tushare 1.4.6__tar.gz → 1.4.8__tar.gz

{tushare-1.4.6/tushare.egg-info → tushare-1.4.8}/PKG-INFO

@@ -1,13 +1,12 @@
 Metadata-Version: 2.1
 Name: tushare
-Version: 1.4.6
+Version: 1.4.8
 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
@@ -90,5 +89,3 @@ Log
 -------
 - 支持华泰实时数据15SECOND
     
-
-

{tushare-1.4.6 → tushare-1.4.8}/setup.py

@@ -89,7 +89,7 @@ def read_install_requires():
         'lxml',
         'simplejson',
         'bs4',
-        'websocket-client==0.57.0',
+        'websocket-client>=0.57.0',
         'tqdm'
     ]
     return reqs
@@ -97,7 +97,7 @@ def read_install_requires():
 
 setup(
     name='tushare',
-    version='1.4.6',
+    version='1.4.8',
     description='A utility for crawling historical and Real-time Quotes data of China stocks',
     # long_description=read("README.rst"),
     long_description=long_desc,

{tushare-1.4.6 → tushare-1.4.8}/tushare/__init__.py

@@ -2,7 +2,7 @@
 import codecs
 import os
 
-__version__ = '1.4.6'
+__version__ = '1.4.8'
 __author__ = 'Jimmy Liu'
 
 """

{tushare-1.4.6 → tushare-1.4.8}/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',
@@ -48,6 +48,7 @@ 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):
     """
@@ -143,6 +144,11 @@ 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 +167,7 @@ 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 +181,8 @@ 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):
@@ -191,6 +194,9 @@ 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 +217,7 @@ 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-1.4.6 → tushare-1.4.8}/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-1.4.6 → tushare-1.4.8}/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-1.4.6 → tushare-1.4.8}/tushare/subs/ts_subs/subscribe.py

@@ -176,7 +176,7 @@ def test():
     app = TsSubscribe(token='')
 
     #  code 可以包含 * （通配符）
-    @app.register(topic='HQ_STK_TICK', codes=["000001.SZ"])
+    @app.register(topic='HQ_STK_TICK', codes=["600000.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

{tushare-1.4.6 → tushare-1.4.8/tushare.egg-info}/PKG-INFO

@@ -1,13 +1,12 @@
 Metadata-Version: 2.1
 Name: tushare
-Version: 1.4.6
+Version: 1.4.8
 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
@@ -90,5 +89,3 @@ Log
 -------
 - 支持华泰实时数据15SECOND
     
-
-

{tushare-1.4.6 → tushare-1.4.8}/tushare.egg-info/SOURCES.txt

@@ -1,11 +1,6 @@
 LICENSE
 README.md
 setup.py
-baks/__init__.py
-baks/demo.py
-baks/rtqc.py
-baks/setup.py
-baks/sss.py
 tushare/__init__.py
 tushare.egg-info/PKG-INFO
 tushare.egg-info/SOURCES.txt
@@ -49,7 +44,6 @@ tushare/stock/ref_vars.py
 tushare/stock/reference.py
 tushare/stock/rtq.py
 tushare/stock/rtq_vars.py
-tushare/stock/rtqc.pyd
 tushare/stock/shibor.py
 tushare/stock/trading.py
 tushare/subs/__init__.py

{tushare-1.4.6 → tushare-1.4.8}/tushare.egg-info/requires.txt

@@ -3,5 +3,5 @@ requests
 lxml
 simplejson
 bs4
-websocket-client==0.57.0
+websocket-client>=0.57.0
 tqdm

{tushare-1.4.6 → tushare-1.4.8}/tushare.egg-info/top_level.txt

@@ -1,2 +1 @@
-baks
 tushare