高频因子_试用 (cn_stock_factors_hf_trial)

数据描述: 试用数据,历史范围:2023-01-01至2023-12-31

文档
数据简介

用例
表结构
字段 字段类型 字段描述
hf_value_diff_small_order_act double -
hf_buy_value_exlarge_order_act double -
hf_close_net_inflow_value_rate double -
hf_close_sell_volume_med_order double -
hf_open_buy_volume_large_order double -
hf_open_buy_volume_small_order double -
hf_open_net_inflow_volume_rate double -
hf_sell_trades_large_order_act double -
hf_sell_trades_small_order_act double -
hf_sell_volume_large_order_act double -
hf_sell_volume_small_order_act double -
hf_volume_diff_large_order_act double -
hf_volume_diff_small_order_act double -
hf_buy_trades_exlarge_order_act double -
hf_buy_volume_exlarge_order_act double -
hf_close_buy_volume_large_order double -
hf_close_buy_volume_small_order double -
hf_close_net_inflow_volume_rate double -
hf_netinflow_rate_med_order_act double -
hf_open_sell_volume_large_order double -
hf_open_sell_volume_small_order double -
hf_sell_value_exlarge_order_act double -
hf_value_diff_exlarge_order_act double -
hf_close_sell_volume_large_order double -
hf_close_sell_volume_small_order double -
hf_open_buy_volume_exlarge_order double -
hf_open_buy_volume_med_order_act double -
hf_sell_trades_exlarge_order_act double -
hf_sell_volume_exlarge_order_act double -
hf_volume_diff_exlarge_order_act double -
hf_close_buy_volume_exlarge_order double -
hf_close_buy_volume_med_order_act double -
hf_netinflow_rate_large_order_act double -
hf_netinflow_rate_small_order_act double -
hf_open_sell_volume_exlarge_order double -
date timestamp[ns] -
hf_close_sell_volume_exlarge_order double -
hf_close_sell_volume_med_order_act double -
hf_open_buy_volume_large_order_act double -
hf_open_buy_volume_small_order_act double -
hf_close_buy_volume_large_order_act double -
hf_close_buy_volume_small_order_act double -
hf_netinflow_rate_exlarge_order_act double -
hf_open_sell_volume_large_order_act double -
hf_open_sell_volume_small_order_act double -
hf_close_sell_volume_large_order_act double -
hf_close_sell_volume_small_order_act double -
hf_open_buy_volume_exlarge_order_act double -
hf_open_netinflow_rate_med_order_act double -
hf_close_buy_volume_exlarge_order_act double -
hf_close_netinflow_rate_med_order_act double -
hf_open_sell_volume_exlarge_order_act double -
hf_close_sell_volume_exlarge_order_act double -
hf_open_netinflow_rate_large_order_act double -
hf_open_netinflow_rate_small_order_act double -
hf_close_netinflow_rate_large_order_act double -
hf_close_netinflow_rate_small_order_act double -
hf_open_netinflow_rate_exlarge_order_act double -
hf_close_netinflow_rate_exlarge_order_act double -
instrument string -
hf_open_sell_volume_med_order_act double -
hf_volume_auction_am_ratio double -
hf_volume_diff_large_order double -
hf_volume_diff_small_order double -
hf_buy_orders_exlarge_order double -
hf_buy_trades_med_order_act double -
hf_buy_volume_exlarge_order double -
hf_buy_volume_med_order_act double -
hf_sell_value_exlarge_order double -
hf_sell_value_med_order_act double -
hf_value_diff_exlarge_order double -
hf_ret_in_9 double -
hf_corr_vp_1 double -
hf_corr_vp_2 double -
hf_corr_vp_3 double -
hf_corr_vp_4 double -
hf_corr_vp_5 double -
hf_corr_vp_6 double -
hf_corr_vp_7 double -
hf_corr_vp_8 double -
hf_corr_vp_9 double -
hf_real_skew double -
hf_ret_in_10 double -
hf_ret_in_11 double -
hf_ret_in_12 double -
hf_ret_in_13 double -
hf_corr_vp_10 double -
hf_corr_vp_11 double -
hf_corr_vp_12 double -
hf_corr_vp_13 double -
hf_num_trades double -
hf_real_std_3 double -
hf_real_std_6 double -
hf_real_upstd double -
hf_real_upvar double -
hf_real_var_3 double -
hf_real_var_6 double -
hf_volume_std double -
hf_volume_var double -
hf_real_skew_3 double -
hf_real_skew_6 double -
hf_real_std_5m double -
hf_real_var_5m double -
hf_trend_str_1 double -
hf_trend_str_2 double -
hf_trend_str_3 double -
hf_trend_str_4 double -
hf_trend_str_5 double -
hf_trend_str_6 double -
hf_trend_str_7 double -
hf_trend_str_8 double -
hf_trend_str_9 double -
hf_volume_skew double -
hf_real_downstd double -
hf_real_downvar double -
hf_real_skew_5m double -
hf_trend_str_10 double -
hf_trend_str_11 double -
hf_trend_str_12 double -
hf_trend_str_13 double -
hf_buy_value_act double -
hf_real_kurtosis double -
hf_volume_std_5m double -
hf_volume_var_5m double -
hf_buy_volume_act double -
hf_ratio_volume_1 double -
hf_ratio_volume_2 double -
hf_ratio_volume_3 double -
hf_ratio_volume_4 double -
hf_ratio_volume_5 double -
hf_ratio_volume_6 double -
hf_ratio_volume_7 double -
hf_ratio_volume_8 double -
hf_ratio_volume_9 double -
hf_sell_value_act double -
hf_tot_volume_ask double -
hf_tot_volume_bid double -
hf_volume_skew_5m double -
hf_cross_night_chg double -
hf_open_volume_ask double -
hf_open_volume_bid double -
hf_ratio_realupstd double -
hf_ratio_volume_10 double -
hf_ratio_volume_12 double -
hf_ratio_volume_13 double -
hf_real_kurtosis_3 double -
hf_real_kurtosis_6 double -
hf_sell_volume_act double -
hf_volume_kurtosis double -
hf_close_volume_ask double -
hf_close_volume_bid double -
hf_net_inflow_value double -
hf_price_avg_stage2 double -
hf_price_chg_stage1 double -
hf_price_chg_stage2 double -
hf_price_max_stage2 double -
hf_price_min_stage2 double -
hf_real_kurtosis_5m double -
hf_last_price_stage1 double -
hf_last_price_stage2 double -
hf_net_inflow_volume double -
hf_ratio_realdownstd double -
hf_price_range_stage1 double -
hf_price_range_stage2 double -
hf_volume_kurtosis_5m double -
hf_buy_value_med_order double -
hf_open_max_cng_stage1 double -
hf_open_max_cng_stage2 double -
hf_open_min_cng_stage1 double -
hf_open_min_cng_stage2 double -
hf_volume_ratio_stage1 double -
hf_volume_ratio_stage2 double -
hf_buy_orders_med_order double -
hf_buy_volume_med_order double -
hf_price_chg_abs_stage2 double -
hf_price_pct_chg_stage2 double -
hf_sell_value_med_order double -
hf_value_diff_med_order double -
hf_buy_value_large_order double -
hf_buy_value_small_order double -
hf_net_inflow_value_rate double -
hf_open_net_inflow_value double -
hf_price_decrease_stage2 double -
hf_price_increase_stage2 double -
hf_sell_orders_med_order double -
hf_sell_volume_med_order double -
hf_value_med_order_ratio double -
hf_volume_diff_med_order double -
hf_buy_orders_large_order double -
hf_buy_orders_small_order double -
hf_buy_volume_large_order double -
hf_buy_volume_small_order double -
hf_close_net_inflow_value double -
hf_net_inflow_volume_rate double -
hf_open_net_inflow_volume double -
hf_sell_value_large_order double -
hf_sell_value_small_order double -
hf_value_diff_large_order double -
hf_value_diff_small_order double -
hf_amount_auction_am_ratio double -
hf_buy_value_exlarge_order double -
hf_buy_value_med_order_act double -
hf_close_net_inflow_volume double -
hf_continuous_volume_ratio double -
hf_sell_orders_large_order double -
hf_sell_orders_small_order double -
hf_sell_volume_large_order double -
hf_sell_volume_small_order double -
hf_value_large_order_ratio double -
hf_value_small_order_ratio double -
hf_real_std double -
hf_real_var double -
hf_ret_in_1 double -
hf_ret_in_2 double -
hf_ret_in_3 double -
hf_ret_in_4 double -
hf_ret_in_5 double -
hf_ret_in_6 double -
hf_ret_in_7 double -
hf_ret_in_8 double -
hf_value_diff_med_order_act double -
hf_buy_value_large_order_act double -
hf_buy_value_small_order_act double -
hf_open_buy_volume_med_order double -
hf_sell_orders_exlarge_order double -
hf_sell_trades_med_order_act double -
hf_sell_volume_exlarge_order double -
hf_sell_volume_med_order_act double -
hf_value_exlarge_order_ratio double -
hf_volume_diff_exlarge_order double -
hf_volume_diff_med_order_act double -
hf_buy_trades_large_order_act double -
hf_buy_trades_small_order_act double -
hf_buy_volume_large_order_act double -
hf_buy_volume_small_order_act double -
hf_close_buy_volume_med_order double -
hf_open_net_inflow_value_rate double -
hf_open_sell_volume_med_order double -
hf_sell_value_large_order_act double -
hf_sell_value_small_order_act double -
hf_value_diff_large_order_act double -

表名cn_stock_factors_hf_trial

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