通持股比例
    SH_StockConnectRate = 54, "shStockConnectRate"
    # 深股通持股比例
    SZ_StockConnectRate = 55, "szStockConnectRate"
    # 营业利润占比
    Operating_Profits_Rate = 56, "operatingProfitsRate"
    # 港股通(沪)净买入额
    HK_StockShConnectInflow = 57, "hkStockShConnectInflow"
    # 港股通(深)净买入额
    HK_StockSzConnectInflow = 58, "hkStockSzConnectInflow"
    # 沪股通净买入额
    SH_StockConnectInflow = 59, "shStockConnectInflow"
    # 深股通净买入额
    SZ_StockConnectInflow = 60, "szStockConnectInflow"
    # 上市以来年化收益率 ETF
    ListingAnnualReturn = 61, "listingAnnualReturn"
    # 近1年年化收益率  ETF
    LstYearAnnualReturn = 62, "lstYearAnnualReturn"
    # 近2年年化收益率  ETF
    Lst2YearAnnualReturn = 63, "lst2YearAnnualReturn"
    # 近5年年化收益率  ETF
    Lst5YearAnnualReturn = 64, "lst5YearAnnualReturn"
    # 上市以来年化波动率  ETF
    ListingAnnualVolatility = 65, "listingAnnualVolatility"
    # 近1年年化波动率  ETF
    LstYearAnnualVolatility = 66, "lstYearAnnualVolatility"
    # 近2年年化波动率  ETF
    Lst2YearAnnualVolatility = 67, "lst2YearAnnualVolatility"
    # 近5年年化波动率  ETF
    Lst5YearAnnualVolatility = 68, "lst5YearAnnualVolatility"

MultiTagField

选股器-多标签筛选字段


class MultiTagField(FilterField):
    # 所属行业
    Industry = 1, "industry"
    # 所属概念
    Concept = 2, "concept"
    # 是否为otc股票.1=是，0=否
    isOTC = 3, "isOTC"
    StockCode = 4, "symbol"
    # 股票类型 stock or etf ;股票类型,非0表示该股票是ETF,1表示不带杠杆的etf,2表示2倍杠杆etf,3表示3倍etf杠杆,负值表示反向的ETF
    Type = 5, "type"
    # 成交量异常.1=是，0=否 ;当日实时成交量> 5* 最近一年的平均成交量
    Volume_Spike = 6, "volSpike"
    # 破净股票；市净率PB<1
    Net_Broken = 7, "netBroken"
    # 破发股票 ； 最新价<发行价
    Issue_Price_Broken = 8, "issuePriceBroken"
    # 跟踪指数/资产 - ETF
    PrimaryBenchmark = 9, "primaryBenchmark"
    # 发行人 - ETF
    Issuer = 10, "issuer"
    # 托管人 - ETF
    Custodian = 11, "custodian"
    # 分红频率 - ETF
    DistributionFrequency = 12, "distributionFrequency"
    # 是否支持期权 - ETF ; 1=是，0=否
    OptionsAvailable = 13, "optionsAvailable"
    # 今日创历史新高 - ETF 1=是，0=否
    Today_HistoryHigh = 14, "todayHistoryHigh"
    # 今日创历史新低 - ETF 1=是，0=否
    Today_HistoryLow = 15, "todayHistoryLow"
    # 股票包
    Stock_Package = 16, "StockPkg"
    # 52周最高 0 否 1是*
    Week52HighFlag = 17, "week52HighFlag"
    # 52周最低 0 否 1是
    Week52LowFlag = 18, "week52LowFlag"

SortDirection

选股器-排序方向

class SortDirection(Enum):
    NO = 'SortDir_No'  # 不排序
    ASC = 'SortDir_Ascend'  # 升序
    DESC = 'SortDir_Descend'  # 降序

AssetQuoteType

资产计价行情类型

class AssetQuoteType(Enum):
    # 包含盘前、盘中、盘后行情，夜盘时段使用T-1日盘后收盘价计算
    ETH = "ETH"
    # 仅盘中行情，盘前、盘后、夜盘时段使用盘中收盘价计算
    RTH = "RTH"
    # 只包含夜盘交易数据。盘前、盘中、盘后交易使用夜盘收盘价计算。
    OVERNIGHT = "OVERNIGHT"