获取复权因子

• Python
• Proto
• C#
• Java
• C++
• JavaScript

get_rehab

get_rehab(code)

• 介绍

  获取股票的复权因子

• 参数

  参数	类型	说明
  code	str	股票代码

• 返回

  参数	类型	说明
  ret	RET_CODE	接口调用结果
  data	pd.DataFrame	当 ret == RET_OK，返回复权数据
  	str	当 ret != RET_OK，返回错误描述

  • 复权数据格式如下：

    字段	类型	说明
    ex_div_date	str	除权除息日
    split_ratio	float	拆合股比例 该字段为比例字段，展示为小数表示 例如：5 股合 1 股为5.0，1 股拆 5 股为 0.2
    per_cash_div	float	每股派现
    per_share_div_ratio	float	送股比例 该字段为比例字段，展示为小数表示 例如：2 股送 1 股为 2（2:1）
    per_share_trans_ratio	float	转增股比例 该字段为比例字段，展示为小数表示 例如：2 股转增 1 股为 2（2:1）
    allotment_ratio	float	配股比例 该字段为比例字段，展示为小数表示 例如：2 股配 1 股为 2（2:1）
    allotment_price	float	配股价
    stk_spo_ratio	float	增发比例 该字段为比例字段，展示为小数表示 例如：2 股增发 1 股为 2（2:1）
    stk_spo_price	float	增发价格
    forward_adj_factorA	float	前复权因子 A
    forward_adj_factorB	float	前复权因子 B
    backward_adj_factorA	float	后复权因子 A
    backward_adj_factorB	float	后复权因子 B

    前复权价格 = 不复权价格 × 前复权因子 A + 前复权因子 B
    后复权价格 = 不复权价格 × 后复权因子 A + 后复权因子 B

• Example

from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)

ret, data = quote_ctx.get_rehab("HK.00700")
if ret == RET_OK:
    print(data)
    print(data['ex_div_date'][0])    # 取第一条的除权除息日
    print(data['ex_div_date'].values.tolist())   # 转为 list
else:
    print('error:', data)
quote_ctx.close() # 结束后记得关闭当条连接，防止连接条数用尽

• Output

    ex_div_date  split_ratio  per_cash_div  per_share_div_ratio  per_share_trans_ratio  allotment_ratio  allotment_price  stk_spo_ratio  stk_spo_price  forward_adj_factorA  forward_adj_factorB  backward_adj_factorA  backward_adj_factorB
0   2005-04-19          NaN          0.07                  NaN                    NaN              NaN              NaN            NaN            NaN                  1.0                -0.07                   1.0                  0.07
..         ...          ...           ...                  ...                    ...              ...              ...            ...            ...                  ...                  ...                   ...                   ...
15  2019-05-17          NaN          1.00                  NaN                    NaN              NaN              NaN            NaN            NaN                  1.0                -1.00                   1.0                  1.00

[16 rows x 13 columns]
2005-04-19
['2005-04-19', '2006-05-15', '2007-05-09', '2008-05-06', '2009-05-06', '2010-05-05', '2011-05-03', '2012-05-18', '2013-05-20', '2014-05-15', '2014-05-16', '2015-05-15', '2016-05-20', '2017-05-19', '2018-05-18', '2019-05-17']

Qot_RequestRehab.proto

• 介绍

  获取股票的复权因子

• 参数

message C2S
{
	required Qot_Common.Security security = 1; //股票
}

message Request
{
	required C2S c2s = 1;
}

• 股票结构参见 Security

• 返回

message S2C
{
	repeated Qot_Common.Rehab rehabList = 1; //复权信息
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType，返回结果
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}

• 复权结构参见 Rehab
• 接口调用结果，结构参见 RetType

• 协议 ID

  3105

RequestRehab

uint RequestRehab(QotRequestRehab.Request req);
virtual void OnReply_RequestRehab(FTAPI_Conn client, uint nSerialNo, QotRequestRehab.Response rsp);

• 介绍

  获取股票的复权因子

• 参数

message C2S
{
	required Qot_Common.Security security = 1; //股票
}

message Request
{
	required C2S c2s = 1;
}

• 股票结构参见 Security

• 返回

message S2C
{
	repeated Qot_Common.Rehab rehabList = 1; //复权信息
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType，返回结果
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}

• 复权结构参见 Rehab
• 接口调用结果，结构参见 RetType

• Example

public class Program : FTSPI_Qot, FTSPI_Conn {
    FTAPI_Qot qot = new FTAPI_Qot();

    public Program() {
        qot.SetClientInfo("csharp", 1);  //设置客户端信息
        qot.SetConnCallback(this);  //设置连接回调
        qot.SetQotCallback(this);   //设置交易回调
    }

    public void Start() {
        qot.InitConnect("127.0.0.1", (ushort)11111, false);
    }

    
    public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
    {
        Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
        if (errCode != 0)
            return;

        QotCommon.Security sec = QotCommon.Security.CreateBuilder()
                .SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
                .SetCode("00700")
                .Build();
        QotRequestRehab.C2S c2s = QotRequestRehab.C2S.CreateBuilder()
                .SetSecurity(sec)
            .Build();
        QotRequestRehab.Request req = QotRequestRehab.Request.CreateBuilder().SetC2S(c2s).Build();
        uint seqNo = qot.RequestRehab(req);
        Console.Write("Send QotRequestRehab: {0}\n", seqNo);
    }

    
    public void OnDisconnect(FTAPI_Conn client, long errCode) {
        Console.Write("Qot onDisConnect: {0}\n", errCode);
    }

    
    public void OnReply_RequestRehab(FTAPI_Conn client, uint nSerialNo, QotRequestRehab.Response rsp) {
        Console.Write("Reply: QotRequestRehab: {0}  {1}\n", nSerialNo, rsp.ToString());
        Console.Write("fwdFactorA: {0}\n",
            rsp.S2C.RehabListList[0].FwdFactorA);
    }

    public static void Main(String[] args) {
        FTAPI.Init();
        Program qot = new Program();
        qot.Start();

        while (true)
            Thread.Sleep(1000 * 600);
    }
}

• Output

Qot onInitConnect: ret=0 desc= connID=6819078887638898428
Send QotRequestRehab: 3
Reply: QotRequestRehab: 3  retType: 0
retMsg: ""
errCode: 0
s2c {
  rehabList {
    time: "2005-04-19"
    companyActFlag: 64
    fwdFactorA: 1
    fwdFactorB: -0.07
    bwdFactorA: 1
    bwdFactorB: 0.07
    dividend: 0.07
    timestamp: 1113840000
  }
  ...
  rehabList {
    time: "2021-05-24"
    companyActFlag: 64
    fwdFactorA: 1
    fwdFactorB: -1.6
    bwdFactorA: 1
    bwdFactorB: 1.6
    dividend: 1.6
    timestamp: 1621785600
  }
}

fwdFactorA: 1

requestRehab

int requestRehab(QotRequestRehab.Request req);
void onReply_RequestRehab(FTAPI_Conn client, int nSerialNo, QotRequestRehab.Response rsp);

• 介绍

  获取股票的复权因子

• 参数

message C2S
{
	required Qot_Common.Security security = 1; //股票
}

message Request
{
	required C2S c2s = 1;
}

• 股票结构参见 Security

• 返回

message S2C
{
	repeated Qot_Common.Rehab rehabList = 1; //复权信息
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType，返回结果
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}

• 复权结构参见 Rehab
• 接口调用结果，结构参见 RetType

• Example

public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
    FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();

    public QotDemo() {
        qot.setClientInfo("javaclient", 1);  //设置客户端信息
        qot.setConnSpi(this);  //设置连接回调
        qot.setQotSpi(this);   //设置交易回调
    }

    public void start() {
        qot.initConnect("127.0.0.1", (short)11111, false);
    }

    @Override
    public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
    {
        System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
        if (errCode != 0)
            return;

        QotCommon.Security sec = QotCommon.Security.newBuilder()
                .setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
                .setCode("00700")
                .build();
        QotRequestRehab.C2S c2s = QotRequestRehab.C2S.newBuilder()
                .setSecurity(sec)
            .build();
        QotRequestRehab.Request req = QotRequestRehab.Request.newBuilder().setC2S(c2s).build();
        int seqNo = qot.requestRehab(req);
        System.out.printf("Send QotRequestRehab: %d\n", seqNo);
    }

    @Override
    public void onDisconnect(FTAPI_Conn client, long errCode) {
        System.out.printf("Qot onDisConnect: %d\n", errCode);
    }

    @Override
    public void onReply_RequestRehab(FTAPI_Conn client, int nSerialNo, QotRequestRehab.Response rsp) {
        if (rsp.getRetType() != 0) {
            System.out.printf("QotRequestRehab failed: %s\n", rsp.getRetMsg());
        }
        else {
            try {
                String json = JsonFormat.printer().print(rsp);
                System.out.printf("Receive QotRequestRehab: %s\n", json);
            } catch (InvalidProtocolBufferException e) {
                e.printStackTrace();
            }
        }
    }

    public static void main(String[] args) {
        FTAPI.init();
        QotDemo qot = new QotDemo();
        qot.start();

        while (true) {
            try {
                Thread.sleep(1000 * 600);
            } catch (InterruptedException exc) {

            }
        }
    }
}

• Output

Send QotRequestRehab: 2
Receive QotRequestRehab: {
  "retType": 0,
  "retMsg": "",
  "errCode": 0,
  "s2c": {
    "rehabList": [{
      "time": "2005-04-19",
      "companyActFlag": "64",
      "fwdFactorA": 1.0,
      "fwdFactorB": -0.07,
      "bwdFactorA": 1.0,
      "bwdFactorB": 0.07,
      "dividend": 0.07,
      "timestamp": 1.11384E9
    }, ... {
      "time": "2021-05-24",
      "companyActFlag": "64",
      "fwdFactorA": 1.0,
      "fwdFactorB": -1.6,
      "bwdFactorA": 1.0,
      "bwdFactorB": 1.6,
      "dividend": 1.6,
      "timestamp": 1.6217856E9
    }]
  }
}

RequestRehab

Futu::u32_t RequestRehab(const Qot_RequestRehab::Request &stReq);
virtual void OnReply_RequestRehab(Futu::u32_t nSerialNo, const Qot_RequestRehab::Response &stRsp) = 0;

• 介绍

  获取股票的复权因子

• 参数

message C2S
{
	required Qot_Common.Security security = 1; //股票
}

message Request
{
	required C2S c2s = 1;
}

• 股票结构参见 Security

• 返回

message S2C
{
	repeated Qot_Common.Rehab rehabList = 1; //复权信息
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType，返回结果
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}

• 复权结构参见 Rehab
• 接口调用结果，结构参见 RetType

• Example

class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:

	Program() {
		m_pQotApi = FTAPI::CreateQotApi();
		m_pQotApi->RegisterQotSpi(this);
		m_pQotApi->RegisterConnSpi(this);
	}

	~Program() {
		if (m_pQotApi != nullptr)
		{
			m_pQotApi->UnregisterQotSpi();
			m_pQotApi->UnregisterConnSpi();
			FTAPI::ReleaseQotApi(m_pQotApi);
			m_pQotApi = nullptr;
		}
	}

	void Start() {
		m_pQotApi->InitConnect("127.0.0.1", 11111, false);
	}


	virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
		cout << "connect" << endl;

		// 组包
		Qot_RequestRehab::Request req;
		Qot_RequestRehab::C2S *c2s = req.mutable_c2s();
		Qot_Common::Security *sec = c2s->mutable_security();
		sec->set_code("00700");
		sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);

        m_RequestRehabSerialNo = m_pQotApi->RequestRehab(req);
        cout << "Request RequestRehab SerialNo: " << m_RequestRehabSerialNo << endl;
	}

	virtual void OnReply_RequestRehab(Futu::u32_t nSerialNo, const Qot_RequestRehab::Response &stRsp){
        if(nSerialNo == m_RequestRehabSerialNo)
        {
            cout << "OnReply_RequestRehab SerialNo: " << nSerialNo << endl;
            // 解析内部结构打印出来
            // ProtoBufToBodyData和UTF8ToLocal函数的定义参见Sample中的tool.h文件
            string resp_str;
            ProtoBufToBodyData(stRsp, resp_str);
            cout << UTF8ToLocal(resp_str) << endl;
        }
	}

protected:
	FTAPI_Qot *m_pQotApi;

    Futu::u32_t m_RequestRehabSerialNo;
};

int32_t main(int32_t argc, char** argv)
{
	FTAPI::Init();

	{
		Program program;
		program.Start();
		getchar();
	}

	protobuf::ShutdownProtobufLibrary();
	FTAPI::UnInit();
	return 0;
}

• Output

connect
Request RequestRehab SerialNo: 4
OnReply_RequestRehab SerialNo: 4
{
 "retType": 0,
 "retMsg": "",
 "errCode": 0,
 "s2c": {
  "rehabList": [
   {
    "time": "2005-04-19",
    "companyActFlag": "64",
    "fwdFactorA": 1,
    "fwdFactorB": -0.07,
    "bwdFactorA": 1,
    "bwdFactorB": 0.07,
    "dividend": 0.07,
    "timestamp": 1113840000
   },
...
   {
    "time": "2021-05-24",
    "companyActFlag": "64",
    "fwdFactorA": 1,
    "fwdFactorB": -1.6,
    "bwdFactorA": 1,
    "bwdFactorB": 1.6,
    "dividend": 1.6,
    "timestamp": 1621785600
   }
  ]
 }
}

RequestRehab

RequestRehab(req);

• 介绍

  获取股票的复权因子

• 参数

message C2S
{
	required Qot_Common.Security security = 1; //股票
}

message Request
{
	required C2S c2s = 1;
}

• 股票结构参见 Security

• 返回

message S2C
{
	repeated Qot_Common.Rehab rehabList = 1; //复权信息
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType，返回结果
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}

• 复权结构参见 Rehab
• 接口调用结果，结构参见 RetType

• Example

import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";

function QotRequestRehab(){
    const { RetType } = Common
    const { QotMarket } = Qot_Common
    let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
    let websocket = new ftWebsocket();

    websocket.onlogin = (ret, msg)=>{
        if (ret) { // 登录成功

            const req = {
                c2s: {
                    security:{
                        market: QotMarket.QotMarket_HK_Security,
                        code: "00700",
                    },
                },
            };

            websocket.RequestRehab(req)
            .then((res) => {
                let { errCode, retMsg, retType,s2c } = res
                console.log("OwnerPlate: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType); 
                if(retType == RetType.RetType_Succeed){
                    let data = beautify(JSON.stringify(s2c), {
                        indent_size: 2,
                        space_in_empty_paren: true,
                    });
                    console.log(data);
                }
            })
            .catch((error) => {
                console.log("error:", error);
            });
        } else {
            console.log("error", msg);
        }
    };

    websocket.start(addr, port, enable_ssl, key);
    
    //关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源
    //同时OpenD也限制了最多128条连接
    //也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接
    setTimeout(()=>{ 
        websocket.stop();
        console.log("stop");
    }, 5000); // 5秒后断开
}

• Output

OwnerPlate: errCode 0, retMsg , retType 0
{
  "rehabList": [{
    "time": "2005-04-19",
    "companyActFlag": "64",
    "fwdFactorA": 1,
    "fwdFactorB": -0.07,
    "bwdFactorA": 1,
    "bwdFactorB": 0.07,
    "dividend": 0.07,
    "timestamp": 1113840000
  }, {
    "time": "2006-05-15",
    "companyActFlag": "64",
    "fwdFactorA": 1,
    "fwdFactorB": -0.08,
    "bwdFactorA": 1,
    "bwdFactorB": 0.08,
    "dividend": 0.08,
    "timestamp": 1147622400
  }, ..., {
    "time": "2021-05-24",
    "companyActFlag": "64",
    "fwdFactorA": 1,
    "fwdFactorB": -1.6,
    "bwdFactorA": 1,
    "bwdFactorB": 1.6,
    "dividend": 1.6,
    "timestamp": 1621785600
  }]
}
stop

接口限制

• 每 30 秒内最多请求 60 次获取复权因子接口。