FAQ > 金融建模 > 应用案例 > 资金流向

Q:如何获取指数日线资金流入流出    

  • A:通过模型GetBKByDate获取指数成份股后再获取行情表中日线的成份股主买成交金额之和为当日资金流入,主卖成交金额为当日资金流出。
    本文中提供以下取数范例:
    范例说明
    范例一单个指数最近N日的资金流入流出
    范例二多个指数指定日资金流入流出
    范例一:获取单个指数最近N日的资金流入流出
      endt:=20260310t;
      n:=20;
      index:="SH000300";
      SetSysParam(PN_Cycle(),cy_day());
      setsysparam(pn_date(),endt);
      dayarr:=MarketTradeDayQk2(20);//交易日序列
      data:=array();
      name:=StockName(index);
      for i,day in dayarr do
      begin
        stockarr:=GetBKByDate(Index,day); //指定日成份股列表
        data&=select index as "指数代码",
               name as "指数名称",
               datetostr(day) as "日期",
               buy:=sumof(['buy_amount']) as "流入成交金额",
               sale:=sumof(['sale_amount']) as "流出成交金额",
               buy-sale as "净流入成交金额"
           from markettable datekey day to day of stockarr end;
      end
      return data;
    部分结果:

    范例二:获取多个指数指定日资金流入流出
    data&=select index as "指数代码",
               name as "指数名称",
               datetostr(day) as "日期",
               buy:=sumof(['buy_amount']) as "流入成交金额",
               sale:=sumof(['sale_amount']) as "流出成交金额",
               buy-sale as "净流入成交金额"
           from markettable datekey day to day of stockarr end;
    部分结果: