FAQ > 金融建模 > 应用案例 > 资金流向

Q:如何获取个股日线主力资金流入流出(大小单)    

简述
本案例中,对于大中小单的判定阈值:
1.小单:单笔成交金额<20万
2.中单:单笔成交金额>=20万 且 <100万元
3.大单:单笔成交金额>=100万元
用户可根据自己的需求参考相关模型调整阈值大小。
  • A:通过模型以下模型获取个股主力资金流入流出:
    函数名功能
    StockStepInFlowAmount区间分档资金净流入(元)
    StockStepbuyAmount区间分档资金流入(元)
    StockStepSaleAmount区间分档资金流出(元)
    本文中提供以下取数范例:
    范例说明
    范例一个股多日主力资金流入流出(大小单)
    范例二多个代码指定日主力资金流入流出(大小单)
    范例一:获取个股多日主力资金流入流出(大小单)
    stock:="SZ000001";
    endt:=20260310t;
    n:=20;
    SetSysParam(pn_cycle(),cy_day());
    SetSysParam(pn_stock(),stock);
    SetSysParam(pn_date(),endt);
    dayarr:=StockTradeDayQk2(n);//最近N个交易日序列
    name:=stockname(stock);
    data:=array();
    for i,day in dayarr do
    begin
      data[i,"代码"]:=stock;
      data[i,"名称"]:=name;
      data[i,"日期"]:=datetostr(day);
      data[i,"大单流入成交金额"]:=StockStepbuyAmount(day,day,1000000,inf,1);
      data[i,"大单流出成交金额"]:=StockStepsaleAmount(day,day,1000000,inf,1);
      data[i,"大单净流入成交金额"]:=data[i,"大单流入成交金额"]-data[i,"大单流出成交金额"];
      data[i,"中单流入成交金额"]:=StockStepbuyAmount(day,day,200000,1000000,1);
      data[i,"中单流出成交金额"]:=StockStepsaleAmount(day,day,200000,1000000,1);
      data[i,"中单净流入成交金额"]:=data[i,"中单流入成交金额"]-data[i,"中单流出成交金额"];
      data[i,"小单流入成交金额"]:=StockStepbuyAmount(day,day,0,200000,1);
      data[i,"小单流出成交金额"]:=StockStepsaleAmount(day,day,0,200000,1);
      data[i,"小单净流入成交金额"]:=data[i,"小单流入成交金额"]-data[i,"小单流出成交金额"];
    end
    return data;
    部分结果:

    范例二:获取多个代码指定日主力资金流入流出(大小单)
    stock:="SZ000001";
    endt:=20260310t;
    SetSysParam(pn_date(),endt);
    stocks:=GetBKByDate("SH000016",endt);//上证50成份股
    data:=array();
    strt:=datetostr(endt);
    for i,stock in stocks do
    begin
      SetSysParam(pn_stock(),stock);
      data[i,"日期"]:=strt;
      data[i,"代码"]:=stock;
      data[i,"名称"]:=stockname(stock);
      data[i,"大单流入成交金额"]:=StockStepbuyAmount(endt,endt,1000000,inf,1);
      data[i,"大单流出成交金额"]:=StockStepsaleAmount(endt,endt,1000000,inf,1);
      data[i,"大单净流入成交金额"]:=data[i,"大单流入成交金额"]-data[i,"大单流出成交金额"];
      data[i,"中单流入成交金额"]:=StockStepbuyAmount(endt,endt,200000,1000000,1);
      data[i,"中单流出成交金额"]:=StockStepsaleAmount(endt,endt,200000,1000000,1);
      data[i,"中单净流入成交金额"]:=data[i,"中单流入成交金额"]-data[i,"中单流出成交金额"];
      data[i,"小单流入成交金额"]:=StockStepbuyAmount(endt,endt,0,200000,1);
      data[i,"小单流出成交金额"]:=StockStepsaleAmount(endt,endt,0,200000,1);
      data[i,"小单净流入成交金额"]:=data[i,"小单流入成交金额"]-data[i,"小单流出成交金额"];
    end
    return data;
    部分结果: