【其他数据】中国股市交易日历扩展 (mldt_cn_stock_calendar_daily)
数据描述: 该表是中国A股市场交易日历的扩展版本,具体计算了每个日期的诸多衍生字段。 大部分衍生字段分为两类:决策日与交易日。由于BigQuant平台的模拟交易引擎的工作逻辑是今日决策,明日下单,所以决策日类字段比交易日类早一个交易日。例如: - '2026-02-12'(周四)是交易日,那么'2026-02-11'(周三) 就是决策日 - '2026-02-09'(周一)是交易日,那么'2026-02-06'(上周五) 就是决策日 构建该表的目的是方便大家在构建策略时可以直接从数据层面设置调仓周期,具体操作就是将策略数据与该表按date列JOIN后,根据该表中的日期衍生字段进行日期筛选即可。例如在以下策略中设置每周初调仓的逻辑: ``` SELECT date, instrument, float_market_cap AS score FROM cn_stock_prefactors_community JOIN mldt_cn_stock_calendar_daily USING (date) QUANLIFY c_rank(score) <= 10 AND is_week_begin_order = 1 ```
文档
用例
表结构
| 字段 | 字段类型 | 字段描述 |
| is_year_start_trade | int64 | - |
| day_of_quarter_order | int64 | - |
| day_of_quarter_trade | int64 | - |
| is_holiday_end_order | int64 | - |
| is_holiday_end_trade | int64 | - |
| is_month_start_order | int64 | - |
| is_month_start_trade | int64 | - |
| is_quarter_end_order | int64 | - |
| is_quarter_end_trade | int64 | - |
| date | timestamp[ns] | - |
| is_fortnight_start_trade | int64 | - |
| is_fortnight_start_order | int64 | - |
| is_quarter_start_trade | int64 | - |
| is_quarter_start_order | int64 | - |
| is_holiday_begin_trade | int64 | - |
| is_holiday_begin_order | int64 | - |
| is_fortnight_end_trade | int64 | - |
| is_fortnight_end_order | int64 | - |
| day_of_fortnight_trade | int64 | - |
| is_week_end_trade | int64 | - |
| dt_day | string | - |
| dt_week | string | - |
| dt_year | string | - |
| dt_month | string | - |
| dt_quarter | string | - |
| dt_fortnight | string | - |
| day_of_week_order | int64 | - |
| day_of_week_trade | int64 | - |
| day_of_year_order | int64 | - |
| day_of_year_trade | int64 | - |
| is_week_end_order | int64 | - |
| day_of_fortnight_order | int64 | - |
| is_year_end_order | int64 | - |
| is_year_end_trade | int64 | - |
| day_of_month_order | int64 | - |
| day_of_month_trade | int64 | - |
| is_month_end_order | int64 | - |
| is_month_end_trade | int64 | - |
| is_week_start_order | int64 | - |
| is_week_start_trade | int64 | - |
| is_year_start_order | int64 | - |
表名:mldt_cn_stock_calendar_daily
起始时间:
最近更新时间: