行业趋势 Industry Trends · A-share

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市场恐贪指数 Market Fear & Greed

申万一级行业 估值与情绪 SW L1 Valuation & Sentiment

便宜/恐惧 昂贵/贪婪 (颜色 = 所选指标,点击查看走势)

期权波动率 QVIX China Options Volatility Index

QVIX 是基于 50ETF / 300ETF 期权隐含波动率的“中国版 VIX”,数值越高代表市场恐慌情绪越强。作为恐贪指数上线前的过渡参考。

申万二级行业明细 SW L2 Detail

数据接口 Data Contract

恐贪指数为本人回测系统方法的 Tushare 数据移植版(见上方“方法说明”)。本页只读取一个 JSON:/data/industry/latest.json(schema industry.v1)。服务器上的周度任务生成它;未来恐贪指数任务只需填充 market.fear_greed 与各行业 fg_score / fg_band 字段,页面会自动显示。

查看 schema 摘要
{
  "schema": "industry.v1",
  "generated_at": "ISO-8601 UTC", "asof": "YYYY-MM-DD",
  "source": "string", "method": "string",
  "market": {
    "fear_greed": null | { "score": 0-100, "band": "极度恐惧|恐惧|中性|贪婪|极度贪婪",
                           "asof": "YYYY-MM-DD", "history": [["YYYY-MM-DD", score], ...] },
    "qvix": { "50etf": { "last", "last_date", "pctile_all", "pctile_3y", "start",
                         "history": [["YYYY-MM-DD", value], ...] }, "300etf": {...} }
  },
  "industries": [ { "code": "801010.SI", "name": "农林牧渔", "level": "L1|L2",
                    "pb", "pe", "pb_pctile_all", "pb_pctile_10y", "pb_pctile_3y",  // 0-100
                    "pb_chg_1w",  // % vs ~1 week ago
                    "history_start", "last_date",
                    "fg_score": null | 0-100, "fg_band": null | "..." } ],
  "pb_pctile_history": { "801010.SI": [["YYYY-MM-DD", pctile_10y], ...] }  // weekly, L1
}