Source: research/002-ai-chain-full-cycle-deep/microstructure/index_20d_microstructure_20260604.md
Last modified: 2026-06-04 20:45:28 · 3,688 bytes
| name |
order_book_id |
asof |
up_days |
down_days |
down_up_vol_ratio |
down_vol_gt_up_vol_trigger |
ret20 |
dist_to_60d_high |
vol20_avg_over_vol60_avg |
high_vol_days_1p5x60 |
stalled_high_vol_pct |
top5_vol_stall_pct |
note |
| 上证指数 |
000001.XSHG |
2026-06-04 |
8 |
12 |
1.58 |
True |
-2.92% |
-4.36% |
1.05 |
0 |
|
80.00% |
requested |
| 沪深300 |
000300.XSHG |
2026-06-04 |
9 |
11 |
1.2 |
True |
0.67% |
-1.87% |
1.12 |
0 |
|
60.00% |
requested |
| 万得全A proxy: 中证全指 |
000985.XSHG |
2026-06-04 |
8 |
12 |
1.56 |
True |
-2.51% |
-4.76% |
1.05 |
0 |
|
80.00% |
proxy_for_881001.WI_unavailable |
| 科创50 |
000688.XSHG |
2026-06-04 |
12 |
8 |
0.75 |
False |
5.95% |
-8.33% |
1.39 |
11 |
0.00% |
60.00% |
requested |
| 科创100 |
000698.XSHG |
2026-06-04 |
12 |
8 |
0.7 |
False |
3.86% |
-4.10% |
1.21 |
2 |
0.00% |
40.00% |
requested |
| 科创200 |
000699.XSHG |
2026-06-04 |
12 |
8 |
0.73 |
False |
-1.03% |
-7.48% |
1.22 |
2 |
0.00% |
60.00% |
requested |
| 科创综指 |
000680.XSHG |
2026-06-04 |
12 |
8 |
0.72 |
False |
1.81% |
-6.68% |
1.26 |
3 |
0.00% |
60.00% |
requested |
| 中证500 |
000905.XSHG |
2026-06-04 |
10 |
10 |
1.09 |
True |
-3.88% |
-6.30% |
1.1 |
0 |
|
80.00% |
requested |
| 中证1000 |
000852.XSHG |
2026-06-04 |
11 |
9 |
0.86 |
False |
-3.67% |
-5.98% |
1.06 |
0 |
|
80.00% |
requested |
| 中证2000 |
932000.INDX |
2026-06-04 |
9 |
11 |
1.25 |
True |
-6.16% |
-7.75% |
1.01 |
0 |
|
60.00% |
requested |