get_adjust_factor_data
Retrieve adjustment factor data for specific stocks within a defined date range using Baostock's 涨跌幅复权算法. Essential for calculating accurate adjusted prices in China's A-share market.
Instructions
Fetches adjustment factor data for a given stock code and date range.
Uses Baostock's "涨跌幅复权算法" factors. Useful for calculating adjusted prices.
Args:
code: The stock code in Baostock format (e.g., 'sh.600000', 'sz.000001').
start_date: Start date in 'YYYY-MM-DD' format.
end_date: End date in 'YYYY-MM-DD' format.
Returns:
A Markdown formatted string containing the adjustment factor data table,
or an error message.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| code | Yes | ||
| end_date | Yes | ||
| start_date | Yes |
Input Schema (JSON Schema)
{
"properties": {
"code": {
"title": "Code",
"type": "string"
},
"end_date": {
"title": "End Date",
"type": "string"
},
"start_date": {
"title": "Start Date",
"type": "string"
}
},
"required": [
"code",
"start_date",
"end_date"
],
"title": "get_adjust_factor_dataArguments",
"type": "object"
}