CnOpenData 基金后复权行情

时间区间

1998.04.07-2023.10.13


字段展示

基金后复权行情-英文字段基金后复权行情-中文字段
ID自增ID
SECURITY_ID证券内部编码
TICKER_SYMBOL交易代码
EXCHANGE_CD交易所代码
TRADE_DATE交易日期
PRE_CLOSE_PRICE昨收盘
OPEN_PRICE今开盘
HIGHEST_PRICE最高价
LOWEST_PRICE最低价
CLOSE_PRICE收盘价
UPDATE_TIME更新时间

样本数据

IDSECURITY_IDTICKER_SYMBOLEXCHANGE_CDTRADE_DATEPRE_CLOSE_PRICEOPEN_PRICEHIGHEST_PRICELOWEST_PRICECLOSE_PRICEUPDATE_TIME
自增ID证券内部编码交易代码交易所代码交易日期昨收盘今开盘最高价最低价收盘价更新时间
219401710002327159001XSHE2023-10-09100.0020100.0000100.001099.9990100.00102023-10-09 16:01:24
219392910002363159003XSHE2023-10-09100.001099.9990100.000099.998099.99902023-10-09 16:01:23
219410910004717159005XSHE2023-10-09100.0070100.0000100.0010100.0000100.00002023-10-09 16:01:24
219491610026716159501XSHE2023-10-091.00801.02101.02501.02101.02202023-10-09 16:01:24
219480310026819159503XSHE2023-10-091.05001.04501.04501.02801.04002023-10-09 16:01:24
219470210026812159506XSHE2023-10-090.97400.96700.97400.95600.97202023-10-09 16:01:24
219470010026757159507XSHE2023-10-090.91700.91500.92700.91100.92302023-10-09 16:01:24
219470410026855159508XSHE2023-10-091.02801.02801.04801.01801.04402023-10-09 16:01:24
219480610026893159509XSHE2023-10-090.93400.95600.96300.95300.95902023-10-09 16:01:24
219470710027055159510XSHE2023-10-090.94800.94800.94800.93400.94402023-10-09 16:01:24
219470610027006159511XSHE2023-10-090.91800.91100.92400.90800.91802023-10-09 16:01:24
219470510026972159512XSHE2023-10-091.00001.00501.03001.00501.03002023-10-09 16:01:24
219487110026954159513XSHE2023-10-090.91800.93700.93700.92800.92902023-10-09 16:01:24
219492310027251159515XSHE2023-10-090.99400.99400.99400.98100.98802023-10-09 16:01:24
219492010027026159516XSHE2023-10-090.94000.93500.94400.92700.94002023-10-09 16:01:24
219487310027206159517XSHE2023-10-090.98400.97700.98300.97400.98302023-10-09 16:01:24
219487510027275159519XSHE2023-10-091.02601.03501.03501.00501.01802023-10-09 16:01:24
219492210027235159521XSHE2023-10-090.99900.99901.00100.99200.99802023-10-09 16:01:24
219480910027278159523XSHE2023-10-090.98400.96300.98500.96300.98302023-10-09 16:01:24
219481610027483159531XSHE2023-10-091.00000.99500.99900.94000.99902023-10-09 16:01:24
219481510027494159532XSHE2023-10-091.01600.95001.01400.95001.00902023-10-09 16:01:24
219481410027488159535XSHE2023-10-091.01201.01201.01300.96001.00902023-10-09 16:01:24
219481710027490159536XSHE2023-10-091.01001.00901.00901.00301.00802023-10-09 16:01:24
219492610027505159538XSHE2023-10-091.01001.01001.02501.00601.02202023-10-09 16:01:24
219492510027479159539XSHE2023-10-091.00201.00201.01200.99401.00902023-10-09 16:01:24
219487810027473159540XSHE2023-10-090.99600.99701.01000.99401.00702023-10-09 16:01:24
219459610021157159601XSHE2023-10-090.75300.75200.75200.74100.75002023-10-09 16:01:24
219474410021161159602XSHE2023-10-090.75100.74800.74800.73800.74602023-10-09 16:01:24
219476310023040159603XSHE2023-10-090.78800.78600.79500.78300.79302023-10-09 16:01:24
219475010021455159605XSHE2023-10-090.73700.74700.75700.74400.75302023-10-09 16:01:24
219483110021594159606XSHE2023-10-090.78500.78500.78900.77800.78202023-10-09 16:01:24
219460410021433159607XSHE2023-10-090.73700.75100.75700.74400.75302023-10-09 16:01:24
219464610021758159608XSHE2023-10-090.58400.58400.58400.57500.57902023-10-09 16:01:24
219476410023042159609XSHE2023-10-090.58800.58700.58800.58000.58602023-10-09 16:01:24
219460910021601159610XSHE2023-10-090.79800.79800.79800.78800.79302023-10-09 16:01:24
219475510021894159611XSHE2023-10-090.87100.87200.88000.86900.87902023-10-09 16:01:24
219465710023146159612XSHE2023-10-091.17001.17301.17301.16601.16802023-10-09 16:01:24
219475810022245159613XSHE2023-10-090.82900.82900.83700.82300.83302023-10-09 16:01:24
219477010023526159615XSHE2023-10-090.81700.80600.81300.79800.81102023-10-09 16:01:24
219466110023563159616XSHE2023-10-090.73900.73600.73700.72600.72902023-10-09 16:01:24
219488210023402159617XSHE2023-10-091.07001.06001.06401.05701.06402023-10-09 16:01:24
219475910022364159618XSHE2023-10-090.81000.80900.80900.79700.80502023-10-09 16:01:24
219476010022396159619XSHE2023-10-090.94600.94500.94500.93400.94002023-10-09 16:01:24
219466310023706159620XSHE2023-10-090.88200.88600.88600.87400.87602023-10-09 16:01:24
219466010023438159621XSHE2023-10-090.91300.90500.90900.90200.90902023-10-09 16:01:24
219486610026221159622XSHE2023-10-090.94400.94200.94700.92900.94602023-10-09 16:01:24
219465910023263159623XSHE2023-10-090.82100.81500.82300.81200.82302023-10-09 16:01:24
219476210022984159625XSHE2023-10-091.03201.03201.04001.03101.03802023-10-09 16:01:24
219467110024451159627XSHE2023-10-090.98000.97900.97900.96700.97902023-10-09 16:01:24
219488110023399159628XSHE2023-10-090.97700.97700.97900.96900.97902023-10-09 16:01:24

数据更新频率

年度更新,特殊需求另行联系

在股票交易中,**复权**是为了消除由于分红、送股、配股等行为导致的股价“断层”现象,使得历史价格能够更真实地反映股票的长期走势。常见的两种复权方式是:**前复权(Forward Adjustment)** 和 **后复权(Backward Adjustment)**。 --- ## ✅ 前复权(Forward Adjustment) ### 定义: 前复权是以当前的分红、送股等信息为基准,**将历史价格向当前价格方向调整**,即保持当前价格不变,把过去的价格根据除权比例进行调整。 ### 特点: - 当前收盘价不变。 - 历史价格被调低(如果分红或送股)。 - 技术分析常用前复权价格,因为最新的价格是真实的,便于交易决策。 ### 举个例子: 某股票在除权日前收盘价是 20 元,每10股送10股(1:1送股),则除权价理论上为 10 元。 使用前复权时: - 除权日当天及以后的价格不变。 - 除权日前的历史价格全部打对折,比如之前的 20 元变成 10 元。 --- ## ✅ 后复权(Backward Adjustment) ### 定义: 后复权是以最早的历史数据为基准,**将未来所有价格向上调整**,以体现分红和送股带来的总收益。 ### 特点: - 最早的历史价格不变。 - 所有后续价格都根据分红、送股等因素放大。 - 用于计算长期投资回报率时更准确。 ### 举个例子: 同样的情况:除权前 20 元,送股后理论价 10 元。 使用后复权时: - 除权日前的价格不变。 - 除权日后价格乘以 2,比如现在的 10 元变成 20 元。 --- ## 🧮 如何用 Python 实现前复权与后复权? 以下是一个基于 `pytdx` 获取除权因子,并实现前复权和后复权的示例代码: ```python import pandas as pd from pytdx.hq import TdxHq_API api = TdxHq_API() def get_xdxr_and_adjust(stock_code, market_code=1): with api.connect(): # 获取除权除息信息 xdxr = api.get_xdxr_info(market_code, stock_code) # 添加日期字段 xdxr['date'] = pd.to_datetime(xdxr[['year', 'month', 'day']]) xdxr.set_index('date', inplace=True) xdxr.sort_index(inplace=True) # 获取历史K线数据(假设取日线) bars = api.get_security_bars(9, market_code, stock_code, 0, 800) df = pd.DataFrame(bars) df['datetime'] = pd.to_datetime(df['datetime']) df.set_index('datetime', inplace=True) # 拼接除权因子 df = df.join(xdxr[['category', 'fenhong', 'songzhuangu']], how='left') # 计算复权因子(这里简化处理) df['factor'] = (df['fenhong'].fillna(0) / 10 + df['songzhuangu'].fillna(0) / 10 + 1).cumprod() # 前复权:用当前因子去除历史价格 df['close_forward'] = df['close'] / df['factor'].iloc[-1] # 后复权:用初始因子乘上当前价格 df['close_backward'] = df['close'] * df['factor'] return df[['close', 'close_forward', 'close_backward']] ``` 调用示例: ```python result = get_xdxr_and_adjust('600300', 1) print(result.tail()) ``` --- ## ✅ 图解区别 | 类型 | 谁不变 | 谁变 | 应用场景 | |----------|--------------|----------------|------------------------| | 前复权 | 当前价格 | 历史价格调低 | 技术分析、策略回测 | | 后复权 | 历史价格 | 当前价格调高 | 长期收益率、资产增值分析 | --- ###
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