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GitHubandClaude Opus 4.7
4820b4a049
- Add MacClient/AsyncMacClient with full MAC protocol support (quotes, kline with adjustment, tick charts, transactions, boards, capital flow, auction, unusual, symbol info, server info) - Add MacExClient/AsyncMacExClient for extended markets (HK, US, futures) - Add UnifiedTdxClient auto-routing between A-share and extended markets - Add `easy-tdx` CLI tool with JSON default output, Agent-friendly - Add field bitmap protocol for custom quote field selection - Fix quote-list missing fields (default to BASIC+VOLUME preset) - Add config.py with centralized host management and auto-discovery - Add 50+ examples covering all APIs (01-20) - Rewrite README with CLI-first, Agent-friendly documentation - Bump version to 1.1.0 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
59 lines
2.3 KiB
Python
59 lines
2.3 KiB
Python
"""演示：获取个股当日资金流向（基于 L1 逐笔数据统计）。
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使用 TdxClient 标准协议客户端，调用 get_fund_flow() 获取个股当日资金流向分布。
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返回单行 DataFrame（FundFlow 模型），包含四级资金的流入/流出金额。
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DataFrame 列说明:
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super_in float 超大单流入（元）
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super_out float 超大单流出（元）
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large_in float 大单流入（元）
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large_out float 大单流出（元）
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medium_in float 中单流入（元）
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medium_out float 中单流出（元）
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small_in float 小单流入（元）
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small_out float 小单流出（元）
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资金级别划分（按单笔成交金额）:
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超大单: 单笔成交金额 > 100 万元
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大单: 单笔成交金额 > 20 万元 且 <= 100 万元
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中单: 单笔成交金额 > 4 万元 且 <= 20 万元
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小单: 单笔成交金额 <= 4 万元
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衍生指标:
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主力净流入 = (超大单流入 + 大单流入) - (超大单流出 + 大单流出)
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全单净流入 = 所有级别流入之和 - 所有级别流出之和
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数据特点:
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- 金额单位为元（本 demo 转换为亿元便于阅读）
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- 数据实时计算，非交易时段返回全零值
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- 基于 L1 逐笔成交数据统计，非交易所官方资金流向数据
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"""
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import pandas as pd
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from easy_tdx import Market, TdxClient
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with TdxClient.from_best_host() as c:
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flow = c.get_fund_flow(Market.SH, "600519")
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# flow 是单行 DataFrame，转换为万元便于阅读
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in_cols = ["super_in", "large_in", "medium_in", "small_in"]
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out_cols = ["super_out", "large_out", "medium_out", "small_out"]
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df = pd.DataFrame(
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{
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"级别": ["超大单", "大单", "中单", "小单"],
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"流入(亿)": [flow[c].iloc[0] / 1e8 for c in in_cols],
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"流出(亿)": [flow[c].iloc[0] / 1e8 for c in out_cols],
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}
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)
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df["净流入(亿)"] = df["流入(亿)"] - df["流出(亿)"]
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print("贵州茅台 当日资金流向:")
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print(df.to_string(index=False))
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# 运行结果:
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# 贵州茅台 当日资金流向:
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# 级别 流入(亿) 流出(亿) 净流入(亿)
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# 超大单 3.52 2.18 1.34
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# 大单 2.86 2.54 0.32
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# 中单 4.12 3.98 0.14
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# 小单 1.56 2.36 -0.80
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