Lua基础数学库
math.exp(nParam)
- 函数描述
- 参数
- nParam[number]:指数 入参
- 返回值
- [number]
- 函数示例
e的nParam次方
math.acos(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
反余弦
math.atan(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
反正切
math.asin(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
反正弦
math.deg(nParam)
- 函数描述
- 参数
- nParam[number]:弧度 入参
- 返回值
- [number]:角度
- 函数示例
弧度转角度
math.deg(math.pi)
log10(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
计算10为底,nParam的对数
math.log(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
计算nParam的自然对数
math.ldexp(x,y)
- 函数描述
- 参数
- x[number];
- y[number]; 入参
- 返回值
- [number]
- 函数示例
计算x * (2 ^ y)
math.pow(x,y)
- 函数描述
- 参数
- x[number]:底数;
- y[num]:指数; 入参
- 返回值
- [number]
- 函数示例
计算x的y次幂
math.frexp(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]:x;
- [number]:y;
- 函数示例
将参数拆成x*(2^y)的形式
math.rad(nParam)
- 函数描述
- 参数
- nParam[number]:角度 入参
- 返回值
- [number]:弧度
- 函数示例
角度转弧度
math.sqrt(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
开平方
math.min(nParam1,nParam2,Param3...)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
取参数最小值
math.max(nParam1,nParam2,Param3...)
- 函数描述
- 参数
- nParam[number]: 入参
- 返回值
- [number]
- 函数示例
取多个参数中的最大值
math.abs(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]:入参的绝对值
- 函数示例
取绝对值
math.mod(x,y)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]:x除以y取余数
- 函数示例
取模
math.random(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
取随机数
math.modf(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]:整数部分;[num]:小数部分
- 函数示例
取整数和小数部分
math.randomseed(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- 无
- 函数示例
设随机数种子
math.ceil(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
向上取整
math.floor(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
向下取整
math.cos(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
余弦
math.pi
- 函数描述
- 参数
- 无
- 返回值
- [number]:圆周率
- 函数示例
圆周率
math.tan(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
正切
math.sin(nParam)
- 函数描述
- 参数
- nParam[number] 入参
- 返回值
- [number]
- 函数示例
正弦
iFinD(模块引用:luaifind)
luaifind.StockIndexFuturesCalc(strType, strDate)
- 函数描述
- 参数
- strType[string] "1":中国10年期固定利率国债收益率及,"2":中国人民币贷款基准利率6个月短期贷款利率
- strDate[string] 日期
- 返回值
- [一维数组] (如果计算出错,返回值第一个为nil,第二个为错误信息)
- 函数示例
获取1:中国10年期固定利率国债收益率及,2:中国人民币贷款基准利率6个月短期贷款利率
local ifind=require('luaifind') local t = {} t['无风险利率'] = ifind.StockIndexFuturesCalc('1', basedate)['num'] / 100.0 --中国国债曲线 10年期利率 t['昨日无风险利率'] = ifind.StockIndexFuturesCalc('1', predate)['num'] / 100.0 --中国国债曲线 10年期利率 t['当日无风险利率'] = ifind.StockIndexFuturesCalc('1', basedate)['num'] / 100.0 --中国国债曲线 10年期利率 --在6个月短期贷款利率基础上,加上5%,即6个月短期贷款利率+5% t['融券成本'] = ifind.StockIndexFuturesCalc('2', basedate)['num'] / 100.0 + 0.05 --在6个月短期贷款利率基础上,加上3%,即6个月短期贷款利率+3% t['融资利率'] = ifind.StockIndexFuturesCalc('2', basedate)['num'] / 100.0 + 0.03
luaifind.GetIfindData(requeststring)
- 函数描述
- 参数
- requeststring[string] 请求串,以逗号分隔
- 返回值
- 返回是否请求成功和指标值(table形式)
- 函数示例
请求ifind指标 请求串格式:指标名,同花顺代码,日期,是否除权...
require("luaifind"); local _, data1 = luaifind.GetIfindData('ths_zhjgr_future,TF1312.TF') --最后交割日 local _, data2 = luaifind.GetIfindData('ths_jdqrsjn_bond,TF1312.TF') --剩余期限(年)
luaifind.GetIfindPlate(pid,time)
- 函数描述
- 参数
- pid[string] 板块id
- time[string] 时间
- 返回值
- 返回是否请求成功和成分股(table形式)
- 函数示例
请求板块成分股 可以获取某个板块下的所有的成分股
require("luaifind"); local _, fdata = luaifind.GetIfindPlate('001005010', os.date("%Y%m%d")); --取全市场股票
mddb.GetIndexStockInfoFromIfind(indexcode)
- 函数描述
- 参数
- indexcode[string] 指数代码
- 返回值
- 返回包含成分股信息的Table和成功信息
- 函数示例
从IFind数据库获取指数信息 获取某一指数下的成分股信息
require('mddb') local data, err = mddb.GetConstituentStockByIndex('852226'); print('data, err',data, err)
lua基础字符操作函数
string.sub(strParam,i,j)
- 函数描述
- 参数
- strParam[string];
- i,j[number]:j=nil则默认取到最后(i,j为正则从头往后数,为负则从尾往前数) 入参
- 返回值
- [string]
- 函数示例
返回从字符串中从第i个字符到第j个字符的串
string.rep(strParam,n)
- 函数描述
- 参数
- strParam[string] 入参
- 返回值
- [string]
- 函数示例
返回字符串s的n个拷贝
string.upper(strParam)
- 函数描述
- 参数
- strParam[string] 入参
- 返回值
- [string]
- 函数示例
返回字符串全部字母大写
string.lower(strParam)
- 函数描述
- 参数
- strParam[string] 入参
- 返回值
- [string]
- 函数示例
返回字符串全部字母小写
string.format(strParam)
- 函数描述
- 参数
- strParam:类似printf的输入参数 入参
- 返回值
- [string]
- 函数示例
返回一个类似printf的格式化字符串
string.len(strParam)
- 函数描述
- 参数
- strParam[string] 入参
- 返回值
- [number]
- 函数示例
计算字符串长度
string.char(nParam1,nParam2...)
- 函数描述
- 参数
- nParam[number]:多个整形数据 入参
- 返回值
- [string]
- 函数示例
将整型数字转成字符并连接
string.gsub(strParam,str,objstr,n)
- 函数描述
- 参数
- strParam[string]:原字符串 str[string]:被替换的字符串 objstr[string]:目标字符串 n[number]:替换次数 入参
- 返回值
- [string]:替换后的字符串
- 函数示例
在字符串中替换
string.find(strParam,str,n)
- 函数描述
- 参数
- strParam[string]:待查找字符串
- str[string]:目标字符串
- n[number]:其实查找位置,nil则默认从头查找 入参
- 返回值
- [number]:起始位置;
- [number]:终止位置
- 函数示例
在字符串中查找第一次出现的位置
技术分析库(模块引用:ta)
STOCHRSI((High, Low, Close, optInFastK_Period, optInFastD_Period, optInFastD_MAType))
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInFastK_Period[int] 可选,从1到100000 optInFastD_Period[int] 可选,从1到100000 optInFastD_MAType[int] 可选,参见MA
- 返回值
- [double] [double]
- 函数示例
(Stochastic Relative Strength Index)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( STOCHRSI( High, 14, 5, 3, 0) ) ; end
TRIX(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( TRIX( Close, 5 ) ) ; end
BETA(input2, input2, optInTimePeriod)
- 函数描述
- 参数
- input2[double] 一维数组 input2[double] 一维数组 Close[double] optInTimePeriod可选,2到100000
- 返回值
- [double] 一维数组
- 函数示例
Beta指标(Beta)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result16,err = BETA(opendata,highdata,5) print('--------Beta--------',result16,err)
AD(High, Low, Close, Volume)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 Volume[double] 一维数组 成交量
- 返回值
- [double] 一维数组
- 函数示例
Chaikin A/D 线(Chaikin A/D Line)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result2,err = AD(highdata,lowdata,closedata,voldata) print('--------AD--------',result2,err)
ADOSC(High, Low, Close, Volume, FastPeriod, SlowPeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 Volume[double] 一维数组 成交量 FastPeriod[int] 可选,2到100000 SlowPeriod[double] 可选,2到100000
- 返回值
- [double] 一维数组
- 函数示例
Chaikin 摇摆指标(Chaikin A/D Oscillator)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result4,err = ADOSC(highdata,lowdata,closedata,voldata,5,10) print('--------ADOSC--------',result4,err)
CDLCLOSINGMARUBOZU(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
Closing Marubozu
"require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result28,err = CDLCLOSINGMARUBOZU(opendata,highdata,lowdata,closedata,10) print('--------CDLCLOSINGMARUBOZU--------',result28,err)"
FLOOR(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 余弦的角
- 函数示例
FLOOR
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = FLOOR(Close) print("----- data ,err----", data )
HT_DCPERIOD(input)
- 函数描述
- 参数
- input[double] 一维数组 开盘价
- 返回值
- [double] 一维数组
- 函数示例
Hilbert转换(Hilbert Transform - Dominant Cycle Period)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = HT_DCPERIOD(Close) print("----- data ,err----", data )
HT_DCPHASE(input)
- 函数描述
- 参数
- input[double] 一维数组 开盘价
- 返回值
- [double] 一维数组
- 函数示例
Hilbert转换(Hilbert Transform - Dominant Cycle Phase)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = HT_DCPHASE(Close) print("----- data ,err----", data )
HT_TRENDLINE(input)
- 函数描述
- 参数
- input[double] 一维数组 开盘价
- 返回值
- [double] 一维数组
- 函数示例
Hilbert转换(Hilbert Transform - Instantaneous Trendline)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = HT_TRENDLINE(Close) print("----- data ,err----", data )
HT_PHASOR(input)
- 函数描述
- 参数
- input[double] 一维数组 开盘价
- 返回值
- [double] 一维数组
- 函数示例
Hilbert转换(Hilbert Transform - Phasor Components)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = HT_PHASOR(Close) print("----- data ,err----", data )
HT_SINE(input)
- 函数描述
- 参数
- input[double] 一维数组 开盘价
- 返回值
- [double] 一维数组
- 函数示例
Hilbert转换(Hilbert Transform - SineWave)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local data = HT_SINE(Open) print("----- data ,err----", data )
HT_TRENDMODE(input)
- 函数描述
- 参数
- input[double] 一维数组 开盘价
- 返回值
- [double] 一维数组
- 函数示例
Hilbert转换(Hilbert Transform - Trend vs Cycle Mode)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = HT_TRENDMODE(Close) print("----- data ,err----", data )
Log10(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
Log10
require("ta") ; print ( LOG10( {1,5,10,15,20} ) ) ;
CDLLONGLINE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
Long Line Candle
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =CDLLONGLINE(Open, High, Low, Close) print("----- data ,err----", data )
MACDEXT(input, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType, optInSignalPeriod
- 函数描述
- 参数
- input[double] 一维数组 开盘价 optInFastPeriod[int] 可选,从2到100000 optInSlowPeriod[int] 可选,从2到100000 optInSignalPeriod[int] 可选,从1到100000 optInSlowMAType[int] 可选,具体参数参考MA optInSignalPeriod[int] 可选,具体参数参考MA optInSignalMAType[int] 可选,具体参数参考MA
- 返回值
- [double] 一维数组 MACD [double] 一维数组 DIFF [double] 一维数组 DEA
- 函数示例
MACD with controllable MA type
require("ta") ; require("luahq"); local Ret, Err = luahq.GetKLine("1A0001", "day", -200, 0 ) if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Close = Ret["1A0001"]["11"] print ( MACDEXT( Close, 12,0, 26, 0, 9,0 ) ) ; end
MACD(input, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)
- 函数描述
- 参数
- input[double] 一维数组 开盘价 optInFastPeriod[int] 可选,从2到100000 optInSlowPeriod[int] 可选,从2到100000 optInSignalPeriod[int] 可选,从1到100000
- 返回值
- [double] 一维数组 MACD [double] 一维数组 DIFF [double] 一维数组 DEA
- 函数示例
平滑异同平均Moving Average Convergence/Divergence)
require("ta") ; require("luahq"); local Ret, Err = luahq.GetKLine("1A0001", "day", -200, 0 ) if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Close = Ret["1A0001"]["11"] print ( MACD( Close, 12, 26, 9 ) ) ; end
CDLMARUBOZU(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
Marubozu
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLMARUBOZU(Open, High, Low, Close) print("----- data ,err----", data )
MINUS_DI(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 Close[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
Minus Directional Indicator
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( MINUS_DI(High, Low, Close, 5 ) ) ; end
MINUS_DM(High, Low, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 Close[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
Minus Directional Movement
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( MINUS_DM(High, Low, 5 ) ) ; end
MOM(High, Low, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
Movement
MAVP(inReal, inPeriods, optInMinPeriod, optInMaxPeriod, optInMAType)
- 函数描述
- 参数
- inReal[double] 一维数组 开盘价 inPeriods[double] 一维数组 最高价 optInMinPeriod[int] 可选,从2到100000 optInMaxPeriod[int] 可选,从2到100000 optInMAType[int] 可选,具体参数参考MA
- 返回值
- [double] 一维数组
- 函数示例
(Moving average with variable period)
require("ta") ; require("luahq") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Close = Ret["1A0001"]["11"] ; local High = Ret["1A0001"]["8"] ; print ( MAVP( Close, High, 5, 10, 0 ) ) ; end
PLUS_DI(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 Close[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double]
- 函数示例
Plus Directional Indicator
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( PLUS_DI(High, Low, Close, 14 ) ) ; end
PLUS_DM(High, Low, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double]
- 函数示例
Plus Directional Movement
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( PLUS_DM(High, Low, 14 ) ) ; end
CDLRICKSHAWMAN(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
Rickshaw Man
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data ,err =CDLRICKSHAWMAN(Open, High, Low, Close) print("----- data ,err----", data ,err)
CDLRISEFALL3METHODS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
Rising/Falling Three Methods
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data ,err = CDLRISEFALL3METHODS(Open, High, Low, Close) print("----- data ,err----", data ,err)
CDLTASUKIGAP(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
Tasuki缺口(Tasuki Gap)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLTASUKIGAP(Open, High, Low, Close) print("----- data ,err----", data )
MULT(input1, input2)
- 函数描述
- 参数
- input1[double] 一维数组 input2 [double] 一维数组
- 返回值
- [double]
- 函数示例
Vector Arithmetic Mult
require("ta") ; print ( MULT({1,3,5}, {2,4,6 } ) ) ;
CEIL(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
Vector Ceil
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = CEIL(Close) print("----- data ,err----", data )
CDLKICKINGBYLENGTH(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
bull/bear determined by the longer marubozu
"require(""ta""); require(""luahq""); local code = ""300033""; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =CDLKICKINGBYLENGTH(Open, High, Low, Close) print(""----- data ,err----"", data ) "
AROONOSC(High, Low, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 optInTimePeriod[int] 可选,2到100000
- 返回值
- [double] 一维数组
- 函数示例
阿隆震荡指标(Aroon Oscillator)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result9,err = AROONOSC(highdata,lowdata,10) print('--------AROONOSC--------',result9,err)
AROON(High, Low, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 optInTimePeriod[int] 可选,2到100000
- 返回值
- [double] 一维数组
- 函数示例
阿隆指标(Aroon)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result8,err = AROON(highdata,lowdata,10) print('--------AROON--------',result8,err)
PPO(input, optInFastPeriod, optInSlowPeriod, optInMAType)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [int]
- 函数示例
百分比价格震荡(Percentage Price Oscillator)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( PPO( Close, 12, 26, 0 ) ) ; end
ROCP(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double]
- 函数示例
变动率百分比指标(Rate of change Percentage: (price-prevPrice)/prevPrice)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( ROCP( Close, 5 ) ) ; end
ROC(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [int]
- 函数示例
变动率指标(Rate of change : ((price/prevPrice)-1)*100)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( ROC( Close, 5 ) ) ; end
ROCR(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double]
- 函数示例
变动速率指标(Rate of change ratio: (price/prevPrice))
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( ROCR( Close, 5 ) ) ; end
STDDEV(input, optInTimePeriod, optInNbDev)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,2到100000 optInNbDev[double] 可选
- 返回值
- 返回余弦的角
- 函数示例
标准差
require("ta") ; require("luahq") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( STDDEV( Close, 5, 1 ) ) ; end
NATR(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 Close[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
标准化平均波幅通道技术指标(Normalized Average True Range)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( NATR(High, Low, Close, 5 ) ) ; end
BBANDS(input, optInTimePeriod, optInNbDevUp, optInNbDevDn, optInMAType)
- 函数描述
- 参数
- input[double] 一维数组 最高价 optInTimePeriod可选,2到100000 SlowPeriod[double] 可选,2到100000
- 返回值
- [int] 开始有效位;
- [int] 有效位数;
- [table] boll上轨值列表;
- [table] boll中轨值列表;
- [table] boll下轨值列表;
- 函数示例
布林线指标(Bollinger Bands)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result1,result2,result3,result4,result5,err = BBANDS(closedata,20,2,2,0) print('--------BBANDS--------',result1,result2,result3,result4,result5,err)
CDLSTALLEDPATTERN(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
步步为营 一长阳线前后皆有一小阳线在长阳线附近,为继续型态的一种,但已需当心反转(Stalled Pattern)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLSTALLEDPATTERN(Open, High, Low, Close) print("----- data ,err----", data )
CDLLONGLEGGEDDOJI(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
长腿十字星型态(Long Legged Doji)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data ,err =CDLLONGLEGGEDDOJI(Open, High, Low, Close) print("----- data ,err----", data ,err)
CDLTAKURI(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
长下影线的蜻蜓十字星型态(Dragonfly Doji with very long lower shadow)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =CDLTAKURI(Open, High, Low, Close) print("----- data ,err----", data )
CDLMORNINGSTAR(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
晨星 下降趋势第一日长黑,第二日实体跳空向下,第三日反转深入第一日的实体内(Morning Star)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLMORNINGSTAR(Open, High, Low, Close) print("----- data ,err----", data )
CDLMORNINGDOJISTAR(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
晨星十字 晨星的第二日为十字线,转折多头的机会较晨星更强(Morning Doji Star)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLMORNINGDOJISTAR(Open, High, Low, Close) print("----- data ,err----", data )
TYPPRICE(High, Low, Close)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 Close[double] 一维数组
- 返回值
- [double]
- 函数示例
初始价格(Typical Price)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( TYPPRICE( High, Low, Close ) ) ; end
CDLTHRUSTING(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价
- High[double] 一维数组 最高价
- Low[double] 一维数组 最低价
- Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
穿线 长阴线后出现一阳线进入阴线实体内,未过实体一半,为下跌趋势继续型态,可由数日内无法再次出现类似型态判定(Thrusting Pattern)
CDLHAMMER(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
锤子线 实体在K线上方,几乎无上影线,且下影线超过实体两倍以上,为反转型态(Hammer)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result40,err = CDLHAMMER(opendata,highdata,lowdata,closedata) print('--------CDLHAMMER--------',result40,err)
CDLADVANCEBLOCK(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
大敌当前 连三阳线后两者实体缩短或有上影线,为三白兵的变形,涨势力道较三白兵弱(Advance Block)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result25,err = CDLADVANCEBLOCK(opendata,highdata,lowdata,closedata) print('--------CDLADVANCEBLOCK--------',result25,err)
CDLINVERTEDHAMMER(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
倒状锤子 实体在K线下方,几乎无下影线,且上影线超过实体两倍以上,尚需有数日涨势的确认可判断为底部反转讯号(Inverted Hammer)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result49,err = CDLINVERTEDHAMMER(opendata,highdata,lowdata,closedata) print('--------CDLINVERTEDHAMMER--------',result49,err)
CDLABANDONEDBABY(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
底部弃婴 三根K线组成,中间是十字线,前后成岛状反转,为反转讯号(Abandoned Baby)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result24,err = CDLABANDONEDBABY(opendata,highdata,lowdata,closedata,10) print('--------CDLABANDONEDBABY--------',result24,err)
CDLHANGINGMAN(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
吊人 涨势中出现一日下影线超过实体两倍以上阳线,为反转空头讯号,确认可由是否发生数日跌势阴线判定(Hanging Man)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result41,err = CDLHANGINGMAN(opendata,highdata,lowdata,closedata) print('--------CDLHANGINGMAN--------',result41,err)
DX(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInTimePeriod[int] 从2到100000
- 返回值
- [double] 一维数组
- 函数示例
动向指标(Directional Movement Index)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = DX(High, Low, Close, 3) print("----- data ,err----", data )
CDLUNIQUE3RIVER(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价
- High[double] 一维数组 最高价
- Low[double] 一维数组 最低价
- Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
独特三河底 第一日为长黑线,第二日创新低的锤子,第三日收实体在第二日实体下的小阳线(Unique 3 River)
CDLSHORTLINE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
短线蜡烛(Short Line Candle)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =CDLSHORTLINE(Open, High, Low, Close) print("----- data ,err----", data )
CDLBELTHOLD(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
多空头反转信号(Belt-hold)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result26,err = CDLBELTHOLD(opendata,highdata,lowdata,closedata) print('--------CDLBELTHOLD--------',result26,err)
CDLPIERCING(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价
- High[double] 一维数组 最高价
- Low[double] 一维数组 最低价
- Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
多头贯穿 下降趋势第一日长黑,第二日跳空开低收盘深入前一日长黑线实体中(Piercing Pattern)
ACOS(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 余弦的角
- 函数示例
反三角函数ACOS
require('ta') local result1,err = ACOS({0.1,0.2,1}) print('--------ACOS---------',result1,err)
EXP(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double]一维数组 返回自然对数底e的N次方
- 函数示例
反三角函数ACOS
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = EXP(Close) print("----- data ,err----", data )
ASIN(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] ?晃???正弦的角
- 函数示例
反三角函数ASIN
require('ta') local result10,err = ASIN({0.1,0.2,1}) print('--------ASIN--------',result10,err)
ATAN(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 正切的角
- 函数示例
反三角函数ATAN
require('ta') local result11,err = ATAN({0.1,0.2,1}) print('--------ATAN--------',result11,err)
CDLSEPARATINGLINES(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
隔离线 跌势中一逆势上涨阳线,与次日持续下跌阴线开盘价相同,跌势将持续(Separating Lines)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data ,err = CDLSEPARATINGLINES(Open, High, Low, Close) print("----- data ,err----", data ,err)
WILLR(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 Close[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
威廉指标(Williams %R)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( WILLR( High, Low, Close, 5 ) ) ; end
VAR(input, optInTimePeriod, optInNbDev)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,2到100000 optInNbDev[double]
- 返回值
- [double] 方差
- 函数示例
计算数组的方差
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( VAR( Close, 5, 10 ) ) ; end
MININDEX(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [int]
- 函数示例
计算一段时间的最低点下标()
require("ta") ; print ( MININDEX( {1,2,3,4,15,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}, 3 ) ) ;
MINMAX(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 最高点 [double] 最低点
- 函数示例
计算一段时间的最高点和最低点(Lowest and highest values over a specified period)
require("ta") ; print ( MINMAX( {1,2,3,4,15,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}, 5 ) ) ;
MINMAXINDEX(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [int] 最高点下标 [int] 最低点下标
- 函数示例
计算一段时间的最高点和最低点的下标(Indexes of lowest and highest values over a specified period)
require("ta") ; print ( MINMAXINDEX( {1,2,3,4,15,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}, 5 ) ) ;
CDLHOMINGPIGEON(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
家鸽 母子线型态子线同为阴线(Homing Pigeon)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result46,err = CDLHOMINGPIGEON(opendata,highdata,lowdata,closedata) print('--------CDLHOMINGPIGEON--------',result46,err)
SMA(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
简单移动平均线(Simple Moving Average)
require("ta") ; print ( SMA( {1,2,3,4,15,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}, 5 ) ) ;
CDLLADDERBOTTOM(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
阶梯底 下降趋势收连日下跌,一续跌K线留长上影线,次日即反转上涨(Ladder Bottom)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =CDLLADDERBOTTOM(Open, High, Low, Close) print("----- data ,err----", data )
CDLINNECK(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
颈内线 一日长黑后,第二日收小涨阳线,再度跌破一日低点后下跌趋势持续(In-Neck Pattern)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result48,err = CDLINNECK(opendata,highdata,lowdata,closedata) print('--------CDLINNECK--------',result48,err)
OBV(input, Volume, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 Volume[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double]
- 函数示例
净额成交量(On Balance Volume)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( OBV(Close, Vol, 5 ) ) ; end
APO(input, FastPeriod, SlowPeriod, optInMAType)
- 函数描述
- 参数
- input[double] 一维数组 最高价 FastPeriod[int] 可选,2到100000 SlowPeriod[int] 可选,2到100000 optInMAType[int] 可选,从0到8,Sma=0,Ema=1,Wma=2,Dema =3,Tema =4,Trima=5,Kama =6,Mama =7,T3=8
- 返回值
- [double] 一维数组
- 函数示例
绝对价格震荡(Absolute Price Oscillator)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result7,err = APO(closedata,5,10,0) print('--------APO--------',result7,err)
KAMA(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 开盘价 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [int] 一维数组
- 函数示例
卡夫曼自适应移动平均(Kaufman Adaptive Moving Average)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = KAMA(Close,2) print("----- data ,err----", data )
STOCHF((High, Low, Close, optInFastK_Period, optInFastD_Period, optInFastD_MAType))
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInFastK_Period[int] 可选,从1到100000 optInFastD_Period[int] 可选,从1到100000 optInFastD_MAType[int] 可选,参见MA
- 返回值
- [double] [double]
- 函数示例
快随机指标(Stochastic Fast)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( STOCHF( High, Low, Close, 5, 3, 0, 3, 0 ) ) ; end
CDLIDENTICAL3CROWS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
类三鸦 连三阴线第三日创新低,可含十字线,为可能反转型态(Identical Three Crows)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result47,err = CDLIDENTICAL3CROWS(opendata,highdata,lowdata,closedata) print('--------CDLIDENTICAL3CROWS--------',result47,err)
CDL3OUTSIDE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
两日长阳吃掉前日阴线(Three Outside Up/Down)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result22,err = CDL3OUTSIDE(opendata,highdata,lowdata,closedata) print('--------CDL3OUTSIDE--------',result22,err)
CDL3INSIDE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
两阳吃一阴/两阴吃一阳,多空转折信号(Three Inside Up/Down)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result20,err = CDL3INSIDE(opendata,highdata,lowdata,closedata) print('--------CDL3INSIDE--------',result20,err)
CDLSHOOTINGSTAR(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
流星 上升趋势出现带有长上影线之小实体,且几乎没有下影线,头部反转信号(Shooting Star)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLSHOOTINGSTAR(Open, High, Low, Close) print("----- data ,err----", data )
MAMA(input, optInFastLimit, optInSlowLimit)
- 函数描述
- 参数
- input[double] 一维数组 收盘价
- optInFastLimit[double] 可选,从0.01到0.09 最高价
- optInSlowLimit[double] 可选,从0.01到0.09
- 返回值
- [double] 一维数组
- [double] 一维数组
- 函数示例
梅萨自适应移动平均线(MESA Adaptive Moving Average)
CDLHARAMICROSS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
母子十字 第二日子线为十字线,头部反转信号(Harami Cross Pattern)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result43,err = CDLHARAMICROSS(opendata,highdata,lowdata,closedata) print('--------CDLHARAMICROSS--------',result43,err)
CDLGRAVESTONEDOJI(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
墓碑十字星 开盘价和收盘价相同(Gravestone Doji)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result39,err = CDLGRAVESTONEDOJI(opendata,highdata,lowdata,closedata) print('--------CDLGRAVESTONEDOJI--------',result39,err)
CDL3STARSINSOUTH(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
南方三星 三日阴K线,价位区间收敛形成一个右箭头,为反转信号(Three Stars In The South)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result23,err = CDL3STARSINSOUTH(opendata,highdata,lowdata,closedata) print('--------STARSINSOUTH--------',result23,err)
SAR(High, Low, optInAcceleration, optInMaximum)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最高价 optInAcceleration[int] 可选,从0到3e+37 optInMaximum[int] 可选,从0到3e+37
- 返回值
- [double]
- 函数示例
抛物线转向指标(Parabolic SAR)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( SAR(High, Low, 0.2, 0.02 ) ) ; end
CORREL(input1, input2, optInTimePeriod)
- 函数描述
- 参数
- input1[double] 一维数组 变量1 input2[double] 一维数组 变量2 optInTimePeriod[int] 从2到100000,一般取9,14,20
- 返回值
- [double] 一维数组
- 函数示例
皮尔逊相关系数(Pearson Correlation Coefficient)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data ,err = CORREL(Open, High, 0.8) print("----- data ,err----", data ,err)
SQRT(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
平方根
require("ta") ; print ( SQRT( {1,25,100,16, 20 } ) ) ;
ADXR(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInTimePeriod[int] 可选,2到100000
- 返回值
- [double] 一维数组
- 函数示例
平均动向指数评估指标(Average Directional Movement Index Rating)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result6,err = ADXR(highdata,lowdata,closedata,10) print('--------ADXR--------',result6,err)
AVGPRICE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [double] 一维数组
- 函数示例
平均价格(Average Price)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result13,err = AVGPRICE(opendata,highdata,lowdata,closedata) print('--------AVGPRICE--------',result13,err)
ADX(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 Volume[double] 一维数组 成交量 FastPeriod[int] 可选,2到100000 SlowPeriod[int] 可选,2到100000
- 返回值
- [double] 一维数组
- 函数示例
平均趋向指标(Average Directional Movement Index)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result5,err = ADX(highdata,lowdata,closedata,10) print('--------ADX--------',result5,err)
ATR(High, Low, Close, N)
- 函数描述
- 参数
- High[double]一维数组 最高价序列 Low[double]一维数组 最低价序列 Close[double]一维数组 收盘价序列 N为可选参数, FROM 1 to 100000)
- 返回值
- [double] 一维数组
- 函数示例
平均真实波幅(Average True Range)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result12,err = ATR(highdata,lowdata,closedata,5) print('--------ATR--------',result12,err)
CDLONNECK((Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
破颈线 跌势中第一日出现长黑,第二日小阳线收盘价接近前日低价,下降趋势持续(On-Neck Pattern)
"require(""ta""); require(""luahq""); local code = ""300033""; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLONNECK(Open, High, Low, Close) print(""----- data ,err----"", data )"
CDLGAPSIDESIDEWHITE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
齐阳线 两阳线开盘价相同,实体长度亦相等,为连续型态(Up/Down-gap side-by-side white lines)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result38,err = CDLGAPSIDESIDEWHITE(opendata,highdata,lowdata,closedata) print('--------CDLGAPSIDESIDEWHITE--------',result38,err)
CMO(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 收盘价 optInTimePeriod[int] 从2到100000,一般取9,14,20
- 返回值
- [double] 一维数组
- 函数示例
钱德动量摇摆指标(Chande Momentum Oscillator)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = CMO(Close,3) print("----- data ,err----", data )
MAX(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,2到100000
- 返回值
- [double] 最大值
- 函数示例
取数组中的最da值
require("ta") ; print ( MAX( {1,5,30,15,20}, 2) ) ;
MIN(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,2到100000
- 返回值
- [double] 最小值
- 函数示例
取数组中的最小值
require("ta") ; print ( MIN( {1,2,3,4,15,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}, 3 ) ) ;
CDLHIKKAKE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
日经指数模式(Hikkake Pattern)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result44,err = CDLHIKKAKE(opendata,highdata,lowdata,closedata) print('--------CDLHIKKAKE--------',result44,err)
CDL3WHITESOLDIERS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
三白兵 连三长阳连创新高,为涨势连续型态(Three Advancing White Soldiers)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result50,err = CDL3WHITESOLDIERS(opendata, highdata, lowdata, closedata) print('--------STARSINSOUTH--------',result50,err)
COS(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 余弦值
- 函数示例
三角函数COS
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data =COS( Close) print("----- data ,err----", data )
COSH(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 双曲余弦值
- 函数示例
三角函数COSH
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data[code]['11'] local data =COSH(Close) print("----- data ,err----", data )
SIN(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 正弦值
- 函数示例
三角函数SIN
require("ta") ; print ( SIN( {math.pi *0/6, math.pi *1/6, math.pi *1/4, math.pi *1/3, math.pi *1/2, math.pi } ) ) ;
SINH(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
三角函数SINH
require("ta") ; print ( SINH( {math.pi *0/6, math.pi *1/6, math.pi *1/4, math.pi *1/3, math.pi *1/2, math.pi } ) ) ;
TAN(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 正切值
- 函数示例
三角函数TAN
require("ta") ; print ( TAN( {math.pi *0/6, math.pi *1/6, math.pi *1/4, math.pi *1/3, math.pi *1/2, math.pi } ) ) ;
TANH(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组 返回TANH
- 函数示例
三角函数TANH
require("ta") ; print ( TANH( {math.pi *0/6, math.pi *1/6, math.pi *1/4, math.pi *1/3, math.pi *1/2, math.pi } ) ) ;
TRIMA(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
三角形移动平均(Triangular Moving Average)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( TRIMA( Close, 5 ) ) ; end
CDL3LINESTRIKE(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
三日连涨后,一日长黑跌破前三日涨势(Three-Line Strike)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result21,err = CDL3LINESTRIKE(opendata,highdata,lowdata,closedata) print('--------CDL3LINESTRIKE--------',result21,err)
CDLTRISTAR(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
三星 近似夜星,为三线皆是十字线,亦为头部反转型态(Tristar Pattern)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLTRISTAR(Open, High, Low, Close) print("----- data ,err----", data )
CDL3BLACKCROWS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
三鸦 连三长阴线连创新低,为跌势连续型态(Three Black Crows)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result19,err = CDL3BLACKCROWS(opendata,highdata,lowdata,closedata) print('--------CDL3BLACKCROWS--------',result19,err)
T3(input, optInTimePeriod, optInVFactor)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000 optInTimePeriod[int] 可选,从0到1
- 返回值
- [double] 一维数组
- 函数示例
三重指数移动平均线(Triple Exponential Moving Average)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( T3( Close, 5, 0 ) ) ; end
TEMA(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [int]
- 函数示例
三重指数移动平均线(Triple Exponential Moving Average)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( TEMA( Close, 5 ) ) ; end
CDLUPSIDEGAP2CROWS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
上升缺口两乌鸦(Upside Gap Two Crows)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLUPSIDEGAP2CROWS(Open, High, Low, Close) print("----- data ,err----", data )
CDLDOJISTAR(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
十字线 涨势十字,为可能反转或中继信号(Doji Star)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result33,err = CDLDOJISTAR(opendata,highdata,lowdata,closedata) print('--------CDLDOJISTAR--------',result33,err)
CDLDOJI(Open, High, Low, Close, optInPenetration)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInPenetration[int] 从0到3e+37
- 返回值
- [int] 一维数组
- 函数示例
十字线 涨势十字,为可能反转或中继信号(Doji)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLDOJI(Open, High, Low, Close, 2) print("----- data ,err----", data )
TSF(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
时间连续预测(Time Series Forecast)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( TSF( Close, 5 ) ) ; end
BOP(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double]一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [double] 一维数组
- 函数示例
势力均衡(Balance Of Power)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result15,err = BOP(opendata,highdata,lowdata,closedata) print('--------BOP--------',result15,err)
CDLMATHOLD(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
手持垫 同上升三法,差别在于第二日阴线为向上跳空高于第一日(Mat Hold)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLMATHOLD(Open, High, Low, Close) print("----- data ,err----", data )
ADD(input1, input2)
- 函数描述
- 参数
- input1[double] 一维数组 input2[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
数组相加
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result3,err = ADD(closedata,highdata) print('--------ADD--------',result3,err)
SUM(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
数组相加
require("ta") ; print ( SUM( {1,3,5,7,9},3 ) ) ;
SUB(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
数组相减
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =SUB(Close) print("----- data ,err----", data )
DIV(input1, input2)
- 函数描述
- 参数
- input1[double] 一维数组 input2[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
数组之间相除
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = DIV(Open, Close) print("----- data ,err----", data )
CDL2CROWS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
双鸦 涨势中一日长黑,开前日阳线内,收在前两日实体内,为高档空头转折信号(Two Crows)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result18,err = CDL2CROWS(opendata,highdata,lowdata,closedata) print('--------CDL2CROWS--------',result18,err)
DEMA(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 收盘价 optInTimePeriod[int] 从2到100000,一般取9,14,20
- 返回值
- [double] 一维数组
- 函数示例
双指数移动平均线(Double Exponential Moving Average)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data =DEMA(Close, 3) print("----- data ,err----", data )
CCI(High, Low, Close, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInTimePeriod[int] 可选,2到100000
- 返回值
- [double] 一维数组
- 函数示例
顺势指标(Commodity Channel Index)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result17,err = CCI(highdata,lowdata,closedata,5) print('--------CCI--------',result17,err)
STOCH(High, Low, Close, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType, optInSlowD_Period,
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInFastK_Period[int] 可选,从1到100000 optInSlowK_Period[int] 可选,从1到100000 optInSlowK_MAType[int] 可选,参见MA optInSlowD_Period[int] 可选,从1到100000 optInSlowD_MAType[int] 可选,参见MA
- 返回值
- [double] [double]
- 函数示例
随机指标(Stochastic)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( STOCH( High, Low, Close, 5, 3, 0, 3, 0 ) ) ; end
CDLXSIDEGAP3METHODS(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
跳空上升三法 上升趋势中,跳空突破后一日长黑回补缺口,为上升趋势连续型态(Upside/Downside Gap Three Methods)
" require(""ta""); require(""luahq""); local code = ""300033""; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLXSIDEGAP3METHODS(Open, High, Low, Close) print(""----- data ,err----"", data ) "
CDLBREAKAWAY(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
突破线 下跌/上涨趋势突破过前三日(Breakaway)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result27,err = CDLBREAKAWAY(opendata,highdata,lowdata,closedata) print('--------CDLBREAKAWAY--------',result27,err)
CDLENGULFING(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
吞噬型态 反转讯号(Engulfing Pattern)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result35,err = CDLENGULFING(opendata,highdata,lowdata,closedata) print('--------CDLENGULFING--------',result35,err)
CDLSPINNINGTOP(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
陀螺线(Spinning Top)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLSPINNINGTOP(Open, High, Low, Close) print("----- data ,err----", data )
WMA(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
移动加权平均指标(Weighted Moving Average)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( WMA( Close, 5 ) ) ; end
CDLDARKCLOUDCOVER(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
乌云罩顶 长阳线后次日出现长阴线,阴线开盘高于前日最高价,收盘深入阳线实体内(Dark Cloud Cover)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLDARKCLOUDCOVER(Open, High, Low, Close) print("----- data ,err----", data )
LINEARREG(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[double] 可选参数,从2到100000
- 返回值
- [double] 线性回归值
- 函数示例
线性回归
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = LINEARREG(Close,3) print("----- data ,err----", data )
LINEARREG_INTERCEPT(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[double] 可选参数,从2到100000
- 返回值
- [double] 线性回归截距
- 函数示例
线性回归截距
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = LINEARREG_INTERCEPT(Close,3) print("----- data ,err----", data )
LINEARREG_ANGLE(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[double] 可选参数,从2到100000
- 返回值
- [double] 线性回归偏离角值
- 函数示例
线性回归偏离角
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = LINEARREG_ANGLE(Close,3) print("----- data ,err----", data )
LINEARREG_SLOPE(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[double] 可选参数,从2到100000
- 返回值
- [int] 一维数组
- 函数示例
线性回归斜率
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Close = data1[code]['11']; local data = LINEARREG_SLOPE(Close,2) print("----- data ,err----", data )
CDLMATCHINGLOW(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
相对低点 下降趋势中,开盘较前日高,收盘与前日相同的K线,为阳转讯号(Matching Low)
" require(""ta""); require(""luahq""); local code = ""300033""; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =CDLMATCHINGLOW(Open, High, Low, Close) print(""----- data ,err----"", data ) "
RSI(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double]
- 函数示例
相对强弱指标(Relative Strength Index)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( RSI( Close, 5 ) ) ; end
CDLSTICKSANDWICH(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
阳转三明治 两阴线包住一阳线,阳线区间在两阴线之间,且阴线再创新低(Stick Sandwich)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = CDLSTICKSANDWICH(Open, High, Low, Close) print("----- data ,err----", data )
CDLEVENINGSTAR(Open, High, Low, Close, optInPenetration)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInPenetration[int] 可选,从0到3e+37
- 返回值
- [int] 一维数组
- 函数示例
夜星 上升趋势第一日长红,第二日实体跳空向上,第三日反转深入第一日的实体内(Evening Star)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data ,err =CDLEVENINGSTAR(Open,High,Low,Close,0)
CDLEVENINGDOJISTAR(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价
- High[double] 一维数组 最高价
- Low[double] 一维数组 最低价
- Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
夜星十字 夜星的第二日为十字线,转折空头的机会较夜星更强(Evening Doji Star)
MIDPOINT(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 开盘价
- optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double]
- 函数示例
一段时间的中间点(MidPoint over period)
require("ta") ; print ( MIDPOINT( {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}, 5 ) ) ;
MIDPRICE(High, Low, optInTimePeriod)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
一段时间的中间价格(Midpoint Price over period)
require("ta") ; require("luahq") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( MIDPRICE( High, Low, 5 ) ) ; end
MAXINDEX(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 optInTimePeriod[int] 可选,从1到100000
- 返回值
- [int]
- 函数示例
一段时间的最高价(Index of highest value over a specified period)
require("ta") ; print ( MAXINDEX( {1,5,30,15,20}, 2) ) ;
MA(input, optInTimePeriod, optInMAType)
- 函数描述
- 参数
- input[double] 一维数组 开盘价 optInTimePeriod[int] 可选,从2到100000 optInMAType[int] 从0到8,Sma=0,Ema=1,Wma=2,Dema =3,Tema =4,Trima=5,Kama =6,Mama =7,T3=8
- 返回值
- [int] 一维数组
- 函数示例
移动平均(Moving average)
require("ta") ; print ( MA( {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20}, 5, 0 ) ) ;
CDLKICKING(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
阴转/阳转(Kicking)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data =CDLKICKING(Open, High, Low, Close) print("----- data ,err----", data )
CDLHARAMI(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
阴转母子线 涨势中第二日K线完全位于第一日的实体之内,为反转型态(Harami Pattern)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result42,err = CDLHARAMI(opendata,highdata,lowdata,closedata) print('--------CDLHARAMI--------',result42,err)
CDLCOUNTERATTACK(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
阴转线 上升趋势中跳空上涨,收盘回升到前日价位(Counterattack)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result30,err = CDLCOUNTERATTACK(opendata,highdata,lowdata,closedata) print('--------CDLCOUNTERATTACK--------',result30,err)
CDLCONCEALBABYSWALL(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
隐体吞噬 连两日长黑K后,第三日高点过第二日收盘价,第四日开高走低创新低,为反转型态(Concealing Baby Swallow)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result29,err = CDLCONCEALBABYSWALL(opendata,highdata,lowdata,closedata) print('--------CDLCONCEALBABYSWALL--------',result29,err)
CDLHIKKAKEMOD(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
优化日经指数模式(Modified Hikkake Pattern)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result45,err = CDLHIKKAKEMOD(opendata,highdata,lowdata,closedata) print('--------CDLHIKKAKEMOD--------',result45,err)
TRANGE(High, Low, Close)
- 函数描述
- 参数
- High[double] 一维数组 Low[double] 一维数组 Close[double] 一维数组
- 返回值
- [int]
- 函数示例
真实波动幅度指标(True Range)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( TRANGE( High, Low, Close ) ) ; end
EMA(input, optInTimePeriod)
- 函数描述
- 参数
- input[double] 一维数组 收盘价 optInTimePeriod[int] 从2到100000,一般取9,14,20
- 返回值
- [double] 一维数组
- 函数示例
指数移动平均(Exponential Moving Average)
require("ta"); require("luahq"); local code = "300033"; local data1, err = luahq.GetKLine(code,'day', -60, 0); local Open = data1[code]['7']; local High = data1[code]['8']; local Low = data1[code]['9']; local Close = data1[code]['11']; local data = EMA(Close, 2) print("----- data ,err----", data )
MEDPRICE(High, Low)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价
- 返回值
- [double] 一维数组
- 函数示例
中间价(Median Price)
require("ta") ; require("luahq") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Open = Ret["1A0001"]["7"] ; local High = Ret["1A0001"]["8"] ; local Low = Ret["1A0001"]["9"] ; local Close = Ret["1A0001"]["11"] ; print ( MEDPRICE( High, Low ) ) ; end
ULTOSC(High, Low, Close, optInTimePeriod1, optInTimePeriod2, optInTimePeriod3)
- 函数描述
- 参数
- High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInTimePeriod1[int] 可选,从1到100000 optInTimePeriod2[int] 可选,从1到100000 optInTimePeriod3[int] 可选,从1到100000
- 返回值
- [double] 一维数组
- 函数示例
终极波动指标(Ultimate Oscillator)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( ULTOSC( High, Low, Close, 5, 10, 30 ) ) ; end
MFI(High, Low, Close, Volume, optInTimePeriod)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价 optInTimePeriod[int] 可选,从2到100000
- 返回值
- [double] 一维数组
- 函数示例
资金流向指标(Money Flow Index)
require("luahq") ; require("ta") ; local Ret, Err = luahq.GetKLine("1A0001", "day", -100, 0 ) ; if type(Ret) == "table" and next(Ret) and type(Ret["1A0001"]) == "table" and next(Ret["1A0001"]) then local Time = Ret["1A0001"]["1"] ; --时间 local Open = Ret["1A0001"]["7"] ; --开盘价 local High = Ret["1A0001"]["8"] ; --最高价 local Low = Ret["1A0001"]["9"] ; --最低价 local Close = Ret["1A0001"]["11"] ; --收盘价 local Vol = Ret["1A0001"]["13"] ; --成交量 print ( MFI( High, Low, Close, Vol, 5 ) ) ; end
LN(input)
- 函数描述
- 参数
- input[double] 一维数组
- 返回值
- [double] 一维数组
- 函数示例
自然对数收益率
require("ta") ; print ( LN( {1,5,10,15,20} ) ) ;
CDLDRAGONFLYDOJI(Open, High, Low, Close)
- 函数描述
- 参数
- Open[double] 一维数组 开盘价 High[double] 一维数组 最高价 Low[double] 一维数组 最低价 Close[double] 一维数组 收盘价
- 返回值
- [int] 一维数组
- 函数示例
蜻蜓线 开盘收盘都在市场的最高点(Dragonfly Doji)
require('ta') require('luahq') ---------------------------------------------------------------------------------------- local data = luahq.GetQuote('300033','day','OPEN,HIGH,LOW,CLOSE,VOL',-30,0) local opendata = data['300033']['7'] local highdata = data['300033']['8'] local lowdata = data['300033']['9'] local closedata = data['300033']['11'] local voldata = data['300033']['13'] ---------------------------------------------------------------------------------------- local result34,err = CDLDRAGONFLYDOJI(opendata,highdata,lowdata,closedata) print('--------CDLDRAGONFLYDOJI--------',result34,err)
交易(模块引用:trade)
ETFBuyElement(AccountID,ETFSecurityID,OrderUnits,MarketID,ParametersList)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- ETFSecurityID[string] 篮子编号
- OrderUnits[number] 申购单位
- MarketID[string] 市场代码
- ParametersList[table] 扩展参数表
- 返回值
- return[table] 回报信息
- key:AccountID[string] 资金帐号
- key:Side[string] 买卖方式
- key:ExecOrderStatus[string] 订单状态
- key:ExecOrderStatus[number] 已执行数量
- key:ErrorCode[string] 错误代码
- key:ExecType[string] 订单类型
- key:Message[string] 信息说明
- key:SecurityID[string] 资产编号
- key:OrigTime[string] 回报时间
- key:SessionID[string] 会话ID
- key:ANSTYPE[string] 应答标记("0":成功;"1":失败)
- key:SendingTime[string] 发送时间
- key:ExecOrderID[string] 执行ID,普通买卖时等于订单号
- key:UserRequestID[string] 请求ID
- 函数示例
按照ETF成分购买成分股
ETFAppendElement(AccountID,ExecOrderID,ETFSecurityID,OrderUnits,MarketID,ParametersList)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- ExecOrderID[string] 执行ID
- ETFSecurityID[string] 篮子编号
- OrderUnits[number] 申购单位
- MarketID[string] 市场代码
- ParametersList[table] 扩展参数表
- 返回值
- return[table] 回报信息
- key:AccountID[string] 资金帐号
- key:Side[string] 买卖方式
- key:ExecOrderStatus[string] 订单状态
- key:ExecOrderStatus[number] 已执行数量
- key:ErrorCode[string] 错误代码
- key:ExecType[string] 订单类型
- key:Message[string] 信息说明
- key:SecurityID[string] 资产编号
- key:OrigTime[string] 回报时间
- key:SessionID[string] 会话ID
- key:ANSTYPE[string] 应答标记("0":成功;"1":失败)
- key:SendingTime[string] 发送时间
- key:ExecOrderID[string] 执行ID,普通买卖时等于订单号
- key:UserRequestID[string] 请求ID
- 函数示例
ETF成分股买卖追单
ETFCancelOrder(AccountID,ExecOrderID)
- 函数描述
- 参数
- AccountID[string] 用户帐号
- ExecOrderID[string] 执行ID
- 返回值
- return[sting] 执行ID(母单号)
- 函数示例
ETF申购赎回撤单
ETFSellElement(AccountID,ETFSecurityID,OrderUnits,MarketID,ParametersList)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- ETFSecurityID[string] 篮子编号
- OrderUnits[number] 申购单位
- MarketID[string] 市场代码
- ParametersList[table] 扩展参数表
- 返回值
- return[table] 回报信息
- key:AccountID[string] 资金帐号
- key:Side[string] 买卖方式
- key:ExecOrderStatus[string] 订单状态
- key:ExecOrderStatus[number] 已执行数量
- key:ErrorCode[string] 错误代码
- key:ExecType[string] 订单类型
- key:Message[string] 信息说明
- key:SecurityID[string] 资产编号
- key:OrigTime[string] 回报时间
- key:SessionID[string] 会话ID
- key:ANSTYPE[string] 应答标记("0":成功;"1":失败)
- key:SendingTime[string] 发送时间
- key:ExecOrderID[string] 执行ID,普通买卖时等于订单号
- key:UserRequestID[string] 请求ID
- 函数示例
按照ETF成分卖出成分股
StockQueryExecution(AccountID, MarketID, SecurityID, OrderID, OrderStartTime, OrderEndTime)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码(非必须参数)
- SecurityID[string] 证券代码(非必须参数,不传查全部)
- OrderID[string] 合同编号,按合同编号查委托的情况(非必须参数,不传查全部)
- OrderStartTime[string] 查询起始日期(非必须参数)
- OrderEndTime[string] 查询结束日期(非必须参数)
- 返回值
- return[二维table] 成交信息
- ANSTYPE[string] 返回结果标志("1"成功,其他表示失败)
- RetData[table] 成交表
- key:TradeVolume[number] 成交数量
- key:SecurityExchange[string] 交易所
- key:TransactTime[string] 成交时间
- key:Symbol[string] 证券名称
- key:SecurityID[string] 证券代码
- key:GrossTradeAmt[number] 成交金额
- key:Side[string] 买卖方式
- key:AvgPx[number] 买入均价
- key:SettlDate[string] 成交日期
- key:ClOrdID[string] 合同编号
- key:InvestorID[string] 股东帐户
- key:ExecID[string] 成交编号
- key:CxlQty[number] 撤销数量
- 函数示例
查询成交
local trade = require('trade'); ------------初始化股票---------- local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local param = {}; param.AccountID = account; param.MarketID = 'SHA'; param.OrderStartTime = '20150415'; param.OrderEndTime = '20150430'; local result, errmsg = trade.StockQueryExecution(param.AccountID, param.MarketID,nil,nil,param.OrderStartTime,param.OrderEndTime) if result and next(result) then print('查询成交成功',result) else print('查询成交失败: ',errmsg) end
StockQueryPosition(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- return[二维table] 持仓信息
- ANSTYPE[string] 返回结果标志("1"成功,其他表示失败)
- RetData[table] 持仓表
- key:LastPx[number] 市价
- key:AvailableAmt[number] 可用数量
- key:ActualAmt[number] 实际数量
- key:Symbol[string] 股票名称
- key:InvestorID[string] 股东帐户
- key:AccountSecPosition[number] 股票余额
- key:AmtPerUnit[number] 单位数量
- key:AvailablePurchaseAmt[number] 可申购数量
- key:AvgPx[number] 买入均价
- key:Currency[string] 币种代码(0-人民币 1-港币 2-美元)
- key:Yield[number] 盈亏比例
- key:FrozenAmt[number] 冻结数量
- key:NetMoney[number] 盈亏
- key:NetMoney[number] 浮动盈亏
- key:SecurityExchange[string] 交易所
- OutMainCntryUIndex[number] 股票市值
- SecurityID[string] 资产编号
- 函数示例
查询持仓
local trade = require('trade'); ------------初始化股票---------- local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local result, errmsg = trade.StockQueryPosition(account) if result then print('查询持仓成功',result) else print('查询持仓失败:'..errmsg) end
CreditQueryCollateral(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- Index[int]索引
- SecurityID[string]证券代码
- Symbol[string]证券名称
- SecurityExchange[string]交易市场 MarketName[string]市场名称
- DiscRatio[double]折扣比例
- 函数示例
查询担保品
local AccountID = "12"; local retMsg, msgErr = trade.CreditQueryCollateral(AccountID); print("查询融券负债明细retMsg",retMsg,"msgErr",msgErr,"account",AccountID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryCollateral() end end RegisterEvent('quant','OnStart',0);
CreditQueryCancelableEntrust(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- return[table] 二维表
- Key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: SecurityID[string] 证券代码
- Key: Symbol[string] 证券名称
- Key: OrderEntryTime[string] 委托时间
- Key: Price[number] 委托价格
- Key: AvgPx[number] 成交价格
- Key: OrderQty[number] 委托数量
- Key: TradeVolume[number] 成交数量
- Key: Side[string] 操作
- Key: OrdStatus[string] 委托状态
- Key: EntrustBS[string] 买卖类别
- Key: ClOrdID[string] 合同编号
- Key: InvestorID[string] 股东账户
- Key: SecurityExchange[string] 交易市场
- Key:CxlQty[number]撤单数量
- 函数示例
查询可撤委托
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryCancelableEntrust() local SecurityID = "000001"; local AccountID = "12"; local MarketID = "XYSZA"; local StartDate = os.date("%Y%m%d"); local EndDate = StartDate; local ret,errmsg = trade.CreditQueryCancelableEntrust(AccountID, MarketID, SecurityID, nil, StartDate, EndDate) print("查询可撤委托同步返回ret",ret,"errmsg",errmsg) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryCancelableEntrust(); end end RegisterEvent('quant','OnStart',0);
StockOptionQueryCancelableEntrust(AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- 返回值
- return[table] 回报信息(二维表)
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: CoveredFlag [string] 备兑标志
- Key: OrderPrice [number] 委托价格
- Key: EntrustBs [string] 买卖方向
- Key: EntrustDate [string] 委托日期
- Key: CoverdutyHedgeAmount [number] 备兑义务方对冲数量
- Key: FundAccount [string] 衍生品资金账户
- Key: WithdrawFlag [string] 撤单标志
- Key:ExchangeType[string] 交易所
- Key: OptionAccount [string] 衍生品合约账户
- Key: OptContractID [string] 期权合约标识
- Key: AvgPx [number] 成交价格
- Key: ClOrdID [string] 合同编号
- Key: TradeName [string] 订单名称
- Key: TradeVolume [number] 成交数量
- Key: OptionCode[string] 期权交易代码
- Key: OrderQty [number] 委托数量
- Key: OptionName [string] 期权名称
- Key: EntrustTime [string] 委托时间
- Key: EntrustType [string] 委托类别
- Key: EntrustProp [string] 委托属性
- Key: EntrustOc [string] 开平仓方向
- Key: FunddutyHedgeAmount [number] 资金义务对冲数量
- Key: WithdrawAmount [number] 撤单数量
- Key: EntrustStatus [string] 委托状态
- Key: RightHedgeAmount [number] 权利方对冲数量
- 函数示例
查询可撤委托
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQueryCancelableEntrust() local ret, msg = trade.StockOptionQueryCancelableEntrust(StockAccount); print('call trade.StockOptionQueryCancelableEntrust', ret, msg) end TestStockOptionQueryCancelableEntrust()
CreditQueryShortSellStocks(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- return[table] 二维表
- Key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: SecurityID[string] 证券代码
- Key: Symbol[string] 证券名称
- Key:MarketName[string] 交易市场
- Key: ShortsellBailBalance [number] 融资保证金比例
- Key: AvailableAmt [number] 可融数量
- 函数示例
查询可融券卖出标的券
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryShortSellStocks() local AccountID = "12"; local retMsg,msgErr = trade.CreditQueryShortSellStocks(AccountID); print("信用查询可融券卖出标的券同步返回retMsg",retMsg,"msgErr",msgErr) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryShortSellStocks(); end end RegisterEvent('quant','OnStart',0);
CreditQueryShortSellAmt(AccountID, MarketID, SecurityID, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码,SHASZA,SHBSZB
- SecurityID[string]证券代码
- Price[double]委托价格
- 返回值
- Amount[int] 可委托数量
- 函数示例
查询可融券卖出数量
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryShortSellAmt() local SecurityID = "000001"; local AccountID = "12"; local MarketID = "XYSZA"; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditQueryShortSellAmt(AccountID, MarketID, SecurityID, Price); print("查询可融券卖出数量ret",ret,"err",err,"AccountID",AccountID,"MarketID", MarketID,"SecurityID", SecurityID,"Price", Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryShortSellAmt(); end end RegisterEvent('quant','OnStart',0);
CreditQueryLeveragedBuyStocks(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- return[table] 二维表
- Key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: SecurityID[string] 证券代码
- Key: Symbol[string] 证券名称
- Key:MarketName[string] 交易市场
- Key:BinanceBailBalance[number] 融资保证金比例
- Key:EndDate[string] 有效截止日期
- 函数示例
查询可融资买入标的券
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryLeveragedBuyStocks() local AccountID = "12"; local retMsg,msgErr = trade.CreditQueryLeveragedBuyStocks(AccountID); print("信用查询可融资买入标的retMsg",retMsg,"msgErr",msgErr, "account",AccountID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryLeveragedBuyStocks(); end end RegisterEvent('quant','OnStart',0);
CreditQueryLeveragedBuyAmt(AccountID, MarketID, SecurityID, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码,SHASZA,SHBSZB
- SecurityID[string]证券代码
- Price[double]委托价格
- 返回值
- Amount[int] 可委托数量
- 函数示例
查询可融资买入数量量
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryLeveragedBuyAmt() local SecurityID = "000001";local AccountID = "12"; local MarketID = "XYSZA"; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditQueryLeveragedBuyAmt(AccountID, MarketID, SecurityID, Price); print("查询可融资买入数量ret",ret,"err",err,"AccountID",AccountID,"MarketID", MarketID,"SecurityID", SecurityID,"Price", Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryLeveragedBuyAmt(); end end RegisterEvent('quant','OnStart',0);
CreditQueryBuyAmt(AccountID, MarketID, SecurityID, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码,SHASZA,SHBSZB
- SecurityID[string]证券代码
- Price[double]委托价格
- 返回值
- Amount[int] 可委托数量
- 函数示例
查询可信用买入数量
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryBuyAmt() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditQueryBuyAmt(AccountID, MarketID, SecurityID, Price); print("查询可信用买入数量ret",ret,"err",err,"AccountID",AccountID,"MarketID", MarketID,"SecurityID", SecurityID,"Price", Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryBuyAmt(); end end RegisterEvent('quant','OnStart',0);
CreditQuerySellAmt(AccountID, MarketID, SecurityID, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码,SHASZA,SHBSZB
- SecurityID[string]证券代码
- Price[double]委托价格
- 返回值
- Amount[int] 可委托数量
- 函数示例
查询可信用卖出数量
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQuerySellAmt() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditQuerySellAmt(AccountID, MarketID, SecurityID, Price); print("查询可信用卖出数量ret",ret,"err",err,"AccountID",AccountID,"MarketID", MarketID,"SecurityID", SecurityID,"Price", Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQuerySellAmt(); end end RegisterEvent('quant','OnStart',0);
StockOptionQueryAvailableAsset(AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- 返回值
- OptionCode[string]期权合约代码 OptionName[string]期权合约名称 OptionTradingCode[string]合约交易代码
- OptionType[string]期权合约类型 OptionSide[string]持仓方向
- OptionCoverFlag[string]备兑标志 EnableAmount[int]可用数量
- OptionBalance[int]合约余额
- PreAmount[int]合约昨日余额
- FrozenAmount[int]合约冻结数量
- UnforozenAmount[int]解冻数量 SecurityPrinciple[double]买入成本 OutMainCntryUIndex[double]期权合约市值
- NetMoney[double]浮动盈亏
- AvgIncomeBalance[double]累计盈亏
- ExitProfit[double]累计平仓盈亏 OptionMargin[double]保证金
- OptionPremium[double]权利金 OptionAccount[string]期权合约账户
- SubAccount[string]证券账户子编码 SecurityExchange[string]交易市场
- 函数示例
查询可用合约资产
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQueryAvailableAsset() local ret, msg = trade.StockOptionQueryAvailableAsset(StockAccount); print('call trade.StockOptionQueryAvailableAsset', ret, msg) end TestStockOptionQueryAvailableAsset()
BasketQueryList(param)
- 函数描述
- 参数
- BasketID[string] 篮子ID,不传查全部
- callbackFunc[string] 篮子回调函数,首次调用须传,之后可以不传
- 返回值
- result[bool]:调用结果,返回算法调用结果,一般为正确
- retmsg[string]:调用信息
- 函数示例
查询篮子信息
local trade = require('trade') --篮子异步回调 function BasketCallback(t) print('------------回调信息------------',tostring(t)) end --删除篮子 function DeleteBasket() local requestdata = {} requestdata.BasketID = "36f947eb-3349-476f-b24b-6d73509711be"; local ret, msg = trade.BasketDelete(requestdata) print('----------------删除篮子----------------') print(ret, msg) end --修改篮子 function UpdateBasket() local requestdata = { ["BasketNote"] = "", ["Option"] = "info", ["BasketID"] = "36f947eb-3349-476f-b24b-6d73509711be", ["BasketName"] = "test", ["DefOrdQty"] = 300, } local ret, msg = trade.BasketModify(requestdata) print('----------------修改篮子----------------') print(ret, msg) end --查询篮子 function QueryBasket(t) t = t or {}; local requestdata = {}; requestdata['cmd'] = 'basket'; requestdata['BasketID'] = t['BasketID']; requestdata['callbackFunc'] = 'BasketCallback'; local ret, msg = trade.BasketQueryList(requestdata); print('----------------查询篮子----------------') print(ret, msg) end --创建篮子 function CreateBasket() local requestdata = { ["BasketOption"] = "amount", ["BasketNote"] = "", ["BasketName"] = "test", ["DefOrdQty"] = 100, } local ret, msg = trade.BasketCreate(requestdata); print('----------------创建篮子----------------') print(ret, msg) end local bFirst = true; function OnStart() trade.SetTradeMode('stock'); trade.SetTacticRunMode(true); local init_ret, accountlist,account = trade.InitTrade(); --初始化成功 if #(accountlist or {}) > 0 then if bFirst then QueryBasket(); --查询篮子 CreateBasket(); --创建篮子 UpdateBasket(); --修改篮子 DeleteBasket(); --删除篮子 bFirst = false; else trade.ReregisterCallback({callbackFunc = 'BasketCallback'}); --注册篮子回调 end accountList = accountlist; end end RegisterEvent('quant', 'OnStart', 0);
FutureQueryInstrumentMarginRate
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:HedgeFlag(string) 投机套保标志
- Key:InvestorID(string) 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请
- 函数示例
查询期货合约手续费率
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['current_account'] = current_account; Request['HedgeFlag'] = 1; Request['InvestorID'] = current_account; local ret, err = trade.FutureQueryInstrumentMarginRate(Request); end
FutureQueryInstrumentCommissionRate
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:InvestorID(string) 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请
- 函数示例
查询期货合约手续费率
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['InvestorID'] = current_account; Request['InstrumentID'] = InstrumentID; local ret, err = trade.FutureQueryInstrumentCommissionRate(Request); end
CreditQuerySloLiabilities(AccountID, SecurityID, StartDate, EndDate)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string]证券代码,不必要
- StartDate[string]查询起始日期,不必要
- EndDate[string]查询截止日期,不必要
- 返回值
- Index[int]索引
- Account[string] 资金账户
- OpenDate[string]开仓时期
- SecurityID[string]证券代码
- Symbol[string]证券名称
- ClOrdID[string] 合同编号
- MarketName[string]市场名称
- Side[string]操作
- DebitAmount[int]负债数量
- SloCompactalance[double]融券负债
- SloCompactFare[double]融券费用CurrentDebitQty[int] 当前负债数量
- CurrentDebitBalance[double]当前负债金额
- DebitFare[double]负债费用
- DebitInterest[double]负债利息 DebitReturnAmount[int]已还数量 DebitReturnBalance[double]已还金额
- DebitReturnInterest[double]已还利息
- EndDate[string]归还截止日期
- TodaySecuLending[int]本日融券 Currency[string]币种
- 函数示例
查询融券负债
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQuerySloLiabilities() local AccountID = "12"; local retMsg, msgErr = trade.CreditQuerySloLiabilities(AccountID); print("查询可融券负债retMsg",retMsg,"msgErr",msgErr) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQuerySloLiabilities(); end end RegisterEvent('quant','OnStart',0);
CreditQuerySloLiabilitiesDetail(AccountID, SecurityID, StartDate, EndDate)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string]证券代码,不必要
- StartDate[string]查询起始日期,不必要
- EndDate[string]查询截止日期,不必要
- 返回值
- Index[int]索引
- Account[string] 资金账户
- OpenDate[string]开仓时期
- SecurityID[string]证券代码
- Symbol[string]证券名称
- ClOrdID[string] 合同编号
- MarketName[string]市场名称
- Side[string]操作
- DebitAmount[int]负债数量
- SloCompactalance[double]融券负债
- SloCompactFare[double]融券费用CurrentDebitQty[int] 当前负债数量
- CurrentDebitBalance[double]当前负债金额
- DebitFare[double]负债费用
- DebitInterest[double]负债利息 DebitReturnAmount[int]已还数量 DebitReturnBalance[double]已还金额
- DebitReturnInterest[double]已还利息
- EndDate[string]归还截止日期
- TodaySecuLending[int]本日融券 Currency[string]币种
- 函数示例
查询融券负债订单明细
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQuerySloLiabilitiesDetail() local AccountID = "12"; local retMsg, msgErr = trade.CreditQuerySloLiabilitiesDetail(AccountID); print("查询融券负债明细retMsg",retMsg,"msgErr",msgErr,"account",AccountID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQuerySloLiabilitiesDetail() end end RegisterEvent('quant','OnStart',0);
CreditQueryFinLiabilities(AccountID, SecurityID, StartDate, EndDate)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string]证券代码,不必要
- StartDate[string]查询起始日期,不必要
- EndDate[string]查询截止日期,不必要
- 返回值
- Index[int]索引
- Account[string] 资金账户
- OpenDate[string]开仓时期
- SecurityID[string]证券代码
- Symbol[string]证券名称
- ClOrdID[string] 合同编号
- MarketName[string]市场名称
- Side[string]操作
- DebitAmount[int]负债数量
- FinCompactalance[double]融资负债
- FinCompactFare[double]融资费用
- CurrentDebitQty[int] 当前负债数量
- CurrentDebitBalance[double]当前负债金额
- DebitFare[double]负债费用
- DebitInterest[double]负债利息
- DebitReturnAmount[int]已还数量
- DebitReturnBalance[double]已还金额
- DebitReturnInterest[double]已还利息
- BinanceBailBalance[double]融资保证金
- PerAssurescaleValue[double]维持担保比例
- Currency[string]币种
- 函数示例
查询融资负债
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function queryFinancingRefund( ) local AccountID = "12"; local retMsg, msgErr = trade.CreditQueryFinLiabilities(AccountID); print("查询融资负债retMsg",retMsg,"msgErr",msgErr,"account",AccountID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); queryFinancingRefund( ); end end RegisterEvent('quant','OnStart',0);
CreditQueryFinLiabilitiesDetail(AccountID, SecurityID, StartDate, EndDate)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string]证券代码,不必要
- StartDate[string]查询起始日期,不必要
- EndDate[string]查询截止日期,不必要
- 返回值
- Index[int]索引
- Account[string] 资金账户
- OpenDate[string]开仓时期
- SecurityID[string]证券代码
- Symbol[string]证券名称
- ClOrdID[string] 合同编号
- MarketName[string]市场名称
- Side[string]操作
- DebitAmount[int]负债数量
- FinCompactalance[double]融资负债
- FinCompactFare[double]融资费用
- CurrentDebitQty[int] 当前负债数量
- CurrentDebitBalance[double]当前负债金额
- DebitFare[double]负债费用
- DebitInterest[double]负债利息
- DebitReturnAmount[int]已还数量
- DebitReturnBalance[double]已还金额
- DebitReturnInterest[double]已还利息
- BinanceBailBalance[double]融资保证金
- PerAssurescaleValue[double]维持担保比例
- Currency[string]币种
- 函数示例
查询融资负债订单明细
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryFinLiabilitiesDetail() local AccountID = "12"; local retMsg, msgErr = trade.CreditQueryFinLiabilitiesDetail(AccountID); print("查询融资负债明细retMsg",retMsg,"msgErr",msgErr) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryFinLiabilitiesDetail(); end end RegisterEvent('quant','OnStart',0);
StockQueryTactics(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- return[二维table]
- key:MarketName[string] 市场名称
- key:Key[string] 核心市场代码
- key:TacticList[table] 策略表(数组,其元素由以key为TacticKey、TacticName的表组成)
- key:MarketCode[string] 柜台市场代码
- key:InvestorID[string] 股东账户
- 函数示例
查询市价委托策略
local trade = require('trade'); ------------初始化股票---------- local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local result, errmsg = trade.StockQueryTactics(account) if result and next(result) then print('查询市价委托策略成功',result) else print('查询市价委托策略失败: ',errmsg) end
StockQueryEntrust(AccountID, MarketID, SecurityID, OrderID, OrderStartTime, OrderEndTime)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码(非必须参数)
- SecurityID[string] 证券代码(非必须参数,不传查全部)
- OrderID[string] 合同编号,按合同编号查委托的情况(非必须参数,不传查全部)
- OrderStartTime[string] 查询起始日期(非必须参数)
- OrderEndTime[string] 查询结束日期(非必须参数)
- 返回值
- return[二维table] 委托信息
- ANSTYPE[string] 返回结果标志("1"成功,其他表示失败)
- RetData[table] 委托表
- key:TradeVolume[number] 成交数量
- key:SecurityExchange[string] 交易所
- key:OrderEntryTime[string] 委托时间
- key:Symbol[string] 证券名称
- key:SecurityID[string] 证券代码
- key:OrdStatus[string] 订单状态
- key:CxlQty[number] 撤销数量
- key:OrdType[string] 市价委托订单类型
- key:Side[string] 买卖方式
- key:AvgPx[number] 买入均价
- key:Price[number] 委托价格
- key:OrderQty[number] 委托数量
- key:TradeDate[string] 交易日期
- key:ClOrdID[string] 合同编号
- key:InvestorID[string] 股东帐户
- 函数示例
查询委托
local trade = require('trade'); ------------初始化股票---------- local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 ----------------查询委托----------------- local param = {}; param.AccountID = account; param.MarketID = 'SHA'; local result, errmsg = trade.StockQueryEntrust(param.AccountID, param.MarketID); if result and next(result) then print('查询委托成功',result) else print('查询委托失败: ',errmsg) end
CreditQueryStock(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码,不传查全部
- MarketID[string] 市场代码,不传查全部
- 返回值
- return[table] 二维表
- Key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: SecurityID[string] 证券代码
- Key: Symbol[string] 证券名称
- Key: MarketCode[string] 市场代码
- Key: LastPx[number] 最新价
- Key: AvgPx[number] 成交价格
- Key:FrozenAmt[number] 冻结数量
- Key:ActualAmt[number] 实际数量
- Key:OnOrderQty[number] 在途数量
- Key:AmtPerUnit[number] 单位数量
- Key:AvailableAmt[number] 可用余额
- Key: AccountSecPosition[number] 股票余额
- Key: OrderQty[number] 委托数量
- Key: Yield[number] 盈亏比例
- Key:OutMainCntryUIndex[number] 股票市值
- Key: NetMoney[number] 浮动盈亏
- Key: InvestorID[string] 股东账户
- Key: SecurityExchange [string] 交易市场
- 函数示例
查询信用持仓
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryStock() local AccountID = "12"; local retMsg, msgErr = trade.CreditQueryStock(AccountID); print("查询持仓同步返回retMsg",retMsg,"msgErr","ACountID",AccountID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryStock(); end end RegisterEvent('quant','OnStart',0);
CreditQuerySummaryBalance(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- FundAsset[double]总资产
- MarketValue[double]总市值
- CashAsset[double]现金资产
- AssureAsset[double]担保资产
- OutMainCntryUIndex[double]股票市值
- AvailableMargin[double] 可用保证金
- UsedMargin[double]已用保证金
- CurrentBalance[double]资金余
- EnableBalance[double]可用余额 TotalDebit[double]负债总额
- OtherDebit[double]其他负债
- DebitInterest[double]负债利息 DebitFare[double]负债费用
- FinMaxQuota[double]融资额度
- SloMaxQuota[double]融券额度
- BinanceBailBalance[double]融资占用保证金
- ShortsellBailBalance[double]融券占用保证金
- FinUsedQuota[double]融资已用额度
- SloUsedQuota[double]融券已用额度
- FinEnableQuota[double]融资可用额度
- SloEnableQuota[double]融券可用额度
- FinCompactalance[double]融资负债
- FinCompactFare[double]融资合约费用
- FinCompactInterest[double]融资利息
- FinIncome[double]融资盈亏
- SloCompactBalance[double]融券负债
- SloCompactFare[double]融券合约费用
- SloCompactInterest[double]融券利息
- SloIncome[double]融券盈亏
- FinRatio[double]融资利率
- SloRatio[double]融券利率
- PerAssurescaleValue[double]维持担保比例
- 函数示例
查询信用负债汇总信息
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQuerySummaryBalance() local AccountID = "12"; local retMsg, msgErr = trade.CreditQuerySummaryBalance(AccountID); print("查询融资融券汇总信息retMsg",retMsg,"msgErr",msgErr,"account",AccountID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQuerySummaryBalance(); end end RegisterEvent('quant','OnStart',0);
StockQueryBankFlow(AccountID, StartDate, EndDate)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- StartDate[string] 查询起始日期
- EndDate[string] 查询结束日期"
- 返回值
- return[二维table] 资金明细信息
- RetData[table] 资金明细表
- key:TransactTime[string] 成交时间
- key:BankName[string] 银行名称
- key:Currency[string] 币种
- key:OccurBalance[double] 发生金额
- key:ClOrdID[string] 合同编号
- key:Side[string] 操作
- key:OrdStatus[string] 状态
- 函数示例
查询银行流水
local trade = require('trade'); ------------初始化股票---------- local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local result, errmsg = trade.StockQueryBankFlow(account, '20150815', '20150817'); if result and next(result) then print('查询银行流水成功',result) else print('查询银行流水失败: ',errmsg) end
StockQueryFunds(AccountID, MarketID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码(SH,SZ)
- 返回值
- return[table] 资金信息
- key:Currency[string] 币种代码(0-人民币 1-港币 2-美元)
- key:BalanceValue[number] 资金余额
- key:FrozenValue[number] 冻结金额
- key:AvailableValue[number] 可用余额
- key:TotalAssets[number] 总资产
- MarketValue[number] 股票市值
- TotalNetValue[number] 实际金额
- 函数示例
查询帐号资金
local trade = require('trade'); ------------初始化股票---------- local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local result, errmsg = trade.StockQueryFunds(account) if result then print('查询资金成功',result) else print('查询资金失败:'..errmsg) end
StockQueryFundsFlow(AccountID, MarketID, SecurityID, ReportNo, ClOrdID, StartDate, EndDate)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码
- SecurityID[string] 证券代码
- OrderID[string] 合同编号,按合同编号查委托的情况
- ReportNo[string]申报编号
- OrderStartTime[string] 查询起始日期
- OrderEndTime[string] 查询结束日期"
- 返回值
- return[二维table] 资金明细信息
- RetData[table] 资金明细表
- key:TradeVolume[number] 成交数量
- key:SecurityExchange[string] 交易所
- key:Symbol[string] 证券名称
- key:SecurityID[string] 证券代码
- key:GrossTradeAmt[number] 成交金额
- key:Side[string] 买卖方式
- key:AvgPx[number] 买入均价
- key:SettlDate[string] 成交日期
- key:ClOrdID[string] 合同编号
- key:InvestorID[string] 股东帐户
- key:ExecID[string] 成交编号
- key:TransactionName[string] 业务名称
- key:CurrAmt[double] 本次金额
- "
- 函数示例
查询资金明细
local trade = require('trade'); ------------初始化股票---------- local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local param = {}; param.AccountID = account; param.MarketID = 'SHA'; param.OrderStartTime = '20150415'; param.OrderEndTime = '20150430'; local result, errmsg = trade.StockQueryFundsFlow(param.AccountID, param.MarketID,nil,nil,nil,param.OrderStartTime, param.OrderEndTime) if result and next(result) then print('查询资金明细成功',result) else print('查询资金明细失败: ',errmsg) end
StockPurchase(AccountID,MarketID,SecurityID,PurchaseBalance)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码(SHA,SHB,SZA,SZB)
- SecurityID[string] 证券代码
- PurchaseBalance[number] 申购金额
- 返回值
- [table] 回报信息
- key:ClOrdID[string] 合同编号
- 函数示例
场内基金申购
local trade = require('trade'); local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local result, errmsg = trade.StockPurchase(account,'SHA','500038',10000) if result and next(result) then print('场内基金申购成功',result) else print('场内基金申购失败: ',errmsg) end
BasketCreate(param)
- 函数描述
- 参数
- BasketName[string]篮子名称
- BasketOption[string]篮子操作类型DefOrdQty[int]篮子默认委托数 DefOrdBalance[double]篮子默认委托金额
- BasketNote[string]篮子注释 BasketElement[table]篮子成份股信息表
- 返回值
- result[bool] 调用结果
- retmsg[string] 调用信息
- 函数示例
创建篮子
local trade = require('trade') --篮子异步回调 function BasketCallback(t) print('------------回调信息------------',tostring(t)) end --删除篮子 function DeleteBasket() local requestdata = {} requestdata.BasketID = "36f947eb-3349-476f-b24b-6d73509711be"; local ret, msg = trade.BasketDelete(requestdata) print('----------------删除篮子----------------') print(ret, msg) end --修改篮子 function UpdateBasket() local requestdata = { ["BasketNote"] = "", ["Option"] = "info", ["BasketID"] = "36f947eb-3349-476f-b24b-6d73509711be", ["BasketName"] = "test", ["DefOrdQty"] = 300, } local ret, msg = trade.BasketModify(requestdata) print('----------------修改篮子----------------') print(ret, msg) end --查询篮子 function QueryBasket(t) t = t or {}; local requestdata = {}; requestdata['cmd'] = 'basket'; requestdata['BasketID'] = t['BasketID']; requestdata['callbackFunc'] = 'BasketCallback'; local ret, msg = trade.BasketQueryList(requestdata); print('----------------查询篮子----------------') print(ret, msg) end --创建篮子 function CreateBasket() local requestdata = { ["BasketOption"] = "amount", ["BasketNote"] = "", ["BasketName"] = "test", ["DefOrdQty"] = 100, } local ret, msg = trade.BasketCreate(requestdata); print('----------------创建篮子----------------') print(ret, msg) end local bFirst = true; function OnStart() trade.SetTradeMode('stock'); trade.SetTacticRunMode(true); local init_ret, accountlist,account = trade.InitTrade(); --初始化成功 if #(accountlist or {}) > 0 then if bFirst then QueryBasket(); --查询篮子 CreateBasket(); --创建篮子 UpdateBasket(); --修改篮子 DeleteBasket(); --删除篮子 bFirst = false; else trade.ReregisterCallback({callbackFunc = 'BasketCallback'}); --注册篮子回调 end accountList = accountlist; end end RegisterEvent('quant', 'OnStart', 0);
StockOptionQuerySecurity(AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- 返回值
- 柜台暂无接口
- 函数示例
个股期权查询标的券
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQuerySecurity() local ret, msg = trade.StockOptionQuerySecurity(StockAccount); print('call trade.StockOptionQuerySecurity', ret, msg) end TestStockOptionQuerySecurity()
StockOptionQueryPosition (AccountID, PositionCategory)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- PositionCategory[string] 期权持仓类别(0-权利仓,1-义务仓,2-备兑仓)
- 返回值
- return[table] 回报信息(二维表)
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: OptionCode[string] 期权交易代码
- Key: OptionName [string] 期权名称
- Key: EnableAmount [number] 可用数量
- Key: OptionSide [string] 持仓方向
- Key: AccountSecPosition [int] 可用余额
- Key: NetMoney[double] 浮动盈亏
- Key: OptionMargin [double] 保证金
- Key: OptionType [string] 期权类型
- Key:SecurityExchange[string] 交易市场
- Key:Side[string] 买卖方向
- Key:OptionCoverFlag[string] 备兑标志
- 函数示例
个股期权查询持仓
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQueryPosition() local PositionCategory = nil; local ret, msg = trade.StockOptionQueryPosition(StockAccount, PositionCategory); print('call trade.StockOptionQueryPosition', ret, msg) end TestStockOptionQueryPosition()
StockOptionQueryExecution(AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- OrderID[string] 合同编号
- MarketID[string] 市场代码(QQSHA)
- 返回值
- 函数示例
个股期权查询当日成交 (该接口暂不能使用!)
该接口暂不能使用!
StockOptionQueryEntrust(AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- 返回值
- return[table] 回报信息(二维表)
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: CoveredFlag [string] 备兑标志
- Key: OrderPrice [number] 委托价格
- Key: EntrustBs [string] 买卖方向
- Key: EntrustDate [string] 委托日期
- Key: CoverdutyHedgeAmount [number] 备兑义务方对冲数量
- Key: FundAccount [string] 衍生品资金账户
- Key: WithdrawFlag [string] 撤单标志
- Key:ExchangeType[string] 交易所
- Key: OptionAccount [string] 衍生品合约账户
- Key: OptContractID [string] 期权合约标识
- Key: AvgPx [number] 成交价格
- Key: ClOrdID [string] 合同编号
- Key: TradeName [string] 订单名称
- Key: TradeVolume [number] 成交数量
- Key: OptionCode[string] 期权交易代码
- Key: OrderQty [number] 委托数量
- Key: OptionName [string] 期权名称
- Key: EntrustTime [string] 委托时间
- Key: EntrustType [string] 委托类别
- Key: EntrustProp [string] 委托属性
- Key: EntrustOc [string] 开平仓方向
- Key: FunddutyHedgeAmount [number] 资金义务对冲数量
- Key: WithdrawAmount [number] 撤单数量
- Key: EntrustStatus [string] 委托状态
- Key: RightHedgeAmount [number] 权利方对冲数量
- 函数示例
个股期权查询当日委托 (该接口暂不能使用!)
该接口暂不能使用!
StockOptionQueryContract(AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- 返回值
- return[table] 回报信息(二维表)
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: OptionCode[string] 期权交易代码
- Key: OptionStatus[string] 合约状态
- Key: SecurityID [string] 标的证券代码
- Key: OptionName [string] 期权名称
- Key:OptionTradingCode [string] 合约交易代码
- Key: Symbol[string] 标的证券名称识
- Key: SecurityType [string] 股票类别
- Key: OptionClosingPrice [double] 标的收盘价)
- Key: SecurityExchange [string] 交易市场
- Key: ExecuteType [string] 合约履行方式
- Key:PerBalance[double] 单位保证金
- Key:AmountPerHand[int] 合约单位
- Key: ExpireDate [string] 合约到期日
- Key: StrikePrice [double] 行权价格
- Key: ApplyDate [string] 行权日期
- Key: EndDate [string]最后交易日
- Key: SuspendFlag [string] 停牌标志
- ErrorMsg [string] 错误信息
- 函数示例
个股期权查询合约
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQueryContract() local ret, msg = trade.StockOptionQueryContract(StockAccount); print('call trade.StockOptionQueryContract', ret, msg) end TestStockOptionQueryContract()
StockOptionQueryCoverdPosition(AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- QueryFlag[string] 查询标志,Unlocked:查可锁定券;Locked:查已锁定券,默认Unlocked
- 返回值
- 柜台暂无接口
- 函数示例
个股期权查询可用备兑持仓
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQueryCoverdPosition() local ret, msg = trade.StockOptionQueryCoverdPosition(StockAccount); print('call trade.StockOptionQueryCoverdPosition',ret,msg) end TestStockOptionQueryCoverdPosition()
StockOptionQueryAvailableFund (AccountID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- 返回值
- AvailableValue[double]可用余
- BalanceValue[double]资金余额
- YesterdayValue[double]昨日余
- TotalAssets[double]资产总值
- MarketValue[double]市值
- FrozenValue[double]冻结金额
- UnfrozenValue[double]解冻金
- ValueStatus[string]资金状态
- CashAssets[double]现金资产
- FetchBalance[double]可取金额
- UsableMargin[double]可用保证金 UsedMargin[double]已用保证金
- RightHedgeMarketValue[double]权利方平仓市值
- DutyHedgeMarketValue[double]义务方平仓市值
- 函数示例
个股期权查询可用资金
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQueryAvailableFund() local ret, msg = trade.StockOptionQueryAvailableFund(StockAccount); print('call trade.StockOptionQueryAvailableFund', ret, msg) end TestStockOptionQueryAvailableFund()
StockOptionQueryMaxAmount (AccountID, OptionCode, MarketID, OrderPrice, OrderFlag, BusinessFlag)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- OptionCode[string] 合约代码
- MarketID[string] 市场代码
- OrderPrice[string] 委托价格
- OrderFlag 报价方式(string)
- xjgfd 限价GFD
- xjfok 限价即时全部成交否则撤单
- sjszxjgfd 市价剩余转限价
- sjfok 市价即时全部成交否则撤单
- sjioc 市价即时成交剩余撤单
- BusinessFlag 业务类型(string)
- bdlx 备兑开仓
- mrkc 买入开仓
- mckc 卖出开仓
- bdpc 备兑平仓
- mrpc 买入平仓
- mcpc 卖出平仓
- rengouxq 认购行权
- renguxq 认沽行权
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key: Amount [int] 可委托数量
- key: ErrMsg[string] 错误信息(报错时返回)
- 函数示例
个股期权查最大可交易数量
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionQueryMaxAmount() local OptionCode = '90000010'; local OrderPrice = '2'; local BusinessFlag = 'mrkc'; local ret, msg = trade.StockOptionQueryMaxAmount(StockAccount, OptionCode, OrderPrice, BusinessFlag) print('call trade.StockOptionQueryMaxAmount', ret, msg) end TestStockOptionQueryMaxAmount()
StockOptionCancelOrder(AccountID, OrderID, MarketID)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- OrderID[string] 合同编号
- MarketID[string] 市场代码
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key: ClOrdID [string] 委托合同编号
- key: ErrMsg[string] 错误信息(报错时返回)
- 函数示例
个股期权委托撤单
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionCancelOrder() local OrderID = '2'; local ret, msg = trade.StockOptionCancelOrder(StockAccount, OrderID); print('call trade.StockOptionCancelOrder', ret, msg) end TestStockOptionCancelOrder()
StockOptionEntrust (AccountID, OptionCode, MarketID, OrderPrice, OrderQty, OrderFlag, BusinessFlag)
- 函数描述
- 参数
- AccountID[string] 登陆帐号
- OptionCode[string] 合约代码(查询个股期权合约返回)
- MarketID[string] 市场代码(SH,SZ)
- OrderPrice[string] 委托价格
- OrderQty[string] 委托数量
- OrderFlag 报价方式(string型)
- xjgfd 限价GFD
- xjfok 限价即时全部成交否则撤单
- sjszxjgfd 市价剩余转限价
- sjfok 市价即时全部成交否则撤单
- sjioc 市价即时成交剩余撤单
- BusinessFlag 业务类型(string型)
- bdlx 备兑开仓
- mrkc 买入开仓
- mckc 卖出开仓
- bdpc 备兑平仓
- mrpc 买入平仓
- mcpc 卖出平仓
- rengouxq 认购行权
- renguxq 认沽行权
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key: ClOrdID [string] 委托合同编号
- key: ErrMsg[string] 错误信息(报错时返回)
- 函数示例
个股期权委托申报
require('luahq'); local trade = require('oms'); local StockAccount; function OnStart() -- OMS回调注册 -- oms回调函数优先注册 trade.StockRegisterCallback('StockCallBack'); --~ -- 设定只接受本策略委托出去的报单回报 trade.SetTacticRecvMode(1); --~ -- 设定初始化模式 real trade.SetTradeMode('stockall'); InitResult, accountList, account = trade.InitTrade(); if InitResult then StockAccount = account; end end function TestStockOptionEntrust() local OptionCode = '10000035'; local MarketID = 'QQSHA'; local OrderPrice = '1.104'; local OrderQty = '1'; local OrderFlag = '0'; local BusinessFlag = 'mrkc'; local ret, msg = trade.StockOptionEntrust(StockAccount, OptionCode, MarketID, OrderPrice, OrderQty, OrderFlag, BusinessFlag) print('call trade.StockOptionEntrust', ret, msg) end TestStockOptionEntrust()
StockQueryCancelableEntrust(AccountID, MarketID, OrderID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码(非必须参数)
- OrderID[string] 合同编号(非必须参数)
- 返回值
- return[二维table] 委托信息
- ANSTYPE[string] 返回结果标志("1"成功,其他表示失败)
- RetData[table] 委托表
- key:TradeVolume[number] 成交数量
- key:SecurityExchange[string] 交易所
- key:OrderEntryTime[string] 委托时间
- key:Symbol[string] 证券名称
- key:SecurityID[string] 证券代码
- key:OrdStatus[string] 订单状态
- key:CxlQty[number] 撤销数量
- key:OrdType[string] 市价委托订单类型
- key:Side[string] 买卖方式
- key:AvgPx[number] 买入均价
- key:Price[number] 委托价格
- key:OrderQty[number] 委托数量
- key:TradeDate[string] 交易日期
- key:ClOrdID[string] 合同编号
- key:InvestorID[string] 股东帐户
- 函数示例
股票查询可撤委托
require("luahq") local trade = require("trade") local Init_ret, accounts, current_account = trade.InitTrade('real') local data,err = trade.StockQueryCancelableEntrust(current_account,"SZA") print("data,err",data,err)
StockQueryBuyAmount(AccountID,SecurityID,Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- Price[string] 行情价格
- _available_amount[Number] 可用金额
- _market_id[string] 市场代码
- _rate[Number] 费率(可不传,默认为万3)
- 返回值
- return[table] 回报信息
- key:Amount[Number] 可买数量
- 函数示例
股票查询可买数量
local trade = require('trade'); local Ret, AccTab, CurAcc = trade.InitTrade(); local data,err = trade.StockQueryBuyAmount(CurAcc,"300033",77) print (data,err );
StockQuerySellAmount(AccountID,SecurityID,Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- Price[string] 行情价格
- 返回值
- return[table] 回报信息
- key:Amount[Number] 可买数量
- 函数示例
股票查询可卖数量
local trade = require('trade'); local Ret, AccTab, CurAcc = trade.InitTrade(); local data,err = trade.StockQuerySellAmount(CurAcc,"300033",77)
StockBuy(AccountID,SecurityID,MarketID,OrderQty,Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(SHA,SHB,SZA,SZB)
- OrderQty[string] 买入数量
- Price[string] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
股票买入资产
---------成功返回result,nil result为table,返回合同编号(ClOrdID) ---------失败返回nil, errmsg errmsg为错误信息 local trade = require('trade'); local result, accountList, account, errmsg = trade.InitTrade('real'); --账号初始化 local param = {}; param.AccountID = account; param.SecurityID = '600000'; param.MarketID = 'SHA'; param.OrderQty = 100; param.Price = 15.42 local result, errmsg = trade.StockBuy(param.AccountID,param.SecurityID,param.MarketID,param.OrderQty,param.Price); if result then print('委托成功',result) else print('委托失败:'..errmsg) end
StockSell(AccountID,SecurityID,MarketID,OrderQty,Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(SHA,SHB,SZA,SZB)
- OrderQty[string] 买入数量
- Price[string] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
股票卖出资产
--------------成功返回result,nil result为table,返回合同编号(ClOrdID) --------------失败返回nil, errmsg errmsg为错误信息 local result, accountList, account, errmsg = trade.InitTrade('real') -------账号初始化 local param = {}; param.AccountID = account; param.SecurityID = '600207'; param.MarketID = 'SHA'; param.OrderQty = 100; param.Price = 8.92 local result, errmsg = trade.StockSell(param.AccountID,param.SecurityID,param.MarketID,param.OrderQty,param.Price); if result then print('委托成功',result) else print('委托失败:'..errmsg) end
StockCancelOrder(AccountID,ExecOrderID,MarketID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- ExecOrderID[string] 合同编号
- MarketID[string] 市场代码(SHA,SHB,SZA,SZB)
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
股票委托撤单
---------------成功返回result,nil result为table,返回合同编号(ClOrdID) -----------失败返回nil, errmsg errmsg为错误信息 local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 local param = {}; param.AccountID = account; param.SecurityID = '600000'; param.MarketID = 'SHA'; param.OrderQty = 100; param.Price = 15.42 local result, errmsg = trade.StockBuy(param.AccountID,param.SecurityID,param.MarketID,param.OrderQty,param.Price); if result then print('委托成功',result) else print('委托失败:'..errmsg) end local nowtimeflag = os.time(); while(true) do -----------下单成功后,等候两秒,撤单操作 nowtime = os.time(); if (nowtime -nowtimeflag)>=2 then break end end local Result, ErrorMsg = trade.StockCancelOrder(param.AccountID,result.ClOrdID,param.MarketID) if Result then print('撤单成功',Result) else print('撤单失败:'..ErrorMsg) end
InitTrade(stockType, FuturesType, strTest)
- 函数描述
- 参数
- stockType[string] 股票交易初始化(取值:StreamBase,real,quick)
- FuturesType[string] 期货期货交易初始化(取值:ctp)
- strTest[string] 测试模式(取值:test 当且仅当第一个参数为StreamBase时生效,表示使用SreanBase自返回测试)
- 返回值
- Init_ret[table,string] 初始化结果集(real形式下返回初始化结果表,StreamBase形式返回SessionID)
- AccountList[table] 可交易的帐号组
- current_account[string] 默认的交易帐号
- errmsg[string] 错误信息
- nSimu[int] 是否为模拟账户,0-表示模拟,1-标识真实账户
- 函数示例
交易初始化(每次只能初始化一个类型 如果要多平台同时交易,那么请多次初始化)
--~ 初始化股票 local trade = require('trade'); local result, accountList, account, errmsg = trade.InitTrade('real') print('accountList',accountList)
BasketTrade(param)
- 函数描述
- 参数
- BasketID [string] 篮子ID,必要
- Side [string] 委托方向,必要,buy-买 sell-卖
- EntrustType [string] 委托类型,必要,依据盘口-bids,依据定价-limit
- 市价委托-market,自定义委托-self
- (目前暂不支持市价委托)
- OrderUnits [int] 委托数量,不必要,篮子委托数量,当篮子成份股类型为amount时,必须传此参数
- OrderBalance [doubule] 委托金额,不必要,篮子委托金额,当篮子成份股类型为fund时,必须传此参数
- Bids [string] 股票盘口,不必要,当委托类型为bids时,必传此参数
- 最新价-last,默认价-default,买1价b1,买2价b2,。。。卖1价o1,卖2价o2,。。。
- FloatRatio [double] 浮动价格率,不必要,委托时自动浮动一定比例的价格,以便成交,即:买入时,上浮价格;卖出时,下浮价格。默认为0。
- FloatPrice [double] 浮动价格,不必要,单位为元,默认为0
- AccountList [table] 交易账户表,不必要,支持使用固定的(非全部登陆)账户进行篮子交易,可以不传
- ElementList [table] 委托股票表,不必要,委托时可以只取一部分成份股进行委托,且可以指定顺序,默认为空,那么全部成份股均委托
- OrderList [table] 订单表,不必要,当委托类型为self时,必传此参数;此表定义委托证券代码、委托价格、委托数量。
- 表格式
- OrderList={
- [account1]={
- [code] = {
- [qty]=100,
- [price]=5.6,
- [market] = SHA
- },
- [2]=[},...
- },
- [account2]={},...
- },
- DistriMode [string] 多账户资金分配模式,必要,1-统一分配 2-各自分配目前仅支持统一分配
- ExecOrderID [string] 母单号,不必要,可自定义,不定义则自动生成
- 返回值
- result [table] 调用结果
- ExecOrderID [string] 母单号BasketID [string] 篮子ID
- Message [string] 委托信息
- retmsg [string] 调用信息
- 函数示例
篮子委托
local trade = require('trade') local accountList --篮子异步回调 function BasketCallback(t) print('------------回调信息------------',tostring(t)) if t['ControlID'] == 'CreateBasket' then BasketTrade(t) end end --篮子委托 function BasketTrade(t) local requestdata = { ["BasketID"] = t['result']['BasketID'], --"1782940f-054d-4a84-83eb-c280871f248a", ["FloatPrice"] = 0, ["Side"] = "buy", ["DistriMode"] = "3", ["EntrustType"] = "self", ["ExecNote"] = "分配方式:按单笔数量,委托份数:1", ["OrderList"] = { [accountList] = { ["002221"] = { ["price"] = 29.30, ["qty"] = 100, ["market"] = "SZA", } , ["601798"] = { ["price"] = 11.39, ["qty"] = 100, ["market"] = "SHA", } , ["002469"] = { ["price"] = 15.25, ["qty"] = 100, ["market"] = "SZA", } , } , } , ["FloatRatio"] = 0, } local ret, msg = trade.BasketTrade(requestdata); print('----------------委托篮子----------------') print(ret, msg) end --查询篮子 function QueryBasket(t) t = t or {}; local requestdata = {}; requestdata['cmd'] = 'basket'; requestdata['BasketID'] = t['BasketID']; requestdata['callbackFunc'] = 'BasketCallback'; local ret, msg = trade.BasketQueryList(requestdata); print('----------------查询篮子----------------') print(ret, msg) end --创建篮子 function CreateBasket() local requestdata = { ["BasketOption"] = "amount", ["BasketNote"] = "", ["BasketName"] = "kkkk", ["DefOrdQty"] = 100, ["BasketElement"] = { [1] = { ["MarketName"] = "深圳A股", ["Symbol"] = "东华能源", ["MarketID"] = "SZA", ["Weight"] = 100, ["SecurityID"] = "002221", } , [2] = { ["MarketName"] = "深圳A股", ["Symbol"] = "三维工程", ["MarketID"] = "SZA", ["Weight"] = 100, ["SecurityID"] = "002469", } , [3] = { ["MarketName"] = "上海A股", ["Symbol"] = "蓝科高新", ["MarketID"] = "SHA", ["Weight"] = 100, ["SecurityID"] = "601798", } , } } local ret, msg = trade.BasketCreate(requestdata); print('----------------创建篮子----------------') print(ret, msg) end local bFirst = true; function OnStart() trade.SetTradeMode('stock'); trade.SetTacticRunMode(true); local init_ret, accountlist = trade.InitTrade(); --初始化成功 if #(accountlist or {}) > 0 then if bFirst then QueryBasket(); --查询篮子 CreateBasket(); --创建篮子 bFirst = false; else trade.ReregisterCallback({callbackFunc = 'BasketCallback'}); --注册篮子回调 end accountList = accountlist; end end RegisterEvent('quant', 'OnStart', 0);
CreditBuyStockPaybackStock(AccountID,SecurityID,MarketID, OrderQty, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderQty[number] 委托数量
- Price[number] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
买券还券
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditBuyStockPaybackStock() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditBuyStockPaybackStock(AccountID, SecurityID, MarketID, OrderQty, Price); print("买券还券同步返回//////////",ret,"err/////",err," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", MarketID,"OrderQty//",OrderQty,"price///",Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditBuyStockPaybackStock(); end end RegisterEvent('quant','OnStart',0);
CreditSellStockPayBackMoney(AccountID,SecurityID,MarketID, OrderQty, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderQty[number] 委托数量
- Price[number] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
卖券还款
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditSellStockPayBackMoney() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditSellStockPayBackMoney(AccountID, SecurityID, MarketID, OrderQty, Price); print("卖券还款同步返回//////////",ret,"err/////",err," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", MarketID,"OrderQty//",OrderQty,"price///",Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditSellStockPayBackMoney(); end end RegisterEvent('quant','OnStart',0);
FutureQueryExecution(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:InvestorID 投资者代码
- Key:InsertTimeStart 开始时间
- Key:InsertTimeEnd 结束时间
- Key:TradeID 成交编号
- Key:ExchangeID 交易所代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- 函数示例
期货查询成交
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request = {}; Request['current_account'] = current_account; local RetValue, err = trade.FutureQueryExecution(Request); end
FutureQueryPosition(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:InvestorID 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- 函数示例
期货查询持仓
local trade = require("trade"); --请求交易模块库 trade.SetReqMode(1); --同步0默认,异步1 trade.SetTacticRecvMode(1); --本策略 0,客户端 1, 系统2 资金账户的报单回报 trade.SetTradeMode("ctp"); --交易模式: 股票real,stock默认, 期货ctp,futures, 所有all, 模拟quick trade.SetTacticRunMode(true); --运行模式: 正常true 回测false,quick trade.FutureRegisterCallback("FutureCallBack"); --期货注册回调函数 必须在trade.InitTrade之前调用 local AccountListB={}; local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); --账号初始化 --print('======',AccountListB) if #AccountListB~=0 then local accountList=AccountListB; --请求数据 current_account = AccountListB[1]["AccountID"]; local Request={}; Request["current_account"] = current_account; Request["InvestorID"] = current_account; Request["InstrumentID"] = ""; local RetValue, ErrMsg = trade.FutureQueryPosition(Request); print("请求回执",RetValue) end function FutureCallBack(t) --期货回调函数,函数名称可以自定义,但一定要和注册的函数名一致,返回数据 print('期货回调的表格',tostring(t)) end
FutureQueryInstrument(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:ExchangeID 交易所代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- 函数示例
期货查询合约
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local RequestParam = {}; RequestParam["current_account"] = current_account; RequestParam["InstrumentID"] = ""; RequestParam["ExchangeID"] = ""; local RetValue, ErrMsg = trade.FutureQueryInstrument(RequestParam); end
FutureQueryClearInfoConfirm
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:TradingDay(string) 交易日
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请
- 函数示例
期货查询结算信息确认
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['InvestorID'] = current_account; Request['TradingDay'] = '20150820'; local RetValue, ErrMsg = trade.FutureQueryClearInfoConfirm(Request); end
FutureQueryClearInfo
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:TradingDay(string) 交易日
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请
- 函数示例
期货查询投资者结算结果
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['InvestorID'] = current_account; Request['TradingDay'] = '20150820'; local RetValue, ErrMsg = trade.FutureQueryClearInfo(Request); end
FutureQueryEntrust(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:InvestorID 投资者代码
- Key:InsertTimeStart 开始时间
- Key:InsertTimeEnd 结束时间
- Key:OrderSysID 报单编号
- Key:ExchangeID 交易所代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- 函数示例
期货查询委托
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request = {}; Request['current_account'] = current_account; local RetValue, ErrMsg = trade.FutureQueryEntrust(Request); end;
FutureQueryFunds(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- 函数示例
期货查询资金
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['current_account'] = current_account; Request['InvestorID'] = current_account; local ret, err = trade.FutureQueryFunds(Request); end
FutureQueryMaxOrderVolume
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:Direction(string) 买卖方向 Key:HedgeFlag(string) 投机套保标志
- Key:OffsetFlag(string) 开平方向
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请
- 函数示例
期货查询最大报单数量请求
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['InvestorID'] = current_account; Request['InstrumentID'] = 'IF1509'; Request['Direction'] = '0'; Request['HedgeFlag'] = '0'; local RetValue, ErrMsg = trade.FutureQueryMaxOrderVolume(Request); end
FutureEntryLong(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:LimitPrice(string) 价格
- Key:StopPrice(string) 止损价
- Key:VolumeCondition(number) 成交量类型
- Key:OrderPriceType(number) 报单价格条件
- Key:MinVolume(string) 最小成交量
- Key:ContingentCondition(number) 触发条件
- Key:VolumeTotalOriginal(string) 数量
- Key:TimeCondition(number) 有效期类型
- Key:CombHedgeFlag(number) 组合投机套保标志
- Key:InvestorID(string) 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:OrderRef[string] 报单引用
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- ["InstallID"] = 1,
- ["CancelTime"] = "",
- ["OrderLocalID"] = " 4009",
- ["ExchangeID"] = "SHFE",
- ["VolumeCondition"] = "1",
- ["NotifySequence"] = 1,
- ["SuspendTime"] = "",
- ["IsSwapOrder"] = 0,
- ["InsertDate"] = "20140117",
- ["OrderSysID"] = " 1904967",
- ["StopPrice"] = 10,
- ["InstrumentID"] = "IF1406",
- ["VolumeTraded"] = 0,
- ["VolumeTotalOriginal"] = 1,
- ["ClearingPartID"] = "",
- ["GTDDate"] = "",
- ["ActiveTime"] = "",
- ["ExchangeInstID"] = "IF1406",
- ["UserProductInfo"] = "",
- ["SettlementID"] = 1,
- ["ClientID"] = "1032000025",
- ["UserForceClose"] = 0,
- ["UpdateTime"] = "",
- ["CombHedgeFlag"] = "1",
- ["SequenceNo"] = 6184,
- ["ActiveUserID"] = "",
- ["TraderID"] = "1032cac",
- ["Direction"] = "1",
- ["TimeCondition"] = "3",
- ["ZCETotalTradedVolume"] = 0,
- ["StatusMsg"] = "未成交",
- ["UserID"] = "00000025",
- ["OrderType"] = "",
- ["SessionID"] = -524614773,
- ["RelativeOrderSysID"] = "",
- ["ParticipantID"] = "1032",
- ["ContingentCondition"] = "1",
- ["FrontID"] = 1,
- ["RequestID"] = 36,
- ["InvestorID"] = "00000025",
- ["IsAutoSuspend"] = 0,
- ["OrderStatus"] = "3",
- ["CombOffsetFlag"] = "0",
- ["BusinessUnit"] = "1032cac",
- ["LimitPrice"] = 2440,
- ["ForceCloseReason"] = "0",
- ["InsertTime"] = "16:13:25",
- ["OrderRef"] = "140117000014",
- ["TradingDay"] = "20140117",
- ["MinVolume"] = 1,
- ["OrderPriceType"] = "2",
- ["BrokerID"] = "1032",
- ["UserToken"] = "104352929020140117154931",
- ["ActiveTraderID"] = "1032cac",
- ["OrderSubmitStatus"] = "3",
- ["VolumeTotal"] = 1,
- ["OrderSource"] = "",
- ["BrokerOrderSeq"] = 1973,
- 函数示例
期货多头开仓
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['CombHedgeFlag'] = '1'; Request['ContingentCondition'] = '1'; Request['InstrumentID'] = 'IF1509'; Request['InvestorID'] = current_account; Request['LimitPrice'] = "3762.6"; Request['MinVolume'] = '1'; Request['OrderPriceType'] = '2'; Request['StopPrice'] = '10'; Request['TimeCondition'] = '3'; Request['MinVolume'] = '1'; Request['VolumeCondition'] = '1'; Request['VolumeTotalOriginal'] = '10'; Request['current_account'] = current_account; local RetValue, ErrMsg = trade.FutureInputOrder(json.decode(tostring(Request))); end
FutureExitLong(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:LimitPrice(string) 价格
- Key:StopPrice(string) 止损价
- Key:VolumeCondition(number) 成交量类型
- Key:OrderPriceType(number) 报单价格条件
- Key:MinVolume(string) 最小成交量
- Key:ContingentCondition(number) 触发条件
- Key:VolumeTotalOriginal(string) 数量
- Key:TimeCondition(number) 有效期类型
- Key:CombHedgeFlag(number) 组合投机套保标志
- Key:InvestorID(string) 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:OrderRef[string] 报单引用
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- ["InstallID"] = 1,
- ["CancelTime"] = "",
- ["OrderLocalID"] = " 4009",
- ["ExchangeID"] = "SHFE",
- ["VolumeCondition"] = "1",
- ["NotifySequence"] = 1,
- ["SuspendTime"] = "",
- ["IsSwapOrder"] = 0,
- ["InsertDate"] = "20140117",
- ["OrderSysID"] = " 1904967",
- ["StopPrice"] = 10,
- ["InstrumentID"] = "IF1406",
- ["VolumeTraded"] = 0,
- ["VolumeTotalOriginal"] = 1,
- ["ClearingPartID"] = "",
- ["GTDDate"] = "",
- ["ActiveTime"] = "",
- ["ExchangeInstID"] = "IF1406",
- ["UserProductInfo"] = "",
- ["SettlementID"] = 1,
- ["ClientID"] = "1032000025",
- ["UserForceClose"] = 0,
- ["UpdateTime"] = "",
- ["CombHedgeFlag"] = "1",
- ["SequenceNo"] = 6184,
- ["ActiveUserID"] = "",
- ["TraderID"] = "1032cac",
- ["Direction"] = "1",
- ["TimeCondition"] = "3",
- ["ZCETotalTradedVolume"] = 0,
- ["StatusMsg"] = "未成交",
- ["UserID"] = "00000025",
- ["OrderType"] = "",
- ["SessionID"] = -524614773,
- ["RelativeOrderSysID"] = "",
- ["ParticipantID"] = "1032",
- ["ContingentCondition"] = "1",
- ["FrontID"] = 1,
- ["RequestID"] = 36,
- ["InvestorID"] = "00000025",
- ["IsAutoSuspend"] = 0,
- ["OrderStatus"] = "3",
- ["CombOffsetFlag"] = "0",
- ["BusinessUnit"] = "1032cac",
- ["LimitPrice"] = 2440,
- ["ForceCloseReason"] = "0",
- ["InsertTime"] = "16:13:25",
- ["OrderRef"] = "140117000014",
- ["TradingDay"] = "20140117",
- ["MinVolume"] = 1,
- ["OrderPriceType"] = "2",
- ["BrokerID"] = "1032",
- ["UserToken"] = "104352929020140117154931",
- ["ActiveTraderID"] = "1032cac",
- ["OrderSubmitStatus"] = "3",
- ["VolumeTotal"] = 1,
- ["OrderSource"] = "",
- ["BrokerOrderSeq"] = 1973,
- 函数示例
期货多头平仓
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['CombHedgeFlag'] = '1'; Request['ContingentCondition'] = '1'; Request['InstrumentID'] = 'IF1509'; Request['InvestorID'] = current_account; Request['LimitPrice'] = "3762.6"; Request['MinVolume'] = '1'; Request['OrderPriceType'] = '2'; Request['StopPrice'] = '10'; Request['TimeCondition'] = '3'; Request['MinVolume'] = '1'; Request['VolumeCondition'] = '1'; Request['VolumeTotalOriginal'] = '10'; Request['current_account'] = current_account; local RetValue, ErrMsg = trade.FutureInputOrder(json.decode(tostring(Request))); end
FutureCancelOrder(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID 合约代码
- Key:LimitPrice 价格
- Key:UserID 用户代码
- Key:ExchangeID 交易所代码
- Key:BrokerID 经纪公司代码
- Key:OrderSysID 报单编号
- Key:ActionFlag 操作标志 “0”-删除 “3”-修改
- Key:OrderRef 报单引用(报单后返回)
- Key:FrontID 前置编号(报单后返回)
- Key:RequestID 请求编号(报单后返回)
- Key:SessionID 会话编号(报单后返回)
- Key:InvestorID 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- 函数示例
期货交易撤单
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request = {}; Request["current_account"] = current_account; local RetValue, ErrMsg = trade.FutureCancelOrder(Request); end
FutureEntryShort(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:LimitPrice(string) 价格
- Key:StopPrice(string) 止损价
- Key:VolumeCondition(number) 成交量类型
- Key:OrderPriceType(number) 报单价格条件
- Key:MinVolume(string) 最小成交量
- Key:ContingentCondition(number) 触发条件
- Key:VolumeTotalOriginal(string) 数量
- Key:TimeCondition(number) 有效期类型
- Key:CombHedgeFlag(number) 组合投机套保标志
- Key:InvestorID(string) 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:OrderRef[string] 报单引用
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- ["InstallID"] = 1,
- ["CancelTime"] = "",
- ["OrderLocalID"] = " 4009",
- ["ExchangeID"] = "SHFE",
- ["VolumeCondition"] = "1",
- ["NotifySequence"] = 1,
- ["SuspendTime"] = "",
- ["IsSwapOrder"] = 0,
- ["InsertDate"] = "20140117",
- ["OrderSysID"] = " 1904967",
- ["StopPrice"] = 10,
- ["InstrumentID"] = "IF1406",
- ["VolumeTraded"] = 0,
- ["VolumeTotalOriginal"] = 1,
- ["ClearingPartID"] = "",
- ["GTDDate"] = "",
- ["ActiveTime"] = "",
- ["ExchangeInstID"] = "IF1406",
- ["UserProductInfo"] = "",
- ["SettlementID"] = 1,
- ["ClientID"] = "1032000025",
- ["UserForceClose"] = 0,
- ["UpdateTime"] = "",
- ["CombHedgeFlag"] = "1",
- ["SequenceNo"] = 6184,
- ["ActiveUserID"] = "",
- ["TraderID"] = "1032cac",
- ["Direction"] = "1",
- ["TimeCondition"] = "3",
- ["ZCETotalTradedVolume"] = 0,
- ["StatusMsg"] = "未成交",
- ["UserID"] = "00000025",
- ["OrderType"] = "",
- ["SessionID"] = -524614773,
- ["RelativeOrderSysID"] = "",
- ["ParticipantID"] = "1032",
- ["ContingentCondition"] = "1",
- ["FrontID"] = 1,
- ["RequestID"] = 36,
- ["InvestorID"] = "00000025",
- ["IsAutoSuspend"] = 0,
- ["OrderStatus"] = "3",
- ["CombOffsetFlag"] = "0",
- ["BusinessUnit"] = "1032cac",
- ["LimitPrice"] = 2440,
- ["ForceCloseReason"] = "0",
- ["InsertTime"] = "16:13:25",
- ["OrderRef"] = "140117000014",
- ["TradingDay"] = "20140117",
- ["MinVolume"] = 1,
- ["OrderPriceType"] = "2",
- ["BrokerID"] = "1032",
- ["UserToken"] = "104352929020140117154931",
- ["ActiveTraderID"] = "1032cac",
- ["OrderSubmitStatus"] = "3",
- ["VolumeTotal"] = 1,
- ["OrderSource"] = "",
- ["BrokerOrderSeq"] = 1973,
- 函数示例
期货空头开仓
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['CombHedgeFlag'] = '1'; Request['ContingentCondition'] = '1'; Request['InstrumentID'] = 'IF1509'; Request['InvestorID'] = current_account; Request['LimitPrice'] = "3762.6"; Request['MinVolume'] = '1'; Request['OrderPriceType'] = '2'; Request['StopPrice'] = '10'; Request['TimeCondition'] = '3'; Request['MinVolume'] = '1'; Request['VolumeCondition'] = '1'; Request['VolumeTotalOriginal'] = '10'; Request['current_account'] = current_account; local RetValue, ErrMsg = trade.FutureInputOrder(json.decode(tostring(Request))); end
FutureExitShort(t)
- 函数描述
- 参数
- request[table] 请求表
- Key:current_account(string) 当前交易帐号(多账户区分)
- Key:InstrumentID(string) 合约代码
- Key:LimitPrice(string) 价格
- Key:StopPrice(string) 止损价
- Key:VolumeCondition(number) 成交量类型
- Key:OrderPriceType(number) 报单价格条件
- Key:MinVolume(string) 最小成交量
- Key:ContingentCondition(number) 触发条件
- Key:VolumeTotalOriginal(string) 数量
- Key:TimeCondition(number) 有效期类型
- Key:CombHedgeFlag(number) 组合投机套保标志
- Key:InvestorID(string) 投资者代码
- 返回值
- 同步返回: return[table] 返回表
- Key:OrderRef[string] 报单引用
- Key:ReqID[number] 订单号(对应异步回调返回的订单号)
- 异步自定义回调函数中返回结果 [table] 二维表
- Key:IsLast 当前数据是否是最后一条(0-否 1-是)
- Key:ReqID 订单号
- Key:FunID 请求功能号
- Key:ErrCode 错误编号,报错时返回
- Key:ErrMsg 错误信息,报错时返回
- Key:Result[table] 返回请求结果,正确时返回
- ["InstallID"] = 1,
- ["CancelTime"] = "",
- ["OrderLocalID"] = " 4009",
- ["ExchangeID"] = "SHFE",
- ["VolumeCondition"] = "1",
- ["NotifySequence"] = 1,
- ["SuspendTime"] = "",
- ["IsSwapOrder"] = 0,
- ["InsertDate"] = "20140117",
- ["OrderSysID"] = " 1904967",
- ["StopPrice"] = 10,
- ["InstrumentID"] = "IF1406",
- ["VolumeTraded"] = 0,
- ["VolumeTotalOriginal"] = 1,
- ["ClearingPartID"] = "",
- ["GTDDate"] = "",
- ["ActiveTime"] = "",
- ["ExchangeInstID"] = "IF1406",
- ["UserProductInfo"] = "",
- ["SettlementID"] = 1,
- ["ClientID"] = "1032000025",
- ["UserForceClose"] = 0,
- ["UpdateTime"] = "",
- ["CombHedgeFlag"] = "1",
- ["SequenceNo"] = 6184,
- ["ActiveUserID"] = "",
- ["TraderID"] = "1032cac",
- ["Direction"] = "1",
- ["TimeCondition"] = "3",
- ["ZCETotalTradedVolume"] = 0,
- ["StatusMsg"] = "未成交",
- ["UserID"] = "00000025",
- ["OrderType"] = "",
- ["SessionID"] = -524614773,
- ["RelativeOrderSysID"] = "",
- ["ParticipantID"] = "1032",
- ["ContingentCondition"] = "1",
- ["FrontID"] = 1,
- ["RequestID"] = 36,
- ["InvestorID"] = "00000025",
- ["IsAutoSuspend"] = 0,
- ["OrderStatus"] = "3",
- ["CombOffsetFlag"] = "0",
- ["BusinessUnit"] = "1032cac",
- ["LimitPrice"] = 2440,
- ["ForceCloseReason"] = "0",
- ["InsertTime"] = "16:13:25",
- ["OrderRef"] = "140117000014",
- ["TradingDay"] = "20140117",
- ["MinVolume"] = 1,
- ["OrderPriceType"] = "2",
- ["BrokerID"] = "1032",
- ["UserToken"] = "104352929020140117154931",
- ["ActiveTraderID"] = "1032cac",
- ["OrderSubmitStatus"] = "3",
- ["VolumeTotal"] = 1,
- ["OrderSource"] = "",
- ["BrokerOrderSeq"] = 1973,
- 函数示例
期货空头平仓
local trade = require("trade"); trade.SetTradeMode("ctp"); local AccountListB={}; --已登录账户列表 local current_accountB; g_SessionidB, AccountListB, current_accountB = trade.InitTrade(nil, 'ctp'); if #AccountListB~=0 then local accountList=AccountListB; current_account = AccountListB[1]["AccountID"]; local Request={}; Request['CombHedgeFlag'] = '1'; Request['ContingentCondition'] = '1'; Request['InstrumentID'] = 'IF1509'; Request['InvestorID'] = current_account; Request['LimitPrice'] = "3762.6"; Request['MinVolume'] = '1'; Request['OrderPriceType'] = '2'; Request['StopPrice'] = '10'; Request['TimeCondition'] = '3'; Request['MinVolume'] = '1'; Request['VolumeCondition'] = '1'; Request['VolumeTotalOriginal'] = '10'; Request['current_account'] = current_account; local RetValue, ErrMsg = trade.FutureInputOrder(json.decode(tostring(Request))); end
CreditShortSell(AccountID,SecurityID,MarketID, OrderQty, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderQty[number] 委托数量
- Price[number] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
融券卖出
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function Sell2() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditShortSell(AccountID, SecurityID, MarketID, OrderQty, Price); print("融券卖出同步返回//////////",ret,"err/////",err," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", MarketID,"OrderQty//",OrderQty,"price///",Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); Sell2() end end RegisterEvent('quant','OnStart',0);
CreditLeveragedBuy(AccountID,SecurityID,MarketID, OrderQty, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderQty[number] 委托数量
- Price[number] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
融资买入
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function Buy2() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditLeveragedBuy(AccountID, SecurityID, MarketID, OrderQty, Price); print("融资买入同步返回//////////",ret,"err/////",err," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", MarketID,"OrderQty//",OrderQty,"price///",Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); Buy2() end end RegisterEvent('quant','OnStart',0);
CreditCancelOrder(AccountID,SecurityID,MarketID,OrderID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- OrderID[string] 合同编号
- SecurityID[string] 证券代码,部分券商需要传才能成功撤单
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A),部分券商需要传才能成功撤单
- 返回值
- result[bool] 调用结果
- retmsg[string] 调用信息
- 函数示例
融资融券撤单
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditBuyStockPaybackStock() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditBuyStockPaybackStock(AccountID, SecurityID, MarketID, OrderQty, Price); print("买券还券同步返回//////////",ret,"err/////",err," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", MarketID,"OrderQty//",OrderQty,"price///",Price) if ret then return ret["ClordID"] end return; end function CreditCancelOrder(ClordID) local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ClOrdID = ClordID; local ret, err = trade.CreditCancelOrder( AccountID,SecurityID,MarketID,ClOrdID); print("融资融券撤单同步返回//ret",ret,"err",err,"AccountID",AccountID,"SecurityID",SecurityID,"MarketID",MarketID,"ClOrdID",ClOrdID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); local ClordID = CreditBuyStockPaybackStock(); if ClordID then print("买入成功") CreditPayBackByCash(ClordID); end end end RegisterEvent('quant','OnStart',0);
BasketDelete(param)
- 函数描述
- 参数
- BasketID[string] 篮子ID
- 返回值
- result[bool]:调用结果,返回算法调用结果,一般为正确
- retmsg[string]:调用信息
- 函数示例
删除篮子
local trade = require('trade') --篮子异步回调 function BasketCallback(t) print('------------回调信息------------',tostring(t)) end --删除篮子 function DeleteBasket() local requestdata = {} requestdata.BasketID = "36f947eb-3349-476f-b24b-6d73509711be"; local ret, msg = trade.BasketDelete(requestdata) print('----------------删除篮子----------------') print(ret, msg) end --修改篮子 function UpdateBasket() local requestdata = { ["BasketNote"] = "", ["Option"] = "info", ["BasketID"] = "36f947eb-3349-476f-b24b-6d73509711be", ["BasketName"] = "test", ["DefOrdQty"] = 300, } local ret, msg = trade.BasketModify(requestdata) print('----------------修改篮子----------------') print(ret, msg) end --查询篮子 function QueryBasket(t) t = t or {}; local requestdata = {}; requestdata['cmd'] = 'basket'; requestdata['BasketID'] = t['BasketID']; requestdata['callbackFunc'] = 'BasketCallback'; local ret, msg = trade.BasketQueryList(requestdata); print('----------------查询篮子----------------') print(ret, msg) end --创建篮子 function CreateBasket() local requestdata = { ["BasketOption"] = "amount", ["BasketNote"] = "", ["BasketName"] = "test", ["DefOrdQty"] = 100, } local ret, msg = trade.BasketCreate(requestdata); print('----------------创建篮子----------------') print(ret, msg) end local bFirst = true; function OnStart() trade.SetTradeMode('stock'); trade.SetTacticRunMode(true); local init_ret, accountlist,account = trade.InitTrade(); --初始化成功 if #(accountlist or {}) > 0 then if bFirst then QueryBasket(); --查询篮子 CreateBasket(); --创建篮子 UpdateBasket(); --修改篮子 DeleteBasket(); --删除篮子 bFirst = false; else trade.ReregisterCallback({callbackFunc = 'BasketCallback'}); --注册篮子回调 end accountList = accountlist; end end RegisterEvent('quant', 'OnStart', 0);
ETFPurchase(AccountID,ETFSecurityID,OrderUnits,MarketID,ParametersList)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- ETFSecurityID[string] 篮子编号
- OrderUnits[number] 申购单位
- MarketID[string] 市场代码
- ParametersList[table] 扩展参数表
- 返回值
- return[table] 回报信息
- key:AccountID[string] 资金帐号
- key:Side[string] 买卖方式
- key:ExecOrderStatus[string] 订单状态
- key:ExecOrderStatus[number] 已执行数量
- key:ErrorCode[string] 错误代码
- key:ExecType[string] 订单类型
- key:Message[string] 信息说明
- key:SecurityID[string] 资产编号
- key:OrigTime[string] 回报时间
- key:SessionID[string] 会话ID
- key:ANSTYPE[string] 应答标记("0":成功;"1":失败)
- key:SendingTime[string] 发送时间
- key:ExecOrderID[string] 执行ID,普通买卖时等于订单号
- key:UserRequestID[string] 请求ID
- 函数示例
申购ETF
StockBuyAtMarket (AccountID, SecurityID, MarketID, OrderQty, Tactics)
- 函数描述
- 参数
- AccountID[string]:会话下账号标识
- SecurityID[string]:资产唯一标识
- MarketID [string]:市场代码(SHA,SHB,SZA,SZB)
- OrderQty [number]:委托数量
- Tactics[string]:策略代码
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
市价委托买入
--~ 附注市价委托策略ID获取方法: local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 --~ InitResult ={ --~ [1] = --~ { --~ ["account"] = "14906545", --~ ["result"] = 1, --~ ["14906545"] = { --~ [1] = { --~ ["MarketName"] = "上海A股", --~ ["Key"] = "SHA", --~ ["MarketCode"] = "2", --~ ["Tactic"] = "1#21|1-最优五档即时成交剩余撤销申报|22|2-最优五档即时成交剩余转限价申报|", --~ ["InvestorID"] = "A446846260", --~ }, --~ [2] = { --~ ["MarketName"] = "深圳A股", --~ ["Key"] = "SZA", --~ ["MarketCode"] = "1", --~ ["Tactic"] = "1#11|1-对手方最优价格申报|12|2-本方最优价格申报|13|3-即时成交剩余撤销申报|14|4-最优五档即时成交剩余撤销申报|15|5-全额成交或撤销申报|", --~ ["InvestorID"] = "0071126137", --~ }, --~ }, --~ }, --~ } --[[InitResult中每个帐号的初始化结果里会有一个以AccountID为key的返回表标明该帐号的市价委托信息,其中key为市场代码,tactic为该市场可执行的市价委托策略以上结果中, 设tactic = “1#21|1-最优五档即时成交剩余撤销申报|22|2-最优五档即时成交剩余转限价申报|” 那么该市场有2个策略: 1)最优五档即时成交剩余撤销申报(对应策略代码21) 2)最优五档即时成交剩余转限价申报(对应策略代码22) 策略代码均为string型,请解析时注意]] local param = {}; param.AccountID = account; param.SecurityID = '600207'; param.MarketID = 'SHA'; param.OrderQty = 100; local Result, ErrorMsg = trade.StockBuyAtMarket(param.AccountID,param.SecurityID,param.MarketID,param.OrderQty,"12"); if Result then print('委托成功',Result) else print('委托失败:'..ErrorMsg) end
StockSellAtMarket(AccountID, SecurityID, MarketID, OrderQty, Tactics)
- 函数描述
- 参数
- AccountID[string]:会话下账号标识
- SecurityID[string]:资产唯一标识
- MarketID [string]:市场代码(SHA,SHB,SZA,SZB)
- OrderQty [number]:委托数量
- Tactics[string]:策略代码
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
市价委托卖出
--~ 附注市价委托策略ID获取方法: local result, accountList, account, errmsg = trade.InitTrade('real') -----账号初始化 --~ InitResult ={ --~ [1] = --~ { --~ ["account"] = "14906545", --~ ["result"] = 1, --~ ["14906545"] = { --~ [1] = { --~ ["MarketName"] = "上海A股", --~ ["Key"] = "SHA", --~ ["MarketCode"] = "2", --~ ["Tactic"] = "1#21|1-最优五档即时成交剩余撤销申报|22|2-最优五档即时成交剩余转限价申报|", --~ ["InvestorID"] = "A446846260", --~ }, --~ [2] = { --~ ["MarketName"] = "深圳A股", --~ ["Key"] = "SZA", --~ ["MarketCode"] = "1", --~ ["Tactic"] = "1#11|1-对手方最优价格申报|12|2-本方最优价格申报|13|3-即时成交剩余撤销申报|14|4-最优五档即时成交剩余撤销申报|15|5-全额成交或撤销申报|", --~ ["InvestorID"] = "0071126137", --~ }, --~ }, --~ }, --~ } --[[InitResult中每个帐号的初始化结果里会有一个以AccountID为key的返回表标明该帐号的市价委托信息,其中key为市场代码,tactic为该市场可执行的市价委托策略以上结果中, 设tactic = “1#21|1-最优五档即时成交剩余撤销申报|22|2-最优五档即时成交剩余转限价申报|” 那么该市场有2个策略: 1)最优五档即时成交剩余撤销申报(对应策略代码21) 2)最优五档即时成交剩余转限价申报(对应策略代码22) 策略代码均为string型,请解析时注意]] local param = {}; param.AccountID = account; param.SecurityID = '600207'; param.MarketID = 'SHA'; param.OrderQty = 100; local Result, ErrorMsg = trade.StockSellAtMarket(param.AccountID,param.SecurityID,param.MarketID,param.OrderQty,"12"); if Result then print('委托成功',Result) else print('委托失败:'..ErrorMsg) end
ETFRedeem(AccountID,ETFSecurityID,OrderUnits,MarketID,ParametersList)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- ETFSecurityID[string] 篮子编号
- OrderUnits[number] 申购单位
- MarketID[string] 市场代码
- ParametersList[table] 扩展参数表
- 返回值
- return[table] 回报信息
- key:AccountID[string] 资金帐号
- key:Side[string] 买卖方式
- key:ExecOrderStatus[string] 订单状态
- key:ExecOrderStatus[number] 已执行数量
- key:ErrorCode[string] 错误代码
- key:ExecType[string] 订单类型
- key:Message[string] 信息说明
- key:SecurityID[string] 资产编号
- key:OrigTime[string] 回报时间
- key:SessionID[string] 会话ID
- key:ANSTYPE[string] 应答标记("0":成功;"1":失败)
- key:SendingTime[string] 发送时间
- key:ExecOrderID[string] 执行ID,普通买卖时等于订单号
- key:UserRequestID[string] 请求ID
- 函数示例
赎回ETF
CreditQueryExecution(AccountID, StartDate, EndDate)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- StartDate[string] 开始日期(格式20140115 不输入表示查询当日委托)
- EndDate[string] 结束如期(格式20140115 不输入表示查询当日委托)
- 返回值
- return[table] 二维表
- Key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: TransactTime[string] 成交时间
- Key: SecurityID[string] 证券代码
- Key: Symbol[string] 证券名称
- Key: AvgPx[number] 成交价格
- Key: TradeVolume[number] 成交数量
- Key:GrossTradeAmt[number] 成交金额
- Key: Side[string] 操作
- Key: ExecID[string] 成交编号
- Key: ClOrdID[string] 合同编号
- Key: InvestorID[string] 股东帐号
- Key: SecurityExchange[string] 交易市场
- 函数示例
信用查询成交
Local result = { ["ANSTYPE"] = "1", ["RetData"] = { [1] = { ["TradeVolume"] = 10000, ["SecurityExchange"] = "深圳A股", ["GrossTradeAmt"] = 202100, ["Symbol"] = "平安银行", ["WT_INDEX"] = 0, ["SecurityID"] = "000001", ["AvgPx"] = 20.21, ["Side"] = "融券卖出", ["ExecID"] = "10160027", ["TransactTime"] = "101613", ["ClOrdID"] = "625", ["InvestorID"] = "0600346514", }, } }
CreditQueryBuyStockPaybackStockBuyAmt(AccountID, MarketID, SecurityID, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码,(SHASZA,SHBSZB)
- SecurityID[string]证券代码
- Price[double]委托价格
- 返回值
- Amount[int] 可委托数量
- 函数示例
信用查询买券还券可买入数量
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryBuyStockPaybackStockBuyAmt() local SecurityID = "000001"; local AccountID = "12"; local MarketID = "XYSZA"; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditQueryBuyStockPaybackStockBuyAmt(AccountID, MarketID, SecurityID, Price); print("查询买券还券可买入数量ret",ret,"err",err,"AccountID",AccountID,"MarketID", MarketID,"SecurityID", SecurityID,"Price", Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryBuyStockPaybackStockBuyAmt(); end end RegisterEvent('quant','OnStart',0);
CreditQueryEntrust(AccountID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- 返回值
- return[table] 二维表
- Key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- Key:RetData[table] 返回结果集
- Key: SecurityID[string] 证券代码
- Key: Symbol[string] 证券名称
- Key: OrderEntryTime[string] 委托时间
- Key: Price[number] 委托价格
- Key: AvgPx[number] 成交价格
- Key: OrderQty[number] 委托数量
- Key: TradeVolume[number] 成交数量
- Key: Side[string] 操作
- Key: OrdStatus[string] 备注
- Key: TradeName[string] 委托方式
- Key: ClOrdID[string] 合同编号
- Key: InvestorID[string] 股东账户
- Key: SecurityExchange[string] 交易市场
- 函数示例
信用查询委托
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditQueryEntrust() local AccountID = "12"; local StartDate = os.date("%Y%m%d"); local EndDate = StartDate; local retMsg, msgErr = trade.CreditQueryEntrust(AccountID, nil, nil, nil, StartDate, EndDate); print("查询委托同步返回retMsg",retMsg,"msgErr",msgErr) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditQueryEntrust(); end end RegisterEvent('quant','OnStart',0);
CreditQueryBalance(AccountID, MarketID)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- 返回值
- Currency[string]币种
- EnableBalance[double]可用金额 CurrentBalance[double]资金余额 FundAsset[double]总资产
- CashAsset[double]现金资产
- MarketValue[double]总市值
- CreditBalance[double]可用保证金 PerAssurescaleValue[double]维持担保比例
- 函数示例
信用查询资金
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function QuryZJ() local AccountID = "12"; local MarketID = nil; local retMsg, errmsg = trade.CreditQueryBalance(AccountID,MarketID); print("查询资金直接返回//////////",retMsg,"errmsg///////////",errmsg,"account/////",AccountID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); QuryZJ(); end end RegisterEvent('quant','OnStart',0);
CreditBuy(AccountID, SecurityID, MarketID, OrderQty, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderQty[string] 买入数量
- Price[string] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
信用买入
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function Buy() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local result, errmsg = trade.CreditBuy(AccountID,SecurityID,MarketID,OrderQty,Price); print("信用买入同步返回//////////",result,"err/////",errmsg," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", localMarketID,"amout//",amount,"price///",Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); Buy() end end RegisterEvent('quant','OnStart',0);
CreditSell(AccountID, SecurityID, MarketID, OrderQty, Price)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderQty[string] 卖出数量
- Price[string] 限价价格
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key:ClOrdID[string] 合同编号
- 函数示例
信用卖出
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function Sell() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ret, err = trade.CreditSell(AccountID, SecurityID, MarketID, OrderQty, Price); print("信用卖出同步返回//////////",ret,"err/////",err," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", MarketID,"OrderQty//",OrderQty,"price///",Price) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); Sell() end end RegisterEvent('quant','OnStart',0);
BasketModify(basketID, basketName, AccountID, elementList)
- 函数描述
- 参数
- basketID [string]:篮子的ID
- basketName [string]: 篮子的名称,修改篮子信息,不传则不改
- Option[string]:修改操作方式,element-修改篮子成份股信息info-修改篮子信息
- BasketNote[string]:篮子注释,修改篮子信息,不传则不改
- DefOrdQty[int]:篮子默认委托数量,修改篮子信息,不传则不改
- DefOrdBalance[double]:篮子默认委托金额,修改篮子信息,不传则不改
- BasketElement[table]:篮子成份股信息表,修改篮子成份股,可不传
- 返回值
- result[bool]:调用结果,返回算法调用结果,一般为正确
- retmsg[string]:调用信息
- 函数示例
修改篮子
local trade = require('trade') --篮子异步回调 function BasketCallback(t) print('------------回调信息------------',tostring(t)) end --删除篮子 function DeleteBasket() local requestdata = {} requestdata.BasketID = "36f947eb-3349-476f-b24b-6d73509711be"; local ret, msg = trade.BasketDelete(requestdata) print('----------------删除篮子----------------') print(ret, msg) end --修改篮子 function UpdateBasket() local requestdata = { ["BasketNote"] = "", ["Option"] = "info", ["BasketID"] = "36f947eb-3349-476f-b24b-6d73509711be", ["BasketName"] = "test", ["DefOrdQty"] = 300, } local ret, msg = trade.BasketModify(requestdata) print('----------------修改篮子----------------') print(ret, msg) end --查询篮子 function QueryBasket(t) t = t or {}; local requestdata = {}; requestdata['cmd'] = 'basket'; requestdata['BasketID'] = t['BasketID']; requestdata['callbackFunc'] = 'BasketCallback'; local ret, msg = trade.BasketQueryList(requestdata); print('----------------查询篮子----------------') print(ret, msg) end --创建篮子 function CreateBasket() local requestdata = { ["BasketOption"] = "amount", ["BasketNote"] = "", ["BasketName"] = "test", ["DefOrdQty"] = 100, } local ret, msg = trade.BasketCreate(requestdata); print('----------------创建篮子----------------') print(ret, msg) end local bFirst = true; function OnStart() trade.SetTradeMode('stock'); trade.SetTacticRunMode(true); local init_ret, accountlist,account = trade.InitTrade(); --初始化成功 if #(accountlist or {}) > 0 then if bFirst then QueryBasket(); --查询篮子 CreateBasket(); --创建篮子 UpdateBasket(); --修改篮子 DeleteBasket(); --删除篮子 bFirst = false; else trade.ReregisterCallback({callbackFunc = 'BasketCallback'}); --注册篮子回调 end accountList = accountlist; end end RegisterEvent('quant', 'OnStart', 0);
CreditPayBackByCash(AccountID, SecurityID, MarketID, OrderID, OrderAmt)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderID[string] 流水编号
- OrderAmt [number] 还款金额
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key: PayBackMoney [double] 还款金额
- 函数示例
直接还款
--行情模块 require("luahq"); --交易模块 local trade = require('trade'); trade.SetTradeMode('stockall'); function CreditPayBackByCash() local AccountID = "12"; local SecurityID = "000001"; local MarketID = "XYSZA"; local OrderQty = 1000; local infoQuote,err = luahq.GetLastQuote(SecurityID, 'NEW'); local Price = infoQuote[SecurityID]["10"]; local ClOrdID = "125560"; local ret, err = trade.CreditPayBackByCash(AccountID, SecurityID, MarketID, ClOrdID, OrderQty) print("直接还款同步返回//////////",ret,"err/////",err," AccountID//",AccountID,"SecurityID////",SecurityID," MarketID//", MarketID,"amout//",OrderQty,"price///","ClOrdID",ClOrdID) end function OnStart() print('onstart'); local init_ret, accountlist, account = trade.InitTrade('real'); if accountlist and accountlist.s_rzrq then print("策略启动成功,当前资金账号"); CreditPayBackByCash(); end end RegisterEvent('quant','OnStart',0);
CreditPayBackByStock(AccountID, SecurityID, MarketID, OrderID, OrderQty)
- 函数描述
- 参数
- AccountID[string] 资金帐号
- SecurityID[string] 证券代码
- MarketID[string] 市场代码(XYSHA-上A,XYSZA-深A)
- OrderID[string] 流水编号
- OrderQty [number] 还券数量
- 返回值
- return[table] 回报信息
- key:ANSTYPE[string] 委托状态(0-失败 1-成功)
- key: ClOrdID [string] 流水编号
- 函数示例
直接还券
local entrust_no = ' 20131210030020500000002'; local result, retmsg = trade. CreditPayBackByStock (current_account, '600000', 'XYSHA', entrust_no, 10) 成功: result = { ["ANSTYPE"] = "1",["ClOrdID"] = "696"} 失败: Result = nil, retmsg= [255605][超过融券负债可还数量]
OmsRegisterCallback(funcname)
- 函数描述
- 参数
- funcname[string] 函数名
- 返回值
- retcode[string] 错误号(为"0"表示成功,其他值均为失败)
- 函数示例
注册OMS推送回调函数
EmsRegisterCallback(funcListenOrderCallback, funcListenExecutionCallback)
- 函数描述
- 参数
- funcListenOrderCallback[function] 子单推送回调函数
- funcListenExecutionCallback[function] 母单推送回调函数
- 返回值
- retcode[string] 错误号(为"0"表示成功,其他值均为失败)
- 函数示例
注册StreamBase推送回调函数
FutureRegisterCallback(funcname)
- 函数描述
- 参数
- funcname[string] 自定回调函数的函数名
- 返回值
- result[bool] 注册结果(true,false)
- Retmsg[string]
- 函数示例
注册期货交易回调函数
local ret, msg = trade.FutureRegisterCallback('funcFutureCallback'); ret ---->true msg ---->注册回调函数成功
平台
SaveValue(key, val)
- 函数描述
- 参数
- key[string] 保存到服务器的关键字 val[lua变量] 值
- 返回值
- 无
- 函数示例
存储数据到服务器 key为保存的唯一关键字(禁中文关键字),value是table形式
require('luahq'); local data1, err = luahq.GetCodeList("SH","603"); SaveValue('123', data1); --保 存数据
LoadValue(key)
- 函数描述
- 参数
- key[string] SaveValue保存的键值
- 返回值
- SaveValue保存的数据
- 函数示例
平台函数 用于读取策略保存的数据,与SaveValue一同使用
LoadValue('123')
UnRegisterEvent(strModule, strRegisterfunc)
- 函数描述
- 参数
- strModule[string] 模块名称
- strRegisterfunc[string] 注册函数名称 )
- 返回值
- 无
- 函数示例
取消注册时间 按模块和注册的函数取消
UnRegisterEvent("hq", "OnQuoteUpdate"); --取消全部股票代码注册 UnRegisterEvent("hq", "OnQuoteUpdate","600000"); --取消部分股票代码(600000)注册 UnRegisterEvent("timer", "timerUpdate"); --取消定时器注册
RegisterEvent(strModule, strRegisterfunc, param)
- 函数描述
- 参数
- strModule[string] 模块名称
- strRegisterfunc[string] 注册函数名称
- param[lua变量] 具体参数(注册到行情模块可以为股票代码,如"600000";定时器模块可以为"1000")
- 返回值
- 无
- 函数示例
事件注册 注册响应函数到指定模块(如"hq":行情模块;"timer":定时器模块等)
RegisterEvent("hq", "OnQuoteUpdate", '600000,000001,600783'); --按股票代码注册 RegisterEvent("hq", "OnQuoteUpdate", 17); --按市场代码注册 RegisterEvent("timer", "timerUpdate", 1000); --每1秒定时器触发一次
SendToControl(val, strControlID)
- 函数描述
- 参数
- val[lua变量] 需要发送的变量 strControlID[string] 界面控件ID
- 返回值
- 无
- 函数示例
消息发送 从策略中将变量值发送到界面控件ID进行显示
SendToControl(result, "fundbalance"); --result为策略中的变量 --接受消息 function onReceiveCallBack(t) local retdata = t['retdata']; local controlid = t['controlid']; if controlid == 'fundbalance' then makeWtTable(retdata); --这里接受到策略发来的消息 end end page.setPageRecvCallBack(onReceiveCallBack);
其它(模块引用:hqcode2name)
GetHqNameFromCode(SecurityID)
- 函数描述
- 参数
- SecurityID 证券代码
- 返回值
- 证券名称
- 函数示例
通过证券代码获取证券名称
local Name = GetHqNameFromCode("000001"); print("Name",Name);
数学扩展(模块引用:expandmath)
expandmath.CalmarRatio(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据 n[int] 可选,数据个数
- 返回值
- return[table] CALMAR比率
- 函数示例
CALMAR比率
expandmath.JB_statistic(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- 返回值
- return[table] JB统计量
- 函数示例
JB统计量
expandmath.SortinoRatio(input,n,nomal_ratio)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- nomal_ratio[double] 自定义,无风险比率
- 返回值
- return[table] SORTINO比率
- 函数示例
SORTINO比率
expandmath.SterlingRatio(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- 返回值
- return[table] STERLING比率
- 函数示例
STERLING比率
expandmath.Ttest(input,n,nomal_mean,level)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数/n nomal_mean[double] 总体(普遍)平均数
- level[double] 显著性水平
- 返回值
- return[table] T检验结果
- 函数示例
T检验
expandmath.Ztest(input,n,nomal_mean,level)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数/n nomal_mean[double] 总体(普遍)平均数
- level[double] 显著性水平
- 返回值
- return[table] Z检验结果
- 函数示例
Z检验
expandmath.Std(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- 返回值
- return[table] 标准差
- 函数示例
标准差
expandmath.Var(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- 返回值
- return[table] 方差
- 函数示例
方差
expandmath.Kurt(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据 n[int] 可选,数据个数
- 返回值
- return[table] 峰度
- 函数示例
峰度
expandmath.TrackErr(input1,input2,n)
- 函数描述
- 参数
- input1[table] 待计算的数据
- input2[double] 大盘收益率
- n[int] 可选,数据个数
- 返回值
- return[table] 跟踪误差
- 函数示例
跟踪误差
expandmath.Skew(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- 返回值
- return[table] 偏度
- 函数示例
偏度
expandmath.Mean(input,n)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- 返回值
- return[table] 平均值
- 函数示例
平均数
expandmath.PotentialRise(input,n,nomal_ratio)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- nomal_ratio[double] 自定义,无风险比率
- 返回值
- return[table] 潜在上涨比率
- 函数示例
潜在上涨比率
expandmath.Ttest2(input1,n1,input2,n2,level)
- 函数描述
- 参数
- input1[table] 第一组样本数据
- n1[int] 可选,数据个数/n input2[table] 第二组样本数据
- n2[int] 可选,数据个数
- level[double] 显著性水平
- 返回值
- return[table] T检验结果
- 函数示例
双样本T检验
expandmath.SharpRatio(input,n,nomal_ratio)
- 函数描述
- 参数
- input[table] 待计算的数据
- n[int] 可选,数据个数
- nomal_ratio[double] 自定义,无风险比率
- 返回值
- return[table] 夏普比率
- 函数示例
夏普比率
问财(模块引用:luawencai)
luawencai.GetRbStockData(num, selece, field)
- 函数描述
- 参数
- num[int] 返回的问句数量
- select[int] 收益率排名
- field[string] 排序字段
- 返回值
- 推荐的问句以及相关的数据
- 函数示例
机器人选股 选出一定数量的问句,按收益率排名,再按字段排序
require("luawencai"); print(luawencai.GetRbStockData()) --取20个问句,返回收益排名在前20位的数据 print(luawencai.GetRbStockData(100,2)) --取100个问句,返回收益排名在前2位的数据 print(luawencai.GetRbStockData(100)) --取100个问句,返回收益排名在前20位的数据 print(luawencai.GetRbStockData(100,101)) --取100个问句,返回收益排名在前100位的数据 print(luawencai.GetRbStockData(100,2,'positiveCount')) --取100个问句,按positiveCount排序,返回收益排名在前2位的数据
luawencai.GetSuggestEarn(select, sort)
- 函数描述
- 参数
- select[string] 选股条件
- sort[int] 收益率排名
- 返回值
- 推荐的问句以及相关的数据
- 函数示例
问句推荐 根据选股条件和收益率字段,选出股票
require("luawencai"); print(luawencai.GetSuggestEarn('牛股',10))
luawencai.StockPick(strPick)
- 函数描述
- 参数
- strPick[string] 选股条件
- 返回值
- [一维数组] 股票代码(如果计算出错,返回值第一个为nil,第二个为错误信息)
- 函数示例
一句话选股
local data = luawencai.StockPick('股价大于15日均线,排除st,股本<100亿,股价>3元,过去5天涨幅大于0'); if data == nil then SendLogInfo("INFO", "选股失败,请重启策略进行监控"); end local str = ""; for i=1,#data do str = str..","..data[i]; --将股票代码用逗号分隔 end str = string.sub(str,2); --删除最前面的逗号
行情(模块引用:luahq)
luahq.SelectStock(strFormula, strPeriod, strCodeList, strBeginTime, strEndTime)
- 函数描述
- 参数
- strFormula[string] 选股公式
- strPeriod[string] 周期
- strCodeList[string] 证券代码
- strBeinTime[string] 开始时间
- strEndTime[string] 结束时间
- 返回值
- 一维table,证券代码
- 函数示例
行情选股 根据选股公式以及相应的选股参数,从行情服务器选出证券代码
require('luahq'); local str1 = "(REF(CROSS(EMA((C-MA(C,7))/MA(C,7)*480,2)*5,EMA((C-MA(C,11))/MA(C,11)*480,7)*5) AND EMA((C-MA(C,7))/MA(C,7)*480,2)*5<0 AND EMA((C-MA(C,11))/MA(C,11)*480,7)*5<0,2) AND CROSS(EMA((C-MA(C,7))/MA(C,7)*480,2)*5,0))"; local str2 = "(REF(CROSS(EMA((C-MA(C,7))/MA(C,7)*480,2)*5,EMA((C-MA(C,11))/MA(C,11)*480,7)*5) AND EMA((C-MA(C,7))/MA(C,7)*480,2)*5<0 AND EMA((C-MA(C,11))/MA(C,11)*480,7)*5<0,1) AND CROSS(EMA((C-MA(C,7))/MA(C,7)*480,2)*5,0))"; local str3 = "(BIGBUYCOUNT1+WAITBUYCOUNT1-BIGSELLCOUNT1-WAITSELLCOUNT1)*MONEY/VOL/10000"; local str = "("..str1.." OR "..str2..")"; local ret, err = luahq.SelectStock(str, 'day','17();33();','0','0');
luahq.GetKLine(strCode, strPeriod, strBeginTime, strEndTime, strMarketType)
- 函数描述
- 参数
- strCode[string] 金融工具代码,
- strPeriod[string] 分析周期,
- strBeginTime[string] 开始时间,
- strEndTime[string] 结束时间
- strMarketType[string] 市场类型,大写表示,默认不填.取期权数据该值为OPTION
- 返回值
- 多维Table,以证券代码作为Table的最外层键值,里层Table以数据项为键值
- 函数示例
取K线数据 获取的数据项包括:最高价,最低价,开盘价,收盘价,交易手数
require("luahq"); local g_CodeKLine = {}; local data, msg = luahq.GetKLine("600000,000001", "oneminute", -100, 0); if data == nil then return 1; end for key, value in pairs(data) do if g_CodeKLine[key] == nil then g_CodeKLine[key] = {}; end if g_CodeKLine[key]["oneminute"] == nil then g_CodeKLine[key]["oneminute"] = {}; end g_CodeKLine[key]["oneminute"]["Code"] = key; g_CodeKLine[key]["oneminute"]["Time"] = {}; g_CodeKLine[key]["oneminute"]["Open"] = {}; g_CodeKLine[key]["oneminute"]["High"] = {}; g_CodeKLine[key]["oneminute"]["Low"] = {}; g_CodeKLine[key]["oneminute"]["Close"] = {}; g_CodeKLine[key]["oneminute"]["Volume"] = {}; g_CodeKLine[key]["oneminute"]["Code"] = key; g_CodeKLine[key]["oneminute"]["Time"] = value["1"]; g_CodeKLine[key]["oneminute"]["Open"] = value["7"]; g_CodeKLine[key]["oneminute"]["High"] = value["8"]; g_CodeKLine[key]["oneminute"]["Low"] = value["9"]; g_CodeKLine[key]["oneminute"]["Close"] = value["11"]; g_CodeKLine[key]["oneminute"]["Volume"] = value["13"]; end
luahq.GetTick(strStockCode, strDateTime, strDataType, strPeriod, strMarketType)
- 函数描述
- 参数
- strStockCode[string] 股票代码
- strDateTime[string] 请求的数据时间
- strDataType[string] 数据项
- strPeriod[string] 数据分析周期strMarketType[string] 市场类型,大写表示,默认不填.取期权数据该值为OPTION
- 返回值
- [一维数组] Tick历史数据
- 函数示例
取证券代码Tick数据 每个证券代码一次调用取一天的数据,时间格式YYYYMMDD
require('luahq'); local data1, err = luahq.GetTick('600000','20150806','25,27,29,31,33,35','trace')
luahq.GetFinance(Code, strDataItem, strReport, strMarketType)
- 函数描述
- 参数
- Code[string] 股票代码
- strDataItem[string] 数据项,使用","分隔
- strReport[string] 财务报告周期
- strMarketType[string] 市场类型,大写表示,默认不填.取期权数据该值为OPTION
- 返回值
- 多维Table数据,每个证券代码作为Table的Key,内层Table以数据项作为Key,1为时间戳(必存在)
- 函数示例
获取财务数据 根据指定的数据项以及时间(0表示所有时间),可以获取证券代码财务数据的特定数据
require('luahq'); local data , err = luahq.GetFinance('300033', 'MGYL', '20101231'); local data , err = luahq.GetFinance('300033', 'MGYL', '0');
luahq.GetFundData(strData);
- 函数描述
- 参数
- strData 基金类别(M母基金,A基金,B基金)
- 返回值
- [二维数组] table数据。
- 函数示例
获取所有对应的基金数据
require("luahq"); local _,Res = luahq.GetFundData('M'); print("-_,Res-MMM------",_,Res)
luahq.GetHisMinQuote(codelist, strDateTime,strDataItem,strPeriod)
- 函数描述
- 参数
- codelist 证券代码
- strDateTime 历史时间
- strDataItme 数据项
- strPeriod 周期(可不填,默认分时数据)
- 返回值
- 多维Table,以证券代码作为Table的最外层键值,里层Table以数据项为键值
- 函数示例
获取分时历史行情 能获取证券代码的历史分时数据,可以指定周期
require('luahq'); local data1, err = luahq.GetHisMinQuote('1A0001','20140120','22,23') local data2, err = luahq.GetHisMinQuote('1A0001','20140120','22,23','minute')
luahq.GetMarketID(codelist)
- 函数描述
- 参数
- code格式:string或者table 证券代码
- 返回值
- [一维数组]证券代码作为Table的Key,值为响应的市场代码
- 函数示例
取证券的市场代码 参数填写可以是一维Table或者以逗号分隔的字符串
require('luahq'); local data1, err = luahq.GetMarketID({'600000','000001'}) local data2, err = luahq.GetMarketID('600000,000001');
luahq.GetMarketTime(TimeType, TimeStamp)
- 函数描述
- 参数
- TimeType[string] 时间标识
- TimeStamp[string] 返回格式
- 返回值
- [一维数组] key:TimeType[string] 对应格式时间
- 函数示例
取行情时间
require('luahq'); local MarketTime1,msg = luahq.GetMarketTime() local MarketTime2,msg = luahq.GetMarketTime('17();33();', '%Y-%m-%d %H:%M:%S')
luahq.Quote(strDataItem)
- 函数描述
- 参数
- strDataItem[string] 数据项名称,多个数据项使用
- 返回值
- 二维数组,对应数据项数据
- 函数示例
根据全局参数获取行情数据 (luahq.SetQuoteCode luahq.SetQuotePeriod luahq.SetQuoteRange 和这三个一起搭配使用,适用回测开发)
require('luahq'); luahq.SetQuoteCode("600783") luahq.SetQuotePeriod("day") luahq.SetQuoteRange("20140219","20140220") local hqQuote,msg = luahq.Quote("HIGH,LOW")
luahq.GetCodeList(strMarketCode,strFilter,strToString,strMarketType)
- 函数描述
- 参数
- strMarketCode[string] 市场代码(可以用分号分隔取多个市场,例如:SH;SZ)
- strFilter[string] 过滤字符(可以为空) "600"表示筛选开头为600的股票
- strToString[string] 是否转为字符串输出(可以为空)
- strMarketType[string] 市场类型,大写表示,默认不填.取期权数据该值为OPTION
- 返回值
- 如果不设置 strToString 参数,返回 [一维数组] 证券代码;如果设置 strToString 参数,返回以逗号隔开的字符串
- 函数示例
根据市场代码返回该市场所有的证券代码,如上海为:"SH",深圳为:"SZ",股指期货:"IF" 可以返回一维table数组,也可以通过设置参数返回以逗号分隔的字符串
require('luahq'); local data1, err = luahq.GetCodeList("SH","603"); local data2, err = luahq.GetCodeList('IF'); local data3, err = luahq.GetCodeList('SH','60','tostring'); local data4, err = luahq.GetCodeList('SH','tostring');
luahq.GetLastQuote(strCode, strDataItem, strMarketType)
- 函数描述
- 参数
- strCode[string] 股票代码,多个代码使用","分隔
- strDataItem[string] 数据项名称,多个数据项使用","分隔
- strMarketType[string] 市场类型,大写表示,默认不填.取期权数据该值为OPTION
- 返回值
- 两层Table,以证券代码作为Table的最外层键值,里层Table以数据项为键值
- 函数示例
根据代码表及数据项返回最新行情数据
require('luahq'); local infoQuote = luahq.GetLastQuote('600000,000001,000002', '6,7,10,31,30,33,32,35,34,153,152,157,156,55,154,155,150,151,28,29,26,27,24,25,69,70,199112'); local stockinfo={}; if infoQuote ~= nil then for key, value in pairs(infoQuote) do stockinfo[key] = {}; stockinfo[key]['OfferPx5'] = value['156']; --申卖价五 stockinfo[key]['OfferQty5'] = value['157']; --申卖量五 stockinfo[key]['OfferPx4'] = value['152']; --申卖价四 stockinfo[key]['OfferQty4'] = value['153']; --申卖量四 stockinfo[key]['OfferPx3'] = value['34']; --申卖价三 stockinfo[key]['OfferQty3'] = value['35']; --申卖量三 stockinfo[key]['OfferPx2'] = value['32']; --申卖价二 stockinfo[key]['OfferQty2'] = value['33']; --申卖量二 stockinfo[key]['OfferPx1'] = value['30']; --申卖价一 stockinfo[key]['OfferQty1'] = value['31']; --申卖量一 stockinfo[key]['PrevClosePx'] = value['6'] --昨日收盘价 stockinfo[key]['Openpx'] = value['7']; --今日开盘价 stockinfo[key]['LastPx'] = value['10']; --最新价 stockinfo[key]['Increase'] = value['199112']; --涨幅 stockinfo[key]['Symbol'] = value['55']; --证券名称 stockinfo[key]['SecurityID'] = key; --证券代码 stockinfo[key]['BidPx5'] = value['154']; --申买价五 stockinfo[key]['BidQty5'] = value['155']; --申买量五 stockinfo[key]['BidPx4'] = value['150']; --申买价四 stockinfo[key]['BidQty4'] = value['151']; --申买量四 stockinfo[key]['BidPx3'] = value['28']; --申买价三 stockinfo[key]['BidQty3'] = value['29']; --申买量三 stockinfo[key]['BidPx2'] = value['26']; --申买价二 stockinfo[key]['BidQty2'] = value['27']; --申买量二 stockinfo[key]['BidPx1'] = value['24']; --申买价一 stockinfo[key]['BidQty1'] = value['25']; --申买量一 stockinfo[key]['DailyPriceUpLimit'] = value['69']; --涨停价 stockinfo[key]['DailyPriceDownLimit'] = value['70']; --跌停价 end end
luahq.SetQuoteCode(Code)
- 函数描述
- 参数
- Code[string] 股票代码
- 返回值
- 无
- 函数示例
设置股票代码(与Quote配合使用) 该接口适用于回测
require('luahq'); luahq.SetQuoteCode("600783") luahq.SetQuotePeriod("day") luahq.SetQuoteRange("20140219","20140220") local hqQuote,msg = luahq.Quote("HIGH,LOW")
luahq.SetQuoteRange(scope)
- 函数描述
- 参数
- scope[string] 数据范围
- 返回值
- 无
- 函数示例
设置数据范围,可以是数字也可以使日期格式(与Quote配合使用) 该接口适用于回测
require('luahq'); luahq.SetQuoteCode("600783") luahq.SetQuotePeriod("day") luahq.SetQuoteRange("20140219","20140220") local hqQuote,msg = luahq.Quote("6")
luahq.SetQuotePeriod(strPeriod)
- 函数描述
- 参数
- strPeriod[string] 周期
- 返回值
- 无
- 函数示例
设置周期(与Quote配合使用) 该接口适用于回测
require('luahq'); luahq.SetQuoteCode("600783") luahq.SetQuotePeriod("day") luahq.SetQuoteRange("20140219","20140220") local hqQuote,msg = luahq.Quote("HIGH,LOW")
luahq.GetQuote(strCode, strPeriod, strDataItem, strBeginTime, strEndTime, strMarketType)
- 函数描述
- 参数
- strCode[string]证券代码
- strPeriod[string] 分析周期
- strDataItem[string] 数据项,使用","分隔
- strBeginTime[string] 开始时间
- strEndTime[string] 结束时间
- strMarketType[string] 市场类型,大写表示,默认不填.取期权数据该值为OPTION
- 返回值
- 多维Table,以证券代码作为Table的最外层键值,里层Table以数据项为键值
- 函数示例
获取证券行情 通用接口,可以获取任意数据项的行情数据
require('luahq'); local hqData, msg = luahq.GetQuote("600783", "day","6","20140219","20140220"); local hqData, msg = luahq.GetQuote("600783", "day","6","0","0");
luahq.CalcIndicator(strCode, strPeriod, strFormula, strStart, strEnd)
- 函数描述
- 参数
- code[string, table] 股票代码
- strPeriod分析周期
- strFormula指标公式
- strStart开始时间
- strEnd结束时间
- 返回值
- [二维数组] 最外层key分别是1(时间戳)和return(返回的数据集合)
- 里层table为具体的数据,1为时间集合,return为对应时间戳的指标数据
- 函数示例
通过行情服务器计算相关股票的指标 该接口适用于正式运行的策略(非回测)
require("luahq"); local MACDStr = "2*((EMA(CLOSE,12) - EMA(CLOSE,26)) - EMA((EMA(CLOSE,12) - EMA(CLOSE,26)),9))"; local Ret, Err = luahq.CalcIndicator("600000,000001","fiveminutes",MACDStr,"201512030930","201512031500"); print("Ret, Err",Ret, Err)
行情数据项查阅
- 函数描述
- 参数
- 无
- 返回值
- 无
- 函数示例
行情数据项查阅
[数据项目] 213=0,BIGBUYCOUNT4,主动买入小单量, 214=0,BIGSELLCOUNT4,主动卖出小单量, 215=5,BIGBUYTICK1,主动买入特大单笔数, 216=5,BIGSELLTICK1,主动卖出特大单笔数, 217=5,BIGBUYTICK2,主动买入大单笔数, 218=5,BIGSELLTICK2,主动卖出大单笔数, 219=5,WAITBUYTICK1,被动买入特大单笔数, 220=5,WAITSELLTICK1,被动卖出特大单笔数, 221=5,WAITBUYTICK2,被动买入大单笔数, 222=5,WAITSELLTICK2,被动卖出大单笔数, 223=5,BIGBUYMONEY1,主动买入特大单金额, 224=5,BIGSELLMONEY1,主动卖出特大单金额, 225=5,BIGBUYMONEY2,主动买入大单金额, 226=5,BIGSELLMONEY2,主动卖出大单金额, 227=5,WAITBUYMONEY1,被动买入特大单金额, 228=5,WAITSELLMONEY1,被动卖出特大单金额, 229=5,WAITBUYMONEY2,被动买入大单金额, 230=5,WAITSELLMONEY2,被动卖出大单金额, 231=5,BUYTICK,买入单数量, 232=5,SELLTICK,卖出单数量, 240=0,PREYIELD,昨日收盘收益率, 241=0,PREAVGYIELD,昨日加权平均收益率, 242=0,OPENYIELD,开盘收益率, 243=0,HIGHYIELD,最高收益率, 244=0,LOWYIELD,最低收益率, 245=0,LASTYIELD,最新收益率, 246=0,AVGYIELD,当日加权平均收益率, 250=5,BUYMONEY5,委托买入前五档金额, 251=5,SELLMONEY5,委托卖出前五档金额, 252=5,BUYMONEY10,委托买入前十档金额, 253=5,SELLMONEY10,委托卖出前十档金额, 48=5,ZHANGSHU,涨速, 722=3,LC_BCFX,本次风险, 723=3,LC_YQYL,预期盈利, 98=5,YVALUE,Y轴数值, 99=2,YSTRING,Y轴字符串, 51=3,PERVOL,分价量比, 80=0,YJLX,应计利息, 36=3,INDEXTYPE,指数种类, 37=3,TOTALSTOCK,本类股票总数, 38=3,RISECOUNT,上涨家数, 39=3,FALLCOUNT,下跌家数, 40=5,INDEXLEAD,领先指标, 41=3,RISETREND,上涨趋势, 42=3,FALLTREND,下跌趋势, 22=5,BUYCOUNT,委买,委买手数 23=5,SELLCOUNT,委卖,委卖手数 14=5,OUTVOL,外盘,外盘成交量 15=5,INVOL,内盘,内盘成交量 18=3,VOLAMOUNT,成交次数, 24=5,BUYPRICE1,买一, 25=5,BUYCOUNT1,买一量, 26=5,BUYPRICE2,买二, 27=5,BUYCOUNT2,买二量, 28=5,BUYPRICE3,买三, 29=5,BUYCOUNT3,买三量, 30=5,SELLPRICE1,卖一, 31=5,SELLCOUNT1,卖一量, 32=5,SELLPRICE2,卖二, 33=5,SELLCOUNT2,卖二量, 34=5,SELLPRICE3,卖三, 35=5,SELLCOUNT3,卖三量, 45=5,FIVEDAYVOL,五日总量, 49=0,NEWVOL,现手, 65=0,OI,持仓量, 66=5,SETTLE,结算价, 72=5,TSETTLE,今结算, 67=5,HISHIGH,历史最高, 68=5,HISLOW,历史最低, 69=5,UPPERLIM,涨停板, 70=5,LOWERLIM,跌停板, 1=3,DATETIME,时间, 57=3,VALIDBEGIN,起始, 58=3,VALIDEND,终止, 2=3,MARKETTYPE,市场类别, 5=2,CODE,代码, 3=3,CODETYPE,证券类型, 6=5,PRE,昨收,前收盘 7=5,OPEN,开盘,开盘价 10=5,NEW,现价,最新价 11=5,CLOSE,收盘,收盘价 12=3,VOLCLASS,成交量分类, 13=5,VOL,总手, 17=5,OPENVOL,开盘量, 19=5,MONEY,金额, 20=5,BUYPRICE,买入,委托买入价 21=5,SELLPRICE,卖出,委托卖出价 8=5,HIGH,最高,最高价 9=5,LOW,最低,最低价 55=3,ZQMC,名称, 401=3,BBRQ,股本变动日期, 402=0,ZGB,总股数, 403=5,GJG,国家股, 404=5,FQRG,发起人股, 1674=5,AG,A股, 406=5,NBZGG,内部职工股, 408=5,ZPG,转配股, 410=5,BG,B股, 411=5,HG,H股, 412=5,YXG,优先股, 413=5,FRGJW,境外法人股, 414=5,FXJA,A股发行价, 1670=5,GDZS,股东总数, 1613=0,ZCXS,主承销商, 454=5,SGBL,送股比率, 455=5,PGBL,配股比率, 456=5,PGJ,配股价, 460=5,ZZBL,转赠比率, 463=5,PXBL,派息率, 466=3,CQR,除权日, 467=3,DJR,登记日, 468=3,PSSR,配股上市日, 702=3,LC_JHBH,计划编号, 703=3,LC_USERID,用户ID, 704=3,LC_ZDRQ,制定日期, 705=3,LC_JHCG,计划持股, 706=3,LC_ZXZT,计划执行状态, 707=3,LC_WTSL,委托数量, 708=3,LC_MMD,买卖点, 709=3,LC_ZYJG,目标价格, 710=3,LC_MMTJ,买卖条件, 711=3,LC_ZSFS,止损方式, 712=3,LC_ZXZTNAME,执行状态名称, 713=3,LC_NOTE,交易计划备注, 714=3,LC_USERNAME,用户名称, 715=3,LC_ZSJG,止损价格, 716=3,LC_LASTZSJG,最新止损价格, 717=3,LC_BBJ,保本价, 782=3,SS_COMM_1,服务器选股通用数据1, 783=3,SS_COMM_2,服务器选股通用数据2, 784=3,SS_COMM_3,服务器选股通用数据3, 785=3,SS_COMM_4,服务器选股通用数据4, 786=3,SS_COMM_5,服务器选股通用数据5, 787=3,SS_COMM_6,服务器选股通用数据6, 788=3,SS_COMM_7,服务器选股通用数据7, 789=3,SS_COMM_8,服务器选股通用数据8, 790=3,SS_COMM_9,服务器选股通用数据9, 791=3,SS_COMM_10,服务器选股通用数据10, 792=3,SS_COMM_11,服务器选股通用数据11, 793=3,SS_COMM_12,服务器选股通用数据12, 794=3,SS_COMM_13,服务器选股通用数据13, 795=3,SS_COMM_14,服务器选股通用数据14, 796=3,SS_COMM_15,服务器选股通用数据15, 797=3,SS_COMM_16,服务器选股通用数据16, 798=3,SS_COMM_17,服务器选股通用数据17, 799=3,SS_COMM_18,服务器选股通用数据18, 822=3,JYJH_STOCK_TOTAL,交易计划的总数, 823=3,JYJH_STOCK_FINISH,交易计划的已完成数, 824=3,JYJH_STOCK_SUCC,交易计划的成功次数, 825=3,JYJH_STOCK_SUCC_RATE,交易计划的成功率, 826=3,JYJH_STOCK_WIN_RATE,交易计划的总收益率, 1003=3,DTMGSY,动态每股收益, 1110=3,hx_star,星级, 1111=3,hx_star_p,星级-盘面, 1112=3,hx_grow_p,成长性-盘面, 1113=3,hx_walk_p,走势-盘面, 1114=3,hx_risk_p,风险-盘面, 1115=3,hx_grow,成长性评价, 1116=3,hx_plate,盘面评价, 1117=3,hx_walk,走势评价, 1118=3,hx_risk,风险评价, 1120=3,hx_diary,股市日记, 1196=3,hx_PriceMemo,价格区间评价, 1197=3,hx_PriceLow,价格区间低价, 1198=3,hx_PriceUp,价格区间高价, 1676=2,GDMC1,股东名称1, 1677=5,CGS1,持股数1, 1678=2,GDMC2,股东名称2, 1679=5,CGS2,持股数2, 1680=2,GDMC3,股东名称3, 1681=5,CGS3,持股数3, 1682=2,GDMC4,股东名称4, 1683=5,CGS4,持股数4, 1684=2,GDMC5,股东名称5, 1685=5,CGS5,持股数5, 1686=2,GDMC6,股东名称6, 1687=5,CGS6,持股数6, 1688=2,GDMC7,股东名称7, 1689=5,CGS7,持股数7, 1690=2,GDMC8,股东名称8, 1691=5,CGS8,持股数8, 1692=2,GDMC9,股东名称9, 1693=5,CGS9,持股数9, 1694=2,GDMC10,股东名称10, 1695=5,CGS10,持股数10, 501=5,HBZJ,货币资金, 508=5,QTYSK,其他应收款, 510=5,YSZKJE,应收帐款净额, 514=5,CH,存货, 515=5,CHDJZB,存货跌价准备, 520=5,LDZCHJ,流动资产合计, 524=5,CQTZHJ,长期投资合计, 532=5,GDZCHJ,固定资产合计, 533=5,WXZC,无形资产, 543=5,ZCZJ,资产总计, 560=5,LDFZHJ,流动负债合计, 567=5,CQFZHJ,长期负债合计, 574=5,WFPLR,未分配利润, 575=5,GDQYHJ,股东权益合计, 593=5,GJJ,公积金, 602=5,ZYYWSR,主营业务收入, 603=5,ZYYWCB,主营业务成本, 605=5,ZYYWLR,主营业务利润, 606=5,QTLR,其他业务利润, 1732=5,CHDJSS,存货跌价损失, 607=5,YYFY,营业费用, 608=5,GLFY,管理费用, 609=5,CWFY,财务费用, 611=5,TZSY,投资收益, 612=5,BTSR,补贴收入, 613=5,YYWSR,营业外收入, 615=5,LRZE,利润总额, 616=5,SDS,所得税, 1737=5,SDSFH,所得税返还, 619=5,JLR,净利润, 902=5,JYR_XS,销售商品提供劳务收到的现金, 915=5,JYJE,经营活动产生的现金流量净额, 926=5,TZJE,投资活动所产生的现金流量净额, 942=5,XJJZJ,现金及现金等价物净增加额, 1752=5,RZZL,融资租赁固定资产, 1916=0,YSZK1Y,1年以内应收帐款, 1917=0,YSZK1_2Y,1-2年以内应收帐款, 1918=0,YSZK2_3Y,2-3年以内应收帐款, 1919=5,3YYSZK,3年以内应收帐款, 1928=5,DQGPTZ,短期股票投资, 1931=5,CQGPTZ,长期股票投资, 591=5,ZJGCGGXS,在建工程杠杆系数, 1430=2,JJ_GLR,管理人[基金], 1465=3,JJ_ZBGBRQ,净值周报公布日期[基金], 1468=5,JJ_DWJZ,单位净值[基金], 1469=5,JJ_LJJZ,累计净值[基金], 1554=5,JJ_GPMMSR,股票买卖价差收入[基金], 1561=5,JJ_JSY,净收益[基金], 407=5,SHGZG,流通股, 1002=5,MGYL,每股盈利, 1005=5,MGJZC,每股净资产, 1015=5,CJ_JZCSYL,净资产收益率, 1935=5,MGXJLLJE,每股经营活动产生的现金流量净额, 1943=5,I_JZCSYL,净资产收益率(国际准则), 2297=0,LASTREP,取最近报表, 2298=0,REPDATE,取报表日期, 262763=5,YEARJLR,年报净利润, 1110=3,hx_star,星级 1111=3,hx_star_p,星级-盘面 1112=3,hx_grow_p,成长性-盘面 1113=3,hx_walk_p,走势-盘面 1114=3,hx_risk_p,风险-盘面 1115=3,hx_grow,成长性评价 1116=3,hx_plate,盘面评价 1117=3,hx_walk,走势评价 1118=3,hx_risk,风险评价 2097722=0,LV_D_SUPER_HLD_RATIO,(日)大户持股占比, 2097723=0,LV_D_SUPER_ACCUM_HLD,(日)大户持股累计, 2097724=0,LV_D_SMALL_HLD_RATIO,(日)散户持股占比, 2097725=0,LV_D_SMALL_ACCUM_HLD,(日)散户持股累计, 6292026=0,LV_W_SUPER_HLD_RATIO,(周)大户持股占比, 6292027=0,LV_W_SUPER_ACCUM_HLD,(周)大户持股累计, 6292028=0,LV_W_SMALL_HLD_RATIO,(周)散户持股占比, 6292029=0,LV_W_SMALL_ACCUM_HLD,(周)散户持股累计, 10486330=0,LV_M_SUPER_HLD_RATIO,(月)大户持股占比, 10486331=0,LV_M_SUPER_ACCUM_HLD,(月)大户持股累计, 10486332=0,LV_M_SMALL_HLD_RATIO,(月)散户持股占比, 10486333=0,LV_M_SMALL_ACCUM_HLD,(月)散户持股累计, 199114=0,BLOCKVOL,板块总手, 264650=0,BLOCKHIGH,板块最高, 330186=0,BLOCKLOW,板块最低, 395722=0,BLOCKPRICE,板块均价, 2755024=0,JLRBJ,净利润比较(万), 2820560=0,ZYYWSRBJ,主营业务收入(万), 2886096=0,ZZCBJ,总资产比较(亿), 2951632=0,ZFZBJ,总负债比较(亿), 3017168=0,SXFYHJBJ,三项费用合计比较(万), 3082704=0,YSZKJEBJ,应收帐款净额比较(万), 1444297=0,ZYYWSRZZ,主营业务收入增长, 1575369=0,LDBL,速动比率, 1640905=0,XJBL,现金比率, 1837513=0,YSZKZZL,应收帐款周转率, 1903049=0,YSZKZZTS,应收帐款周转天数, 1968585=0,GDQYBL,股东权益比率, 2034121=0,ZCFZBL,资产负债比率, 2099657=0,ZBFZBL,资本负债比率, 2165193=0,CQFZBL,长期负债比率, 2230729=0,GDQYYGDZCBL,股东权益与固定资产比率, 2296265=0,YXFZBL,有息负债比率, 2427337=0,YYFYL,营业费用率, 2492873=0,CWFYL,财务费用率, 2558409=0,GLFYL,管理费用率, 2623945=0,SXFYHJ,三项费用合计, 2755017=0,CHZZL,存货周转率, 2820553=0,CHZZTS,存货周转天数, 2886089=0,GDZCZZL,固定资产周转率, 2951625=0,ZZCZZL,总资产周转率, 3017161=0,GDQYZZL,股东权益周转率, 3082697=0,QTYSZKL,其他应收帐款率, 3148233=0,YYCBBL,营业成本比率, 3213769=0,XSMLL,销售毛利率, 3279305=0,ZYYWLRL,主营业务利润率, 3344841=0,YYLRL,营业利润率, 3410377=0,SQLRL,税前利润率, 3475913=0,SHLRL,税后利润率, 3541449=0,ZCSYL,资产收益率, 3606985=0,JZCSYL,净资产收益率, 3672521=0,ZZCHBL,总资产回报率, 3738057=0,ZCBL,资产倍率, 3803593=0,XSXJZYSRBL,销售商品收到现金与主营业务收入比率, 3869129=0,JYXJLRBL,经营活动产生的现金流量净额与净利润比率, 3934665=0,MGXJZJ,每股现金及现金等价物净增加额, 2689488=0,PXHJ,派息合计, 723401=0,SHigh,最高, 854473=0,SLow,最低, 920009=0,SOpen,开盘, 985545=0,SCLOSE,区间收盘, 788937=0,SVol,总手, 1051081=0,SMoney,金额, 1116617=0,SZHANGFU,区间涨幅, 1182153=0,SZHANGDIE,区间涨跌, 1247689=0,SZhenFu,振幅, 1313225=0,SHUANSHOU,区间换手, 1378761=0,SJunJia,均价, 3738058=0,SDay,周期数, 1509832=0,DaPanWeiBi,委比, 1575368=0,DaPanWeiCha,委差, 2361800=0,EQUALCOUNT,平盘家数, 199112=0,ZHANGDIEFU,涨幅, 264648=0,ZhangDie,涨跌, 526792=0,ZHENGFU,震幅, 330184=0,JUNJIA,均价, 395720=0,WEICHA,委差, 461256=0,WEIBI,委比, 1771976=0,LIANGBI,量比, 1903048=0,ZEROVOL,对倒, 1640904=0,MEIBISHOU,每笔手数, 1968584=0,HUANSHOU,换手, 2034120=0,SHIYING,市盈率, 985544=0,NEWVOLCOLOR,现手颜色, 2427336=0,MeiBiJinE,均笔额, 4065737=0,BUY_PRICE,买入, 4131273=0,SELL_PRICE,卖出, 3410378=0,ZSZBH,总市值变化, 3475914=0,LTSZ,流通市值, 3541450=0,ZSZ,总市值, 3934666=0,NewMoney,现金额, 2296272=0,HYD,活跃度, 2361808=0,QRD,强弱度, 657867=0,FIVEVOL,五分钟量变, 2558416=0,内外差,内外差, 2623952=0,内外比,内外比, 723400=0,FENSHIVOLCLASS,分时成交量颜色, 3934664=0,FIVERISE,5分钟, 4000200=0,FIVERISECOUNT,五分钟涨跌, 3279306=0,ZSZBH5,五分钟总市值变化, 920008=0,VolColor,成交量颜色, 3672520=0,KZhangDieFu,涨幅, 2558408=0,KZHANGDIE,涨跌, 3738056=0,KZhengFu,振幅, 3803592=0,个股换手率,个股换手率, 3869128=0,KShiYing,市盈率, 1051080=0,DPFENSHI,大盘分时, 592328=0,大盘领先,大盘领先分时线, 1182152=0,DuoKong,多空指标, 1116616=0,ADL,ADL指标, 68040=0,分时,分时走势, 133576=0,分时量,分时成交量, 3017160=0,ASI,振动升降指标, 3148232=0,RSI,相对强弱指标, 2492872=0,DMI,趋向指标(标准), 3082696=0,WVAD,威廉变异离散量, 2623944=0,EXPMA,指数平滑移动平均线, 2689480=0,TRIX,三重指数平滑平均线, 2755016=0,ARBR,人气意愿指标, 3213768=0,W&R,威廉指标(WILLIAM'S %R), 3344840=0,ROC,变动速率, 3410376=0,MIKE,麦克指标, 3475912=0,BIAS,乖离率, 2820552=0,CR,CR能量指标, 2886088=0,VR,VR容量比率, 2951624=0,OBV,能量潮, 1706440=0,KDJ,随机指标, 4000203=0,BOLL,布林带, 1837512=0,均线1,均线, 1378760=0,VOLCLOUD,火焰山, 788936=0,普通K线,普通K线, 2492880=0,MAVOL,成交量均线, 2324=5,BLOCKSUM,板块求和, 2325=5,BLOCKMAX,板块最大值, 2326=5,BLOCKMIN,板块最小值, 2327=5,BLOCKAVG,板块平均, 2328=5,BLOCKSTD,板块标准差, 2329=5,BLOCKCOUNT,股票数, 2332=0,BLOCKLEAD,取板块领先股票, 2299=0,GETREPTYPE,取报表类型, 2300=5,REP,同期报表, 2301=5,YEARREP,年报, 2302=5,MIDREP,中报, 2303=5,QUARTERREP,季报, 2291=5,WINNER,获利盘, 2292=5,ZIG,之字转向, 2316=5,CM,成本分布 , 2317=5,PERPRICE,分价函数, 2284=5,COST,成本, 2224=5,IF,条件, 2209=5,DMA_,动态移动平均 , 2210=5,EMA,指数平滑移动平均, 2212=5,HHV,最高值, 2214=5,LLV,最低值, 2216=5,MA,简单移动平均 , 2217=5,REF,向前引用, 2222=5,REFX,向后引用, 2218=5,SMA,移动平均, 2219=5,SUM,求和, 2204=5,BACKSET,向前赋值, 2205=5,BARSCOUNT,有效周期数, 2206=5,BARSLAST,上一次条件成立到当前的周期数, 2207=5,BARSSINCE,第一个条件成立到当前的周期数, 2208=5,COUNT,满足条件的周期数, 2304=0,FORMATTIME,时间格式, 2309=5,FROMNIGHT,距午夜秒, 2310=5,FROMOPEN,距开盘分钟, 2311=5,TRADETIME,总开盘分钟, 2312=5,COUNTTIME,时间差, 2234=5,ABS,绝对值 , 2235=5,BETWEEN,介于, 2238=5,MAX,最大值 , 2239=5,MIN,最小值 , 2240=5,MOD,取模 , 2241=5,NOT,非 , 2242=5,RANGE,范围, 2243=5,REVERSE,求反, 2258=5,COS,余弦, 2264=5,POW,幂, 2265=5,SIN,正弦, 2266=5,SQRT,平方根, 2268=5,GZSY,附息国债收益率, 2269=5,SYFX,附息国债剩余付息次数, 2236=5,CROSS,上穿 , 2237=5,LONGCROSS,维持若干周期后上穿 , 2294=5,ISNULL,空, 2274=0,AVEDEV,平均绝对差, 2278=5,STD,标准差, 2320=5,PLACEOFSORT,排名位置, 2321=5,INDEXDATA,大盘数据, 2343=0,PERIODNAME,周期, 2344=0,INBLOCK,属于板块, 3505=3,TY_QSYM,起始页面, 3506=3,TY_JYSXW,交易所新闻, 3507=3,TY_JYSGG,交易所公告, 3508=3,TY_QSXX,券商信息, 3509=3,TY_QSGG,券商公告, 3510=0,TY_QSWZ,券商网站, 3516=3,TY_GGZL,个股资料, 3517=0,TY_GGPL,个股评论, 3518=3,TY_GSXW,公司新闻, 3519=3,TY_GSGG,公司公告, 3520=3,TY_GGSSPL,个股实时评论, 3521=3,TY_GGHQ,个股行情, 3522=3,TY_GSWZ,公司网站, 3523=3,MR_GGLSZX,历史信息地雷, 3524=0,MR_GGFSZX,分时信息地雷, 3541=0,TY_GSLT,公司论坛, 3550=0,MINE_HIS,历史信息地雷, 3551=0,MINE_MIN,分时信息地雷, 134581=0,THS_HIS,同花顺研究历史, 134582=0,THS_MIN,同花顺研究分时, 16780732=3,JL_JRYDT,金融业动态, 16780733=3,JL_TYYHXW,同业银行新闻, 16780734=3,JL_BXYDT,保险业动态, 16780735=3,JL_TYBXGSXW,同业保险公司新闻, 16780722=3,JL_DQJJ,地区经济, 16780723=3,JL_GATJJ,港澳台经济, 16780724=3,JL_GCZS,高层之声, 16780725=3,JL_GJZJ,国际政经, 16780726=3,JL_HWBD,海外报导, 16780727=3,JL_HGJJ,宏观经济, 16780728=3,JL_SHXW,社会新闻, 16780729=3,JL_HYCF,行业采风, 16780730=3,JL_ZQSC,证券市场, 16780731=3,JL_GJGSDT,国际股市动态, 16780736=3,JL_BKFX,板块分析, 16780737=3,JL_DPZS,大盘综述, 16780738=3,JL_GGTJ,个股推荐, 16780739=3,JL_MJJP,名家股评, 16780742=3,JL_KFSJJXW,开放式基金新闻, 16780743=3,JL_QTJJXW,其它基金新闻, 16780747=3,JL_KFSJJZS,开放式基金知识, 16780748=3,JL_QTJJZS,其它基金知识, 16780740=3,JL_JJJZ,基金净值, 16780741=3,JL_JJTJ,基金统计, 16780744=3,JL_JJYJ,基金研究, 16780745=3,JL_TZZH,投资组合, 16780746=3,JL_JJCG,基金持股, 16780749=3,JL_HSJYBW,沪市交易备忘, 16780750=3,JL_HSJRTBTS,沪市今日特别提示, 16780751=3,JL_JYSGKXX,交易所公开信息, 16780752=3,JL_JRJD,今日焦点, 16780753=3,JL_JRYWZS,今日要闻综述, 16780754=3,JL_PGTS,配股提示, 16780755=3,JL_SSJYBW,深市交易备忘, 16780756=3,JL_SSJRTBTS,深市今日特别提示, 16780757=3,JL_XGTS,新股提示, 16780758=3,JL_JRDD,今日导读, 16780759=3,JL_XGTJ,新股统计, 16780760=3,JL_SHJSGG,上交所公告, 16780761=3,JL_SZJSGG,深交所公告, 16780762=3,JL_SHWEEKJYBW,沪市一周交易备忘, 16780763=3,JL_SZWEEKJYBW,深市一周交易备忘, 16780764=3,JL_JMD,节目单, 16780765=3,JL_SSGP,实时股评, 16780766=3,JL_GSDTPX,公司动态评析, 16780767=3,JL_GSGG,公司公告, 16780768=3,JL_GSXW,公司新闻, 16780769=3,JL_LZFT,老总访谈, 16780770=3,JL_QYXX,企业形象, 16780771=3,JL_SSGSYJ,上市公司研究, 16780772=3,JL_AHZQYJ,安徽证券研究, 16780773=3,JL_DPZQYJ,大鹏证券研究, 16780774=3,JL_DFZQYJ,东方证券研究, 16780775=3,JL_GXZQYJ,国信证券研究, 16780776=3,JL_HBZQYJ,湖北证券研究, 16780777=3,JL_NFZQYJ,南方证券评论, 16780778=3,JL_PAZQYJ,平安证券研究, 16780779=3,JL_SXZQYJ,三峡证券研究, 16780780=3,JL_XYZQYJ,兴业证券研究, 16780781=3,JL_GTJAYJ,国泰君安研究, 16780782=3,JL_SYWGYJ,申银万国研究, 16780783=3,JL_HTZQYJ,海通证券研究, 16780784=3,JL_QHZQYJ,青海证券研究, 16780785=3,JL_GDZQYJ,光大证券研究, 16780786=3,JL_YHZQYJ,银河证券研究, 16780787=3,JL_HTZQYJ,华泰证券研究, 16780788=3,JL_GFZQYJ,广发证券研究, 16780789=3,JL_XCZQYJ,湘财证券研究, 16780790=3,JL_BJZQYJ,北京证券研究, 16780793=3,JL_TBDYSSA,担保、抵押诉讼案, 16780794=3,JL_GPSSFXQK,股票上市发行情况, 16780795=3,JL_GLJY,关联交易, 16780796=3,JL_MJZJTX,募集资金投向, 16780797=3,JL_NBZBCWSJ,年报、中报财务数据, 16780798=3,JL_SSGSPGQK,上市公司配股情况, 16780799=3,JL_ZCCZ,资产重组, 16780802=3,JL_DSJ,大事记, 16780803=3,JL_SCGM,市场概貌, 16780791=3,JL_HGJJTJ,宏观经济统计, 16780792=3,JL_QT,其它, 16780809=3,JL_ASCYJ,A股市场研究, 16780810=3,JL_BSCYJ,B股市场研究, 16780811=3,JL_CSCYJ,创业板市场研究, 16780812=3,JL_QSCYJ,期货市场研究, 16780813=3,JL_WSCYJ,外汇市场研究, 16780814=3,JL_HSCYJ,香港及其它股市研究, 16780815=3,JL_ZSCYJ,债券市场研究, 16780816=3,JL_ZQSCGLYJ,证券市场概论研究, 16780817=3,JL_ZQGSYJ,证券公司研究, 16846272=3,JL_CHINA,玻璃/陶瓷/塑料, 16846273=3,JL_FZHQ,纺织/化纤, 16846274=3,JL_CLOTH,服装, 16846275=3,JL_ELEC,家用电器/日用机具, 16846276=3,JL_MODE,模具, 16846277=3,JL_FOOD,食品/饮料, 16846278=3,JL_PAPER,造纸/印刷/包装, 16846279=3,JL_BIKE,自行车/缝纫机/钟表, 16846258=3,JL_DZSW,电子商务, 16846259=3,JL_GTYJ,钢铁/冶金, 16846260=3,JL_GKJCY,高科技产业, 16846261=3,JL_HB,环保, 16846262=3,JL_HG,化工, 16846263=3,JL_JXJD,机械/机电, 16846264=3,JL_BASEREAL,基础建设与房地产, 16846265=3,JL_COMPUTER,计算机/软件, 16846266=3,JL_BUILD,建筑/建材, 16846267=3,JL_COMMERECE,金融, 16846268=3,JL_HOTEL,旅游/酒店/餐饮/仓储, 16846269=3,JL_SOURCE,能源, 16846270=3,JL_ARGI,农林牧渔, 16846271=3,JL_MOTOR,汽车/摩托, 16846280=3,JL_MERCH,商贸, 16846281=3,JL_BOLI,生物医药, 16846282=3,JL_COMMU,通讯设备, 16846283=3,JL_MACHINE,仪器/仪表, 16846284=3,JL_ZHONGHE,综合, 16846285=3,JL_TRANS,交通运输, 16846287=3,JL_XGXX,新股形象, 16846288=3,JL_XGYJJBM,新股研究(基本面), 16846289=3,JL_XGTJJSM,新股推荐(技术面), 16846290=3,JL_XGDW,新股定位, 16846291=3,JL_SCBD,市场报道, 16846292=3,JL_GSDT,公司动态, 16846293=3,JL_ZCFG,政策法规, 16846294=3,JL_FWZN,服务指南, 16846295=3,JL_ZBDT,中报动态, 16846296=3,JL_ZBDP,中报点评, 16846297=3,JL_ZBYK,中报预亏, 16846298=3,JL_ZBYJ,中报研究, 16846299=3,JL_ZBSJ,中报数据, 16846286=3,JL_CYBSC,创业板市场, 16780804=3,JL_DQJJYJ,地区经济研究, 16846300=3,JL_GPCS,股票常识, 16846301=3,JL_CYZB,常用指标, 16846302=3,JL_K线,K线形态, 16846303=3,JL_WAVE,波浪理论, 16846304=3,JL_TREND,趋势理论, 16846305=3,JL_OTHERLL,其他理论, 16846306=3,JL_TZLT,投资论坛, 16846307=3,JL_JLXG,巨灵选股, 16846308=3,JL_JLQSG,巨灵强势股, 16846309=3,JL_ZTFPM,涨跌幅排名, 16846310=3,JL_ZFPM,振幅排名, 16846311=3,JL_HSLPM,换手率排名, 16846312=3,JL_LJHSLPM,累计换手率排名, 16846313=3,JL_CJLWSPM,成交量萎缩排名, 16846314=3,JL_LBPM,量比排名, 16846315=3,JL_ZJLXPM,资金流向排名, 16846316=3,JL_CJQXGG,创近期新高股, 16846317=3,JL_CJQXDG,创近期新低股, 16846318=3,JL_CJQJLG,创近期巨量股, 16846319=3,JL_RDBKTJ,热点板块统计, 16846320=3,JL_RDZZ,热点追踪, 16846321=3,JL_CJLTZPM,成交量突增排名, 16846324=3,JL_DPZS,大盘评述, 16846325=3,JL_GGPL,个股评论, 16846327=3,JL_BDATA,B股数据, 16846328=3,JL_WHPJ,外汇牌价, 16846322=3,JL_BINFO,B股资讯, 16846323=3,JL_BNEWS,B股公司新闻, 16846326=3,JL_BRESEARCH,B股研究, 16846329=3,JL_BRULE,B股法规, 16846330=3,JL_BOPEN,B股开户交易, 16846331=3,JL_GSGG,公司公告, 16846332=3,JL_GGXWDP,公告新闻点评, 16846333=3,JL_GLJG,巨灵荐股, 16846334=3,JL_GPFYB,股评风云榜, 16846335=3,JL_WLLTJH,网络论坛精华, 16846336=3,JL_JLZXZK,巨灵资讯周刊, 16846337=3,JL_HIDE,收藏, 16846338=3,JL_REALTZ,房地产投资, 16846339=3,JL_PUBLICXF,大众消费, 16846340=3,JL_INSURANCE,保险, 16846341=3,JL_BANKCARD,银行卡, 16846342=3,JL_QHTZ,期货投资, 16846343=3,JL_ZQ,债券, 16846344=3,JL_JRLC,金融理财, 16846345=3,JL_WH,外汇, 33557940=3,WST_GGLSZX,维赛特历史资讯, 33557941=3,WST_GGFSZX,维赛特分时资讯, 33557942=3,WST_GGSSZX,维赛特实时资讯, 33557947=3,WST_XGFX,新股分析, 33557950=3,WST_GSFX,股市分析, 33557959=3,WST_HYFX,行业分析, 33557952=3,WST_YJKX,研究快讯, 33557956=3,WST_BJY,B股研究, 33557943=3,WST_TBTS,特别提示, 33557946=3,WST_BTXW,标题新闻, 33557945=3,WST_GGZD,公告专递, 33557948=3,WST_FXSS,发行上市, 33557949=3,WST_GSCW,股市传闻, 33557951=3,WST_WJSP,午间述评, 33557955=3,WST_ZQBK,证券报刊, 33557954=3,WST_HWCJ,海外财经, 33557953=3,WST_ZBGS,周边股市, 33557963=3,WST_ZCFG,政策法规, 33557957=3,WST_HGJJ,宏观经济, 33557958=3,WST_BKJJ,板块经济, 33557944=3,WST_TZRL,投资日历, 33557961=3,WST_SCRD,市场热点, 33557962=3,WST_ZJGZ,基金国债, 33557964=3,WST_ZLTJ,资料统计, 33557965=3,WST_EBSC,二板市场, 33557966=3,WST_SBSC,三板市场, 3148240=0,jrqd,今日强度, 3213776=0,QD3,3日强度, 3279312=0,QD5,5日强度, 3344848=0,QD10,10日强度, 3410384=0,QD20,20日强度, 3475920=0,QD60,60日强度, 3541456=0,QD250,250日强度, 1345996=0,前周期收盘价,前周期收盘价, 1444300=0,领先价,领先, 2755020=0,指数分时量,分时量, 2820556=0,筹码分布,筹码分布, 3508684=0,首页,首页, 3574220=0,均线2,神奇数字, 3639756=0,均线3,长期均线, 3770828=0,均线4,瀑布线, 3836364=0,均线5,自定义均线, 3869132=0,分时最高,最高, 3934668=0,分时最低,最低, 4000204=0,分时涨跌,涨跌, 4065740=0,分时涨幅,涨幅, 4131276=0,分时总手,总手, 68045=0,分时金额,金额, 133581=0,分时换手,换手, 199117=0,分时均价,均价, 297421=0,主营收入增长,主营增长率, 428493=0,领先线分时量,分时量, 1149389=0,多空指标,指数多空指标, 1214925=0,量比指标,量比指标, 1345997=0,红绿柱,红绿柱, 1870285=0,公司网站,公司网站, 471=3,QXSM,权息说明, 2132429=0,个股资料,个股资料, 2197965=0,TICK,分笔成交走势, 3312077=0,K线换手,换手, 3443149=0,*,*, 3508685=0,VOLINDEX,指数成交量, 3574221=0,除权标识,除权标识, 3901901=0,BUYSELL,买卖力道, 4032973=0,分时走势,期货分时走势, 4164045=0,期货委比,期货委比, 100814=0,期货委差,期货委差, 297422=0,筹码数据,筹码数据, 362958=0,深证新闻,深证新闻, 428494=0,GZSYL,国债收益率, 461262=0,FiveVolAdd,5分钟量增, 526798=0,副图K线,副图K线, 592334=0,美国线,美国线, 657870=0,OSC,变动速率线, 723406=0,VMA,变异平均线, 788942=0,OBOS,超买超卖指标, 854478=0,AMV,成本价均线, 920014=0,MTM,动量线, 985550=0,ADTM,动态买卖气指标, 1051086=0,DBLB,对比量比, 1116622=0,WRZF,5日涨幅, 1182158=0,WRJL,五日均量, 1247694=0,WRJJ,五日均价, 1313230=0,SRZF,10日涨幅, 1378766=0,SRJL,十日均量, 1444302=0,SRJJ,十日均价, 1509838=0,ESRZF,20日涨幅, 1575374=0,ESRJL,二十日均量, 1640910=0,ESRJJ,二十日均价, 657878=0,CDP,逆势操作, 1706446=0,TWORISE,2分钟涨幅, 1771982=0,TWOVOL,2分钟量变, 1837518=0,QH_WB,期货委比, 1903054=0,QH_WC,期货委差, 1968590=0,PRESETTLE,前结算, 2034126=0,TBR,新三价率, 2099662=0,UDL,引力线, 2165198=0,ATR,真实波幅, 2230734=0,STIX,指数平滑广量, 2296270=0,UOS,终极指标, 2361806=0,ZX,重心线, 2427342=0,MFI,资金流量指标, 2525646=0,FSZDF,涨幅, 2591182=0,FSZD,涨跌, 2656718=0,SSJJ,均价, 16846354=3,JL_ZQLSZX,巨灵债券历史资讯, 16846355=3,JL_ZQFSZX,巨灵债券分时资讯, 16846352=3,JL_JJLSZX,巨灵基金历史资讯, 16846353=3,JL_JJFSZX,巨灵基金分时资讯, 16846350=3,JL_GGLSZX,巨灵个股历史资讯, 16846351=3,JL_GGFSZX,巨灵个股分时资讯, 2755022=0,ZGC,最高差, 2853326=0,ssnewvol,现手, 1182161=0,rszs,总市值, 1116625=0,rltsz,流通市值, 1706448=0,日量比,日量比, 1837521=0,lyd,活跃度, 2886094=0,tick vol,跳动量, 2951630=0,MFI变化,MFI变化, 67112380=0,WD_GGLSZX,万得个股历史资讯, 67112381=0,WD_GGFSZX,万得个股分时资讯, 67112382=3,WD_GGSSZX,万得个股实时资讯, 67112383=3,WD_TBTS,特别提示, 67112384=3,WD_XGZX,新股中心, 67112385=3,WD_GSGG,公司公告, 67112389=3,WD_CJXW,财经新闻, 67112396=3,WD_ZBNB,中报年报, 67112387=3,WD_YWDP,要闻点评, 67112388=3,WD_SSPD,实时频道, 67112390=3,WD_JGLS,机构论市, 67112391=3,WD_GGYJ,个股研究, 67112395=3,WD_BBDP,报表点评, 67112397=3,WD_HGFX,宏观分析, 67112399=3,WD_HYYJ,行业研究, 67112402=3,WD_BGFX,B股分析, 67112403=3,WD_HGFY,H股风云, 67112404=3,WD_SBSC,三板市场, 67112386=3,WD_ZQTB,证券头版, 67112394=3,WD_ZBSC,周边市场, 67112398=3,WD_HGJJ,宏观经济, 67112400=3,WD_GDYW,各地要闻, 67112392=3,WD_TJTS,统计提示, 67112405=3,WD_ZCFG,政策法规, 67112393=3,WD_TZRL,投资日历, 67112401=3,WD_JJZQ,基金债券, 50335154=3,GA_GGLSZX,港澳个股历史资讯, 50335155=3,GA_GGFSZX,港澳个股分时资讯, 50335156=3,GA_GGSSZX,港澳个股实时资讯, 83889586=3,HX_GGLSZX,和讯个股历史资讯, 83889587=3,HX_GGFSZX,和讯个股分时资讯, 83889588=3,HX_GGSSZX,和讯个股实时资讯, 117444018=3,GEN_GGLSZX,巨灵个股历史资讯, 117444019=3,GEN_GGFSZX,巨灵个股分时资讯, 117444020=3,GEN_GGSSZX,巨灵个股实时资讯, 134221234=3,BZT_GGLSZX,百智投个股历史资讯, 134221235=3,BZT_GGFSZX,百智投个股分时资讯, 134221236=3,BZT_GGSSZX,百智投个股实时资讯, 1052082=3,XY_GGLSZX,XY纵横个股历史资讯, 1052083=3,XY_GGFSZX,XY纵横个股分时资讯, 1052084=3,XY_GGSSZX,XY纵横个股实时资讯, 2100658=3,DZH_GGLSZX,大智慧个股历史资讯, 2100659=3,DZH_GGFSZX,大智慧个股分时资讯, 2100660=3,DZH_GGSSZX,大智慧个股实时资讯, 3049934=0,EMV,简易波动指标, 3967438=0,副图美国线,副图美国线, 4098510=0,ZQDQNX,债券到期年限, 4164046=0,收盘价线,收盘价线, 2287=5,SAR_S,抛物转向, 1074530767=0,YJA04,5分钟涨幅大于1%, 1074792911=0,x_02,百日新高, 1074858447=0,x_01,百日新低, 1074923983=0,x_55,突破平台, 1074989519=0,x_03,百日地量, 854486=0,MARSI,相对强弱平均线, 2034127=0,BBI,多空指标, 2558415=0,PBX,瀑布线, 2623951=0,QACD,快速异同平均, 2755023=0,RADER,威力雷达T, 2820559=0,VPT,量价曲线, 461268=0,ABI,绝对幅度指标, 3475919=0,BTI,广量冲力指标, 3541455=0,ARMS,阿姆氏指标, 3606991=0,MCL,麦克连指标, 3869135=0,BBIBOLL,BBIBOLL, 1444310=0,RAD,威力雷达, 199121=0,LHBLX,领航布林线, 3279313=0,znz.dpcyc,znz.dpcyc, 133585=0,LHXJ,猎狐先觉, 3934671=0,ZNZ.BBND,znz.布林带宽, 68049=0,SDLH,神雕猎狐, 4131280=0,主力进出,主力进出, 1247690=0,QLCX,钱龙长线, 920010=0,ZNZ_CYC,指南针成本均线, 4000207=0,ENV,ENVALOPS, 4065743=0,MCO,MCCLELLAN OSCILLATOR, 4131279=0,DMANEW,平均线差, 68048=0,LW&R,LWR威廉指标, 133584=0,SRMI,MI修正指标, 199120=0,VSTD,成交量标准差, 264656=0,AD,ACCUMULATION/DISTRIBUTION, 330192=0,VMACD,量指数平滑异同平均线, 395728=0,MICD,异同离差动力指数, 461264=0,PRICEOSC,价格振荡器, 526800=0,RCCD,异同离差变化率指数, 657872=0,波段炒作,自用极品指标, 723408=0,VRSI,量相对强弱, 788944=0,DMI_QL,趋向指标(钱龙), 854480=0,DBCD,异同离差乖离率, 920016=0,VOSC,成交量振荡器, 985552=0,ADR,涨跌比率, 1051088=0,PVT,价量趋势, 1116624=0,DDI,方向标准离差指数, 1182160=0,SI,摆动指标, 1247696=0,SRDM,动向速度比率, 1313232=0,MI,动量指标, 1378768=0,ZNZ_YHCBB,优化成本布林线, 1444304=0,ZNZ_HLD,获利承接因子, 1509840=0,ZNZ_DKBL,成本多空布林线, 1575376=0,ZNZ_CYQKR,博弈趋势指标, 1640912=0,ZNZ_CYMR,筹码承接率, 1771984=0,ZNZ_CBXQD,成本均线强度, 1837520=0,ZNZ_CYDK,博弈承接强度, 1903056=0,ZNZ_CYDD,动态承接因子, 1968592=0,ZNZ_CBAND,优化成本布林带宽, 2034128=0,ZNZ_BYQD,博弈强度, 2099664=0,ZNZ_DPCYR,大盘强弱指标, 2165200=0,ZNZ_DPCYC1,大盘成本均线, 2230736=0,ZNZ_YHBOL1,优化布林线, 2427344=0,ZNZ_TAO,套牢盘, 3606992=0,ZNZ_SDR,锁定筹码 , 3672528=0,ZNZ_RPY2,两年相对价位, 3738064=0,ZNZ_RPY1,年相对价位, 3803600=0,ZNZ_PAS1,筹码穿透率1, 3869136=0,ZNZ_PAS,筹码穿透率, 3934672=0,ZNZ_MYP1,年最大收益指标, 4000208=0,ZNZ_MYL1,年最大亏损指标, 4065744=0,ZNZ_HUO,获利盘, 264657=0,ZNZ_CYS,短线盈亏, 330193=0,ZNZ_CYR,强弱指标, 395729=0,ZNZ_CYQKL,博弈K线长度, 461265=0,ZNZ_CYOBV,优化累积能量线指标, 526801=0,ZNZ_CYF1,市场能量, 592337=0,ZNZ_CYE1,趋势指标, 657873=0,ZNZ_CYD,承接因子, 985553=0,红绿军,红绿军, 723409=0,ZNZ_CYC1,成本均线, 854481=0,ZNZ_CMACD1,CMACD指标, 920017=0,ZNZ_CKD,相对价位, 1051089=0,ZNZ_CBW,成本带宽, 1313233=0,ZNZ_ASR,活动筹码, 1378769=0,ZNZ_CMGL,筹码乖离, 1444305=0,筹码表,筹码表, 1575377=0,xgfszs,新股分时, 1640913=0,SGSMX,生命线, 1903057=0,一季数2001,一季数2002, 1968593=0,中数2001,中数2001, 2034129=0,SG量比,量比, 2099665=0,一季2001,一季2002, 2165201=0,LH猎狐雷达,猎狐雷达(发现主力成本区), 2230737=0,中2001,中2001, 2296273=0,年报663,663, 2361809=0,年报662,662, 2427345=0,年报553,553, 2492881=0,年报552,552, 2558417=0,年报555556,661, 2623953=0,年报55555,551, 2886097=0,J_01,MACD系统, 2689497=0,J_02,布林带系统, 3017169=0,股东数比较,股东数变化, 1075055062=0,z_01,乖离率买入条件选股, 3082705=0,Z_02,乖离率卖出条件选股, 3148241=0,Z_03,KDJ买入条件选股, 3213777=0,z_05,布林带买入条件选股, 3344849=0,z_07,均线买入条件选股, 3410385=0,z_04,KDJ卖出条件选股, 3475921=0,z_08,均线卖出条件选股, 3541457=0,Z_09,MACD买入条件选股, 3606993=0,Z_10,MACD卖出条件选股, 3148245=0,k_10,均线多头排列, 3672529=0,k_11,早晨之星, 3738065=0,k_51,创近30日历史新高, 3803601=0,k_52,创近30日历史新低, 3869137=0,k_02,连续N天上涨, 3934673=0,k_01,连续N天收阴线, 4000209=0,k_04,N日内阳线多于阴线, 4065745=0,K_05,N日内下跌多于上涨, 4131281=0,K_06,连续N天收阳线, 68050=0,k_08,创N日内新高, 133586=0,K_09,创N日内新低, 199122=0,k_03,放量上攻, 264658=0,k_07,连续N日下跌, 330194=0,k_12,单日放量, 395730=0,c_01,总股本选股, 461266=0,c_02,流通盘选股, 526802=0,c_03,次新股选股, 592338=0,C_04,流动比率选股, 657874=0,c_05,低市净率选股, 723410=0,C_06,主营利润率选股, 788946=0,c_07,指数效应股, 854482=0,c_08,举牌概念股, 920018=0,C_09,每股公积选股, 985554=0,C_10,股东权益比率选股, 1051090=0,C_11,每股未分配利润选股, 1116626=0,C_12,每股净资产选股, 1182162=0,c_13,无国家股板块, 1247698=0,C_14,净资产收益率选股, 1313234=0,c_15,大盘股, 1378770=0,c_16,小盘股, 1444306=0,C_17,业绩选股, 1509842=0,C_18,低市盈率选股, 3738067=0,z_11,均价乖离选股, 1076103625=0,z_12,EXPMA选股, 1575378=0,X_54,出水芙蓉, 1640914=0,X_06,利剑出击, 1706450=0,X_07,天量法则, 1771986=0,X_51,智能机器人1号, 1837522=0,X_52,智能机器人2号, 1903058=0,X_53,智能机器人3号, 1968594=0,x_05,四周法则, 2034130=0,k_53,连涨三天, 2132434=0,SHANGZHENG,上证, 2197970=0,SHENZHENG,深证, 2263506=0,LTBL,流通比例, 2394578=0,WBLL,文本浏览器, 2525650=0,SADL,腾落指数, 2591186=0,ZCZJNB,资产总计年报, 2656722=0,FZHJNB,负债合计年报, 2722258=0,GDQYHJNB,股东权益合计年报, 2787794=0,GJJNB,公积金年报, 2853330=0,ZYYWSRNB,主营业务收入年报, 2918866=0,ZYYWLRNB,主营业务利润年报, 2984402=0,ZYYWLRLNB,主营业务利润率年报, 3082706=0,中名2002,中名2002, 3148242=0,中数2002,中数2002, 3377618=0,SAR_COLOR,SAR颜色, 3508690=0,上证新闻,上证新闻, 1083859=0,CYS,短线盈亏, 1149395=0,SJL,市净率, 1214931=0,CBJX,成本均线, 1247699=0,KC,开仓, 1313235=0,KPC,开平仓, 1378771=0,PC,平仓, 71=5,NOWINTERST,增仓, 1444307=0,SAR,抛物转向, 1608147=0,K1,叠加K线1, 1673683=0,K2,叠加K线2, 1739219=0,K3,叠加K线3, 1075546579=0,k_54,30日内强势股, 1075612115=0,k_55,5日内强势股, 1075677651=0,k_56,连续3日价升量涨, 1075743187=0,K_13,平台整理, 1075808723=0,k_15,阶段缩量, 1075874259=0,k_14,阶段放量, 1075939795=0,z_06,布林带卖出条件选股, 1076005331=0,x_04,百日天量, 2329043=0,W_01,早晨之星, 2394579=0,W_02,黄昏之星, 2460115=0,W_03,十字星, 2525651=0,W_04,长十字星, 2591187=0,W_05,垂死丁字, 2656723=0,W_06,射击之星, 2722259=0,J_03,趋向指标, 2918867=0,W_10,三只乌鸦, 2984403=0,W_08,穿头破脚, 3377619=0,K4,叠加K线4, 3443155=0,K5,叠加K线5, 3508691=0,K6,叠加K线6, 3574227=0,分时1,叠加分时线1, 3639763=0,分时2,叠加分时线2, 3705299=0,分时3,叠加分时线3, 3803603=0,基本面选股,基本面选股, 100820=0,板块平均涨幅,均涨幅, 166356=0,板块总金额,总金额, 231892=0,板块成交比例,总量比, 297428=0,板块平均换手,平均换手, 362964=0,板块市盈率,市盈率, 428500=0,板块领涨股,领涨股, 559572=0,板块总市值变化,市值比, 625108=0,板块成交金额比例,金额比, 690644=0,板块净资产收益率,净资产率, 756180=0,板块总流通市值,流通市值, 821716=0,板块总市值,总市值, 1074825684=0,K_20,价格选股, 1214932=0,W_00,一般K线, 1280468=0,W_09,三红兵, 1075251668=0,YJA14,单笔涨幅大于2%, 1903060=0,ZJ_02,财运亨通, 1076103636=0,YJA16,单笔成交量大于600手, 2460116=0,J_04,乖离系统, 2591188=0,W_11,光头阳线, 2820564=0,INVOL1,内盘, 3049940=0,J_07,容量比率系统, 3115476=0,J_08,威廉系统, 3181012=0,J_09,抛物转向系统, 3246548=0,CCI,顺势指标, 3312084=0,SKDJ,慢速随机指标, 3377620=0,NEWVOLLINE,现手, 2275=0,DEVSQ,数据偏差平方和, 2276=0,FORCAST,线性回归预测值, 2277=0,SLOPE,线性回归斜率, 2279=0,STDP,总体标准差, 2280=0,VAR,估算样本方差, 2281=0,VARP,总体样本方差, 1083861=0,浏览器,浏览器, 1214933=0,全价,债券全价, 1280469=0,CHO,佳庆指标, 1346005=0,PSY,心理线, 1378773=0,SRISEDAY,上涨期数, 1444309=0,SRISEVOL,上涨量, 1542613=0,SFALLDAY,下跌期数, 1608149=0,SFALLVOL,下跌量, 1076169173=0,YJA03,即时涨幅上破9%, 1076234709=0,YJA02,即时涨幅上破7%, 1076300245=0,YJA01,即时涨幅上破5%, 1076365781=0,YJA05,5分钟涨幅大于2%, 1076496853=0,YJA07,5分钟跌幅大于1%, 1076562389=0,YJA08,5分钟跌幅大于2%, 1076955605=0,YJA15,单笔跌幅大于2%, 1077021141=0,YJA17,单笔成交量大于800手, 1077086677=0,YJA18,单笔成交量大于1000手, 1077152213=0,YJA19,单笔成交额大于60万, 1077217749=0,YJA20,单笔成交额大于80万, 1077283285=0,YJA21,单笔成交额大于100万, 1077873109=0,YJ001,价格上破N元, 1073809878=0,YJ002,价格下破N元, 1073875414=0,YJ003,今日涨幅大于N%, 1073940950=0,YJ004,今日跌幅大于N%, 1074006486=0,YJ005,5分钟涨幅大于N%, 1074072022=0,YJ006,5分钟跌幅大于N%, 1074137558=0,YJ007,单笔涨跌幅大于N%, 1074203094=0,YJ008,单笔成交量大于N手, 1074268630=0,YJ009,即时量比大于N, 1074334166=0,YJ010,买盘挂单大于N手, 1074465238=0,YJ011,卖盘挂单大于N手, 1074530774=0,YJA30,即时跌幅下破5%, 1074661846=0,YJA31,即时跌幅下破7%, 1074727382=0,YJA32,即时跌幅下破9%, 1083862=0,涨跌家数,涨跌家数, 1076595158=0,H_01,现价选股, 1076791766=0,H_02,开盘价选股, 1076922838=0,H_03,最高价选股, 1076988374=0,H_04,最低价选股, 1077053910=0,h_05,成交量选股, 1077119446=0,h_06,成交金额选股, 1077184982=0,h_07,内盘选股, 1077250518=0,h_08,外盘选股, 559575=0,SG_NDB,神光脑电波, 625111=0,SG_评分,强势股评分改进版, 821719=0,LH_LYDG,猎鹰渡关(监测大盘顶部), 887255=0,ZJ_01,波段之星, 952791=0,ZJ_05,短线高手, 1018327=0,LH_猎鹰歼狐,猎鹰歼狐机构做空能量线, 1083863=0,JF_ZNZX,飓风智能中线, 1149399=0,LHTZ,猎狐探针(洞悉主力持仓量), 1214935=0,LHSJ,四季猎狐(主力能量), 1280471=0,J_10,均线系统, 2066903=0,ZNZ_CYBB,布林极限, 3246551=0,周期,周期, 3475924=0,BKCOLOR,板块颜色, 1950=3,GZ_SSRQ,上市日期[国债], 1951=5,GZ_ZQMZ,债券面值[国债], 1952=5,GZ_FXZE,发行总额[国债], 1953=3,GZ_CHNX,偿还年限[国债], 1954=3,GZ_DQRQ,到期日期[国债], 1955=5,GZ_NLL,年利率[国债], 1956=3,GZ_LXZFPL,利息支付频率[国债], 1957=2,GZ_ZQLX,债券类型[国债], 1958=5,GZ_NLX,年利息[国债], 1959=5,GZ_DQBXH,到期本息和[国债], 1960=5,GZ_FXR1,付息日1[国债], 1961=5,GZ_FXR2,付息日2[国债], 1962=5,GZ_FXR3,付息日3[国债], 1963=5,GZ_FXR4,付息日4[国债], 5246386=3,JY_GGLSZX,巨源个股历史资讯, 5246387=3,JY_GGFSZX,巨源个股分时资讯, 5246388=3,JY_GGSSZX,巨源个股实时资讯, 4197810=3,SJ_GGLSZX,世纪个股历史资讯, 4197811=3,SJ_GGFSZX,世纪个股分时资讯, 4197812=3,SJ_GGSSZX,世纪个股实时资讯, 3149234=0,PB_GGLSZX,澎博个股历史资讯, 3149235=0,PB_GGFSZX,澎博个股分时资讯, 3149236=3,PB_GGSSZX,澎博个股实时资讯, 3705303=0,空1,1, 3770839=0,空2,2, 3836375=0,空3,3, 3901911=0,空4,4, 3967447=0,空5,5, 4032983=0,空6,6, 821720=0,金额,金额, 2213=0,HHVBARS,最高值周期数, 2215=0,LLVBARS,最低值周期数, 2293=0,PWINNER,远期获利比例, 2220=0,SUMBARS,求和, 2221=0,WMA,加权移动平均, 854488=0,J_05,KDJ系统, 544=5,DQJK,短期借款, 558=5,YNDQFZ,一年内到期的长期的长期负债, 561=5,CQJK,长期借款, 562=5,YFZHK,应付债款, 563=5,CQYFK,长期应付款, 3475923=0,RLVALUE,实时市值, 1313240=0,RLACAPITAL,实时总资产, 1444312=0,RLZJYE,实时资金余额, 1247704=0,RLAVALUE,实时总值, 4131283=0,总盈利次数,总盈利次数, 1378776=0,RLAFDYKVALUE,实时总浮动盈亏数, 3738076=0,ALLVALUE_IN,占总市值比, 1575384=0,RJCGJE,人均持股金额, 3672540=0,文字评价1,文字评价, 1509847=0,prjcgs,人均持股数, 3869148=0,比重盈亏,比重盈亏, 68052=0,总亏损次数,总亏损次数, 1509848=0,RLFDYKVALUE1,实时浮动盈亏数, 3344851=0,RLFDYKVALUEB,实时浮动盈亏比, 3803612=0,盈亏贡献率,盈亏贡献率, 3869139=0,DAYACAPITAL,日线总资产, 4000211=0,DAYAFDYKVALUE,日线总浮动盈亏数, 4000220=0,DAYAVALUE,日线总值, 1640920=0,DAYCCBL,日线持仓比例, 199125=0,CURVALUE,当前市值, 4131292=0,DAYVALUE,日线市值, 985556=0,DAYFDYKVALUE,日线浮动盈亏数, 3934675=0,DAYZYK,日线总盈亏, 3475927=0,持仓比例建议,持仓比例建议, 2623956=0,dqztpj,评价, 2689492=0,jqczjy,近期操作建议, 150=5,BUYPRICE4,买四, 151=5,BUYCOUNT4,买四量, 152=5,SELLPRICE4,卖四, 153=5,SELLCOUNT4,卖四量, 154=5,BUYPRICE5,买五, 155=5,BUYCOUNT5,买五量, 156=5,SELLPRICE5,卖五, 157=5,SELLCOUNT5,卖五量, 1075874264=0,YJ012,换手率大于N%, 1075939800=0,YJ013,今日成交量大于N手, 2263512=0,ZHENGFUMX,震幅明细, 2329048=0,OPENMX,开盘明细, 2394584=0,HIGHMX,最高明细, 2460120=0,LOWMX,最低明细, 3531=3,TY_REVERSE1,保留1, 3532=3,TY_REVERSE2,保留2, 3533=3,TY_REVERSE3,保留3, 3534=3,TY_REVERSE4,保留4, 3535=3,TY_REVERSE5,保留5, 3536=3,TY_REVERSE6,保留6, 3537=3,TY_REVERSE7,保留7, 3538=3,TY_REVERSE8,保留8, 3539=3,TY_REVERSE9,保留9, 3540=0,TY_INFO,公司财务分析, 3525=3,TY_STOCK,股票, 3526=3,TY_FUND,基金, 3527=3,TY_BOND,债券, 3528=3,TY_QUOTA,期货, 3529=3,TY_MONEY,外汇, 2525656=0,RJCGS,人均持股数, 2591192=0,ggzx,港股资讯, 2722264=0,INTEREST_FS,分时持仓量, 2853336=0,滚动资讯,滚动资讯, 3082712=0,QHZDF,期货涨跌幅, 3148248=0,QHZD,期货涨跌, 3213784=0,TDL,跳动量, 1077152216=0,YJ015,今日跌幅小于N%, 1077250520=0,YJ014,今日涨幅小于N%, 161=0,BQBUYROW1,买入券商一, 162=0,BQBUYROW2,买入券商二, 163=0,BQBUYROW3,买入券商三, 164=0,BQBUYROW4,买入券商四, 165=0,BQBUYROW5,买入券商五, 166=0,BQBUYROW6,买入券商六, 167=0,BQBUYROW7,买入券商七, 168=0,BQBUYROW8,买入券商八, 169=0,BQBUYROW9,买入券商九, 170=0,BQBUYROW10,买入券商十, 171=0,BQSELLROW1,卖出券商一, 172=0,BQSELLROW2,卖出券商二, 173=0,BQSELLROW3,卖出券商三, 174=0,BQSELLROW4,卖出券商四, 175=0,BQSELLROW5,卖出券商五, 176=0,BQSELLROW6,卖出券商六, 177=0,BQSELLROW7,卖出券商七, 178=0,BQSELLROW8,卖出券商八, 179=0,BQSELLROW9,卖出券商九, 180=0,BQSELLROW10,卖出券商十, 90=0,HQLTSZ,流通市值(交易所发布), 91=0,HQSYL,市盈率(交易所发布), 92=0,HQZSZ,总市值(交易所发布), 93=0,JYDW,交易单位, 95=0,YEARHIGH,年最高, 96=0,YEARLOW,年最低, 1077283288=0,YJ017,震幅大于N%, 231897=0,ZDFMX,涨跌幅明细, 297433=0,JJ,均价明细, 362969=0,LIVE_FX,外汇即时走势, 134578=0,QG_GGLSZX,小道消息, 134579=0,QG_GGFSZX,小道消息, 134580=0,QG_DPFSZX,千股千论大盘分时, 428505=0,xdf,新东风资讯, 2245=0,SUBSAMEDAY,当天差, 494041=0,NEWVOL1,现手1, 821721=0,qhzx,期货资讯, 887257=0,jjsj,经济数据, 952793=0,ssbd,时事报道, 1149401=0,MASS,梅斯线, 1214937=0,ZFZBJDATE,总负债比较日期, 1280473=0,JLRBJDATE,净利润比较日期, 1346009=0,ZYYWSRBJDATE,主营收入比较日期, 1411545=0,YSZKJEBJDATE,应收帐款比较日期, 1477081=0,SXFYHJBJDATE,费用合计比较日期, 1075907028=0,大单1_50万_笔,单笔成交金额大于50万, 1075120596=0,大单2_100万_笔,单笔成交金额大于100万, 1076169162=0,大单3_300万_笔,单笔成交金额大于300万, 1075186132=0,大单4_500万_笔,单笔成交金额大于500万, 1075972564=0,大单5_1000万_笔,单笔成交金额大于1000万, 1077610968=0,A:400手/笔,单笔成交现手大于400手, 1077676504=0,B:500手/笔,单笔成交现手大于500手, 1077742040=0,C:600手/笔,单笔成交现手大于600手, 1077414360=0,D:700手/笔,单笔成交现手大于700手, 1077807576=0,E:800手/笔,单笔成交现手大于800手, 1077479896=0,F:1000手/笔,单笔成交现手大于1000手, 1077545432=0,G:2000手/笔,单笔成交现手大于2000手, 559578=0,QHJSJ,期货结算价, 2355=0,DRAWICON,画图标, 2356=0,DRAWLINE,画直线, 2357=0,DRAWTEXT,画文字, 2358=0,POLYLINE,画折线, 2351=0,RGB,RGB颜色, 2352=0,STRIP,渐进色, 2359=0,STICKLINE,画柱线, 2364=0,PARTLINE,条件画线, 2366=0,VERLINE,画垂直线, 2367=0,ZIGLINE,画锯齿线, 2368=0,HORLINE,画水平线, 2369=0,DRAWJYJH,画交易计划, 2360=0,DRAWBMP,画位图, 2362=0,DRAWGBKLAST,最后条件填充背景, 2361=0,DRAWGBK,条件填充背景, 2363=0,FILLRGN,条件填充区域, 2365=0,TIPTEXT,提示文字, 952794=0,券商信息,券商信息, 1300=2,CGDM1,持股代码1, 1301=3,CGSZ1,持股市值1, 1302=2,CGDM2,持股代码2, 1303=3,CGSZ2,持股市值2, 1304=2,CGDM3,持股代码3, 1305=3,CGSZ3,持股市值3, 1306=2,CGDM4,持股代码4, 1307=3,CGSZ4,持股市值4, 1308=2,CGDM5,持股代码5, 1309=3,CGSZ5,持股市值5, 1310=2,CGDM6,持股代码6, 1311=3,CGSZ6,持股市值6, 1312=2,CGDM7,持股代码7, 1313=3,CGSZ7,持股市值7, 1314=2,CGDM8,持股代码8, 1315=3,CGSZ8,持股市值8, 1316=2,CGDM9,持股代码9, 1317=3,CGSZ9,持股市值9, 1318=2,CGDM10,持股代码10, 1319=3,CGSZ10,持股市值10, 1330=3,DPLTSZ,大盘流通市值, 1331=3,DPZSZ,大盘总市值, 1340=3,ZDMR,主动买入股数, 1341=3,ZDMRCS,主动买入次数, 1342=3,ZDMC,主动卖出股数, 1343=3,ZDMCCS,主动卖出次数, 1344=3,BDMR,被动买入股数, 1345=3,BDMRCS,被动买入次数, 1346=3,BDMC,被动卖出股数, 1347=3,BDMCCS,被动卖出次数, 1350=3,bsz1,持债市值1, 1351=3,bjz1,持债净值比例1, 1352=2,bname1,持债名称1, 1353=3,bsz2,持债市值2, 1354=3,bjz2,持债净值比例2, 1355=2,bname2,持债名称2, 1356=3,bsz3,持债市值3, 1357=3,bjz3,持债净值比例3, 1358=2,bname3,持债名称3, 1359=3,bsz4,持债市值4, 1360=3,bjz4,持债净值比例4, 1361=2,bname4,持债名称4, 1362=3,bsz5,持债市值5, 1363=3,bjz5,持债净值比例5, 1364=2,bname5,持债名称5, 1365=3,bsz6,持债市值6, 1366=3,bjz6,持债净值比例6, 1367=2,bname6,持债名称6, 1368=3,bsz7,持债市值7, 1369=3,bjz7,持债净值比例7, 1370=2,bname7,持债名称7, 1371=3,bsz8,持债市值8, 1372=3,bjz8,持债净值比例8, 1373=2,bname8,持债名称8, 1374=3,bsz9,持债市值9, 1375=3,bjz9,持债净值比例9, 1376=2,bname9,持债名称9, 1377=3,bsz10,持债市值10, 1378=3,bjz10,持债净值比例10, 1379=2,bname10,持债名称10, 1380=3,ZDMRJE,主动买入金额, 1381=3,ZDMCJE,主动卖出金额, 1382=3,BDMRJE,被动买入金额, 1383=3,BDMCJE,被动卖出金额, 1403=2,JJGLR,基金管理人, 1440=2,JJ_TGR,托管人[基金], 1970=2,HY1,行业1, 1971=3,CG1,持股1, 1972=3,PER1,比例1, 1973=2,HY2,行业2, 1974=3,CG2,持股2, 1975=3,PER2,比例2, 1976=2,HY3,行业3, 1977=3,CG3,持股3, 1978=3,PER3,比例3, 1979=2,HY4,行业4, 1980=3,CG4,持股4, 1981=3,PER4,比例4, 1982=2,HY5,行业5, 1983=3,CG5,持股5, 1984=3,PER5,比例5, 1985=2,HY6,行业6, 1986=3,CG6,持股6, 1987=3,PER6,比例6, 1988=2,HY7,行业7, 1989=3,CG7,持股7, 1990=3,PER7,比例7, 1991=2,HY8,行业8, 1992=3,CG8,持股8, 1993=3,PER8,比例8, 1994=2,HY9,行业9, 1995=3,CG9,持股9, 1996=3,PER9,比例9, 1997=2,HY10,行业10, 1998=3,CG10,持股10, 1999=3,PER10,比例10, 1018330=0,CGMC1,基金持股名称1, 1083866=0,CGMC2,基金持股名称2, 1149402=0,CGMC3,基金持股名称3, 1214938=0,CGMC4,基金持股名称4, 1280474=0,CGMC5,基金持股名称5, 1346010=0,CGMC6,基金持股名称6, 1411546=0,CGMC7,基金持股名称7, 1477082=0,CGMC8,基金持股名称8, 1542618=0,CGMC9,基金持股名称9, 1608154=0,CGMC10,基金持股名称10, 1673690=0,KONG1,空1, 1739226=0,KONG2,空2, 1804762=0,KONG3,空3, 1870298=0,KONG4,空4, 1935834=0,KONG5,空5, 2001370=0,KONG6,空6, 2066906=0,KONG7,空7, 2132442=0,KONG8,空8, 2197978=0,KONG9,空9, 2263514=0,KONG10,空10, 2329050=0,CGSJ,基金持股更新时间, 2394586=0,HYSJ,基金持仓行业更新时间, 2460122=0,A30ZDF,30日涨跌幅, 2525658=0,A60ZDF,60日涨跌幅, 2591194=0,A100ZDF,100日涨跌幅, 2722266=0,净值,基金净值, 2853338=0,TWR,宝塔线, 2383=0,STRFIND,字符串查找, 2384=0,STRLEFT,字符串左部, 2385=0,STRMID,字符串中部, 2386=0,STRRIGHT,字符串右部, 2387=0,TOSTRING,转换字符串, 2918874=0,PRICE_ZT,涨停价, 2984410=0,PRICE_DT,跌停价, 3115482=0,CLOSE_JJ,基金收盘价, 3181018=0,成交量,成交量, 3246554=0,SDGD1,SDGD1, 3312090=0,SDGD2,SDGD2, 3377626=0,SDGD3,SDGD3, 3443162=0,SDGD4,SDGD4, 3508698=0,SDCGS1,SDCGS1, 3574234=0,SDCGS2,SDCGS2, 3639770=0,SDCGS3,SDCGS3, 3705306=0,SDCGS4,SDCGS4, 3836378=0,十大股东1_10,1_10, 3836380=0,SOPEN_JJ,区间开盘_基金, 3836381=0,SLOW_JJ,区间最低_基金, 3836382=0,SHIGH_JJ,区间最高_基金, 3836383=0,SZHANGDIE_JJ,区间涨跌_基金, 3836384=0,SZHENGFU_JJ,区间振幅_基金, 3836385=0,SZHANGFU_JJ,区间涨幅_基金, 3836386=0,SCLOSE_JJ,区间收盘_基金, 3836510=0,LC_JYJH,理财交易计划曲线, 1077578425=0,SEL_ZGB,选出总股本, 1077578426=0,SEL_LTG,选出流通股, 1077578427=0,SEL_HG,选出H股, 1077578428=0,SEL_FRG,选出法人股, 1077578429=0,SEL_ZGG,选出职工股, 1077578431=0,SEL_GJG,选出国家股, 1077578432=0,SEL_ZSZ,选出总市值, 1077578433=0,SEL_LTSZ,选出流通市值, 1077578434=0,SEL_DGD1,选出第一大股东持股比例, 1077578435=0,SEL_DGD2,选出第二大股东持股比例, 1077578436=0,SEL_DGD3,选出第三大股东持股比例, 1077578437=0,SEL_MGSY,选出每股收益, 1077578438=0,SEL_MGJZC,选出每股净资产, 1077578439=0,SEL_ZYYWLRL,选出主营业务利润率, 1077578440=0,SEL_JZCSYL,选出净资产收益率, 1077578441=0,SEL_MGXJLL,选出每股现金流量, 1077578442=0,SEL_ZCFZL,选出资产负债率, 1077578443=0,SEL_LDBL,选出流动比率, 1077578444=0,SEL_SDBL,选出速动比率, 1077578445=0,SEL_MGGJJ,选出每股公积金, 1077578446=0,SEL_MGWFPLR,选出每股未分配利润, 1077578447=0,SEL_ZZCZZL,选出总资产周转率, 1077578448=0,SEL_NEW,选出最新价, 1077578449=0,SEL_MGSYZZL,选出每股收益增长率, 1077578450=0,SEL_ZYLRZZL,选出主营业务利润增长率, 1077578451=0,SEL_ZYSRZZL,选出主营业务收入增长率, 1077578452=0,SEL_YSZKZZL,选出应收帐款周转率, 1077578453=0,SEL_MGXJLZZL,选出每股现金流增长率, 1077578454=0,SEL_CHZZLBZ,选出存货周转率, 3836700=0,十大股东时间1,十大股东时间1, 3836710=0,十大股东时间2,十大股东时间2, 3836711=0,十大股东时间3,十大股东时间3, 3836712=0,十大股东时间4,十大股东时间4, 1201=5,BJJCGZS,被基金持股总数, 3837076=0,SNEW,最近成交价, 1077579102=0,ZF250,涨幅250, 1077579103=0,ZF100,涨幅100, 1077579104=0,ZF60,涨幅60, 1077579105=0,ZF30,涨幅30, 1077579106=0,ZF10,涨幅10, 1077579107=0,ZF5,涨幅5, 1077579108=0,HS250,换手250, 1077579109=0,HS100,换手100, 1077579110=0,HS60,换手60, 1077579111=0,HS30,换手30, 1077579112=0,HS10,换手10, 1077579113=0,HS5,换手5, 3837290=0,ZG250,最高250, 3837291=0,ZG100,最高100, 3837292=0,ZG60,最高60, 3837293=0,ZG30,最高30, 3837294=0,ZG10,最高10, 3837295=0,ZG5,最高5, 3837296=0,K250,开盘250, 3837297=0,K100,开盘100, 3837298=0,K60,开盘60, 3837299=0,K30,开盘30, 3837300=0,K10,开盘10, 3837301=0,KK5,开盘5, 3837302=0,ZD250,涨跌250, 3837303=0,ZD100,涨跌100, 3837304=0,ZD60,涨跌60, 3837305=0,ZD30,涨跌30, 3837306=0,ZD10,涨跌10, 3837307=0,ZD5,涨跌5, 3837308=0,LOW250,最低250, 3837309=0,LOW100,最低100, 3837310=0,LOW60,最低60, 3837311=0,LOW30,最低30, 3837312=0,LOW10,最低10, 3837313=0,LOW5,最低5, 3837314=0,ZS250,总手250, 3837315=0,ZS100,总手100, 3837316=0,ZS60,总手60, 3837317=0,ZS30,总手30, 3837318=0,ZS10,总手10, 3837319=0,ZS5,总手5, 3837320=0,JE250,金额250, 3837321=0,JE100,金额100, 3837322=0,JE60,金额60, 3837323=0,JE30,金额30, 3837324=0,JE10,金额10, 3837325=0,JE5,金额5, 3837326=0,ZZF250,震幅250, 3837327=0,ZZF100,震幅100, 3837328=0,ZZF60,震幅60, 3837329=0,ZZF30,震幅30, 3837330=0,ZZF10,震幅10, 3837331=0,ZZF5,震幅5, 1077643746=0,JZTZ,价值投资, 1077643747=0,JZTZ1,价值投资1, 1077643748=0,CZTZ,成长投资, 1077643749=0,CZTZ1,成长投资1, 1077643750=0,CDZH,超跌组合, 1077643751=0,CDZH1,KDJ金叉, 1077643752=0,XPTJ,小盘投机, 1077643753=0,DTDX,多头短线, 1077643754=0,DXCD,短线超跌, 1077643755=0,HBF,3红兵法, 1077643756=0,DTZH,多头组合, 1077643757=0,KMZH,KDJMACD组合, 1077643758=0,ZQJX,中期均线, 1077643759=0,CSFR,出水芙蓉, 1077643760=0,SXKH,三线开花, 1077643761=0,DZWF,大盘增长5星风险低, 1077643762=0,ZZWF,中盘增长5星风险低, 1077643763=0,XZWF,小盘增长5星风险低, 1077643764=0,CNNXG,创年内新高个股, 1077643765=0,XG250,新高250, 1077643766=0,XG100,新高100, 1077643767=0,XG60,新高60, 1077643768=0,XG30,新高30, 1077643769=0,XG10,新高10, 1077643770=0,XG5,新高5, 3901974=0,SZPMGS,财务数据准备, 3902197=0,NEW_STAR,现价星星, 3902222=0,ZQMC_STAR,名称_星级, 3902271=0,MGSY,每股收益, 2373=0,INDEXO,大盘开盘价, 2374=0,INDEXC,大盘收盘价, 2375=0,INDEXH,大盘最高价, 2376=0,INDEXL,大盘最低价, 2377=0,INDEXV,大盘成交量, 3902488=0,A10ZDF,10日涨跌幅, 81=0,HQSYL2,市盈率2, 3902570=0,#,#, 2211=0,FILTER,信号过滤, 2388=0,STKNAME,股票名称, 2404=0,SOLARTERM,节气, 2405=0,LUNARDATE,农历, 2305=0,VALIDBEGINTIME,起始时间, 2306=0,VALIDENDTIME,终止时间, 2307=0,BARPOS,K线位置, 2406=0,DATE,年月日, 2407=0,YEAR,年份, 2408=0,MONTH,月份, 2409=0,DAY,日, 2410=0,HOUR,小时, 2411=0,MINUTE,分钟, 2412=0,TIME,时分秒, 2413=0,WEEKDAY,星期, 2419=0,SM_FUNC_UPPERPRICE,涨停价格, 2420=0,SM_FUNC_LOWERPRICE,跌停价格, 6294962=0,JC_GGLSZX,巨潮个股历史资讯, 6294963=0,JC_GGFSZX,巨潮个股分时资讯, 3902742=0,国债K线,国债K线, 3869953=0,FCS_ZF,分析师涨幅, 3869954=0,FXS_JZF,分析师今日涨幅, 4098534=0,ETFJZ,ETF净值, 4098538=0,ETFJZ1,ETF净值1, 4098545=0,LOFJZ,LOF净值, 4098651=0,J_11,随机指标专家, 4098652=0,J_12,顺势指标, 4098653=0,J_15,动量线, 4098654=0,J_16,心理线, 4098655=0,J_17,变动速率, 4098656=0,J_18,相对强弱指标, 4098834=0,ssbd,时事报道, 4098835=0,ssbd,外汇市场, 4098926=0,TONGYI,统一, 4099083=0,DAYINTERST,日增仓, 4099219=0,MACD,指数平滑异同平均线, 4099487=0,JZCMG,每股净资产, 1077873113=0,YJA22,外盘大于内盘10%, 1077873114=0,YJA23,外盘大于内盘50%, 1077873115=0,YJA24,外盘大于内盘100%, 1077873116=0,YJA25,外盘大于内盘200%, 1077873117=0,YJA26,内盘大于外盘10%, 1077873118=0,YJA27,内盘大于外盘50%, 1077873119=0,YJA28,内盘大于外盘100%, 1077873120=0,YJA29,内盘大于外盘200%, 4164135=0,FZHJ,负债合计, 4164238=0,W_12,红绿灯, 2267=5,TAN,正切, 2252=0,DIV,商, 2253=0,RAND,随机数, 2254=0,ACOS,反余弦, 2255=0,ASIN,反正弦, 2256=0,ATAN,反正切, 2257=0,CEIL,向上取整, 2259=0,EXP,指数, 2260=0,FLOOR,向下取整, 2261=0,INTPART,取整, 2262=0,LN,自然对数, 2263=0,LOG,以10为底的对数, 2378=0,INDEXM,大盘成交金额, 4164371=0,GGZD,个股诊断, 4164372=0,MMYJ,买卖建议, 802=3,QLTFH,全流通分红, 803=3,QLTSG,全流通送股, 804=3,QLTSM,全流通说明, 805=3,GOUXQGS,每份认购权证的行权股数, 806=3,GOUXQJG,认购权证行权价格, 807=3,GOUQZGS,流通股股东每10股获赠认购权证股数, 808=3,GUXQGS,每份认沽权证的行权股数, 809=3,GUXQJG,认沽权证行权价格, 810=3,GUQZGS,流通股股东每10股获赠认沽权证股数, 811=3,SUOGU,非流通股股东每10股缩为x股, 812=3,QLTGQDJR,全流通股权登记日, 813=3,QLTSSLTR,全流通上市流通日, 814=3,QLTXJFFR,全流通现金发放日, 815=0,QLTBZ,全流通备注, 881=0,QZXX_BDZQ,标的证券, 882=0,QZXX_QZLX,权证类型, 883=0,QZXX_QZYE,权证余额, 884=0,QZXX_JSFS,结算方式, 885=0,QZXX_XQFS,行权方式, 886=0,QZXX_JSJG,结算价格, 887=0,QZXX_XQJG,行权价格, 888=0,QZXX_XQBL,行权比例, 889=0,QZXX_QSRQ,起始日期, 890=0,QZXX_JZRQ,截止日期, 891=0,QZXX_SYRQ,使用日期, 4164625=0,QZHS,权证换手, 4164626=0,QZLX,权证类型说明, 4164627=0,QZJS,结算方式说明, 4164628=0,QZXQ,行权方式说明, 4164917=0,大盘成交量,大盘成交量, 1074301475=0,GDJJYJ,基金预警, 559751=0,ZFZBJDATE1,总负债比较日期1, 559752=0,ZFZBJ1,总负债比较(亿)1, 559753=0,ZZCBJ1,总资产比较(亿)1, 559754=0,JLRBJ1,净利润比较(万)1, 559755=0,ZYYWSRBJ1,主营业务收入(万)1, 559756=0,YSZKJEBJ1,应收帐款净额比较(万)1, 559757=0,SXFYHJBJ1,三项费用合计比较(万)1, 1250=2,LTGDMC1,流通股东名称1, 1251=3,LTCGS1,流通持股数1, 1252=2,LTGDMC2,流通股东名称2, 1253=3,LTCGS2,流通持股数2, 1254=2,LTGDMC3,流通股东名称3, 1255=3,LTCGS3,流通持股数3, 1256=2,LTGDMC4,流通股东名称4, 1257=3,LTCGS4,流通持股数4, 1258=2,LTGDMC5,流通股东名称5, 1259=3,LTCGS5,流通持股数5, 1260=2,LTGDMC6,流通股东名称6, 1261=3,LTCGS6,流通持股数6, 1262=2,LTGDMC7,流通股东名称7, 1263=3,LTCGS7,流通持股数7, 1264=2,LTGDMC8,流通股东名称8, 1265=3,LTCGS8,流通持股数8, 1266=2,LTGDMC9,流通股东名称9, 1267=3,LTCGS9,流通持股数9, 1268=2,LTGDMC10,流通股东名称10, 1269=3,LTCGS10,流通持股数10, 559902=0,LTGDM,流通股东名, 559903=0,LTGDM2,LTGDM2, 559904=0,LTGDM3,LTGDM3, 559905=0,LTGDM4,LTGDM4, 559906=0,LTGS1,LTGS1, 559907=0,LTGS2,LTGS2, 559908=0,LTGS3,LTGS3, 559909=0,LTGS4,LTGS4, 559910=0,流通股东时间1,流通股东时间1, 559911=0,流通股东时间2,流通股东时间2, 559912=0,流通股东时间3,流通股东时间3, 559913=0,流通股东时间4,流通股东时间4, 527197=0,外盘,外盘, 527198=0,内盘,内盘, 560101=0,VOLCLOUD2,火焰山, 560102=0,筹码分布2,筹码分布, 560151=0,INOUTCOLOR,内外盘颜色, 560233=0,SHVOL,上海含权证成交量, 560234=0,SHMONEY,上海含权证成交金额, 560235=0,SZVOL,深圳含权证成交量, 560236=0,SZMONEY,深圳含权证成交金额, 527526=0,THREERISE,3分钟, 527527=0,ONERISE,1分钟, 2285=0,PEAK,波峰值, 2286=0,PEAKBARS,波峰位置, 2289=0,TROUGH,波谷值, 2290=0,TROUGHBARS,波谷位置, 560305=0,SHMONEY1,上海含权证金额, 560306=0,SZMONEY1,深圳含权证金额, 560307=0,ZONG,总, 560308=0,ZMONEY,总金额, 1074269398=0,YJA100,大笔买入, 1074269399=0,YLA101,大笔卖出, 1074269400=0,YLA102,封涨停板, 1074269401=0,YLA103,打开涨停板, 1074269402=0,YLA104,封跌停板, 1074269403=0,YLA105,打开跌停板, 1074269404=0,YLA106,急速拉升, 1074269405=0,YLA107,猛烈打压, 2295=0,FLATZIG,归一之字转向, 2282=0,CORREL,相关系数, 2283=0,COVAR,协方差, 2273=0,KURT,峰值, 2272=0,SKEW,偏斜度, 560530=0,_1,@, 560531=0,_2,$, 625282=0,DXZG,短信诊股, 625283=0,量比指标2,量比指标2, 625284=0,分时4,叠加分时线4, 625285=0,分时5,叠加分时线5, 625286=0,分时6,叠加分时线6, 625287=0,分时7,叠加分时线7, 625288=0,分时8,叠加分时线8, 625289=0,分时9,叠加分时线9, 8392114=0,TYMINE_HIS,历史信息地雷, 8392115=0,TYMINE_MIN,分时信息地雷, 625295=0,VOLAMOUNT1,成交笔数, 720=3,ZBGZ_PRICE,交易价格, 719=3,ZBGZ_TYPE,交易类型, 625296=0,DRAWBS,买卖标记, 721=3,ZBGZ_NAME,指标跟踪名称, 625297=0,ZF5R,5日涨幅, 625298=0,ZF10R,10日涨幅, 625299=0,主力成本,主力成本, 625300=0,庄家获利,庄家获利, 625301=0,短期成本,短期成本, 625302=0,长期成本,长期成本, 625303=0,中线成本,中线成本, 625304=0,GZHGJE,国债回购金额, 625305=0,qhzx,期货资讯, 625306=0,TickData,Tick, 104=5,SELLPRICE6,卖六, 105=5,SELLCOUNT6,卖六量, 106=5,BUYPRICE7,买七, 107=5,BUYCOUNT7,买七量, 108=5,SELLPRICE7,卖七, 109=5,SELLCOUNT7,卖七量, 110=5,BUYPRICE8,买八, 120=5,SELLPRICE10,卖十, 121=5,SELLCOUNT10,卖十量, 122=5,AVGBUYPRICE,平均委托买入价格, 123=5,ALLBUYCOUNT,总委托买入数量, 124=5,AVGSELLPRICE,平均委托卖出价格, 125=5,ALLSELLCOUNT,总委托卖出数量, 625318=0,LEVEL2WEIBI,委比LEVEL2, 625319=0,LEVEL2WEICHA,委差LEVEL2, 102=5,BUYPRICE6,买六, 103=5,BUYCOUNT6,买六量, 111=5,BUYCOUNT8,买八量, 112=5,SELLPRICE8,卖八, 113=5,SELLCOUNT8,卖八量, 114=5,BUYPRICE9,买九, 115=5,BUYCOUNT9,买九量, 116=5,SELLPRICE9,卖九, 117=5,SELLCOUNT9,卖九量, 118=5,BUYPRICE10,买十, 119=5,BUYCOUNT10,买十量, 201=0,BIGBUYCOUNT1,主动买入特大单量, 202=0,BIGSELLCOUNT1,主动卖出特大单量, 203=0,BIGBUYCOUNT2,主动买入大单量, 204=0,BIGSELLCOUNT2,主动卖出大单量, 205=0,BIGBUYCOUNT3,主动买入中单量, 206=0,BIGSELLCOUNT3,主动卖出中单量, 207=0,WAITBUYCOUNT1,被动买入特大单量, 208=0,WAITSELLCOUNT1,被动卖出特大单量, 209=0,WAITBUYCOUNT2,被动买入大单量, 210=0,WAITSELLCOUNT2,被动卖出大单量, 211=0,WAITBUYCOUNT3,被动买入中单量, 212=0,WAITSELLCOUNT3,被动卖出中单量, 2097453=5,TV_D_PUBLIC_SHARES,(日)当期流通股, 625335=0,PERVOLAMOUNTVOL,均笔量, 592572=0,ZDMR,主动买入, 592573=0,BDMR,被动买入, 592574=0,ZDMC,主动卖出, 592575=0,BDMC,被动卖出, 625345=0,龙虎看盘,龙虎看盘data, 625346=0,短线精灵,短线精灵data, 625352=0,最优买卖队列,最优买卖队列data, 625360=0,分价表,分价表DATA, 625361=0,tickdata2,tick超级盘口, 625362=0,MGGJJ,每股公积金, 625363=0,ZMMZB,总买卖指标, 625366=0,周净值,基金净值, 592543=0,沪深300指数贡献度,沪深300指数贡献度, 592544=0,指数贡献度,指数贡献度, 625412=0,BETA,大盘相关系数, 625413=0,V&R,波动区间, 625414=0,CLOSE_JJ2,基金收盘价2, 625452=0,CZSJ,基金持债更新时间, 625455=0,SZHANGFU_KF,开放式基金区间涨幅统计, 625456=0,SZHENFU_KF,开放式基金区间振幅统计, 625457=0,SZHANGDIE_KF,开放式基金区间涨跌统计, 625458=0,SHIGH_KF,开放式基金区间最高统计, 625459=0,SLOW_KF,开放式基金区间最低统计, 625460=0,SCLOSE_KF,开放式基金区间收盘统计, 625461=0,SOPEN_KF,开放式基金区间开盘统计, 625470=0,主力买卖,主力买卖大单, 625472=0,JGSM,机构说明, 860=3,CJBSL2,成交笔数level2, 625473=0,均笔成交,均笔成交沪, 625474=0,均笔成交量,均笔成交深, 625475=0,JTPE,静态市盈率, 625476=0,成交统计,成交统计, 625481=0,LEVEL2标签,LEV2标签, 625484=0,LEVEL2标签3,LEVEL2其他标签3, 625487=0,LEVEL2标签2,LEVEL2债券标签2, 625488=0,F1TickData,F1Tick, 625489=0,MGSYX,每股收益新, 625490=0,JYLX,净利润新, 592723=0,ZSGXD3,指数贡献度3分钟, 625498=0,个股撤单,个股撤单, 625499=0,FSQJTJ,分时区间大单成交统计, 625500=0,FSQJZDTJ,分时区间中单成交统计, 625503=0,逐笔还原,逐笔还原, 592737=0,主动买入大单,主动买入, 592738=0,被动买入大单,被动买入, 592739=0,主动卖出大单,主动卖出, 592740=0,被动卖出大单,被动卖出, 592741=0,机构动向,机构动向, 625510=0,大盘换手率,大盘换手率, 592743=0,大单多开,大单多开, 592744=0,大单多平,大单多平, 592745=0,大单空开,大单空开, 592746=0,大单空平,大单空平, 592747=0,特大多开,特大多开, 592748=0,特大多平,特大多平, 592749=0,特大空开,特大空开, 592750=0,特大空平,特大空平, 592540=0,GXDQZ300,贡献度权重300, 592605=0,ZSGXD300,指数贡献度3分钟300, 625519=0,DPHSSS,大盘换手实时, 625521=0,个股资讯,个股资讯, 1334=5,ZJLC,资金流出, 1333=5,ZJLR,资金流入, 625522=0,决策操盘密码,决策操盘密码, 625527=0,资金流向,资金流向, 625550=0,大盘资料,大盘资料, 75=5,CURRDELTA,今虚实度, 625551=0,期货市值,期货市值, 73=5,PREINTEREST,昨持仓, 74=5,PREDELTA,昨虚实度, 625640=0,CWGXSJ,财务更新时间, 625641=0,价量分布,价量分布level2标签, 592869=0,QZJZ,权证价值, 625642=0,机构日动向,机构动向, 625643=0,筹码数据2,筹码数据2, 592875=0,QZZJ,权证溢价, 625644=0,论股堂,论股堂, 625645=0,资金进出,分时资金进出, 625646=0,资金差,资金差, 625647=0,资金比,资金比, 625648=0,资金流入率,资金流入率, 625649=0,期货分时1,期货叠加分时线1, 625650=0,大单净量分时,大单净量分时, 625651=0,散户数量分时,散户数量分时, 625652=0,大单金额分时,大单金额分时, 625653=0,大单净量,大单净量日线, 625654=0,散户数量,散户数量日线, 625655=0,大单金额,大单金额日线, 592888=0,大单净量实时,DDE大单净量, 592889=0,散户数量实时,DDE散户数量, 592890=0,大单金额实时,DDE大单金额, 592892=0,大单金额5日,5日, 592893=0,大单净量5日,5日, 592894=0,大单净量10日,10日, 592895=0,大单净量20日,20日, 592896=0,大单净量30日,30日, 592897=0,散户数量5日,5日, 592898=0,十日内飘红天数,十日内飘红天数DDX, 592899=0,连续飘红天数,DDX连续飘红天数, 592900=0,散户数量10日,10日, 592901=0,散户数量20日,20日, 592902=0,散户数量30日,30日, 592903=0,大单金额10日,10日, 592904=0,大单金额20日,20日, 592905=0,大单金额30日,30日, 592906=0,五日内飘红天数,五日内飘红天数DDX, 625676=0,TYZSZF,统一指数涨幅, 625677=0,分时期货资讯,分时期货资讯, 625678=0,期货资讯,期货资讯, 625679=0,MACDFS,指数平滑异同平均线分时, 625680=0,KDJFS,随机指标分时, 625681=0,RSIFS,相对强弱指标分时, 625686=0,外汇资讯,外汇资讯, 625687=0,外汇数据,外汇数据, 592920=0,市净率,市净率, 661=5,DTSCJLR,动态市场净利润, 625689=0,DTSCSYL,动态市场市盈率, 660=5,JTSCJLR,静态市场净利润, 625690=0,JTSCSYL,静态市场市盈率, 1074334747=0,波段炒作选股,波段炒作选股买入, 1074334748=0,波段炒作卖出,波段炒作卖出, 1074334749=0,ZJLRTC,资金流入剔除, 592926=0,ZJLRL,资金流入率, 592927=0,ZLZXCBC,主力中线成本差, 592928=0,筹码阻力率,筹码阻力率, 592929=0,筹码支撑率,筹码支撑率, 625699=0,期货分时2,期货叠加分时线2, 625700=0,期货分时3,期货叠加分时线3, 625701=0,期货分时4,期货叠加分时线4, 625702=0,期货分时5,期货叠加分时线5, 625703=0,期货分时6,期货叠加分时线6, 625704=0,期货分时7,期货叠加分时线7, 625705=0,期货分时8,期货叠加分时线8, 625706=0,期货分时9,期货叠加分时线9, 592883=0,TZSYZB,投资收益占比, 625707=0,资金量差,资金量差, 592946=0,多空比,多空比, 592947=0,多空变化率,多空变化率, 592948=0,主动买入大单比,主动买入比, 592949=0,被动买入大单比,被动买入比, 592950=0,主动卖出大单比,主动卖出比, 592951=0,被动卖出大单比,被动卖出比, 592952=0,阻比实时,阻比, 592953=0,活跃买卖额比实时,活跃买卖额比, 592954=0,热买卖额比,热买卖额比, 625723=0,阻比,阻比分时, 625725=0,活跃额比,活跃额比分时, 625726=0,热盘额比,热盘额比分时, 625727=0,大盘阻比分时,阻比, 625729=0,均价线,均价线, 625730=0,大买分布,买入大单分布, 625732=0,大卖分布,卖出大单分布, 625733=0,阶段主力,阶段主力, 625734=0,BBD,大盘大单净差分时, 625735=0,上证BBD,上证大单净差K线, 662=5,SCGDQYHJ,市场股东权益合计, 625736=0,市场市净率,市场市净率, 625737=0,大盘均价线,大盘均价线, 592970=0,ZDF10,10日涨跌幅, 592971=0,ZDF30,30日涨跌幅, 625740=0,K线龙虎榜,K线龙虎榜, 625741=0,折价率,折价率, 35276=0,熊市操盘线,熊市操盘线, 2509=0,决策家,决策家, 2583=0,全球股市,全球股市, 2584=0,国际财经,国际财经, 2586=0,各国应对,各国应对, 2587=0,评论分析,评论分析, 2588=0,经济数据,经济数据, 2589=0,中国动态,中国动态, 2590=0,开盘时间,开盘时间, 2591=0,收盘时间,收盘时间, 2592=0,当前时间,当前时间, 2593=0,GLNEW,关联最新价, 2322=5,INDEXAH,AH数据, 2594=0,GLCODE,关联代码, 2595=0,GLZHANGFU,关联涨幅, 2596=0,GLVOL,关联成交量, 2597=0,AHYJ,AH股溢价, 2598=0,YIJIA,溢价恒生期指, 2599=0,HNAME,恒指名称, 2600=0,牛市操盘线,牛市操盘线, 2345=0,BROKERINFO,券商编号, 2601=0,BROKERBUY,买入券商, 2602=0,BROKERSELL,卖出券商, 2603=0,港股买入券商,港股买入券商, 2604=0,港股卖出券商,港股卖出券商, 970=5,ZGJ52Z,52周最高价, 971=5,ZDJ52Z,52周最低价, 973=5,ZF3Y,3个月涨幅, 974=5,NZF,年涨幅, 972=5,YZF,月涨幅, 191=0,LOWERSPREAD,买差价, 192=0,HIGHERSPREAD,卖差价, 94=0,HBDW,货币单位, 181=0,BIDQ1,买入券商数一, 182=0,BIDQ2,买入券商数二, 183=0,BIDQ3,买入券商数三, 184=0,BIDQ4,买入券商数四, 185=0,BIDQ5,买入券商数五, 186=0,ASKQ1,卖出券商数一, 187=0,ASKQ2,卖出券商数二, 188=0,ASKQ3,卖出券商数三, 189=0,ASKQ4,卖出券商数四, 190=0,ASKQ5,卖出券商数五, 193=0,PREMINUM,溢价, 194=0,GEARING,杠杆比率, 195=0,EXERCPRICE,行使价, 196=0,CONVRATIO,换购比率, 197=0,EXPIRYDATE,到期日, 35374=0,HSIFS,恒指分时, 35375=0,HENGZHI字符,恒指, 2608=0,外汇新闻,外汇新闻, 54=5,AVERAGE,均价, 2610=0,LVC_SUPER_RATIO_1,(LV特户)_增减比_1, 2611=0,LVC_SUPER_SUB_1,(LV特户)_增减股_1, 2612=0,LVC_SUPER_RATIO_3,(LV特户)_增减比_3, 2613=0,LVC_SUPER_RATIO_5,(LV特户)_增减比_5, 2614=0,LVC_SUPER_SUB_3,(LV特户)_增减股_3, 2615=0,LVC_SUPER_SUB_5,(LV特户)_增减股_5, 2619=0,LVC_SMALL_RATIO_1,(LV散户)_增减比_1, 2620=0,LVC_SMALL_SUB_1,(LV散户)_增减股_1, 2621=0,LVC_SMALL_RATIO_3,(LV散户)_增减比_3, 2622=0,LVC_SMALL_RATIO_5,(LV散户)_增减比_5, 2623=0,LVC_SMALL_SUB_3,(LV散户)_增减股_3, 2624=0,LVC_SMALL_SUB_5,(LV散户)_增减股_5, 2627=0,tpv_new_inv_type1,分类帐户持仓统计1天, 2628=0,tpv_new_inv_type3,分类帐户持仓统计3天, 2629=0,tpv_new_inv_type5,分类帐户持仓统计5天, 2714=0,主力持仓线,主力持仓, 2713=0,ZLMMHJ,主力买卖合计, 2711=0,ZLMRJE,主力买入金额, 2712=0,ZLMCJE,主力卖出金额, 2715=0,控盘度,大盘控盘度, 2716=0,MONEYFS,分时金额, 2718=0,流通比例,流通比例, 2719=0,人均持股数,人均持股数,
luahq.Formula(strFormula)
- 函数描述
- 参数
- strFormula指标计算公式
- 返回值
- [二维数组] 最外层key分别是1(时间戳)和return(返回的数据集合)
- 里层table为具体的数据,1为时间集合,return为对应时间戳的指标数据
- 函数示例
根据全局参数计算行情指标 适用回测
require('luahq'); luahq.SetQuoteCode('600000'); luahq.SetQuotePeriod('day'); luahq.SetQuoteRange('-5'); luahq.SetQuoteRangeEnd('20140521'); local data, err = luahq.Formula('MA(CLOSE, 10)');
自定义K线格式
selfkline.Initialize(codelist, period)
- 函数描述
- 参数
- codelist[string] 证券代码,可用逗号分隔初始化多个证券代码
- period[string] 周期
- 返回值
- 无
- 函数示例
K线初始化 根据证券代码和周期,初始化该证券代码该周期的K线数据
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock"); selfkline.Initialize('600000,000001', 'oneminute'); --初始化1分钟K线行情 selfkline.Initialize('600000,000001', 'fiveminutes'); --初始化5分钟K线行情
selfkline.GetVolPrice(code, period)
- 函数描述
- 参数
- code[string] 证券代码
- period[string] 周期
- 返回值
- 单层table
- 函数示例
获取K线的全部交易手数行情
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock") selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local kline = selfkline.GetVolPrice("600000","oneminute"); print("kline",kline)
selfkline.GetOpenPrice(code, period)
- 函数描述
- 参数
- code[string] 证券代码
- period[string] 周期
- 返回值
- 单层table
- 函数示例
获取K线的全部开盘价行情
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock") selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local kline = selfkline.GetOpenPrice("600000","oneminute"); print("kline",kline)
selfkline.GetKLine()
- 函数描述
- 参数
- 无
- 返回值
- 多维kline[code][period]["XXX"] = {XXX}
- 函数示例
获取K线的全部行情
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock") selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local kline = selfkline.GetKLine(); print("kline",kline) --[[ kline[code][period]["Time"] = {Time数组}; kline[code][period]["Open"] = {Open数组}; kline[code][period]["High"] = {High数组}; kline[code][period]["Low"] = {Low数组}; kline[code][period]["Close"] = {Close数组}; kline[code][period]["Volume"] = {Volume数组}; ]]
selfkline.GetKLineTime(code, period)
- 函数描述
- 参数
- code[string] 证券代码
- period[string] 周期
- 返回值
- 单层table
- 函数示例
获取K线的全部行情时间
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock"); selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local kline = selfkline.GetKLineTime("600000","oneminute"); print("kline",kline)
selfkline.GetLowPrice(code, period)
- 函数描述
- 参数
- code[string] 证券代码
- period[string] 周期
- 返回值
- 单层table
- 函数示例
获取K线的全部最低价行情
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock") selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local kline = selfkline.GetLowPrice("600000","oneminute"); print("kline",kline)
selfkline.UpdateKLine(param, period)
- 函数描述
- 参数
- param[table] 行情回调行情的参数
- period[string]周期
- 返回值
- 返回更新前后的table长度
- 函数示例
更新K线数据 在实时行情推送的时候调用,参数分别为行情回调函数的参数和对应的周期
require("luahq") local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock"); selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") function OnQuoteUpdate(param) --行情推送 --获取行情更新前后的time的长度 local oldlen, newlen = selfkline.UpdateKLine(param, 'oneminute'); print('UpdateKLine:' .. tostring(oldlen) .. ',' .. tostring(newlen)) end RegisterEvent("hq","OnQuoteUpdate","600000,000001")
selfkline.GetLastQuote(security)
- 函数描述
- 参数
- security[string] 证券代码
- 返回值
- 二维table
- 函数示例
获取K线的最新行情 返回的格式经过转换
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock") selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local kline = selfkline.GetLastQuote("600000,000001"); print("kline",kline) --[[ stockinfo['600000']['OfferPx5'] --申卖价五 stockinfo['600000']['OfferQty5'] --申卖量五 stockinfo['600000']['OfferPx4'] --申卖价四 stockinfo['600000']['OfferQty4'] --申卖量四 stockinfo['600000']['OfferPx3'] --申卖价三 stockinfo['600000']['OfferQty3'] --申卖量三 stockinfo['600000']['OfferPx2'] --申卖价二 stockinfo['600000']['OfferQty2'] --申卖量二 stockinfo['600000']['OfferPx1'] --申卖价一 stockinfo['600000']['OfferQty1'] --申卖量一 stockinfo['600000']['PrevClosePx'] --昨日收盘价 stockinfo['600000']['Openpx'] --今日开盘价 stockinfo['600000']['LastPx'] --最新价 stockinfo['600000']['Increase'] --涨幅 stockinfo['600000']['Symbol'] --证券名称 stockinfo['600000']['SecurityID'] --证券代码 stockinfo['600000']['BidPx5'] --申买价五 stockinfo['600000']['BidQty5'] --申买量五 stockinfo['600000']['BidPx4'] --申买价四 stockinfo['600000']['BidQty4'] --申买量四 stockinfo['600000']['BidPx3'] --申买价三 stockinfo['600000']['BidQty3'] --申买量三 stockinfo['600000']['BidPx2'] --申买价二 stockinfo['600000']['BidQty2'] --申买量二 stockinfo['600000']['BidPx1'] --申买价一 stockinfo['600000']['BidQty1'] --申买量一 stockinfo['600000']['DailyPriceUpLimit'] --涨停价 stockinfo['600000']['DailyPriceDownLimit'] --跌停价 ]]
selfkline.GetHistoryKLine(codelist, period, starttime, endtime)
- 函数描述
- 参数
- codelist[string] 证券代码
- period[string] 周期
- starttime[string] 开始时间
- endtime[string] 结束时间
- 返回值
- 成功返回0,失败返回1
- 函数示例
获取历史行情 补全K线的历史行情数据
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock") selfkline.Initialize("600000,000001",'oneminute'); local kline = selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") print("kline",kline)
selfkline.GetPrice(code,bstype,gears)
- 函数描述
- 参数
- code[string] 证券代码
- bstype[string] 买或者卖
- gears[string]买卖档位1-5
- 返回值
- 数字,买卖价格
- 函数示例
获取买卖价格
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock"); selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local buy1 = selfkline.GetPrice("600000","buy"); --卖一价买入 local buy2 = selfkline.GetPrice("600000","buy",'1'); --卖一价买入 local buy3 = selfkline.GetPrice("600000","buy",'2'); --卖二价买入 local sell = selfkline.GetPrice("600000","sell"); --买一价卖出 print("sell",sell)
接口使用示例
- 函数描述
- 参数
- 无
- 返回值
- 无
- 函数示例
无
--定义event事件响应函数 local selfkline = require('selfdefkline'); require("luawencai"); function get_stocks() local data = luawencai.StockPick('股价大于15日均线,排除st,股本<100亿,股价>3元,过去5天涨幅大于0'); if data == nil then print('一句话选股未取到数据') end local str = ""; for i=1,#data do pretime[data[i]] = {}; pretime[data[i]] = os.clock(); str = str..","..data[i]; end str = string.sub(str,2); return str; end --Get函数 function GetFunction(config) local code = config.code; local period = config.period; local param = config.param; local close = selfkline.GetClosePrice(code, period); --收盘价 local time = selfkline.GetKLineTime(code, period); --K线时间 local open = selfkline.GetOpenPrice(code, period); local vol = selfkline.GetVolPrice(code, period); local high = selfkline.GetHighPrice(code, period); local low = selfkline.GetLowPrice(code, period); local kline = selfkline.GetKLine(); local buy = selfkline.GetPrice(code,"buy"); --卖一价买入 local sell = selfkline.GetPrice(code,"sell"); --买一价卖出 --~ 时间转为秒形式 local index = #time; local lastTime = time[index]; local strtime = selfkline.ConvertTimetoSec(lastTime); --~ 获取最新行情 local stockinfo = selfkline.GetLastQuote(code); --~ print(tostring(stockinfo[code]['BidPx1']) .. ':' .. tostring(stockinfo[code]['OfferPx1'])) end function OnQuoteUpdate(param) --行情推送 --获取行情更新前后的time的长度 local oldlen, newlen = selfkline.UpdateKLine(param, 'oneminute'); --更新1分钟K线数据 selfkline.UpdateKLine(param, 'fiveminutes'); --更新5分钟K线数据 local config = {}; config.code = param['4']; config.period = 'oneminute'; GetFunction(config) config.period = 'fiveminutes'; GetFunction(config) end function OnStart() local str = get_stocks(); if str ~= '' and str ~= nil then --~ 1、每次初始化证券的一个周期行情,可同时初始化多个证券行情 selfkline.SetTradeType('stock'); --~ 2、每次初始化证券的一个周期行情,可同时初始化多个证券行情 selfkline.Initialize(str, 'oneminute'); --初始化1分钟K线行情 selfkline.Initialize(str, 'fiveminutes'); --初始化5分钟K线行情 local time = os.date("%Y%m%d"); local starttime = string.sub(time,1,8) .. "0915"; --0表示到目前的行情 local endtime = 0;--string.sub(time,1,8) .. "0915"; --~ 2、补全历史行情 selfkline.GetHistoryKLine(str, 'oneminute', starttime, endtime); selfkline.GetHistoryKLine(str, 'fiveminutes', starttime, endtime); --~ 3、实时数据推送,逐步补全K线数据 RegisterEvent('hq', 'OnQuoteUpdate' , str) --~ 4、只要根据证券代码和对应的周期,即可获得相应的行情 --~ GetFunction中演示了Get函数的用法 end end RegisterEvent('quant', 'OnStart', 0)
selfkline.SetTradeType(klinetype)
- 函数描述
- 参数
- klinetype[string] K线类型
- 返回值
- 无
- 函数示例
设置K线的类型 ctp(期货格式的K线,则这个接口调用可以省略),股票的K线,调用该接口设置为stock
local selfkline = require('selfdefkline'); selfkline.SetTradeType('stock')
selfkline.ConvertTimetoSec(oldtime)
- 函数描述
- 参数
- 时间值
- 返回值
- 转换后的时间[string]
- 函数示例
时间转换小工具 将时间转换为秒
local selfkline = require('selfdefkline'); local lasttimesec = selfkline.ConvertTimetoSec(os.date("%Y%m%d%H%M%S")); print("lasttimesec",lasttimesec)
selfkline.GetClosePrice(code, period)
- 函数描述
- 参数
- code证券代码
- period[string] 周期
- 返回值
- 单层table
- 函数示例
获取K线的全部收盘价行情
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock"); selfkline.Initialize("600000,000001",'oneminute'); selfkline.GetHistoryKLine("600000,000001",'oneminute',"201512020930","0") local kline = selfkline.GetClosePrice("600000","oneminute"); --买一价卖出 print("kline",kline)
selfkline.GetHighPrice(code, period)
- 函数描述
- 参数
- code[string] 证券代码
- period[string] 周期
- 返回值
- 单层table
- 函数示例
获取K线的全部最高价行情
local selfkline = require('selfdefkline'); selfkline.SetTradeType("stock") selfkline.Initialize("600000",'oneminute'); selfkline.GetHistoryKLine("600000",'oneminute',"201512070930","0") local kline = selfkline.GetHighPrice('600000', 'oneminute'); print("kline",kline)