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Q:如何提取一段时间内国债期货的基本指标数据    

  • 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_IRRCTD_BNOCCTD_MD
    20210705T2109T2109SH0195933.6900001.041400105.2273007.2389001.232461103.994839-1.232461-5.9375211.748482
    20210705T2109T2109SH0196013.5400001.033500103.1878007.5199000.915302102.272498-0.915302-4.4967281.421322
    20210705T2109T2109SH0196093.2500001.016000101.6987007.7318000.430640101.268060-0.430640-2.1466410.929358
    20210705T2109T2109SH0196163.2900001.019700102.3425008.0860000.703315101.639185-0.703315-3.4838111.2051901
    20210705T2109T2109SH0196253.1300001.00930000-99.29998199.29998199.299981inf-99.2999811
    20210705T2109T2109SH0196322.6800000.97570000-95.99424595.99424595.994245inf-95.9942451
    20210705T2109T2109SH0196372.7700000.98240000-96.65342496.65342496.653424inf-96.6534241
    20210705T2109T2109SH0196392.8600000.98920000-97.32244297.32244297.322442inf-97.3224421
    20210705T2109T2109SH0196463.2700001.02150000-100.500278100.500278100.500278inf-100.50027811
    20210705T2109T2109SH0196553.0100001.00050000-98.43419298.43419298.434192inf-98.4341921
    20210705T2109T2109SH0196573.0200001.00160000-98.54241698.54241698.542416inf-98.5424161
    20210705T2112T2112SH0196093.2500001.015500101.6987007.7318000.886032100.812668-0.886032-1.9509202.018574
    20210705T2112T2112SH0196163.2900001.019100102.3425008.0860001.169987101.172513-1.169987-2.5599422.3096981
    20210705T2112T2112SH0196253.1300001.00910000-98.87666498.87666498.876664inf-98.8766641
    20210705T2112T2112SH0196322.6800000.97630000-95.66275595.66275595.662755inf-95.6627551
    20210705T2112T2112SH0196392.8600000.98950000-96.95615896.95615896.956158inf-96.9561581
    20210705T2112T2112SH0196463.2700001.02100000-100.042685100.042685100.042685inf-100.04268511
    20210705T2112T2112SH0196573.0200001.00160000-98.14177698.14177698.141776inf-98.1417761
    20210705T2112T2112SH0196013.5400001.032400103.1878007.5199001.436486101.751314-1.436486-3.1172982.585610
    20210706T2109T2109SH0195933.6900001.041400105.2273007.2389001.320980103.906320-1.320980-6.4536041.829817
    20210706T2109T2109SH0196013.5400001.033500103.1878007.5199001.003150102.184650-1.003150-4.9977211.502125
    ...