Screen stocks by factor
curl --request POST \
--url https://api.reportify.cn/v1/quant/factors/screen \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json' \
--data '
{
"formula": "<string>",
"market": "cn",
"check_date": "2023-12-25",
"symbols": [
"<string>"
]
}
'import requests
url = "https://api.reportify.cn/v1/quant/factors/screen"
payload = {
"formula": "<string>",
"market": "cn",
"check_date": "2023-12-25",
"symbols": ["<string>"]
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json'},
body: JSON.stringify({
formula: '<string>',
market: 'cn',
check_date: '2023-12-25',
symbols: ['<string>']
})
};
fetch('https://api.reportify.cn/v1/quant/factors/screen', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.reportify.cn/v1/quant/factors/screen",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'formula' => '<string>',
'market' => 'cn',
'check_date' => '2023-12-25',
'symbols' => [
'<string>'
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.reportify.cn/v1/quant/factors/screen"
payload := strings.NewReader("{\n \"formula\": \"<string>\",\n \"market\": \"cn\",\n \"check_date\": \"2023-12-25\",\n \"symbols\": [\n \"<string>\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.reportify.cn/v1/quant/factors/screen")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json")
.body("{\n \"formula\": \"<string>\",\n \"market\": \"cn\",\n \"check_date\": \"2023-12-25\",\n \"symbols\": [\n \"<string>\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.reportify.cn/v1/quant/factors/screen")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"formula\": \"<string>\",\n \"market\": \"cn\",\n \"check_date\": \"2023-12-25\",\n \"symbols\": [\n \"<string>\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"datas": [
{
"symbol": "<string>",
"close": 123,
"factor_value": 123,
"indicators": {}
}
],
"metadata": {}
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}量化分析接口
因子选股
基于因子公式筛选股票
POST
/
v1
/
quant
/
factors
/
screen
Screen stocks by factor
curl --request POST \
--url https://api.reportify.cn/v1/quant/factors/screen \
--header 'Authorization: Bearer <token>' \
--header 'Content-Type: application/json' \
--data '
{
"formula": "<string>",
"market": "cn",
"check_date": "2023-12-25",
"symbols": [
"<string>"
]
}
'import requests
url = "https://api.reportify.cn/v1/quant/factors/screen"
payload = {
"formula": "<string>",
"market": "cn",
"check_date": "2023-12-25",
"symbols": ["<string>"]
}
headers = {
"Authorization": "Bearer <token>",
"Content-Type": "application/json"
}
response = requests.post(url, json=payload, headers=headers)
print(response.text)const options = {
method: 'POST',
headers: {Authorization: 'Bearer <token>', 'Content-Type': 'application/json'},
body: JSON.stringify({
formula: '<string>',
market: 'cn',
check_date: '2023-12-25',
symbols: ['<string>']
})
};
fetch('https://api.reportify.cn/v1/quant/factors/screen', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.reportify.cn/v1/quant/factors/screen",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "POST",
CURLOPT_POSTFIELDS => json_encode([
'formula' => '<string>',
'market' => 'cn',
'check_date' => '2023-12-25',
'symbols' => [
'<string>'
]
]),
CURLOPT_HTTPHEADER => [
"Authorization: Bearer <token>",
"Content-Type: application/json"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"strings"
"net/http"
"io"
)
func main() {
url := "https://api.reportify.cn/v1/quant/factors/screen"
payload := strings.NewReader("{\n \"formula\": \"<string>\",\n \"market\": \"cn\",\n \"check_date\": \"2023-12-25\",\n \"symbols\": [\n \"<string>\"\n ]\n}")
req, _ := http.NewRequest("POST", url, payload)
req.Header.Add("Authorization", "Bearer <token>")
req.Header.Add("Content-Type", "application/json")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.post("https://api.reportify.cn/v1/quant/factors/screen")
.header("Authorization", "Bearer <token>")
.header("Content-Type", "application/json")
.body("{\n \"formula\": \"<string>\",\n \"market\": \"cn\",\n \"check_date\": \"2023-12-25\",\n \"symbols\": [\n \"<string>\"\n ]\n}")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.reportify.cn/v1/quant/factors/screen")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Post.new(url)
request["Authorization"] = 'Bearer <token>'
request["Content-Type"] = 'application/json'
request.body = "{\n \"formula\": \"<string>\",\n \"market\": \"cn\",\n \"check_date\": \"2023-12-25\",\n \"symbols\": [\n \"<string>\"\n ]\n}"
response = http.request(request)
puts response.read_body{
"datas": [
{
"symbol": "<string>",
"close": 123,
"factor_value": 123,
"indicators": {}
}
],
"metadata": {}
}{
"detail": [
{
"loc": [
"<string>"
],
"msg": "<string>",
"type": "<string>"
}
]
}基于因子公式筛选股票,返回满足条件的股票列表。支持技术因子和基本面因子组合筛选。
响应:
curl -X POST https://api.reportify.cn/v1/quant/factors/screen \
-H "Authorization: Bearer <token>" \
-H "Content-Type: application/json" \
-d '{
"market": "cn",
"formula": "RSI(14) < 30",
"check_date": "2026-01-08"
}'
import requests
# 全市场筛选 RSI 超卖股票
response = requests.post(
"https://api.reportify.cn/v1/quant/factors/screen",
headers={"Authorization": "Bearer <token>"},
json={
"market": "cn",
"formula": "RSI(14) < 30",
"check_date": "2026-01-08"
}
)
print(response.json())
const response = await fetch('https://api.reportify.cn/v1/quant/factors/screen', {
method: 'POST',
headers: {
'Authorization': 'Bearer <token>',
'Content-Type': 'application/json'
},
body: JSON.stringify({
market: 'cn',
formula: 'RSI(14) < 30',
check_date: '2026-01-08'
})
});
请求参数
股票市场:
cn(A股), hk(港股), us(美股)筛选公式,返回布尔值或数值
检查日期,格式:
YYYY-MM-DD(默认:最新交易日)股票代码列表(可选,不传则为全市场筛选)
公式示例
技术面筛选
| 公式 | 描述 |
|---|---|
RSI(14) < 30 | RSI 超卖 |
CROSS(MA(CLOSE, 5), MA(CLOSE, 10)) | 均线金叉(MA5 上穿 MA10) |
CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 10)) | 均线死叉(MA5 下穿 MA10) |
(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60)) | 多头趋势 |
CLOSE > BOLL(20, 2).upper | 突破布林带上轨 |
(KDJ().j < 20) & (CROSS(KDJ().k, KDJ().d)) | KDJ 低位金叉 |
MACD().dif > MACD().dea | MACD 多头 |
CLOSE > REF(CLOSE, 1) * 1.05 | 较昨日涨幅超 5% |
CLOSE > HHV(HIGH, 20) | 创 20 日新高 |
COUNT(CLOSE > REF(CLOSE, 1), 5) >= 4 | 近 5 日至少 4 天上涨 |
EVERY(CLOSE > REF(CLOSE, 1), 3) | 连续 3 天上涨 |
(CLOSE > MA(CLOSE, 10)) & (MA(CLOSE, 10) > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60)) | 多均线多头排列 |
(MA(CLOSE, 10) > REF(MA(CLOSE, 10), 5)) & (MA(CLOSE, 20) > REF(MA(CLOSE, 20), 5)) | 均线向上发散 |
VOLUME > MA(VOLUME, 20) * 2 | 成交量放大(2 倍于 20 日均量) |
基本面筛选
| 公式 | 描述 |
|---|---|
PE() < 15 | 低市盈率 |
PE_TTM() < 20 | 市盈率(TTM)低于 20 |
PB() < 1 | 破净股(市净率低于 1) |
ROE() > 0.15 | ROE 大于 15% |
(PE() < 20) & (ROE() > 0.1) | 价值 + 质量 |
(PE_TTM() < 15) & (PB() < 2) & (ROE() > 0.12) | 多因子价值筛选 |
REVENUE_GROWTH_RATE() > 0.2 | 营收增长率大于 20% |
NET_PROFIT_GROWTH_RATE() > 0.3 | 净利润增长率大于 30% |
CURRENT_RATIO() > 2 | 流动性充足 |
DEBT_TO_EQUITY_RATIO() < 0.5 | 低杠杆 |
GPM() > 0.3 | 毛利率大于 30% |
技术面 + 基本面组合
| 公式 | 描述 |
|---|---|
(PE() < 20) & (RSI(14) < 40) | 便宜 + 超卖 |
(ROE() > 0.12) & (CLOSE > MA(CLOSE, 20)) | 质量 + 上涨趋势 |
(PB() < 1.5) & (CROSS(MA(CLOSE, 5), MA(CLOSE, 20))) | 价值 + 金叉 |
股票属性筛选
| 公式 | 描述 |
|---|---|
LISTING_DATE >= '2020-01-01' | 2020 年后上市的次新股 |
(LISTING_DATE >= '2019-01-01') & IS_CHAIN_STAR() | 科创板次新股 |
IS_CHAIN_MAIN() & (IS_ST() == 0) | 主板非 ST 股票 |
IS_CHAIN_CHINEXT() & (LISTING_DATE >= '2023-01-01') | 创业板近三年上市股票 |
(LISTING_DATE >= '2024-01-01') & (CLOSE < ISSUE_PRICE) | 破发的次新股(现价低于发行价) |
运算符
| 类型 | 运算符 | 说明 |
|---|---|---|
| 比较 | >, <, >=, <=, ==, != | 数值比较 |
| 逻辑与 | & 或 AND | 大小写不敏感 |
| 逻辑或 | | 或 OR | 大小写不敏感 |
| 逻辑非 | ~ 或 NOT | 大小写不敏感 |
| 算术 | +, -, *, / | 四则运算 |
支持的变量
| 变量 | 别名 | 描述 |
|---|---|---|
CLOSE | C | 收盘价 |
OPEN | O | 开盘价 |
HIGH | H | 最高价 |
LOW | L | 最低价 |
VOLUME | V, VOL | 成交量 |
AMOUNT | - | 成交额 |
LISTING_DATE | - | 上市日期(YYYY-MM-DD 字符串,可直接与日期字符串比较) |
ISSUE_PRICE | - | IPO 发行价 |
支持的函数
| 级别 | 函数 |
|---|---|
| Level 0 | MA, EMA, SMA, REF, HHV, LLV, STD, SUM, ABS, MAX, MIN, IF… |
| Level 1 | CROSS, CROSSDOWN, COUNT, EVERY, EXIST, BARSLAST… |
| Level 2 技术 | RSI, MACD, BOLL, KDJ, WR, ATR, CCI, BIAS, PSY… |
| Level 2 基本面 | PE(), PB(), PS(), ROE(), ROA(), EPS(), BPS(), CURRENT_RATIO()… |
响应参数
筛选元数据
响应示例
全市场筛选
{
"datas": [
{
"symbol": "000001",
"close": 12.35,
"factor_value": 28.5
},
{
"symbol": "002142",
"close": 8.92,
"factor_value": 25.3
},
{
"symbol": "600036",
"close": 35.68,
"factor_value": 29.8
}
],
"metadata": {
"formula": "RSI(14) < 30",
"market": "cn",
"check_date": "2026-01-08",
"total_screened": 3,
"total_universe": 5000
}
}
指定股票池筛选
请求:response = requests.post(
"https://api.reportify.cn/v1/quant/factors/screen",
headers={"Authorization": "Bearer <token>"},
json={
"market": "cn",
"formula": "(RSI(14) < 30) & (CLOSE > MA(CLOSE, 20))",
"symbols": ["000001", "000002", "000003", "600519"]
}
)
{
"datas": [
{
"symbol": "000001",
"close": 12.35,
"factor_value": true
}
],
"metadata": {
"formula": "(RSI(14) < 30) & (CLOSE > MA(CLOSE, 20))",
"market": "cn",
"check_date": "2026-01-10",
"total_screened": 1,
"total_universe": 4
}
}
Authorizations
Enter your Bearer token
Body
application/json
Input for factor-based stock screening.
Screening formula (required)
Stock market
Available options:
cn, hk, us, global Check date (optional, default: latest trading day)
Stock code list, e.g., ["600519", "000001"] (optional, None = full market)
⌘I
