Introduction
TuShare is a famous free, open source python financial data interface package. Its official home page is: TuShare - financial data interface package. The interface package now provides a large amount of financial data covering a wide range of data such as stocks, fundamentals, macros, news, etc. (Please check the official website for details) and keep updating. At present, the length of the stock’s data is three years. Although it is a bit short, it can basically meet the needs of quantitative beginners for testing.
Tutorial
Install and Import
You need to install first:
- Pandas
- lxml
Two way to install tushare:
pip install tushare- visit https://pypi.python.org/pypi/Tushare/, download and install
How to update:
pip install tushare --upgrade
Import package and view package version:
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Use some simple function
Stock data
update：Many of the quotes returned by the get_hist_data function are wrong, but both get_h_data and get_k_data can be used
We should still master how to use tushare to obtain stock market data, using the ts.get_hist_data() function whose input parameters are:
- code: Stock code, ie 6-digit code, or index code (sh = Shanghai index sz = Shenzhen index hs300 = CSI 300 index sz50 = SSE 50 zxb = small and medium board cyb = board)
- start: Start date, format YYYY-MM-DD
- end: End date, format YYYY-MM-DD
- ktype: Data type, D = day k line W = week M = month 5 = 5 minutes 15 = 15 minutes 30 = 30 minutes 60 = 60 minutes, the default is D
- retry_count: The number of retries after the network is abnormal. The default is 3
- pause: Pause seconds when retrying, default is 0
Return values:
- date：date
- open：Opening price
- high：Highest price
- close：Closing price
- low：Lowest price
- volume：Volume
- price_change：price fluncuation
- p_change：Quote change
- ma5：5-day average price
- ma10：10-day average price
- ma20: 20-day average price
- v_ma5: 5-day average volume
- v_ma10: 10-day average volume
- v_ma20: 20-day average volume
- turnover: Change in hand rate [Note: Index does not have this item]
Specific examples:
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You can also set the start time and end time of historical data:
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Others:
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Fundamental data
With tushare we can also get fundamental data through ts.get_stock_basics() (shown in the results section):
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Macro data
We use the resident consumer index as an example, which can be obtained through the ts.get_cpi() function (it will get 322 items at a time, some of them will be displayed):
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Recent news
The tushare package can use the ts.get_latest_news() function to view the latest news, and it will return 80. For reasons of space, we only show the first 15 here. We can see that it is all Sina Finance’s news data.
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