tushare 1.4.13__py3-none-any.whl → 1.4.15__py3-none-any.whl

tushare/__init__.py

@@ -2,7 +2,7 @@
 import codecs
 import os
 
-__version__ = '1.4.13'
+__version__ = '1.4.15'
 __author__ = 'Jimmy Liu'
 
 """

tushare/pro/data_pro.py

@@ -26,7 +26,6 @@ FACT_LIST = {
            'pe': 'pe',
            'pe_ttm': 'pe_ttm',
         }
-
 def pro_api(token='', timeout=30):
     """
     初始化pro API,第一次可以通过ts.set_token('your token')来记录自己的token凭证，临时token可以通过本参数传入
@@ -37,10 +36,10 @@ def pro_api(token='', timeout=30):
         pro = client.DataApi(token=token, timeout=timeout)
         return pro
     else:
-        raise Exception('api init error.') 
-        
+        raise Exception('api init error.')
 
-def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E', 
+
+def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E',
            exchange='',
            adj = None,
            ma = [],
@@ -70,13 +69,13 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
         tor:换手率，默认不返回，返回需指定：factor=['tor']
                     以上两种都需要：factor=['vr', 'tor']
     retry_count:网络重试次数
-    
+
     Return
     ----------
     DataFrame
     code:代码
     open：开盘close/high/low/vol成交量/amount成交额/maN均价/vr量比/tor换手率
-    
+
          期货(asset='FT')
     code/open/close/high/low/avg_price：均价  position：持仓量  vol：成交总量
     """
@@ -87,7 +86,7 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
         freq = freq.strip().lower()
     else:
         freq = freq.strip().upper() if asset != 'C' else freq.strip().lower()
-        
+
     if 'min' not in freq:
         today= datetime.datetime.today().date()
         today = str(today)[0:10]
@@ -200,6 +199,179 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
             return data
     raise IOError('ERROR.')
 
+def pro_api(token='', timeout=30):
+    """
+    初始化pro API,第一次可以通过ts.set_token('your token')来记录自己的token凭证，临时token可以通过本参数传入
+    """
+    if token == '' or token is None:
+        token = upass.get_token()
+    if token is not None and token != '':
+        pro = client.DataApi(token=token, timeout=timeout)
+        return pro
+    else:
+        raise Exception('api init error.') 
+        
+
+def pro_bar_vip(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E',
+           exchange='',
+           adj = None,
+           ma = [],
+           factors = None,
+           adjfactor = False,
+           offset = None,
+           limit = None,
+           fields = '',
+           contract_type = '',
+           retry_count = 3):
+    """
+    BAR数据
+    Parameters:
+    ------------
+    ts_code:证券代码，支持股票,ETF/LOF,期货/期权,港股,数字货币
+    start_date:开始日期  YYYYMMDD
+    end_date:结束日期 YYYYMMDD
+    freq:支持1/5/15/30/60分钟,周/月/季/年
+    asset:证券类型 E:股票和交易所基金，I:沪深指数,C:数字货币,FT:期货 FD:基金/O期权/H港股/CB可转债
+    exchange:市场代码，用户数字货币行情
+    adj:复权类型,None不复权,qfq:前复权,hfq:后复权
+    ma:均线,支持自定义均线频度，如：ma5/ma10/ma20/ma60/maN
+    offset:开始行数（分页功能，从第几行开始取数据）
+    limit: 本次提取数据行数
+    factors因子数据，目前支持以下两种：
+        vr:量比,默认不返回，返回需指定：factor=['vr']
+        tor:换手率，默认不返回，返回需指定：factor=['tor']
+                    以上两种都需要：factor=['vr', 'tor']
+    retry_count:网络重试次数
+    
+    Return
+    ----------
+    DataFrame
+    code:代码
+    open：开盘close/high/low/vol成交量/amount成交额/maN均价/vr量比/tor换手率
+    
+         期货(asset='FT')
+    code/open/close/high/low/avg_price：均价  position：持仓量  vol：成交总量
+    """
+    if (ts_code=='' or ts_code is None) and (adj is not None):
+        print('提取复权行情必须输入ts_code参数')
+        return
+    if len(freq.strip())>=3:
+        freq = freq.strip().lower()
+    else:
+        freq = freq.strip().upper() if asset != 'C' else freq.strip().lower()
+        
+    if 'min' not in freq:
+        today= datetime.datetime.today().date()
+        today = str(today)[0:10]
+        start_date = '' if start_date is None else start_date
+        end_date = today if end_date == '' or end_date is None else end_date
+        start_date = start_date.replace('-', '')
+        end_date = end_date.replace('-', '')
+    ts_code = ts_code.strip().upper() if asset != 'C' else ts_code.strip().lower()
+    asset = asset.strip().upper()
+    api = api if api is not None else pro_api()
+    for _ in range(retry_count):
+        try:
+            if asset == 'E':
+                if freq == 'D':
+                    data = api.daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                    if factors is not None and len(factors) >0 :
+                        ds = api.daily_basic_vip(ts_code=ts_code, start_date=start_date, end_date=end_date)[['trade_date', 'turnover_rate', 'volume_ratio']]
+                        ds = ds.set_index('trade_date')
+                        data = data.set_index('trade_date')
+                        data = data.merge(ds, left_index=True, right_index=True)
+                        data = data.reset_index()
+                        if ('tor' in factors) and ('vr' not in factors):
+                            data = data.drop('volume_ratio', axis=1)
+                        if ('vr' in factors) and ('tor' not in factors):
+                            data = data.drop('turnover_rate', axis=1)
+                if freq == 'W':
+                    data = api.weekly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'M':
+                    data = api.monthly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+                    data['trade_date'] = data['trade_time'].map(lambda x: x.replace('-', '')[0:8])
+                    data['pre_close'] = data['close'].shift(-1)
+                if adj is not None:
+                    fcts = api.adj_factor_vip(ts_code=ts_code, start_date=start_date, end_date=end_date)[['trade_date', 'adj_factor']]
+                    if fcts.shape[0] == 0:
+                        return None
+                    data = data.set_index('trade_date', drop=False).merge(fcts.set_index('trade_date'), left_index=True, right_index=True, how='left')
+                    if 'min' in freq:
+                        data = data.sort_values('trade_time', ascending=False)
+                    data['adj_factor'] = data['adj_factor'].fillna(method='bfill')
+                    for col in PRICE_COLS:
+                        if adj == 'hfq':
+                            data[col] = data[col] * data['adj_factor']
+                        if adj == 'qfq':
+                            data[col] = data[col] * data['adj_factor'] / float(fcts['adj_factor'][0])
+                        data[col] = data[col].map(FORMAT)
+                        data[col] = data[col].astype(float)
+                    if adjfactor is False:
+                        data = data.drop('adj_factor', axis=1)
+                    if 'min' not in freq:
+                        data['change'] = data['close'] - data['pre_close']
+                        data['pct_chg'] = data['change'] / data['pre_close'] * 100
+                        data['pct_chg'] = data['pct_chg'].map(lambda x: FORMAT(x)).astype(float)
+                    else:
+                        data = data.drop(['trade_date', 'pre_close'], axis=1)
+                else:
+                    data['pre_close'] = data['close'].shift(-1)
+                    data['change'] = data['close'] - data['pre_close']
+                    data['pct_chg'] = data['change'] / data['pre_close'] * 100
+                    data['pct_chg'] = data['pct_chg'].map(lambda x: FORMAT(x)).astype(float)
+            elif asset == 'I':
+                if freq == 'D':
+                    data = api.index_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'W':
+                    data = api.index_weekly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'M':
+                    data = api.index_monthly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            elif asset == 'FT':
+                if freq == 'D':
+                    data = api.fut_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, exchange=exchange, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.ft_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            elif asset == 'O':
+                if freq == 'D':
+                    data = api.opt_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, exchange=exchange, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.opt_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            elif asset == 'CB':
+                if freq == 'D':
+                    data = api.cb_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+            elif asset == 'FD':
+                if freq == 'D':
+                    data = api.fund_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            if asset == 'C':
+                if freq == 'd':
+                    freq = 'daily'
+                elif freq == 'w':
+                    freq = 'week'
+                data = api.coinbar(exchange=exchange, symbol=ts_code, freq=freq, start_dae=start_date, end_date=end_date,
+                                   contract_type=contract_type)
+            if ma is not None and len(ma) > 0:
+                for a in ma:
+                    if isinstance(a, int):
+                        data['ma%s'%a] = MA(data['close'], a).map(FORMAT).shift(-(a-1))
+                        data['ma%s'%a] = data['ma%s'%a].astype(float)
+                        data['ma_v_%s'%a] = MA(data['vol'], a).map(FORMAT).shift(-(a-1))
+                        data['ma_v_%s'%a] = data['ma_v_%s'%a].astype(float)
+            data = data.reset_index(drop=True)
+        except Exception as e:
+            print(e)
+        else:
+            if fields is not None and fields != '':
+                f_list = [col.strip() for col in fields.split(',')]
+                data = data[f_list]
+            return data
+    raise IOError('ERROR.')
+
 
 def subs(token=''):
     if token == '' or token is None:

tushare/pro/llm.py

@@ -10,7 +10,7 @@ except:
 from tushare import get_token
 
 BASE_URL = "http://api.waditu.com/dataapi"
-# BASE_URL = "http://127.0.0.1:8000/dataapi"
+# BASE_URL = "http://10.255.255.205:8083/dataapi"
 API_KEY_PREFIX = "tsgpt-"
 
 
@@ -52,7 +52,7 @@ class GPTClient:
         resp = self._request(model, messages, temperature, max_tokens, False, pretty)
         resp_data = resp.json()
         if resp_data.get('code') not in (0, None):
-            raise Exception(resp_data['msg'])
+            raise Exception(resp_data.get('msg') or resp_data)
         if pretty:
             return resp_data['choices'][0]["message"]["content"]
         else:
@@ -61,6 +61,8 @@ class GPTClient:
     def gpt_stream(self, model, messages, temperature=None, max_tokens=None, pretty=False):
         resp = self._request(model, messages, temperature, max_tokens, True, pretty)
         for e in sseclient.SSEClient(resp).events():
+            if '[DONE]' in e.data.upper():
+                break
             e_data = json.loads(e.data)
             if pretty:
                 yield e_data["choices"][0]["delta"]["content"]

tushare/stock/rtq.py

@@ -173,7 +173,7 @@ def realtime_list(src: Optional[str] = None, interval: Optional[int] = 3,
         东方财富：
             2、代码:TS_CODE
             3、名称:NAME
-            4、最新价:PRICE
+            4、最新价:CLOSE
             5、涨跌幅:PCT_CHANGE
             6、涨跌额:CHANGE
             7、成交量:VOLUME
@@ -182,7 +182,7 @@ def realtime_list(src: Optional[str] = None, interval: Optional[int] = 3,
             10、最高:HIGH
             11、最低:LOW
             12、今开:OPEN
-            13、昨收:CLOSE
+            13、昨收:PRE_CLOSE
             14、量比:VOL_RATIO
             15、换手率:TURNOVER_RATE
             16、市盈率-动态:PE
@@ -196,12 +196,12 @@ def realtime_list(src: Optional[str] = None, interval: Optional[int] = 3,
         新浪财经：
             1、代码:TS_CODE
             2、名称:NAME
-            3、最新价:PRICE
+            3、最新价:CLOSE
             4、涨跌额:CHANGE
             5、涨跌幅:PCT_CHANGE
             6、买入:BUY
             7、卖出:SALE
-            8、昨收:CLOSE
+            8、昨收:PRE_CLOSE
             9、今开:OPEN
             10、最高:HIGH
             11、最低:LOW
@@ -359,7 +359,7 @@ def get_stock_all_a_dc(page_count: Optional[int] = None,
         # "RANK",
         "TS_CODE",
         "NAME",
-        "PRICE",
+        "CLOSE",
         "PCT_CHANGE",
         "CHANGE",
         "VOLUME",
@@ -368,7 +368,7 @@ def get_stock_all_a_dc(page_count: Optional[int] = None,
         "HIGH",
         "LOW",
         "OPEN",
-        "CLOSE",
+        "PRE_CLOSE",
         "VOL_RATIO",
         "TURNOVER_RATE",
         "PE",
@@ -381,8 +381,8 @@ def get_stock_all_a_dc(page_count: Optional[int] = None,
         "1YEAR",
     ]
     # 指定要转换为 float 类型的列
-    cols_to_convert = ['PRICE', 'PCT_CHANGE', 'CHANGE', "VOLUME", "AMOUNT", "SWING",
-                       'HIGH', "LOW", "OPEN", "CLOSE", "VOL_RATIO", "TURNOVER_RATE", "PE", "PB", "TOTAL_MV", "FLOAT_MV",
+    cols_to_convert = ['CLOSE', 'PCT_CHANGE', 'CHANGE', "VOLUME", "AMOUNT", "SWING",
+                       'HIGH', "LOW", "OPEN", "PRE_CLOSE", "VOL_RATIO", "TURNOVER_RATE", "PE", "PB", "TOTAL_MV", "FLOAT_MV",
                        "RISE", "5MIN", "60DAY", "1YEAR"
                        ]
     # 使用 to_numeric() 方法将指定的列转换为 float 类型，并将非数值类型的数据转换为 NaN
@@ -420,12 +420,12 @@ def get_stock_all_a_sina(interval: Optional[int] = 3, page_count: Optional[int]
     :rtype: pandas.DataFrame
         1、代码:TS_CODE
         2、名称:NAME
-        3、最新价:PRICE
+        3、最新价:CLOSE
         4、涨跌额:CHANGE
         5、涨跌幅:PCT_CHANGE
         6、买入:BUY
         7、卖出:SALE
-        8、昨收:CLOSE
+        8、昨收:PRE_CLOSE
         9、今开:OPEN
         10、最高:HIGH
         11、最低:LOW
@@ -519,12 +519,12 @@ def get_stock_all_a_sina(interval: Optional[int] = 3, page_count: Optional[int]
     big_df.columns = [
         "TS_CODE",
         "NAME",
-        "PRICE",
+        "CLOSE",
         "CHANGE",
         "PCT_CHANGE",
         "BUY",
         "SALE",
-        "CLOSE",
+        "PRE_CLOSE",
         "OPEN",
         "HIGH",
         "LOW",
@@ -636,16 +636,16 @@ def format_str_to_float(x):
 
 if __name__ == '__main__':
     # df = realtime_quote(ts_code="000688.SH,000010.SH,000012.SH,399005.SZ", src="sina")
-    # df = realtime_list(src="sina", page_count=1)
-    # print(df)
-    ts_code = '399005.SZ'
-    ts_code = '000001.SZ'
-    # ts_code = '836149.BJ'
-    # ts_code = '600000.SH'
-    # ts_code = '000001.SH'
-    # ts_code = '000010.SH'
-    ts_code = '688111.SH'
-    df = realtime_quote(src="dc", ts_code=ts_code)
+    df = realtime_list(src="sina", page_count=1)
     print(df)
+    # ts_code = '399005.SZ'
+    # ts_code = '000001.SZ'
+    # # ts_code = '836149.BJ'
+    # # ts_code = '600000.SH'
+    # # ts_code = '000001.SH'
+    # # ts_code = '000010.SH'
+    # ts_code = '688111.SH'
+    # df = realtime_quote(src="dc", ts_code=ts_code)
+    # print(df)
 
 

tushare/subs/model/tick.py

@@ -1,128 +1,128 @@
-from datetime import datetime
-from typing import Optional
-
-from pydantic import BaseModel
-
-
-class TsTick(BaseModel):
-    ts_code: str
-    name: Optional[str]
-    trade_time: Optional[datetime]
-    pre_close_price: Optional[float]
-    last_price: Optional[float]
-    open_price: Optional[float]
-    high_price: Optional[float]
-    low_price: Optional[float]
-    close_price: Optional[float]
-    volume: Optional[int]           # 成交量
-    amount: Optional[int]           # 成交金额
-    count: Optional[int]            # 交易数量
-    ask_price1: Optional[float]     # 申卖价, 委托档位卖1档价格
-    ask_volume1: Optional[int]      # 申卖量
-    bid_price1: Optional[float]     # 申买价, 委托档位买1档价格
-    bid_volume1: Optional[int]      # 申买量
-    ask_price2: Optional[float]
-    ask_volume2: Optional[int]
-    bid_price2: Optional[float]
-    bid_volume2: Optional[int]
-    ask_price3: Optional[float]
-    ask_volume3: Optional[int]
-    bid_price3: Optional[float]
-    bid_volume3: Optional[int]
-    ask_price4: Optional[float]
-    ask_volume4: Optional[int]
-    bid_price4: Optional[float]
-    bid_volume4: Optional[int]
-    ask_price5: Optional[float]
-    ask_volume5: Optional[int]
-    bid_price5: Optional[float]
-    bid_volume5: Optional[int]
-    ask_price6: Optional[float]
-    ask_volume6: Optional[int]
-    bid_price6: Optional[float]
-    bid_volume6: Optional[int]
-    ask_price7: Optional[float]
-    ask_volume7: Optional[int]
-    bid_price7: Optional[float]
-    bid_volume7: Optional[int]
-    ask_price8: Optional[float]
-    ask_volume8: Optional[int]
-    bid_price8: Optional[float]
-    bid_volume8: Optional[int]
-    ask_price9: Optional[float]
-    ask_volume9: Optional[int]
-    bid_price9: Optional[float]
-    bid_volume9: Optional[int]
-    ask_price10: Optional[float]
-    ask_volume10: Optional[int]
-    bid_price10: Optional[float]
-    bid_volume10: Optional[int]
-
-
-class TsTickIdx(BaseModel):
-    ts_code: str
-    name: Optional[str]
-    trade_time: Optional[datetime]
-    last_price: Optional[float]                 # last_price    单位元
-    pre_close_price: Optional[float]            # pre_close_price
-    high_price: Optional[float]                 # high_price
-    open_price: Optional[float]                 # open_price
-    low_price: Optional[float]                  # low_price
-    close_price: Optional[float]                # close_price
-    volume: Optional[int]                       # volume, 成交总量
-    amount: Optional[float]                     # amount, 成交总金额
-
-
-class TsTickOpt(BaseModel):
-    ts_code: str
-    instrument_id: str
-    trade_time: Optional[datetime]
-    pre_price: Optional[float]                  # 单位元
-    price: Optional[float]
-    open: Optional[float]
-    high: Optional[float]
-    low: Optional[float]
-    close: Optional[float]
-    open_int: Optional[int]
-    vol: Optional[float]
-    amount: Optional[float]
-    num: Optional[int]
-    ask_price1: Optional[float]
-    ask_volume1: Optional[int]
-    bid_price1: Optional[float]
-    bid_volume1: Optional[int]
-    pre_delta: Optional[float]              # 昨虚实度，暂未提供
-    dif_price1: Optional[float]
-    dif_price2: Optional[float]
-    high_limit_price: Optional[float]
-    low_limit_price: Optional[float]
-    refer_price: Optional[float]            # 参考价，港股使用
-
-
-class TsTickFuture(BaseModel):
-    ts_code: str
-    instrument_id: Optional[str]
-    trade_time: Optional[datetime]
-    pre_price: Optional[float]
-    price: Optional[float]
-    open: Optional[float]
-    high: Optional[float]
-    low: Optional[float]
-    close: Optional[float]
-    open_int: Optional[int]
-    vol: Optional[int]
-    amount: Optional[int]                  # 单数量
-    num: Optional[int]
-    ask_price1: Optional[float]
-    ask_volume1: Optional[int]
-    bid_price1: Optional[float]
-    bid_volume1: Optional[int]
-    pre_delta: Optional[float]
-    curr_delta: Optional[float]
-    dif_price1: Optional[float]
-    dif_price2: Optional[float]
-    high_limit_price: Optional[float]
-    low_limit_price: Optional[float]
-    refer_price: Optional[float]
-    pre_settle_price: Optional[float]
-    settle_price: Optional[float]
+from datetime import datetime
+from typing import Optional
+
+from pydantic import BaseModel
+
+
+class TsTick(BaseModel):
+    ts_code: str
+    name: Optional[str]
+    trade_time: Optional[datetime]
+    pre_close_price: Optional[float]
+    last_price: Optional[float]
+    open_price: Optional[float]
+    high_price: Optional[float]
+    low_price: Optional[float]
+    close_price: Optional[float]
+    volume: Optional[int]           # 成交量
+    amount: Optional[int]           # 成交金额
+    count: Optional[int]            # 交易数量
+    ask_price1: Optional[float]     # 申卖价, 委托档位卖1档价格
+    ask_volume1: Optional[int]      # 申卖量
+    bid_price1: Optional[float]     # 申买价, 委托档位买1档价格
+    bid_volume1: Optional[int]      # 申买量
+    ask_price2: Optional[float]
+    ask_volume2: Optional[int]
+    bid_price2: Optional[float]
+    bid_volume2: Optional[int]
+    ask_price3: Optional[float]
+    ask_volume3: Optional[int]
+    bid_price3: Optional[float]
+    bid_volume3: Optional[int]
+    ask_price4: Optional[float]
+    ask_volume4: Optional[int]
+    bid_price4: Optional[float]
+    bid_volume4: Optional[int]
+    ask_price5: Optional[float]
+    ask_volume5: Optional[int]
+    bid_price5: Optional[float]
+    bid_volume5: Optional[int]
+    ask_price6: Optional[float]
+    ask_volume6: Optional[int]
+    bid_price6: Optional[float]
+    bid_volume6: Optional[int]
+    ask_price7: Optional[float]
+    ask_volume7: Optional[int]
+    bid_price7: Optional[float]
+    bid_volume7: Optional[int]
+    ask_price8: Optional[float]
+    ask_volume8: Optional[int]
+    bid_price8: Optional[float]
+    bid_volume8: Optional[int]
+    ask_price9: Optional[float]
+    ask_volume9: Optional[int]
+    bid_price9: Optional[float]
+    bid_volume9: Optional[int]
+    ask_price10: Optional[float]
+    ask_volume10: Optional[int]
+    bid_price10: Optional[float]
+    bid_volume10: Optional[int]
+
+
+class TsTickIdx(BaseModel):
+    ts_code: str
+    name: Optional[str]
+    trade_time: Optional[datetime]
+    last_price: Optional[float]                 # last_price    单位元
+    pre_close_price: Optional[float]            # pre_close_price
+    high_price: Optional[float]                 # high_price
+    open_price: Optional[float]                 # open_price
+    low_price: Optional[float]                  # low_price
+    close_price: Optional[float]                # close_price
+    volume: Optional[int]                       # volume, 成交总量
+    amount: Optional[float]                     # amount, 成交总金额
+
+
+class TsTickOpt(BaseModel):
+    ts_code: str
+    instrument_id: str
+    trade_time: Optional[datetime]
+    pre_price: Optional[float]                  # 单位元
+    price: Optional[float]
+    open: Optional[float]
+    high: Optional[float]
+    low: Optional[float]
+    close: Optional[float]
+    open_int: Optional[int]
+    vol: Optional[float]
+    amount: Optional[float]
+    num: Optional[int]
+    ask_price1: Optional[float]
+    ask_volume1: Optional[int]
+    bid_price1: Optional[float]
+    bid_volume1: Optional[int]
+    pre_delta: Optional[float]              # 昨虚实度，暂未提供
+    dif_price1: Optional[float]
+    dif_price2: Optional[float]
+    high_limit_price: Optional[float]
+    low_limit_price: Optional[float]
+    refer_price: Optional[float]            # 参考价，港股使用
+
+
+class TsTickFuture(BaseModel):
+    ts_code: str
+    instrument_id: Optional[str]
+    trade_time: Optional[datetime]
+    pre_price: Optional[float]
+    price: Optional[float]
+    open: Optional[float]
+    high: Optional[float]
+    low: Optional[float]
+    close: Optional[float]
+    open_int: Optional[int]
+    vol: Optional[int]
+    amount: Optional[int]                  # 单数量
+    num: Optional[int]
+    ask_price1: Optional[float]
+    ask_volume1: Optional[int]
+    bid_price1: Optional[float]
+    bid_volume1: Optional[int]
+    pre_delta: Optional[float]
+    curr_delta: Optional[float]
+    dif_price1: Optional[float]
+    dif_price2: Optional[float]
+    high_limit_price: Optional[float]
+    low_limit_price: Optional[float]
+    refer_price: Optional[float]
+    pre_settle_price: Optional[float]
+    settle_price: Optional[float]

tushare/subs/ts_subs/subscribe.py

@@ -176,11 +176,27 @@ class TsSubscribe(object):
                 p.start()
 
 
-def test():
+def test_min():
+    app = TsSubscribe("xxx")
+
+    #  code 可以包含 * （通配符）
+    @app.register(topic='HQ_STK_MIN', codes=["1MIN:*.SH"])
+    def print_message(record):
+        """
+        订阅主题topic，并指定codes列表，在接收到topic的推送消息时，符合code条件，就会执行回调
+        :param record:
+        :return:
+        """
+        print('用户定义业务代码输出 print_message(%s)' % str(record))
+
+    app.run()
+
+
+def test_tick():
     app = TsSubscribe(token='xxx')
 
     #  code 可以包含 * （通配符）
-    @app.register(topic='HQ_STK_MIN', codes=["*"])
+    @app.register(topic='HQ_STK_TICK', codes=["*.SH"])
     def print_message(record):
         """
         订阅主题topic，并指定codes列表，在接收到topic的推送消息时，符合code条件，就会执行回调
@@ -193,4 +209,4 @@ def test():
 
 
 if __name__ == '__main__':
-    test()
+    test_min()

{tushare-1.4.13.dist-info → tushare-1.4.15.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tushare
-Version: 1.4.13
+Version: 1.4.15
 Summary: A utility for crawling historical and Real-time Quotes data of China stocks
 Home-page: https://tushare.pro
 Author: Jimmy Liu
@@ -80,6 +80,11 @@ return::
     
 Log
 --------------
+1.4.14
+-------
+- 修复 realtime_list (爬虫版)
+- 修复dc CLOSE和PRE_CLOSE收盘和昨收 字段命名问题
+-------
 1.4.6
 -------
 - 修复 realtime_quote 实时盘口TICK快照(爬虫版)

{tushare-1.4.13.dist-info → tushare-1.4.15.dist-info}/RECORD

@@ -1,4 +1,4 @@
-tushare/__init__.py,sha256=qwKDSMvh3WbshnQP2JjgCyIzZZb874LlAvhB9VAYlm4,4765
+tushare/__init__.py,sha256=D2GYf-e9mmFqKrbMCS_M20Q3dRhai81uncRRRSHb3GE,4765
 tushare/bond/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tushare/bond/bonds.py,sha256=PJM0xDiWZDpOPwDtbEU9PdP0M_Gu0c599YuB1rbZ3r8,232
 tushare/coins/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -18,8 +18,8 @@ tushare/internet/caixinnews.py,sha256=IwNOB5F1q_CxfuP93-jgUpTW5yY5NANPRJXySm_bj2
 tushare/internet/indexes.py,sha256=oteQCv0k2X0pbhXRHwMSviD1AowJWE6xRjKkqr5RNCo,3595
 tushare/pro/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tushare/pro/client.py,sha256=w7LfXtlmSd4Aiq7Bz5-tPFfkfjrPS_7jroUiRs7BUWw,1388
-tushare/pro/data_pro.py,sha256=SOHbK-j9CmZguuv0CLIT-Z3hUynEy96mbvvhrGN6y9I,10883
-tushare/pro/llm.py,sha256=TQi0Zk-UZESBaH9qwEY0f4VofrGkCl-4ajFn-IksW2s,3355
+tushare/pro/data_pro.py,sha256=3ZVaHCsHqJlMouXsqgAeayqD9rThX-EGZ_REOYsAWbs,20568
+tushare/pro/llm.py,sha256=Zdb81mhr9lQKX6p-JDml7THSbmBm8NmFQT54B8FkgvI,3444
 tushare/stock/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tushare/stock/billboard.py,sha256=vCrbN7-NGXSpXMc8jq7NcjjHyu9pTcr4uXp559iA1wA,12833
 tushare/stock/classifying.py,sha256=3yWqlLhgj2irk-9ksKWFFS5HY-SnjfEr5erwJxBidG8,10539
@@ -35,7 +35,7 @@ tushare/stock/news_vars.py,sha256=CQ18hvyoeScelBCqKgF_rgAufoEALAUT8y_LERvZKHk,45
 tushare/stock/newsevent.py,sha256=STR7C8MjtZlaXTCG0QNaojBuK4-oxP_8hT7ZIvRpbiI,6944
 tushare/stock/ref_vars.py,sha256=MIxor-2rISl65I32vUzC-z7ZC_QFzG4sxOKDyjLWuU4,4449
 tushare/stock/reference.py,sha256=x_HZlrP58T-5OTZ7SLdf2Dh9THj1h7cT4wcIp42IHFI,38227
-tushare/stock/rtq.py,sha256=gMTTv8XOtCgStLa0DhXIXMJhf5jBsZbs_1zzQVugTDc,23123
+tushare/stock/rtq.py,sha256=28HBzyrJ2VwP93_9edkLBWgllezgrUJoS_WZc6RYFgA,23161
 tushare/stock/rtq_vars.py,sha256=V6LeJkSP76z8veRfP_mGiQ63V5YBHoTMaqUA5hSBWh4,4200
 tushare/stock/shibor.py,sha256=Fx9OUZ429kz6l7ZdaYSD6p_X79ud69PDM9EZogm8xCY,6422
 tushare/stock/trading.py,sha256=3bvM4pexEYW-uGGEL7g6Vkte4sqGC1iYO6dC8mGLSdM,55619
@@ -45,13 +45,13 @@ tushare/subs/ht_subs/covert.py,sha256=d25f86D_4CHjrX3IGh8JtTSb7VI2Da506FHwlhOhk1
 tushare/subs/ht_subs/subscribe.py,sha256=yYnPeg7c0OHbIJhEf4bXFMLbQ4H1bHhApDPrHeTimuw,8340
 tushare/subs/model/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tushare/subs/model/min.py,sha256=-AYBGOM1U8IB7Q6SPHS0tpoWN3qz1hngCw7k5x2HhUU,375
-tushare/subs/model/tick.py,sha256=YB_a5Kdktp7bGBnFnkiYUNI5SKZKmC9XxnLyd9QGoX0,4211
+tushare/subs/model/tick.py,sha256=yaYMJY42_IPjViY4v0aMyNahXfpBE_m2dcz3obm8Y94,4339
 tushare/subs/tgw_subs/__init__.py,sha256=30AFeIgTci0HLNyZTNpr1wRChrVdvpD2dHNKS4Q-fS0,69
 tushare/subs/tgw_subs/convert.py,sha256=VWsDOv_rmz3a9YjQ-ZThXerc1HqcWPlBYAOF6A9SqjQ,5474
 tushare/subs/tgw_subs/login.py,sha256=z7laiscTx50LzOB0cM2hypv5E78DvWx-2Ip5kDE7uNk,903
 tushare/subs/tgw_subs/subscribe.py,sha256=OwLKcSTN2xrge33hBkio_S188viMeGuicDj_x0VaR2A,3336
 tushare/subs/ts_subs/__init__.py,sha256=AyX957j8DDjdpIYcNR7dyRaMfxusa6d2VeunMEB6RAc,107
-tushare/subs/ts_subs/subscribe.py,sha256=vy0PA3g6jBQE5f2vSofLNq0zaZy3pJf89KMBfbB1xA8,6205
+tushare/subs/ts_subs/subscribe.py,sha256=3akQj5IDANatYOBFYSKotigKviAf5N8SNO_ZVx8pBR0,6701
 tushare/trader/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tushare/trader/trader.py,sha256=O2WJkIKGuUFK_hiQj83N5j971VW-TNAgKaCE0O4oFwg,11360
 tushare/trader/utils.py,sha256=CG-TCyeu5WqYjnBARxft2lEnLD3xvhHLU40hPSL_CCw,752
@@ -72,8 +72,8 @@ tushare/util/verify_token.py,sha256=cuV3RErWbOC318NANCYL6K1LKZ3wSAL2yMwZHA7tD3s,
 tushare/util/protobuf/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tushare/util/protobuf/funcs.py,sha256=UCdK8FxTyjPZsNzoEeXqYzqrQXUmRMvW5hua6GPA66A,779
 tushare/util/protobuf/response_pb2.py,sha256=vJH9ONkDuJlg6y-q1PvuDZoviKrK7hzNtMieQHK45DI,11347
-tushare-1.4.13.dist-info/LICENSE,sha256=C2j55UI0Ul-1-wA1-rn7OaY6b3vGl4YukiyvYzHsU9o,1503
-tushare-1.4.13.dist-info/METADATA,sha256=DC65n8RDTT4yM6ZOVjaXRLlKwywunlkC3OaqYzEX_U4,2839
-tushare-1.4.13.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-tushare-1.4.13.dist-info/top_level.txt,sha256=HHOxMuqc31KuAIcxpE0t5dAPMKbaiRtjsjTMFd7FlXI,8
-tushare-1.4.13.dist-info/RECORD,,
+tushare-1.4.15.dist-info/LICENSE,sha256=C2j55UI0Ul-1-wA1-rn7OaY6b3vGl4YukiyvYzHsU9o,1503
+tushare-1.4.15.dist-info/METADATA,sha256=zCdNZd91LalPVVUE_c_0Jci20wYeISLM7MDmOEyl_eg,2965
+tushare-1.4.15.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+tushare-1.4.15.dist-info/top_level.txt,sha256=HHOxMuqc31KuAIcxpE0t5dAPMKbaiRtjsjTMFd7FlXI,8
+tushare-1.4.15.dist-info/RECORD,,