AMain_demo_Tushare_FUT
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
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);
期货合约信息表
tic; tData = api.query('fut_basic','exchange','DCE'); tData(1:gPara.len_demo,:) toc;
ans =
8×14 table
ts_code symbol exchange name fut_code trade_unit per_unit quote_unit quote_unit_desc d_mode_desc list_date delist_date d_month last_ddate
___________ _______ ________ ___________ ________ __________ ________ ____________ _______________ ___________ __________ ___________ ________ __________
'P0805.DCE' 'P0805' 'DCE' '棕榈油0805' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20071029' '20080516' '200805' '20080520'
'P0806.DCE' 'P0806' 'DCE' '棕榈油0806' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20071029' '20080616' '200806' '20080618'
'P0807.DCE' 'P0807' 'DCE' '棕榈油0807' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20071029' '20080714' '200807' '20080716'
'P0808.DCE' 'P0808' 'DCE' '棕榈油0808' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20071029' '20080814' '200808' '20080818'
'P0811.DCE' 'P0811' 'DCE' '棕榈油0811' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20071115' '20081114' '200811' '20081118'
'P0812.DCE' 'P0812' 'DCE' '棕榈油0812' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20071217' '20081212' '200812' '20081216'
'P0901.DCE' 'P0901' 'DCE' '棕榈油0901' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20080116' '20090116' '200901' '20090120'
'P0903.DCE' 'P0903' 'DCE' '棕榈油0903' 'P' '吨' [10] '人民币元/吨' '2人民币元/吨' '实物交割' '20080317' '20090313' '200903' '20090317'
时间已过 0.268573 秒。
交易日历
tic; tData = api.query('trade_cal','exchange','DCE'); tData(1:gPara.len_demo,:) toc;
ans =
8×3 table
exchange cal_date is_open
________ __________ _______
'DCE' '19930301' 1
'DCE' '19930302' 1
'DCE' '19930303' 1
'DCE' '19930304' 1
'DCE' '19930305' 1
'DCE' '19930306' 0
'DCE' '19930307' 0
'DCE' '19930308' 1
时间已过 0.294407 秒。
期货日线行情
tic; tData = api.query('fut_daily','ts_code','CU1811.SHF'); tData(1:gPara.len_demo,:) toc;
ans =
8×15 table
ts_code trade_date pre_close pre_settle open high low close settle change1 change2 vol amount oi oi_chg
____________ __________ _________ __________ _____ _____ _____ _____ ______ _______ _______ ___ ______ ___ ______
'CU1811.SHF' '20171116' [] 54860 54460 54750 54460 54680 54630 -180 -230 6 163.89 6 -180
'CU1811.SHF' '20171117' [54680] 54630 54830 54830 54620 54800 54760 170 130 14 383.32 10 170
'CU1811.SHF' '20171120' [54800] 54760 54720 54720 54700 54700 54710 -60 -50 4 109.42 12 -60
'CU1811.SHF' '20171121' [54700] 54710 54810 55200 54810 55130 55040 420 330 56 1541.2 56 420
'CU1811.SHF' '20171122' [55130] 55040 55450 55970 55450 55950 55670 910 630 22 612.39 72 910
'CU1811.SHF' '20171123' [55950] 55670 56170 56170 55650 55650 55850 -20 180 44 1228.8 102 -20
'CU1811.SHF' '20171124' [55650] 55850 55580 56110 55580 56030 55850 180 0 122 3406.9 176 180
'CU1811.SHF' '20171127' [56030] 55850 56230 56310 55480 55480 55840 -370 -10 192 5360.9 166 -370
时间已过 0.095353 秒。
每日成交持仓排名
tic; tData = api.query('fut_holding','symbol','C','exchange','DCE','trade_date','20181113'); tData(1:gPara.len_demo,:) toc;
ans =
8×9 table
trade_date symbol broker vol vol_chg long_hld long_chg short_hld short_chg
__________ ______ _________ _______ _______ ________ ________ _________ _________
'20181113' 'C' '东证期货' [37161] [-6435] [15432] [1837] [14281] [ -384]
'20181113' 'C' '中信建投' [12293] [-1737] [] [] [] []
'20181113' 'C' '中信期货' [31284] [-4508] [31672] [ 102] [15634] [-6336]
'20181113' 'C' '中粮期货' [12331] [-5430] [45350] [3705] [70184] [-2658]
'20181113' 'C' '中融汇信' [] [] [] [] [12279] [ 467]
'20181113' 'C' '中金期货' [] [] [18321] [1491] [] []
'20181113' 'C' '五矿经易' [] [] [17828] [1729] [] []
'20181113' 'C' '倍特期货' [] [] [15271] [ 123] [] []
时间已过 0.095985 秒。
仓单日报
tic; tData = api.query('fut_wsr','symbol','ZN','trade_date','20181113'); tData(1:gPara.len_demo,:) toc;
ans =
8×8 table
trade_date symbol fut_name warehouse pre_vol vol vol_chg unit
__________ ______ ________ ____________ _______ ____ _______ ____
'20181113' 'ZN' '锌' '上海裕强' 4960 4960 0 '吨'
'20181113' 'ZN' '锌' '上港物流' 702 702 0 '吨'
'20181113' 'ZN' '锌' '上港物流苏州' 0 0 0 '吨'
'20181113' 'ZN' '锌' '中储吴淞' 0 0 0 '吨'
'20181113' 'ZN' '锌' '中储大场' 0 0 0 '吨'
'20181113' 'ZN' '锌' '中储晟世' 0 0 0 '吨'
'20181113' 'ZN' '锌' '中金圣源' 428 353 -75 '吨'
'20181113' 'ZN' '锌' '全胜物流' 2882 2882 0 '吨'
时间已过 0.054395 秒。
结算参数
tic; tData = api.query('fut_settle','symbol','DCE','trade_date','20181113'); tData(1:gPara.len_demo,:) toc;
ans =
8×10 table
ts_code trade_date settle trading_fee_rate trading_fee delivery_fee b_hedging_margin_rate s_hedging_margin_rate long_margin_rate short_margin_rate
____________ __________ ______ ________________ ___________ ____________ _____________________ _____________________ ________________ _________________
'CU1811.SHF' '20181113' 48830 [0.0500] 0 2 [0.2000] [0.2000] 0.2 0.2
'CU1812.SHF' '20181113' 48940 [0.0500] 0 2 [0.1000] [0.1000] 0.1 0.1
'CU1901.SHF' '20181113' 48900 [0.0500] 0 2 [0.0700] [0.0700] 0.07 0.07
'CU1902.SHF' '20181113' 48950 [0.0500] 0 2 [0.0700] [0.0700] 0.07 0.07
'CU1903.SHF' '20181113' 49000 [0.0500] 0 2 [0.0700] [0.0700] 0.07 0.07
'CU1904.SHF' '20181113' 49030 [0.0500] 0 2 [0.0700] [0.0700] 0.07 0.07
'CU1905.SHF' '20181113' 49080 [0.0500] 0 2 [0.0700] [0.0700] 0.07 0.07
'CU1906.SHF' '20181113' 49120 [0.0500] 0 2 [0.0700] [0.0700] 0.07 0.07
时间已过 0.099547 秒。
ETC
over = 1;
Record Time
toc; displayEndOfDemoMessage(mfilename);
时间已过 0.106242 秒。