集合竞价因子 (cn_stock_factors_auction)
数据描述：
文档
用例
表结构
| 字段 | 字段类型 | 字段描述 |
| date | timestamp[ns] | 日期 |
| close_auction_order_volume | double | 收盘竞价总委托量 |
| close_auction_trade_amount | double | 收盘竞价总成交金额 |
| close_auction_trade_volume | double | 收盘竞价总成交量 |
| open_auction_cancel_volume | double | 开盘竞价总撤单量 |
| close_auction_order_amount | double | 收盘竞价总委托金额 |
| open_auction_amplitude | double | 开盘竞价振幅=(开盘最大委托价格 - 开盘最小委托价格) / 开盘最小委托价格 * 100% |
| instrument | string | 证券代码 |
| open_order_price_max | double | 开盘委托价最高价 |
| open_order_price_min | double | 开盘委托价最低价 |
| close_order_price_max | double | 收盘委托价最高价 |
| close_order_price_min | double | 收盘委托价最低价 |
| open_auction_limit_up | int32 | 开盘竞价涨停。1=涨停；0=未涨停 |
| open_auction_turnover | double | 开盘竞价换手率=开盘竞价成交量/当日总股本*100% |
| close_auction_turnover | double | 收盘竞价换手率=收盘竞价成交量/当日总股本*100% |
| __PARTITION__ | int64 | - |
| open_auction_limit_low | int32 | 开盘竞价跌停。1=跌停；0=未跌停 |
| overnight_change_ratio | double | 隔夜涨跌幅=(开盘竞价成交价 - 前一日收盘价) / 前一日收盘价 * 100% |
| close_auction_amplitude | double | 收盘竞价振幅=(收盘最大委托价格 - 收盘最小委托价格) / 收盘最小委托价格 * 100% |
| open_auction_trade_price | double | 开盘竞价成交价 |
| close_auction_trade_price | double | 收盘竞价成交价 |
| open_auction_order_amount | double | 开盘竞价总委托金额 |
| open_auction_order_volume | double | 开盘竞价总委托量 |
| open_auction_trade_amount | double | 开盘竞价总成交金额 |
| open_auction_trade_volume | double | 开盘竞价总成交量 |
表名cn_stock_factors_auction
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