fooltrader数据协议

1. 基础概念
2. 目录结构
- 2.1 存储根目录
- 2.2 具体结构
3. 文件字段解释

该文档定义了fooltrader的数据协议,包括数据字段的含义,文件的存储目录结构,文件的格式,elastic search的mapping,kafka的schema.

1. 基础概念

证券类型(type)
stock,future,bond等
交易所(exchange)
sz,sh等
代码(code)
000338,600388等
唯一标识标(security_id)
结构为type_exchange_code,比如stock_sz_000338,代表A股中的潍柴动力.

2. 目录结构

2.1 存储根目录

设置环境变量FOOLTRADER_STORE_PATH="the/path/to/store/data" 或者在settings.py里面

#fooltrader的数据根目录
FOOLTRADER_STORE_PATH = '/home/xuanqi/workspace/github/fooltrader/data'

2.2 具体结构

├── index(指数的数据)
│   ├── sh
│   │   └── 000001(上证指数)
│   │       └── kdata(k线数据)
│   │           └── 163_dayk.csv
│   └── sz
│       └── 399001(深证成指)
│           └── kdata
│               └── 163_dayk.csv
├── proxy
│   ├── http_proxy.csv
│   └── socks_proxy.csv
└── stock(股票的数据)
    ├── sh(上海交易所)
    │   └── 600000(股票代号)
    │       ├── event
    │       ├── finance
    │       ├── kdata
    │       │   ├── bfq
    │       │   │   └── dayk.csv
    │       │   └── hfq
    │       │       └── dayk.csv
    │       └── tick
    ├── sh.csv(上海交易所股票元数据)
    ├── sz(深圳交易所)
    │   └── 000002(股票代号)
    │       ├── event(事件数据)
    │       │   ├── finance_report.csv(财报公告事件)
    │       │   └── forecast.json(业绩预告事件)
    │       ├── finance(财务数据)
    │       │   ├── balance_sheet.xls(资产负债表)
    │       │   ├── cash_flow_statement.xls(现金流量表)
    │       │   └── income_statement.xls(利润表)
    │       ├── kdata(k线数据)
    │       │   ├── bfq(不复权的数据)
    │       │   │   ├── 163_dayk.csv(从163抓取的数据,这个数据现在合并过,质量最好)
    │       │   │   └── dayk.csv(新浪的数据)
    │       │   └── hfq(后复权的数据)
    │       │       └── dayk.csv(新浪的数据)
    │       └── tick(tick数据)
    │           ├── 2013-01-21.csv(某日的tick数据)
    │           └── 2013-01-22.csv
    └── sz.csv(深圳交易所股票元数据)

3. 文件字段解释

3.1 股票元数据

代码,名字,上市日期,所在交易所,类型,唯一标识,新浪行业,新浪区域
code,name,listDate,exchange,type,id,sinaIndustry,sinaArea
000001,平安银行,1991-04-03,sz,stock,stock_sz_000001,金融行业,"['深圳', '广东']"
000002,万  科Ａ,1991-01-29,sz,stock,stock_sz_000002,房地产,广东
000004,国农科技,1990-12-01,sz,stock,stock_sz_000004,生物制药,"['深圳', '广东']"

3.2 行情数据

a. 指数K线数据

日期,代码,名称,最低,开盘,收盘,最高,成交量(股),成交额(元),唯一标识,前收盘,涨跌额,涨跌幅(%),换手率(%),总市值,流通市值
timestamp,code,name,low,open,close,high,volume,turnover,securityId,preClose,change,changePct,turnoverRate,tCap,mCap,pe
2018-01-02,000001,上证指数,3314.0307,3314.0307,3348.3259,3349.053,202278860,227788461113.0,index_sh_000001,3307.1721,41.1538,1.2444,0.5595,34340879249962.87,29261135995966.35,18.91
2018-01-03,000001,上证指数,3345.2887,3347.7428,3369.1084,3379.9152,213836149,258366523235.0,index_sh_000001,3348.3259,20.7825,0.6207,0.5595,34340879249962.87,29261135995966.35,18.91
2018-01-04,000001,上证指数,3365.2954,3371.0,3385.7102,3392.8264,206955288,243090768694.0,index_sh_000001,3369.1084,16.6018,0.4928,0.5595,34340879249962.87,29261135995966.35,18.91

b. 个股K线数据

日期,代码,名称,最低,开盘,收盘,最高,成交量(股),成交额(元),唯一标识,前收盘,涨跌额,涨跌幅(%),换手率(%),总市值,流通市值,复权因子
timestamp,code,low,open,close,high,volume,turnover,securityId,preClose,change,changePct,turnoverRate,tCap,mCap,factor
2017-12-19,000002,28.4,28.66,29.16,29.25,34008410,981540648.24,stock_sz_000002,28.46,0.7,2.4596,0.3497,321901672349.0,283557570902.0,127.564
2017-12-20,000002,28.52,29.09,28.6,29.1,32902669,943187281.92,stock_sz_000002,29.16,-0.56,-1.9204,0.3384,315719747229.0,278112020844.0,127.564
2017-12-21,000002,28.63,28.72,29.72,30.19,59516386,1756898867.87,stock_sz_000002,28.6,1.12,3.9161,0.612,328083597470.0,289003120961.0,127.564

价格为不复权数据,利用复权因子,可以非常方便的得出前复权和后复权数据,算法为:
后复权价格=价格*复权因子
前复权价格=价格/最新的复权因子
可以看出,后复权价格是不变的,而前复权却依赖时间

c. tick数据

时间,价格,成交额,成交量,方向(买:1,卖:-1,中性:0)
timestamp,price,volume,turnover,direction
09:47:50,11.74,544,638656,-1
09:47:47,11.74,5483,6437088,0
09:47:44,11.75,572,672852,1

3.3 财务数据

原始的xls文件有中文字段含义,不再赘述,熟悉财务的人也可以直接用excel来分析. fooltrader里面的字段含义如下:

a. 资产负债表

class BalanceSheet(BaseDocType):
    id = Keyword()
    securityId = Keyword()
    code = Keyword()
    reportDate = Date()
    reportEventDate = Date()
    # 货币资金
    moneyFunds = Float()
    # 交易性金融资产
    heldForTradingFinancialAssets = Float()
    # 衍生金融资产
    derivative = Float()
    # 应收票据
    billsReceivable = Float()
    # 应收账款
    accountsReceivable = Float()
    # 预付款项
    prepaidAccounts = Float()
    # 应收利息
    interestReceivable = Float()
    # 应收股利
    dividendReceivable = Float()
    # 其他应收款
    otherReceivables = Float()

    # 买入返售金融资产
    buyingBackTheSaleOfFinancialAssets = Float()
    # 存货
    inventory = Float()
    # 划分为持有待售的资产
    assetsForSale = Float()
    # 一年内到期的非流动资产
    nonCurrentAssetsDueWithinOneYear = Float()

    # 待摊费用
    unamortizedExpenditures = Float()
    # 待处理流动资产损益
    waitDealIntangibleAssetsLossOrIncome = Float()

    # 其他流动资产
    otherCurrentAssets = Float()
    # 流动资产合计
    totalCurrentAssets = Float()

    # 非流动资产

    # 发放贷款及垫款
    loansAndPaymentsOnBehalf = Float()

    # 可供出售金融资产
    availableForSaleFinancialAssets = Float()
    # 持有至到期投资
    heldToMaturityInvestment = Float()
    # 长期应收款
    longTermReceivables = Float()
    # 长期股权投资
    longTermEquityInvestment = Float()
    # 投资性房地产
    investmentRealEstate = Float()
    # 固定资产净额
    NetfixedAssets = Float()
    # 在建工程
    constructionInProcess = Float()
    # 工程物资
    engineerMaterial = Float()
    # 固定资产清理
    fixedAssetsInLiquidation = Float()
    # 生产性生物资产
    productiveBiologicalAssets = Float()
    # 公益性生物资产
    nonProfitLivingAssets = Float()
    # 油气资产
    oilAndGasAssets = Float()
    # 无形资产
    intangibleAssets = Float()
    # 开发支出
    developmentExpenditure = Float()
    # 商誉
    goodwill = Float()
    # 长期待摊费用
    longTermDeferredExpenses = Float()
    # 递延所得税资产
    deferredIncomeTaxAssets = Float()
    # 其他非流动资产
    OtherNonCurrentAssets = Float()
    # 非流动资产合计
    nonCurrentAssets = Float()
    # 资产总计
    totalAssets = Float()

    # / *流动负债 * /
    # 短期借款
    shortTermBorrowing = Float()
    # 交易性金融负债
    transactionFinancialLiabilities = Float()
    # 应付票据
    billsPayable = Float()
    # 应付账款
    accountsPayable = Float()
    # 预收款项
    accountsReceivedInAdvance = Float()
    # 应付手续费及佣金
    handlingChargesAndCommissionsPayable = Float()
    # 应付职工薪酬
    employeeBenefitsPayable = Float()
    # 应交税费
    taxesAndSurchargesPayable = Float()
    # 应付利息
    interestPayable = Float()
    # 应付股利
    dividendpayable = Float()
    # 其他应付款
    otherPayables = Float()
    # 预提费用
    withholdingExpenses = Float()
    # 一年内的递延收益
    deferredIncomeWithinOneYear = Float()
    # 应付短期债券
    shortTermDebenturesPayable = Float()
    # 一年内到期的非流动负债
    nonCurrentLiabilitiesMaturingWithinOneYear = Float()
    # 其他流动负债
    otherCurrentLiability = Float()
    # 流动负债合计
    totalCurrentLiabilities = Float()

    # / *非流动负债 * /
    # 长期借款
    LongTermBorrowing = Float()
    # 应付债券
    bondPayable = Float()
    # 长期应付款
    longTermPayables = Float()
    # 长期应付职工薪酬
    longTermEmployeeBenefitsPayable = Float()
    # 专项应付款
    specialPayable = Float()
    # 预计非流动负债
    expectedNonCurrentLiabilities = Float()
    # 递延所得税负债
    deferredIncomeTaxLiabilities = Float()
    # 长期递延收益
    longTermDeferredRevenue = Float()
    # 其他非流动负债
    otherNonCurrentLiabilities = Float()
    # 非流动负债合计
    totalNonCurrentLiabilities = Float()
    # 负债合计
    totalLiabilities = Float()

    # / *所有者权益 * /
    # 实收资本(或股本)
    totalShareCapital = Float()

    # 资本公积
    capitalSurplus = Float()
    # 减：库存股
    treasuryStock = Float()
    # 其他综合收益
    otherComprehensiveIncome = Float()
    # 专项储备
    theSpecialReserve = Float()

    # 盈余公积
    surplusReserves = Float()
    # 一般风险准备
    generalRiskPreparation = Float()
    # 未分配利润
    undistributedProfits = Float()
    # 归属于母公司股东权益合计(净资产)
    bookValue = Float()

    # 少数股东权益
    minorityBookValue = Float()

    # 所有者权益(或股东权益)合计
    totalBookValue = Float()

    # 负债和所有者权益(或股东权益)总计
    totalLiabilitiesAndOwnersEquity = Float()

    class Meta:
        index = 'balance_sheet'
        doc_type = 'doc'
        all = MetaField(enabled=False)

b. 利润表

class IncomeStatement(BaseDocType):
    id = Keyword()
    securityId = Keyword()
    code = Keyword()
    reportDate = Date()
    reportEventDate = Date()
    # /*营业总收入*/
    # 营业收入
    operatingRevenue = Float()
    # /*营业总成本*/
    operatingTotalCosts = Float()
    # 营业成本
    operatingCosts = Float()
    # 营业税金及附加
    businessTaxesAndSurcharges = Float()
    # 销售费用
    sellingExpenses = Float()
    # 管理费用
    ManagingCosts = Float()
    # 财务费用
    financingExpenses = Float()
    # 资产减值损失
    assetsDevaluation = Float()
    # 公允价值变动收益
    incomeFromChangesInFairValue = Float()
    # 投资收益
    investmentIncome = Float()
    # 其中:对联营企业和合营企业的投资收益
    investmentIncomeFromRelatedEnterpriseAndJointlyOperating = Float()
    # 汇兑收益
    exchangeGains = Float()
    # /*营业利润*/
    operatingProfit = Float()
    # 加:营业外收入
    nonOperatingIncome = Float()
    # 减：营业外支出
    nonOperatingExpenditure = Float()
    # 其中：非流动资产处置损失
    disposalLossOnNonCurrentLiability = Float()
    # /*利润总额*/
    totalProfits = Float()
    # 减：所得税费用
    incomeTaxExpense = Float()
    # /*净利润*/
    netProfit = Float()
    # 归属于母公司所有者的净利润
    netProfitAttributedToParentCompanyOwner = Float()
    # 少数股东损益
    minorityInterestIncome = Float()
    # /*每股收益*/
    # 基本每股收益(元/股)
    EPS = Float()
    # 稀释每股收益(元/股)
    dilutedEPS = Float()
    # /*其他综合收益*/
    otherComprehensiveIncome = Float()
    # /*综合收益总额*/
    accumulatedOtherComprehensiveIncome = Float()
    # 归属于母公司所有者的综合收益总额
    attributableToOwnersOfParentCompany = Float()
    # 归属于少数股东的综合收益总额
    attributableToMinorityShareholders = Float()

    class Meta:
        index = 'income_statement'
        doc_type = 'doc'
        all = MetaField(enabled=False)

c. 现金流量表

class CashFlowStatement(DocType):
    id = Keyword()
    securityId = Keyword()
    code = Keyword()
    reportDate = Date()
    reportEventDate = Date()

    # /*一、经营活动产生的现金流量*/
    # 销售商品、提供劳务收到的现金
    cashFromSellingCommoditiesOrOfferingLabor = Float()
    # 收到的税费返还
    refundOfTaxAndFeeReceived = Float()
    # 收到的其他与经营活动有关的现金
    cashReceivedRelatingToOtherOperatingActivities = Float()
    # 经营活动现金流入小计
    subTotalOfCashInflowsFromOperatingActivities = Float()
    # 购买商品、接受劳务支付的现金
    cashPaidForGoodsAndServices = Float()
    # 支付给职工以及为职工支付的现金
    cashPaidToAndOnBehalfOfemployees = Float()
    # 支付的各项税费
    paymentsOfTaxesAndSurcharges = Float()
    # 支付的其他与经营活动有关的现金
    cashPaidRelatingToOtherOperatingActivities = Float()
    # 经营活动现金流出小计
    subTotalOfCashOutflowsFromOperatingActivities = Float()
    # 经营活动产生的现金流量净额
    netCashFlowsFromOperatingActivities = Float()
    # /*二、投资活动产生的现金流量*/
    # 收回投资所收到的现金
    cashReceivedFromDisposalOfInvestments = Float()
    # 取得投资收益所收到的现金
    cashReceivedFromReturnsOnIvestments = Float()
    # 处置固定资产、无形资产和其他长期资产所收回的现金净额
    netCashReceivedFromDisposalAssets = Float()
    # 处置子公司及其他营业单位收到的现金净额
    netCashReceivedFromDisposalSubsidiaries = Float()
    # 收到的其他与投资活动有关的现金
    cashReceivedFromOtherInvesting = Float()
    # 投资活动现金流入小计
    subTotalOfCashInflowsFromInvesting = Float()
    # 购建固定资产、无形资产和其他长期资产所支付的现金
    cashPaidToAcquireFixedAssets = Float()
    # 投资所支付的现金
    cashPaidToAcquireInvestments = Float()
    # 取得子公司及其他营业单位支付的现金净额
    netCashPaidToAcquireSubsidiaries = Float()
    # 支付的其他与投资活动有关的现金
    cashPaidRelatingToOtherInvesting = Float()
    # 投资活动现金流出小计
    subTotalOfCashOutflowsFromInvesting = Float()
    # 投资活动产生的现金流量净额
    netCashFlowsFromInvesting = Float()
    # /*三、筹资活动产生的现金流量*/
    # 吸收投资收到的现金
    cashReceivedFromCapitalContributions = Float()
    # 其中：子公司吸收少数股东投资收到的现金
    cashReceivedFromMinorityShareholdersOfSubsidiaries = Float()
    # 取得借款收到的现金
    cashReceivedFromBorrowings = Float()
    # 发行债券收到的现金
    cashReceivedFromIssuingBonds = Float()
    # 收到其他与筹资活动有关的现金
    cashReceivedRelatingToOtherFinancingActivities = Float()
    # 筹资活动现金流入小计
    subTotalOfCashInflowsFromFinancingActivities = Float()
    # 偿还债务支付的现金
    cashRepaymentsOfBorrowings = Float()
    # 分配股利、利润或偿付利息所支付的现金
    cashPaymentsForInterestExpensesAndDistributionOfDividendsOrProfits = Float()
    # 其中：子公司支付给少数股东的股利、利润
    cashPaymentsForDividendsOrProfitToMinorityShareholders = Float()
    # 支付其他与筹资活动有关的现金
    cashPaymentsRelatingToOtherFinancingActivities = Float()
    # 筹资活动现金流出小计
    subTotalOfCashOutflowsFromFinancingActivities = Float()
    # 筹资活动产生的现金流量净额
    netCashFlowsFromFinancingActivities = Float()
    # /*四、汇率变动对现金及现金等价物的影响*/
    effectOfForeignExchangeRate = Float()
    # /*五、现金及现金等价物净增加额*/
    netIncreaseInCash = Float()
    # 加:期初现金及现金等价物余额
    cashAtBeginningOfyear = Float()
    # /*六、期末现金及现金等价物余额*/
    cashAtEndOfyear = Float()
    # /*附注*/
    # 净利润
    netProfit = Float()
    # 少数股东权益
    minorityBookValue = Float()
    # 未确认的投资损失
    unrealisedInvestmentLosses = Float()
    # 资产减值准备
    allowanceForAssetDevaluation = Float()
    # 固定资产折旧、油气资产折耗、生产性物资折旧
    depreciationOfFixedAssets = Float()
    # 无形资产摊销
    amorizationOfIntangibleAssets = Float()
    # 长期待摊费用摊销
    longTermDeferredExpenses = Float()
    # 待摊费用的减少
    decreaseOfDeferredExpenses = Float()
    # 预提费用的增加
    IncreaseOfwithholdingExpenses = Float()
    # 处置固定资产、无形资产和其他长期资产的损失
    lossOnDisposalOfFixedAssets = Float()
    # 固定资产报废损失
    lossOnFixedAssetsDamaged = Float()
    # 公允价值变动损失
    lossOnFairValueChange = Float()
    # 递延收益增加（减：减少）
    changeOnDeferredRevenue = Float()
    # 预计负债
    estimatedLiabilities = Float()
    # 财务费用
    financingExpenses = Float()
    # 投资损失
    investmentLoss = Float()
    # 递延所得税资产减少
    decreaseOnDeferredIncomeTaxAssets = Float()
    # 递延所得税负债增加
    increaseOnDeferredIncomeTaxLiabilities = Float()
    # 存货的减少
    decreaseInInventories = Float()
    # 经营性应收项目的减少
    decreaseInReceivablesUnderOperatingActivities = Float()
    # 经营性应付项目的增加
    increaseInReceivablesUnderOperatingActivities = Float()
    # 已完工尚未结算款的减少(减:增加)
    decreaseOnAmountDue = Float()
    # 已结算尚未完工款的增加(减:减少)
    increaseOnSettlementNotYetCompleted = Float()
    # 其他
    other = Float()
    # 经营活动产生现金流量净额
    netCashFlowFromOperatingActivities = Float()
    # 债务转为资本
    debtsTransferToCapital = Float()
    # 一年内到期的可转换公司债券
    oneYearDueConvertibleBonds = Float()
    # 融资租入固定资产
    financingRentToFixedAsset = Float()
    # 现金的期末余额
    cashAtTheEndOfPeriod = Float()
    # 现金的期初余额
    cashAtTheBeginningOfPeriod = Float()
    # 现金等价物的期末余额
    cashEquivalentsAtTheEndOfPeriod = Float()
    # 现金等价物的期初余额
    cashEquivalentsAtTheBeginningOfPeriod = Float()
    # 现金及现金等价物的净增加额
    netIncreaseInCashAndCashEquivalents = Float()

    class Meta:
        index = 'cash_flow_statement'
        doc_type = 'doc'
        all = MetaField(enabled=False)

api使用例子:

In [1]: from fooltrader.api import finance

In [2]: finance.get_balance_sheet_items({'type':'stock', 'code':'000002', 'exchange':'sz', 'id':'stock_sz_000002'},start_date='20170930')
Out[2]:
[{'LongTermBorrowing': 77146692450.34,
  'NetfixedAssets': 6857390560.1,
  'OtherNonCurrentAssets': 9347236005.32,
  'accountsPayable': 135947346263.21,
  'accountsReceivable': 1302107882.27,
  'accountsReceivedInAdvance': 407882270730.4,
  'assetsForSale': 0.0,
  'availableForSaleFinancialAssets': 4316633317.95,
  'billsPayable': 2794001399.41,
  'billsReceivable': 0.0,
  'bondPayable': 27058349371.01,
  'bookValue': 116373274594.17,
  'buyingBackTheSaleOfFinancialAssets': 0.0,
  'capitalSurplus': 9059156304.89,
  'code': '000002',
  'constructionInProcess': 1044472976.76,
  'deferredIncomeTaxAssets': 8520343886.24,
  'deferredIncomeTaxLiabilities': 417861813.48,
  'deferredIncomeWithinOneYear': 0.0,
  'derivative': 6405693.49,
  'developmentExpenditure': 0.0,
  'dividendReceivable': 0.0,
  'dividendpayable': 0.0,
  'employeeBenefitsPayable': 2568716977.19,
  'engineerMaterial': 0.0,
  'expectedNonCurrentLiabilities': 168845067.08,
  'fixedAssetsInLiquidation': 0.0,
  'generalRiskPreparation': 0.0,
  'goodwill': 201689835.8,
  'handlingChargesAndCommissionsPayable': 0.0,
  'heldForTradingFinancialAssets': 0.0,
  'heldToMaturityInvestment': 0.0,
  'id': 'stock_sz_000002_20170930',
  'intangibleAssets': 1412466458.4,
  'interestPayable': 949305139.12,
  'interestReceivable': 0.0,
  'inventory': 550572755680.26,
  'investmentRealEstate': 18981285895.2,
  'loansAndPaymentsOnBehalf': 0.0,
  'longTermDeferredExpenses': 1499145189.69,
  'longTermDeferredRevenue': 0.0,
  'longTermEmployeeBenefitsPayable': 0.0,
  'longTermEquityInvestment': 66452452394.43,
  'longTermPayables': 0.0,
  'longTermReceivables': 0.0,
  'minorityBookValue': 51352017269.22,
  'moneyFunds': 94352631304.03,
  'nonCurrentAssets': 118633116519.89,
  'nonCurrentAssetsDueWithinOneYear': 0.0,
  'nonCurrentLiabilitiesMaturingWithinOneYear': 36925749237.22,
  'nonProfitLivingAssets': 0.0,
  'oilAndGasAssets': 0.0,
  'otherComprehensiveIncome': 163857846.85,
  'otherCurrentAssets': 3063290000.0,
  'otherCurrentLiability': 0.0,
  'otherNonCurrentLiabilities': 2423878245.6,
  'otherPayables': 130930102810.93,
  'otherReceivables': 137781186196.38,
  'prepaidAccounts': 105270074361.66,
  'productiveBiologicalAssets': 0.0,
  'reportDate': '20170930',
  'reportEventDate': '2017-10-27',
  'securityId': 'stock_sz_000002',
  'shortTermBorrowing': 17301123599.78,
  'shortTermDebenturesPayable': 0.0,
  'specialPayable': 0.0,
  'surplusReserves': 32540767833.97,
  'taxesAndSurchargesPayable': 7543471786.53,
  'theSpecialReserve': 0.0,
  'totalAssets': 1018381990533.1,
  'totalBookValue': 167725291863.39,
  'totalCurrentAssets': 899748874013.21,
  'totalCurrentLiabilities': 743441071722.2,
  'totalLiabilities': 850656698669.71,
  'totalLiabilitiesAndOwnersEquity': 1018381990533.1,
  'totalNonCurrentLiabilities': 107215626947.51,
  'totalShareCapital': 11039152001.0,
  'transactionFinancialLiabilities': 0.0,
  'treasuryStock': 0.0,
  'unamortizedExpenditures': 0.0,
  'undistributedProfits': 63570340607.46,
  'waitDealIntangibleAssetsLossOrIncome': 0.0,
  'withholdingExpenses': 0.0}]

目前api读取的是文件,但提供了存储到es的方法,字段名称和含义是统一的,可以非常方便的在es和kibana中进行分析.

3.4. 事件数据

a. 业绩预告

description:描述,changeStart:变动范围最小值,preEPS:每股收益前值,type:类型(预减,预增),reportPeriod:业绩报告期,reportDate:这个公告发出的日期,change:变动

{
  "description": "预计2015年1月1日-2015年3月31日归属于上市公司股东的净利润为盈利：60,000万元–70,000万元，比上年同期下降：约54%-61%。",
  "changeStart": -0.61,
  "preEPS": 0.14,
  "type": "预减",
  "securityId": "stock_sz_000002",
  "reportPeriod": "2015-03-31",
  "id": "stock_sz_000002_2015-04-03",
  "reportDate": "2015-04-03",
  "change": -0.54
}

需要注意的是,为了不使用"未来函数",策略里面应该以reportDate为获取该数据的依据.

b. 财务报表发布

唯一标识,报告期,发布的日期,股票唯一标示,标题,报表下载地址
id,reportDate,reportEventDate,securityId,title,url
stock_sz_000002_2011-04-20_2011-03-31,2011-03-31,2011-04-20,stock_sz_000002,万科企业股份有限公司2011年第一季度报告正文,http://vip.stock.finance.sina.com.cn/corp/view/vCB_AllBulletinDetail.php?stockid=000002&id=703251
stock_sz_000002_2011-10-25_2011-09-30,2011-09-30,2011-10-25,stock_sz_000002,万科企业股份有限公司2011年第三季度报告全文（英文版）,http://vip.stock.finance.sina.com.cn/corp/view/vCB_AllBulletinDetail.php?stockid=000002&id=794167

需要注意的是,为了不使用"未来函数",策略里面应该以reportEventDate为获取该数据的依据.

yizhan / fooltrader

fooltrader数据协议

1. 基础概念

2. 目录结构

2.1 存储根目录

2.2 具体结构

3. 文件字段解释

3.1 股票元数据

3.2 行情数据

a. 指数K线数据

b. 个股K线数据

c. tick数据

3.3 财务数据

a. 资产负债表

b. 利润表

c. 现金流量表

3.4. 事件数据

a. 业绩预告

b. 财务报表发布

简介

发行版

贡献者

近期动态

yizhan / fooltrader .gitee-modal { width: 500px !important; }

fooltrader数据协议

1. 基础概念

2. 目录结构

2.1 存储根目录

2.2 具体结构

3. 文件字段解释

3.1 股票元数据

3.2 行情数据

a. 指数K线数据

b. 个股K线数据

c. tick数据

3.3 财务数据

a. 资产负债表

b. 利润表

c. 现金流量表

3.4. 事件数据

a. 业绩预告

b. 财务报表发布

简介

发行版

贡献者

近期动态

搜索帮助

yizhan / fooltrader