沪深日资金流向

获取沪深股票日度资金流向数据，以主动买卖判断资金流入流出，划分小、中、大、超大四种单类。计量方式包含成交金额、成交量和成交笔数三种。单类判断标准：以前20个交易日平均每笔成交金额为参考值，对比每笔的成交金额，小单-（0-1倍]；中单-（1-10倍]；大单-（10-100倍]；超大单-大于100倍或金额大于100万。一般规则：1.集合竞价时段，成交价等于昨收盘价不计入资金流向，成交价大于昨收盘价计为流入，反之流出；2.流出金额及流出量以负数计，流出笔数以正数计；3.净流入=流入-流出，主力=特大单+大单，总成交金额=各单类流入流出之和+集合竞价时段的值。

This dataset contains daily capital flow data for Shanghai and Shenzhen-listed stocks. Capital inflows and outflows are identified based on active trading directions, and individual trades are categorized into four order types: small, medium, large, and mega orders. Three measurement metrics are supported: transaction amount, trading volume, and number of trades.

Order classification standards: The reference value is the average transaction amount per trade over the prior 20 trading days. Each individual trade's transaction amount is compared against this reference:
- Small orders: (0, 1] times the reference value
- Medium orders: (1, 10] times the reference value
- Large orders: (10, 100] times the reference value
- Mega orders: greater than 100 times the reference value OR transaction amount ≥ 1,000,000 RMB

General operational rules:
1. During the call auction period: Trades where the transaction price equals the previous closing price are excluded from capital flow calculations; trades with a transaction price higher than the previous closing price are classified as inflows, while those with a lower price are classified as outflows.
2. Outflow amount and outflow volume are recorded as negative values, whereas the number of outflow trades is recorded as a positive value.
3. Net inflow = Inflow - Outflow; Main force capital = Mega orders + Large orders; Total transaction amount = Sum of inflows and outflows across all order categories + the value generated during the call auction period.