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获取资金流向

2024-06-12 06:40| 来源: 网络整理| 查看: 265

Python Proto C# Java C++ JavaScript # get_capital_flow

get_capital_flow(stock_code, period_type = PeriodType.INTRADAY, start=None, end=None)

介绍

获取个股资金流向

参数

参数 类型 说明 stock_code str 股票代码 period_type PeriodType 周期类型 start str 开始时间 格式:yyyy-MM-dd 例如:“2017-06-20” end str 结束时间 格式:yyyy-MM-dd 例如:“2017-06-20” start 和 end 的组合如下 start 类型 end 类型 说明 str str start 和 end 分别为指定的日期 None str start 为 end 往前 365 天 str None end 为 start 往后 365 天 None None end 为 当前日期,start 往前 365 天

返回

参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK,返回资金流向数据 str 当 ret != RET_OK,返回错误描述 资金流向数据格式如下: 字段 类型 说明 in_flow float 整体净流入 main_in_flow float 主力大单净流入 仅历史周期(日、周、月)有效 super_in_flow float 特大单净流入 big_in_flow float 大单净流入 mid_in_flow float 中单净流入 sml_in_flow float 小单净流入 capital_flow_item_time str 开始时间 格式:yyyy-MM-dd HH:mm:ss精确到分钟 last_valid_time str 数据最后有效时间 仅实时周期有效

Example

from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_capital_flow("HK.00700", period_type = PeriodType.INTRADAY) if ret == RET_OK: print(data) print(data['in_flow'][0]) # 取第一条的净流入的资金额度 print(data['in_flow'].values.tolist()) # 转为 list else: print('error:', data) quote_ctx.close() # 结束后记得关闭当条连接,防止连接条数用尽 1234567891011Output last_valid_time in_flow ... main_in_flow capital_flow_item_time 0 N/A -1.857915e+08 ... -1.066828e+08 2021-06-08 00:00:00 .. ... ... ... ... ... 245 N/A 2.179240e+09 ... 2.143345e+09 2022-06-08 00:00:00 [246 rows x 8 columns] -185791500.0 [-185791500.0, -18315000.0, -672100100.0, -714394350.0, -698391950.0, -818886750.0, 304827400.0, 73026200.0, -2078217500.0, .. ... ... ... 2031460.0, 638067040.0, 622466600.0, -351788160.0, -328529240.0, 715415020.0, 76749700.0, 2179240320.0] 12345678910# Qot_GetCapitalFlow.proto

介绍

获取资金流向

参数

message C2S { required Qot_Common.Security security = 1; //股票 optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型 optional string beginTime = 3; // 开始时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 optional string endTime = 4; // 结束时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 } message Request { required C2S c2s = 1; } 123456789101112股票结构参见 Security 周期类型参见 PeriodType 返回 message CapitalFlowItem { required double inFlow = 1; // 整体净流入 optional string time = 2; //开始时间字符串,以分钟为单位 optional double timestamp = 3; //开始时间戳 optional double mainInFlow = 4; // 主力大单净流入,仅周期类型不为实时有效 optional double superInFlow = 5; // 特大单净流入 optional double bigInFlow = 6; // 大单净流入 optional double midInFlow = 7; // 中单净流入 optional double smlInFlow = 8; // 小单净流入 } message S2C { repeated CapitalFlowItem flowItemList = 1; //资金流向 optional string lastValidTime = 2; //数据最后有效时间字符串 optional double lastValidTimestamp = 3; //数据最后有效时间戳 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; } 12345678910111213141516171819202122232425262728接口调用结果,结构参见 RetType

协议 ID

3211

# GetCapitalFlow

uint GetCapitalFlow(QotGetCapitalFlow.Request req); virtual void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp);

介绍

获取资金流向

参数 message C2S { required Qot_Common.Security security = 1; //股票 optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型 optional string beginTime = 3; // 开始时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 optional string endTime = 4; // 结束时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 } message Request { required C2S c2s = 1; } 123456789101112股票结构参见 Security 周期类型参见 PeriodType 返回 message CapitalFlowItem { required double inFlow = 1; // 整体净流入 optional string time = 2; //开始时间字符串,以分钟为单位 optional double timestamp = 3; //开始时间戳 optional double mainInFlow = 4; // 主力大单净流入,仅周期类型不为实时有效 optional double superInFlow = 5; // 特大单净流入 optional double bigInFlow = 6; // 大单净流入 optional double midInFlow = 7; // 中单净流入 optional double smlInFlow = 8; // 小单净流入 } message S2C { repeated CapitalFlowItem flowItemList = 1; //资金流向 optional string lastValidTime = 2; //数据最后有效时间字符串 optional double lastValidTimestamp = 3; //数据最后有效时间戳 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; } 123456789101112131415161718192021222324252627接口调用结果,结构参见 RetType Example public class Program : FTSPI_Qot, FTSPI_Conn { FTAPI_Qot qot = new FTAPI_Qot(); public Program() { qot.SetClientInfo("csharp", 1); //设置客户端信息 qot.SetConnCallback(this); //设置连接回调 qot.SetQotCallback(this); //设置交易回调 } public void Start() { qot.InitConnect("127.0.0.1", (ushort)11111, false); } public void OnInitConnect(FTAPI_Conn client, long errCode, String desc) { Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID()); if (errCode != 0) return; QotCommon.Security sec = QotCommon.Security.CreateBuilder() .SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security) .SetCode("00700") .Build(); QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.CreateBuilder() .SetSecurity(sec) .SetPeriodType((int)QotCommon.PeriodType.PeriodType_INTRADAY) .Build(); QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.CreateBuilder().SetC2S(c2s).Build(); uint seqNo = qot.GetCapitalFlow(req); Console.Write("Send QotGetCapitalFlow: {0}\n", seqNo); } public void OnDisconnect(FTAPI_Conn client, long errCode) { Console.Write("Qot onDisConnect: {0}\n", errCode); } public void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp) { Console.Write("Reply: QotGetCapitalFlow: {0} {1}\n", nSerialNo, rsp.ToString()); Console.Write("inFlow: {0}\n", rsp.S2C.FlowItemListList[0].InFlow); } public static void Main(String[] args) { FTAPI.Init(); Program qot = new Program(); qot.Start(); while (true) Thread.Sleep(1000 * 600); } } 12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758Output Qot onInitConnect: ret=0 desc= connID=6939768707708965532 Send QotGetCapitalFlow: 3 Reply: QotGetCapitalFlow: 3 retType: 0 retMsg: "" errCode: 0 s2c { flowItemList { inFlow: 0 time: "2022-06-07 09:30:00" timestamp: 1654565400 superInFlow: 0 bigInFlow: 0 midInFlow: 0 smlInFlow: 0 } flowItemList { inFlow: -48348560 time: "2022-06-07 09:31:00" timestamp: 1654565460 superInFlow: -32509240 bigInFlow: -3675200 midInFlow: -7317740 smlInFlow: -4846380 } flowItemList { inFlow: -21132380 time: "2022-06-07 09:32:00" timestamp: 1654565520 superInFlow: -32509240 bigInFlow: -4001600 midInFlow: 13582880 smlInFlow: 1795580 } flowItemList { inFlow: 44127520 time: "2022-06-07 09:33:00" timestamp: 1654565580 superInFlow: -9580000 bigInFlow: 21937100 midInFlow: 19888960 smlInFlow: 11881460 } // ... flowItemList { inFlow: 22462640 time: "2022-06-07 10:43:00" timestamp: 1654569780 superInFlow: -56322820 bigInFlow: -27898060 midInFlow: 45435080 smlInFlow: 61248440 } flowItemList { inFlow: 15506920 time: "2022-06-07 10:44:00" timestamp: 1654569840 superInFlow: -56322820 bigInFlow: -32338060 midInFlow: 44214740 smlInFlow: 59953060 } lastValidTime: "2022-06-07 10:43:44" } inFlow: 0 1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465# getCapitalFlow

int getCapitalFlow(QotGetCapitalFlow.Request req); void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp);

介绍

获取资金流向

参数 message C2S { required Qot_Common.Security security = 1; //股票 optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型 optional string beginTime = 3; // 开始时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 optional string endTime = 4; // 结束时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 } message Request { required C2S c2s = 1; } 123456789101112股票结构参见 Security 周期类型参见 PeriodType 返回 message CapitalFlowItem { required double inFlow = 1; // 整体净流入 optional string time = 2; //开始时间字符串,以分钟为单位 optional double timestamp = 3; //开始时间戳 optional double mainInFlow = 4; // 主力大单净流入,仅周期类型不为实时有效 optional double superInFlow = 5; // 特大单净流入 optional double bigInFlow = 6; // 大单净流入 optional double midInFlow = 7; // 中单净流入 optional double smlInFlow = 8; // 小单净流入 } message S2C { repeated CapitalFlowItem flowItemList = 1; //资金流向 optional string lastValidTime = 2; //数据最后有效时间字符串 optional double lastValidTimestamp = 3; //数据最后有效时间戳 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; } 123456789101112131415161718192021222324252627接口调用结果,结构参见 RetType Example public class QotDemo implements FTSPI_Qot, FTSPI_Conn { FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot(); public QotDemo() { qot.setClientInfo("javaclient", 1); //设置客户端信息 qot.setConnSpi(this); //设置连接回调 qot.setQotSpi(this); //设置交易回调 } public void start() { qot.initConnect("127.0.0.1", (short)11111, false); } @Override public void onInitConnect(FTAPI_Conn client, long errCode, String desc) { System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID()); if (errCode != 0) return; QotCommon.Security sec = QotCommon.Security.newBuilder() .setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE) .setCode("00700") .build(); QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.newBuilder() .setSecurity(sec) .build(); QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.newBuilder().setC2S(c2s).build(); int seqNo = qot.getCapitalFlow(req); System.out.printf("Send QotGetCapitalFlow: %d\n", seqNo); } @Override public void onDisconnect(FTAPI_Conn client, long errCode) { System.out.printf("Qot onDisConnect: %d\n", errCode); } @Override public void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp) { if (rsp.getRetType() != 0) { System.out.printf("QotGetCapitalFlow failed: %s\n", rsp.getRetMsg()); } else { try { String json = JsonFormat.printer().print(rsp); System.out.printf("Receive QotGetCapitalFlow: %s\n", json); } catch (InvalidProtocolBufferException e) { e.printStackTrace(); } } } public static void main(String[] args) { FTAPI.init(); QotDemo qot = new QotDemo(); qot.start(); while (true) { try { Thread.sleep(1000 * 600); } catch (InterruptedException exc) { } } } } 12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667Output Send QotGetCapitalFlow: 2 Receive QotGetCapitalFlow: { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "flowItemList": [{ "inFlow": 0.0, "time": "2022-06-08 09:30:00", "timestamp": 1.6546518E9, "superInFlow": 0.0, "bigInFlow": 0.0, "midInFlow": 0.0, "smlInFlow": 0.0 }, { "inFlow": -4960940.0, "time": "2022-06-08 09:31:00", "timestamp": 1.65465186E9, "superInFlow": 0.0, "bigInFlow": -4857400.0, "midInFlow": -1.004904E7, "smlInFlow": 9945500.0 }, { "inFlow": -3260340.0, "time": "2022-06-08 09:32:00", "timestamp": 1.65465192E9, "superInFlow": -8140120.0, "bigInFlow": -4857400.0, "midInFlow": -7800660.0, "smlInFlow": 1.753784E7 }, { "inFlow": 5.715794E7, "time": "2022-06-08 09:33:00", "timestamp": 1.65465198E9, "superInFlow": 3.382238E7, "bigInFlow": 3508240.0, "midInFlow": 337820.0, "smlInFlow": 1.94895E7 }, { "inFlow": 6.58145E7, "time": "2022-06-08 09:34:00", "timestamp": 1.65465204E9, "superInFlow": 4.114658E7, "bigInFlow": -1.335444E7, "midInFlow": 1.37937E7, "smlInFlow": 2.422866E7 }, { "inFlow": 3.258944E7, "time": "2022-06-08 09:35:00", "timestamp": 1.6546521E9, "superInFlow": 4.114658E7, "bigInFlow": -2.083698E7, "midInFlow": 8570020.0, "smlInFlow": 3709820.0 }, //... { "inFlow": 1.4041278E9, "time": "2022-06-08 10:46:00", "timestamp": 1.65465636E9, "superInFlow": 5.3349552E8, "bigInFlow": 4.287602E8, "midInFlow": 2.4805104E8, "smlInFlow": 1.9382104E8 }, { "inFlow": 1.38049732E9, "time": "2022-06-08 10:47:00", "timestamp": 1.65465642E9, "superInFlow": 5.1425064E8, "bigInFlow": 4.287602E8, "midInFlow": 2.4901564E8, "smlInFlow": 1.8847084E8 }], "lastValidTime": "2022-06-08 10:47:25" } } 1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677# GetCapitalFlow

Futu::u32_t GetCapitalFlow(const Qot_GetCapitalFlow::Request &stReq); virtual void OnReply_GetCapitalFlow(Futu::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp) = 0;

介绍

获取资金流向

参数

message C2S { required Qot_Common.Security security = 1; //股票 optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型 optional string beginTime = 3; // 开始时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 optional string endTime = 4; // 结束时间(格式:yyyy-MM-dd),仅周期类型不为实时有效 } message Request { required C2S c2s = 1; } 123456789101112股票结构参见 Security 周期类型参见 PeriodType 返回 message CapitalFlowItem { required double inFlow = 1; // 整体净流入 optional string time = 2; //开始时间字符串,以分钟为单位 optional double timestamp = 3; //开始时间戳 optional double mainInFlow = 4; // 主力大单净流入,仅周期类型不为实时有效 optional double superInFlow = 5; // 特大单净流入 optional double bigInFlow = 6; // 大单净流入 optional double midInFlow = 7; // 中单净流入 optional double smlInFlow = 8; // 小单净流入 } message S2C { repeated CapitalFlowItem flowItemList = 1; //资金流向 optional string lastValidTime = 2; //数据最后有效时间字符串 optional double lastValidTimestamp = 3; //数据最后有效时间戳 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; } 123456789101112131415161718192021222324252627接口调用结果,结构参见 RetType Example class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn { public: Program() { m_pQotApi = FTAPI::CreateQotApi(); m_pQotApi->RegisterQotSpi(this); m_pQotApi->RegisterConnSpi(this); } ~Program() { if (m_pQotApi != nullptr) { m_pQotApi->UnregisterQotSpi(); m_pQotApi->UnregisterConnSpi(); FTAPI::ReleaseQotApi(m_pQotApi); m_pQotApi = nullptr; } } void Start() { m_pQotApi->InitConnect("127.0.0.1", 11111, false); } virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) { cout set_periodtype(Qot_Common::PeriodType::PeriodType_INTRADAY); m_pQotApi->GetCapitalFlow(req); cout


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