qmt量化交易策略小白学习笔记第53期【qmt编程之期权数据】

qmt编程之获取期权数据

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获取期权数据

获取指定期权标的对应的期权品种列表

为了获取与指定期权标的相关的期权品种列表，你需要使用此函数操作。根据你的需求，这个过程将需要输入期权标的（如某个公司的股票代码）作为参数，接下来，该函数将返回所有与此期权标的相关的期权品种信息。这样的功能使投资者能够对期权市场有更详尽、全面的掌握，从而做出更科学、合理的投资决策。

方式1：内置python

调用方法

内置python

#encoding:gbk
def init(ContextInfo):
  pass

def after_init(ContextInfo):
  data=ContextInfo.get_option_undl_data(undl_code_ref)

参数

字段	类型	说明
undl_code_ref	string	期权标的代码

• undl_code_ref:期权标的代码,如'510300.SH'，传空字符串时获取全部标的数据

返回

提示

• 指定期权标的返回的是 列表类型
• 期权标的为空字符串返回的是 字典类型

示例

#encoding:gbk

def init(ContextInfo):
	ContextInfo.etf_code = "510050.SH"
	
def after_init(ContextInfo):
	data=ContextInfo.get_option_undl_data('510300.SH')
	print(data)

返回值

 ['10005347.SHO', '10005348.SHO', '10005349.SHO', '10005350.SHO', '10005351.SHO', '10005352.SHO', '10005353.SHO', '10005354.SHO', '10005355.SHO', '10005356.SHO', '10005357.SHO', '10005358.SHO', '10005359.SHO', '10005360.SHO', '10005361.SHO', '10005362.SHO', '10005363.SHO', '10005364.SHO', '10005387.SHO', '10005388.SHO', '10005391.SHO', '10005392.SHO', '10005467.SHO', '10005468.SHO', '10005783.SHO', '10005784.SHO', '10005785.SHO', '10005786.SHO', '10005787.SHO', '10005788.SHO', '10005789.SHO', '10005790.SHO', '10005791.SHO', '10005792.SHO', '10005793.SHO', '10005794.SHO', '10005795.SHO', '10005796.SHO', '10005797.SHO', '10005798.SHO', '10005799.SHO', '10005800.SHO', '10005867.SHO', '10005868.SHO', '10005875.SHO', '10005876.SHO', '10005897.SHO', '10005898.SHO', '10005931.SHO', '10005932.SHO', '10005933.SHO', '10005934.SHO', '10005935.SHO', '10005936.SHO', '10005937.SHO', '10005938.SHO', '10005939.SHO', '10005940.SHO', '10005941.SHO', '10005942.SHO', '10005943.SHO', '10005944.SHO', '10005945.SHO', '10005946.SHO', '10005947.SHO', '10005948.SHO', '10006007.SHO', '10006008.SHO', '10006019.SHO', '10006020.SHO', '10006021.SHO', '10006022.SHO', '10006023.SHO', '10006024.SHO', '10006043.SHO', '10006044.SHO', '10006045.SHO', '10006046.SHO', '10006047.SHO', '10006048.SHO', '10006049.SHO', '10006050.SHO', '10006051.SHO', '10006052.SHO', '10006053.SHO', '10006054.SHO', '10006055.SHO', '10006056.SHO', '10006057.SHO', '10006058.SHO', '10006059.SHO', '10006060.SHO', '10006117.SHO', '10006118.SHO', '10006135.SHO', '10006136.SHO', '10006137.SHO', '10006138.SHO', '10006139.SHO', '10006140.SHO', '10006141.SHO', '10006142.SHO']

方式2：原生python

调用方法

python

from xtquant import xtdata
xtdata.get_option_undl_data(undl_code_ref)

参数

字段	类型	说明
undl_code_ref	string	期权标的代码

• undl_code_ref:期权标的代码,如'510300.SH'，传空字符串时获取全部标的数据

返回

提示

• 指定期权标的返回的是 列表类型
• 期权标的为空字符串返回的是 字典类型

示例

from xtquant import xtdata
print(xtdata.get_option_undl_data("510300.SH"))

 返回值

 ['10005347.SHO', '10005348.SHO', '10005349.SHO', '10005350.SHO', '10005351.SHO', '10005352.SHO', '10005353.SHO', '10005354.SHO', '10005355.SHO', '10005356.SHO', '10005357.SHO', '10005358.SHO', '10005359.SHO', '10005360.SHO', '10005361.SHO', '10005362.SHO', '10005363.SHO', '10005364.SHO', '10005387.SHO', '10005388.SHO', '10005391.SHO', '10005392.SHO', '10005467.SHO', '10005468.SHO', '10005783.SHO', '10005784.SHO', '10005785.SHO', '10005786.SHO', '10005787.SHO', '10005788.SHO', '10005789.SHO', '10005790.SHO', '10005791.SHO', '10005792.SHO', '10005793.SHO', '10005794.SHO', '10005795.SHO', '10005796.SHO', '10005797.SHO', '10005798.SHO', '10005799.SHO', '10005800.SHO', '10005867.SHO', '10005868.SHO', '10005875.SHO', '10005876.SHO', '10005897.SHO', '10005898.SHO', '10005931.SHO', '10005932.SHO', '10005933.SHO', '10005934.SHO', '10005935.SHO', '10005936.SHO', '10005937.SHO', '10005938.SHO', '10005939.SHO', '10005940.SHO', '10005941.SHO', '10005942.SHO', '10005943.SHO', '10005944.SHO', '10005945.SHO', '10005946.SHO', '10005947.SHO', '10005948.SHO', '10006007.SHO', '10006008.SHO', '10006019.SHO', '10006020.SHO', '10006021.SHO', '10006022.SHO', '10006023.SHO', '10006024.SHO', '10006043.SHO', '10006044.SHO', '10006045.SHO', '10006046.SHO', '10006047.SHO', '10006048.SHO', '10006049.SHO', '10006050.SHO', '10006051.SHO', '10006052.SHO', '10006053.SHO', '10006054.SHO', '10006055.SHO', '10006056.SHO', '10006057.SHO', '10006058.SHO', '10006059.SHO', '10006060.SHO', '10006117.SHO', '10006118.SHO', '10006135.SHO', '10006136.SHO', '10006137.SHO', '10006138.SHO', '10006139.SHO', '10006140.SHO', '10006141.SHO', '10006142.SHO']