按照封单跟流通股本比例排序，剔除6月上市新股，前50

发布于 2022-02-20 22:26:16 字数 25463 浏览 823 评论 0 收藏 0

import pandas as pd

today = Date.todaysDate()
cal = Calendar('China.SSE')
yesterday = cal.advanceDate(today, '-1B',  BizDayConvention.Following).strftime('%Y%m%d')
allSecList = DataAPI.EquGet(equTypeCD = 'A', field = ['secID'])['secID'].tolist()
precls = {}
uplimit, dnlimit = [], []


for i in range(0, len(allSecList), 200):
    sub = allSecList[i:min(len(allSecList), i+200)]
    df_precls = DataAPI.MktEqudGet(secID = sub, beginDate = yesterday, endDate = yesterday, field = 'secID,closePrice')
    df_lasprx = DataAPI.MktTickRTSnapshotGet(securityID = sub, field = 'shortNM,lastPrice,bidBook,askBook')
    for j in range(len(df_precls)):
        precls[df_precls.at[j,'secID']] = df_precls.at[j,'closePrice']
    for j in range(len(df_lasprx)):
        if df_lasprx.at[j,'lastPrice'] > 0:
            sec = df_lasprx.at[j,'ticker']+'.'+df_lasprx.at[j,'exchangeCD']
            if df_lasprx.at[j,'bidBook_volume1'] == 0 and df_lasprx.at[j,'askBook_volume1'] > 0:
                bang = df_lasprx.at[j,'askBook_volume1'] * df_lasprx.at[j,'askBook_price1']
                dnlimit.append([df_lasprx.at[j,'shortNM'], sec, precls[sec], df_lasprx.at[j,'lastPrice'],df_lasprx.at[j,'askBook_volume1'], bang/10000])
            if df_lasprx.at[j,'askBook_volume1'] == 0 and df_lasprx.at[j,'bidBook_volume1'] > 0:
                bang = df_lasprx.at[j,'bidBook_volume1'] * df_lasprx.at[j,'bidBook_price1']
                uplimit.append([df_lasprx.at[j,'shortNM'], sec, precls[sec], df_lasprx.at[j,'lastPrice'],df_lasprx.at[j,'bidBook_volume1'], bang/10000])

name, sec, precls, latprx, bangvol, bang = zip(*uplimit)
df_uplimit = pd.DataFrame({'简称': name, '代码': sec, '前收': precls, '最新价': latprx,'封单量': bangvol, '封单金额（万）': bang}).sort(columns='封单金额（万）').reset_index()
df_uplimit = df_uplimit.loc[:, ['简称', '代码','前收','最新价','封单量','封单金额（万）']]
print '涨停股票数量：', len(uplimit) , '个， 收盘封单总金额：', df_uplimit.sum()['封单金额（万）']/10000 , '亿'
df_uplimit

涨停股票数量： 1280 个， 收盘封单总金额： 644.57280353 亿

	简称	代码	前收	最新价	封单量	封单金额（万）
0	科达股份	600986.XSHG	24.86	27.35	8095	22.139825
1	*ST夏利	000927.XSHE	7.11	7.47	61912	46.248264
2	宝诚股份	600892.XSHG	35.60	39.16	14200	55.607200
3	*ST古汉	000590.XSHE	17.97	18.87	35228	66.475236
4	永艺股份	603600.XSHG	96.55	106.21	7500	79.657500
5	法拉电子	600563.XSHG	27.52	30.27	27485	83.197095
6	天润乳业	600419.XSHG	37.46	41.21	30361	125.117681
7	光大证券	601788.XSHG	20.09	22.09	65049	143.758290
8	S佳通	600182.XSHG	19.59	20.57	80503	165.594671
9	*ST华锦	000059.XSHE	7.57	7.95	220596	175.373820
10	鄂尔多斯	600295.XSHG	8.40	9.24	248700	229.798800
11	富煌钢构	002743.XSHE	24.32	26.75	91387	244.460225
12	良信电器	002706.XSHE	52.81	58.09	47519	276.037871
13	洋河股份	002304.XSHE	64.26	70.69	41128	290.733832
14	*ST水井	600779.XSHG	9.76	10.25	284700	291.817500
15	滨海能源	000695.XSHE	14.06	15.47	189000	292.383000
16	中钢国际	000928.XSHE	18.03	19.83	167224	331.605192
17	金地集团	600383.XSHG	12.64	13.90	273600	380.304000
18	百花村	600721.XSHG	10.21	11.23	361831	406.336213
19	XD吉林森	600189.XSHG	9.85	10.73	392689	421.355297
20	兖州煤业	600188.XSHG	9.74	10.71	422093	452.061603
21	时代万恒	600241.XSHG	11.14	12.25	381174	466.938150
22	银座股份	600858.XSHG	9.19	10.11	480700	485.987700
23	金山开发	600679.XSHG	11.39	12.53	393526	493.088078
24	远程电缆	002692.XSHE	16.67	18.34	271064	497.131376
25	苏泊尔	002032.XSHE	21.88	24.07	206600	497.286200
26	万向德农	600371.XSHG	15.93	17.52	292926	513.206352
27	洛阳玻璃	600876.XSHG	10.60	11.66	448678	523.158548
28	东方证券	600958.XSHG	23.18	25.50	205700	524.535000
29	东兴证券	601198.XSHG	20.52	22.57	236032	532.724224
...	...	...	...	...	...	...
1250	金龙汽车	600686.XSHG	14.42	15.86	15154357	24034.810202
1251	浩物股份	000757.XSHE	7.43	8.17	30249462	24713.810454
1252	湖北能源	000883.XSHE	5.03	5.53	45428493	25121.956629
1253	上海莱士	002252.XSHE	70.82	77.90	3266870	25448.917300
1254	保利地产	600048.XSHG	9.38	10.32	24812739	25606.746648
1255	贵州百灵	002424.XSHE	46.51	51.16	5007138	25616.518008
1256	掌趣科技	300315.XSHE	9.70	10.67	25399058	27100.794886
1257	万向钱潮	000559.XSHE	11.65	12.82	21612652	27707.419864
1258	东软集团	600718.XSHG	12.09	13.30	21087016	28045.731280
1259	时代新材	600458.XSHG	16.97	18.67	15189697	28359.164299
1260	东方财富	300059.XSHE	45.99	50.59	5819640	29441.558760
1261	紫光股份	000938.XSHE	56.69	62.25	4756189	29607.276525
1262	泛海控股	000046.XSHE	11.00	12.10	24553068	29709.212280
1263	隆平高科	000998.XSHE	18.15	19.97	15137564	30229.715308
1264	五粮液	000858.XSHE	21.92	24.11	12672663	30553.790493
1265	洛阳钼业	603993.XSHG	10.21	11.23	28763738	32301.677774
1266	川投能源	600674.XSHG	8.91	9.80	34759105	34063.922900
1267	大族激光	002008.XSHE	20.09	22.10	16645752	36787.111920
1268	机器人	300024.XSHE	78.20	86.02	4285905	36867.354810
1269	上海电气	601727.XSHG	10.34	11.37	33204217	37753.194729
1270	大唐电信	600198.XSHG	19.88	21.87	17856149	39051.397863
1271	招商证券	600999.XSHG	22.07	24.28	17547853	42606.187084
1272	新大陆	000997.XSHE	17.52	19.27	22280471	42934.467617
1273	同方股份	600100.XSHG	11.48	12.63	37915652	47887.468476
1274	中航动力	600893.XSHG	28.34	31.17	17871582	55705.721094
1275	国泰君安	601211.XSHG	25.88	28.47	19942615	56776.624905
1276	中国重工	601989.XSHG	8.53	9.38	67338975	63163.958550
1277	格力电器	000651.XSHE	19.64	21.60	30817884	66566.629440
1278	中国核电	601985.XSHG	8.20	9.02	76664230	69151.135460
1279	兴业银行	601166.XSHG	15.53	17.08	45921158	78433.337864

1280 rows × 6 columns

nfList = DataAPI.EquGet(equTypeCD = 'A', field = ['secID','nonrestfloatA','listDate'])
nf = {}
nl = {}
for j in range(len(nfList)):
    nf[nfList.at[j,'secID']] = nfList.at[j,'nonrestfloatA']
    nl[nfList.at[j,'secID']] = nfList.at[j,'listDate']

name, sec, precls, latprx, bangvol, bang = zip(*uplimit)
nflist = []
nllist = []
nfrate = []
for j in range(len(sec)):
   nflist.append(nf[sec[j]])
   nllist.append(nl[sec[j]])
   if nf[sec[j]] > 0:
       nfrate.append(bangvol[j]*1000/nf[sec[j]])
   else:
       nfrate.append(0)

print "按照封单跟流通股本比例排序，剔除6月上市新股，前50"
df_uplimit1 = pd.DataFrame({'简称': name, '代码': sec, '前收': precls, '最新价': latprx,'封单量': bangvol, '封单金额（万）': bang, '总流通股本': tuple(nflist), '封单总股本比(‰)': tuple(nfrate),'listDate': tuple(nllist)}).sort(columns='封单总股本比(‰)',ascending=False).reset_index()
df_uplimit1 = df_uplimit1.loc[:, ['简称', '代码','前收','最新价','封单量','封单金额（万）','总流通股本','封单总股本比(‰)','listDate']]
df_uplimit1[df_uplimit1.listDate < '2015-06'][:50]

按照封单跟流通股本比例排序，剔除6月上市新股，前50

	简称	代码	前收	最新价	封单量	封单金额（万）	总流通股本	封单总股本比(‰)	listDate
4	山河药辅	300452.XSHE	46.62	51.28	1231062	6312.885936	11600000	106	2015-05-15
5	浩物股份	000757.XSHE	7.43	8.17	30249462	24713.810454	312802683	96	1997-06-27
7	康斯特	300445.XSHE	58.53	64.38	899439	5790.588282	10200000	88	2015-04-24
14	三变科技	002112.XSHE	9.63	10.59	13039855	13809.206445	180956458	72	2007-02-08
17	石大胜华	603026.XSHG	15.09	16.60	3422222	5680.888520	50680000	67	2015-05-29
18	三毛派神	000779.XSHE	9.93	10.92	12593170	13751.741640	186441020	67	1997-05-28
22	威帝股份	603023.XSHG	31.06	34.17	1292499	4416.469083	20000000	64	2015-05-27
23	普丽盛	300442.XSHE	40.09	44.10	1587575	7001.205750	25000000	63	2015-04-24
27	立霸股份	603519.XSHG	45.17	49.69	1217375	6049.136375	20000000	60	2015-03-19
33	道氏技术	300409.XSHE	39.34	43.27	1348689	5835.777303	24375000	55	2014-12-03
35	金石东方	300434.XSHE	35.04	38.54	913700	3521.399800	17000000	53	2015-04-24
37	苏试试验	300416.XSHE	45.27	49.80	831929	4143.006420	15700000	52	2015-01-22
38	南华仪器	300417.XSHE	48.16	52.98	531826	2817.614148	10200000	52	2015-01-23
39	美尔雅	600107.XSHG	7.82	8.60	18644466	16034.240760	360000000	51	1997-11-06
40	海联讯	300277.XSHE	15.25	16.78	2678747	4494.937466	52903291	50	2011-11-23
41	华铁科技	603300.XSHG	16.81	18.49	2535770	4688.638730	50670000	50	2015-05-29
42	先导股份	300450.XSHE	84.45	92.90	835200	7759.008000	17000000	49	2015-05-18
45	亚星客车	600213.XSHG	7.13	7.84	10399809	8153.450256	220000000	47	1999-08-31
47	鲍斯股份	300441.XSHE	31.55	34.71	972250	3374.679750	21120000	46	2015-04-23
49	盛洋科技	603703.XSHG	30.03	33.03	1037229	3425.967387	23000000	45	2015-04-23
50	中光防雷	300414.XSHE	50.46	55.51	910413	5053.702563	21070000	43	2015-05-13
51	清水源	300437.XSHE	47.30	52.03	727611	3785.760033	16700000	43	2015-04-23
52	博通股份	600455.XSHG	26.21	28.83	2131135	6144.062205	49717768	42	2004-03-29
53	川仪股份	603100.XSHG	13.04	14.34	4233692	6071.114328	100000000	42	2014-08-05
54	永东股份	002753.XSHE	26.64	29.30	1018901	2985.379930	24700000	41	2015-05-19
55	华天酒店	000428.XSHE	5.95	6.55	29409137	19262.984735	718762425	40	1996-08-08
60	惠天热电	000692.XSHE	5.23	5.75	20215598	11623.968850	532788880	37	1997-02-27
61	全信股份	300447.XSHE	50.22	55.24	767600	4240.222400	20250000	37	2015-04-22
62	康跃科技	300391.XSHE	14.69	16.16	1497500	2419.960000	41675000	35	2014-08-01
63	莫高股份	600543.XSHG	8.19	9.01	11235969	10123.608069	321120000	34	2004-03-24
64	宝色股份	300402.XSHE	12.61	13.87	1762286	2444.290682	51000000	34	2014-10-10
65	金龙汽车	600686.XSHG	14.42	15.86	15154357	24034.810202	442597097	34	1993-11-08
66	大唐电信	600198.XSHG	19.88	21.87	17856149	39051.397863	532989392	33	1998-10-21
67	山东华鹏	603021.XSHG	26.64	29.30	882565	2585.915450	26400000	33	2015-04-23
68	高能环境	603588.XSHG	42.31	46.54	1296851	6035.544554	40400000	32	2014-12-29
69	三鑫医疗	300453.XSHE	35.23	38.75	649389	2516.382375	19860000	32	2015-05-15
70	中来股份	300393.XSHE	40.45	44.50	759245	3378.640250	23490000	32	2014-09-12
71	仙坛股份	002746.XSHE	15.21	16.73	1310986	2193.279578	39850000	32	2015-02-16
73	济民制药	603222.XSHG	17.89	19.68	1302174	2562.678432	40000000	32	2015-02-17
74	兰州黄河	000929.XSHE	14.69	16.16	6088560	9839.112960	185588036	32	1999-06-23
75	迅游科技	300467.XSHE	176.12	193.73	328574	6365.464102	10000000	32	2015-05-27
76	北京城乡	600861.XSHG	10.22	11.24	10072835	11321.866540	316804949	31	1994-05-20
77	中泰股份	300435.XSHE	34.94	38.43	621982	2390.276826	20000000	31	2015-03-26
78	轴研科技	002046.XSHE	7.85	8.64	10496924	9069.342336	340565970	30	2005-05-26
79	四通新材	300428.XSHE	34.41	37.85	609600	2307.336000	20200000	30	2015-03-19
80	田中精机	300461.XSHE	29.96	32.96	510040	1681.091840	16680000	30	2015-05-19
81	运达科技	300440.XSHE	42.54	46.79	847050	3963.346950	28000000	30	2015-04-23
83	迈克生物	300463.XSHE	57.51	63.26	1140788	7216.624888	37500000	30	2015-05-28
84	华通医药	002758.XSHE	38.64	42.50	429400	1824.950000	14000000	30	2015-05-27
86	鼎泰新材	002352.XSHE	27.66	30.43	1520600	4627.185800	49194459	30	2010-02-05