“Finance-delivery-database-factor-4.47”版本间的差异
来自cslt Wiki
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FactorDB v4.47 was collected by Yang Wang when he worked in | FactorDB v4.47 was collected by Yang Wang when he worked in | ||
| − | CSLT@Tsinghua | + | CSLT@Tsinghua University as a master student, from 2016-2019. |
| − | This database was | + | This database was originally from http://www.wind.com.cn/. The |
main part of v4.47 is stock price as well as some additional | main part of v4.47 is stock price as well as some additional | ||
accounting information for all equities in China Shanghai & | accounting information for all equities in China Shanghai & | ||
2017年1月4日 (三) 14:01的版本
INTRODUCTION ------------ FactorDB v4.47 was collected by Yang Wang when he worked in CSLT@Tsinghua University as a master student, from 2016-2019. This database was originally from http://www.wind.com.cn/. The main part of v4.47 is stock price as well as some additional accounting information for all equities in China Shanghai & Shengzheng second-level market (A market). This version was released in 2017.01.04. The total data amount is from the starting of China A market to 2016.12. All the data are in the original form (RAW data), without any pre-processing. Data Sets ---------- Refer to the doc "Wind资讯量化研究数据库V4.47.pdf", the present database involves 9 data sets, listed as follows: 1. 4.33 中国 A 股日行情估值指标-ASHAREEODDERIVATIVEINDICATOR 2. 4.36 中国 A 股融资融券交易明细-ASHAREMARGINTRADE 3. 4.37 中国 A 股融资融券交易汇总-ASHAREMARGINTRADESUM 4. 4.45 中国 A 股资金流向数据-ASHAREMONEYFLOW 5. 4.47 中国 A 股LEVEL2指标-ASHAREL2INDICATORS 6. 4.51 中国 A 股资产负债表-ASHAREBALANCESHEET 7. 4.52 中国 A 股利润表-ASHAREINCOME 8. 4.53 中国 A 股现金流量表-ASHARECASHFLOW 9. 4.54 中国 A 股财务指标-ASHAREFINANCIALINDICATOR LINCENCE -------- All the copy right are reserved by Wind. Any usage of this dataset should refer to Wind's licence files. CONTACT -------- Yang Wang: wangyang@cslt.riit.tsinghua.edu.cn Dong Wang: wangdong99@mails.tsinghua.edu.cn LOCATION -------- .../corpora/finance/factordb/v4.47
