tudata 1.0.7

A Python library for accessing Tushare financial data through optimized API

TuData

A Python library for accessing Tushare financial data through optimized API.

Features

• 🚀 Optimized Performance: Built-in connection pooling and retry mechanisms
• 📊 Comprehensive Data: Access to stocks, funds, futures, options, and cryptocurrency data
• 🔧 Easy to Use: Simple and intuitive API interface
• 🛡️ Robust: Automatic error handling and retry logic
• 📈 Real-time: Support for real-time and historical financial data

Installation

pip install tudata

Quick Start

1. Set Your Token

import tudata as ts

# Set your Tushare token (only need to do this once)
ts.set_token('your_tushare_token_here')

2. Initialize API Client

# Initialize the API client
api = ts.pro_api()

# Or initialize with token directly
api = ts.pro_api(token='your_token_here')

3. Fetch Data

# Get stock basic information
stocks = api.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date')
print(stocks.head())

# Get daily trading data
daily_data = api.daily(ts_code='000001.SZ', start_date='20240101', end_date='20241201')
print(daily_data.head())

# Get trading calendar
cal = api.trade_cal(exchange='', start_date='20240101', end_date='20241201')
print(cal.head())

4. Use Pro Bar for Time Series Data

# Get historical price data with pro_bar
df = ts.pro_bar(ts_code='000001.SZ', start_date='20240101', end_date='20241201', freq='D')
print(df.head())

API Reference

Core Classes

pro_api

The main API client class for accessing Tushare data.

api = ts.pro_api(token=None)

Parameters:

• token (str, optional): Your Tushare API token. If not provided, will use stored token.

Main Methods

Stock Data

• stock_basic(**kwargs) - Get basic stock information
• daily(**kwargs) - Get daily trading data
• weekly(**kwargs) - Get weekly trading data
• monthly(**kwargs) - Get monthly trading data
• adj_factor(**kwargs) - Get adjustment factors
• daily_basic(**kwargs) - Get daily basic trading metrics

Financial Statements

• income(**kwargs) - Get income statement data
• balancesheet(**kwargs) - Get balance sheet data
• cashflow(**kwargs) - Get cash flow statement data
• fina_indicator(**kwargs) - Get financial indicators

Market Data

• moneyflow(**kwargs) - Get money flow data
• top_list(**kwargs) - Get top gainers/losers
• limit_list_d(**kwargs) - Get daily limit up/down stocks

Index Data

• index_basic(**kwargs) - Get index basic information
• index_daily(**kwargs) - Get index daily data
• index_weight(**kwargs) - Get index constituent weights

Fund Data

• fund_basic(**kwargs) - Get fund basic information
• fund_nav(**kwargs) - Get fund net asset value
• fund_daily(**kwargs) - Get fund daily trading data

And many more...

Utility Functions

set_token(token)

Store your Tushare API token locally.

Parameters:

• token (str): Your Tushare API token

get_token()

Retrieve the stored Tushare API token.

Returns:

• str: The stored token, or None if not set

pro_bar(ts_code, start_date, end_date, freq='D', **kwargs)

Get time series data with enhanced functionality.

Parameters:

• ts_code (str): Stock code (e.g., '000001.SZ')
• start_date (str): Start date in 'YYYYMMDD' format
• end_date (str): End date in 'YYYYMMDD' format
• freq (str): Data frequency ('D', 'W', 'M', etc.)

Configuration

Connection Settings

The library includes optimized connection settings:

• Connection Pooling: 10 connections with max 20 connections
• Retry Logic: Automatic retry on 500, 502, 503, 504 errors
• Timeouts: 5 seconds connection timeout, 30 seconds read timeout

Error Handling

The library automatically handles:

• Network timeouts and retries
• Invalid token errors
• Rate limiting
• JSON parsing errors

Examples

Get Stock List

import tudata as ts

api = ts.pro_api()

# Get all listed stocks
stocks = api.stock_basic(list_status='L')
print(f"Total stocks: {len(stocks)}")
print(stocks[['ts_code', 'name', 'industry']].head())

Get Historical Prices

# Get 1 year of daily data for a specific stock
data = api.daily(
    ts_code='000001.SZ',
    start_date='20230101', 
    end_date='20231231'
)

print(data[['trade_date', 'open', 'high', 'low', 'close', 'vol']].head())

Get Financial Indicators

# Get financial indicators for a stock
indicators = api.fina_indicator(
    ts_code='000001.SZ',
    start_date='20230101',
    end_date='20231231'
)

print(indicators[['end_date', 'roe', 'roa', 'eps']].head())

Real-time Data

# Get real-time quotes (requires special permission)
quotes = api.realtime_quote(ts_code='000001.SZ,000002.SZ')
print(quotes)

Requirements

• Python 3.7+
• pandas >= 1.0.0
• requests >= 2.25.0
• urllib3 >= 1.26.0

License

This project is licensed under the MIT License - see the LICENSE file for details.

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

Support

If you encounter any issues or have questions, please file an issue on the GitHub repository.

Disclaimer

This library is for educational and research purposes. Please ensure you comply with Tushare's terms of service and any applicable financial data regulations.