iFinD HTTP API 调用参考手册

本技能提供同花顺 iFinD HTTP API 的完整函数参考，用于编写通过 HTTP 请求获取金融数据的 Python 代码。

API 基础地址： https://quantapi.51ifind.com/api/v1/

触发条件

当用户需要：

• 编写调用 iFinD HTTP API 的 Python 代码
• 查询同花顺 API 某个接口的用法、参数或指标
• 获取 A 股/债券/基金/期货/宏观/期权数据（通过 HTTP 方式）
• 调试 iFinD API 调用错误
• 从 WindPy 迁移到 iFinD HTTP API

认证机制

iFinD 使用两层 token 鉴权：refresh_token（长期）→ access_token（短期，7天有效）。

获取 access_token

import requests
import json

REFRESH_TOKEN = "your_refresh_token_here"

# 获取当前有效的 access_token
resp = requests.post(
    "https://quantapi.51ifind.com/api/v1/get_access_token",
    headers={"Content-Type": "application/json", "refresh_token": REFRESH_TOKEN}
)
access_token = json.loads(resp.content)["data"]["access_token"]

# 或获取一个新的 access_token（会使所有旧 token 失效）
resp = requests.post(
    "https://quantapi.51ifind.com/api/v1/update_access_token",
    headers={"Content-Type": "application/json", "refresh_token": REFRESH_TOKEN}
)
access_token = json.loads(resp.content)["data"]["access_token"]

注意：

• access_token 7 天有效，最多绑定 20 个 IP
• refresh_token 与账号有效期一致，更新后所有旧 token 全部失效
• 每天 token 请求次数有限制

通用请求模板

import requests

BASE_URL = "https://quantapi.51ifind.com/api/v1"
ACCESS_TOKEN = "your_access_token"
HEADERS = {"Content-Type": "application/json", "access_token": ACCESS_TOKEN}

def ifind_request(endpoint, params):
    """通用 iFinD API 请求"""
    url = f"{BASE_URL}/{endpoint}"
    resp = requests.post(url, json=params, headers=HEADERS)
    data = resp.json()
    if data.get("errorcode") != 0:
        raise Exception(f"iFinD Error {data['errorcode']}: {data.get('errmsg', '')}")
    return data

通用返回结构

所有数据接口返回 JSON，包含以下字段：

核心数据接口

1. basic_data_service — 基础数据（截面）

获取多品种多指标的截面数据（对应 WindPy 的 w.wss()）。

URL: https://quantapi.51ifind.com/api/v1/basic_data_service

indipara 结构： indicator 为指标英文名，indiparams 为该指标的用户参数。推荐使用超级命令生成。

# 获取 ROE 和平均 ROE
params = {
    "codes": "300033.SZ,600030.SH",
    "indipara": [
        {"indicator": "ths_roe_stock", "indiparams": ["20241231"]},
        {"indicator": "ths_roe_avg_by_ths_stock", "indiparams": ["20241231"]}
    ]
}
data = ifind_request("basic_data_service", params)

2. date_sequence — 日期序列

获取多品种多指标的历史时间序列（对应 WindPy 的 w.wsd() + 自定义指标）。

URL: https://quantapi.51ifind.com/api/v1/date_sequence

functionpara 说明：

# 获取归母所有者权益合计和定期报告实际披露日期
params = {
    "codes": "300033.SZ,600030.SH",
    "startdate": "20230101",
    "enddate": "20241231",
    "functionpara": {"Days": "Alldays", "Fill": "Blank", "Interval": "Y"},
    "indipara": [
        {"indicator": "ths_total_equity_atoopc_stock", "indiparams": ["", "100"]},
        {"indicator": "ths_regular_report_actual_dd_stock", "indiparams": [""]}
    ]
}
data = ifind_request("date_sequence", params)

3. cmd_history_quotation — 历史行情

获取日/周/月级别的 OHLCV 等历史行情数据（对应 WindPy 的 w.wsd() 行情部分）。

URL: https://quantapi.51ifind.com/api/v1/cmd_history_quotation

indicators 常用指标（股票）： preClose(前收盘价), open(开盘), high(最高), low(最低), close(收盘), avgPrice(均价), change(涨跌), changeRatio(涨跌幅), volume(成交量), amount(成交额), turnoverRatio(换手率), totalShares(总股本), totalCapital(总市值), floatSharesOfAShares(A股流通股本), floatCapitalOfAShares(A股流通市值), pe_ttm(市盈率TTM), pe(PE), pb(PB), ps(PS), pcf(PCF)

indicators 特殊品种：

• 基金: netAssetValue(单位净值), adjustedNAV(复权净值), accumulatedNAV(累计净值)
• 指数: floatCapital(流通市值), pe_ttm_index(PE TTM)
• 债券: yieldMaturity(到期收益率), remainingTerm(剩余期限), modifiedDuration(修正久期)
• 期货: openInterest(持仓量), settlement(结算价)

functionpara 说明：

# 获取周线数据（后复权）
params = {
    "codes": "300033.SZ,600030.SH",
    "indicators": "open,close,volume",
    "startdate": "2024-08-25",
    "enddate": "2025-08-25",
    "functionpara": {"Interval": "W", "CPS": "3", "Currency": "RMB", "Fill": "Blank"}
}
data = ifind_request("cmd_history_quotation", params)

4. high_frequency — 高频序列（分钟级）

获取 1-60 分钟级别的 K 线数据（对应 WindPy 的 w.wsi()）。

URL: https://quantapi.51ifind.com/api/v1/high_frequency

indicators 通用指标： open, high, low, close, avgPrice, volume, amount, change, changeRatio, turnoverRatio, sellVolume(内盘), buyVolume(外盘)

indicators 技术指标（需同时在 functionpara.calculate 中设置参数）： MACD, KDJ, RSI, BOLL, MA, EXPMA, CCI, ATR, OBV, MFI 等 50+ 种技术指标。

选择技术指标时，需在 functionpara 中添加 calculate 字段：

# 分钟数据含技术指标
params = {
    "codes": "300033.SZ,600030.SH",
    "indicators": "open,high,SI,MACD,DPTB,OBV,KDJ",
    "starttime": "2018-01-01 09:15:00",
    "endtime": "2018-01-01 09:50:00",
    "functionpara": {
        "Interval": "1",    # 1分钟
        "Fill": "Original",
        "calculate": {
            "SI": "",
            "MACD": "12,26,9,MACD",     # 短周期,长周期,周期,{DIFF/DEA/MACD}
            "DPTB": "7,000001",          # 周期,大盘代码
            "OBV": "OBV_XZ",            # {OBV/OBV_XZ}
            "KDJ": "9,3,3,K"            # 周期,周期1,周期2,{K/D/J}
        }
    }
}
data = ifind_request("high_frequency", params)

functionpara 说明：

常用技术指标参数格式： 参见 references/technical-indicators.md

5. real_time_quotation — 实时行情

获取当前实时行情快照（对应 WindPy 的 w.wsq()）。

URL: https://quantapi.51ifind.com/api/v1/real_time_quotation

indicators 通用指标： tradeDate(交易日期), tradeTime(交易时间), preClose(前收盘价), open, high, low, latest(最新价), latestAmount(现额), latestVolume(现量), avgPrice(均价), change(涨跌), changeRatio(涨跌幅), upperLimit(涨停价), downLimit(跌停价), amount(成交额), volume(成交量), turnoverRatio(换手率), sellVolume(内盘), buyVolume(外盘)

股票扩展指标：

• 十档买卖: bid1bid10, ask1ask10, bidSize1bidSize10, askSize1askSize10
• 资金流向: mainInflow(主力流入), mainOutflow(主力流出), mainNetInflow(主力净流入), retailNetInflow(散户净流入), largeNetInflow(超大单净流入), bigNetInflow(大单净流入), middleNetInflow(中单净流入), smallNetInflow(小单净流入)
• 主动被动大中小单成交量/金额: activeBuyLargeAmt, activeSellLargeAmt, activeBuyLargeVol 等
• 涨跌幅: chg_1min(1分钟), chg_5d(5日), chg_10d, chg_20d, chg_60d, chg_120d, chg_250d, chg_year(年初至今)
• 其他: pe_ttm, pbr_lf(PB LF), mv(流通市值), totalCapital(总市值), suspensionFlag(停牌标志), riseDayCount(连涨天数)
• 盘后: post_lastest(盘后最新成交价), post_volume(盘后成交量)

指数专用： riseCount(上涨家数), fallCount(下跌家数), upLimitCount(涨停家数), downLimitCount(跌停家数)

期权专用： impliedVolatility(隐含波动率), delta, gamma, vega, theta, rho

# 实时行情
params = {"codes": "300033.SZ,600000.SH", "indicators": "open,high,low,latest,changeRatio,volume"}
data = ifind_request("real_time_quotation", params)

6. snap_shot — 日内快照

获取指定时间段内的盘口快照数据（对应 WindPy 的 w.wst()）。

URL: https://quantapi.51ifind.com/api/v1/snap_shot

注意： startDate 和 endDate 必须为同一天（-4209 错误）。

indicators： tradeDate, tradeTime, preClose, open, high, low, latest(现价), amt(成交额), vol(成交量), amount(累计成交额), volume(累计成交量), tradeNum(成交次数), 十档买卖盘 bid1bid10, ask1ask10, bidSize1bidSize10, askSize1askSize10, avgBuyPrice(均买价), avgSellPrice(均卖价), dealDirection(成交方向,仅当日), dealtype(成交性质,期货/期权)

params = {
    "codes": "300033.SZ,600030.SH",
    "indicators": "open,high,latest,volume",
    "starttime": "2025-08-25 09:30:00",
    "endtime": "2025-08-25 15:00:00"
}
data = ifind_request("snap_shot", params)

7. edb_service — 经济数据库 (EDB)

获取宏观经济指标数据（对应 WindPy 的 w.edb()）。

URL: https://quantapi.51ifind.com/api/v1/edb_service

functionpara 说明：

• startrtime — 更新起始时间（不勾选时省略）
• end rtime — 更新结束时间（不勾选时省略）

params = {
    "indicators": "M001620326,M002822183",
    "startdate": "2018-01-01",
    "enddate": "2024-12-31",
    "functionpara": {
        "startrtime": "2018-01-01 09:15:00",
        "end rtime": "2018-01-01 10:15:00"
    }
}
data = ifind_request("edb_service", params)

注意： 宏观指标代码推荐使用超级命令终端或网页版查询。

8. data_pool — 专题报表

获取专题报表数据（对应 WindPy 的 w.wset()）。

URL: https://quantapi.51ifind.com/api/v1/data_pool

# 查询 REITs 项目一览报表
params = {
    "reportname": "p03341",
    "functionpara": {
        "sdate": "20210421",
        "edate": "20211119",
        "xmzt": "全部",
        "jcsslx": "全部",
        "jys": "全部"
    },
    "outputpara": "p03341_f001:Y,p03341_f002:Y"
}
data = ifind_request("data_pool", params)

注意： 报表过多，functionpara 和 outputpara 推荐使用超级命令查看生成。

9. portfolio_manage — 组合管理

统一 URL，通过 func 字段区分功能。

URL: https://quantapi.51ifind.com/api/v1/portfolio_manage

(1) 组合新建 — func: "newportf"

params = {
    "func": "newportf",
    "name": "股债联动",
    "group": 11580,
    "performbm": {"code": "000300.SH", "name": "沪深300"},
    "supbm": {"code": "", "name": ""},
    "tday": "国内交易所",
    "curency": "CNY",
    "finacrate": "",
    "secrate": "",
    "info": "股票与债券结合的策略组合"
}
data = ifind_request("portfolio_manage", params)

(2) 组合导入 — func: "importf"

params = {
    "func": "importf",
    "name": "股债策略组合",
    "portfid": 161390,
    "content": [
        ["交易日期", "证券代码", "业务类型", "数量", "价格", "成交金额", "费用", "证券类型"],
        ["2020-03-30", "CNY", "现金存入", "", "", 10000000, "", ""],
        ["2020-04-01", "600000.SH", "买入", 100, 10.09, 1009, 5.225, "A股"]
    ]
}
data = ifind_request("portfolio_manage", params)

(3) 现金存取 — func: "cashacs"

params = {
    "func": "cashacs",
    "name": "组合名称",
    "portfid": 161390,
    "functionpara": {"acesscls": "101", "amount": "10000"}  # 101=存入, 102=取出
}

(4) 普通交易 — func: "deal"

params = {
    "func": "deal",
    "name": "股债策略组合",
    "portfid": 161390,
    "functionpara": {
        "thscode": "300033",
        "direct": "buy",       # buy/sell
        "codeName": "同花顺",
        "marketCode": "212100",
        "securityType": "001001",
        "price": 78.7,
        "volume": 100,
        "currency": "CNY",
        "fee": "0",
        "feep": 0,
        "rate": "1.00",
        "bonus": ""
    }
}

(5) 交易流水 — func: "query_exchange_records"

最大时间区间 7 天。indicators: date,code,name,dealPrice,dealNumber,realPrice,businessName,serviceCharge,type,currency,exchangeRate,marketName,importType

(6) 组合监控 — func: "query_overview"

indicators: category,thscode,stockName,newPrice,increase,increseRate,number,marketValue,weight,todayProfit,floatProfit,floatProfitRate,totalProfit,totalProfitRate,interestIncome,realizedProfit,positionPrice,positionCost,breakevenPrice,serviceCharge,moneyType,currentPrice,updateTime

(7) 持仓分析 — func: "query_positions"

indicators: categoryName,securityName,thsCode,weight,marketPrice,cost,wavepl,cumpl,price,increaseRate,amount,costPrice functionpara: {"penetrate": "false"} (false=不穿透, true=穿透)

(8) 绩效指标 — func: "query_perform"

functionpara: {"pfclass": "utnv", "cycle": "day"} (pfclass: perform/nasset/utnv; cycle: rquota/day/week/month/halfYear/year)

(9) 风险指标 — func: "query_risk_profits"

indicators: alpha,yield,annual_yield,sharpe_ratio,information_ratio,sortino_ratio,jensen_alpha,treynor_ratio,win_ratio,positiveMonth,beta,annual_volatility,tracking_error,downside_risk,value_at_risk,max_drawdown,maxdrawdownRepairNum,maxdownNum,max_cont_decline,rSquare functionpara: {"cycle": "day", "benchmark": "000300"}

10. smart_stock_picking — 智能选股

URL: https://quantapi.51ifind.com/api/v1/smart_stock_picking

params = {"searchstring": "个股热度", "searchtype": "stock"}
data = ifind_request("smart_stock_picking", params)

11. fund_valuation — 基金实时估值（分钟）

URL: https://quantapi.51ifind.com/api/v1/fund_valuation

outputpara 字段: changeRatioValuation(估值涨跌幅), realTimeValuation(基金实时估值), Deviation30TDays(30交易日估算平均偏差%), rank(最新估值涨跌幅排名)

params = {
    "codes": "000001.OF,000003.OF",
    "functionpara": {"onlyLastest": "0", "beginTime": "2021-08-24 09:15:00", "endTime": "2021-08-24 15:15:00"},
    "outputpara": "date:Y,th scode:Y,security_name:Y,weight:Y"
}
data = ifind_request("fund_valuation", params)

12. final_fund_valuation — 基金实时估值（日）

URL: https://quantapi.51ifind.com/api/v1/final_fund_valuation

outputpara 字段: finalValuation(日最终估值), netAssetValue(日实际净值), deviation(估值相对净值偏差率%)

params = {
    "codes": "000001.OF;000003.OF",
    "functionpara": {"beginDate": "2021-06-01", "endDate": "2021-09-02"},
    "outputpara": "finalValuation:Y,netAssetValue:Y,deviation:Y"
}
data = ifind_request("final_fund_valuation", params)

13. get_trade_dates — 日期查询

查询区间日期或区间日期数目。

URL: https://quantapi.51ifind.com/api/v1/get_trade_dates

functionpara 必填字段：

• mode — "1" 查询区间日期, "2" 查询区间日期数目
• dateType — "0" 交易日, "1" 日历日
• period — "D" 日, "W" 周, "M" 月, "Q" 季, "S" 半年, "Y" 年
• dateFormat — "0" YYYY-MM-DD, "1" YYYY/MM/DD, "2" YYYYMMDD
• periodnum — 时间周期偏移（正数第1日 "1", 倒数第1日 "-1"）

常用交易所代码：

# 查询上交所 2025-09-10 的交易日
params = {
    "marketcode": "212001",
    "functionpara": {"mode": "1", "dateType": "0", "period": "D", "dateFormat": "0"},
    "startdate": "2025-09-10",
    "enddate": "2025-09-10"
}
data = ifind_request("get_trade_dates", params)

14. get_trade_dates（日期偏移模式）

从基准日期前推/后退 N 个周期。

functionpara 说明：

• dateType — "0" 交易日, "1" 日历日
• period — 周期
• offset — "-5" 前推5个, "5" 后退5个
• dateFormat — 日期格式
• output — "sequencedate" 所有日期, "singledate" 单个日期

# 前推1天
params = {
    "marketcode": "212001",
    "functionpara": {
        "dateType": "0", "period": "D", "offset": "-1",
        "dateFormat": "0", "output": "sequencedate"
    },
    "startdate": "2025-09-10"
}
data = ifind_request("get_trade_dates", params)

15. get_data_volume — 数据量查询

无需参数，仅需传入 token 访问。

URL: https://quantapi.51ifind.com/api/v1/get_data_volume

16. get_error_message — 错误信息查询

URL: https://quantapi.51ifind.com/api/v1/get_error_message

params = {"errorcode": -1}
data = ifind_request("get_error_message", params)

17. get_thscode — 证券代码转换

将行情代码或证券简称转为同花顺代码。

URL: https://quantapi.51ifind.com/api/v1/get_thscode

params = {
    "seccode": "300033",
    "functionpara": {
        "mode": "seccode", "sectype": "", "market": "",
        "tradestatus": "0", "isexact": "0"
    }
}
data = ifind_request("get_thscode", params)

18. report_query — 公告查询

URL: https://quantapi.51ifind.com/api/v1/report_query

functionpara 说明：

• mode — "allAStock" 全部A股, "allBond" 全部债券（codes 为空时必填）
• reportType — "903" 全部, "901" 等按类型筛选
• beginrDate / endrDate — 公告日期范围
• begincTime / endcTime — 发布时间范围
• keyWord — 标题关键词

outputpara 字段： reportDate(公告日期), thscode(证券代码), secName(证券简称), ctime(发布时间), reportTitle(公告标题), pdfURL(公告链接), seq(唯一标号)

params = {
    "codes": "300033.SZ,600000.SH",
    "functionpara": {"reportType": "901"},
    "beginrDate": "2024-09-10",
    "endrDate": "2025-09-10",
    "outputpara": "reportDate:Y,thscode:Y,secName:Y,ctime:Y,reportTitle:Y,pdfURL:Y,seq:Y"
}
data = ifind_request("report_query", params)

完整示例：A 股日线数据获取

import requests
import json
import pandas as pd

# === 配置 ===
REFRESH_TOKEN = "your_refresh_token"
BASE_URL = "https://quantapi.51ifind.com/api/v1"

# === 获取 token ===
resp = requests.post(
    f"{BASE_URL}/get_access_token",
    headers={"Content-Type": "application/json", "refresh_token": REFRESH_TOKEN}
)
ACCESS_TOKEN = json.loads(resp.content)["data"]["access_token"]
HEADERS = {"Content-Type": "application/json", "access_token": ACCESS_TOKEN}

def ifind_request(endpoint, params):
    resp = requests.post(f"{BASE_URL}/{endpoint}", json=params, headers=HEADERS)
    return resp.json()

# === 获取历史行情 ===
result = ifind_request("cmd_history_quotation", {
    "codes": "600519.SH,000858.SZ",
    "indicators": "open,high,low,close,volume,amount,changeRatio",
    "startdate": "2024-01-01",
    "enddate": "2024-12-31",
    "functionpara": {"Interval": "D", "CPS": "3", "Fill": "Previous"}
})

# === 解析为 DataFrame ===
if result["errorcode"] == 0:
    for table in result["tables"]:
        code = table["thscode"]
        df = pd.DataFrame(table["table"])
        print(f"\n{code}:")
        print(df.head())

与 WindPy SDK 的对应关系

错误码速查

完整错误码见 references/error-codes.md

养老金产品数据

养老金产品使用 .YLJ 后缀，通过 date_sequence 接口获取数据。

代码格式： {管理人前缀}{产品类型}{编号}.YLJ

管理人前缀： 00(社保), 02(博时), 05(大成), 07(工银瑞信), 10(海富通), 11(华夏), 15(嘉实), 18(南方), 20(鹏华), 48(易方达), 51(银华), CJ(长江养老), CL(长城人寿), HT(华泰), JX(建信养老金), PA(平安养老), RB(人保), TP(太平养老), TZ(泰康资产), XH(新华养老), ZJ(中金), ZX(中信)

常用指标： ths_unit_nv_fund(单位净值), ths_fund_short_name_fund(基金简称), ths_fund_establishment_date_fund(成立日), ths_rsbfl_pension(人社部分类, indiparams=["100"]), ths_invest_manager_current_obcm(投资经理)

# 获取权益型养老金产品净值
params = {
    "codes": "00A001.YLJ,02A001.YLJ,05A001.YLJ,07A003.YLJ,10A001.YLJ",
    "startdate": "2026-02-10",
    "enddate": "2026-03-10",
    "indipara": [
        {"indicator": "ths_unit_nv_fund", "indiparams": [""]},
        {"indicator": "ths_fund_short_name_fund", "indiparams": [""]},
        {"indicator": "ths_rsbfl_pension", "indiparams": ["100"]}
    ]
}
data = ifind_request("date_sequence", params)

完整代码清单、管理人对照表、THS_DS 命令转换规则见 references/pension-fund-products.md

养老金产品名称检索

产品代码与名称的对应关系存储在 SQLite 数据库 data/pension_products.db 中，提供全文搜索能力。

使用查询脚本：

# 按名称搜索
python scripts/query_pension.py search "平安稳健"

# 按代码查找
python scripts/query_pension.py code PAA001.YLJ

# 按管理人筛选
python scripts/query_pension.py manager PA

# 按产品类型筛选（A=权益/B=混合/C=债券/D=货币，或子类 Ca/Cb/Cf/Cg）
python scripts/query_pension.py type A

# 组合筛选
python scripts/query_pension.py filter --manager PA --type A

# 统计概览
python scripts/query_pension.py stats

# 导出 CSV
python scripts/query_pension.py export output.csv

在代码中使用查询模块：

from scripts.query_pension import search, get_by_code, get_by_manager, filter_products

# 全文搜索
results = search("data/pension_products.db", "增值")

# 精确查找
product = get_by_code("data/pension_products.db", "PAA001.YLJ")
print(product["name"])  # 产品名称

# 组合筛选
products = filter_products("data/pension_products.db", manager="PA", ptype="A")
codes = ",".join(p["code"] for p in products)  # 拼接代码串用于 API 调用

构建/更新数据库：

export IFIND_REFRESH_TOKEN="your_token"
python scripts/build_pension_db.py --source ifind/基础信息数据.md

数据库 Schema 见 references/pension-db-schema.md

注意事项

1. 请求方法 全部为 POST，Content-Type 为 application/json
2. Headers 必须包含 access_token（数据请求）或 refresh_token（token 操作）
3. 日期格式 支持 YYYYMMDD、YYYY-MM-DD、YYYY/MM/DD 三种
4. 返回编码 统一 unicode
5. 请求参数 需统一处理为 urlencode，支持 gzip/deflate 压缩
6. 数据限制 每分钟 600 请求，各类数据有周/月配额
7. snap_shot 的起止日期必须为同一天
8. 指标名称 推荐使用 Windows 超级命令终端或网页版生成
9. 代码格式 与 Wind 一致：600519.SH(沪), 000001.SZ(深), 000001.OF(基金)