python call tushare the common market pro_bar Interface

Interface Name: pro_bar

Updated: stock index and is usually between 15:00 - 17:00, digital currency real-time updates, please refer to the documentation specific details of each interface.

Description: At present, the integration of the stock (not re-right, before reinstatement recovery of the right), index, digital currency, ETF funds, futures, market data option, the future will integrate all trading data including foreign exchange, including while providing minutes of data .

Other: Since this interface is the integrated interface, the SDK layer made some logical process is temporarily unable to use http general market manner retrieval interface. Users can access Tushare of Github, view the source code to perform a similar function.

Note: tushare package download and initialization, please consult my previous article

Input parameters

Name | Type | Required | Description

ts_code | str | Y | ticker

api | str | N | pro version api object, if initialized set_token, this parameter may not be required

start_date | str | N | start date (format: YYYYMMDD)

end_date | str | N | end date (format: YYYYMMDD)

asset | str | Y | asset classes: E Shanghai and Shenzhen stock index I C FT digital currency futures fund FD O options CB CB (v1.2.39), the default E

adj | str | N | recovery of the right type (only for stocks): recovery of the right front None hfq not right to re-qfq reinstatement by default None

freq | str | Y | Data Frequency: Support minutes (min) / day (D) / weeks (W) / month (M) K-line, wherein 1min represents 1 minute (min analogy 1/5/15/30/60 ), the default D. Currently there are 120 points of user data automatically with minute trial rights (5 times per minute)

ma | list | N | moving average, support any reasonable int value

factors | list | N | stock factor (asset = 'E' effective) tor supporting turnover ratio vr

adjfactor | str | N | complex weighting factor, data in complex weights, if this parameter is True, then the returned data with the complex weight factors, the default is False. This function is effective from the beginning of version 1.2.33

Example interface -

Take the first right to re-# 000001 Quotes

df = ts.pro_bar(ts_code='000001.SZ', adj='qfq', start_date='20180101', end_date='20181011')

    trade_date      ts_code trade_date    open    high      low    close  \

20181011    000001.SZ  20181011  1085.71  1097.59  1047.90  1065.19

20181010    000001.SZ  20181010  1138.65  1151.61  1121.36  1128.92

20181009    000001.SZ  20181009  1130.00  1155.93  1122.44  1140.81

20181008    000001.SZ  20181008  1155.93  1165.65  1128.92  1128.92

20180928    000001.SZ  20180928  1164.57  1217.51  1164.57  1193.74

# Take the Shanghai index market data

df = ts.pro_bar(ts_code='000001.SH', asset='I', start_date='20180101', end_date='20181011')

In [10]: df.head()

Out[10]:

    ts_code trade_date      close      open      high        low  \

0  000001.SH  20181011  2583.4575  2643.0740  2661.2859  2560.3164

1  000001.SH  20181010  2725.8367  2723.7242  2743.5480  2703.0626

2  000001.SH  20181009  2721.0130  2713.7319  2734.3142  2711.1971

3  000001.SH  20181008  2716.5104  2768.2075  2771.9384  2710.1781

4  000001.SH  20180928  2821.3501  2794.2644  2821.7553  2791.8363

  pre_close    change  pct_chg          vol      amount

0  2725.8367 -142.3792    -5.2233  197150702.0  170057762.5

1  2721.0130    4.8237      0.1773  113485736.0  111312455.3

2  2716.5104    4.5026      0.1657  116771899.0  110292457.8

3  2821.3501 -104.8397    -3.7159  149501388.0  141531551.8

4  2791.7748  29.5753      1.0594  134290456.0  125369989.4

MA #

df = ts.pro_bar(ts_code='000001.SZ', start_date='20180101', end_date='20181011', ma=[5, 20, 50])

NOTE: Tushare pro_bar median and average amount of data interfaces is dynamically calculated, want to get the average of a certain time period, the date must be set larger than the number of days start_date average of the maximum and desired date section, taken on their own. For example, you want to get started on the 3rd moving average 20,190,801, to be set start_date = '20190729', then removed before the record date of 20,190,801.

# Turnover tor, than vr

df = ts.pro_bar(ts_code='000001.SZ', start_date='20180101', end_date='20181011', factors=['tor', 'vr'])

Explanation

For pro_api parameters, if at the outset by ts.set_token ( 'xxxx') disposed over the token situation, this parameter is not necessary.

E.g:

df = ts.pro_bar(ts_code='000001.SH', asset='I', start_date='20180101', end_date='20181011')

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Origin www.cnblogs.com/tushare/p/11781008.html