Tushare库之日线行情

我就是我 2021-11-10 01:24 329阅读 0赞

接口：daily  
更新时间：交易日每天15点～16点之间  
调取说明：每分钟内最多调取200次，超过5000积分无限制  
描述：获取股票行情数据，或通过[**通用行情接口**][Link 1]获取数据，包含了前后复权数据．

**输入参数**

<table> 
 <thead> 
  <tr> 
   <th>名称</th> 
   <th>类型</th> 
   <th>必选</th> 
   <th>描述</th> 
  </tr> 
 </thead> 
 <tbody> 
  <tr> 
   <td>ts_code</td> 
   <td>str</td> 
   <td>N</td> 
   <td>股票代码（二选一）</td> 
  </tr> 
  <tr> 
   <td>trade_date</td> 
   <td>str</td> 
   <td>N</td> 
   <td>交易日期（二选一）</td> 
  </tr> 
  <tr> 
   <td>start_date</td> 
   <td>str</td> 
   <td>N</td> 
   <td>开始日期(YYYYMMDD)</td> 
  </tr> 
  <tr> 
   <td>end_date</td> 
   <td>str</td> 
   <td>N</td> 
   <td>结束日期(YYYYMMDD)</td> 
  </tr> 
 </tbody> 
</table>

**注：日期都填YYYYMMDD格式，比如20181010**

**输出参数**

<table> 
 <thead> 
  <tr> 
   <th>名称</th> 
   <th>类型</th> 
   <th>描述</th> 
  </tr> 
 </thead> 
 <tbody> 
  <tr> 
   <td>ts_code</td> 
   <td>str</td> 
   <td>股票代码</td> 
  </tr> 
  <tr> 
   <td>trade_date</td> 
   <td>str</td> 
   <td>交易日期</td> 
  </tr> 
  <tr> 
   <td>open</td> 
   <td>float</td> 
   <td>开盘价</td> 
  </tr> 
  <tr> 
   <td>high</td> 
   <td>float</td> 
   <td>最高价</td> 
  </tr> 
  <tr> 
   <td>low</td> 
   <td>float</td> 
   <td>最低价</td> 
  </tr> 
  <tr> 
   <td>close</td> 
   <td>float</td> 
   <td>收盘价</td> 
  </tr> 
  <tr> 
   <td>pre_close</td> 
   <td>float</td> 
   <td>昨收价</td> 
  </tr> 
  <tr> 
   <td>change</td> 
   <td>float</td> 
   <td>涨跌额</td> 
  </tr> 
  <tr> 
   <td>pct_chg</td> 
   <td>float</td> 
   <td>涨跌幅 （未复权，如果是复权请用 <a href="https://tushare.pro/document/2?doc_id=109" rel="nofollow">通用行情接口</a> ）</td> 
  </tr> 
  <tr> 
   <td>vol</td> 
   <td>float</td> 
   <td>成交量 （手）</td> 
  </tr> 
  <tr> 
   <td>amount</td> 
   <td>float</td> 
   <td>成交额 （千元）</td> 
  </tr> 
 </tbody> 
</table>

**接口示例**

pro = ts.pro_api()
    
    df = pro.daily(ts_code='000001.SZ', start_date='20180701', end_date='20180718')

或者

df = pro.query('daily', ts_code='000001.SZ', start_date='20180701', end_date='20180718')

也可以通过日期取历史某一天的全部历史

df = pro.daily(trade_date='20180810')

**数据样例**

ts_code trade_date  open  high   low  close  pre_close  change    pct_chg  vol        amount
    0  000001.SZ   20180718  8.75  8.85  8.69   8.70       8.72   -0.02       -0.23   525152.77   460697.377
    1  000001.SZ   20180717  8.74  8.75  8.66   8.72       8.73   -0.01       -0.11   375356.33   326396.994
    2  000001.SZ   20180716  8.85  8.90  8.69   8.73       8.88   -0.15       -1.69   689845.58   603427.713
    3  000001.SZ   20180713  8.92  8.94  8.82   8.88       8.88    0.00        0.00   603378.21   535401.175
    4  000001.SZ   20180712  8.60  8.97  8.58   8.88       8.64    0.24        2.78  1140492.31  1008658.828
    5  000001.SZ   20180711  8.76  8.83  8.68   8.78       8.98   -0.20       -2.23   851296.70   744765.824
    6  000001.SZ   20180710  9.02  9.02  8.89   8.98       9.03   -0.05       -0.55   896862.02   803038.965
    7  000001.SZ   20180709  8.69  9.03  8.68   9.03       8.66    0.37        4.27  1409954.60  1255007.609
    8  000001.SZ   20180706  8.61  8.78  8.45   8.66       8.60    0.06        0.70   988282.69   852071.526
    9  000001.SZ   20180705  8.62  8.73  8.55   8.60       8.61   -0.01       -0.12   835768.77   722169.579

这个是股票分析最重要的接口，我经常将每日的行情下下来放到数据库中（将代码加入到定时任务，每天自动更新数据）。

效果图：

![watermark_type_ZmFuZ3poZW5naGVpdGk_shadow_10_text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3FxXzM3NjA4Mzk4_size_16_color_FFFFFF_t_70][]

代码:

# -*- coding: utf-8 -*-
    """
    Created on 2019年3月11日 23点06分
    @author: fanbinglin
    """
    #%%导入模块
    # from datetime import  datetime,timedelta,time#时间处理函数
    import time#时间处理函数
    import pymysql #mysql操作库
    import pandas as pd
    import numpy as np
    import tushare as ts
    import sys
    import os
    #%%全局对象
    
    #生产环境mysql配置
    mysqlSetting_server={
        'host':"ip",
        'port':3306,
        'user':"root", 
        'passwd':"**********", 
        'db':"Finance", 
        'charset':'utf8'
    }
    #本地
    mysqlSetting_local={
        'host':"localhost",
        'port':3306,
        'user':"root", 
        'passwd':"***********", 
        'db':"Finance", 
        'charset':'utf8'
    }
    
    #执行sql语句
    def exeSql(mysqlSetting,sql,mode = 0):
        # 打开数据库连接
        db = pymysql.connect(host=mysqlSetting['host'], port=mysqlSetting['port'],user=mysqlSetting['user'], \
            passwd=mysqlSetting['passwd'], db=mysqlSetting['db'], charset=mysqlSetting['charset'] )
        # 使用cursor()方法获取操作游标 
        cursor = db.cursor()
        if mode == 0:
            ret = 0
            try:
                cursor.execute(sql)
                ret = cursor.fetchall()
                print(ret)
                db.commit()
            except:
                db.rollback()
            # 关闭数据库连接
            finally:
                db.close()
                return ret
        else:
            for line in sql:
                try:
                    cursor.execute(line)
                except:
                    cursor.rollback()
                # 关闭数据库连接
            db.commit()
            db.close()
    #DataFrame对象落地数据库
    def df2sql(mysqlSetting,df,tableName):
        # 打开数据库连接
        db = pymysql.connect(host=mysqlSetting['host'], port=mysqlSetting['port'],user=mysqlSetting['user'], \
            passwd=mysqlSetting['passwd'], db=mysqlSetting['db'], charset=mysqlSetting['charset'] )
        
        # 使用cursor()方法获取操作游标 
        cursor = db.cursor()     
        #添加操作的sql语句
        sqlInsert="REPLACE INTO "+tableName+" ("
        for _,column in enumerate(df.columns):
            if _<len(df.columns)-1:
                sqlInsert =sqlInsert+column+','
            else:
                sqlInsert =sqlInsert+column+') VALUES '
        for index,row in df.iterrows():
            sqlInsertNew=sqlInsert+'('
            for i,column in enumerate(df.columns):    
                if i<len(df.columns)-1:
                    if pd.isnull(row[column]) or row[column] == 0:
                        sqlInsertNew=sqlInsertNew+'NULL'+','
                    else:
                        sqlInsertNew=sqlInsertNew+'\''+str(row[column])+'\''+','
                        #sqlInsertNew=sqlInsertNew+'\''+str(row[column])+'\''+','
                else:
                    if pd.isnull(row[column]) or row[column] == 0:
                        sqlInsertNew=sqlInsertNew+'NULL'         
                    else:
                        sqlInsertNew=sqlInsertNew+'\''+str(row[column])+'\''  
                        #sqlInsertNew=sqlInsertNew+'\''+str(row[column])+'\''
            sqlInsertNew=sqlInsertNew+');'
            #print(sqlInsertNew)
            cursor.execute(sqlInsertNew)
        db.commit()
            
        # 关闭数据库连接
        db.close()
    def saveFile(filename,content,mode):
        try:
            #with open(filename,mode,encoding='utf-8') as f:#二进制文件不能保存为utf-8格式
            with open(filename,mode) as f:
                f.write(content)
                f.close()
                print('\t'+filename + "保存成功!")
        except:
            print('\t'+filename + "保存失败!")
            f.close()
            
    def readFile(filename):
        try:
            with open(filename,"r",encoding='utf-8') as f:
                return f.read()
        except:
            return False
    if __name__ == '__main__':
        print(sys.argv)
        mode = 5 #0:(2,5)-all 1:自选股票  other:all
        
        insertPara = 0
        if len(sys.argv) > 1:
            insertPara = int(sys.argv[1])
        ts.set_token('357f92fd3836f2d018d20b9b840897abb3e5c9a62e17895b413e05fe')
        today = time.strftime('%Y%m%d')
        pro = ts.pro_api()
        calendar = pro.query('trade_cal', start_date='20190101', end_date=today)
        trade_cal = calendar[calendar.is_open==1]
        df = pro.daily(trade_date=trade_cal.cal_date.values[-1])  #今天
        if not len(df):
            df = df = pro.daily(trade_date=trade_cal.cal_date.values[-2]) #如果今天没数据，就请求上一个交易日
        df.rename(columns = {0:'ts_code',1:'ts_name',2:'trade_date',3:'ts_open',4:'ts_high',5:'ts_low',6:'ts_close',7:'pre_close',8:'ts_change',9:'pct_chg',10:'vol',11:'amount'},inplace = True)
        issueCode2IssueName = dict(pro.query('stock_basic', exchange='', list_status='L', fields='ts_code,name').values)
        if mode == 0:
            dfMask = list(df[(2 <df.open < 5)&(~df.ts_code.str.contains('^3'))].ts_code)
            start = '20190201'
            end = '20190529'
        elif mode == 1:
            # dfMask = ['600175.SH','600868.SH','000883.SZ','600425.SH','002145.SH','600869.SH','601991.SH']
            dfMask = ['600175.SH','600868.SH','000883.SZ']
            start = '19920101'
            end = '20150102'
        else:
            dfMask = list(df[(df.open < 18)&(~df.ts_code.str.contains('^3'))].ts_code)
            start = '20190522'
            end = '20190602'
        stockListDict = {k:v for k,v in issueCode2IssueName.items() if k in dfMask}
        createTableSql = r'create table IF NOT EXISTS myPrice(ts_code char(255),ts_name char(255),trade_date char(255),ts_open char(255),ts_high char(255),ts_low char(255),ts_close char(255),pre_close char(255),ts_change char(255),pct_chg char(255),vol char(255),amount char(255),PRIMARY KEY (ts_code,trade_date));'
        exeSql(mysqlSetting_local,createTableSql)
        end = '20190529'
        length = len(stockListDict)
        count = 1
        if insertPara == 0:#大量插入，按issuCode来请求，一般是第一次请求
            for issueCode,issueName in stockListDict.items():
                data = pro.query('daily',ts_code=issueCode,start_date = start,end_date = end)
                print("id = {id},name = {name},index = {index},totleLen = {length}".format(id = issueCode,name = issueName,index = count,length = length))
                data.rename(columns={'open':'ts_open','high':'ts_high','low':'ts_low','close':'ts_close','change':'ts_change'},inplace=True)
                data['ts_name'] = issueCode2IssueName[issueCode]
                df2sql(mysqlSetting_local,data,'myPrice')
                count += 1
        if insertPara == 1:#按交易日来，一般是用来增量增加
            for date in trade_cal.cal_date.values[-1:-5:-1]:
                data = pro.daily(trade_date=date)
                dfMask = list(df[(df.open < 18)&(~df.ts_code.str.contains('^3'))].ts_code)
                dataMask = data[data.ts_code.isin(dfMask)].ts_code
                stockListDict = {k:v for k,v in issueCode2IssueName.items() if k in dfMask}
                print("date = {}".format(date))
                dataInsert = data[data.ts_code.isin(stockListDict.keys())].copy()
                dataInsert.rename(columns={'open':'ts_open','high':'ts_high','low':'ts_low','close':'ts_close','change':'ts_change'},inplace=True)
                dataInsert['ts_name'] = dataInsert['ts_code'].map(lambda x:stockListDict[x])
                df2sql(mysqlSetting_local,dataInsert,'myPrice')
        saveTimte = time.strftime('%Y/%m/%d %H:%M:%S')
        saveFile(r'F:\Code\Python\python3.6.5\项目\金融数据\history\history.log',saveTimte + '\n','a+')

这里的token是我的账号生成的，如果你也想注册，麻烦用 [推荐][Link 2] [https://tushare.pro/register?reg=241422][Link 2] 链接。

这里需要提前在本地装好Mysql数据库并根据代码建立好数据库和数据表，如果不会装数据库请参看之前的博客文章。

数据库代码:

/*
    Navicat MySQL Data Transfer
    
    Source Server         : fbl
    Source Server Version : 80011
    Source Host           : localhost:3306
    Source Database       : finance
    
    Target Server Type    : MYSQL
    Target Server Version : 80011
    File Encoding         : 65001
    
    Date: 2019-08-01 23:18:12
    */
    
    SET FOREIGN_KEY_CHECKS=0;
    
    -- ----------------------------
    -- Table structure for myprice
    -- ----------------------------
    DROP TABLE IF EXISTS `myprice`;
    CREATE TABLE `myprice` (
      `ts_code` char(255) NOT NULL,
      `ts_name` char(255) DEFAULT NULL,
      `trade_date` char(255) NOT NULL,
      `ts_open` char(255) DEFAULT NULL,
      `ts_high` char(255) DEFAULT NULL,
      `ts_low` char(255) DEFAULT NULL,
      `ts_close` char(255) DEFAULT NULL,
      `pre_close` char(255) DEFAULT NULL,
      `ts_change` char(255) DEFAULT NULL,
      `pct_chg` char(255) DEFAULT NULL,
      `vol` char(255) DEFAULT NULL,
      `amount` char(255) DEFAULT NULL,
      PRIMARY KEY (`ts_code`,`trade_date`)
    ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_0900_ai_ci;

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[Link 1]: https://tushare.pro/document/2?doc_id=109
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