“Finance-delivery-database-factor-4.47-mysql”版本间的差异
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INTRODUCTION | INTRODUCTION | ||
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| − | FactorDB v4.47 Mysql is the mysql data format version of the | + | FactorDB v4.47 Mysql is the mysql data format version of the |
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http://cslt.riit.tsinghua.edu.cn/mediawiki/index.php/Finance-delivery-database-factor-4.47 | http://cslt.riit.tsinghua.edu.cn/mediawiki/index.php/Finance-delivery-database-factor-4.47 | ||
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database by Yang Wang when he worked in CSLT@Tsinghua University | database by Yang Wang when he worked in CSLT@Tsinghua University | ||
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as a master student, from 2016-2019. | as a master student, from 2016-2019. | ||
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This database was originally from http://www.wind.com.cn/. The | This database was originally from http://www.wind.com.cn/. The | ||
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main part of v4.47 is stock price as well as some additional | main part of v4.47 is stock price as well as some additional | ||
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accounting information for all equities in China Shanghai & | accounting information for all equities in China Shanghai & | ||
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Shengzheng second-level market (A market). This version was | Shengzheng second-level market (A market). This version was | ||
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released in 2017.01.04. | released in 2017.01.04. | ||
The total data amount is from the starting of China A market | The total data amount is from the starting of China A market | ||
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to 2016.12. All the data are in the original form (RAW data), | to 2016.12. All the data are in the original form (RAW data), | ||
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without any pre-processing. | without any pre-processing. | ||
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Yang Wang: wangyang@cslt.riit.tsinghua.edu.cn | Yang Wang: wangyang@cslt.riit.tsinghua.edu.cn | ||
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Dong Wang: wangdong99@mails.tsinghua.edu.cn | Dong Wang: wangdong99@mails.tsinghua.edu.cn | ||
2017年1月16日 (一) 02:04的版本
INTRODUCTION
FactorDB v4.47 Mysql is the mysql data format version of the
http://cslt.riit.tsinghua.edu.cn/mediawiki/index.php/Finance-delivery-database-factor-4.47
database by Yang Wang when he worked in CSLT@Tsinghua University
as a master student, from 2016-2019.
This database was originally from http://www.wind.com.cn/. The
main part of v4.47 is stock price as well as some additional
accounting information for all equities in China Shanghai &
Shengzheng second-level market (A market). This version was
released in 2017.01.04.
The total data amount is from the starting of China A market
to 2016.12. All the data are in the original form (RAW data),
without any pre-processing.
Data Sets
Refer to the doc "Wind资讯量化研究数据库V4.47.pdf", the present database involves 9 data sets, listed as follows:
1. 4.33 中国 A 股日行情估值指标-ASHAREEODDERIVATIVEINDICATOR 2. 4.36 中国 A 股融资融券交易明细-ASHAREMARGINTRADE 3. 4.37 中国 A 股融资融券交易汇总-ASHAREMARGINTRADESUM 4. 4.45 中国 A 股资金流向数据-ASHAREMONEYFLOW 5. 4.47 中国 A 股LEVEL2指标-ASHAREL2INDICATORS 6. 4.51 中国 A 股资产负债表-ASHAREBALANCESHEET 7. 4.52 中国 A 股利润表-ASHAREINCOME 8. 4.53 中国 A 股现金流量表-ASHARECASHFLOW 9. 4.54 中国 A 股财务指标-ASHAREFINANCIALINDICATOR
LINCENCE
All the copy right are reserved by Wind. Any usage of this dataset should refer to Wind's licence files.
CONTACT
Yang Wang: wangyang@cslt.riit.tsinghua.edu.cn
Dong Wang: wangdong99@mails.tsinghua.edu.cn
LOCATION
.../corpora/finance/factordb/v4.47
