get_securities_margin - 融资融券信息

  • getsecurities_margin(_order_book_id, count=1, fields=None)
  • 获取融资融券信息。包括 深证融资融券数据 以及 上证融资融券数据 情况。既包括个股数据，也包括市场整体数据。需要注意，融资融券的开始日期为2010年3月31日。

参数:

  • order_book_id (str | list[str]) – 可输入order_book_id, order_book_id list, symbol, symbol list。另外，输入’XSHG’或’sh’代表整个上证整体情况；’XSHE’或’sz’代表深证整体情况
  • count (int) – 回溯获取的数据个数。默认为当前能够获取到的最近的数据
  • fields (str) – 默认为所有字段。见下方列表

fields字段名margin_balance融资余额buy_on_margin_value融资买入额margin_repayment融资偿还额short_balance融券余额short_balance_quantity融券余量short_sell_value融券卖出额short_sell_quantity融券卖出量short_repayment_quantity融券偿还量total_balance融资融券余额

返回:

  • 多个order_book_id，单个field的时候返回DataFrame，index为date，column为order_book_id
  • 单个order_book_id，多个fields的时候返回DataFrame，index为date，column为fields
  • 单个order_book_id，单个field返回Series

  • 多个order_book_id，多个fields的时候返回DataPanel Items axis为fields Major_axis axis为时间戳 Minor_axis axis为order_book_idExample:

  • 获取沪深两个市场一段时间内的融资余额:

  1. logger.info(get_securities_margin('510050.XSHG', count=5))
  2. #[Out]
  3. #margin_balance    buy_on_margin_value    short_sell_quantity    margin_repayment    short_balance_quantity    short_repayment_quantity    short_balance    total_balance
  4. #2016-08-01    7.811396e+09    50012306.0    3597600.0    41652042.0    15020600.0    1645576.0    NaN    NaN
  5. #2016-08-02    7.826381e+09    34518238.0    2375700.0    19532586.0    14154000.0    3242300.0    NaN    NaN
  6. #2016-08-03    7.733306e+09    17967333.0    4719700.0    111043009.0    16235600.0    2638100.0    NaN    NaN
  7. #2016-08-04    7.741497e+09    30259359.0    6488600.0    22068637.0    17499000.0    5225200.0    NaN    NaN
  8. #2016-08-05    7.726343e+09    25270756.0    2865863.0    40423859.0    14252363.0    6112500.0    NaN    NaN
  • 获取沪深两个市场一段时间内的融资余额:
  1. logger.info(get_securities_margin(['XSHE', 'XSHG'], count=5, fields='margin_balance'))
  2. #[Out]
  3. #        XSHE        XSHG
  4. #2016-08-01    3.837627e+11    4.763557e+11
  5. #2016-08-02    3.828923e+11    4.763931e+11
  6. #2016-08-03    3.823545e+11    4.769321e+11
  7. #2016-08-04    3.833260e+11    4.776380e+11
  8. #2016-08-05    3.812751e+11    4.766928e+11
  • 获取上证个股以及整个上证市场融资融券情况:
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  1. logger.info(get_securities_margin(['XSHG', '601988.XSHG', '510050.XSHG'], count=5))
  2. #[Out]
  3. #<class 'pandas.core.panel.Panel'>
  4. #Dimensions: 8 (items) x 5 (major_axis) x 3 (minor_axis)
  5. #Items axis: margin_balance to total_balance
  6. #Major_axis axis: 2016-08-01 00:00:00 to 2016-08-05 00:00:00
  7. #Minor_axis axis: XSHG to 510050.XSHG
  • 获取50ETF融资偿还额情况
  1. logger.info(get_securities_margin('510050.XSHG', count=5, fields='margin_repayment'))
  2. #[Out]
  3. #2016-08-01     41652042.0
  4. #2016-08-02     19532586.0
  5. #2016-08-03    111043009.0
  6. #2016-08-04     22068637.0
  7. #2016-08-05     40423859.0
  8. #Name: margin_repayment, dtype: float64