AMain_demo_Tushare_Index

by LiYang_faruto

Email:farutoliyang@foxmail.com

2019/01/01

通过Tushare Pro获取数据样例（使用 Tushare_MATLAB_FSDK）

Tushare_MATLAB_FSDK see

Tushare_MATLAB_FSDK

faruto_github_io

Contents

A Little Clean Work

tic;
% clear;
% clc;
% close all;
format compact;

全局参数

gPara.len_demo = 8;

tushare api connect

输入您自己的Token,查看位置 https://tushare.pro/user/token

YourTushareToken_char = TushareToken;
token = YourTushareToken_char;
api = pro_api(token);

指数基本信息

tic;
tData = api.query('index_basic','market','SW');
tData(1:gPara.len_demo,:)
toc;

ans =
  8×8 table
      ts_code          name        market    publisher      category      base_date     base_point    list_date 
    ___________    ____________    ______    _________    ____________    __________    __________    __________
    '801001.SI'    '申万50'         'SW'     '申万研究'     '其他'           '19991230'      [1000]      []        
    '801002.SI'    '申万中小板'      'SW'     '申万研究'     '其他'           '20040705'      [1000]      []        
    '801003.SI'    '申万A股'         'SW'     '申万研究'    '其他'           '19991230'      [1000]      []        
    '801004.SI'    '申万股改指数'     'SW'     '申万研究'    '其他'           '20050815'      [1000]      []        
    '801005.SI'    '申万创业板'      'SW'     '申万研究'     '其他'           '20091105'      [1000]      '20091106'
    '801010.SI'    '农林牧渔'        'SW'     '申万研究'     '一级行业指数'    '19991230'      [1000]      '20031015'
    '801011.SI'    '林业Ⅱ'          'SW'     '申万研究'     '二级行业指数'    '19991230'      [1000]      []        
    '801012.SI'    '农产品加工'      'SW'     '申万研究'     '二级行业指数'    '19991230'      [1000]      []        
时间已过 0.241025 秒。

指数日线行情

tic;
tData = api.query('index_daily','ts_code','399300.SZ','start_date','20180201','end_date','20181010');
tData(1:gPara.len_demo,:)
toc;

ans =
  8×11 table
      ts_code      trade_date    close      open      high      low      pre_close    change     pct_chg       vol          amount  
    ___________    __________    ______    ______    ______    ______    _________    _______    _______    __________    __________
    '399300.SZ'    '20180201'    4245.9    4276.3    4287.4    4214.3     4275.9      -30.001    -0.7016       1.9e+08    2.3923e+08
    '399300.SZ'    '20180202'    4271.2    4213.9    4271.8    4181.8     4245.9       25.335     0.5967    1.4607e+08    1.9117e+08
    '399300.SZ'    '20180205'    4274.1    4204.5    4274.1    4200.1     4271.2       2.9138     0.0682    1.6135e+08    2.1736e+08
    '399300.SZ'    '20180206'    4148.9    4182.3    4211.5    4131.6     4274.1      -125.26    -2.9307    2.1491e+08    2.7942e+08
    '399300.SZ'    '20180207'    4050.5    4205.7    4212.6    4048.4     4148.9      -98.388    -2.3714    2.0313e+08    2.6151e+08
    '399300.SZ'    '20180208'      4012    4022.9    4071.7    3974.7     4050.5       -38.45    -0.9493    1.5927e+08    1.9906e+08
    '399300.SZ'    '20180209'    3840.7    3896.2    3911.3    3759.1       4012      -171.39     -4.272    2.0635e+08    2.4677e+08
    '399300.SZ'    '20180212'    3890.1    3846.3    3907.8    3828.1     3840.7       49.452     1.2876    1.1618e+08    1.4986e+08
时间已过 0.134953 秒。

指数成分和权重

tic;
tData = api.query('index_weight','index_code','399300.SZ','start_date','20180901','end_date','20181010');
tData(1:gPara.len_demo,:)
toc;

ans =
  8×4 table
    index_code      con_code      trade_date    weight
    ___________    ___________    __________    ______
    '399300.SZ'    '001965.SZ'    '20180903'    0.0453
    '399300.SZ'    '002925.SZ'    '20180903'    0.0395
    '399300.SZ'    '600025.SH'    '20180903'    0.0497
    '399300.SZ'    '603260.SH'    '20180903'    0.0434
    '399300.SZ'    '001979.SZ'    '20180903'    0.4153
    '399300.SZ'    '601155.SH'    '20180903'    0.2341
    '399300.SZ'    '601108.SH'    '20180903'    0.0385
    '399300.SZ'    '601228.SH'    '20180903'    0.0914
时间已过 0.686683 秒。

大盘指数每日指标

tic;
tData = api.query('index_dailybasic','trade_date','20181018','fields','ts_code,trade_date,turnover_rate,pe');
tData(1:gPara.len_demo,:)
toc;

ans =
  8×12 table
      ts_code      trade_date     total_mv      float_mv     total_share    float_share    free_share    turnover_rate    turnover_rate_f     pe      pe_ttm     pb 
    ___________    __________    __________    __________    ___________    ___________    __________    _____________    _______________    _____    ______    ____
    '000001.SH'    '20181018'    3.1699e+13    2.2966e+13    4.4428e+12     3.2899e+12      1.244e+12        0.38              1.01          11.92    11.13     1.28
    '000300.SH'    '20181018'    2.9449e+13    2.1843e+13     3.692e+12     2.7031e+12     9.2888e+11        0.27              0.79          11.17    10.47      1.3
    '000905.SH'    '20181018'    5.6874e+12    4.4656e+12    8.8114e+11     7.2493e+11     4.1554e+11        0.82              1.44          18.03    16.65     1.51
    '399001.SZ'    '20181018'    1.0179e+13    7.7054e+12    1.0887e+12     8.4577e+11     5.0947e+11        0.88              1.46          17.48    16.16     1.93
    '399005.SZ'    '20181018'     3.085e+12    2.2289e+12    2.4421e+11      1.798e+11     1.1033e+11        0.85              1.39          21.43    19.55     2.73
    '399006.SZ'    '20181018'    1.6939e+12    1.0838e+12     1.288e+11     9.3588e+10     6.9878e+10         1.5              2.01          29.56    27.04      3.2
    '399016.SZ'    '20181018'    2.1854e+12    1.7031e+12    1.7449e+11     1.4094e+11     9.5872e+10        1.06              1.56          18.86    17.93     2.72
    '399300.SZ'    '20181018'    2.9449e+13    2.1843e+13     3.692e+12     2.7031e+12     9.2888e+11        0.27              0.79          11.17    10.47      1.3
时间已过 0.050366 秒。

ETC

over = 1;

Record Time

toc;
displayEndOfDemoMessage(mfilename);

时间已过 0.062308 秒。

Published with MATLAB® R2018b