Wanying API

行情类实体

日线/周月线/每日指标/复权因子/涨跌停/停复牌/竞价，共 10 个实体

daily — 日线行情

主日期列 trade_date

日线 OHLCV（含实时合并），回测/研究主力数据。

GET /api/v1/entities/daily

参数

无特有参数，通用参数见总览·通用协议。

字段（11 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
openfloat64开盘价
highfloat64最高价
lowfloat64最低价
closefloat64收盘价
pre_closefloat64昨收价
changefloat64涨跌额
pct_chgfloat64涨跌幅(%)
volfloat64成交量(手)
amountfloat64成交额(千元)

数据样例

{
  "entity": "daily",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "open", "dtype": "float64"}, {"name": "high", "dtype": "float64"}, {"name": "low", "dtype": "float64"}, {"name": "close", "dtype": "float64"}, {"name": "pre_close", "dtype": "float64"}, {"name": "change", "dtype": "float64"}, {"name": "pct_chg", "dtype": "float64"}, {"name": "vol", "dtype": "float64"}, {"name": "amount", "dtype": "float64"}],
  "rows": [["000001.SZ", "20090105", 9.57, 9.74, 9.51, 9.71, 9.46, 0.25, 2.6427, 340827.18, 327584.247]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/daily",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

weekly — 周线行情

主日期列 trade_date

周频 OHLCV。

GET /api/v1/entities/weekly

参数

无特有参数，通用参数见总览·通用协议。

字段（11 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
closefloat64收盘价
openfloat64开盘价
highfloat64最高价
lowfloat64最低价
pre_closefloat64昨收价
changefloat64涨跌额
pct_chgfloat64涨跌幅(%)
volfloat64成交量(手)
amountfloat64成交额(千元)

数据样例

{
  "entity": "weekly",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "close", "dtype": "float64"}, {"name": "open", "dtype": "float64"}, {"name": "high", "dtype": "float64"}, {"name": "low", "dtype": "float64"}, {"name": "pre_close", "dtype": "float64"}, {"name": "change", "dtype": "float64"}, {"name": "pct_chg", "dtype": "float64"}, {"name": "vol", "dtype": "float64"}, {"name": "amount", "dtype": "float64"}],
  "rows": [["000001.SZ", "20090109", 9.85, 9.57, 10.43, 9.5, 9.46, 0.39, 0.0412, 258514768.0, 2562772004.0]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/weekly",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

monthly — 月线行情

主日期列 trade_date

月频 OHLCV。

GET /api/v1/entities/monthly

参数

无特有参数，通用参数见总览·通用协议。

字段（11 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
closefloat64收盘价
openfloat64开盘价
highfloat64最高价
lowfloat64最低价
pre_closefloat64昨收价
changefloat64涨跌额
pct_chgfloat64涨跌幅(%)
volfloat64成交量(手)
amountfloat64成交额(千元)

数据样例

{
  "entity": "monthly",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "close", "dtype": "float64"}, {"name": "open", "dtype": "float64"}, {"name": "high", "dtype": "float64"}, {"name": "low", "dtype": "float64"}, {"name": "pre_close", "dtype": "float64"}, {"name": "change", "dtype": "float64"}, {"name": "pct_chg", "dtype": "float64"}, {"name": "vol", "dtype": "float64"}, {"name": "amount", "dtype": "float64"}],
  "rows": [["000001.SZ", "20090123", 11.64, 9.57, 12.2, 8.88, 9.46, 2.18, 0.2304, 1010493332.0, 10456370704.0]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/monthly",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

daily_basic — 每日指标

主日期列 trade_date

每日估值与市值指标：PE/PB/PS、股息率、换手率、市值等。

GET /api/v1/entities/daily_basic

参数

无特有参数，通用参数见总览·通用协议。

字段（18 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
closefloat64收盘价
turnover_ratefloat64换手率(%)
turnover_rate_ffloat64自由流通股换手率(%)
volume_ratiofloat64量比
pefloat64市盈率(总市值/净利润)
pe_ttmfloat64市盈率(TTM)
pbfloat64市净率
psfloat64市销率
ps_ttmfloat64市销率(TTM)
dv_ratiofloat64股息率(%)
dv_ttmfloat64股息率(TTM)
total_sharefloat64总股本(万股)
float_sharefloat64流通股本(万股)
free_sharefloat64自由流通股本(万)
total_mvfloat64总市值(万元)
circ_mvfloat64流通市值(万元)

数据样例

{
  "entity": "daily_basic",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "close", "dtype": "float64"}, {"name": "turnover_rate", "dtype": "float64"}, {"name": "turnover_rate_f", "dtype": "float64"}, {"name": "volume_ratio", "dtype": "float64"}, {"name": "pe", "dtype": "float64"}, {"name": "pe_ttm", "dtype": "float64"}, {"name": "pb", "dtype": "float64"}, {"name": "ps", "dtype": "float64"}, {"name": "ps_ttm", "dtype": "float64"}, {"name": "dv_ratio", "dtype": "float64"}, {"name": "dv_ttm", "dtype": "float64"}, {"name": "total_share", "dtype": "float64"}, {"name": "float_share", "dtype": "float64"}, {"name": "free_share", "dtype": "float64"}, {"name": "total_mv", "dtype": "float64"}, {"name": "circ_mv", "dtype": "float64"}],
  "rows": [["000001.SZ", "20180702", 8.61, 0.7662, 1.7286, 1.28, 6.3753, 6.2723, 0.7267, 1.3975, 1.3934, 1.8351, 1.8351, 1717041.1366, 1717024.6773, 761029.0923, 14783724.1861, 14783582.4716]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/daily_basic",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

adj_factor — 复权因子

主日期列 trade_date

后复权基准复权因子，用于价格复权对齐。

GET /api/v1/entities/adj_factor

参数

无特有参数，通用参数见总览·通用协议。

字段（3 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
adj_factorfloat64复权因子

数据样例

{
  "entity": "adj_factor",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "adj_factor", "dtype": "float64"}],
  "rows": [["000001.SZ", "20090105", 35.906]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/adj_factor",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

stk_limit — 涨跌停价格

主日期列 trade_date

涨跌停上下限价，回测成本/涨跌停校验用。

GET /api/v1/entities/stk_limit

参数

无特有参数，通用参数见总览·通用协议。

字段（4 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
up_limitfloat64涨停价
down_limitfloat64跌停价

数据样例

{
  "entity": "stk_limit",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "up_limit", "dtype": "float64"}, {"name": "down_limit", "dtype": "float64"}],
  "rows": [["000001.SZ", "20200102", 18.1, 14.81]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/stk_limit",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

suspend_d — 停复牌

主日期列 trade_date

停牌时段与类型（一只票一天可能多段停牌）。

GET /api/v1/entities/suspend_d

参数

无特有参数，通用参数见总览·通用协议。

字段（4 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
suspend_timingstring停牌时段
suspend_typestring停牌类型

数据样例

{
  "entity": "suspend_d",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "suspend_timing", "dtype": "string"}, {"name": "suspend_type", "dtype": "string"}],
  "rows": [["000004.SZ", "20220505", null, "S"]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/suspend_d",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

stk_auction_o — 盘前竞价

主日期列 trade_date

盘前（集合竞价开盘）竞价行情。

GET /api/v1/entities/stk_auction_o

参数

无特有参数，通用参数见总览·通用协议。

字段（8 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
ts_typestring类型(STK/ETF)
timestring时间
pricefloat64价格
volfloat64成交量
amountfloat64成交额
pre_closefloat64昨收价

数据样例

{
  "entity": "stk_auction_o",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "ts_type", "dtype": "string"}, {"name": "time", "dtype": "string"}, {"name": "price", "dtype": "float64"}, {"name": "vol", "dtype": "float64"}, {"name": "amount", "dtype": "float64"}, {"name": "pre_close", "dtype": "float64"}],
  "rows": [["000001.SZ", "20090105", null, null, null, 136903.0, 1310160.96, null]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/stk_auction_o",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

stk_auction_c — 盘后竞价

主日期列 trade_date

盘后（集合竞价收盘）竞价行情。

GET /api/v1/entities/stk_auction_c

参数

无特有参数，通用参数见总览·通用协议。

字段（8 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
ts_typestring类型(STK/ETF)
timestring时间
pricefloat64价格
volfloat64成交量
amountfloat64成交额
pre_closefloat64昨收价

数据样例

{
  "entity": "stk_auction_c",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "ts_type", "dtype": "string"}, {"name": "time", "dtype": "string"}, {"name": "price", "dtype": "float64"}, {"name": "vol", "dtype": "float64"}, {"name": "amount", "dtype": "float64"}, {"name": "pre_close", "dtype": "float64"}],
  "rows": [["000001.SZ", "20090105", null, null, null, 15378086.4, 147969556.48, null]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/stk_auction_c",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])

stk_auction — 集合竞价成交明细

主日期列 trade_date

集合竞价逐笔成交明细（覆盖 STK/ETF）。

GET /api/v1/entities/stk_auction

参数

无特有参数，通用参数见总览·通用协议。

字段（8 个）

字段类型说明
ts_codestring股票代码
trade_datestring交易日期 YYYYMMDD
ts_typestring类型(STK/ETF)
timestring时间
pricefloat64成交价
volfloat64成交量
amountfloat64成交额
pre_closefloat64昨收价

数据样例

{
  "entity": "stk_auction",
  "data_version": "2026-08-14T22:50:21+00:00",
  "columns": [{"name": "ts_code", "dtype": "string"}, {"name": "trade_date", "dtype": "string"}, {"name": "ts_type", "dtype": "string"}, {"name": "time", "dtype": "string"}, {"name": "price", "dtype": "float64"}, {"name": "vol", "dtype": "float64"}, {"name": "amount", "dtype": "float64"}, {"name": "pre_close", "dtype": "float64"}],
  "rows": [["000001.SH", "20250909", null, null, 1536.31, 4796677.0, 7369181823.3, 3826.84]],
  "count": 1,
  "truncated": false,
  "next_cursor": null
}

Python 示例

import requests
r = requests.get(f"{BASE}/api/v1/entities/stk_auction",
                 params={"limit": 10},
                 headers={"Authorization": f"Bearer {TOKEN}"})
d = r.json()
print(d["columns"], d["rows"][0])