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POST
/
v1
/
quant
/
factors
/
compute
Compute factor values
curl --request POST \
  --url https://api.reportify.cn/v1/quant/factors/compute \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json' \
  --data '
{
  "symbols": [
    "<string>"
  ],
  "formula": "<string>",
  "market": "cn",
  "start_date": "2023-12-25",
  "end_date": "2023-12-25"
}
'
{
  "datas": [
    {}
  ],
  "metadata": {}
}
计算指定股票的因子数据,支持数值因子和布尔因子。
curl -X POST https://api.reportify.cn/v1/quant/factors/compute \
  -H "Authorization: Bearer <token>" \
  -H "Content-Type: application/json" \
  -d '{
    "market": "cn",
    "symbols": ["000001", "000002"],
    "formula": "RSI(14)",
    "start_date": "2026-01-01",
    "end_date": "2026-01-10"
  }'

请求参数

market
string
default:"cn"
股票市场:cn(A股), hk(港股), us(美股)
symbols
string[]
required
股票代码列表
formula
string
required
因子公式
start_date
string
开始日期,格式:YYYY-MM-DD(默认:3 个月前)
end_date
string
结束日期,格式:YYYY-MM-DD(默认:今天)

公式示例

公式类型描述
RSI(14)数值RSI 指标值
MACD().dif数值MACD DIF 线
CLOSE > MA(20)布尔收盘价高于 20 日均线
(CLOSE - MA(20)) / MA(20) * 100数值偏离 MA20 的百分比

运算符

类型运算符示例
比较>, <, >=, <=, ==, !=CLOSE > MA(20)
逻辑与&(RSI(14) < 30) & (CLOSE > MA(20))
逻辑或|(RSI(14) < 30) | (RSI(14) > 70)
算术+, -, *, /(CLOSE - MA(20)) / MA(20) * 100

响应参数

datas
array
因子数据列表,包含 symbol、date 和因子值
metadata
object
计算元数据

响应示例

数值因子

{
  "datas": [
    {
      "symbol": "000001",
      "date": "2026-01-10",
      "value": 58.32
    },
    {
      "symbol": "000001",
      "date": "2026-01-09",
      "value": 56.78
    }
  ],
  "metadata": {
    "formula": "RSI(14)",
    "market": "cn",
    "count": 2
  }
}

布尔因子

{
  "datas": [
    {
      "symbol": "000001",
      "date": "2026-01-10",
      "value": true
    },
    {
      "symbol": "000002",
      "date": "2026-01-10",
      "value": false
    }
  ],
  "metadata": {
    "formula": "CLOSE > MA(20)",
    "market": "cn",
    "count": 2
  }
}

MACD DIF 线

{
  "datas": [
    {
      "symbol": "000001",
      "date": "2026-01-10",
      "value": 0.125
    },
    {
      "symbol": "000001",
      "date": "2026-01-09",
      "value": 0.118
    }
  ],
  "metadata": {
    "formula": "MACD().dif",
    "market": "cn",
    "count": 2
  }
}

Authorizations

Authorization
string
header
required

Enter your Bearer token

Body

application/json

Input for factor computation.

symbols
string[]
required

Stock code list (required)

formula
string
required

Factor formula (required)

market
enum<string>
default:cn

Stock market

Available options:
cn,
hk,
us
start_date
string<date> | null

Start date (optional, default: 3 months ago)

end_date
string<date> | null

End date (optional, default: today)

Response

Successful Response

Output for factor computation.

datas
Datas · object[]
required

Factor data list with symbol, date, and factor value

metadata
Metadata · object
required

Computation metadata