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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>"
  ]
}
'
{
  "datas": [
    {
      "symbol": "<string>",
      "close": 123,
      "factor_value": 123
    }
  ],
  "metadata": {}
}
基于因子公式筛选股票,返回满足条件的股票列表。
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"
  }'

请求参数

market
string
default:"cn"
股票市场:cn(A股), hk(港股), us(美股)
formula
string
required
筛选公式,返回布尔值或数值
check_date
string
检查日期,格式:YYYY-MM-DD(默认:最新交易日)
symbols
string[]
股票代码列表(可选,不传则为全市场筛选)

公式示例

公式描述
RSI(14) < 30RSI 超卖
CROSS(MA(5), MA(10))均线金叉
(CLOSE > MA(20)) & (MA(20) > MA(60))多头排列
CLOSE > BOLL(20, 2).upper突破布林带上轨
CROSS(MACD().dif, MACD().dea)MACD 金叉
EVERY(CLOSE > OPEN, 3)连续 3 天收阳
CLOSE >= HHV(HIGH, 60)创 60 日新高

响应参数

datas
ScreenedStock[]
通过筛选的股票列表
metadata
object
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(20))",
        "symbols": ["000001", "000002", "000003", "600519"]
    }
)
响应:
{
  "datas": [
    {
      "symbol": "000001",
      "close": 12.35,
      "factor_value": true
    }
  ],
  "metadata": {
    "formula": "(RSI(14) < 30) & (CLOSE > MA(20))",
    "market": "cn",
    "check_date": "2026-01-10",
    "total_screened": 1,
    "total_universe": 4
  }
}

常用选股公式

RSI 超卖

RSI(14) < 30

金叉信号

CROSS(MA(5), MA(10))

多头排列

(MA(5) > MA(10)) & (MA(10) > MA(20))

RSI 超卖 + 价格在均线上方

(RSI(14) < 30) & (CLOSE > MA(20))

突破布林带上轨

CLOSE > BOLL(20, 2).upper

MACD 金叉

CROSS(MACD().dif, MACD().dea)

连续 N 天收阳

EVERY(CLOSE > OPEN, 3)

创 60 日新高

CLOSE >= HHV(HIGH, 60)

Authorizations

Authorization
string
header
required

Enter your Bearer token

Body

application/json

Input for factor-based stock screening.

formula
string
required

Screening formula (required)

market
enum<string>
default:cn

Stock market

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

Check date (optional, default: latest trading day)

symbols
string[] | null

Stock code list (optional, None = full market)

Response

Successful Response

Output for factor-based stock screening.

datas
ScreenedStock · object[]
required

List of stocks that passed the filter

metadata
Metadata · object
required

Screening metadata