{ "schema_version": 1, "factors": { "close": "收盘价", "pct_chg": "当日涨幅", "return_5d": "5日涨幅", "return_10d": "10日涨幅", "return_20d": "20日涨幅", "return_60d": "60日涨幅", "return_5d_rank": "5日涨幅排名", "momentum_60_5": "中期动量", "momentum_60_5_rank": "中期动量排名", "above_ma20": "站上20日线", "rsi_6": "RSI(6)", "ma60_slope": "60日线斜率", "ma20_slope_5d": "20日线5日斜率", "ma_bull_alignment": "均线多头排列", "drawdown_from_high_250": "距250日高点回撤", "donchian_breakout_pct": "唐奇安突破幅度", "range_20d": "20日振幅", "rs_high_120": "RS线120日新高", "excess_return_60d": "60日超额收益", "weekly_trend_signal": "周线趋势信号", "daily_buy_trigger": "日线买点", "weekly_amount_trend": "周成交趋势", "volume_ratio_5d": "5日量比", "turnover_5d": "5日累计换手", "volatility_10d": "10日波动率", "amount_billion": "成交额", "turnover_rate": "换手率", "circ_mv_billion": "流通市值", "net_flow_million": "主力净流入", "large_flow_million": "大单净流入", "net_flow_5d_million": "5日主力净流入", "flow_to_circ_mv_5d": "5日净流入占流通市值", "sector_strength": "板块强度", "sector_return_5d": "行业5日涨幅", "sector_return_20d": "行业20日涨幅", "sector_momentum_rank": "行业20日动量排名", "sector_stock_momentum_rank": "行业内个股动量排名", "sector_net_flow_5d_million": "行业5日主力净流入", "sector_flow_rank": "行业资金流排名", "sector_prosperity_rank": "行业景气度排名", "sector_trend_rank": "行业趋势排名", "sector_crowding_rank": "行业拥挤度排名", "sector_composite_score": "行业三维综合分", "sector_limit_count": "板块涨停数", "sector_up_count": "板块强势股数", "relative_strength": "相对强度", "limit_streak": "连板高度", "auction_change": "竞价涨幅", "auction_amount_million": "竞价成交额", "auction_turnover_rate": "竞价换手率", "auction_volume_ratio": "竞价量比", "total_mv_billion": "总市值", "pe_ttm": "市盈率TTM", "pb": "市净率", "ps_ttm": "市销率TTM", "dividend_yield_ttm": "股息率TTM", "dividend_years": "近年持续分红", "roe": "净资产收益率", "roa": "总资产收益率", "roic": "投入资本回报率", "gross_margin": "销售毛利率", "netprofit_yoy": "净利润同比", "revenue_yoy": "营业收入同比", "ocf_to_opincome": "经营现金流质量", "earnings_surprise_pct": "业绩超预期幅度", "earnings_days_since_announce": "业绩公告后天数", "earnings_event_quality": "业绩事件质量", "popularity_score": "人气榜热度", "popularity_rank_change": "人气排名跃升", "popularity_dual_source": "双榜共识", "institution_net_buy_million": "机构席位净买入", "institution_seat_count": "机构席位数", "style_size_fit": "大小盘风格匹配", "style_growth_fit": "成长价值风格匹配", "style_fit_score": "当前风格匹配度", "factor_value_score": "价值因子分", "factor_growth_score": "成长因子分", "factor_quality_score": "质量因子分", "factor_momentum_score": "动量因子分", "factor_sentiment_score": "交易情绪因子分", "multi_factor_composite": "动态多因子综合分", "relative_position_60": "60日相对位置", "max_abs_change_15d": "15日最大波动", "close_to_high_15d": "距15日高点", "close_to_high_60d": "距60日高点", "no_limit_30d": "近30日无涨停", "had_limit_80d": "近80日曾涨停", "previous_first_limit": "昨日首板", "previous_limit_signal": "昨日涨停或触板", "previous_limit_streak": "昨日连板高度", "previous_amount_billion": "昨日成交额", "is_limit_up_today": "当日涨停", "is_limit_down_today": "当日跌停", "sector_breadth_ma20": "行业20日线宽度", "no_limit_down_20d": "近20日无跌停", "financial_risk": "财务风险标记", "is_market_height": "当前市场最高板", "new_space_board": "新晋空间板", "max_continuous_board_10d": "近10日最高连板", "dragon_first_yin": "龙头首阴", "yin_day_pct": "首阴跌幅", "vol_vs_previous": "较前日量能", "broken_reversal": "断板反包", "days_since_broken": "断板后天数", "close_above_broken_high": "收复断板高点", "vol_vs_broken_day": "较断板日量能", "recent_limit_up_5d": "近5日涨停次数", "intraday_min_pct": "盘中最大跌幅", "lower_shadow_ratio": "下影线实体比" }, "groups": { "行情动量": [ "close", "pct_chg", "return_5d", "return_10d", "return_20d", "return_60d", "return_5d_rank", "momentum_60_5", "momentum_60_5_rank", "above_ma20", "rsi_6", "ma60_slope", "ma20_slope_5d", "ma_bull_alignment", "drawdown_from_high_250", "donchian_breakout_pct", "range_20d", "rs_high_120", "excess_return_60d", "weekly_trend_signal", "daily_buy_trigger", "weekly_amount_trend", "relative_strength", "relative_position_60", "close_to_high_15d", "close_to_high_60d" ], "量价交易": [ "volume_ratio_5d", "turnover_5d", "volatility_10d", "amount_billion", "turnover_rate", "net_flow_million", "large_flow_million", "net_flow_5d_million", "flow_to_circ_mv_5d", "previous_amount_billion", "intraday_min_pct", "lower_shadow_ratio", "vol_vs_previous", "vol_vs_broken_day" ], "板块结构": [ "sector_strength", "sector_return_5d", "sector_return_20d", "sector_momentum_rank", "sector_stock_momentum_rank", "sector_net_flow_5d_million", "sector_flow_rank", "sector_prosperity_rank", "sector_trend_rank", "sector_crowding_rank", "sector_composite_score", "sector_limit_count", "sector_up_count", "sector_breadth_ma20", "limit_streak", "previous_limit_streak", "previous_first_limit", "previous_limit_signal", "is_limit_up_today", "is_limit_down_today", "no_limit_30d", "had_limit_80d", "max_abs_change_15d", "no_limit_down_20d", "is_market_height", "new_space_board", "max_continuous_board_10d", "dragon_first_yin", "yin_day_pct", "broken_reversal", "days_since_broken", "close_above_broken_high", "recent_limit_up_5d" ], "竞价因子": [ "auction_change", "auction_amount_million", "auction_turnover_rate", "auction_volume_ratio" ], "估值规模": [ "circ_mv_billion", "total_mv_billion", "pe_ttm", "pb", "ps_ttm", "dividend_yield_ttm", "dividend_years" ], "财务质量": [ "roe", "roa", "roic", "gross_margin", "netprofit_yoy", "revenue_yoy", "ocf_to_opincome", "financial_risk", "earnings_surprise_pct", "earnings_days_since_announce", "earnings_event_quality" ], "特色数据": [ "popularity_score", "popularity_rank_change", "popularity_dual_source", "institution_net_buy_million", "institution_seat_count", "style_size_fit", "style_growth_fit", "style_fit_score", "factor_value_score", "factor_growth_score", "factor_quality_score", "factor_momentum_score", "factor_sentiment_score", "multi_factor_composite" ] } }