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MoFin/venv/lib/python3.12/site-packages/tushare/pro/data_pro.py
T
知微 fa45d8aa5f fix: 小果地址统一node122(兼容LAN+EasyTier) 
- health_checklist.json: 192.168.1.122→node122
- ocr_client.py: docstring IP→node122
- docs/market-data-requirements.md: IP→node122
- 所有API调用通过ProxyHandler({})绕过系统代理
  Privoxy对node122:18003返回500，直连正常
2026-06-30 02:56:35 +08:00

396 lines
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# -*- 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'].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'].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)
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