“Finance-delivery-database-factor-4.47-mysql”版本间的差异

2017年1月16日 (一) 02:06的版本

INTRODUCTION

FactorDB v4.47 Mysql is the mysql data format version of the factorDB4.47

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