AMain_demo_Tushare_Macro
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);
SHIBOR利率数据
tic; tData = api.query('shibor','start_date','20180101','end_date','20181101'); tData(1:gPara.len_demo,:) toc;
ans =
8×9 cell 数组
1 至 5 列
{'date' } {'on' } {'1w' } {'2w' } {'1m' }
{'20181101'} {[2.5470]} {[2.6730]} {[2.6910]} {[2.6960]}
{'20181031'} {[2.3700]} {[2.7150]} {[2.7300]} {[2.6890]}
{'20181030'} {[1.5660]} {[2.5980]} {[2.6400]} {[2.6630]}
{'20181029'} {[1.8520]} {[2.6090]} {[2.6510]} {[2.6720]}
{'20181026'} {[2.0670]} {[2.6180]} {[2.6500]} {[2.6730]}
{'20181025'} {[2.2150]} {[2.6300]} {[2.6510]} {[2.6750]}
{'20181024'} {[2.3930]} {[2.6310]} {[2.6530]} {[2.6750]}
6 至 9 列
{'3m' } {'6m' } {'9m' } {'1y' }
{[2.9760]} {[3.2970]} {[3.5040]} {[3.5500]}
{[2.9630]} {[3.2980]} {[3.5040]} {[3.5500]}
{[2.9570]} {[3.2950]} {[3.5010]} {[3.5500]}
{[2.9580]} {[3.2970]} {[3.5020]} {[3.5500]}
{[2.9520]} {[3.2970]} {[3.5020]} {[3.5500]}
{[2.9480]} {[3.2970]} {[3.5050]} {[3.5520]}
{[2.9240]} {[3.2960]} {[3.4980]} {[3.5440]}
时间已过 0.137620 秒。
SHIBOR报价数据
tic; tData = api.query('shibor_quote','start_date','20181001','end_date','20181101'); tData(1:gPara.len_demo,:) toc;
ans =
8×18 cell 数组
1 至 5 列
{'date' } {'bank' } {'on_b' } {'on_a' } {'1w_b' }
{'20181101'} {'邮储银行'} {[2.5500]} {[2.5500]} {[2.7200]}
{'20181101'} {'浦发银行'} {[2.5600]} {[2.5600]} {[2.7500]}
{'20181101'} {'汇丰中国'} {[2.5500]} {[2.5500]} {[2.6500]}
{'20181101'} {'民生银行'} {[2.5400]} {[2.5400]} {[2.6500]}
{'20181101'} {'招商银行'} {[2.5400]} {[2.5400]} {[2.6700]}
{'20181101'} {'建设银行'} {[2.5300]} {[2.5300]} {[2.6700]}
{'20181101'} {'广发银行'} {[2.5600]} {[2.5600]} {[2.6600]}
6 至 10 列
{'1w_a' } {'2w_b' } {'2w_a' } {'1m_b' } {'1m_a' }
{[2.7200]} {[2.7200]} {[2.7200]} {[2.6900]} {[2.6900]}
{[2.7500]} {[2.6500]} {[2.6500]} {[2.7000]} {[2.7000]}
{[2.6500]} {[2.6800]} {[2.6800]} {[2.6900]} {[2.6900]}
{[2.6500]} {[2.6700]} {[2.6700]} {[2.6800]} {[2.6800]}
{[2.6700]} {[2.6500]} {[2.6500]} {[2.7000]} {[2.7000]}
{[2.6700]} {[2.6800]} {[2.6800]} {[2.7200]} {[2.7200]}
{[2.6600]} {[2.6800]} {[2.6800]} {[2.7200]} {[2.7200]}
11 至 15 列
{'3m_b' } {'3m_a' } {'6m_b' } {'6m_a' } {'9m_b' }
{[2.9600]} {[2.9600]} {[3.3000]} {[3.3000]} {[3.5000]}
{[2.9600]} {[2.9600]} {[3.3000]} {[3.3000]} {[3.5000]}
{[2.9700]} {[2.9700]} {[3.3000]} {[3.3000]} {[3.5000]}
{[2.9600]} {[2.9600]} {[3.2900]} {[3.2900]} {[3.5100]}
{[3.1000]} {[3.1000]} {[3.3000]} {[3.3000]} {[3.5500]}
{[ 3]} {[ 3]} {[3.2600]} {[3.2600]} {[3.5000]}
{[ 3]} {[ 3]} {[3.2500]} {[3.2500]} {[3.5000]}
16 至 18 列
{'9m_a' } {'1y_b' } {'1y_a' }
{[3.5000]} {[3.5500]} {[3.5500]}
{[3.5000]} {[3.5500]} {[3.5500]}
{[3.5000]} {[3.5500]} {[3.5500]}
{[3.5100]} {[3.5500]} {[3.5500]}
{[3.5500]} {[3.5500]} {[3.5500]}
{[3.5000]} {[3.5500]} {[3.5500]}
{[3.5000]} {[3.5500]} {[3.5500]}
时间已过 0.134123 秒。
LPR贷款基础利率
tic; tData = api.query('shibor_lpr','start_date','20181001','end_date','20181101'); tData(1:gPara.len_demo,:) toc;
ans =
8×2 cell 数组
{'date' } {'1y' }
{'20181101'} {[4.3100]}
{'20181031'} {[4.3100]}
{'20181030'} {[4.3100]}
{'20181029'} {[4.3100]}
{'20181026'} {[4.3100]}
{'20181025'} {[4.3100]}
{'20181024'} {[4.3100]}
时间已过 0.051775 秒。
LIBOR拆借利率
tic; tData = api.query('libor','curr_type','USD', 'start_date','20180101','end_date','20181130'); tData(1:gPara.len_demo,:) toc;
ans =
8×9 cell 数组
1 至 5 列
{'date' } {'curr_type'} {'on' } {'1w' } {'1m' }
{'20181130'} {'USD' } {[ 2.1775]} {[2.2213]} {[2.3469]}
{'20181129'} {'USD' } {[ 2.1827]} {[2.2288]} {[2.3493]}
{'20181128'} {'USD' } {[ 2.1825]} {[2.2245]} {[2.3446]}
{'20181127'} {'USD' } {[ 2.1785]} {[2.2349]} {[2.3493]}
{'20181126'} {'USD' } {[ 2.1830]} {[2.2190]} {[2.3367]}
{'20181123'} {'USD' } {[ 2.1770]} {[2.2219]} {[2.3219]}
{'20181122'} {'USD' } {0×0 double} {[2.2221]} {[2.3149]}
6 至 9 列
{'2m' } {'3m' } {'6m' } {'12m' }
{[2.5101]} {[2.7361]} {[2.8946]} {[3.1202]}
{[2.5112]} {[2.7381]} {[2.8852]} {[3.1187]}
{[2.4950]} {[2.7066]} {[2.8866]} {[3.1341]}
{[2.4990]} {[2.7060]} {[2.8844]} {[3.1307]}
{[2.4952]} {[2.7068]} {[2.8927]} {[3.1284]}
{[2.4954]} {[2.6912]} {[2.8862]} {[3.1208]}
{[2.4801]} {[2.6892]} {[2.8872]} {[3.1095]}
时间已过 0.084864 秒。
HIBOR利率
tic; tData = api.query('hibor','start_date','20180101','end_date','20181130'); tData(1:gPara.len_demo,:) toc;
ans =
8×9 cell 数组
1 至 5 列
{'date' } {'on' } {'1w' } {'2w' } {'1m' }
{'20181130'} {[1.5250]} {[1.1013]} {[1.0800]} {[1.2029]}
{'20181129'} {[0.7614]} {[0.9564]} {[1.0104]} {[1.1236]}
{'20181128'} {[0.6679]} {[0.9561]} {[0.9993]} {[1.1096]}
{'20181127'} {[0.7136]} {[0.9554]} {[0.9979]} {[1.0932]}
{'20181126'} {[0.6882]} {[0.9282]} {[0.9911]} {[1.0821]}
{'20181123'} {[0.6857]} {[0.8400]} {[0.9104]} {[1.0821]}
{'20181122'} {[0.4716]} {[0.5975]} {[0.7675]} {[1.0121]}
6 至 9 列
{'2m' } {'3m' } {'6m' } {'12m' }
{[1.8303]} {[2.0379]} {[2.3282]} {[2.6593]}
{[1.8049]} {[2.0102]} {[2.3164]} {[2.6550]}
{[1.7710]} {[1.9764]} {[2.3014]} {[2.6564]}
{[1.7632]} {[1.9835]} {[2.3037]} {[2.6557]}
{[1.7516]} {[1.9774]} {[2.2996]} {[2.6545]}
{[1.7530]} {[1.9759]} {[2.3009]} {[2.6538]}
{[1.7312]} {[1.9650]} {[2.2925]} {[2.6475]}
时间已过 0.062089 秒。
ETC
over = 1;
Record Time
toc; displayEndOfDemoMessage(mfilename);
时间已过 0.074133 秒。