语法指南 | 发明者量化

内置函数

结构体

内置变量

exchange.GetFundings

exchange.GetFundings()函数用于获取当前周期的资金费率数据。


    
    
    
exchange.GetFundings()


    
    
    
exchange.GetFundings(symbol)

示例

使用期货交易所对象，在回测系统中调用exchange.GetFundings()函数。在调用任何行情函数之前，GetFundings 仅返回当前默认交易对的 Funding 数据；在调用行情函数之后，则会返回所有已请求过的品种的 Funding 数据。可参考以下测试示例：


    javascript
    
    
/*backtest
start: 2024-10-01 00:00:00
end: 2024-10-23 00:05:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDC"}]
*/

function main() {
    // LPT_USDT.swap 4小时周期
    var symbols = ["SOL_USDT.swap", "ETH_USDT.swap", "LTC_USDT.swap", "SOL_USDC.swap", "ETH_USDC.swap", "BTC_USD.swap", "BTC_USDT.quarter", "LPT_USDT.swap"]
    for (var symbol of symbols) {
        exchange.GetTicker(symbol)
    }

    var arr = []
    var arrParams = ["no param", "LTC_USDT.swap", "USDT.swap", "USD.swap", "USDC.swap", "USDT.futures", "BTC_USDT.quarter"]
    for (var p of arrParams) {
        if (p == "no param") {
            arr.push(exchange.GetFundings())
        } else {
            arr.push(exchange.GetFundings(p))
        }
    }

    var tbls = []
    var index = 0
    for (var fundings of arr) {
        var tbl = {
            "type": "table",
            "title": arrParams[index],
            "cols": ["Symbol", "Interval", "Time", "Rate"],
            "rows": [],
        }

        for (var f of fundings) {
            tbl["rows"].push([f.Symbol, f.Interval / 3600000, _D(f.Time), f.Rate * 100 + " %"])
        }
        tbls.push(tbl)
        index++
    }

    LogStatus(_D(), "\n Requested symbols:", symbols, "\n`" + JSON.stringify(tbls) + "`")
}


    python
    
    
'''backtest
start: 2024-10-01 00:00:00
end: 2024-10-23 00:05:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDC"}]
'''

import json

def main():
    # LPT_USDT.swap 4小时周期
    symbols = ["SOL_USDT.swap", "ETH_USDT.swap", "LTC_USDT.swap", "SOL_USDC.swap", "ETH_USDC.swap", "BTC_USD.swap", "BTC_USDT.quarter", "LPT_USDT.swap"]
    for symbol in symbols:
        exchange.GetTicker(symbol)

    arr = []
    arrParams = ["no param", "LTC_USDT.swap", "USDT.swap", "USD.swap", "USDC.swap", "USDT.futures", "BTC_USDT.quarter"]
    for p in arrParams:
        if p == "no param":
            arr.append(exchange.GetFundings())
        else:
            arr.append(exchange.GetFundings(p))

    tbls = []
    index = 0
    for fundings in arr:
        tbl = {
            "type": "table",
            "title": arrParams[index],
            "cols": ["Symbol", "Interval", "Time", "Rate"],
            "rows": [],
        }

        for f in fundings:
            tbl["rows"].append([f["Symbol"], f["Interval"] / 3600000, _D(f["Time"]), str(f["Rate"] * 100) + " %"])

        tbls.append(tbl)
        index += 1

    LogStatus(_D(), "\n Requested symbols:", symbols, "\n`" + json.dumps(tbls) + "`")


    rust
    
    
/*backtest
start: 2024-10-01 00:00:00
end: 2024-10-23 00:05:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDC"}]
*/

fn main() {
    // LPT_USDT.swap 4小时周期
    let symbols = ["SOL_USDT.swap", "ETH_USDT.swap", "LTC_USDT.swap", "SOL_USDC.swap", "ETH_USDC.swap", "BTC_USD.swap", "BTC_USDT.quarter", "LPT_USDT.swap"];
    for symbol in symbols {
        exchange.GetTicker(symbol);
    }

    let mut arr: Vec<Vec<Funding>> = Vec::new();
    let arrParams = ["no param", "LTC_USDT.swap", "USDT.swap", "USD.swap", "USDC.swap", "USDT.futures", "BTC_USDT.quarter"];
    for p in arrParams {
        if p == "no param" {
            arr.push(exchange.GetFundings(None).unwrap());
        } else {
            arr.push(exchange.GetFundings(p).unwrap());
        }
    }

    // Rust SDK 没有JSON序列化，使用format!拼接表格的JSON文本
    let mut tbls: Vec<String> = Vec::new();
    for (index, fundings) in arr.iter().enumerate() {
        let mut rows: Vec<String> = Vec::new();
        for f in fundings {
            rows.push(format!(r#"["{}", {}, "{}", "{} %"]"#, f.Symbol, f.Interval as f64 / 3600000.0, _D(f.Time), f.Rate * 100.0));
        }
        let tbl = format!(r#"{{"type": "table", "title": "{}", "cols": ["Symbol", "Interval", "Time", "Rate"], "rows": [{}]}}"#, arrParams[index], rows.join(","));
        tbls.push(tbl);
    }

    LogStatus!(_D(None), "\n Requested symbols:", format!("{:?}", symbols), format!("\n`[{}]`", tbls.join(",")));
}


    c++
    
    
/*backtest
start: 2024-10-01 00:00:00
end: 2024-10-23 00:05:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDC"}]
*/

void main() {
    // LPT_USDT.swap 4小时周期
    json arrSymbol = R"([])"_json;
    std::string symbols[] = {"SOL_USDT.swap", "ETH_USDT.swap", "LTC_USDT.swap", "SOL_USDC.swap", "ETH_USDC.swap", "BTC_USD.swap", "BTC_USDT.quarter", "LPT_USDT.swap"};
    for (const std::string& symbol : symbols) {
        exchange.GetTicker(symbol);
        arrSymbol.push_back(symbol);
    }

    std::vector<std::vector<Funding>> arr = {};
    std::string arrParams[] = {"no param", "LTC_USDT.swap", "USDT.swap", "USD.swap", "USDC.swap", "USDT.futures", "BTC_USDT.quarter"};
    for (const std::string& p : arrParams) {
        if (p == "no param") {
            arr.push_back(exchange.GetFundings());
        } else {
            arr.push_back(exchange.GetFundings(p));
        }
    }

    json tbls = R"([])"_json;
    int index = 0;
    for (int i = 0; i < arr.size(); i++) {
        auto fundings = arr[i];

        json tbl = R"({
            "type": "table",
            "cols": ["Symbol", "Interval", "Time", "Rate"],
            "rows": []
        })"_json;
        tbl["title"] = arrParams[index];

        for (int j = 0; j < fundings.size(); j++) {
            auto f = fundings[j];
            // json arrJson = {f.Symbol, f.Interval / 3600000, _D(f.Time), string(f.Rate * 100) + " %"};
            json arrJson = {f.Symbol, f.Interval / 3600000, _D(f.Time), f.Rate};
            tbl["rows"].push_back(arrJson);
        }
        tbls.push_back(tbl);
        index++;
    }

    LogStatus(_D(), "\n Requested symbols:", arrSymbol.dump(), "\n`" + tbls.dump() + "`");
}

返回值

类型	描述
`Funding`数组 / 空值	`exchange.GetFundings()`函数请求数据成功时返回`Funding`结构数组，请求数据失败时返回空值。

参数

名称	类型	必填	描述
symbol	string	否	参数`symbol`用于指定所要查询的交易品种或交易品种范围。若不传入`symbol`参数，则默认以当前交易对、合约代码所在的维度范围，请求所有品种的当期资金费率数据。

参考

Funding

备注

对于不支持批量查询资金费率数据的期货交易所，若将symbol参数指定为查询范围（例如USDT.swap）或不传入symbol参数，接口将会报错。使用这类期货交易所对象调用GetFundings()函数时，必须将symbol参数指定为具体的某个永续合约品种，才能查询到该品种的当期资金费率数据。

exchange.GetFundings()函数支持实盘与回测系统。

不支持批量获取资金费率数据的交易所：Futures_Bitget、Futures_OKX、Futures_MEXC、Futures_Deribit、Futures_Crypto。调用时需传入symbol参数指定具体的品种代码，例如：ETH_USDT.swap。

不支持exchange.GetFundings()函数的交易所：

函数名	不支持的现货交易所	不支持的期货交易所
GetFundings	--	Futures_DigiFinex