Backtest factors - TQX Docs

You can use get_factor in Qube research and strategy code. It isn’t available yet in the tqx-data package on PyPI.

Get backtest factors for Hong Kong and US stocks

Method name: get_factor

Enter parameters

Field	Type	Description	Is it required
start_date	str	Start date,eg: “20250702”	Required
end_date	str	End date,eg: “20250702”	Required
symbol	Optional[Union[str, List[str]]]	Stock code	Optional
factors	Union[str, List[str]]	Factor list	Required
type	Optional[str]	Product type, supports `hk`, `nb`, default is `hk`	Optional

Response parameters

Basic factor class:

Field	Type	Description
date	str	date
symbol	str	stock code
open	double	opening price
close	double	closing price
high	double	highest price
low	double	lowest price
volume	double	trading volume
amount	double	transaction amount
pre_close	double	previous day’s closing price

Usage examples

Obtain some backtest factors of a single Hong Kong stock

import tqx_data
result = tqx_data.get_factor(
    symbol="0700.HK",
    start_date="20260101",
    end_date="20260131",
    type="hk",
    factors=["symbol", "date", "close"],
)
print(result)

Response Example

symbol date close
0700.HK 20260130 678.9326
0700.HK 20260129 696.8582
0700.HK 20260128 695.7379
0700.HK 20260127 680.0530
0700.HK 20260126 671.6503
0700.HK 20260123 666.6088
0700.HK 20260122 669.4096
0700.HK 20260121 675.0114
0700.HK 20260120 673.3309
0700.HK 20260119 683.4140
0700.HK 20260116 691.8166
0700.HK 20260115 696.8582
0700.HK 20260114 709.1821
0700.HK 20260113 703.0202
0700.HK 20260112 697.9786
0700.HK 20260109 684.5344
0700.HK 20260108 690.1361
0700.HK 20260107 699.6591
0700.HK 20260106 708.6219
0700.HK 20260105 699.6591
0700.HK 20260102 697.9786

Obtain some backtest factors of a single US stock

import tqx_data
result = tqx_data.get_factor(
    symbol="AAPL.NB",
    start_date="20260101",
    end_date="20260131",
    type="nb",
    factors=["symbol", "date", "volume"],
)
print(result)

Response Example

symbol date volume
AAPL.NB 20260130 92443408.0
AAPL.NB 20260129 67253009.0
AAPL.NB 20260128 41287971.0
AAPL.NB 20260127 49648271.0
AAPL.NB 20260126 55969234.0
AAPL.NB 20260123 41688982.0
AAPL.NB 20260122 39708340.0
AAPL.NB 20260121 54641725.0
AAPL.NB 20260120 80267517.0
AAPL.NB 20260116 72142773.0
AAPL.NB 20260115 39388564.0
AAPL.NB 20260114 40019421.0
AAPL.NB 20260113 45730847.0
AAPL.NB 20260112 45263767.0
AAPL.NB 20260109 39996967.0
AAPL.NB 20260108 50419337.0
AAPL.NB 20260107 48309804.0
AAPL.NB 20260106 52352090.0
AAPL.NB 20260105 45647190.0
AAPL.NB 20260102 37838054.0