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POST
/
v1
/
quant
/
factors
/
compute
Compute factor values
curl --request POST \
  --url https://api.reportify.cn/v1/quant/factors/compute \
  --header 'Authorization: Bearer <token>' \
  --header 'Content-Type: application/json' \
  --data '
{
  "symbols": [
    "<string>"
  ],
  "formula": "<string>",
  "market": "cn",
  "start_date": "2023-12-25",
  "end_date": "2023-12-25"
}
'
{
  "datas": [
    {
      "date": "2023-12-25",
      "symbol": "<string>",
      "name": "<string>",
      "name_en": "<string>",
      "close": 123,
      "factor_value": 123,
      "indicators": {}
    }
  ],
  "metadata": {
    "formula": "<string>",
    "start_date": "2023-12-25",
    "end_date": "2023-12-25",
    "total_rows": 123,
    "fields": [
      "<string>"
    ],
    "indicators": [
      "<string>"
    ]
  }
}

Documentation Index

Fetch the complete documentation index at: https://docs.reportify.cn/llms.txt

Use this file to discover all available pages before exploring further.

计算指定股票的因子数据，支持技术因子和基本面因子，公式使用麦语言语法（兼容通达信/同花顺）。 
curl -X POST https://api.reportify.cn/v1/quant/factors/compute \
  -H "Authorization: Bearer <token>" \
  -H "Content-Type: application/json" \
  -d '{
    "market": "cn",
    "symbols": ["000001", "000002"],
    "formula": "RSI(14)",
    "start_date": "2026-01-01",
    "end_date": "2026-01-10"
  }'

​
请求参数

​
market
string
default:"cn"
股票市场：cn（A股）, hk（港股）, us（美股）
​
symbols
string[]
required
股票代码列表
​
formula
string
required
因子公式
​
start_date
string
开始日期，格式：YYYY-MM-DD（默认：3 个月前）
​
end_date
string
结束日期，格式：YYYY-MM-DD（默认：今天）

​
公式示例

​
技术因子

公式类型描述
RSI(14)数值RSI 指标值
MACD().dif数值MACD DIF 线
CLOSE > MA(CLOSE, 20)布尔收盘价高于 20 日均线
(CLOSE - MA(CLOSE, 20)) / MA(CLOSE, 20) * 100数值偏离 MA20 的百分比

​
基本面因子

公式类型描述
PE()数值市盈率
PE_TTM()数值市盈率（TTM）
PB()数值市净率
ROE()数值净资产收益率
ROA()数值总资产收益率
INCOME.net_profit数值利润表 - 净利润
BALANCESHEET.total_assets数值资产负债表 - 总资产
PE() < 20布尔市盈率小于 20
ROE() > 0.15布尔ROE 大于 15%

​
运算符

类型运算符示例
比较>, <, >=, <=, ==, !=CLOSE > MA(CLOSE, 20)
逻辑与& 或 AND(RSI(14) < 30) & (CLOSE > MA(CLOSE, 20))
逻辑或| 或 OR(RSI(14) < 30) | (RSI(14) > 70)
逻辑非~ 或 NOTNOT (CLOSE > MA(CLOSE, 20))
算术+, -, *, /(CLOSE - MA(CLOSE, 20)) / MA(CLOSE, 20) * 100

​
支持的变量

变量别名描述
CLOSEC收盘价
OPENO开盘价
HIGHH最高价
LOWL最低价
VOLUMEV, VOL成交量
AMOUNT-成交额

​
支持的函数

级别函数
Level 0MA, EMA, SMA, REF, HHV, LLV, STD, SUM, ABS, MAX, MIN, IF…
Level 1CROSS, CROSSDOWN, COUNT, EVERY, EXIST, BARSLAST…
Level 2 技术RSI, MACD, BOLL, KDJ, WR, ATR, CCI, BIAS, PSY…
Level 2 基本面PE(), PB(), PS(), ROE(), ROA(), EPS(), BPS(), CURRENT_RATIO()…

​
响应参数

​
datas
array
因子数据列表，包含 symbol、date 和因子值
​
metadata
object
计算元数据

​
响应示例

​
数值因子

{
  "datas": [
    {
      "symbol": "000001",
      "date": "2026-01-10",
      "value": 58.32
    },
    {
      "symbol": "000001",
      "date": "2026-01-09",
      "value": 56.78
    }
  ],
  "metadata": {
    "formula": "RSI(14)",
    "market": "cn",
    "count": 2
  }
}

​
布尔因子

{
  "datas": [
    {
      "symbol": "000001",
      "date": "2026-01-10",
      "value": true
    },
    {
      "symbol": "000002",
      "date": "2026-01-10",
      "value": false
    }
  ],
  "metadata": {
    "formula": "CLOSE > MA(CLOSE, 20)",
    "market": "cn",
    "count": 2
  }
}

​
基本面因子

{
  "datas": [
    {
      "symbol": "000001",
      "date": "2026-01-10",
      "value": 8.52
    },
    {
      "symbol": "600519",
      "date": "2026-01-10",
      "value": 28.65
    }
  ],
  "metadata": {
    "formula": "PE_TTM()",
    "market": "cn",
    "count": 2
  }
}

​
MACD DIF 线

{
  "datas": [
    {
      "symbol": "000001",
      "date": "2026-01-10",
      "value": 0.125
    },
    {
      "symbol": "000001",
      "date": "2026-01-09",
      "value": 0.118
    }
  ],
  "metadata": {
    "formula": "MACD().dif",
    "market": "cn",
    "count": 2
  }
}

Authorizations

​
Authorization
string
header
required

Enter your Bearer token

Body

application/json

Input for factor computation.

​
symbols
string[]
required

Stock code list, e.g., ["600519", "000001"] for CN market (required)

​
formula
string
required

Factor formula (required)

​
market
enum<string>
default:cn

Stock market

Available options:
cn,
hk,
us
​
start_date
string<date> | null

Start date (optional, default: 3 months ago)

​
end_date
string<date> | null

End date (optional, default: today)

Response

Successful Response

Output for factor computation.

​
datas
Datas · object[]
required

Factor data list with symbol, date, name, close, factor_value, and indicators

​
metadata
object
required