# 富途量化交易手册 > 富途牛牛量化交易 Python API 完整参考手册，共 286 篇文档。 > 涵盖技术指标、交易执行、行情分析、账户管理、风险管理等功能。 ## 技术指标 ### 趋势指标 - [MA](/docs/futu-quant/indicators/trend/ma) - [EMA](/docs/futu-quant/indicators/trend/ema) - [SAR 停损点转向指标](/docs/futu-quant/indicators/trend/is-sar-up-trend) - [BBI](/docs/futu-quant/indicators/trend/bbi) - [ALLIGAT](/docs/futu-quant/indicators/trend/alligat) - [TEMA](/docs/futu-quant/indicators/trend/tema) - [DEMA](/docs/futu-quant/indicators/trend/dema) - [TWAP](/docs/futu-quant/indicators/trend/twap) - [VWMA](/docs/futu-quant/indicators/trend/vwma) - [WMA](/docs/futu-quant/indicators/trend/wma) - [HMA](/docs/futu-quant/indicators/trend/hma) - [LSMA](/docs/futu-quant/indicators/trend/lsma) - [TSF](/docs/futu-quant/indicators/trend/tsf) - [VOLAT 历史波动率](/docs/futu-quant/indicators/trend/historical-volatility) - [MACD](/docs/futu-quant/indicators/trend/macd-dif) - [DMA](/docs/futu-quant/indicators/trend/dma) - [DMI](/docs/futu-quant/indicators/trend/dmi) - [EMV](/docs/futu-quant/indicators/trend/emv) - [VMACD](/docs/futu-quant/indicators/trend/vmacd) - [TRIX](/docs/futu-quant/indicators/trend/trix) - [PRICEOSC](/docs/futu-quant/indicators/trend/priceosc) - [DDI](/docs/futu-quant/indicators/trend/ddi) - [MI](/docs/futu-quant/indicators/trend/mi) - [ATR 真实波幅](/docs/futu-quant/indicators/trend/atr-tr) - [SI](/docs/futu-quant/indicators/trend/si) - [TOWER](/docs/futu-quant/indicators/trend/tower) - [EWO](/docs/futu-quant/indicators/trend/ewo) - [RVI](/docs/futu-quant/indicators/trend/rvi) - [HLVOL](/docs/futu-quant/indicators/trend/hlvol) - [RMI](/docs/futu-quant/indicators/trend/rmi) - [SMIE](/docs/futu-quant/indicators/trend/smie) - [SMIEO](/docs/futu-quant/indicators/trend/smieo) - [AROON](/docs/futu-quant/indicators/trend/aroon) - [CHOP](/docs/futu-quant/indicators/trend/chop) - [HADIFF](/docs/futu-quant/indicators/trend/hadiff) - [ER](/docs/futu-quant/indicators/trend/er) - [FISHER](/docs/futu-quant/indicators/trend/fisher) - [SQUEEZE](/docs/futu-quant/indicators/trend/squeeze) - [FO](/docs/futu-quant/indicators/trend/fo) ### 超买超卖指标 - [MFI](/docs/futu-quant/indicators/oscillators/mfi) - [KDJ](/docs/futu-quant/indicators/oscillators/is-kdj-golden-cross) - [CCI](/docs/futu-quant/indicators/oscillators/cci) - [MTM](/docs/futu-quant/indicators/oscillators/mtm) - [OSC](/docs/futu-quant/indicators/oscillators/osc) - [RSI](/docs/futu-quant/indicators/oscillators/is-rsi-golden-cross) - [WMSR](/docs/futu-quant/indicators/oscillators/wmsr) - [BIAS](/docs/futu-quant/indicators/oscillators/bias) - [ADTM](/docs/futu-quant/indicators/oscillators/adtm) - [B3612](/docs/futu-quant/indicators/oscillators/b3612) - [SLOWKD](/docs/futu-quant/indicators/oscillators/slowkd) - [VROC](/docs/futu-quant/indicators/oscillators/vroc) - [DBCD](/docs/futu-quant/indicators/oscillators/dbcd) - [ROC](/docs/futu-quant/indicators/oscillators/roc) - [SRDM](/docs/futu-quant/indicators/oscillators/srdm) - [DPO](/docs/futu-quant/indicators/oscillators/dpo) - [VRSI](/docs/futu-quant/indicators/oscillators/vrsi) - [MASS](/docs/futu-quant/indicators/oscillators/mass) - [SRSI](/docs/futu-quant/indicators/oscillators/srsi) - [TSI](/docs/futu-quant/indicators/oscillators/tsi) - [STOCHRSI](/docs/futu-quant/indicators/oscillators/stochrsi) - [BOP](/docs/futu-quant/indicators/oscillators/bop) - [STOCHRSI](/docs/futu-quant/indicators/oscillators/stochrsi-2) - [CMO](/docs/futu-quant/indicators/oscillators/cmo) - [CRSI](/docs/futu-quant/indicators/oscillators/crsi) - [RVGI](/docs/futu-quant/indicators/oscillators/rvgi) - [RCI](/docs/futu-quant/indicators/oscillators/rci) ### 量价指标 - [VWAP 成交量加权平均价](/docs/futu-quant/indicators/volume/vwap) - [ARBR](/docs/futu-quant/indicators/volume/arbr) - [CR](/docs/futu-quant/indicators/volume/cr) - [PSY](/docs/futu-quant/indicators/volume/psy) - [VR](/docs/futu-quant/indicators/volume/vr) - [OBV](/docs/futu-quant/indicators/volume/obv) - [PER](/docs/futu-quant/indicators/volume/per) - [TOR](/docs/futu-quant/indicators/volume/tor) - [WVAD](/docs/futu-quant/indicators/volume/wvad) - [VOLTDX](/docs/futu-quant/indicators/volume/voltdx) - [CYC](/docs/futu-quant/indicators/volume/cyc) - [MAVOL](/docs/futu-quant/indicators/volume/mavol) - [VSTD](/docs/futu-quant/indicators/volume/vstd) - [VOSC](/docs/futu-quant/indicators/volume/vosc) - [VOL](/docs/futu-quant/indicators/volume/vol) - [NVOL](/docs/futu-quant/indicators/volume/nvol) - [EFI](/docs/futu-quant/indicators/volume/efi) - [KO](/docs/futu-quant/indicators/volume/ko) ### 压力支撑指标 - [BOLL](/docs/futu-quant/indicators/support-resistance/is-boll-cross-above-upper) - [CDP](/docs/futu-quant/indicators/support-resistance/cdp) - [ENE](/docs/futu-quant/indicators/support-resistance/ene) - [MIKE](/docs/futu-quant/indicators/support-resistance/mike) - [BBIBOLL](/docs/futu-quant/indicators/support-resistance/bbiboll) - [KC](/docs/futu-quant/indicators/support-resistance/kc) - [DC](/docs/futu-quant/indicators/support-resistance/dc) - [PPSW](/docs/futu-quant/indicators/support-resistance/ppsw) - [CKS](/docs/futu-quant/indicators/support-resistance/cks) - [BBW](/docs/futu-quant/indicators/support-resistance/bbw) - [IC](/docs/futu-quant/indicators/support-resistance/ic) - [NINE 神奇九转](/docs/futu-quant/indicators/support-resistance/is-nine-up-structure) ### 其他指标 - [RC](/docs/futu-quant/indicators/other/rc) - [SRMI](/docs/futu-quant/indicators/other/srmi) - [MICD](/docs/futu-quant/indicators/other/micd) - [RCCD](/docs/futu-quant/indicators/other/rccd) - [CVLT](/docs/futu-quant/indicators/other/cvlt) - [HSLC](/docs/futu-quant/indicators/other/hslc) - [SVSI](/docs/futu-quant/indicators/other/svsi) ## 交易执行 - [限价单](/docs/futu-quant/trading/place-limit) - [市价单](/docs/futu-quant/trading/place-market) - [止损限价单](/docs/futu-quant/trading/place-stop-limit) - [止损市价单](/docs/futu-quant/trading/place-stop) - [触及限价单（止盈）](/docs/futu-quant/trading/place-limit-if-touched) - [触及市价单（止盈）](/docs/futu-quant/trading/place-market-if-touched) - [跟踪止损限价单](/docs/futu-quant/trading/place-trailing-stop-limit) - [跟踪止损市价单](/docs/futu-quant/trading/place-trailing-stop) - [改单](/docs/futu-quant/trading/modify-order) - [撤单](/docs/futu-quant/trading/cancel-order-by-symbol) - [全部清仓](/docs/futu-quant/trading/liquidate) - [期货反手](/docs/futu-quant/trading/reverse-positions) - [期货移仓](/docs/futu-quant/trading/rolling-positions) - [平仓](/docs/futu-quant/trading/close-positions) ## 消息推送 ### 消息提醒 - [消息推送](/docs/futu-quant/notifications/alerts/alert) ## 行情分析 ### 标的信息 - [标的名称](/docs/futu-quant/market-data/symbol-info/get-symbol-name) - [标的代码](/docs/futu-quant/market-data/symbol-info/get-symbol-code) - [标的所属市场](/docs/futu-quant/market-data/symbol-info/get-symbol-market) - [标的品类](/docs/futu-quant/market-data/symbol-info/get-symbol-type) - [标的计价币种](/docs/futu-quant/market-data/symbol-info/get-symbol-currency) ### 价格 - [最新价格](/docs/futu-quant/market-data/price/current-price) - [K 线开盘价](/docs/futu-quant/market-data/price/bar-open) - [K 线收盘价](/docs/futu-quant/market-data/price/bar-close) - [K 线最高价](/docs/futu-quant/market-data/price/bar-high) - [K 线最低价](/docs/futu-quant/market-data/price/bar-low) - [振幅](/docs/futu-quant/market-data/price/amplitude) - [K 线涨跌额](/docs/futu-quant/market-data/price/bar-chg) - [K 线涨跌幅](/docs/futu-quant/market-data/price/bar-chg-rate) ### 波动特征 - [隐含波动率](/docs/futu-quant/market-data/volatility/implied-volatility) - [历史波动率](/docs/futu-quant/market-data/volatility/historical-volatility-30d) ### 成交量能 - [K 线成交量](/docs/futu-quant/market-data/volume-energy/bar-volume) - [K 线成交额](/docs/futu-quant/market-data/volume-energy/bar-turnover) - [K 线换手率](/docs/futu-quant/market-data/volume-energy/bar-turnover-rate) - [量比](/docs/futu-quant/market-data/volume-energy/volume-ratio) ### 基础参数 - [当前市场状态](/docs/futu-quant/market-data/basic-params/market-status) - [美股市场状态](/docs/futu-quant/market-data/basic-params/usmarket-status) - [当前时间](/docs/futu-quant/market-data/basic-params/device-time) - [合约乘数](/docs/futu-quant/market-data/basic-params/contract-multiplier) - [每手股数](/docs/futu-quant/market-data/basic-params/lot-size) - [是否停牌](/docs/futu-quant/market-data/basic-params/is-suspended) - [最小变动价格](/docs/futu-quant/market-data/basic-params/min-tick) ### 权证类 - [窝轮换股比率](/docs/futu-quant/market-data/warrants/warrant-conversion-ratio) - [窝轮行使价格](/docs/futu-quant/market-data/warrants/warrant-strike-price) - [窝轮杠杆比率](/docs/futu-quant/market-data/warrants/warrant-leverage-price) - [窝轮打和点](/docs/futu-quant/market-data/warrants/warrant-breakeven-point) - [窝轮换股价](/docs/futu-quant/market-data/warrants/warrant-conversion-price) - [牛熊收回价](/docs/futu-quant/market-data/warrants/cbbc-recovery-price) - [窝轮发行量](/docs/futu-quant/market-data/warrants/warrant-issue-qty) - [界内证上下限](/docs/futu-quant/market-data/warrants/inline-warrant-price-limit) - [牛熊正股距收回价](/docs/futu-quant/market-data/warrants/cbbc-recovery-price-ratio) - [窝轮街货量](/docs/futu-quant/market-data/warrants/warrant-outstanding-qty) - [窝轮街货比](/docs/futu-quant/market-data/warrants/warrant-outstanding-ratio) - [窝轮对冲值](/docs/futu-quant/market-data/warrants/warrant-delta) - [窝轮引伸波幅](/docs/futu-quant/market-data/warrants/warrant-implied-volatility) - [窝轮价内/价外](/docs/futu-quant/market-data/warrants/warrant-moneyness-ratio) - [窝轮溢价](/docs/futu-quant/market-data/warrants/warrant-premium) - [窝轮对应正股](/docs/futu-quant/market-data/warrants/get-warrant-underlying) ### 期权期货类 - [期权行权价](/docs/futu-quant/market-data/options-futures/option-strike-price) - [期权距离到期日天数](/docs/futu-quant/market-data/options-futures/option-days-to-expiry) - [期权合约名义金额](/docs/futu-quant/market-data/options-futures/option-nominal-amount) - [期权相等正股手数](/docs/futu-quant/market-data/options-futures/option-underlying-lot-size) - [合约规模](/docs/futu-quant/market-data/options-futures/contract-value) - [期权类型](/docs/futu-quant/market-data/options-futures/option-class) - [期权未平仓合约数](/docs/futu-quant/market-data/options-futures/option-position) - [期权希腊值](/docs/futu-quant/market-data/options-futures/option-delta) - [期权行权概率](/docs/futu-quant/market-data/options-futures/option-exercise-probability) - [期权隐含波动率](/docs/futu-quant/market-data/options-futures/option-implied-volatility) - [期权相关标的股](/docs/futu-quant/market-data/options-futures/get-option-owner) - [期权筛选](/docs/futu-quant/market-data/options-futures/option-screener) - [查询期权链](/docs/futu-quant/market-data/options-futures/get-option-chain) - [期货昨结](/docs/futu-quant/market-data/options-futures/future-previous-settle) - [期货底层资产](/docs/futu-quant/market-data/options-futures/get-future-owner) - [期货实际合约](/docs/futu-quant/market-data/options-futures/get-future-origin) - [查询相关期货](/docs/futu-quant/market-data/options-futures/get-related-future-contract) ### 市场深度 - [摆盘委托价](/docs/futu-quant/market-data/market-depth/bid) - [摆盘委托数量](/docs/futu-quant/market-data/market-depth/bid-qty) - [摆盘委托订单数量](/docs/futu-quant/market-data/market-depth/bid-order-qty) - [委比](/docs/futu-quant/market-data/market-depth/rate-ratio) - [中间价](/docs/futu-quant/market-data/market-depth/mid-price) ## 账户概览 ### 资产 - [资产净值](/docs/futu-quant/account/assets/net-asset) - [证券市值](/docs/futu-quant/account/assets/market-value-security) - [多头市值](/docs/futu-quant/account/assets/market-value-long) - [空头市值](/docs/futu-quant/account/assets/market-value-short) - [总现金](/docs/futu-quant/account/assets/total-cash) - [单一币种现金](/docs/futu-quant/account/assets/cash) - [未实现盈亏](/docs/futu-quant/account/assets/asset-unrealized-pl) - [总现金可提](/docs/futu-quant/account/assets/total-cash-withdrawable) - [单一币种现金可提](/docs/futu-quant/account/assets/cash-withdrawable) - [在途资产](/docs/futu-quant/account/assets/asset-in-transit) - [计息金额](/docs/futu-quant/account/assets/interest-incurring-amount) - [冻结资金](/docs/futu-quant/account/assets/frozen-fund) - [可用资金](/docs/futu-quant/account/assets/available-fund) - [已实现盈亏](/docs/futu-quant/account/assets/asset-realized-pl) ### 购买力 - [最大购买力](/docs/futu-quant/account/buying-power/max-buying-power) - [卖空购买力](/docs/futu-quant/account/buying-power/short-buying-power) - [现金购买力](/docs/futu-quant/account/buying-power/cash-buying-power) - [初始日内交易购买力](/docs/futu-quant/account/buying-power/initial-dtbp) - [剩余日内交易购买力](/docs/futu-quant/account/buying-power/remaining-dtbp) - [日内交易待缴金额](/docs/futu-quant/account/buying-power/dt-call-amount) - [今日剩余日内交易次数](/docs/futu-quant/account/buying-power/day-trades-left) - [日内交易限制情况](/docs/futu-quant/account/buying-power/dt-status) ### 最大可买可卖 - [最大可买](/docs/futu-quant/account/max-tradable/max-qty-to-buy-on-margin) - [现金可买](/docs/futu-quant/account/max-tradable/max-qty-to-buy-on-cash) - [持仓可卖](/docs/futu-quant/account/max-tradable/max-qty-to-sell) - [平仓需买回](/docs/futu-quant/account/max-tradable/max-qty-to-buyback) - [可卖空](/docs/futu-quant/account/max-tradable/max-qty-to-sell-short) - [每张合约初始保证金](/docs/futu-quant/account/max-tradable/initial-margin-per-contract) ### 持仓 - [持仓市值](/docs/futu-quant/account/positions/position-market-cap) - [持仓方向](/docs/futu-quant/account/positions/position-side) - [持有数量](/docs/futu-quant/account/positions/position-holding-qty) - [持仓盈亏比例](/docs/futu-quant/account/positions/position-pl-ratio) - [持仓盈亏金额](/docs/futu-quant/account/positions/position-pl-amount) - [持仓今日盈亏金额](/docs/futu-quant/account/positions/position-today-pl) - [成本价](/docs/futu-quant/account/positions/position-cost) - [持仓今日交易金额](/docs/futu-quant/account/positions/position-today-turnover) - [持仓今日交易数量](/docs/futu-quant/account/positions/position-today-volume) - [可用数量](/docs/futu-quant/account/positions/available-qty) - [持仓未实现盈亏](/docs/futu-quant/account/positions/position-unrealized-pl) - [持仓已实现盈亏](/docs/futu-quant/account/positions/position-realized-pl) - [获取持仓标的](/docs/futu-quant/account/positions/get-position-symbol) ### 订单 - [订单状态](/docs/futu-quant/account/orders/order-status) - [查询订单ID](/docs/futu-quant/account/orders/request-orderid) - [订单标的](/docs/futu-quant/account/orders/order-symbol) - [订单价格](/docs/futu-quant/account/orders/order-price) - [订单成交均价](/docs/futu-quant/account/orders/order-filled-avg-price) - [订单数量](/docs/futu-quant/account/orders/order-qty) - [订单成交数量](/docs/futu-quant/account/orders/order-filled-qty) - [订单成交 ID](/docs/futu-quant/account/orders/order-executionid) - [订单方向](/docs/futu-quant/account/orders/order-side) - [订单触发价](/docs/futu-quant/account/orders/order-aux-price) - [订单类型](/docs/futu-quant/account/orders/order-types) - [订单跟踪类型](/docs/futu-quant/account/orders/order-trail-type) - [订单跟踪金额/百分比](/docs/futu-quant/account/orders/order-trail-value) - [订单指定价差](/docs/futu-quant/account/orders/order-trail-spread) - [订单适用交易时段](/docs/futu-quant/account/orders/order-filled-outside-rth) - [订单期限](/docs/futu-quant/account/orders/order-time-in-force) - [订单创建时间](/docs/futu-quant/account/orders/order-create-time) - [查询子订单ID](/docs/futu-quant/account/orders/get-orderid-by-groupid) ### 成交 - [查询成交 ID](/docs/futu-quant/account/executions/request-executionid) - [成交状态](/docs/futu-quant/account/executions/execution-status) - [成交标的](/docs/futu-quant/account/executions/execution-symbol) - [成交价格](/docs/futu-quant/account/executions/execution-price) - [成交数量](/docs/futu-quant/account/executions/execution-qty) - [成交方向](/docs/futu-quant/account/executions/execution-side) - [成交订单号](/docs/futu-quant/account/executions/execution-orderid) - [成交时间](/docs/futu-quant/account/executions/execution-time) ## 风险管理 ### 风险水平 - [风险状态](/docs/futu-quant/risk-management/risk-level/risk-status) ### 保证金监控 - [账户初始保证金](/docs/futu-quant/risk-management/margin/initial-margin) - [账户 Margin Call 保证金](/docs/futu-quant/risk-management/margin/margin-call-margin) - [账户维持保证金](/docs/futu-quant/risk-management/margin/maintenance-margin) - [是否允许融资](/docs/futu-quant/risk-management/margin/is-marginable) - [是否允许融券](/docs/futu-quant/risk-management/margin/is-shortable) - [融资初始保证金率](/docs/futu-quant/risk-management/margin/initial-marginratio-long) - [卖空池剩余数量](/docs/futu-quant/risk-management/margin/short-pool-remaining) - [融券初始保证金率](/docs/futu-quant/risk-management/margin/initial-marginratio-short) - [融券参考利率](/docs/futu-quant/risk-management/margin/short-interest-rate) - [融资维持保证金率](/docs/futu-quant/risk-management/margin/maint-marginratio-long) - [融券维持保证金率](/docs/futu-quant/risk-management/margin/maint-marginratio-short) - [融资 margin call 保证金率](/docs/futu-quant/risk-management/margin/mc-marginratio-long) - [融券 margin call 保证金率](/docs/futu-quant/risk-management/margin/mc-marginratio-short) ## 其他 - [打印日志](/docs/futu-quant/utilities/print) - [加入自选](/docs/futu-quant/utilities/add-to-watchlist) - [退出策略](/docs/futu-quant/utilities/quit-strategy) - [四舍五入](/docs/futu-quant/utilities/round) - [绝对值](/docs/futu-quant/utilities/abs) - [向上取整](/docs/futu-quant/utilities/ceil) - [向下取整](/docs/futu-quant/utilities/floor) - [最大值](/docs/futu-quant/utilities/max) - [最小值](/docs/futu-quant/utilities/min) - [幂](/docs/futu-quant/utilities/power) - [除法取整](/docs/futu-quant/utilities/integer-division) - [取余数](/docs/futu-quant/utilities/mod) - [对数](/docs/futu-quant/utilities/math-log) - [标的定义方法](/docs/futu-quant/utilities/doc-277) - [调用证券代码](/docs/futu-quant/utilities/contract) - [注册麦语言指标](/docs/futu-quant/utilities/register-indicator) - [注册Python指标](/docs/futu-quant/utilities/register-indicator-python) - [声明策略适用标的](/docs/futu-quant/utilities/declare-strategy-type) - [指标约定函数](/docs/futu-quant/utilities/custom-indicator) - [全局变量显示函数](/docs/futu-quant/utilities/show-variable) - [错误码](/docs/futu-quant/utilities/doc-284) - [量化中支持 import 哪些模块](/docs/futu-quant/utilities/import) - [策略运行框架&约定函数](/docs/futu-quant/utilities/doc-286)