“Finance-delivery-database-factor-4.47”版本间的差异
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INTRODUCTION | INTRODUCTION | ||
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FactorDB v4.47 was collected by Yang Wang when he worked in | FactorDB v4.47 was collected by Yang Wang when he worked in | ||
| − | CSLT@Tsinghua | + | |
| − | This database was | + | CSLT@Tsinghua University as a master student, from 2016-2019. |
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| + | 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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| − | Refer to the doc "Wind资讯量化研究数据库V4.47.pdf", the present | + | Refer to the doc [http://cslt.riit.tsinghua.edu.cn/mediawiki/images/7/79/Wind%E8%B5%84%E8%AE%AF%E9%87%8F%E5%8C%96%E7%A0%94%E7%A9%B6%E6%95%B0%E6%8D%AE%E5%BA%93V4.47.pdf "Wind资讯量化研究数据库V4.47.pdf"], the present |
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database involves 9 data sets, listed as follows: | database involves 9 data sets, listed as follows: | ||
1. 4.33 中国 A 股日行情估值指标-ASHAREEODDERIVATIVEINDICATOR | 1. 4.33 中国 A 股日行情估值指标-ASHAREEODDERIVATIVEINDICATOR | ||
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2. 4.36 中国 A 股融资融券交易明细-ASHAREMARGINTRADE | 2. 4.36 中国 A 股融资融券交易明细-ASHAREMARGINTRADE | ||
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3. 4.37 中国 A 股融资融券交易汇总-ASHAREMARGINTRADESUM | 3. 4.37 中国 A 股融资融券交易汇总-ASHAREMARGINTRADESUM | ||
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4. 4.45 中国 A 股资金流向数据-ASHAREMONEYFLOW | 4. 4.45 中国 A 股资金流向数据-ASHAREMONEYFLOW | ||
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5. 4.47 中国 A 股LEVEL2指标-ASHAREL2INDICATORS | 5. 4.47 中国 A 股LEVEL2指标-ASHAREL2INDICATORS | ||
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6. 4.51 中国 A 股资产负债表-ASHAREBALANCESHEET | 6. 4.51 中国 A 股资产负债表-ASHAREBALANCESHEET | ||
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7. 4.52 中国 A 股利润表-ASHAREINCOME | 7. 4.52 中国 A 股利润表-ASHAREINCOME | ||
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8. 4.53 中国 A 股现金流量表-ASHARECASHFLOW | 8. 4.53 中国 A 股现金流量表-ASHARECASHFLOW | ||
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9. 4.54 中国 A 股财务指标-ASHAREFINANCIALINDICATOR | 9. 4.54 中国 A 股财务指标-ASHAREFINANCIALINDICATOR | ||
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All the copy right are reserved by Wind. Any usage of this dataset | All the copy right are reserved by Wind. Any usage of this dataset | ||
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should refer to Wind's licence files. | should refer to Wind's licence files. | ||
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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 | ||
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.../corpora/finance/factordb/v4.47 | .../corpora/finance/factordb/v4.47 | ||
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2017年1月16日 (一) 06:00的最后版本
INTRODUCTION
FactorDB v4.47 was collected 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
