tushare 1.4.4__py3-none-any.whl → 1.4.6__py3-none-any.whl

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
+    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]

tushare/subs/ts_subs.py

@@ -0,0 +1,192 @@
+# -*- coding:utf-8 -*- 
+'''
+@group:waditu
+@author: DY
+'''
+import _thread as thread
+import fnmatch
+import json
+
+import logging, sys
+import re
+import ssl
+import threading
+import time
+from collections import defaultdict
+from functools import wraps
+from multiprocessing.context import Process
+
+import websocket
+from websocket import WebSocketConnectionClosedException
+
+logging.basicConfig(stream=sys.stdout, level=logging.ERROR, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
+import logging
+
+logger = logging.getLogger(__name__)
+
+
+class Subs(object):
+
+    def __init__(self, token='', callback_mode='multi-thread', debug=False):
+        self.url = 'wss://ws.tushare.pro/listening'
+        self.token = token
+        self.debug = debug
+
+        self.callback_mode = callback_mode
+        self.topics = defaultdict(lambda: list())
+        self.callback_funcs = defaultdict(lambda: list())
+
+        self.websocket = None
+
+    def threading_keepalive_ping(self):
+        def ping():
+            time.sleep(30)
+            req_data = {
+                "action": "ping"
+            }
+            self.websocket.send(json.dumps(req_data))
+            logger.debug('send ping message')
+        threading.Thread(target=ping).start()
+
+    def on_open(self, *args, **kwargs):
+        req_data = {
+            "action": "listening",
+            "token": self.token,
+            "data": self.topics
+        }
+        self.websocket.send(json.dumps(req_data))
+        logger.info('application starting...')
+        self.threading_keepalive_ping()
+
+    def on_message(self, message, *args, **kwargs):
+        logger.debug(message)
+        if isinstance(message, (str, bytes, bytearray)):
+            resp_data = json.loads(message)
+            if not resp_data.get('status'):
+                logger.error(resp_data.get('message'))
+                return
+        else:
+            logger.info(message)
+            return
+        data = resp_data.get('data', {})
+        if not data or not isinstance(data, dict):
+            return
+
+        topic = data.get('topic')
+        code = data.get('code')
+        record = data.get('record')
+        if not topic or not code or not record:
+            logger.warning('get invalid response-data(%s)' % resp_data)
+            return
+
+        self._do_callback_function(topic, code, record)
+
+    def on_error(self, error, *args, **kwargs):
+        if self.debug:
+            logging.error(str(error), exc_info=True)
+
+    def on_close(self, *args, **kwargs):
+        logger.error('close')
+        _type, _value, _traceback = sys.exc_info()
+        if _type in [WebSocketConnectionClosedException, ConnectionRefusedError]:
+            time.sleep(1)
+            self.run()
+
+    def run(self):
+        if not self.topics:
+            logger.error('no data.')
+            return
+
+        self.websocket = websocket.WebSocketApp(
+            self.url,
+            on_message=self.on_message,
+            on_error=self.on_error,
+            on_close=self.on_close,
+            on_open=self.on_open
+        )
+        if self.url.startswith('wss:'):
+            self.websocket.run_forever(sslopt={"cert_reqs": ssl.CERT_NONE})
+        else:
+            self.websocket.run_forever()
+
+    def register(self, topic, codes):
+        codes = set(codes)
+
+        def decorator(func):
+            func.codes = set()
+            func.pcodes = set()
+            for code in codes:
+                if not re.match(r'[\d\w\.\*]+', code):
+                    logger.error('error code')
+                    exit(1)
+
+                if '*' in code:
+                    for code1 in func.pcodes:
+                        if fnmatch.fnmatch(code1, code) or fnmatch.fnmatch(code, code1):
+                            logger.error('duplicate code')
+                            exit(1)
+                    for code1 in func.codes:
+                        if fnmatch.fnmatch(code1, code):
+                            logger.error('duplicate code')
+                            exit(1)
+                    func.pcodes.add(code)
+                else:
+                    for code1 in func.pcodes:
+                        if fnmatch.fnmatch(code, code1):
+                            logger.error('duplicate code')
+                            exit(1)
+                    func.codes.add(code)
+
+            self.topics[topic] += codes
+            self.callback_funcs[topic].append(func)
+
+            @wraps(func)
+            def inner(*args, **kwargs):
+                """ should receive a message-value parameter """
+                return func(*args, **kwargs)
+
+            return inner
+
+        return decorator
+
+    def _do_callback_function(self, topic, code, value):
+        for func in self.callback_funcs[topic]:
+            checked = False
+            if code in func.codes:
+                checked = True
+            else:
+                for pcode in func.pcodes:
+                    if fnmatch.fnmatch(code, pcode):
+                        checked = True
+                        break
+
+            if not checked:
+                continue
+
+            if self.callback_mode == 'single-thread':
+                func(value)
+            elif self.callback_mode == 'multi-thread':
+                thread.start_new_thread(func, (value,))
+            elif self.callback_mode == 'multi-process':
+                p = Process(target=func, args=(value,))
+                p.start()
+
+
+def test():
+    app = Subs(token='')
+
+    #  code 可以包含 * （通配符）
+    @app.register(topic='HQ_STK_TICK', codes=["000001.SZ"])
+    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()
+
+
+if __name__ == '__main__':
+    test()

{tushare-1.4.4.dist-info → tushare-1.4.6.dist-info}/METADATA

@@ -1,101 +1,101 @@
-Metadata-Version: 2.1
-Name: tushare
-Version: 1.4.4
-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
-Classifier: Programming Language :: Python :: 3.8
-Classifier: Programming Language :: Python :: 3.9
-Classifier: Programming Language :: Python :: 3.10
-Classifier: License :: OSI Approved :: BSD License
-Description-Content-Type: text/plain
-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: tqdm
-
-
-TuShare
-===============
-
-.. image:: https://api.travis-ci.org/waditu/tushare.png?branch=master
-    :target: https://travis-ci.org/waditu/tushare
-
-.. image:: https://badge.fury.io/py/tushare.png
-    :target: http://badge.fury.io/py/tushare
-
-* easy to use as most of the data returned are pandas DataFrame objects
-* can be easily saved as csv, excel or json files
-* can be inserted into MySQL or Mongodb
-
-Target Users
---------------
-
-* financial market analyst of China
-* learners of financial data analysis with pandas/NumPy
-* people who are interested in China financial data
-
-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     
-    date
-    2012-01-11   6.880   7.380   7.060   6.880   14129.96     2.62   7.060
-    2012-01-12   7.050   7.100   6.980   6.900    7895.19    -1.13   7.020
-    2012-01-13   6.950   7.000   6.700   6.690    6611.87    -4.01   6.913
-    2012-01-16   6.680   6.750   6.510   6.480    2941.63    -2.84   6.813
-    2012-01-17   6.660   6.880   6.860   6.460    8642.57     5.38   6.822
-    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
---------------
-1.4.0
--------
-- 增加 银河证券实时行情数据入口
-1.3.9
--------
-- realtime_quote 实时盘口TICK快照(爬虫版)
-- 修复dc 指数和股票数据抓取问题
-- 将数字类型统一转换成 float类型
-1.2.73
--------
-- 支持华泰实时数据15SECOND
-
-
-
+Metadata-Version: 2.1
+Name: tushare
+Version: 1.4.6
+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
+Classifier: Programming Language :: Python :: 3.8
+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
+Requires-Dist: websocket-client (==0.57.0)
+Requires-Dist: tqdm
+
+
+TuShare
+===============
+
+.. image:: https://api.travis-ci.org/waditu/tushare.png?branch=master
+    :target: https://travis-ci.org/waditu/tushare
+
+.. image:: https://badge.fury.io/py/tushare.png
+    :target: http://badge.fury.io/py/tushare
+
+* easy to use as most of the data returned are pandas DataFrame objects
+* can be easily saved as csv, excel or json files
+* can be inserted into MySQL or Mongodb
+
+Target Users
+--------------
+
+* financial market analyst of China
+* learners of financial data analysis with pandas/NumPy
+* people who are interested in China financial data
+
+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     
+    date
+    2012-01-11   6.880   7.380   7.060   6.880   14129.96     2.62   7.060
+    2012-01-12   7.050   7.100   6.980   6.900    7895.19    -1.13   7.020
+    2012-01-13   6.950   7.000   6.700   6.690    6611.87    -4.01   6.913
+    2012-01-16   6.680   6.750   6.510   6.480    2941.63    -2.84   6.813
+    2012-01-17   6.660   6.880   6.860   6.460    8642.57     5.38   6.822
+    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
+--------------
+1.4.6
+-------
+- 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
+1.3.9
+-------
+- realtime_quote 实时盘口TICK快照(爬虫版)
+- 修复dc 指数和股票数据抓取问题
+- 将数字类型统一转换成 float类型
+1.2.73
+-------
+- 支持华泰实时数据15SECOND
+    
+
+