tushare 1.4.14__py3-none-any.whl → 1.4.16__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- tushare/__init__.py +2 -2
- tushare/pro/data_pro.py +179 -7
- {tushare-1.4.14.dist-info → tushare-1.4.16.dist-info}/METADATA +1 -1
- {tushare-1.4.14.dist-info → tushare-1.4.16.dist-info}/RECORD +7 -7
- {tushare-1.4.14.dist-info → tushare-1.4.16.dist-info}/WHEEL +1 -1
- {tushare-1.4.14.dist-info → tushare-1.4.16.dist-info}/LICENSE +0 -0
- {tushare-1.4.14.dist-info → tushare-1.4.16.dist-info}/top_level.txt +0 -0
tushare/__init__.py
CHANGED
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@@ -2,7 +2,7 @@
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import codecs
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import os
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-
__version__ = '1.4.
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__version__ = '1.4.16'
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__author__ = 'Jimmy Liu'
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"""
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@@ -78,7 +78,7 @@ from tushare.stock.shibor import (shibor_data, shibor_quote_data,
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"""
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for tushare pro api
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"""
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-
from tushare.pro.data_pro import (pro_api, pro_bar, subs, ht_subs)
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from tushare.pro.data_pro import (pro_api, pro_bar, subs, ht_subs, pro_bar_vip)
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"""
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for LHB
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tushare/pro/data_pro.py
CHANGED
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@@ -26,7 +26,6 @@ FACT_LIST = {
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'pe': 'pe',
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'pe_ttm': 'pe_ttm',
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}
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-
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def pro_api(token='', timeout=30):
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"""
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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
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@@ -37,10 +36,10 @@ def pro_api(token='', timeout=30):
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pro = client.DataApi(token=token, timeout=timeout)
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return pro
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else:
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raise Exception('api init error.')
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raise Exception('api init error.')
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def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E',
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exchange='',
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adj = None,
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ma = [],
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@@ -70,13 +69,13 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
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tor:换手率，默认不返回，返回需指定：factor=['tor']
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以上两种都需要：factor=['vr', 'tor']
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retry_count:网络重试次数
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-
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+
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Return
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----------
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DataFrame
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code:代码
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open：开盘close/high/low/vol成交量/amount成交额/maN均价/vr量比/tor换手率
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-
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+
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期货(asset='FT')
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code/open/close/high/low/avg_price：均价 position：持仓量 vol：成交总量
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"""
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@@ -87,7 +86,7 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
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freq = freq.strip().lower()
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else:
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freq = freq.strip().upper() if asset != 'C' else freq.strip().lower()
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-
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+
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if 'min' not in freq:
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today= datetime.datetime.today().date()
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today = str(today)[0:10]
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@@ -200,6 +199,179 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
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return data
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raise IOError('ERROR.')
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def pro_api(token='', timeout=30):
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"""
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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
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"""
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if token == '' or token is None:
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token = upass.get_token()
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if token is not None and token != '':
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pro = client.DataApi(token=token, timeout=timeout)
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return pro
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else:
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raise Exception('api init error.')
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def pro_bar_vip(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E',
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exchange='',
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adj = None,
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ma = [],
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factors = None,
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adjfactor = False,
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offset = None,
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limit = None,
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fields = '',
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contract_type = '',
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retry_count = 3):
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"""
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BAR数据
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Parameters:
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------------
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ts_code:证券代码，支持股票,ETF/LOF,期货/期权,港股,数字货币
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start_date:开始日期 YYYYMMDD
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end_date:结束日期 YYYYMMDD
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freq:支持1/5/15/30/60分钟,周/月/季/年
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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
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exchange:市场代码，用户数字货币行情
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adj:复权类型,None不复权,qfq:前复权,hfq:后复权
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ma:均线,支持自定义均线频度，如：ma5/ma10/ma20/ma60/maN
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offset:开始行数（分页功能，从第几行开始取数据）
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limit: 本次提取数据行数
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factors因子数据，目前支持以下两种：
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vr:量比,默认不返回，返回需指定：factor=['vr']
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tor:换手率，默认不返回，返回需指定：factor=['tor']
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以上两种都需要：factor=['vr', 'tor']
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retry_count:网络重试次数
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Return
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----------
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DataFrame
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code:代码
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open：开盘close/high/low/vol成交量/amount成交额/maN均价/vr量比/tor换手率
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期货(asset='FT')
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code/open/close/high/low/avg_price：均价 position：持仓量 vol：成交总量
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"""
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if (ts_code=='' or ts_code is None) and (adj is not None):
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print('提取复权行情必须输入ts_code参数')
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return
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if len(freq.strip())>=3:
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freq = freq.strip().lower()
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else:
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freq = freq.strip().upper() if asset != 'C' else freq.strip().lower()
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if 'min' not in freq:
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today= datetime.datetime.today().date()
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today = str(today)[0:10]
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start_date = '' if start_date is None else start_date
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end_date = today if end_date == '' or end_date is None else end_date
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start_date = start_date.replace('-', '')
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end_date = end_date.replace('-', '')
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ts_code = ts_code.strip().upper() if asset != 'C' else ts_code.strip().lower()
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asset = asset.strip().upper()
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api = api if api is not None else pro_api()
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for _ in range(retry_count):
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try:
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if asset == 'E':
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if freq == 'D':
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data = api.daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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if factors is not None and len(factors) >0 :
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ds = api.daily_basic_vip(ts_code=ts_code, start_date=start_date, end_date=end_date)[['trade_date', 'turnover_rate', 'volume_ratio']]
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ds = ds.set_index('trade_date')
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data = data.set_index('trade_date')
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data = data.merge(ds, left_index=True, right_index=True)
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data = data.reset_index()
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if ('tor' in factors) and ('vr' not in factors):
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data = data.drop('volume_ratio', axis=1)
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if ('vr' in factors) and ('tor' not in factors):
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data = data.drop('turnover_rate', axis=1)
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if freq == 'W':
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data = api.weekly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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if freq == 'M':
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data = api.monthly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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if 'min' in freq:
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data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
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data['trade_date'] = data['trade_time'].map(lambda x: x.replace('-', '')[0:8])
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data['pre_close'] = data['close'].shift(-1)
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if adj is not None:
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fcts = api.adj_factor_vip(ts_code=ts_code, start_date=start_date, end_date=end_date)[['trade_date', 'adj_factor']]
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if fcts.shape[0] == 0:
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return None
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data = data.set_index('trade_date', drop=False).merge(fcts.set_index('trade_date'), left_index=True, right_index=True, how='left')
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if 'min' in freq:
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data = data.sort_values('trade_time', ascending=False)
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data['adj_factor'] = data['adj_factor'].fillna(method='bfill')
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for col in PRICE_COLS:
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if adj == 'hfq':
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data[col] = data[col] * data['adj_factor']
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if adj == 'qfq':
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data[col] = data[col] * data['adj_factor'] / float(fcts['adj_factor'][0])
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data[col] = data[col].map(FORMAT)
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data[col] = data[col].astype(float)
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if adjfactor is False:
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data = data.drop('adj_factor', axis=1)
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if 'min' not in freq:
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data['change'] = data['close'] - data['pre_close']
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data['pct_chg'] = data['change'] / data['pre_close'] * 100
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data['pct_chg'] = data['pct_chg'].map(lambda x: FORMAT(x)).astype(float)
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else:
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data = data.drop(['trade_date', 'pre_close'], axis=1)
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else:
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data['pre_close'] = data['close'].shift(-1)
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data['change'] = data['close'] - data['pre_close']
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data['pct_chg'] = data['change'] / data['pre_close'] * 100
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data['pct_chg'] = data['pct_chg'].map(lambda x: FORMAT(x)).astype(float)
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elif asset == 'I':
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if freq == 'D':
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data = api.index_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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if freq == 'W':
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data = api.index_weekly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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if freq == 'M':
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data = api.index_monthly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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if 'min' in freq:
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data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
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elif asset == 'FT':
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if freq == 'D':
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data = api.fut_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, exchange=exchange, offset=offset, limit=limit)
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if 'min' in freq:
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data = api.ft_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
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elif asset == 'O':
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if freq == 'D':
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data = api.opt_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, exchange=exchange, offset=offset, limit=limit)
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if 'min' in freq:
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data = api.opt_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
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elif asset == 'CB':
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if freq == 'D':
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data = api.cb_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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elif asset == 'FD':
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if freq == 'D':
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data = api.fund_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
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if 'min' in freq:
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data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
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if asset == 'C':
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if freq == 'd':
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freq = 'daily'
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elif freq == 'w':
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freq = 'week'
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data = api.coinbar(exchange=exchange, symbol=ts_code, freq=freq, start_dae=start_date, end_date=end_date,
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contract_type=contract_type)
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if ma is not None and len(ma) > 0:
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for a in ma:
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if isinstance(a, int):
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data['ma%s'%a] = MA(data['close'], a).map(FORMAT).shift(-(a-1))
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data['ma%s'%a] = data['ma%s'%a].astype(float)
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data['ma_v_%s'%a] = MA(data['vol'], a).map(FORMAT).shift(-(a-1))
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data['ma_v_%s'%a] = data['ma_v_%s'%a].astype(float)
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data = data.reset_index(drop=True)
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except Exception as e:
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print(e)
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else:
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if fields is not None and fields != '':
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f_list = [col.strip() for col in fields.split(',')]
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data = data[f_list]
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return data
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raise IOError('ERROR.')
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def subs(token=''):
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if token == '' or token is None:
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@@ -1,4 +1,4 @@
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1
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tushare/__init__.py,sha256=
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tushare/__init__.py,sha256=WGp2WFHHZkVf028VsTtx31RvngjcKDEFQCE4Zt3JFcE,4778
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2
2
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tushare/bond/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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3
3
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tushare/bond/bonds.py,sha256=PJM0xDiWZDpOPwDtbEU9PdP0M_Gu0c599YuB1rbZ3r8,232
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4
4
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tushare/coins/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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@@ -18,7 +18,7 @@ tushare/internet/caixinnews.py,sha256=IwNOB5F1q_CxfuP93-jgUpTW5yY5NANPRJXySm_bj2
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18
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tushare/internet/indexes.py,sha256=oteQCv0k2X0pbhXRHwMSviD1AowJWE6xRjKkqr5RNCo,3595
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tushare/pro/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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tushare/pro/client.py,sha256=w7LfXtlmSd4Aiq7Bz5-tPFfkfjrPS_7jroUiRs7BUWw,1388
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21
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-
tushare/pro/data_pro.py,sha256=
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21
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+
tushare/pro/data_pro.py,sha256=3ZVaHCsHqJlMouXsqgAeayqD9rThX-EGZ_REOYsAWbs,20568
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tushare/pro/llm.py,sha256=Zdb81mhr9lQKX6p-JDml7THSbmBm8NmFQT54B8FkgvI,3444
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tushare/stock/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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tushare/stock/billboard.py,sha256=vCrbN7-NGXSpXMc8jq7NcjjHyu9pTcr4uXp559iA1wA,12833
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@@ -72,8 +72,8 @@ tushare/util/verify_token.py,sha256=cuV3RErWbOC318NANCYL6K1LKZ3wSAL2yMwZHA7tD3s,
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tushare/util/protobuf/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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tushare/util/protobuf/funcs.py,sha256=UCdK8FxTyjPZsNzoEeXqYzqrQXUmRMvW5hua6GPA66A,779
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tushare/util/protobuf/response_pb2.py,sha256=vJH9ONkDuJlg6y-q1PvuDZoviKrK7hzNtMieQHK45DI,11347
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75
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tushare-1.4.
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tushare-1.4.
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77
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tushare-1.4.
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tushare-1.4.
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79
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tushare-1.4.
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75
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tushare-1.4.16.dist-info/LICENSE,sha256=C2j55UI0Ul-1-wA1-rn7OaY6b3vGl4YukiyvYzHsU9o,1503
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76
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+
tushare-1.4.16.dist-info/METADATA,sha256=6cwUt3uKNk6ItLZukKycsUOZvHvfdia9ivJR1FOK-S8,2965
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77
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+
tushare-1.4.16.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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78
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+
tushare-1.4.16.dist-info/top_level.txt,sha256=HHOxMuqc31KuAIcxpE0t5dAPMKbaiRtjsjTMFd7FlXI,8
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79
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+
tushare-1.4.16.dist-info/RECORD,,
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File without changes
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File without changes
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