复权处理BUG
1.分别获取不复权&各种复权行情
``` python
xtdata.get_market_data_ex(
field_list=["close"],
stock_list=["510030.SH"],
start_time="20210616",
# dividend_type="back_ratio",
# dividend_type="front_ratio",
# dividend_type="back",
# dividend_type="front",
)
不复权:
{'510030.SH': close
20210616 6.514
20210617 6.471
20210618 6.471
20210621 0.798 -->这里发生除权,1送7
20210622 0.805
... ...
20260309 1.078
20260310 1.077
20260311 1.089
20260312 1.098
20260313 1.094
[1149 rows x 1 columns]}
等比后复权:
{'510030.SH': close
20210616 6.514000
20210617 6.471000
20210618 6.471000
20210621 50.930221 -->close跳涨~8倍
20210622 51.376977
... ...
20260309 68.800473
20260310 68.736651
20260311 69.502519
20260312 70.076920
20260313 69.821631
[1149 rows x 1 columns]}
等比前复权
{'510030.SH': close
20210616 0.102065
20210617 0.101391
20210618 0.101391
20210621 0.798000 -->close跳涨~8倍
20210622 0.805000
... ...
20260309 1.078000
20260310 1.077000
20260311 1.089000
20260312 1.098000
20260313 1.094000
[1149 rows x 1 columns]}
2.获取除权信息
xtdata.get_divid_factors("510030.SH")
得到:
|
time |
interest |
stockBonus |
stockGift |
allotNum |
allotPrice |
gugai |
dr |
| 20210619 |
1.624032e+12 |
0.0 |
7.0 |
0.0 |
0.0 |
0.0 |
0.0 |
7.988888 |
| 20210621 |
1.624205e+12 |
0.0 |
7.0 |
0.0 |
0.0 |
0.0 |
0.0 |
7.988888 |
关键
1.20210619是周六,非交易日,
因而导致应用除权因子的时点发生偏差?
2.如果是1的问题,沪深A股中 000001.SZ,000004.SZ,同样存在非交易日的除权信息,具体需要你们排查
测试环境:xtquant_250807,连接国金正式&测试客户端均有此类问题,python3.12.7
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