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AI quantitative transactions (2)-- Tushare Financial data Framework 1. Introduction to Tushare 1. Introduction to Tushare

Tushare is a free and open source python financial data interface package, which is currently the Tushare Pro version. It mainly implements the process of data collection, cleaning and processing to data storage for financial data such as stocks, and can provide financial analysts with fast, clean and diverse data that is easy to analyze. Most of the data returned by Tushare is of pandas DataFrame type, which is very convenient for data analysis and visualization with pandas, NumPy and Matplotlib.

2. Tushare installation

Github: https://github.com/waditu/Tushare

Pip install tushare lxmlpip install beautifulsoup43, Token generation

To use Tushare, you need to register an account and generate Token.

I invite the registration link: https://tushare.pro/register?reg=306303

If you have successfully registered, log in to Tushare and click personal Information Settings:

Finding an individual's Token,Token on the interface Token page is the only credential for using the Tushare interface. If a leak is found, you can refresh and generate a new Token.

Import tushare as tsif _ _ name__ = ='_ main__': print (ts.__version__) # set Token ts.set_token ('xxx0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () # output:# 1.2.454, introduction to Tushare API

The data interfaces of Tushare are divided into 11 categories: Shanghai and Shenzhen stocks, indices, funds, futures, options, bonds, foreign exchange, Hong Kong stocks, industry economy, macro-economy, and characteristic big data. Shanghai and Shenzhen stocks are divided into four types of interfaces: basic data, market data, financial data and market reference data. Tushare also provides three types of interfaces related to blockchain-related basic data, market data and information announcements, as well as macroeconomic, foreign exchange, A-share, blockchain, US stocks, oil, gold, gold and foreign exchange, Hong Kong stocks, commodities, bonds, companies, markets, focus, central banks and other financial and economic information of Sina Finance, Oriental Wealth, flush, Cloud Finance, Wall Street and other financial websites.

The Tushare API API needs to obtain the corresponding access permission according to the number of points of the registered account. If the score level is not enough, the API API may not have the permission to access, and the blockchain-related APIs need to donate to obtain the corresponding permission.

Reference for the use of Tushare API API: https://tushare.pro/document/2

Tushare stock data interface 1, stock list import tushare as tsif _ _ name__ = ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.stock_basic (exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date') # data = ts_api.query (' stock_basic') Exchange='', list_status='L', # fields='ts_code,symbol,name,area,industry,list_date') print (data)

Access to basic stock information data, including stock code, name, listing date, industry, concept, etc.

2. IPO IPO import tushare as tsif _ _ name__ ='_ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.new_share (start_date='20190101', end_date='20190901') print (data)

Obtain listing list data of new shares

3. Import tushare as tsif _ _ name__ ='_ _ main__': # setting Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.daily (ts_code='000001.SZ', start_date='20190101', end_date='20190901') print (data)

Between 15:00 and 16:00 every day on trading days. This API is an unrestituted market and no data is provided during the suspension period.

4. Weekly prices import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.weekly (ts_code='000001.SZ', start_date='20180101', end_date='20181101', fields='ts_code,trade_date,open,high,low,close,vol Amount') print (data)

Get the A-share weekly market

5. Monthly quotes import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.monthly (ts_code='000001.SZ', start_date='20180101', end_date='20181101', fields='ts_code,trade_date,open,high,low,close,vol Amount') print (data)

Obtain A-share monthly line data.

6. General market interface

The pro_bar interface integrates the market data of stocks (unreinstated rights, pre-reinstated rights, post-reinstated rights), indices, digital currencies, ETF funds, futures and options, and provides minute data, including foreign exchange, in the future.

Import tushare as tsif _ _ name__ = ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts.pro_bar (api=ts_api, ts_code='000009.SZ', adj='qfq', start_date='20170101', end_date='20181011', ma= [5], freq='D') print (data)

The K-line data of A shares are obtained with complex weight parameter "adj", moving average parameter "ma" and data frequency parameter "freq".

7. Get all the data of the stock import tushareimport osimport datetimeimport timedeltadef fetch_kline_data (code): filename = 'your path' if not os.path.exists (filename): end_date = datetime.strftime (datetime.now (),'% Y% m% d') # get the current time outputflag = True api = tushare.pro_api () while outputflag:# cycle judgment Until the returned data is empty data = tushare.pro_bar (pro_api=api,ts_code=code, end_date=end_date,asset='E', adj=None Freq='D') if data.empty = = True: outputflag = False else: # calculate the due date of the next request data next_end_date = datetime.strptime (data.iloc [- 1] ['trade_date']) '% Y% m% d')-timedelta (hours=24) end_date = datetime.strftime (next_end_date,'% Y% m% d') # write csv file if os.path.exists (filename): data.to_csv (filename, header=None) Mode='a') # append write mode else: data.to_csv (filename, header=None) Mode='a') III. Tushare listed company financial data interface 1, profit statement import tushare as tsif _ _ name__ = ='_ _ main__': # setting Token ts.set_token ('xxxx0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.income (ts_code='600001.SH', start_date='20190101', end_date='20190901') print (data)

Obtain the data of financial profit statement of listed companies

2. Balance sheet import tushare as tsif _ _ name__ ='_ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.balancesheet (ts_code='600000.SH', start_date='20190101', end_date='20190901', fields='ts_code,ann_date,f_ann_date End_date,report_type,comp_type,cap_rese') print (data)

Obtain the balance sheet of listed companies.

3. Cash flow statement import tushare as tsif _ _ name__ ='_ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.cashflow (ts_code='600000.SH', start_date='20190101', end_date='20190901') print (data)

Obtain the cash flow statement of listed companies.

4. Business forecast import tushare as tsif _ _ name__ ='_ _ main__': # setting Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.forecast (ann_date='20190131', fields='ts_code,ann_date,end_date,type,p_change_min,p_change_max Net_profit_min') print (data)

Obtain performance forecast data.

5. Import tushare as tsif _ _ name__ ='_ _ main__': # setting Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.dividend (ts_code='600848.SH', fields='ts_code,div_proc,stk_div,record_date,ex_date') print (data)

Dividend and share data.

6. Performance KuaiBao import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts_api.express (ts_code='600000.SH', start_date='20180101', end_date='20180701', fields='ts_code,ann_date,end_date,revenue,operate_profit Total_profit,n_income,total_assets') print (data)

Obtain the performance of listed companies KuaiBao.

7. Financial indicator data import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts_api.fina_indicator (ts_code='600000.SH') print (data)

To obtain the financial index data of listed companies, in order to avoid server pressure, a maximum of 60 records are returned for each request at this stage, and more data can be obtained by setting a date for multiple requests.

8. Financial audit opinion import tushare as tsif _ _ name__ ='_ main__': # setting Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.fina_audit (ts_code='600000.SH', start_date='20100101', end_date='20180808') print (data)

Obtain the data of regular financial audit opinions of listed companies

9. Import tushare as tsif _ _ name__ = ='_ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.fina_mainbz (ts_code='000627.SZ', type='P') print (data)

Acquire the composition of the main business of a stock

Df = ts_api.fina_mainbz_vip (period='20181231', type='P', fields='ts_code,end_date,bz_item,bz_sales')

Obtain the composition of the main business of all stocks in a given quarter

10. Import tushareimport datetimeimport osimport timedeltadef fetch_finance_indicator (code): filename = 'your path' if not os.path.exists (filename): end_date = datetime.strftime (datetime.now (),'% Y% m% d') outputflag = True api = tushare.pro_api () while outputflag: data = api.fina_indicator (ts_code=code) End_date=end_date) if data.empty = = True: outputflag = False else: next_end_date = datetime.strptime (data.iloc [- 1] ['end_date'],'% Y% m% d')-timedelta (hours=24) end_date= datetime.strftime (next_end_date '% Y% m% d') if os.path.exists (filename): data.to_csv (filename, header=None) Mode='a') else: data.to_csv (filename) 4, Tushare index interface 1, index basic information import tushare as tsif _ _ name__ = ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.index_basic (market='CSI') print (data)

Get the basic information of the index.

MSCI:MSCI index

CSI: China Composite Index

SSE: Shanghai Stock Exchange Index

SZSE: Shenzhen Stock Exchange Index

CICC: China Gold Institute Index

SW: Shenwan Index

2. Index daily line import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.index_daily (ts_code='399300.SZ', start_date='20190101', end_date='20190910') print (data)

Get the daily quotation of the index, which can also be obtained through the bar interface. Due to the pressure on the server, the current rule is to retrieve up to 8000 rows of records at a time, and you can set start and end date completion. The index market can also obtain data through the general market interface.

3. Index weekly prices import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.index_weekly (ts_code='000001.SH', start_date='20180101', end_date='20190329', fields='ts_code,trade_date,open,high,low Close,vol,amount') print (data)

Access to the index weekly market, a single maximum of 1000 rows of records, can be obtained in batches, the total amount is not limited.

4. Index monthly price import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.index_monthly (ts_code='000001.SH', start_date='20180101', end_date='20190930', fields='ts_code,trade_date,open,high Low,close,vol,amount') print (data)

Get the index monthly line market, update once a month, a single maximum of 1000 rows of records, can be obtained many times, the total amount is not limited. Users need at least 600 points to call, the more points, the higher the frequency.

5. Index composition and weight import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts_api.index_weight (index_code='399300.SZ', start_date='20180901', end_date='20190930') print (data)

Get all kinds of index components and weights, monthly data, if you need daily index components and weights, users need at least 400 points to call.

Tushare market reference data interface 1. Import tushare as tsif _ _ name__ = ='_ _ main__': # setting Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.ggt_top10 (trade_date='20190925') print (data)

Obtain daily transaction data of Hong Kong Stock Connect, including detailed data of Shanghai and Shenzhen stock markets.

2. Margin trading summary import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.margin (trade_date='20190925') print (data)

Get the daily summary data of margin trading.

3. Margin trading details import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.margin_detail (trade_date='20190925') print (data)

Obtain the details of daily margin trading in Shanghai and Shenzhen stock markets.

4. The top ten shareholders import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts_api.top10_holders (ts_code='600000.SH', start_date='20190101', end_date='20191231') print (data)

Obtain the data of the top ten shareholders of listed companies, including the number and proportion of holdings and other information.

5. The top ten shareholders in circulation import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.top10_floatholders (ts_code='600000.SH', start_date='20190101', end_date='20191231') print (data)

Obtain the data of the top ten circulating shareholders of listed companies.

6. Import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts_api.top_list (trade_date='20190925') print (data)

Dragon and Tiger list daily trading details, a single maximum of 10000, users need at least 300 points to be able to call.

7. Import tushare as tsif _ _ name__ ='_ _ main__': # setting Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.top_inst (trade_date='20190925') print (data)

Dragon and Tiger list organization transaction details, a single maximum of 10000, users need at least 300 points can be called.

8. Block trading import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts_api.block_trade (trade_date='20190925') print (data)

Block trading, a maximum of 1000 items at a time, the total amount is unlimited, 300 points can be adjusted, the number of times per minute is limited, more than 5000 points are unlimited.

9. Stock account opening data import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialization interface ts_api = ts.pro_api () data = ts_api.stk_account (start_date='20190101', end_date='20191231') print (data)

Access to stock account opening data, the statistical period is one week, 600 points can be accessed.

10. Number of shareholders import tushare as tsif _ _ name__ ='_ _ main__': # set Token ts.set_token ('b31e0ac207a5a45e0f7503aff25bf6bd929b88fe1d017a034ee0d530') # initialize interface ts_api = ts.pro_api () data = ts_api.stk_holdernumber (ts_code='300209.SZ', start_date='20190101', end_date='20191231') print (data)

Obtain the data of shareholder households of listed companies, and the data are released from time to time. The maximum is 3000 per time, the total amount is unlimited, the basic integral is adjustable, the basic integral is fetched 100 times per minute, and there is no limit of more than 5000 points.

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