怎么获取资金流向数据？QMT内置python资金流向获取方法！

内置python

原型

内置python

# 逐笔成交统计日级
C.get_market_data_ex([],stock_list,period="transactioncount1d",start_time = "", end_time = "")
# 逐步成交统计1分钟级
C.get_market_data_ex([],stock_list,period="transactioncount1m",start_time = "", end_time = "")

参数

除period参数需指定为transactioncount1d 或者 transactioncount1m外，其余参数与ContextInfo.get_market_data_ex在新窗口打开一致

返回值

• 返回dict { stock_code1 : value1, stock_code2 : value2, ... }
• value1, value2, ... ：pd.DataFrame 数据集，index为time_list，columns为fields

提示

特大单：成交金额大于或等于100万元或成交量大于或等于5000手

大单：成交金额大于或等于20万元或成交量大于或等于1000手

中单：成交金额大于或等于4万元或成交量大于或等于200手

小单：其它为小单

字段名	数据类型	含义
time	int	时间戳
bidNumber	int	主买单总单数
bidMostVolume	int	主买特大单成交量
bidBigVolume	int	主买大单成交量
bidMediumVolume	int	主买中单成交量
bidSmallVolume	int	主买小单成交量
offNumber	int	主卖单总单数
offMostVolume	int	主卖特大单成交量
offBigVolume	int	主卖大单成交量
offMediumVolume	int	主卖中单成交量
offSmallVolume	int	主卖小单成交量
bidMostAmount	float	主买特大单成交额
bidBigAmount	float	主买大单成交额
bidMediumAmount	float	主买中单成交额
bidSmallAmount	float	主买小单成交额
offMostAmount	float	主卖特大单成交额
offBigAmount	float	主卖大单成交额
offMediumAmount	float	主卖中单成交额
offSmallAmount	float	主卖小单成交额
ddx	float	大单动向
ddy	float	涨跌动因
ddz	float	大单差分
zjbyNetInflow	int	资金博弈 净流入
zjbyMost	int	资金博弈 超大单
zjbyBig	int	资金博弈 大单
zjbyMedium	int	资金博弈 中单
zjbySmall	int	资金博弈 小单
netOrder	int	净挂
netWithdraw	int	净撤
withdrawBid	int	总撤买
withdrawOff	int	总撤卖
unactiveBidMostVolume	int	被动买特大单成交量
unactiveBidBigVolume	int	被动买大单成交量
unactiveBidMediumVolume	int	被动买中单成交量
unactiveBidSmallVolume	int	被动买小单成交量
unactiveOffMostVolume	int	被动卖特大单成交量
unactiveOffBigVolume	int	被动卖大单成交量
unactiveOffMediumVolume	int	被动卖中单成交量
unactiveOffSmallVolume	int	被动卖小单成交量
unactiveBidMostAmount	float	被动买特大单成交额
unactiveBidBigAmount	float	被动买大单成交额
unactiveBidMediumAmount	float	被动买中单成交额
unactiveBidSmallAmount	float	被动买小单成交额
unactiveOffMostAmount	float	被动卖特大单成交额
unactiveOffBigAmount	float	被动卖大单成交额
unactiveOffMediumAmount	float	被动卖中单成交额
unactiveOffSmallAmount	float	被动卖小单成交额

示例

python返回值

# coding:gbk


def init(C):
    return
    

def f(data):
    print(data)

def after_init(C):
    stock_list = ["000001.SZ"]
    if 1:
        download_history_data("000001.SZ","transactioncount1d",'','')
    
    
    C.subscribe_quote("000001.SZ","transactioncount1d",callback = f)
    # C.subscribe_quote("000001.SZ","transactioncount1d")
    print(C.get_market_data_ex([],stock_list,period="transactioncount1d",start_time = "", end_time = ""))
    pass

返回值

bidBigAmount                 3.53868e+08
bidBigVolmue                      333765
bidMediumAmount              9.43932e+07
bidMediumVolmue                    89050
bidMostAmount                1.76518e+09
bidMostVolmue                    1666209
bidNumber                           2523
bidSmallAmount               8.33361e+06
bidSmallVolmue                      7862
ddx                                30.73
ddy                                -9.83
ddz                                 2.48
netOrder                               0
netWithdraw                            0
offBigAmount                 3.22761e+08
offBigVolmue                      304380
offMediumAmount              7.95061e+07
offMediumVolmue                    74975
offMostAmount                1.16452e+09
offMostVolmue                    1099078
offNumber                           2071
offSmallAmount                  5.36e+06
offSmallVolmue                      5058
stime                           20240315
time                       1710432000000
unactiveBidBigAmount         3.22761e+08
unactiveBidBigVolmue              304380
unactiveBidMediumAmount      7.95061e+07
unactiveBidMediumVolmue            74975
unactiveBidMostAmount        1.16452e+09
unactiveBidMostVolmue            1099078
unactiveBidSmallAmount          5.36e+06
unactiveBidSmallVolmue              5058
unactiveOffBigAmount         3.53868e+08
unactiveOffBigVolmue              333765
unactiveOffMediumAmount      9.43932e+07
unactiveOffMediumVolmue            89050
unactiveOffMostAmount        1.76518e+09
unactiveOffMostVolmue            1666209
unactiveOffSmallAmount       8.33361e+06
unactiveOffSmallVolmue              7862
withdrawBid                            0
withdrawOff                            0
zjbyBig                         31107201
zjbyMedium                      14887134
zjbyMost                       600652357
zjbyNetInflow                  649620302
zjbySmall                        2973610
Name: 20240315, dtype: object
{'000001.SZ':           bidBigAmount  bidBigVolmue  bidMediumAmount  bidMediumVolmue  \
stime                                                                    
20240315   353868458.0        333765       94535250.0            89184   

          bidMostAmount  bidMostVolmue  bidNumber  bidSmallAmount  \
stime                                                               
20240315   1.765176e+09        1666209       2524       8333609.0   

          bidSmallVolmue    ddx    ...      unactiveOffMostVolmue  \
stime                              ...                              
20240315            7862  30.73    ...                    1666209   

          unactiveOffSmallAmount  unactiveOffSmallVolmue  withdrawBid  \
stime                                                                   
20240315               8333609.0                    7862            0   

          withdrawOff   zjbyBig  zjbyMedium   zjbyMost  zjbyNetInflow  \
stime                                                                   
20240315            0  31107201    15029164  600652357      649762332   

          zjbySmall  
stime                
20240315    2973610  

[1 rows x 48 columns]}