Data Property

SETSignalCreator

index_list

Index
SET	SET100	SETWB
mai	sSET	SETTHSI
SET50	SETHD	SETCLMV

is_universe

Index	Industry	Sector			Industry mai
SET	AGRO	AGRI	FIN	PAPER	AGRO-m
mai	CONSUMP	AUTO	FOOD	PERSON	CONSUMP-m
SET50	FINCIAL	BANK	HELTH	PETRO	FINCIAL-m
SET100	INDUS	COMM	HOME	PF&REIT	INDUS-m
sSET	PROPCON	CONMAT	ICT	PKG	PROPCON-m
SETHD	RESOURC	CONS	IMM	PROF	RESOURC-m
SETWB	SERVICE	ENERG	INSUR	PROP	SERVICE-m
SETTHSI	TECH	ETRON	MEDIA	STEEL	TECH-m
SETCLMV		FASHION	MINE	TOURISM
				TRANS

GetData

field

field ที่มามารถใช้ได้ตาม timeframe และ value_by แบบต่างๆ

• get_data(field, timeframe = “daily”)

Field	Description	Return Type
prior	last close	float
open	open price	float
high	high price	float
low	low price	float
close	close price	float
average	average price	float
last_bid	last bid	float
last_offer	last offer	float
trans	number of transaction	float
volume	volume	float
value	value	float
pe	price-to-earning ratio	float
pb	price-to-book ratio	float
par	par value	float
dps	dividend per share	float
dvd_yield	dividend yield (%)	float
mkt_cap	market capitalization	float
eps	earning per share	float
book_value	book value	float
quarter_fin	financial quarter	float
month_dvd	period of dividend payment in month	float
as_of	date as of eps calculation	str date format [yyyy-mm-dd hh:mm:ss]
dividend	date of lastest dividend paid	str date format [yyyy-mm-dd hh:mm:ss]
status	sign of status	str
benefit	sign of benefit	str
share_listed	number of listed share	float
turnover	turnover	float
npg	flag for non performing group	float
total_volume	total volume	float
total_value	total value	float
acc_dps	accumulate dividend per share	float
dvd_payment	dividend amount	float
dvd_payout	payout ratio	float
earning	date of earning	str date format [yyyy-mm-dd hh:mm:ss]
notice	flag for notice	float
non_compliance	flag for non complience	float
stabilization	flag for stabilization	float
call_market	flag for call complience	float
caution	flag for caution	float
12m_dvd_yield	12 months dividend yield	float
peg	price/earning-to-growth	float

• get_data(field, timeframe = “quarterly”)

• get_data(field, timeframe = “yearly”)

Field	Description	Return Type
year	year	float
period	quarter use for timeframe = ‘quarterly’	str
quarter	quarter use for timeframe = ‘quarterly’	float
as_of	date as of eps calculation	str date format [yyyy-mm-dd hh:mm:ss]
total_asset	total asset	float
total_liability	total liability	float
shld_equity	share holder equity	float
total_revenue	total revenue	float
total_expense	total expense	float
net_profit	net profit	float
eps	earning per share	float
de	debt to equity	float
net_profit_margin	net profit margin (%)	float
gross_profit_margin	gross profit margin (%)	float
roa	return on asset (%)	float
roe	return on equity (%)	float
asset_turnover	asset turnover	float
ebit	earning before interest and tax	float
fix_asset_turnover	fix asset turnover	float
current_ratio	current ratio	float
quick_ratio	quick ratio	float
interest_coverage	interest coverage	float
ar_turnover	account receivable turnover	float
inventory_turnover	inventory turnover	float
ap_turnover	account payable turnover	float
cash_cycle	cash cycle	float
ebitda	earnings before interest, tax, depreciation, and amortization	float
net_operating	net operating cash flow	float
net_investing	net investing cash flow	float
net_financing	net financing cash flow	float
net_cashflow	net cash flow	float
dscr	debt-service coverage ratio	float
ibde	interest-bearing debt to earnings	float
account_payable	account payable	float
account_receivable	account receivable	float
accrued_int_receive	accrued interest receive	float
allowance	allowance	float
cap_paidin	paid-in capital	float
cap_paidup	paid-up capital	float
cash	cash	float
common_share	common share	float
current_asset	current asset	float
current_liability	current liability	float
deposit	deposit	float
earning_asset	earning asset	float
int_bearing_debt	interest bearing debt	float
inventory	inventory	float
invest_asset	invest asset	float
investment	investment	float
invest_security	invest security	float
loan	loan	float
loan_from_relatedparty	loan from related party	float
loan_revenue	loan revenue	float
loan_to_relatedparty	loan to related party	float
longterm_liability_currentportion	longterm liability current portion	float
longterm_liability_net_currentportion	longterm liability net current portion	float
minority_interest	minority interest	float
ppe	property, plant, and equipment	float
preferred_share	preferred share	float
retain_earning	retain earning	float
retain_earning_unappropriate	retain earning unappropriate	float
short_invest	short invest	float
total_equity	total equity	float
change_ppe	change ppe	float
dividend	dividend	float
dp	drawing power	float
net_cash_flow	net cash flow	float
bad_debt	bad debt	float
broker_fee	broker fee	float
cos	cost of sale	float
ebt	earnings before tax	float
int_dvd_income	interest and dividend income	float
interest_expense	interest expense	float
interest_income	interest income	float
invest_sec_rev	invest revenue	float
loan_deposit_revenue	loan deposit revenue	float
net_premium	net premium	float
net_profit_incl_minority	net profit include minority	float
net_profit_ordinary	ordinary net profit	float
operating_expense	operating expense	float
operating_revenue	operating revenue	float
pl_other_activities	profit (loss) from other activities	float
sale	sale	float
selling_admin	selling admin	float
selling_admin_exc_renumuration	selling admin exclude remuneration	float

• get_data(field, timeframe = “ytd”)

• get_data(field, timeframe = “ttm”)

Field	Description	Return Type
bad_debt	bad debt	float
broker_fee	broker fee	float
change_ppe	change ppe	float
cos	cost of sale	float
dividend	dividend	float
dp	drawing power	float
ebit	earning before interest and tax	float
ebitda	earnings before interest, tax, depreciation, and amortization	float
ebt	earnings before tax	float
eps	earning per share	float
int_dvd_income	interest and dividend income	float
interest_expense	interest expense	float
interest_income	interest income	float
invest_sec_rev	invest revenue	float
loan_deposit_revenue	loan deposit revenue	float
net_cash_flow	net cash flow	float
net_financing	net financing cash flow	float
net_investing	net investing cash flow	float
net_operating	net operating cash flow	float
net_premium	net premium	float
net_profit	net profit	float
net_profit_incl_minority	net profit include minority	float
net_profit_ordinary	ordinary net profit	float
operating_expense	operating expense	float
operating_revenue	operating revenue	float
pl_other_activities	profit (loss) from other activities	float
sale	sale	float
selling_admin	selling admin	float
selling_admin_exc_renumuration	selling admin exclude remuneration	float
total_expense	total expense	float
total_revenue	total revenue	float

• get_data(field, timeframe = “daily”, value_by = “sector”)

• get_data(field, timeframe = “daily”, value_by = “industry”)

field	Description
prior	sector or industry index last
open	sector or industry index open
high	sector or industry index high
low	sector or industry index low
close	sector or industry index close
trans	sector or industry transaction
volume	sector or industry volume
value	sector or industry value
mkt_pe	sector or industry pe
mkt_pbv	sector or industry pbv
mkt_yield	sector or industry dividend yield
mkt_cap	sector or industry market cap
turnover	sector or industry turnover
share_listed_avg	sector or industry average share listed
beta	sector or industry beta
turnover_volume	sector or industry volume turnover
12m_dvd_yield	sector or industry 12 months dividend yield

timeframe

Timeframe	Description
daily	daily
quarterly	quarterly
yearly	yearly
ttm	trailing 12 months
ytd	year to date

method

Index	Description
constant	original data
count	calculate x period count
sum	calculate x period sum
mean	calculate x period mean
median	calculate x period median
min	calculate x period minimum
max	calculate x period maximum
quantile	calculate x period quantile
rank	calculate x period rank

Backtest

price_match_mode

Price	Description
open	open price
high	high price
low	low price
close	close price
median	(high + low)/2
typical	(high + low + close)/3
weighted	(high + low + close + close)/4