FAQ > 金融建模 > 应用案例 > 资金流向

Q：如何获取南向及北向日线资金流入流出    

  • A：天软提供了沪深港通每日成交汇总的数据，该表记录沪深港通四个通道（沪股通、港股通(沪)、深股通、港股通(深)）每日买入及卖出成交额、成交数目等数据。
    其取数代码：
    HG000001：港股通(沪)
    HG000002：沪股通
    HG000003：港股通(深)
    HG000004：深股通。
    南向：HG000001：港股通（沪）+HG000003：港股通（深）
    北向：HG000002：沪股通+HG000004：深股通
    特别说明：
    1.北向单位：元，南向单位：港币；
    2.2024-08-19起，北向(沪股通和深股通)的每日成交汇总不再披露买入成交金额、卖出成交金额.

    天软提供以下模型汇总南向及北向资金流入流出：
    函数名功能
    BK_HSGHMarketBAndSAmount指定日南向买入及卖出金额
    BK_HSGHMarketBuyAmount指定日南向买入金额
    BK_HSGHMarketSellAmount指定日南向卖出金额
    BK_HSGHMarketNetAmount指定日南向净买入金额
    BK_HSGAMarketBAndSAmount指定日北向买入及卖出金额
    BK_HSGAMarketBuyAmount指定日北向买入金额
    BK_HSGAMarketSellAmount指定日北向卖出金额
    BK_HSGAMarketNetAmount指定日北向净买入金额
    BK_HSGBuyAmountSum区间买入成交额(亿)
    BK_HSGSellAmountSum区间卖出成交额(亿)
    BK_HSGBAndSAmountSum区间买入及卖出成交额(亿)
    BK_HSGNetAmountSum区间净买入成交额(亿)
    本文中提供以下取数范例：
    范例说明
    范例一南向及北向区间每日资金流入流出
    范例二南向及北向区间总资金流入流出
    取数范例
    范例一：获取南向及北向区间每日资金流入流出
    endt:=20240310t;
    n:=10;
    setsysparam(pn_date(),endt);
    dayarr:=MarketTradeDayQk2(n);//交易日序列
    data:=array();
    for i,day in dayarr do
    begin
      setsysparam(pn_date(),day);
      data[x,"日期"]:=datetostr(day);
      data[x,"南向或北向"]:="南向";
      data[x,"买入金额"]:=BK_HSGHMarketBuyAmount();
      data[x,"卖出金额"]:=BK_HSGHMarketSellAmount();
      data[x,"买入及卖出金额"]:=BK_HSGHMarketBAndSAmount();
      data[x++,"净买入金额"]:=BK_HSGHMarketNetAmount();
      data[x,"日期"]:=datetostr(day);
      data[x,"南向或北向"]:="北向";
      data[x,"买入金额"]:=BK_HSGAMarketBuyAmount();
      data[x,"卖出金额"]:=BK_HSGAMarketSellAmount();
      data[x,"买入及卖出金额"]:=BK_HSGAMarketBAndSAmount();
      data[x++,"净买入金额"]:=BK_HSGAMarketNetAmount();
    end
    return data;
    结果：

    范例二：获取南向及北向区间总资金流入流出
    begt:=20240101t;
    endt:=20240131t;
    data:=array();
    data[0,"区间开始日"]:=datetostr(begt);
    data[0,"区间截止日"]:=datetostr(endt);
    data[0,"南向或北向"]:="南向";
    data[0,"买入金额(亿)"]:=spec(BK_HSGBuyAmountSum(begt,endt),"HG000001")+spec(BK_HSGBuyAmountSum(begt,endt),"HG000003");
    data[0,"卖出金额(亿)"]:=spec(BK_HSGSellAmountSum(begt,endt),"HG000001")+spec(BK_HSGSellAmountSum(begt,endt),"HG000003");
    data[0,"买入及卖出金额(亿)"]:=spec(BK_HSGBAndSAmountSum(begt,endt),"HG000001")+spec(BK_HSGBAndSAmountSum(begt,endt),"HG000003");
    data[0,"净买入金额(亿)"]:=spec(BK_HSGNetAmountSum(begt,endt),"HG000001")+spec(BK_HSGNetAmountSum(begt,endt),"HG000003");
    data[1,"区间开始日"]:=datetostr(begt);
    data[1,"区间截止日"]:=datetostr(endt);
    data[1,"南向或北向"]:="北向";
    data[1,"买入金额(亿)"]:=spec(BK_HSGBuyAmountSum(begt,endt),"HG000002")+spec(BK_HSGBuyAmountSum(begt,endt),"HG000004");
    data[1,"卖出金额(亿)"]:=spec(BK_HSGSellAmountSum(begt,endt),"HG000002")+spec(BK_HSGSellAmountSum(begt,endt),"HG000004");
    data[1,"买入及卖出金额(亿)"]:=spec(BK_HSGBAndSAmountSum(begt,endt),"HG000002")+spec(BK_HSGBAndSAmountSum(begt,endt),"HG000004");
    data[1,"净买入金额(亿)"]:=spec(BK_HSGNetAmountSum(begt,endt),"HG000002")+spec(BK_HSGNetAmountSum(begt,endt),"HG000004");
    return data;
    结果：