tushare 1.4.4__py3-none-any.whl → 1.4.17__py3-none-any.whl

tushare/__init__.py

@@ -2,7 +2,7 @@
 import codecs
 import os
 
-__version__ = '1.4.4'
+__version__ = '1.4.16'
 __author__ = 'Jimmy Liu'
 
 """
@@ -78,7 +78,7 @@ from tushare.stock.shibor import (shibor_data, shibor_quote_data,
 """
 for tushare pro api
 """
-from tushare.pro.data_pro import (pro_api, pro_bar, subs, ht_subs)
+from tushare.pro.data_pro import (pro_api, pro_bar, subs, ht_subs, pro_bar_vip)
 
 """
 for LHB

tushare/pro/client.py

@@ -17,7 +17,8 @@ import requests
 class DataApi:
 
     __token = ''
-    __http_url = 'http://api.waditu.com'
+    __http_url = 'http://api.waditu.com/dataapi'
+    # __http_url = 'http://127.0.0.1:8000/dataapi'
 
     def __init__(self, token, timeout=30):
         """
@@ -37,7 +38,7 @@ class DataApi:
             'fields': fields
         }
 
-        res = requests.post(self.__http_url, json=req_params, timeout=self.__timeout)
+        res = requests.post(f"{self.__http_url}/{api_name}", json=req_params, timeout=self.__timeout)
         if res:
             result = json.loads(res.text)
             if result['code'] != 0:

tushare/pro/data_pro.py

@@ -3,7 +3,7 @@
 pro init 
 Created on 2018/07/01
 @author: Jimmy Liu
-@group : https://waditu.com
+@group : https://tushare.pro
 @contact: jimmysoa@sina.cn
 """
 from __future__  import division
@@ -12,8 +12,8 @@ from tushare.pro import client
 from tushare.util import upass
 from tushare.util.formula import MA
 
-PRICE_COLS = ['open', 'close', 'high', 'low']
-FORMAT = lambda x: '%.4f' % x
+PRICE_COLS = ['open', 'close', 'high', 'low', 'pre_close']
+FORMAT = lambda x: '%.2f' % x
 FREQS = {'D': '1DAY',
          'W': '1WEEK',
          'Y': '1YEAR',
@@ -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 = [],
@@ -48,6 +47,7 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
            adjfactor = False,
            offset = None,
            limit = None,
+           fields = '',
            contract_type = '',
            retry_count = 3):
     """
@@ -69,13 +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
     """
@@ -86,7 +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]
@@ -143,6 +143,11 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
                         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(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
@@ -161,7 +166,7 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
                 if freq == 'D':
                     data = api.opt_daily(ts_code=ts_code, start_date=start_date, end_date=end_date, exchange=exchange, offset=offset, limit=limit)
                 if 'min' in freq:
-                    data = api.stk_mins(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+                    data = api.opt_mins(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(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
@@ -175,11 +180,181 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
                     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
-                )
+                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 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):
@@ -191,6 +366,9 @@ def pro_bar(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E
         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.')
 
@@ -211,5 +389,7 @@ def ht_subs(username, password):
 
 
 if __name__ == '__main__':
-    # upass.set_token('')
+#     upass.set_token('')
     pro = pro_api()
+    df = pro_bar(ts_code='688539.SH', adj='qfq')
+    print(df)

tushare/pro/llm.py

@@ -0,0 +1,118 @@
+import json
+
+import requests
+try:
+    import sseclient
+except:
+    raise ImportError("sseclient not found, please install it using 'pip install sseclient-py'.")
+
+
+from tushare import get_token
+
+BASE_URL = "http://api.waditu.com/dataapi"
+# BASE_URL = "http://10.255.255.205:8083/dataapi"
+API_KEY_PREFIX = "tsgpt-"
+
+
+class GPTClient:
+    def __init__(self, token=None, timetout=120):
+        if not token:
+            token = get_token()
+        self.token = token
+        self.timeout = timetout
+
+    def _request(self, model, messages, temperature=None, max_tokens=None, stream=True, pretty=False) -> requests.Response:
+        """
+        model string 模型名称， doubao-pro-128k
+        messages list 消息列表
+            [
+                {
+                  "role": "user",
+                  "content": "Hello World"
+                }
+            ]
+        pretty bool 是否只返回回答内容文本
+        """
+        resp = requests.post(
+            f'{BASE_URL}/llm/{model}',
+            json={"params": {
+                "stream": stream,
+                "messages": messages,
+                "temperature": temperature,
+                "max_tokens": max_tokens
+            }},
+            headers={"Authorization": f"tstoken-{self.token}"},
+            timeout=self.timeout, stream=stream
+        )
+        if resp.status_code != 200:
+            raise Exception(f"请求出现错误，{resp.content}")
+        return resp
+
+    def gpt_query(self, model, messages, temperature=None, max_tokens=None, pretty=False):
+        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.get('msg') or resp_data)
+        if pretty:
+            return resp_data['choices'][0]["message"]["content"]
+        else:
+            return resp_data
+
+    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"]
+            else:
+                yield e_data
+
+    def gpt(self, model, query) -> str:
+        messages = [{
+          "role": "user",
+          "content": query
+        }]
+        return self.gpt_query(model, messages, pretty=True)
+
+
+def test_gpt_query():
+    c = GPTClient()
+    dd = c.gpt_query("doubao-pro-128k", [{
+        "role": "user",
+        "content": "你好"
+    }])
+    print(dd)
+    dd = c.gpt_query("doubao-pro-128k", [{
+        "role": "user",
+        "content": "你好"
+    }], pretty=True)
+    print(dd)
+
+
+def test_gpt_stream():
+    c = GPTClient()
+    dd = c.gpt_stream("doubao-pro-128k", [
+        {
+            "role": "user",
+            "content": "你好"
+        }
+    ])
+    for d in dd:
+        print(d)
+
+    dd = c.gpt_stream("doubao-pro-128k", [
+        {
+            "role": "user",
+            "content": "你好"
+        }
+    ], pretty=True)
+    for d in dd:
+        print(d)
+
+
+def test_gpt():
+    c = GPTClient()
+    dd = c.gpt("doubao-pro-128k", "你好")
+    print(dd)

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",
@@ -563,10 +563,10 @@ def get_realtime_quotes_dc(symbols="688553"):
     if not data_info:
         return pd.DataFrame()
     name = data_info["f58"]
-    open = data_info["f45"]  # / 100
+    open = data_info["f46"]  # / 100
     high = data_info["f44"]  # / 100
     pre_close = data_info["f60"]  # / 100
-    low = data_info["f46"]  # / 100
+    low =  data_info["f45"] # / 100
     price = data_info["f43"]  # / 100 if data_info["f43"] != "-" else ""
     b5_v = format_str_to_float(data_info["f12"])
     b5_p = data_info["f11"]  # / 100 if data_info["f11"] != "-" else ""
@@ -636,14 +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_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 = '600148.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
-    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]
-    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/tgw_subs/convert.py

@@ -62,14 +62,14 @@ def convert_tick_index(tgw_data: dict) -> TsTickIdx:
         ts_code=get_ts_code(tgw_data.get("market_type"), tgw_data.get("security_code")),
         name=None,
         trade_time=datetime.strptime(str(tgw_data.get('orig_time'))[:-3], '%Y%m%d%H%M%S'),
-        last_price=tgw_data.get('last_index'),
-        pre_close_price=tgw_data.get('pre_close_index'),
-        open_price=tgw_data.get('open_index'),
-        high_price=tgw_data.get('high_index'),
-        low_price=tgw_data.get('low_index'),
-        close_price=tgw_data.get('close_index'),
-        volume=tgw_data.get('total_volume_trade'),
-        amount=tgw_data.get('total_value_trade'),
+        last_price=tgw_data.get('last_index')/1000000,
+        pre_close_price=tgw_data.get('pre_close_index')/1000000,
+        open_price=tgw_data.get('open_index')/1000000,
+        high_price=tgw_data.get('high_index')/1000000,
+        low_price=tgw_data.get('low_index')/1000000,
+        close_price=tgw_data.get('close_index')/1000000,
+        volume=tgw_data.get('total_volume_trade')/100,
+        amount=tgw_data.get('total_value_trade')/100000,
     )
     return item
 
@@ -138,22 +138,22 @@ def convert_tick_stock(tgw_data: dict) -> TsTick:
     """
     extra = {}
     for i in range(1, 11):
-        extra[f'ask_price{i}'] = tgw_data.get(f'offer_price{i}')
-        extra[f'ask_volume{i}'] = tgw_data.get(f'offer_volume{i}')
-        extra[f'bid_price{i}'] = tgw_data.get(f'bid_price{i}')
-        extra[f'bid_volume{i}'] = tgw_data.get(f'bid_volume{i}')
+        extra[f'ask_price{i}'] = tgw_data.get(f'offer_price{i}')/1000000
+        extra[f'ask_volume{i}'] = tgw_data.get(f'offer_volume{i}')/100
+        extra[f'bid_price{i}'] = tgw_data.get(f'bid_price{i}')/1000000
+        extra[f'bid_volume{i}'] = tgw_data.get(f'bid_volume{i}')/100
     item = TsTick(
         ts_code=get_ts_code(tgw_data.get("market_type"), tgw_data.get("security_code")),
         name=None,
         trade_time=datetime.strptime(str(tgw_data.get('orig_time'))[:-3], '%Y%m%d%H%M%S'),
-        pre_close_price=tgw_data.get("pre_close_price"),
-        last_price=tgw_data.get("last_price"),
-        open_price=tgw_data.get("open_price"),
-        high_price=tgw_data.get("high_price"),
-        low_price=tgw_data.get("low_price"),
-        close_price=tgw_data.get("close_price"),
-        volume=tgw_data.get("total_volume_trade"),
-        amount=tgw_data.get("total_value_trade"),
+        pre_close_price=tgw_data.get("pre_close_price")/1000000,
+        last_price=tgw_data.get("last_price")/1000000,
+        open_price=tgw_data.get("open_price")/1000000,
+        high_price=tgw_data.get("high_price")/1000000,
+        low_price=tgw_data.get("low_price")/1000000,
+        close_price=tgw_data.get("close_price")/1000000,
+        volume=tgw_data.get("total_volume_trade")/100,
+        amount=tgw_data.get("total_value_trade")/1000000,
         count=tgw_data.get("num_trades"),
         **extra
     )

tushare/subs/ts_subs/subscribe.py

@@ -58,7 +58,11 @@ class TsSubscribe(object):
         logger.info('application starting...')
         self.threading_keepalive_ping()
 
-    def on_message(self, message, *args, **kwargs):
+    def on_message(self, *args, **kwargs):
+        if isinstance(args[0], websocket.WebSocketApp):
+            message = args[1]
+        else:
+            message = args[0]
         logger.debug(message)
         if isinstance(message, (str, bytes, bytearray)):
             resp_data = json.loads(message)
@@ -172,11 +176,27 @@ class TsSubscribe(object):
                 p.start()
 
 
-def test():
-    app = TsSubscribe(token='')
+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_TICK', codes=["000001.SZ"])
+    @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
@@ -189,4 +209,4 @@ def test():
 
 
 if __name__ == '__main__':
-    test()
+    test_min()

tushare/util/format_stock_code.py

@@ -16,50 +16,47 @@ def format_stock_code(x, special=""):
     @param special:
     @return:
     """
+    x = str(x)
+    stock_len = 6
+    hk_stock_len = 5
     if special:
         x = str(x)
         if "行业" in special or "概念" in special:
-            x = x.zfill(5) if len(x) < 5 else x
+            x = x.zfill(stock_len) if len(x) < stock_len else x
             return '%s.TI' % x
-        elif "港股" in special:
+        elif special == "港股":
             r = re.search(r"(\d+)", str(x), re.S | re.M)
             if not r:
                 return x
             else:
                 x = r.group(1)
-                x = x.zfill(5) if len(x) < 5 else x
+                x = x.zfill(hk_stock_len) if len(x) < hk_stock_len else x
             return '%s.HK' % x
         elif special == "场外基金" or special == "热基":
-            x = x.zfill(5) if len(x) < 5 else x
+            x = x.zfill(stock_len) if len(x) < stock_len else x
             return '%s.OF' % x
         elif special == "可转债":
             if str(x).startswith('11'):
-                x = x.zfill(5) if len(x) < 5 else x
+                x = x.zfill(stock_len) if len(x) < stock_len else x
                 return '%s.SH' % x
             elif str(x).startswith('12'):
-                x = x.zfill(5) if len(x) < 5 else x
+                x = x.zfill(stock_len) if len(x) < stock_len else x
                 return '%s.SZ' % x
-
-    if not x[0].isdigit():
-        r = re.search(r"(\d+)", str(x), re.S | re.M)
-        if not r:
-            return x.upper()
-        else:
-            x = r.group(1)  # # return f"{r.group(1)}.{str(x).split(r.group(1))[0]}"
-
     if not x[0].isdigit():
         return x.upper()
+    if str(x[0:3]) in ['920']:
+        x = x.zfill(stock_len) if len(x) < stock_len else x
+        return '%s.BJ' % x
     if str(x[0]) in ['5', '6', '9']:
-        x = x.zfill(5) if len(x) < 5 else x
+        x = x.zfill(stock_len) if len(x) < stock_len else x
         return '%s.SH' % x
     elif str(x[0]) in ['8', '4']:
-        x = x.zfill(5) if len(x) < 5 else x
+        x = x.zfill(stock_len) if len(x) < stock_len else x
         return '%s.BJ' % x
     else:
-        x = x.zfill(5) if len(x) < 5 else x
+        x = x.zfill(stock_len) if len(x) < stock_len else x
         return '%s.SZ' % x
 
-
 def a_symbol_verify(x):
     l = str(x).upper().split(".")
     if not x[-1].isdigit():
@@ -107,6 +104,8 @@ def verify_stock_or_index(x):
         return True
     elif x.startswith('4') and x.endswith('BJ'):
         return True
+    elif x.startswith('920') and x.endswith('BJ'):
+        return True
     elif x.startswith('9') and x.endswith('CSI'):
         return False
     else:
@@ -119,5 +118,6 @@ if __name__ == '__main__':
     # s = symbol_verify("sz000001")
     # s = symbol_verify("000001.SZ")
     # s = symbols_f("000001", special="港股")
-    s = verify_stock_or_index(x="399005.SZ")
+    # s = verify_stock_or_index(x="399005.SZ")
+    s = format_stock_code(x="92052")
     print(s)

{tushare-1.4.4.dist-info → tushare-1.4.17.dist-info}/METADATA

@@ -1,13 +1,12 @@
 Metadata-Version: 2.1
 Name: tushare
-Version: 1.4.4
+Version: 1.4.17
 Summary: A utility for crawling historical and Real-time Quotes data of China stocks
 Home-page: https://tushare.pro
 Author: Jimmy Liu
 Author-email: waditu@163.com
 License: BSD
 Keywords: Global Financial Data
-Platform: UNKNOWN
 Classifier: Development Status :: 4 - Beta
 Classifier: Programming Language :: Python :: 3.6
 Classifier: Programming Language :: Python :: 3.7
@@ -16,17 +15,13 @@ Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: License :: OSI Approved :: BSD License
 Description-Content-Type: text/plain
+License-File: LICENSE
 Requires-Dist: pandas
 Requires-Dist: requests
 Requires-Dist: lxml
 Requires-Dist: simplejson
-Requires-Dist: bs4 ==0.0.1
-Requires-Dist: websocket-client ==0.57.0
-Requires-Dist: pytdx
-Requires-Dist: protobuf
-Requires-Dist: grpcio
-Requires-Dist: pycryptodome
-Requires-Dist: pydantic
+Requires-Dist: bs4
+Requires-Dist: websocket-client >=0.57.0
 Requires-Dist: tqdm
 
 
@@ -54,21 +49,21 @@ Installation
 --------------
 
     pip install tushare
-
+    
 Upgrade
 ---------------
 
     pip install tushare --upgrade
-
+    
 Quick Start
 --------------
 
 ::
 
     import tushare as ts
-
+    
     ts.get_hist_data('600848')
-
+    
 return::
 
                 open    high   close     low     volume    p_change  ma5     
@@ -81,10 +76,23 @@ return::
     2012-01-18   7.000   7.300   6.890   6.880   13075.40     0.44   6.788
     2012-01-19   6.690   6.950   6.890   6.680    6117.32     0.00   6.770
     2012-01-20   6.870   7.080   7.010   6.870    6813.09     1.74   6.832
-
-
+    
+    
 Log
 --------------
+1.4.17
+-------
+- 修复 920 开头更改是北交所
+-------
+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)
+- 修复dc OPEN和LOW 值相反问题
 1.4.0
 -------
 - 增加 银河证券实时行情数据入口
@@ -96,6 +104,4 @@ Log
 1.2.73
 -------
 - 支持华泰实时数据15SECOND
-
-
-
+    

{tushare-1.4.4.dist-info → tushare-1.4.17.dist-info}/RECORD

@@ -1,4 +1,4 @@
-tushare/__init__.py,sha256=ErU2yB7_fxOhiV24r-ysFkRo-Yp5Ul-WlMl36Y4lr9w,4764
+tushare/__init__.py,sha256=WGp2WFHHZkVf028VsTtx31RvngjcKDEFQCE4Zt3JFcE,4778
 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
@@ -17,8 +17,9 @@ tushare/internet/boxoffice.py,sha256=NaAJYg8e6vldIG7vF2fXOcQSqFrNQ_2z9bLx5-TyMYY
 tushare/internet/caixinnews.py,sha256=IwNOB5F1q_CxfuP93-jgUpTW5yY5NANPRJXySm_bj2A,4178
 tushare/internet/indexes.py,sha256=oteQCv0k2X0pbhXRHwMSviD1AowJWE6xRjKkqr5RNCo,3595
 tushare/pro/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-tushare/pro/client.py,sha256=91jKHO9OPrNWPp3193edresGg6UoX0NlmOqAdf0mX4A,1312
-tushare/pro/data_pro.py,sha256=Aej_6I0JkA2Evih4O8GDheTity2GgBPvIucLgfHS9js,10332
+tushare/pro/client.py,sha256=w7LfXtlmSd4Aiq7Bz5-tPFfkfjrPS_7jroUiRs7BUWw,1388
+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
@@ -34,7 +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=Gd0-DbmFc-QyFfAgKcwkANIlN8lB60TOgY2kPBN5GWk,23115
+tushare/stock/rtq.py,sha256=uMljEz2030OE-i_JAkeSwM1gghK4g5omTx4mC0EqTVc,23159
 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
@@ -44,13 +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=LcwUAAb4imx7Bpffp6WgW2XYrZO3tKcG1kfXr_57vBE,4169
+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=H3Tgsz8BdSL0lpBhMu4MRArWkQ99rnZDigZXvkRiUfs,5331
+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=yxqL_zfKLubpPGJcxQ11Rv3AeHLqV_qMRKEzQlsZ8bk,6086
+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
@@ -60,7 +61,7 @@ tushare/util/common.py,sha256=KG86VdlhfnOf0j6SE2bBeowC_7Z54RqWpVnudS6KvEU,2581
 tushare/util/conns.py,sha256=mkcxGGD7-13GXMlrwmo4LMecmgWdm63I8KDpvcW53cI,1456
 tushare/util/dateu.py,sha256=YSvPvOlMY0qvT2IDwFNOHxTLBrPQ9ULGO7ljfu9tK3s,2931
 tushare/util/form_date.py,sha256=4nnjp6xo40FftsRP9YY1FJoPErxaWVCkjIp_3O1Qy7M,1119
-tushare/util/format_stock_code.py,sha256=StCPAMbFiu-SVU4vAcCMhW9SkMPyW1sTUHgPSzC-QPw,3452
+tushare/util/format_stock_code.py,sha256=5uQngRIqN6pzEHtI-AX_oBdHxRdOVpAvA_S41mCUY5I,3639
 tushare/util/formula.py,sha256=XZVK1NTF8BTrCo78EHLzjAM_wLAjxybrN7Q-6HCHmCo,6863
 tushare/util/mailmerge.py,sha256=y_QkfHvH8nQ7peC8wQs5idB6xW9PYzzrBynzxgo924M,8980
 tushare/util/netbase.py,sha256=URvOTLJSgO7e6uCmHHD9EeQ2TRvjpxIEF-wQaWx5cKE,942
@@ -71,8 +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-1.4.4.dist-info/LICENSE,sha256=C2j55UI0Ul-1-wA1-rn7OaY6b3vGl4YukiyvYzHsU9o,1503
-tushare-1.4.4.dist-info/METADATA,sha256=aOKPdTZSNmNB15W2xpmZb4GpR3O1MQUnMqwb5LZHXaM,2828
-tushare-1.4.4.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-tushare-1.4.4.dist-info/top_level.txt,sha256=HHOxMuqc31KuAIcxpE0t5dAPMKbaiRtjsjTMFd7FlXI,8
-tushare-1.4.4.dist-info/RECORD,,
+tushare-1.4.17.dist-info/LICENSE,sha256=C2j55UI0Ul-1-wA1-rn7OaY6b3vGl4YukiyvYzHsU9o,1503
+tushare-1.4.17.dist-info/METADATA,sha256=298UYSq2inzUnYNgOsF6h6O1Gg0rzrT2OVOcwv3wKx0,3030
+tushare-1.4.17.dist-info/WHEEL,sha256=Wyh-_nZ0DJYolHNn1_hMa4lM7uDedD_RGVwbmTjyItk,91
+tushare-1.4.17.dist-info/top_level.txt,sha256=HHOxMuqc31KuAIcxpE0t5dAPMKbaiRtjsjTMFd7FlXI,8
+tushare-1.4.17.dist-info/RECORD,,

{tushare-1.4.4.dist-info → tushare-1.4.17.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.42.0)
+Generator: setuptools (71.1.0)
 Root-Is-Purelib: true
 Tag: py3-none-any