【聚宽本地数据JQData】一行代码获取财务及估值数据

一行代码获取财务及估值数据

https://www.joinquant.com/help/api/help#JQData:%E8%B4%A2%E5%8A%A1%E5%8F%8A%E4%BC%B0%E5%80%BC%E6%95%B0%E6%8D%AE

财务及估值数据包括

• 更新时间：2005至今，交易日24:00更新

表名 描述（查表）

valuation 估值数据 / 2005至今，交易日24:00更新

indicator 财务指标数据 / 2005至今，交易日24:00更新

balance 资产负债表 / 2005至今，交易日24:00更新

cash_flow 现金流量表 / 2005至今，交易日24:00更新

income 利润表 / 2005至今，交易日24:00更新

 例子：

获取最近日期所有股票的市值数据

# 获取最近日期的市值数据
df=get_fundamentals(query(valuation))
print(df[:4])

         id         code  pe_ratio  turnover_ratio  pb_ratio  ps_ratio  \
0  64650881  000001.XSHE   14.4095             NaN    1.4169    2.7148   
1  64649277  000002.XSHE    9.0344             NaN    1.8051    0.9491   
2  64649388  000004.XSHE   40.2554             NaN    1.9572   19.2944   
3  64649010  000005.XSHE   22.7056             NaN    1.4351   11.5734   

   pcf_ratio  capitalization  market_cap  circulating_cap  \
0     4.1729    1.940592e+06   4168.3911     1.940576e+06   
1     5.1463    1.161773e+06   3658.4238     9.714315e+05   
2    26.1566    1.650526e+04     28.3725     1.151256e+04   
3 -8155.7451    1.058537e+05     23.2878     1.057946e+05   

   circulating_market_cap         day  pe_ratio_lyr  
0               4168.3560  2021-03-14       14.4095  
1               3059.0378  2021-03-14        9.4114  
2                 19.7901  2021-03-14      915.4301  
3                 23.2748  2021-03-14       13.3311  

获取某一天所有的财务指标数据

# 获取“2021-01-05”所有的财务指标数据
df=get_fundamentals(query(indicator),date="2021-01-05")
print(df[:4])

         id         code         day     pubDate    statDate     eps  \
0  45000708  000001.XSHE  2021-01-05  2020-10-22  2020-09-30  0.4493   
1  45590101  000002.XSHE  2021-01-05  2020-10-30  2020-09-30  0.6331   
2  45590317  000004.XSHE  2021-01-05  2020-10-30  2020-09-30  0.3324   
3  45406174  000005.XSHE  2021-01-05  2020-10-29  2020-09-30  0.0043   

   adjusted_profit  operating_profit  value_change_profit   roe  \
0     8.730000e+09      1.041200e+10         8.570000e+08  2.46   
1     6.775110e+09      1.379713e+10         1.785868e+09  3.69   
2     5.469821e+07      6.525505e+07                  NaN  3.86   
3    -1.787463e+07     -1.747028e+07         4.047380e+07  0.28   

                   ...                    inc_total_revenue_year_on_year  \
0                  ...                                            8.8400   
1                  ...                                           12.4700   
2                  ...                                        17929.4004   
3                  ...                                          -41.6200   

   inc_total_revenue_annual  inc_revenue_year_on_year  inc_revenue_annual  \
0                     -5.36                    8.8400               -5.36   
1                     -3.48                   12.4700               -3.48   
2                    209.31                17929.4004              209.31   
3                     -3.07                  -41.6200               -3.07   

   inc_operation_profit_year_on_year  inc_operation_profit_annual  \
0                               5.51                      69.1000   
1                              10.53                     -28.2900   
2                             745.37                    6337.2998   
3                             138.08                     155.5600   

   inc_net_profit_year_on_year  inc_net_profit_annual  \
0                         6.11                69.9800   
1                        22.97               -29.3600   
2                       721.89              3654.3401   
3                       143.59               151.5400   

   inc_net_profit_to_shareholders_year_on_year  \
0                                         6.11   
1                                        14.94   
2                                       783.92   
3                                       132.08   

   inc_net_profit_to_shareholders_annual  
0                                69.9800  
1                               -34.6700  
2                              4519.6099  
3                               140.9000  

[4 rows x 36 columns]