A 股因子选股怎么做：用一个接口筛出低估高 ROE 的股票

import requests

BASE = "https://api.ashareapi.com/v1"
H = {"Authorization": "Bearer ct-你的Key"}     # Key 见 https://ashareapi.com/pricing

r = requests.get(
    f"{BASE}/screen",
    params={
        "expr": "intersect([PE_TTM > 0, PE_TTM < 20, ROETTM > 15])",
        "orderby": "ROETTM",
        "desc": "1",
        "limit": 5,
    },
    headers=H,
    timeout=30,
)
body = r.json()
if not body.get("ok"):
    raise RuntimeError(body)                  # 上游取数失败会返回 ok=false（不扣次数）

for row in body["structured"]:                # structured = 给代码用的结构化结果
    print(row["code"], row["name"], row["PE_TTM"], row["ROETTM"])

def health_check(code: str) -> None:
    # 对单只股票做因子体检：看多口径 ROE + 扣非 + 杠杆 + 当期净利
    r = requests.get(f"{BASE}/finance", params={"code": code, "limit": 1},
                     headers=H, timeout=30)
    tables = r.json()["data"]            # finance 返回 3 张表（利润表/资产负债表/现金流）
    income, balance = tables[0][0], tables[1][0]

    print(f"{code}")
    print("  ROE 多口径:", income.get("ROE"), "/", income.get("ROETTM"),
          "/", income.get("ROEWeighted"), "/ 扣非", income.get("ROECut"))
    print("  归母净利  当期:", income.get("NPParentCompanyOwners"),
          " TTM:", income.get("NPParentCompanyOwnersTTM"))
    print("  负债率:", balance.get("DebtAssetsRatio"), "%  股东权益:",
          balance.get("TotalShareholderEquity"))

    # 体检规则（示例，非投资建议）
    try:
        if float(income.get("ROECut") or 0) < 0:
            print("  [!] 扣非 ROE 为负 —— 利润可能来自非经常性损益")
        if float(balance.get("DebtAssetsRatio") or 0) > 70:
            print("  [!] 负债率高于 70% —— ROE 可能被杠杆放大")
    except (TypeError, ValueError):
        pass

health_check("sz000656")