mike
657dc41c46
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
92 lines
2.7 KiB
Markdown
92 lines
2.7 KiB
Markdown
# LongPort CalcIndex Enum Reference
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## 估值相关 (Valuation)
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| Enum | 说明 | 单位 | 示例 |
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|------|------|------|------|
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| `PeTtmRatio` | PE TTM | 倍 | 49.91 |
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| `PbRatio` | PB | 倍 | 1.43 |
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| `DividendRatioTtm` | 股息率 TTM | % | 5.40 |
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| `TotalMarketValue` | 总市值 | 货币单位 | 55921577024.10 |
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## 行情相关 (Market)
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| Enum | 说明 | 单位 |
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|------|------|------|
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| `LastDone` | 最新价 | 货币单位 |
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| `ChangeRate` | 涨跌幅 | % |
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| `ChangeValue` | 涨跌额 | 货币单位 |
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| `Volume` | 成交量 | 股 |
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| `Turnover` | 成交额 | 货币单位 |
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| `TurnoverRate` | 换手率 | % |
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| `VolumeRatio` | 量比 | 倍 |
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| `Amplitude` | 振幅 | % |
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## 周期涨跌幅 (Period Returns)
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| Enum | 说明 |
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|------|------|
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| `FiveMinutesChangeRate` | 5分钟涨跌幅 |
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| `FiveDayChangeRate` | 5日涨跌幅 |
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| `TenDayChangeRate` | 10日涨跌幅 |
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| `HalfYearChangeRate` | 半年涨跌幅 |
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| `YtdChangeRate` | 年初至今涨跌幅 |
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## 期权相关 (Options)
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| Enum | 说明 |
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|------|------|
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| `ImpliedVolatility` | 隐含波动率 |
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| `Delta` | Delta |
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| `Gamma` | Gamma |
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| `Theta` | Theta |
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| `Vega` | Vega |
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| `Rho` | Rho |
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| `StrikePrice` | 行权价 |
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| `ExpiryDate` | 到期日 |
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| `Premium` | 溢价 |
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| `ItmOtm` | 价内/价外 |
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| `EffectiveLeverage` | 有效杠杆 |
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| `LeverageRatio` | 杠杆比率 |
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| `CallPrice` | 召回价 |
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| `ToCallPrice` | 距召回价 |
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| `ConversionRatio` | 换股比率 |
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| `BalancePoint` | 打和点 |
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| `OpenInterest` | 未平仓数 |
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| `OutstandingQty` | 街货量 |
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| `OutstandingRatio` | 街货占比 |
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| `UpperStrikePrice` | 上限价 |
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| `LowerStrikePrice` | 下限价 |
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| `WarrantDelta` | 窝轮Delta |
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## static_info 字段
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| 字段 | 说明 | 示例 |
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|------|------|------|
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| `symbol` | 代码 | O.US |
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| `name_cn` | 中文名 | Realty Income MD |
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| `name_en` | 英文名 | Realty Income MD |
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| `name_hk` | 港股名 | Realty Income MD |
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| `currency` | 货币 | USD |
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| `lot_size` | 每手股数 | 1 |
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| `eps` | EPS | 1.135 |
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| `eps_ttm` | EPS TTM | 1.202 |
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| `bps` | 每股净资产 | 41.98 |
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| `dividend_yield` | 股息率 | 3.237 |
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| `total_shares` | 总股本 | 932492530 |
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| `circulating_shares` | 流通股 | 930306268 |
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| `exchange` | 交易所 | NYSE |
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| `board` | 板块 | SecurityBoard.USMain |
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## 用法示例
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```python
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from longport import openapi
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from longport.openapi import CalcIndex
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cfg = openapi.Config.from_env()
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ctx = openapi.QuoteContext(config=cfg)
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# 估值指标
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resp = ctx.calc_indexes(['O.US'], [CalcIndex.PeTtmRatio, CalcIndex.PbRatio, CalcIndex.DividendRatioTtm])
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print(f'PE: {resp[0].pe_ttm_ratio}, PB: {resp[0].pb_ratio}, 股息率: {resp[0].dividend_ratio_ttm}%')
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# 基本面
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info = ctx.static_info(['O.US'])[0]
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print(f'EPS_TTM: {info.eps_ttm}, BPS: {info.bps}')
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```
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