Market Scanner

About 3 min

market_scanner

Description Scan the whole market with different technical indicator conditions to help you filter the list of underlying indicators that meet your specific investment needs.

The technical indicator conditions contain the following categories: Basic, Cumulative, Financial, and Multi-label indicators, please refer to the descriptions below for specific parameter meanings.

Arguments

arg	type	required	desc
market	tigeropen.common.consts.Market	Yes	US ，SG ，HK
filters	list[StockFilter]	Yes	filter list
sort_field_data	tigeropen.quote.domain.filter.SortFilterData	No	sort field
∟ field	enum	No	sort field, tigeropen.common.consts.filter_fields like StockField, AccumulateField
∟ sort_dir	tigeropen.common.consts.SortDirection	No	sort direction
page	int	No	current page, start from 0
page_size	int	No	page size, max 200

StockFilter：

arg	type	required	desc
field	tigeropen.common.consts.filter_fields.FilterField	Yes
filter_min	float	No	lower limit
filter_max	float	No	upper limit
is_no_filter	bool	No	is disable filter
accumulate_period	tigeropen.common.consts.filter_fields.AccumulatePeriod	No	period，only required when field is AccumulateField
financial_period	tigeropen.common.consts.filter_fields.FinancialPeriod	No	financial period, only required when field is FinancialField
tag_list	list[int,str]	No	tag list, only required when field is MultiTagField

StockFilter's field type ( tigeropen.common.consts.filter_fields)

type	description
StockField	Simple indicator filtering conditions, including price (high open, low close, latest price, etc.), volume, equity, market capitalization, up or down, P/E ratio, turnover ratio and other factors. Screening field meanings： filter field
AccumulateField	Cumulative indicators screening criteria, including cumulative increase or decrease, asset growth rate, net profit growth rate, earnings per share, net profit, operating profit, operating income, ROA (return on net assets), operating cash flow, gearing ratio, etc. Cumulative indicator period can be: last five minutes, last 5 days, 10 days, 20 days, last six months, one year, two years, five years, quarterly report, quarterly report, mid-term report, etc. Description of the meaning of the filter fields：filter field
FinancialField	Financial indicators filter criteria, including gross profit, net profit margin, total debt/shareholders' equity, total debt/total assets, current ratio, return on assets, net income, operating cash flow, total assets, HKEx net buy, annualized return, etc. Financial indicators currently only support LTM (Last 12 months annual report indicator) type of financial report query. Description of the meaning of the filter fields：filter field
MultiTagField	Multi-label correlation screening criteria to select stocks based on industry, concept, historical stock price high (stock price on that day compared to historical price), stock price high within 52 weeks (stock price on that day compared to last 52 weeks), whether it is OTC, whether it supports options, stock type (stock, ETF), whether it is broken, and other indicators. Description of the meaning of the filter fields：filter field

The currency corresponding to the price field in the filter parameter is consistent with the currency type of the market in which the underlying is located, e.g. US: USD, HK: HKD, IPO: SGD, etc.

Return

tigeropen.quote.domain.filter.ScannerResult

data structure as follows:

class ScannerResult:
    def __init__(self, page, page_size, total_page, total_count, items):
        # current page, start from 0
        self.page = page
        self.total_page = total_page
        # total data count
        self.total_count = total_count
        self.page_size = page_size
        # data items
        self.items: ScannerResultItem = list()
        # symbol list
        self.symbols = list()

class ScannerResultItem:
    def __init__(self, symbol, market, base_data_list=None, accumulate_data_list=None, financial_data_list=None,
                 multi_tag_data_list=None):
        self.symbol = symbol
        self.market = market
        self.field_data = dict()

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import TradingSession, Market
from tigeropen.quote.domain.filter import OptionFilter, StockFilter, SortFilterData
from tigeropen.common.consts.filter_fields import StockField, AccumulateField, FinancialField, MultiTagField, \
    FinancialPeriod, AccumulatePeriod
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

def test_market_scanner():
    base_filter1 = StockFilter(StockField.FloatShare, filter_min=1e7, filter_max=1e13, is_no_filter=True)
    base_filter2 = StockFilter(StockField.MarketValue, filter_min=1e8, filter_max=1e14, is_no_filter=False)
    # filter by earning date
    base_filter3 = StockFilter(StockField.EarningDate, filter_min=int(datetime.strptime('2021-01-01', '%Y-%m-%d').timestamp() * 1000),
                                   filter_max=int(datetime.strptime('2023-12-31', '%Y-%m-%d').timestamp() * 1000)
                                   , is_no_filter=False)
   
    accumulate_filter = StockFilter(AccumulateField.ChangeRate, filter_min=0.01, filter_max=1, is_no_filter=False,
                                    accumulate_period=AccumulatePeriod.Last_Year)
    financial_filter = StockFilter(FinancialField.LYR_PE, filter_min=1, filter_max=100, is_no_filter=False,
                                   financial_period=FinancialPeriod.LTM)
    multi_tag_filter = StockFilter(MultiTagField.isOTC, tag_list=[0])

    # sort field
    sort_field_data = SortFilterData(StockField.FloatShare, sort_dir=SortDirection.ASC)

    begin_page = 0
    page_size = 50
    is_last_page = False
    scanner_result_symbols = set()

    while not is_last_page:
        result = quote_client.market_scanner(market=Market.US,
                                             filters=[base_filter1, base_filter2, accumulate_filter,
                                                      financial_filter,
                                                      multi_tag_filter],
                                             sort_field_data=sort_field_data,
                                             page=begin_page,
                                             page_size=page_size)
        print(result)
        if result.total_page:
            for item in result.items:
                # item type: ScannerResultItem 
                symbol = item.symbol
                market = item.market
                # get value like dict
                base_filter1_value = item[base_filter1]
                accumulate_filter_value = item[accumulate_filter]
                print(
                    f'page:{result.page}, symbol:{symbol}, base_filter1 value:{base_filter1_value}, accumulate_filter value:{accumulate_filter_value}')
            print(f'current page symbols:{result.symbols}')
            scanner_result_symbols.update(result.symbols)
        time.sleep(1)
        if result.page >= result.total_page - 1:
            is_last_page = True
        else:
            begin_page = result.page + 1

    print(f'scanned symbols:{scanner_result_symbols}')

Return Example

ScannerResult({'page': 0, 'total_page': 208, 'total_count': 1040, 'page_size': 5, 
  'items': [
    ScannerResultItem({'symbol': 'DNP', 'market': 'US', 
        'field_data': {
          <StockField.FloatShare: 13>: 0.0, 
          <StockField.MarketValue: 17>: 3855828898.39, 
          <AccumulateField.ChangeRate: 1>: 0.043925, 
          <FinancialField.LYR_PE: 45>: 7.359675, 
          <MultiTagField.isOTC: 3>: '0'}}), 
    ScannerResultItem({'symbol': 'FEN', 'market': 'US', 
        'field_data': {
        <StockField.FloatShare: 13>: 0.0, 
        <StockField.MarketValue: 17>: 278571284.64, 
        <AccumulateField.ChangeRate: 1>: 0.063893, 
        <FinancialField.LYR_PE: 45>: 6.45728, 
        <MultiTagField.isOTC: 3>: '0'}}), 
    ScannerResultItem({'symbol': 'FDUS', 'market': 'US', 
        'field_data': {
            <StockField.FloatShare: 13>: 0.0, 
            <StockField.MarketValue: 17>: 462844356.0, 
            <AccumulateField.ChangeRate: 1>: 0.079202, 
            <FinancialField.LYR_PE: 45>: 3.986464, 
            <MultiTagField.isOTC: 3>: '0'}}), 
    ScannerResultItem({'symbol': 'KYN', 'market': 'US', 
        'field_data': {
            <StockField.FloatShare: 13>: 0.0, 
            <StockField.MarketValue: 17>: 1181621680.4,
             <AccumulateField.ChangeRate: 1>: 0.122898, 
             <FinancialField.LYR_PE: 45>: 3.268946, 
             <MultiTagField.isOTC: 3>: '0'}}),
    ScannerResultItem({'symbol': 'TYG', 'market': 'US', 
        'field_data': {
            <StockField.FloatShare: 13>: 0.0, 
            <StockField.MarketValue: 17>: 381692896.0,
            <AccumulateField.ChangeRate: 1>: 0.180812, 
            <FinancialField.LYR_PE: 45>: 2.853998, 
            <MultiTagField.isOTC: 3>: '0'}})], 
  'symbols': ['FEN', 'DNP', 'FDUS', 'KYN', 'TYG']})

get_market_scanner_tags

Get the tag value of a multi-tag associative filter field

Description

Get tag values of multi-label associated filter fields, only industry and concept tag sets are supported for now.

Parameters

Parameters	Type	Required	Description
market	tigeropen.common.consts.Market	Yes	US US stocks, SG new stocks, HK HK stocks
tag_fields	`list[tigeropen.common.consts.filter_fields.MultiTagField]`	Yes	Supported field enumeration values: MultiTagField.Industry, MultiTagField.Concept

returns the

list. where each item is as follows

Field	Type	Description
market	str	market code (US:US stock, CN:CSI, HK:HK stock)
multi_tag_field	str	multi_tag_field
tag_list	`list[str]`	the set of tags that the multi-tag field can be used to filter

Example

from tigeropen.quote.quote_client import QuoteClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import TradingSession, Market
from tigeropen.common.consts.filter_fields import MultiTagField
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
quote_client = QuoteClient(client_config)

field_list = [ MultiTagField.Concept, MultiTagField.Industry]
result = quote_client.get_market_scanner_tags(market=Market.US, fields=field_list)
print(result)

Return example

[{'market': 'US', 'multi_tag_field': 'MultiTagField_Concept', 'tag_list': [{'tag': 'BK4565', 'value': 'NFT'}]

Market Scanner

# market_scanner

# get_market_scanner_tags

market_scanner

get_market_scanner_tags