量化研究---强大的可转债分析系统上线，提供api，实时数据支持

今天把可转债实盘的分析模型拿出来，放在服务器方便选股分析，方便后面对接大qmt直接选股交易 强大的禄得可转债自定义因子轮动系统完成，可转债三低为例子

自定义因子实盘的框架

自定义因子轮动框架非常强大

网页 http://120.78.132.143:8023/

点击可转债交易系统 http://120.78.132.143:8023/convertible_bond_custom_system_app

完美可以在里面设置因子，网页不方便的话我给了api设置

完美本地设置，设置模式和禄得一模一样，需要给i的地方和实盘一模一样

排除因子

打分因子

完美直接运行程序就要选股的结果非常快

结果

3秒不到就分析完了

网页运行看看效果，直接点击运行

分析的结果

支持数据下载，点击下载数据

打开下载的内容

打分排除等

代码全部上传了不懂的可以问我，加我备注入群聊，进入策略研究群

源代码

import pandas as pdimport jsonimport osimport requestsclass convertible_bond_stock_selection_system:    def __init__(self,url='http://120.78.132.143',port=8023,password='123456'):        '''        可转债选股系统        url服务器网页        port端口        password授权码        '''        self.url=url        self.port=port        self.password=password        self.path=os.path.dirname(os.path.abspath(__file__))    def get_user_info(self):        '''        获取用户信息        '''        url='{}:{}/_dash-update-component'.format(self.url,self.port)        headers={'Content-Type':'application/json'}        data={            "output":"bond_trader_models_table_1.data@25956d89597d08e2116ebf2664b9ff75",            "outputs":{"id":"bond_trader_models_table_1","property":"data@25956d89597d08e2116ebf2664b9ff75"},            "inputs":[{"id":"bond_trader_models_password","property":"value","value":self.password},            {"id":"bond_trader_models_data_type","property":"value","value":"代码"},            {"id":"bond_trader_models_text","property":"value","value":""},            {"id":"bond_trader_models_run","property":"value","value":"运行"},            {"id":"bond_trader_models_down_data","property":"value","value":"不下载数据"}],"changedPropIds":["bond_trader_models_run.value"]}        res=requests.post(url=url,data=json.dumps(data),headers=headers)        text=res.json()        df=pd.DataFrame(text['response']['bond_trader_models_table_1']['data'])        return df    def get_convertible_bond_stock_selection_system(self,text=''):        '''        获取选股的结果        '''        user=self.get_user_info()        print(user)        print('开始分析*************************************')        url='{}:{}/_dash-update-component'.format(self.url,self.port)        headers={'Content-Type':'application/json'}        data={            "output":"bond_trader_models_table.data@25956d89597d08e2116ebf2664b9ff75",            "outputs":{"id":"bond_trader_models_table","property":"data@25956d89597d08e2116ebf2664b9ff75"},            "inputs":[{"id":"bond_trader_models_password","property":"value","value":"123456"},            {"id":"bond_trader_models_data_type","property":"value","value":"代码"},            {"id":"bond_trader_models_text","property":"value","value":"{}".format(text)},            {"id":"bond_trader_models_run","property":"value","value":"运行"},            {"id":"bond_trader_models_down_data","property":"value","value":"不下载数据"}],"changedPropIds":["bond_trader_models_run.value"]}        res=requests.post(url=url,data=json.dumps(data),headers=headers)        text=res.json()        df=pd.DataFrame(text['response']['bond_trader_models_table']['data'])        return dfif __name__=='__main__':    '''    获取数据    '''    text={    "可转债溢价率设置":"可转债溢价率设置",    "数据源模式说明":"服务器/自定义 自定义自己直接导入禄得选股的结果，放在自定义数据，支持盘中，盘后选股交易",    "数据源":"服务器",    "更新数据模式说明":"手动/自动",    "更新数据模式":"自动",    "服务器":"http://120.78.132.143",    "端口":"8023",    "授权码":"123456",    "是否测试":"否",    "是否数据没有更新的情况下更新":"是",    "强制赎回设置":"************************",    "是否剔除强制赎回":"是",    "距离强制赎回天数":0,    "排除上市天数":3,    "是否排除ST":"是",    "市场说明":["沪市主板","深市主板","创业板","科创板"],    "排除市场":[],    "行业说明":"查询行业表**********,混合排除不区分一二三级行业",    "排除行业":[],    "企业类型说明":["民营企业","地方国有企业","中央国有企业","外资企业","中外合资经营企业","集体企业"],    "排除企业类型":[],    "排除地域说明":["陕西", "山西", "山东", "河南", "新疆", "安徽", "西藏", "海南", "湖北", "河北",     "福建", "广西", "内蒙古", "浙江", "江西", "江苏", "上海", "贵州", "黑龙江", "湖南", "甘肃",    "宁夏", "云南", "天津", "广东", "四川", "北京", "辽宁", "重庆"],    "排除地域":[],    "排除外部评级说明":["AAA", "AA+", "AA", "AA-", "A+", "A", "A-",    "BBB+", "BBB", "BBB-", "BB+", "BB", "BB-", "B+", "B", "B-", "CCC", "CC"],    "排除外部评级":["B","B-","CCC","CC"],    "排除三方评级说明":["1", "2", "3", "4+", "4", "4-", "5+", "5", "5-", "6+", "6",     "6-", "7+", "7", "7-", "8+", "8", "8-", "9", "10"],    "排除三方评级":["10","9","8"],    "添加排除因子":"排除因子设置************************",    "全部的排除因子打分因子,必须选择可以计算的":["开盘价", "最高价", "最低价", "最新价", "涨跌幅", "5日涨跌幅",    "正股最高价", "正股最低价", "正股最新价", "正股涨跌幅", "正股5日涨跌幅", "成交量(手)",     "成交额(万)", "年化波动率", "正股年化波动率", "股息率", "转股价值", "转股溢价率", "理论转股溢价率",    "修正转股溢价率", "纯债价值", "纯债溢价率", "期权价值", "理论价值", "理论偏离度", "双低",    "剩余规模(亿)", "剩余市值(亿)", "换手率", "市净率", "市盈率_ttm", "市销率_ttm", "正股流通市值(亿)",    "正股总市值（亿）", "资产负债率", "转债市占比", "上市天数", "转股截止日", "剩余年限",     "到期收益率(税前)", "强赎触发比例", "外部评级", "三方评级", "企业类型", "地域", "一级行业", "二级行业", "三级行业"],    "因子计算符号说明":"大于,小于,大于排名%,小于排名%,空值,排除是相反的,大于是小于",    "排除因子":["最新价","最新价","转股溢价率","剩余规模(亿)"],    "因子计算符号":["大于","小于","大于","大于"],    "因子值":[130,100,0.3,8],    "打分因子设置":"*************************************************",    "打分因子说明":"正相关：因子值越大得分越高；负相关：因子值越大得分越低,",    "打分因子":["转股溢价率","最新价","剩余规模(亿)"],    "因子相关性":["负相关","负相关","负相关"],    "因子权重":[1,1,1],    "持有限制":10,    "持股限制":10,    "策略轮动设置":"策略轮动设置************************,轮动都按排名来",    "轮动方式说明":"每天/每周/每月/特别时间",    "轮动方式":"每天",    "说明":"每天按自定义函数运行",    "每周轮动是说明":"每周比如0是星期一,4是星期五**********",    "每周轮动时间":0,    "每月轮动是说明":"必须是交易日,需要自己每个月自动输入**********",    "每月轮动时间":["2024-02-29","2024-02-29","2024-02-29","2024-02-29","2024-02-29","2024-02-29","2024-02-29"],    "特定时间说明":"特别的应该交易日",    "特定时间":["2024-02-23","2024-02-24","2024-02-25","2024-02-26","2024-02-27"],    "轮动规则设置":"轮动规则设置88888888**********排名",    "买入排名前N":10,    "持有排名前N":10,    "跌出排名卖出N":10,    "买入前N":10,    "自定义因子模块":"自定义因子模块设置***********************",    "是否开启自定义因子":"否",    "自定义因子":{    "5日收益":"return_5()",    "均线金叉":"ma_gold_fork()",    "macd金叉":"macd_gold_fork()"}}    models=convertible_bond_stock_selection_system()    df=models.get_convertible_bond_stock_selection_system(text=text)    print(df)