# Filter Stocks by Condition
get_stock_filter(market, filter_list, plate_code=None, begin=0, num=200)
Filter stocks by condition
Parameter Type Description market Market Market identifier. filter_list list The list of filter conditions. plate_code str Plate code. begin int Data starting point. num int The number of requested data.
The relevant parameters of the SimpleFilter object are as follows:
Field Type Description stock_field StockField Simple filter properties. filter_min float The lower limit of the interval (closed interval). filter_max float The upper limit of the interval (closed interval). is_no_filter bool Whether the field does not require filtering. sort SortDir Sort direction.
The relevant parameters of the AccumulateFilter object are as follows:
Field Type Description stock_field StockField Cumulative filter properties. filter_min float The lower limit of the interval (closed interval). filter_max float The upper limit of the interval (closed interval). is_no_filter bool Whether the field does not require filtering. sort SortDir Sort direction. days int Accumulative days of filtering data.
The relevant parameters of the FinancialFilter object are as follows:
Field Type Description stock_field StockField Financial filter properties. filter_min float The lower limit of the interval (closed interval). filter_max float The upper limit of the interval (closed interval). is_no_filter bool Whether the field does not require filtering. sort SortDir Sort direction. quarter FinancialQuarter Accumulation time of financial report.
The relevant parameters of the CustomIndicatorFilter object are as follows:
Field Type Description stock_field1 StockField Custom indicator filter properties. stock_field1_para list Custom indicator parameter. relative_position RelativePosition Relative position. stock_field2 StockField Custom indicator filter properties. stock_field2_para list Custom indicator parameter. value float Custom value. ktype KLType K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period int Filters data whose consecutive periods are all eligible. is_no_filter bool Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default.
The relevant parameters of the PatternFilter object are as follows:
Field Type Description stock_field StockField Pattern filter properties. ktype KLType K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period int Filters data whose consecutive periods are all eligible. is_no_filter bool Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default.
Parameter Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, stock selection data is returned. str If ret != RET_OK, error description is returned.
Stock selection data format as follows:
Field Type Description last_page bool Is it the last page. all_count int Total number of lists. stock_list list Stock selection data.
FilterStockData's data format as follows:
Field Type Description stock_code str Stock code. stock_name str Stock name. cur_price float Current price. cur_price_to_highest_52weeks_ratio float (Current price - high in 52 weeks)/high in 52 weeks. cur_price_to_lowest_52weeks_ratio float (Current price - low in 52 weeks)/low in 52 weeks. high_price_to_highest_52weeks_ratio float (Today's high - high in 52 weeks)/high in 52 weeks. low_price_to_lowest_52weeks_ratio float (Today's low - low in 52 weeks)/low in 52 weeks. volume_ratio float Volume ratio. bid_ask_ratio float The committee. lot_price float Price per lot. market_val float Market value. pe_annual float P/E ratio. pe_ttm float P/E ratio TTM. pb_rate float P/B ratio. change_rate_5min float Price change in five minutes. change_rate_begin_year float Price change of this year. ps_ttm float P/S rate TTM. pcf_ttm float P/CF rate TTM. total_share float Total number of shares. float_share float Shares outstanding. float_market_val float Market capitalization. change_rate float Price change rate. amplitude float Amplitude. volume float Average daily volume. turnover float Average daily turnover. turnover_rate float Turnover rate. net_profit float Net profit. net_profix_growth float Net profit growth rate. sum_of_business float Operating income. sum_of_business_growth float Year-on-year growth rate of operating income. net_profit_rate float Net interest rate. gross_profit_rate float Gross profit rate. debt_asset_rate float Asset-liability ratio. return_on_equity_rate float Return on net assets. roic float Return on invested capital. roa_ttm float Return on Assets TTM. ebit_ttm float Earnings before interest and tax TTM. ebitda float Earnings before interest and tax, depreciation and amortization. operating_margin_ttm float Operating profit margin TTM. ebit_margin float EBIT profit margin. ebitda_margin float EBITDA profit margin. financial_cost_rate float Financial cost rate. operating_profit_ttm float Operating profit TTM. shareholder_net_profit_ttm float Net profit attributable to the parent company. net_profit_cash_cover_ttm float Proportion of cash income in profit. current_ratio float Current ratio. quick_ratio float Quick ratio. current_asset_ratio float Current asset ratio. current_debt_ratio float Current debt ratio. equity_multiplier float Equity multiplier. property_ratio float Property ratio. cash_and_cash_equivalents float Cash and cash equivalents. total_asset_turnover float Total asset turnover rate. fixed_asset_turnover float Fixed asset turnover rate. inventory_turnover float Inventory turnover rate. operating_cash_flow_ttm float Operating cash flow TTM. accounts_receivable float Net accounts receivable. ebit_growth_rate float EBIT year-on-year growth rate. operating_profit_growth_rate float Operating profit year-on-year growth rate. total_assets_growth_rate float Year-on-year growth rate of total assets. profit_to_shareholders_growth_rate float Year-on-year growth rate of net profit attributable to the parent. profit_before_tax_growth_rate float Year-on-year growth rate of total profit. eps_growth_rate float EPS year-on-year growth rate. roe_growth_rate float ROE year-on-year growth rate. roic_growth_rate float ROIC year-on-year growth rate. nocf_growth_rate float Year-on-year growth rate of operating cash flow. nocf_per_share_growth_rate float Year-on-year growth rate of operating cash flow per share. operating_revenue_cash_cover float Operating cash income ratio. operating_profit_to_total_profit float operating profit percentage. basic_eps float Basic earnings per share. diluted_eps float Diluted earnings per share. nocf_per_share float Net operating cash flow per share. price float latest price ma float Simple moving average ma5 float 5-day simple moving average ma10 float 10-day simple moving average ma20 float 20-day simple moving average ma30 float 30-day simple moving average ma60 float 60-day simple moving average ma120 float 120-day simple moving average ma250 float 250-day simple moving average rsi float RSI ema float exponential moving average ema5 float 5-day exponential moving average ema10 float 10-day exponential moving average ema20 float 20-day exponential moving average ema30 float 30-day exponential moving average ema60 float 60-day exponential moving average ema120 float 120日-day exponential moving average ema250 float 250日-day exponential moving average kdj_k float K value of KDJ indicator kdj_d float D value of KDJ indicator kdj_j float J value of KDJ indicator macd_diff float DIFF value of MACD indicator macd_dea float DEA value of MACD indicator macd float MACD value of MACD indicator boll_upper float UPPER value of BOLL indicator boll_middler float MIDDLER value of BOLL indicator boll_lower float LOWER value of BOLL indicator
from futu import * import time quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) simple_filter = SimpleFilter() simple_filter.filter_min = 2 simple_filter.filter_max = 1000 simple_filter.stock_field = StockField.CUR_PRICE simple_filter.is_no_filter = False # simple_filter.sort = SortDir.ASCEND financial_filter = FinancialFilter() financial_filter.filter_min = 0.5 financial_filter.filter_max = 50 financial_filter.stock_field = StockField.CURRENT_RATIO financial_filter.is_no_filter = False financial_filter.sort = SortDir.ASCEND financial_filter.quarter = FinancialQuarter.ANNUAL custom_filter = CustomIndicatorFilter() custom_filter.ktype = KLType.K_DAY custom_filter.stock_field1 = StockField.MA10 custom_filter.stock_field2 = StockField.MA60 custom_filter.relative_position = RelativePosition.MORE custom_filter.is_no_filter = False nBegin = 0 last_page = False ret_list = list() while not last_page: nBegin += len(ret_list) ret, ls = quote_ctx.get_stock_filter(market=Market.HK, filter_list=[simple_filter, financial_filter, custom_filter], begin=nBegin) # filter with simple, financial and indicator filter for HK market if ret == RET_OK: last_page, all_count, ret_list = ls print('all count = ', all_count) for item in ret_list: print(item.stock_code) # Get the stock code print(item.stock_name) # Get the stock name print(item[simple_filter]) # Get the value of the variable corresponding to simple_filter print(item.cur_price) # The same effect as above. Also get the value of the variable corresponding to simple_filter print(item[financial_filter]) # Get the value of the variable corresponding to financial_filter print(item[custom_filter]) # Get the value of custom_filter else: print('error: ', ls) break time.sleep(3) # Sleep for 3 seconds to avoid trigger frequency limitation quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
39 39 [ stock_code:HK.08103 stock_name:hmvod Limited cur_price:2.69 current_ratio(annual):4.413 , stock_code:HK.00376 stock_name:Yunfeng Financial cur_price:2.96 current_ratio(annual):12.585 , stock_code:HK.09995 stock_name:RemeGen Co., Ltd. cur_price:92.85 current_ratio(annual):16.054 , stock_code:HK.80737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:2.8 current_ratio(annual):17.249 , stock_code:HK.00737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:3.25 current_ratio(annual):17.249 , stock_code:HK.03939 stock_name:Wanguo International Mining cur_price:2.22 current_ratio(annual):17.323 , stock_code:HK.01055 stock_name:China Southern Airlines cur_price:5.17 current_ratio(annual):17.529 , stock_code:HK.02638 stock_name:HK Electric Investments and HK Electric Investments cur_price:7.68 current_ratio(annual):21.255 , stock_code:HK.00670 stock_name:China Eastern Airlines Corporation cur_price:3.53 current_ratio(annual):25.194 , stock_code:HK.01952 stock_name:Everest Medicines cur_price:69.5 current_ratio(annual):26.029 , stock_code:HK.00089 stock_name:Tai Sang Land Development cur_price:4.22 current_ratio(annual):26.914 , stock_code:HK.00728 stock_name:China Telecom Corporation cur_price:2.84 current_ratio(annual):27.651 , stock_code:HK.01372 stock_name:Bisu Technology Group cur_price:5.63 current_ratio(annual):28.303 , stock_code:HK.00753 stock_name:Air China Limited cur_price:6.37 current_ratio(annual):31.828 , stock_code:HK.01997 stock_name:Wharf Real Estate Investment cur_price:44.15 current_ratio(annual):33.239 , stock_code:HK.02158 stock_name:Yidu Tech Inc. cur_price:38.95 current_ratio(annual):34.046 , stock_code:HK.02588 stock_name:BOC Aviation Ltd. cur_price:76.85 current_ratio(annual):34.531 , stock_code:HK.01330 stock_name:Dynagreen Environmental Protection Group cur_price:3.36 current_ratio(annual):35.028 , stock_code:HK.01525 stock_name:SHANGHAI GENCH EDUCATION GROUP LIMITED cur_price:6.28 current_ratio(annual):36.989 , stock_code:HK.09908 stock_name:JiaXing Gas Group cur_price:10.02 current_ratio(annual):37.848 , stock_code:HK.06078 stock_name:Hygeia Healthcare Holdings cur_price:49.2 current_ratio(annual):39.0 , stock_code:HK.01071 stock_name:Huadian Power International Corporation cur_price:2.16 current_ratio(annual):39.507 , stock_code:HK.00357 stock_name:Hainan Meilan International Airport cur_price:33.65 current_ratio(annual):39.514 , stock_code:HK.00762 stock_name:China Unicom cur_price:5.21 current_ratio(annual):40.74 , stock_code:HK.01787 stock_name:Shandong Gold Mining cur_price:15.62 current_ratio(annual):41.604 , stock_code:HK.00902 stock_name:Huaneng Power International,Inc. cur_price:2.67 current_ratio(annual):42.919 , stock_code:HK.00934 stock_name:Sinopec Kantons cur_price:2.98 current_ratio(annual):43.361 , stock_code:HK.01117 stock_name:China Modern Dairy cur_price:2.29 current_ratio(annual):45.037 , stock_code:HK.00177 stock_name:Jiangsu Expressway cur_price:8.78 current_ratio(annual):45.93 , stock_code:HK.01379 stock_name:Wenling Zhejiang Measuring and Cutting Tools Trading Centre Company Limited* cur_price:5.71 current_ratio(annual):46.774 , stock_code:HK.01876 stock_name:Budweiser Brewing Company APAC Limited cur_price:22.45 current_ratio(annual):46.917 , stock_code:HK.01907 stock_name:China Risun cur_price:4.38 current_ratio(annual):47.129 , stock_code:HK.02160 stock_name:MicroPort CardioFlow Medtech Corporation cur_price:15.52 current_ratio(annual):47.384 , stock_code:HK.00293 stock_name:Cathay Pacific Airways cur_price:7.13 current_ratio(annual):47.983 , stock_code:HK.00694 stock_name:Beijing Capital International Airport cur_price:6.29 current_ratio(annual):47.985 , stock_code:HK.09922 stock_name:Jiumaojiu International Holdings Limited cur_price:26.8 current_ratio(annual):48.278 , stock_code:HK.01083 stock_name:Towngas China cur_price:3.38 current_ratio(annual):49.2 , stock_code:HK.00291 stock_name:China Resources Beer cur_price:58.2 current_ratio(annual):49.229 , stock_code:HK.00306 stock_name:Kwoon Chung Bus cur_price:2.29 current_ratio(annual):49.769 ] HK.08103 hmvod Limited 2.69 2.69 4.413 ... HK.00306 Kwoon Chung Bus 2.29 2.29 49.769
- Use Get sub-plate list function to get the sub-plate code, the plates supported by conditional stock selection are respectively
- The industry plate and concept plate of HK market.
- Industry plate of US market.
- Shanghai and Shenzhen's industry plate, conceptual plate and geographic plate.
- Supported plate index codes
Code Description HK.Motherboard Main plate of HK market HK.GEM Growth Enterprise Market of HK market HK.BK1911 Main plate of H-Share HK.BK1912 Growth Enterprise Market of H-share US.NYSE New York Stock Exchange US.AMEX American Exchange US.NASDAQ NASDAQ SH.3000000 Shanghai main plate SZ.3000001 Shenzhen main plate SZ.3000004 Shenzhen Growth Enterprise Market
- BMP authority of HK market does not support conditional stock filteration function
- A maximum of 10 requests per 30 seconds
- At most 200 filter results are returned per page
- It is recommended that the filter conditions do not exceed 250, otherwise "business processing timeout did not return" may appear
- The maximum number of the same filter condition for cumulative filter properties is 10
- If you use dynamic data such as "current price" as the sorting field, the sorting of the data may change between multiple pages
- Non-similar indicators do not support comparison, and are limited to the establishment of comparison relationships between similar indicators, and comparisons across different types of indicators will cause errors. For example: MA5 and MA10 can establish a relationship. MA5 and EMA10 cannot establish a relationship.
- The same type of filter conditions of the custom indicator attribute exceeds the upper limit of 10
- Simple attributes, financial attributes, and morphological attributes do not support repeated designation of filter conditions for the same field