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
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
起始时间:
最近更新时间: