1.2.7 commit

README.md

@@ -18,7 +18,6 @@ QQ交流群：
 - 三群（免费）：665480579
 - 四群 (免费) ：527416821
 
-提示：目前正在规划和开发tushare全新版本，数据内容、数据质量和稳定性将得到明显提高，敬请期待。老版本代码暂不作更新，不过有兴趣的朋友还是可以愉快的玩耍。
 
 
 Dependencies
@@ -193,6 +192,13 @@ Quick Start
 Change Logs
 -----------
 
+1.2.17 1018/11/24
+======
+
+- Pro版增加期货数据
+- Pro版增加A股周/月数据
+- Pro版增加通用行情pro_bar接口股票/基金/期货/数据货币行情的支持，同时支持股票的复权行情
+
 1.2.15 2018/10/15
 ====
 

tushare/VERSION.txt

@@ -1 +1 @@
-1.2.16
+1.2.17

tushare/pro/client.py

@@ -19,7 +19,7 @@ class DataApi:
  __token = ''
  __http_url = 'http:https://api.tushare.pro'
 
- def __init__(self, token, timeout=5):
+ def __init__(self, token, timeout=10):
  """
  Parameters
  ----------

tushare/pro/data_pro.py

@@ -32,9 +32,10 @@ def pro_api(token=''):
 
 
 def pro_bar(ts_code='', pro_api=None, start_date=None, end_date=None, freq='D', asset='E', 
- market='',
+ exchange='',
  adj = None,
  ma = [],
+ contract_type = '',
  retry_count = 3):
  """
  BAR数据
@@ -45,7 +46,7 @@ def pro_bar(ts_code='', pro_api=None, start_date=None, end_date=None, freq='D',
  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/中概美国/中证指数/国际指数
- market:市场代码，通过ts.get_markets()获取
+ 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
  factors因子数据，目前支持以下两种：
@@ -63,42 +64,52 @@ def pro_bar(ts_code='', pro_api=None, start_date=None, end_date=None, freq='D',
  期货(asset='X')
  code/open/close/high/low/avg_price：均价 position：持仓量 vol：成交总量
  """
- ts_code = ts_code.strip().upper()
+ ts_code = ts_code.strip().upper() if asset != 'C' else ts_code.strip().lower()
  api = pro_api if pro_api is not None else pro_api()
  for _ in range(retry_count):
  try:
- freq = freq.strip().upper()
+ freq = freq.strip().upper() if asset != 'C' else freq.strip().lower()
  asset = asset.strip().upper()
  if asset == 'E':
  if freq == 'D':
  df = api.daily(ts_code=ts_code, start_date=start_date, end_date=end_date)
- 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']]
- data = df.set_index('trade_date', drop=False).merge(fcts.set_index('trade_date'), left_index=True, right_index=True, how='left')
- data['adj_factor'] = data['adj_factor'].fillna(method='bfill')
- for col in PRICE_COLS:
- if adj == 'hfq':
- data[col] = data[col] * data['adj_factor']
- else:
- data[col] = data[col] * data['adj_factor'] / float(fcts['adj_factor'][0])
- data[col] = data[col].map(FORMAT)
- for col in PRICE_COLS:
- data[col] = data[col].astype(float)
- data = data.drop('adj_factor', axis=1)
- else:
- data = df
+ if freq == 'W':
+ df = api.weekly(ts_code=ts_code, start_date=start_date, end_date=end_date)
+ if freq == 'M':
+ df = api.monthly(ts_code=ts_code, start_date=start_date, end_date=end_date)
+ 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']]
+ data = df.set_index('trade_date', drop=False).merge(fcts.set_index('trade_date'), left_index=True, right_index=True, how='left')
+ data['adj_factor'] = data['adj_factor'].fillna(method='bfill')
+ for col in PRICE_COLS:
+ if adj == 'hfq':
+ data[col] = data[col] * data['adj_factor']
+ else:
+ data[col] = data[col] * data['adj_factor'] / float(fcts['adj_factor'][0])
+ data[col] = data[col].map(FORMAT)
+ for col in PRICE_COLS:
+ data[col] = data[col].astype(float)
+ data = data.drop('adj_factor', axis=1)
+ df['change'] = df['close'] - df['pre_close']
+ df['pct_change'] = df['close'].pct_change() * 100
+ else:
+ data = df
  elif asset == 'I':
  if freq == 'D':
  data = api.index_daily(ts_code=ts_code, start_date=start_date, end_date=end_date)
  elif asset == 'FT':
  if freq == 'D':
- data = api.fut_daily(ts_code=ts_code, start_dae=start_date, end_date=end_date, exchange=market)
+ data = api.fut_daily(ts_code=ts_code, start_dae=start_date, end_date=end_date, exchange=exchange)
  elif asset == 'FD':
  if freq == 'D':
  data = api.fund_daily(ts_code=ts_code, start_dae=start_date, end_date=end_date)
  if asset == 'C':
- #//////////////////////// well soon
- pass
+ 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):
@@ -118,10 +129,13 @@ def pro_bar(ts_code='', pro_api=None, start_date=None, end_date=None, freq='D',
 if __name__ == '__main__':
 # upass.set_token('your token here')
  pro = pro_api()
- print(pro_bar(ts_code='000001.SZ', pro_api=pro, start_date='19990101', end_date='', adj='qfq', ma=[5, 10, 15]))
- print(pro_bar(ts_code='000905.SH', pro_api=pro, start_date='20181001', end_date='', asset='I'))
- print(pro.trade_cal(exchange_id='', start_date='20131031', end_date='', fields='pretrade_date', is_open='0'))
- print(pro_bar(ts_code='CU1811.SHF', pro_api=pro, start_date='20180101', end_date='', asset='FT', ma=[5, 10, 15]))
- print(pro_bar(ts_code='150023.SZ', pro_api=pro, start_date='20180101', end_date='', asset='FD', ma=[5, 10, 15]))
-
+# print(pro_bar(ts_code='000001.SZ', pro_api=pro, start_date='19990101', end_date='', adj='qfq', ma=[5, 10, 15]))
+# print(pro_bar(ts_code='000905.SH', pro_api=pro, start_date='20181001', end_date='', asset='I'))
+# print(pro.trade_cal(exchange_id='', start_date='20131031', end_date='', fields='pretrade_date', is_open='0'))
+# print(pro_bar(ts_code='CU1811.SHF', pro_api=pro, start_date='20180101', end_date='', asset='FT', ma=[5, 10, 15]))
+# print(pro_bar(ts_code='150023.SZ', pro_api=pro, start_date='20180101', end_date='', asset='FD', ma=[5, 10, 15]))
+# print(pro_bar(pro_api=pro, ts_code='000528.SZ',start_date='20180101', end_date='20181121', ma=[20]))
+# print(pro_bar(ts_code='000528.SZ', pro_api=pro, freq='W', start_date='20180101', end_date='20180820', adj='hfq', ma=[5, 10, 15]))
+# print(pro_bar(ts_code='000528.SZ', pro_api=pro, freq='M', start_date='20180101', end_date='20180820', adj='qfq', ma=[5, 10, 15]))
+# print(pro_bar(ts_code='btcusdt', pro_api=pro, exchange='huobi', freq='D', start_date='20180101', end_date='20181123', asset='C', ma=[5, 10]))