Q:如何提取一段时间内国债期货的基本指标数据 复制链接 A:用户在使用下面专题文档中的接口(专题:FAQ:
2022-07-28-应用专题-国债期货:常用国债期货基本指标(更新版) )
BondFutureBasicindicators(EndT,MarketID,dbtype,ReturnOption)进行提取数据时,
该函数一次只能提取单个票指定日的指标数据
这里提供提取一段时间内多个国债期货合约的指标的范例,具体如下:
begt:=20210705T;
endt:=20210713T;
//setsysparam(PN_Precision(),2);//结果保留2位小数
Tarr:=MarketTradeDayQk(begt,endt);
ret:=array();
for i:=0 to length(Tarr)-1 do
begin
Endt:=Tarr[i];
dEndt:=datetoint(Endt);
stocks:=array('T2109','T2112');//指定合约
//或取指定日合约,比如指定日还在市交易的国债期货
//stocks:=GetFuturesID('T;TF;TS',Endt);
for j:=0 to length(stocks)-1 do
begin
setsysparam(pn_stock(),stocks[j]);
t:= BondFutureBasicindicators(Endt,1,0,-1);
if istable(t) then
ret&=select dEndt as '截止日',* from t end;
end
end
return ret;
返回结果如下(部分结果展示):
截止日 代码 名称 标的代码 票面利率 转换因子 全价 修正久期 基差 发票价格 期现价差 IRR 净基差 CTD_IRR CTD_BNOC CTD_MD
20210705 T2109 T2109 SH019593 3.690000 1.041400 105.227300 7.238900 1.232461 103.994839 -1.232461 -5.937521 1.748482 20210705 T2109 T2109 SH019601 3.540000 1.033500 103.187800 7.519900 0.915302 102.272498 -0.915302 -4.496728 1.421322 20210705 T2109 T2109 SH019609 3.250000 1.016000 101.698700 7.731800 0.430640 101.268060 -0.430640 -2.146641 0.929358 20210705 T2109 T2109 SH019616 3.290000 1.019700 102.342500 8.086000 0.703315 101.639185 -0.703315 -3.483811 1.205190 1
20210705 T2109 T2109 SH019625 3.130000 1.009300 0 0 -99.299981 99.299981 99.299981 inf -99.299981 1 20210705 T2109 T2109 SH019632 2.680000 0.975700 0 0 -95.994245 95.994245 95.994245 inf -95.994245 1 20210705 T2109 T2109 SH019637 2.770000 0.982400 0 0 -96.653424 96.653424 96.653424 inf -96.653424 1 20210705 T2109 T2109 SH019639 2.860000 0.989200 0 0 -97.322442 97.322442 97.322442 inf -97.322442 1 20210705 T2109 T2109 SH019646 3.270000 1.021500 0 0 -100.500278 100.500278 100.500278 inf -100.500278 1 1 20210705 T2109 T2109 SH019655 3.010000 1.000500 0 0 -98.434192 98.434192 98.434192 inf -98.434192 1 20210705 T2109 T2109 SH019657 3.020000 1.001600 0 0 -98.542416 98.542416 98.542416 inf -98.542416 1 20210705 T2112 T2112 SH019609 3.250000 1.015500 101.698700 7.731800 0.886032 100.812668 -0.886032 -1.950920 2.018574 20210705 T2112 T2112 SH019616 3.290000 1.019100 102.342500 8.086000 1.169987 101.172513 -1.169987 -2.559942 2.309698 1
20210705 T2112 T2112 SH019625 3.130000 1.009100 0 0 -98.876664 98.876664 98.876664 inf -98.876664 1 20210705 T2112 T2112 SH019632 2.680000 0.976300 0 0 -95.662755 95.662755 95.662755 inf -95.662755 1 20210705 T2112 T2112 SH019639 2.860000 0.989500 0 0 -96.956158 96.956158 96.956158 inf -96.956158 1 20210705 T2112 T2112 SH019646 3.270000 1.021000 0 0 -100.042685 100.042685 100.042685 inf -100.042685 1 1 20210705 T2112 T2112 SH019657 3.020000 1.001600 0 0 -98.141776 98.141776 98.141776 inf -98.141776 1 20210705 T2112 T2112 SH019601 3.540000 1.032400 103.187800 7.519900 1.436486 101.751314 -1.436486 -3.117298 2.585610 20210706 T2109 T2109 SH019593 3.690000 1.041400 105.227300 7.238900 1.320980 103.906320 -1.320980 -6.453604 1.829817 20210706 T2109 T2109 SH019601 3.540000 1.033500 103.187800 7.519900 1.003150 102.184650 -1.003150 -4.997721 1.502125 ...