tushare簡介
TuShare是一個免費慧耍、開源的python財經(jīng)數(shù)據(jù)接口包煌珊。主要實現(xiàn)對股票等金融數(shù)據(jù)從數(shù)據(jù)采集吏饿、清洗加工到數(shù)據(jù)存儲的過程，能夠為金融分析人員提供快速许布、整潔、和多樣的便于分析的數(shù)據(jù)庶艾，為他們在數(shù)據(jù)獲取方面極大地減輕工作量咱揍，使他們更加專注于策略和模型的研究與實現(xiàn)上∨鹋椋考慮到Python pandas包在金融量化分析中體現(xiàn)出的優(yōu)勢题翰，TuShare返回的絕大部分的數(shù)據(jù)格式都是pandas DataFrame類型，非常便于用pandas/NumPy/Matplotlib進(jìn)行數(shù)據(jù)分析和可視化血公。當(dāng)然摔笤，如果您習(xí)慣了用Excel或者關(guān)系型數(shù)據(jù)庫做分析籍茧，您也可以通過TuShare的數(shù)據(jù)存儲功能，將數(shù)據(jù)全部保存到本地后進(jìn)行分析吮龄。應(yīng)一些用戶的請求漓帚，從0.2.5版本開始，TuShare同時兼容Python 2.x和Python 3.x昧辽，對部分代碼進(jìn)行了重構(gòu)，并優(yōu)化了一些算法咕痛，確保數(shù)據(jù)獲取的高效和穩(wěn)定。 http://tushare.org/
股票數(shù)據(jù)獲取
import tushare as ts
ts.get_hist_data('600848')#一次性獲取全部日k線數(shù)據(jù)
結(jié)果顯示：
open high close low volume p_change ma5 \
date
2012-01-11 6.880 7.380 7.060 6.880 14129.96 2.62 7.060
2012-01-12 7.050 7.100 6.980 6.900 7895.19 -1.13 7.020
2012-01-13 6.950 7.000 6.700 6.690 6611.87 -4.01 6.913
2012-01-16 6.680 6.750 6.510 6.480 2941.63 -2.84 6.813
2012-01-17 6.660 6.880 6.860 6.460 8642.57 5.38 6.822
2012-01-18 7.000 7.300 6.890 6.880 13075.40 0.44 6.788
2012-01-19 6.690 6.950 6.890 6.680 6117.32 0.00 6.770
2012-01-20 6.870 7.080 7.010 6.870 6813.09 1.74 6.832
ma10 ma20 v_ma5 v_ma10 v_ma20 turnover
date
2012-01-11 7.060 7.060 14129.96 14129.96 14129.96 0.48
2012-01-12 7.020 7.020 11012.58 11012.58 11012.58 0.27
2012-01-13 6.913 6.913 9545.67 9545.67 9545.67 0.23
2012-01-16 6.813 6.813 7894.66 7894.66 7894.66 0.10
2012-01-17 6.822 6.822 8044.24 8044.24 8044.24 0.30
2012-01-18 6.833 6.833 7833.33 8882.77 8882.77 0.45
2012-01-19 6.841 6.841 7477.76 8487.71 8487.71 0.21
2012-01-20 6.863 6.863 7518.00 8278.38 8278.38 0.23
繪制K線圖
matplotlib.finance 工具包的繪制K線圖
def _candlestick(ax, quotes, width=0.2, colorup='k', colordown='r',
alpha=1.0, ochl=True):
"""
Plot the time, open, high, low, close as a vertical line ranging
from low to high. Use a rectangular bar to represent the
open-close span. If close >= open, use colorup to color the bar,
otherwise use colordown
Parameters
----------
ax : `Axes`
an Axes instance to plot to
quotes : sequence of quote sequences
data to plot. time must be in float date format - see date2num
(time, open, high, low, close, ...) vs
(time, open, close, high, low, ...)
set by `ochl`
width : float
fraction of a day for the rectangle width
colorup : color
the color of the rectangle where close >= open
colordown : color
the color of the rectangle where close < open
alpha : float
the rectangle alpha level
ochl: bool
argument to select between ochl and ohlc ordering of quotes
Returns
-------
ret : tuple
returns (lines, patches) where lines is a list of lines
added and patches is a list of the rectangle patches added
"""
OFFSET = width / 2.0
lines = []
patches = []
for q in quotes:
if ochl:
t, open, close, high, low = q[:5]
else:
t, open, high, low, close = q[:5]
if close >= open:
color = colorup
lower = open
height = close - open
else:
color = colordown
lower = close
height = open - close
vline = Line2D(
xdata=(t, t), ydata=(low, high),
color=color,
linewidth=0.5,
antialiased=True,
)
rect = Rectangle(
xy=(t - OFFSET, lower),
width=width,
height=height,
facecolor=color,
edgecolor=color,
)
rect.set_alpha(alpha)
lines.append(vline)
patches.append(rect)
ax.add_line(vline)
ax.add_patch(rect)
ax.autoscale_view()
return lines, patches
tushare 的 pandas dataframe 生成K線圖
def _candlestick(ax, df, width=0.2, colorup='k', colordown='r',
alpha=1.0):
"""
Plot the time, open, high, low, close as a vertical line ranging
from low to high. Use a rectangular bar to represent the
open-close span. If close >= open, use colorup to color the bar,
otherwise use colordown
Parameters
----------
ax : `Axes`
an Axes instance to plot to
df : pandas data from tushare
width : float
fraction of a day for the rectangle width
colorup : color
the color of the rectangle where close >= open
colordown : color
the color of the rectangle where close < open
alpha : float
the rectangle alpha level
ochl: bool
argument to select between ochl and ohlc ordering of quotes
Returns
-------
ret : tuple
returns (lines, patches) where lines is a list of lines
added and patches is a list of the rectangle patches added
"""
OFFSET = width / 2.0
lines = []
patches = []
for date_string,row in df.iterrows():
date_time = datetime.datetime.strptime(date_string,'%Y-%m-%d')
t = date2num(date_time)
open, high, close, low = row[:4]
if close >= open:
color = colorup
lower = open
height = close - open
else:
color = colordown
lower = close
height = open - close
vline = Line2D(
xdata=(t, t), ydata=(low, high),
color=color,
linewidth=0.5,
antialiased=True,
)
rect = Rectangle(
xy=(t - OFFSET, lower),
width=width,
height=height,
facecolor=color,
edgecolor=color,
)
rect.set_alpha(alpha)
lines.append(vline)
patches.append(rect)
ax.add_line(vline)
ax.add_patch(rect)
ax.autoscale_view()
return lines, patches
def drawPic(df, code, name):
mondays = WeekdayLocator(MONDAY) # 主要刻度
alldays = DayLocator() # 次要刻度
#weekFormatter = DateFormatter('%b %d') # 如：Jan 12
mondayFormatter = DateFormatter('%m-%d-%Y') # 如：2-29-2015
dayFormatter = DateFormatter('%d') # 如：12
fig, ax = plt.subplots()
fig.subplots_adjust(bottom=0.2)
ax.xaxis.set_major_locator(mondays)
ax.xaxis.set_minor_locator(alldays)
ax.xaxis.set_major_formatter(mondayFormatter)
_candlestick(ax, df, width=0.6, colorup='r', colordown='g')
ax.xaxis_date()
ax.autoscale_view()
plt.setp(plt.gca().get_xticklabels(), rotation=45, horizontalalignment='right')
ax.grid(True)
plt.title(name + ' ' + code, fontproperties=zhfont)
plt.show()
def makePicture(code, name):
df = ts.get_hist_data(code, start=begin_time, end=end_time)
df = df.sort_index(0)
# df.plot()
drawPic(df, code, name)
