tushare 1.4.5__tar.gz → 1.4.17__tar.gz

tushare-1.4.17/PKG-INFO

@@ -0,0 +1,107 @@
+Metadata-Version: 2.1
+Name: tushare
+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
+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
+--------------
+1.4.17
+-------
+- 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
+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
+    

{tushare-1.4.5 → tushare-1.4.17}/setup.py

@@ -64,6 +64,19 @@ return::
     
 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
@@ -78,20 +91,23 @@ Log
     
 """
 
+
 def read_install_requires():
-    requires = []
-    with open('requirements.txt') as f:
-        for line in f.readlines():
-            line = line.strip()
-            if not line or line.startswith('#'):
-                continue
-            requires.append(line)
-    return requires
+    reqs = [
+        'pandas',
+        'requests',
+        'lxml',
+        'simplejson',
+        'bs4',
+        'websocket-client>=0.57.0',
+        'tqdm'
+    ]
+    return reqs
 
 
 setup(
     name='tushare',
-    version='1.4.5',
+    version='1.4.17',
     description='A utility for crawling historical and Real-time Quotes data of China stocks',
     # long_description=read("README.rst"),
     long_description=long_desc,

{tushare-1.4.5 → tushare-1.4.17}/tushare/__init__.py

@@ -2,7 +2,7 @@
 import codecs
 import os
 
-__version__ = '1.4.5'
+__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-1.4.5 → tushare-1.4.17}/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-1.4.17/tushare/pro/data_pro.py

@@ -0,0 +1,395 @@
+# -*- coding:utf-8 -*- 
+"""
+pro init 
+Created on 2018/07/01
+@author: Jimmy Liu
+@group : https://tushare.pro
+@contact: jimmysoa@sina.cn
+"""
+from __future__  import division
+import datetime
+from tushare.pro import client
+from tushare.util import upass
+from tushare.util.formula import MA
+
+PRICE_COLS = ['open', 'close', 'high', 'low', 'pre_close']
+FORMAT = lambda x: '%.2f' % x
+FREQS = {'D': '1DAY',
+         'W': '1WEEK',
+         'Y': '1YEAR',
+         }
+FACT_LIST = {
+           'tor': 'turnover_rate',
+           'turnover_rate': 'turnover_rate',
+           'vr': 'volume_ratio',
+           'volume_ratio': 'volume_ratio',
+           '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
+    """
+    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(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(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(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(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'M':
+                    data = api.monthly(ts_code=ts_code, start_date=start_date, end_date=end_date, 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['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(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(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'W':
+                    data = api.index_weekly(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'M':
+                    data = api.index_monthly(ts_code=ts_code, start_date=start_date, end_date=end_date, 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)
+            elif asset == 'FT':
+                if freq == 'D':
+                    data = api.fut_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.ft_mins(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(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(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)
+            elif asset == 'FD':
+                if freq == 'D':
+                    data = api.fund_daily(ts_code=ts_code, start_date=start_date, end_date=end_date, 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)
+            if asset == 'C':
+                if freq == 'd':
+                    freq = 'daily'
+                elif freq == 'w':
+                    freq = 'week'
+                data = api.coinbar(exchange=exchange, symbol=ts_code, freq=freq, start_dae=start_date, end_date=end_date,
+                                   contract_type=contract_type)
+            if ma is not None and len(ma) > 0:
+                for a in ma:
+                    if isinstance(a, int):
+                        data['ma%s'%a] = MA(data['close'], a).map(FORMAT).shift(-(a-1))
+                        data['ma%s'%a] = data['ma%s'%a].astype(float)
+                        data['ma_v_%s'%a] = MA(data['vol'], a).map(FORMAT).shift(-(a-1))
+                        data['ma_v_%s'%a] = data['ma_v_%s'%a].astype(float)
+            data = data.reset_index(drop=True)
+        except Exception as e:
+            print(e)
+        else:
+            if fields is not None and fields != '':
+                f_list = [col.strip() for col in fields.split(',')]
+                data = data[f_list]
+            return data
+    raise IOError('ERROR.')
+
+def pro_api(token='', timeout=30):
+    """
+    初始化pro API,第一次可以通过ts.set_token('your token')来记录自己的token凭证，临时token可以通过本参数传入
+    """
+    if token == '' or token is None:
+        token = upass.get_token()
+    if token is not None and token != '':
+        pro = client.DataApi(token=token, timeout=timeout)
+        return pro
+    else:
+        raise Exception('api init error.') 
+        
+
+def pro_bar_vip(ts_code='', api=None, start_date='', end_date='', freq='D', asset='E',
+           exchange='',
+           adj = None,
+           ma = [],
+           factors = None,
+           adjfactor = False,
+           offset = None,
+           limit = None,
+           fields = '',
+           contract_type = '',
+           retry_count = 3):
+    """
+    BAR数据
+    Parameters:
+    ------------
+    ts_code:证券代码，支持股票,ETF/LOF,期货/期权,港股,数字货币
+    start_date:开始日期  YYYYMMDD
+    end_date:结束日期 YYYYMMDD
+    freq:支持1/5/15/30/60分钟,周/月/季/年
+    asset:证券类型 E:股票和交易所基金，I:沪深指数,C:数字货币,FT:期货 FD:基金/O期权/H港股/CB可转债
+    exchange:市场代码，用户数字货币行情
+    adj:复权类型,None不复权,qfq:前复权,hfq:后复权
+    ma:均线,支持自定义均线频度，如：ma5/ma10/ma20/ma60/maN
+    offset:开始行数（分页功能，从第几行开始取数据）
+    limit: 本次提取数据行数
+    factors因子数据，目前支持以下两种：
+        vr:量比,默认不返回，返回需指定：factor=['vr']
+        tor:换手率，默认不返回，返回需指定：factor=['tor']
+                    以上两种都需要：factor=['vr', 'tor']
+    retry_count:网络重试次数
+    
+    Return
+    ----------
+    DataFrame
+    code:代码
+    open：开盘close/high/low/vol成交量/amount成交额/maN均价/vr量比/tor换手率
+    
+         期货(asset='FT')
+    code/open/close/high/low/avg_price：均价  position：持仓量  vol：成交总量
+    """
+    if (ts_code=='' or ts_code is None) and (adj is not None):
+        print('提取复权行情必须输入ts_code参数')
+        return
+    if len(freq.strip())>=3:
+        freq = freq.strip().lower()
+    else:
+        freq = freq.strip().upper() if asset != 'C' else freq.strip().lower()
+        
+    if 'min' not in freq:
+        today= datetime.datetime.today().date()
+        today = str(today)[0:10]
+        start_date = '' if start_date is None else start_date
+        end_date = today if end_date == '' or end_date is None else end_date
+        start_date = start_date.replace('-', '')
+        end_date = end_date.replace('-', '')
+    ts_code = ts_code.strip().upper() if asset != 'C' else ts_code.strip().lower()
+    asset = asset.strip().upper()
+    api = api if api is not None else pro_api()
+    for _ in range(retry_count):
+        try:
+            if asset == 'E':
+                if freq == 'D':
+                    data = api.daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                    if factors is not None and len(factors) >0 :
+                        ds = api.daily_basic_vip(ts_code=ts_code, start_date=start_date, end_date=end_date)[['trade_date', 'turnover_rate', 'volume_ratio']]
+                        ds = ds.set_index('trade_date')
+                        data = data.set_index('trade_date')
+                        data = data.merge(ds, left_index=True, right_index=True)
+                        data = data.reset_index()
+                        if ('tor' in factors) and ('vr' not in factors):
+                            data = data.drop('volume_ratio', axis=1)
+                        if ('vr' in factors) and ('tor' not in factors):
+                            data = data.drop('turnover_rate', axis=1)
+                if freq == 'W':
+                    data = api.weekly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'M':
+                    data = api.monthly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+                    data['trade_date'] = data['trade_time'].map(lambda x: x.replace('-', '')[0:8])
+                    data['pre_close'] = data['close'].shift(-1)
+                if adj is not None:
+                    fcts = api.adj_factor_vip(ts_code=ts_code, start_date=start_date, end_date=end_date)[['trade_date', 'adj_factor']]
+                    if fcts.shape[0] == 0:
+                        return None
+                    data = data.set_index('trade_date', drop=False).merge(fcts.set_index('trade_date'), left_index=True, right_index=True, how='left')
+                    if 'min' in freq:
+                        data = data.sort_values('trade_time', ascending=False)
+                    data['adj_factor'] = data['adj_factor'].fillna(method='bfill')
+                    for col in PRICE_COLS:
+                        if adj == 'hfq':
+                            data[col] = data[col] * data['adj_factor']
+                        if adj == 'qfq':
+                            data[col] = data[col] * data['adj_factor'] / float(fcts['adj_factor'][0])
+                        data[col] = data[col].map(FORMAT)
+                        data[col] = data[col].astype(float)
+                    if adjfactor is False:
+                        data = data.drop('adj_factor', axis=1)
+                    if 'min' not in freq:
+                        data['change'] = data['close'] - data['pre_close']
+                        data['pct_chg'] = data['change'] / data['pre_close'] * 100
+                        data['pct_chg'] = data['pct_chg'].map(lambda x: FORMAT(x)).astype(float)
+                    else:
+                        data = data.drop(['trade_date', 'pre_close'], axis=1)
+                else:
+                    data['pre_close'] = data['close'].shift(-1)
+                    data['change'] = data['close'] - data['pre_close']
+                    data['pct_chg'] = data['change'] / data['pre_close'] * 100
+                    data['pct_chg'] = data['pct_chg'].map(lambda x: FORMAT(x)).astype(float)
+            elif asset == 'I':
+                if freq == 'D':
+                    data = api.index_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'W':
+                    data = api.index_weekly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if freq == 'M':
+                    data = api.index_monthly_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            elif asset == 'FT':
+                if freq == 'D':
+                    data = api.fut_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, exchange=exchange, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.ft_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            elif asset == 'O':
+                if freq == 'D':
+                    data = api.opt_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, exchange=exchange, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.opt_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            elif asset == 'CB':
+                if freq == 'D':
+                    data = api.cb_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+            elif asset == 'FD':
+                if freq == 'D':
+                    data = api.fund_daily_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, offset=offset, limit=limit)
+                if 'min' in freq:
+                    data = api.stk_mins_vip(ts_code=ts_code, start_date=start_date, end_date=end_date, freq=freq, offset=offset, limit=limit)
+            if asset == 'C':
+                if freq == 'd':
+                    freq = 'daily'
+                elif freq == 'w':
+                    freq = 'week'
+                data = api.coinbar(exchange=exchange, symbol=ts_code, freq=freq, start_dae=start_date, end_date=end_date,
+                                   contract_type=contract_type)
+            if ma is not None and len(ma) > 0:
+                for a in ma:
+                    if isinstance(a, int):
+                        data['ma%s'%a] = MA(data['close'], a).map(FORMAT).shift(-(a-1))
+                        data['ma%s'%a] = data['ma%s'%a].astype(float)
+                        data['ma_v_%s'%a] = MA(data['vol'], a).map(FORMAT).shift(-(a-1))
+                        data['ma_v_%s'%a] = data['ma_v_%s'%a].astype(float)
+            data = data.reset_index(drop=True)
+        except Exception as e:
+            print(e)
+        else:
+            if fields is not None and fields != '':
+                f_list = [col.strip() for col in fields.split(',')]
+                data = data[f_list]
+            return data
+    raise IOError('ERROR.')
+
+
+def subs(token=''):
+    if token == '' or token is None:
+        token = upass.get_token()
+
+    from tushare.subs.ts_subs.subscribe import TsSubscribe
+    app = TsSubscribe(token=token)
+    return app
+
+
+def ht_subs(username, password):
+    from tushare.subs.ht_subs.subscribe import InsightSubscribe
+    app = InsightSubscribe(username, password)
+    return app
+
+
+if __name__ == '__main__':
+#     upass.set_token('')
+    pro = pro_api()
+    df = pro_bar(ts_code='688539.SH', adj='qfq')
+    print(df)