hbmodelstoreBeta

hbmodelstore API

进程存活检查

GET
/health

Response Body

application/json

curl -X GET "https://example.com/health"
{  "status": "string"}

数据库只读就绪检查

GET
/ready

Response Body

application/json

curl -X GET "https://example.com/ready"
{  "status": "string",  "database": "string",  "read_only": true}

列出已发布模型

GET
/models

Response Body

application/json

curl -X GET "https://example.com/models"
{  "rows": [    {      "model_key": "string",      "display_name": "string",      "description": "string",      "version": "string"    }  ]}

按基金代码或名称搜索基金份额

GET
/models/fund-reference/search

Query Parameters

q*Q

基金份额代码或名称关键词

Length1 <= length <= 100
limit?Limit
Range1 <= value <= 20
Default10

Response Body

application/json

application/json

curl -X GET "https://example.com/models/fund-reference/search?q=string"
{  "rows": [    {      "fund_code": "string",      "fund_name": "string",      "initial_fund_code": "string"    }  ]}

把基金份额代码解析为初始基金代码

GET
/models/fund-reference/resolve

Query Parameters

fund_code*Fund Code

基金份额代码，可省略 .OF

Response Body

application/json

application/json

curl -X GET "https://example.com/models/fund-reference/resolve?fund_code=string"
{  "fund_code": "string",  "fund_name": "string",  "initial_fund_code": "string"}

查询单基金半年期Brinson归因历史

GET
/models/fund-brinson-attribution/history

Query Parameters

fund_code*Fund Code

基金当前代码或历史代码，可省略 .OF 和历史身份后缀

limit?Limit
Range1 <= value <= 40
Default40

Response Body

application/json

application/json

curl -X GET "https://example.com/models/fund-brinson-attribution/history?fund_code=string"
{  "rows": [    {      "fund_code": "string",      "fund_name": "string",      "model_version": "string",      "method_id": "string",      "period_start": "2019-08-24",      "period_end": "2019-08-24",      "fund_return": "string",      "benchmark_return": "string",      "active_return": "string",      "market_allocation_effect": "string",      "industry_allocation_effect": "string",      "security_selection_effect": "string",      "hk_selection_effect": "string",      "residual_effect": "string",      "closure_error": "string",      "a_share_portfolio_weight": "string",      "a_share_benchmark_weight": "string",      "hk_portfolio_weight": "string",      "hk_benchmark_weight": "string",      "holdings_coverage_ratio": "string",      "industry_mapping_coverage_ratio": "string",      "quality_status": "passed",      "convertible_bond_portfolio_weight": "string",      "pure_bond_portfolio_weight": "string",      "convertible_bond_benchmark_weight": "string",      "pure_bond_benchmark_weight": "string",      "convertible_bond_benchmark_return": "string",      "convertible_bond_allocation_effect": "string",      "pure_bond_allocation_effect": "string",      "convertible_bond_selection_effect": "string",      "convertible_bond_industry_allocation_effect": "string",      "convertible_bond_other_excess_effect": "string",      "benchmark_bridge": "string",      "convertible_bond_return": "string",      "convertible_bond_actual_return_contribution": "string",      "convertible_bond_industry_linked_contribution": "string",      "convertible_bond_stock_selection_contribution": "string",      "convertible_bond_bond_component_contribution": "string",      "convertible_bond_specific_contribution": "string",      "convertible_bond_coverage_ratio": "string",      "convertible_bond_beta_coverage_ratio": "string",      "portfolio_static_return": "string",      "benchmark_static_return": "string",      "fitted_portfolio_return": "string",      "fit_residual": "string"    }  ]}

查询单基金单期市场、行业和个股归因明细

GET
/models/fund-brinson-attribution/period

Query Parameters

fund_code*Fund Code

基金当前代码或历史代码，可省略 .OF 和历史身份后缀

period_end*Period End

半年末或年末报告期

Formatdate

Response Body

application/json

application/json

curl -X GET "https://example.com/models/fund-brinson-attribution/period?fund_code=string&period_end=2019-08-24"
{  "period": {    "fund_code": "string",    "fund_name": "string",    "model_version": "string",    "method_id": "string",    "period_start": "2019-08-24",    "period_end": "2019-08-24",    "fund_return": "string",    "benchmark_return": "string",    "active_return": "string",    "market_allocation_effect": "string",    "industry_allocation_effect": "string",    "security_selection_effect": "string",    "hk_selection_effect": "string",    "residual_effect": "string",    "closure_error": "string",    "a_share_portfolio_weight": "string",    "a_share_benchmark_weight": "string",    "hk_portfolio_weight": "string",    "hk_benchmark_weight": "string",    "holdings_coverage_ratio": "string",    "industry_mapping_coverage_ratio": "string",    "quality_status": "passed",    "convertible_bond_portfolio_weight": "string",    "pure_bond_portfolio_weight": "string",    "convertible_bond_benchmark_weight": "string",    "pure_bond_benchmark_weight": "string",    "convertible_bond_benchmark_return": "string",    "convertible_bond_allocation_effect": "string",    "pure_bond_allocation_effect": "string",    "convertible_bond_selection_effect": "string",    "convertible_bond_industry_allocation_effect": "string",    "convertible_bond_other_excess_effect": "string",    "benchmark_bridge": "string",    "convertible_bond_return": "string",    "convertible_bond_actual_return_contribution": "string",    "convertible_bond_industry_linked_contribution": "string",    "convertible_bond_stock_selection_contribution": "string",    "convertible_bond_bond_component_contribution": "string",    "convertible_bond_specific_contribution": "string",    "convertible_bond_coverage_ratio": "string",    "convertible_bond_beta_coverage_ratio": "string",    "portfolio_static_return": "string",    "benchmark_static_return": "string",    "fitted_portfolio_return": "string",    "fit_residual": "string"  },  "markets": [    {      "market_code": "A_SHARE",      "portfolio_weight": "string",      "benchmark_weight": "string",      "portfolio_return": "string",      "benchmark_return": "string",      "allocation_effect": "string",      "industry_allocation_effect": "string",      "selection_effect": "string",      "active_contribution": "string",      "other_effect": "string",      "actual_return_contribution": "string",      "benchmark_return_contribution": "string"    }  ],  "industries": [    {      "industry_standard": "SW2014",      "market_code": "A_SHARE",      "industry_code": "string",      "industry_name": "string",      "portfolio_nav_weight": "string",      "portfolio_market_weight": "string",      "benchmark_market_weight": "string",      "benchmark_constituent_count": 0,      "portfolio_industry_return": "string",      "benchmark_industry_return": "string",      "actual_return_contribution": "string",      "allocation_effect": "string",      "selection_effect": "string",      "active_contribution": "string",      "security_count": 0    }  ],  "securities": [    {      "security_code": "string",      "security_name": "string",      "market_code": "A_SHARE",      "industry_standard": "SW2014",      "industry_code": "string",      "industry_name": "string",      "portfolio_nav_weight": "string",      "portfolio_market_weight": "string",      "security_return": "string",      "comparison_code": "string",      "comparison_return": "string",      "actual_return_contribution": "string",      "excess_selection_contribution": "string",      "included_in_attribution": true,      "exclusion_reason": "string"    }  ],  "convertible_bonds": [    {      "security_code": "string",      "security_name": "string",      "underlying_code": "string",      "industry_standard": "SW2014",      "industry_code": "string",      "industry_name": "string",      "input_nav_weight": "string",      "attribution_nav_weight": "string",      "security_return": "string",      "underlying_return": "string",      "beta": "string",      "beta_observation_count": 0,      "beta_excluded_day_count": 0,      "industry_return": "string",      "actual_return_contribution": "string",      "industry_linked_contribution": "string",      "stock_selection_contribution": "string",      "bond_component_contribution": "string",      "convertible_bond_specific_contribution": "string",      "last_price_date": "2019-08-24",      "terminal_proxy_applied": true,      "included_in_attribution": true,      "exclusion_reason": "string",      "industry_allocation_contribution": "string",      "other_excess_contribution": "string",      "terminal_beta": "string",      "terminal_stock_return": "string",      "terminal_nav_ratio": "string"    }  ]}

查询单基金单期实际、四资产拟合及复合基准净值曲线

GET
/models/fund-brinson-attribution/nav-comparison

Query Parameters

fund_code*Fund Code

基金当前代码或历史代码，可省略 .OF 和历史身份后缀

period_end*Period End

半年末或年末报告期

Formatdate

Response Body

application/json

application/json

curl -X GET "https://example.com/models/fund-brinson-attribution/nav-comparison?fund_code=string&period_end=2019-08-24"
{  "fund_code": "string",  "period_end": "2019-08-24",  "points": [    {      "trade_date": "2019-08-24",      "fund_daily_return": "string",      "benchmark_daily_return": "string",      "fund_nav_index": "string",      "benchmark_nav_index": "string",      "daily_active_return": "string",      "cumulative_active_return": "string",      "fitted_daily_return": "string",      "fitted_nav_index": "string",      "industry_matched_nav_index": "string",      "daily_fit_residual": "string",      "cumulative_fit_residual": "string",      "a_share_cumulative_contribution": "string",      "hk_cumulative_contribution": "string",      "convertible_bond_cumulative_contribution": "string",      "bond_cumulative_contribution": "string"    }  ]}

批量查询单基金最多40个半年期的归因明细

GET
/models/fund-brinson-attribution/periods

Query Parameters

fund_code*Fund Code

基金当前代码或历史代码

period_ends*array<>
Items1 <= items <= 40

Response Body

application/json

application/json

curl -X GET "https://example.com/models/fund-brinson-attribution/periods?fund_code=string&period_ends=2019-08-24"
{  "fund_code": "string",  "periods": [    {      "period": {        "fund_code": "string",        "fund_name": "string",        "model_version": "string",        "method_id": "string",        "period_start": "2019-08-24",        "period_end": "2019-08-24",        "fund_return": "string",        "benchmark_return": "string",        "active_return": "string",        "market_allocation_effect": "string",        "industry_allocation_effect": "string",        "security_selection_effect": "string",        "hk_selection_effect": "string",        "residual_effect": "string",        "closure_error": "string",        "a_share_portfolio_weight": "string",        "a_share_benchmark_weight": "string",        "hk_portfolio_weight": "string",        "hk_benchmark_weight": "string",        "holdings_coverage_ratio": "string",        "industry_mapping_coverage_ratio": "string",        "quality_status": "passed",        "convertible_bond_portfolio_weight": "string",        "pure_bond_portfolio_weight": "string",        "convertible_bond_benchmark_weight": "string",        "pure_bond_benchmark_weight": "string",        "convertible_bond_benchmark_return": "string",        "convertible_bond_allocation_effect": "string",        "pure_bond_allocation_effect": "string",        "convertible_bond_selection_effect": "string",        "convertible_bond_industry_allocation_effect": "string",        "convertible_bond_other_excess_effect": "string",        "benchmark_bridge": "string",        "convertible_bond_return": "string",        "convertible_bond_actual_return_contribution": "string",        "convertible_bond_industry_linked_contribution": "string",        "convertible_bond_stock_selection_contribution": "string",        "convertible_bond_bond_component_contribution": "string",        "convertible_bond_specific_contribution": "string",        "convertible_bond_coverage_ratio": "string",        "convertible_bond_beta_coverage_ratio": "string",        "portfolio_static_return": "string",        "benchmark_static_return": "string",        "fitted_portfolio_return": "string",        "fit_residual": "string"      },      "markets": [        {          "market_code": "A_SHARE",          "portfolio_weight": "string",          "benchmark_weight": "string",          "portfolio_return": "string",          "benchmark_return": "string",          "allocation_effect": "string",          "industry_allocation_effect": "string",          "selection_effect": "string",          "active_contribution": "string",          "other_effect": "string",          "actual_return_contribution": "string",          "benchmark_return_contribution": "string"        }      ],      "industries": [        {          "industry_standard": "SW2014",          "market_code": "A_SHARE",          "industry_code": "string",          "industry_name": "string",          "portfolio_nav_weight": "string",          "portfolio_market_weight": "string",          "benchmark_market_weight": "string",          "benchmark_constituent_count": 0,          "portfolio_industry_return": "string",          "benchmark_industry_return": "string",          "actual_return_contribution": "string",          "allocation_effect": "string",          "selection_effect": "string",          "active_contribution": "string",          "security_count": 0        }      ],      "securities": [        {          "security_code": "string",          "security_name": "string",          "market_code": "A_SHARE",          "industry_standard": "SW2014",          "industry_code": "string",          "industry_name": "string",          "portfolio_nav_weight": "string",          "portfolio_market_weight": "string",          "security_return": "string",          "comparison_code": "string",          "comparison_return": "string",          "actual_return_contribution": "string",          "excess_selection_contribution": "string",          "included_in_attribution": true,          "exclusion_reason": "string"        }      ],      "convertible_bonds": [        {          "security_code": "string",          "security_name": "string",          "underlying_code": "string",          "industry_standard": "SW2014",          "industry_code": "string",          "industry_name": "string",          "input_nav_weight": "string",          "attribution_nav_weight": "string",          "security_return": "string",          "underlying_return": "string",          "beta": "string",          "beta_observation_count": 0,          "beta_excluded_day_count": 0,          "industry_return": "string",          "actual_return_contribution": "string",          "industry_linked_contribution": "string",          "stock_selection_contribution": "string",          "bond_component_contribution": "string",          "convertible_bond_specific_contribution": "string",          "last_price_date": "2019-08-24",          "terminal_proxy_applied": true,          "included_in_attribution": true,          "exclusion_reason": "string",          "industry_allocation_contribution": "string",          "other_excess_contribution": "string",          "terminal_beta": "string",          "terminal_stock_return": "string",          "terminal_nav_ratio": "string"        }      ]    }  ],  "missing_periods": [    "2019-08-24"  ]}

批量查询单基金最多40个半年期的日度净值

GET
/models/fund-brinson-attribution/nav-comparisons

Query Parameters

fund_code*Fund Code

基金当前代码或历史代码

period_ends*array<>
Items1 <= items <= 40

Response Body

application/json

application/json

curl -X GET "https://example.com/models/fund-brinson-attribution/nav-comparisons?fund_code=string&period_ends=2019-08-24"
{  "fund_code": "string",  "periods": [    {      "fund_code": "string",      "period_end": "2019-08-24",      "points": [        {          "trade_date": "2019-08-24",          "fund_daily_return": "string",          "benchmark_daily_return": "string",          "fund_nav_index": "string",          "benchmark_nav_index": "string",          "daily_active_return": "string",          "cumulative_active_return": "string",          "fitted_daily_return": "string",          "fitted_nav_index": "string",          "industry_matched_nav_index": "string",          "daily_fit_residual": "string",          "cumulative_fit_residual": "string",          "a_share_cumulative_contribution": "string",          "hk_cumulative_contribution": "string",          "convertible_bond_cumulative_contribution": "string",          "bond_cumulative_contribution": "string"        }      ]    }  ],  "missing_periods": [    "2019-08-24"  ]}

搜索最近模型日在近两年内的基金

GET
/models/bond-fund-timeseries-factor/funds/search

Query Parameters

q*Q

基金代码或名称关键词

Length1 <= length <= 100
limit?Limit
Range1 <= value <= 20
Default10
offset?Offset
Range0 <= value <= 5000
Default0

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/funds/search?q=string"
{  "rows": [    {      "fund_code": "string",      "fund_name": "string"    }  ],  "has_more": true,  "next_offset": 0}

查询某类公开结果的全部可用模型日

GET
/models/bond-fund-timeseries-factor/model-dates

Query Parameters

result_type*Result Type

结果类型：修正久期或 Alpha

Value in

  • "modified_duration"
  • "alpha"

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/model-dates?result_type=modified_duration"
{  "result_type": "modified_duration",  "dates": [    "2019-08-24"  ]}

查询指定日期的全部基金修正久期截面

GET
/models/bond-fund-timeseries-factor/modified-duration/cross-section

Query Parameters

date?|

模型日期，YYYY-MM-DD；省略时查询共同最新模型日期

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/modified-duration/cross-section"
{  "model_date": "2019-08-24",  "rows": [    {      "fund_code": "string",      "fund_name": "string",      "estimated_modified_duration": "string"    }  ]}

查询指定日期的全部基金 Alpha 截面

GET
/models/bond-fund-timeseries-factor/alpha/cross-section

Query Parameters

date?|

模型日期，YYYY-MM-DD；省略时查询共同最新模型日期

sample_type?|

可选 Alpha 模型分支

duration_bucket?|

可选久期五分位组

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/alpha/cross-section"
{  "model_date": "2019-08-24",  "alpha_model_version": "string",  "score_version": "string",  "method_id": "string",  "rows": [    {      "fund_code": "string",      "fund_name": "string",      "sample_type": "利率债基金",      "fund_invest_type": "string",      "source_report_date": "2019-08-24",      "alpha_daily": "string",      "alpha_annualized": "string",      "recent_residual_mean_60": "string",      "implied_macaulay_duration": "string",      "gamma_policy": "string",      "gamma_policy_percentile": "string",      "gamma_secondary": "string",      "gamma_secondary_percentile": "string",      "gamma_cpnote": "string",      "gamma_cpnote_percentile": "string",      "gamma_rating_aa_plus": "string",      "gamma_rating_aa_plus_percentile": "string",      "duration_bucket": 0,      "alpha_rank": "string",      "recent_state_rank": "string",      "n_obs": 0    }  ]}

查询单只基金的 240 日 Alpha 与冻结 60 日残差状态历史

GET
/models/bond-fund-timeseries-factor/alpha/history

Query Parameters

fund_code*Fund Code

单只六位基金代码，可带 .OF

start?|

可选起始日期，YYYY-MM-DD；省略时从最早记录开始

end?|

可选结束日期，YYYY-MM-DD；省略时查询到最新记录

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/alpha/history?fund_code=string"
{  "fund_code": "string",  "fund_name": "string",  "alpha_model_version": "string",  "score_version": "string",  "method_id": "string",  "points": [    {      "model_date": "2019-08-24",      "sample_type": "利率债基金",      "fund_invest_type": "string",      "source_report_date": "2019-08-24",      "alpha_daily": "string",      "alpha_annualized": "string",      "recent_residual_mean_60": "string",      "implied_macaulay_duration": "string",      "gamma_policy": "string",      "gamma_secondary": "string",      "gamma_cpnote": "string",      "gamma_rating_aa_plus": "string",      "duration_bucket": 0,      "alpha_rank": "string",      "recent_state_rank": "string",      "n_obs": 0    }  ]}

查询单只基金修正久期及可选因子暴露历史

GET
/models/bond-fund-timeseries-factor/modified-duration/history

Query Parameters

fund_code*Fund Code

单只六位基金代码，可带 .OF

start?|

可选起始日期，YYYY-MM-DD；省略时从最早记录开始

end?|

可选结束日期，YYYY-MM-DD；省略时查询到最新记录

fields?array<>|

可重复指定返回字段；省略时仅返回 estimated_modified_duration

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/modified-duration/history?fund_code=string"
{  "fund_code": "string",  "fund_name": "string",  "points": [    {      "model_date": "2019-08-24",      "estimated_modified_duration": "string",      "sample_type": "string",      "beta_0": "string",      "beta_1": "string",      "beta_3": "string",      "beta_10": "string",      "beta_30": "string",      "gamma_policy": "string",      "gamma_secondary": "string",      "gamma_high_grade_credit": "string",      "gamma_low_grade_credit": "string"    }  ]}

查询纯债基金分组修正久期中位数与分散度历史

GET
/models/bond-fund-timeseries-factor/modified-duration/median-history

Query Parameters

start?|

可选起始日期；省略时从结束日期向前回看五年

end?|

可选结束日期；省略时使用当天

breakdown?Breakdown

按基金二级分类、持仓资产类型或两者交叉分类

Default"sample_type"

Value in

  • "fund_invest_type"
  • "sample_type"
  • "sample_type_and_fund_invest_type"

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/modified-duration/median-history"
{  "start": "2019-08-24",  "end": "2019-08-24",  "breakdown": "fund_invest_type",  "series": [    {      "series_key": "long_term",      "sample_type": "string",      "fund_invest_type": "string",      "points": [        {          "model_date": "2019-08-24",          "fund_count": 0,          "q25_modified_duration": "string",          "median_modified_duration": "string",          "q75_modified_duration": "string",          "iqr_modified_duration": "string"        }      ],      "disclosed_points": [        {          "report_date": "2019-08-24",          "available_date": "2019-08-24",          "fund_count": 0,          "median_disclosed_duration": "string"        }      ]    }  ]}

查询单只模型样本基金的历史披露久期

GET
/models/bond-fund-timeseries-factor/disclosed-duration/history

Query Parameters

fund_code*Fund Code

单只六位基金代码，可带 .OF

start?|

可选起始报告期，YYYY-MM-DD

end?|

可选结束报告期，YYYY-MM-DD

Response Body

application/json

application/json

curl -X GET "https://example.com/models/bond-fund-timeseries-factor/disclosed-duration/history?fund_code=string"
{  "fund_code": "string",  "fund_name": "string",  "points": [    {      "report_date": "2019-08-24",      "available_date": "2019-08-24",      "sample_type": "string",      "disclosed_duration": "string",      "anomaly_flag": true    }  ]}

Info

GET
/models/convertible-bond-premium/info

Response Body

application/json

curl -X GET "https://example.com/models/convertible-bond-premium/info"
{  "model_key": "convertible-bond-premium",  "name": "百元溢价率",  "model_version": "1.0.0",  "unit": "percent; 30 means 30%",  "definition": "将市场转股溢价率拟合到统一的100元平价，观察转债市场的标准化估值水平。",  "formula": "p = c + a / (V / 100); premium_100 = c + a",  "sample": "按历史上市/退出日期确定的公募可转债及公募可交债，不限于当前存续券。",  "fit": "有效行情中保留70<V<130、p<85；等权OLS初拟合，保留绝对残差不超过90%分位数的样本，再次OLS。",  "uses": [    "观察市场估值水平及其变化",    "在明确的历史区间内比较估值分位",    "结合拟合误差和样本量复核估值变化"  ],  "limitations": [    "不是个券公允价值或未来收益预测",    "不直接判断高价组或低价组是否便宜",    "70–130元平价范围外曲线为外推"  ],  "start_date": "2019-08-24",  "end_date": "2019-08-24",  "model_days": 0}

History

GET
/models/convertible-bond-premium/history

Query Parameters

start?|null
end?|null

Response Body

application/json

application/json

curl -X GET "https://example.com/models/convertible-bond-premium/history"
{  "unit": "percent",  "rows": [    {      "model_date": "2019-08-24",      "model_version": "string",      "source_revision": "string",      "premium_100": 0,      "intercept": 0,      "inverse_coefficient": 0,      "mae": 0,      "rmse": 0,      "r_squared": 0,      "universe_count": 0,      "valid_count": 0,      "screened_count": 0,      "fitted_count": 0,      "cb_count": 0,      "eb_count": 0,      "parity_min": 0,      "parity_max": 0    }  ]}

Curve

GET
/models/convertible-bond-premium/curve

Query Parameters

date?|null

Response Body

application/json

application/json

curl -X GET "https://example.com/models/convertible-bond-premium/curve"
{  "unit": "percent",  "result": {    "model_date": "2019-08-24",    "model_version": "string",    "source_revision": "string",    "premium_100": 0,    "intercept": 0,    "inverse_coefficient": 0,    "mae": 0,    "rmse": 0,    "r_squared": 0,    "universe_count": 0,    "valid_count": 0,    "screened_count": 0,    "fitted_count": 0,    "cb_count": 0,    "eb_count": 0,    "parity_min": 0,    "parity_max": 0  },  "curve": [    {      "parity": 0,      "fitted_premium": 0    }  ]}

含权多因子模型信息与可用日期

GET
/models/equity-fund-timeseries-factor/info

Response Body

application/json

curl -X GET "https://example.com/models/equity-fund-timeseries-factor/info"
{  "model_key": "equity-fund-timeseries-factor",  "window_days": 252,  "min_observations": 240,  "categories": [    "普通股票型基金",    "偏股混合型基金",    "平衡混合型基金",    "灵活配置型基金",    "偏债混合型基金",    "混合债券型一级基金",    "混合债券型二级基金",    "可转换债券型基金"  ],  "factors": [    "MKT",    "SMB_EP",    "VMG_EP",    "MOM",    "CREDIT",    "CB"  ],  "return_unit": "decimal",  "exposure_unit": "coefficient",  "holding_unit": "percent",  "start_date": "2019-08-24",  "end_date": "2019-08-24",  "model_days": 0,  "dates": [    {      "model_date": "2019-08-24",      "fund_count": 0    }  ]}

单基金含权多因子历史

GET
/models/equity-fund-timeseries-factor/history

Query Parameters

fund_code*Fund Code
Match^[0-9]{6}(?:![0-9]+)?(?:\.[Oo][Ff])?$
Lengthlength <= 32
start?|null
end?|null
limit?Limit
Range1 <= value <= 5000
Default5000

Response Body

application/json

application/json

curl -X GET "https://example.com/models/equity-fund-timeseries-factor/history?fund_code=string"
{  "model_key": "equity-fund-timeseries-factor",  "fund_code": "string",  "return_unit": "decimal",  "rows": [    {      "model_date": "2019-08-24",      "code": "string",      "name": "string",      "category": "string",      "train_start": "2019-08-24",      "train_end": "2019-08-24",      "n_train": 0,      "alpha_daily": 0,      "alpha_annual": 0,      "return_252": 0,      "beta_mkt": 0,      "beta_smb_ep": 0,      "beta_vmg_ep": 0,      "beta_mom": 0,      "beta_credit": 0,      "beta_cb": 0,      "mse": 0,      "r2": 0,      "adjusted_r2": 0,      "condition_number": 0,      "model_version": "string",      "spec_id": "string",      "report_date": "2019-08-24",      "report_available": "2019-08-24",      "hk_window_max": 0,      "cb_weight_percent": 0,      "cb_confirmed_empty": true,      "cb_enabled": true    }  ],  "factor_dates": [    "2019-08-24"  ],  "has_more": true,  "next_start": "2019-08-24"}

含权多因子截面排序与分页

GET
/models/equity-fund-timeseries-factor/cross-section

Query Parameters

date?|null
category?|null
q?Q
Lengthlength <= 100
Default""
sort?Sort
Default"alpha_annual"

Value in

  • "alpha_annual"
  • "beta_mkt"
  • "beta_cb"
  • "r2"
  • "n_train"
order?Order
Default"desc"

Value in

  • "asc"
  • "desc"
limit?Limit
Range1 <= value <= 200
Default20
offset?Offset
Range0 <= value <= 100000
Default0

Response Body

application/json

application/json

curl -X GET "https://example.com/models/equity-fund-timeseries-factor/cross-section"
{  "model_key": "equity-fund-timeseries-factor",  "model_date": "2019-08-24",  "return_unit": "decimal",  "category": "string",  "sort": "alpha_annual",  "order": "asc",  "total": 0,  "offset": 0,  "limit": 0,  "has_more": true,  "rows": [    {      "model_date": "2019-08-24",      "code": "string",      "name": "string",      "category": "string",      "train_start": "2019-08-24",      "train_end": "2019-08-24",      "n_train": 0,      "alpha_daily": 0,      "alpha_annual": 0,      "return_252": 0,      "beta_mkt": 0,      "beta_smb_ep": 0,      "beta_vmg_ep": 0,      "beta_mom": 0,      "beta_credit": 0,      "beta_cb": 0,      "mse": 0,      "r2": 0,      "adjusted_r2": 0,      "condition_number": 0,      "model_version": "string",      "spec_id": "string",      "report_date": "2019-08-24",      "report_available": "2019-08-24",      "hk_window_max": 0,      "cb_weight_percent": 0,      "cb_confirmed_empty": true,      "cb_enabled": true    }  ]}

Info

GET
/models/new-issue-return/info

Response Body

application/json

curl -X GET "https://example.com/models/new-issue-return/info"
{  "model_key": "new-issue-return",  "default_price_basis": "open",  "default_price_basis_by_market": {    "hs": "open",    "bse": "open",    "reits": "average"  },  "hs_start": "2023-04-10",  "bse_start": "2021-11-15",  "reits_start": "2021-06-21",  "coverage": [    {      "market": "hs",      "issues": 0,      "first_listing": "2019-08-24",      "last_listing": "2019-08-24",      "updated_at": "2019-08-24T14:15:22Z"    }  ],  "limitations": [    "沪深采用网下 A/B 类、北交所采用网上、REITs 采用网下认购口径。",    "仅首发；不含扩募、增发和北交所平移上市。",    "缺失值不等于零；不自动替换价格或配售渠道。",    "REITs 专用网下认购上限缺失时，以网下初始发售份额作为测算上限；不按申报单位取整。",    "理论毛收益口径：全部获配份额按所选首日价格估算，不特殊处理限售、费用或实际成交。",    "当前已知发行事实，不重建历史时点可知信息；不含账户收益、费用及资金复用。"  ]}

hs 发行中间数据

GET
/models/new-issue-return/hs

Query Parameters

start?|null
end?|null
codes?|null
limit?Limit
Range1 <= value <= 500
Default100
offset?Offset
Range0 <= value <= 10000
Default0

Response Body

application/json

application/json

curl -X GET "https://example.com/models/new-issue-return/hs"
{  "model_key": "new-issue-return",  "default_price_basis": "open",  "rate_unit": "decimal",  "price_unit": "CNY per share/unit",  "cap_unit": "shares/units",  "next_offset": 0,  "rows": [    {      "issue_id": "string",      "code": "string",      "name": "string",      "subscription_date": "2019-08-24",      "listing_date": "2019-08-24",      "issue_price": "string",      "first_day_open": "string",      "first_day_close": "string",      "first_day_average": "string",      "updated_at": "2019-08-24T14:15:22Z",      "model_date": "2019-08-24",      "model_version": "string",      "source_revision": "string",      "run_id": "string",      "has_offline": true,      "offline_rate_a": "string",      "offline_rate_b": "string",      "offline_cap": "string"    }  ]}

bse 发行中间数据

GET
/models/new-issue-return/bse

Query Parameters

start?|null
end?|null
codes?|null
limit?Limit
Range1 <= value <= 500
Default100
offset?Offset
Range0 <= value <= 10000
Default0

Response Body

application/json

application/json

curl -X GET "https://example.com/models/new-issue-return/bse"
{  "model_key": "new-issue-return",  "default_price_basis": "open",  "rate_unit": "decimal",  "price_unit": "CNY per share/unit",  "cap_unit": "shares/units",  "next_offset": 0,  "rows": [    {      "issue_id": "string",      "code": "string",      "name": "string",      "subscription_date": "2019-08-24",      "listing_date": "2019-08-24",      "issue_price": "string",      "first_day_open": "string",      "first_day_close": "string",      "first_day_average": "string",      "updated_at": "2019-08-24T14:15:22Z",      "model_date": "2019-08-24",      "model_version": "string",      "source_revision": "string",      "run_id": "string",      "online_rate": "string",      "online_cap": "string"    }  ]}

reits 发行中间数据

GET
/models/new-issue-return/reits

Query Parameters

start?|null
end?|null
codes?|null
limit?Limit
Range1 <= value <= 500
Default100
offset?Offset
Range0 <= value <= 10000
Default0

Response Body

application/json

application/json

curl -X GET "https://example.com/models/new-issue-return/reits"
{  "model_key": "new-issue-return",  "default_price_basis": "average",  "rate_unit": "decimal",  "price_unit": "CNY per share/unit",  "cap_unit": "shares/units",  "next_offset": 0,  "rows": [    {      "issue_id": "string",      "code": "string",      "name": "string",      "subscription_date": "2019-08-24",      "listing_date": "2019-08-24",      "issue_price": "string",      "first_day_open": "string",      "first_day_close": "string",      "first_day_average": "string",      "updated_at": "2019-08-24T14:15:22Z",      "model_date": "2019-08-24",      "model_version": "string",      "source_revision": "string",      "run_id": "string",      "offline_rate": "string",      "offline_cap": "string"    }  ]}

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