Tushare Pro(大数据开放社区)
Tushare Pro is a widely used financial data platform in China, serving over 300,000 users. It provides a standardized Python API covering A-shares, indices, funds, futures, bonds, and macro data. All interfaces return pandas.DataFrame.
⚠️ Token Required: Register at https://tushare.pro and obtain your personal Token from the User Center. Some interfaces require a higher credit level. See the Credit System section below.
安装
pip install tushare --upgrade
初始化与基本用法
import tushare as ts
# Set Token (only needs to be set once per session)
ts.set_token('your_token_here')
# Initialize the Pro API
pro = ts.pro_api()
# Call any data interface
df = pro.daily(ts_code='000001.SZ', start_date='20240101', end_date='20240630')
print(df)
You can also pass the Token directly during initialization:
# Initialize with Token directly
pro = ts.pro_api('your_token_here')
股票代码格式(ts_code)
- Shanghai:
600000.SH,601398.SH - Shenzhen:
000001.SZ,300750.SZ - Beijing:
430047.BJ - Indices:
000001.SH(SSE Composite Index),399001.SZ(SZSE Component Index)
沪深股票数据
股票列表
# Get basic information for all currently listed stocks
df = pro.stock_basic(
exchange='',
list_status='L', # L=Listed, D=Delisted, P=Suspended
fields='ts_code,symbol,name,area,industry,list_date'
)
Credit requirement: 120
日K线数据
# Get daily market data for a specified stock
df = pro.daily(
ts_code='000001.SZ',
start_date='20240101',
end_date='20240630'
)
# Returned fields: ts_code, trade_date, open, high, low, close, pre_close, change, pct_chg, vol, amount
Credit requirement: 120
周线/月线数据
# Get weekly data
df = pro.weekly(ts_code='000001.SZ', start_date='20240101', end_date='20240630')
# Get monthly data
df = pro.monthly(ts_code='000001.SZ', start_date='20240101', end_date='20240630')
分钟级K线数据
# Get minute-level K-line data
df = pro.stk_mins(
ts_code='000001.SZ',
freq='5min', # Options: 1min, 5min, 15min, 30min, 60min
start_date='2024-01-02 09:30:00',
end_date='2024-01-02 15:00:00'
)
Credit requirement: 2000+
复权因子
# Get adjustment factors for calculating forward/backward adjusted prices
df = pro.adj_factor(ts_code='000001.SZ', trade_date='20240102')
每日指标
# Get daily market indicator data (PE ratio, PB ratio, turnover rate, market cap, etc.)
df = pro.daily_basic(
ts_code='000001.SZ',
trade_date='20240102',
fields='ts_code,trade_date,turnover_rate,volume_ratio,pe,pe_ttm,pb,ps,ps_ttm,dv_ratio,dv_ttm,total_mv,circ_mv'
)
Credit requirement: 120
停复牌信息
# Get suspension & resumption info, S=Suspended
df = pro.suspend_d(ts_code='000001.SZ', suspend_type='S')
财务数据
利润表
# Get listed company income statement data
df = pro.income(ts_code='000001.SZ', period='20231231')
资产负债表
# Get listed company balance sheet data
df = pro.balancesheet(ts_code='000001.SZ', period='20231231')
现金流量表
# Get listed company cash flow statement data
df = pro.cashflow(ts_code='000001.SZ', period='20231231')
财务指标
# Get financial indicator data (ROE, EPS, revenue growth rate, net profit growth rate, etc.)
df = pro.fina_indicator(ts_code='000001.SZ', period='20231231')
业绩预告
# Get listed company earnings forecast data
df = pro.forecast(ts_code='000001.SZ', period='20231231')
业绩快报
# Get listed company earnings express report data
df = pro.express(ts_code='000001.SZ', period='20231231')
分红送股
# Get listed company dividend and share distribution data
df = pro.dividend(ts_code='000001.SZ')
市场参考数据
个股资金流向
# Get individual stock money flow data
df = pro.moneyflow(ts_code='000001.SZ', start_date='20240101', end_date='20240630')
Credit requirement: 2000+
龙虎榜
# 获取龙虎榜数据
df = pro.top_list(trade_date='20240102')
大宗交易
# Get block trade data
df = pro.block_trade(ts_code='000001.SZ', start_date='20240101', end_date='20240630')
融资融券
# Get margin trading detail data
df = pro.margin_detail(trade_date='20240102')
股东增减持
# Get shareholder increase/decrease in holdings data
df = pro.stk_holdertrade(ts_code='000001.SZ', start_date='20240101', end_date='20240630')
指数数据
指数日K线
# Get index daily market data
df = pro.index_daily(ts_code='000300.SH', start_date='20240101', end_date='20240630')
指数成分股
# Get index constituents and weights
df = pro.index_weight(index_code='000300.SH', start_date='20240101', end_date='20240630')
指数基本信息
# Get index basic information; market options: SSE (Shanghai Stock Exchange), SZSE (Shenzhen Stock Exchange), etc.
df = pro.index_basic(market='SSE')
基金数据
基金列表
# Get fund list; E=Exchange-traded, O=OTC (over-the-counter)
df = pro.fund_basic(market='E')
基金日行情
# Get exchange-traded fund daily market data
df = pro.fund_daily(ts_code='510300.SH', start_date='20240101', end_date='20240630')
基金净值
# Get OTC fund net asset value data
df = pro.fund_nav(ts_code='000001.OF')
期货数据
期货日行情
# Get futures daily market data
df = pro.fut_daily(ts_code='IF2401.CFX', start_date='20240101', end_date='20240131')
期货基本信息
# Get futures contract basic information
# exchange options: CFFEX (China Financial Futures Exchange), SHFE (Shanghai Futures Exchange), DCE (Dalian Commodity Exchange), CZCE (Zhengzhou Commodity Exchange), INE (Shanghai International Energy Exchange)
df = pro.fut_basic(exchange='CFFEX', fut_type='1')
债券数据
可转债列表
# Get convertible bond basic information
df = pro.cb_basic()
可转债日行情
# Get convertible bond daily market data
df = pro.cb_daily(ts_code='113009.SH', start_date='20240101', end_date='20240630')
宏观经济数据
Shibor利率
# Get Shanghai Interbank Offered Rate
df = pro.shibor(start_date='20240101', end_date='20240630')
GDP(国内生产总值)
# Get China GDP data
df = pro.cn_gdp()
CPI(居民消费价格指数)
# Get China Consumer Price Index
df = pro.cn_cpi(start_m='202401', end_m='202406')
PPI(生产者物价指数)
# Get China Producer Price Index
df = pro.cn_ppi(start_m='202401', end_m='202406')
货币供应量
# Get China money supply data (M0, M1, M2)
df = pro.cn_m(start_m='202401', end_m='202406')
交易日历
# Get trading calendar
df = pro.trade_cal(
exchange='SSE', # Exchange: SSE (Shanghai), SZSE (Shenzhen), BSE (Beijing)
start_date='20240101',
end_date='20241231',
fields='exchange,cal_date,is_open,pretrade_date'
)
完整示例:下载股票数据并保存为CSV
import tushare as ts
import pandas as pd
ts.set_token('your_token_here')
pro = ts.pro_api()
# Get Kweichow Moutai daily K-line data
df = pro.daily(ts_code='600519.SH', start_date='20240101', end_date='20241231')
# Get adjustment factors and calculate forward-adjusted closing price
adj = pro.adj_factor(ts_code='600519.SH', start_date='20240101', end_date='20241231')
df = df.merge(adj[['trade_date', 'adj_factor']], on='trade_date')
df['adj_close'] = df['close'] * df['adj_factor'] # Calculate forward-adjusted price
# Save as CSV file
df.to_csv('moutai_2024.csv', index=False)
print(df.head())
积分系统
| 等级 | 积分 | 可用接口示例 |
|---|---|---|
| 基础 | 120 | stock_basic, daily, weekly, monthly, trade_cal, daily_basic |
| 中级 | 2000 | stk_mins(分钟数据), moneyflow, margin_detail, fina_indicator |
| 高级 | 5000+ | Tick数据、大单数据、更高频率限制 |
如何免费获取积分
- 注册并完善个人信息 → 获得120积分
- 每日在tushare.pro签到
- 社区贡献(分享、回答问题)
- 邀请好友注册
使用技巧
- 需要Token — 在 https://tushare.pro 免费注册获取(用户中心)。
- 日期格式:
YYYYMMDD(无连字符),所有日期参数使用此格式。 - ts_code格式:
{code}.{exchange}— 如000001.SZ、600519.SH。 - 所有接口返回 pandas DataFrame。
- 频率限制取决于积分等级 — 积分越高,每分钟调用次数越多。
- 使用
fields参数仅选择需要的字段,提升查询性能。 - 本地缓存参考数据(股票列表、交易日历)以避免重复调用。
- Documentation: https://tushare.pro/document/2
进阶示例
批量下载多只股票
import tushare as ts
import pandas as pd
import time
ts.set_token('your_token_here')
pro = ts.pro_api()
# 定义要下载的股票列表
stock_list = ['000001.SZ', '600519.SH', '300750.SZ', '601318.SH', '000858.SZ']
all_data = []
for ts_code in stock_list:
# Get daily K-line data
df = pro.daily(ts_code=ts_code, start_date='20240101', end_date='20240630')
all_data.append(df)
print(f"Downloaded {ts_code}, {len(df)} records")
time.sleep(0.3) # Throttle request frequency to avoid rate limiting
# Combine all data
combined = pd.concat(all_data, ignore_index=True)
combined.to_csv("multi_stock_tushare.csv", index=False)
print(f"合并总计: {len(combined)} 条记录")
计算前复权价格
import tushare as ts
import pandas as pd
ts.set_token('your_token_here')
pro = ts.pro_api()
ts_code = '600519.SH'
# Get daily K-line and adjustment factors
df = pro.daily(ts_code=ts_code, start_date='20240101', end_date='20241231')
adj = pro.adj_factor(ts_code=ts_code, start_date='20240101', end_date='20241231')
# Merge data
df = df.merge(adj[['trade_date', 'adj_factor']], on='trade_date')
# Calculate forward-adjusted prices (using the latest date's adjustment factor as the base)
latest_factor = df['adj_factor'].iloc[0] # Latest adjustment factor
df['adj_open'] = df['open'] * df['adj_factor'] / latest_factor
df['adj_high'] = df['high'] * df['adj_factor'] / latest_factor
df['adj_low'] = df['low'] * df['adj_factor'] / latest_factor
df['adj_close'] = df['close'] * df['adj_factor'] / latest_factor
print(df[['trade_date', 'close', 'adj_factor', 'adj_close']].head(10))
获取全市场每日指标并筛选
import tushare as ts
import pandas as pd
ts.set_token('your_token_here')
pro = ts.pro_api()
# Get market-wide daily indicators for a given date
df = pro.daily_basic(trade_date='20240628',
fields='ts_code,trade_date,close,turnover_rate,pe_ttm,pb,ps_ttm,dv_ratio,total_mv,circ_mv')
# Filter criteria: PE between 5-20, PB between 0.5-3, dividend yield above 2%
filtered = df[
(df['pe_ttm'] > 5) & (df['pe_ttm'] < 20) &
(df['pb'] > 0.5) & (df['pb'] < 3) &
(df['dv_ratio'] > 2)
].sort_values('pe_ttm')
print(f"Filtered {len(filtered)} stocks")
print(filtered[['ts_code', 'close', 'pe_ttm', 'pb', 'dv_ratio', 'total_mv']].head(20))
获取财务数据并分析
import tushare as ts
import pandas as pd
ts.set_token('your_token_here')
pro = ts.pro_api()
# 获取沪深300成分股
hs300 = pro.index_weight(index_code='000300.SH', start_date='20240601', end_date='20240630')
stock_codes = hs300['con_code'].unique().tolist()
# Get financial indicators (first 10 stocks as example)
fin_data = []
for code in stock_codes[:10]:
df = pro.fina_indicator(ts_code=code, period='20231231',
fields='ts_code,ann_date,roe,roa,grossprofit_margin,netprofit_yoy,or_yoy')
if not df.empty:
fin_data.append(df.iloc[0])
fin_df = pd.DataFrame(fin_data)
print("CSI 300 Selected Constituent Financial Indicators:")
print(fin_df[['ts_code', 'roe', 'roa', 'grossprofit_margin', 'netprofit_yoy']].to_string())
获取资金流向数据
import tushare as ts
ts.set_token('your_token_here')
pro = ts.pro_api()
# Get individual stock money flow (requires 2000+ credits)
df = pro.moneyflow(ts_code='000001.SZ', start_date='20240601', end_date='20240630')
# Fields include: buy_sm_vol (small order buy volume), sell_sm_vol (small order sell volume),
# buy_md_vol (medium order buy volume), buy_lg_vol (large order buy volume),
# buy_elg_vol (extra-large order buy volume), etc.
print(df.head())
完整示例:简单回测框架
import tushare as ts
import pandas as pd
import numpy as np
ts.set_token('your_token_here')
pro = ts.pro_api()
# 获取平安银行日K线数据
df = pro.daily(ts_code='000001.SZ', start_date='20230101', end_date='20231231')
df = df.sort_values('trade_date').reset_index(drop=True) # Sort by date ascending
# Get adjustment factors and calculate forward-adjusted closing price
adj = pro.adj_factor(ts_code='000001.SZ', start_date='20230101', end_date='20231231')
df = df.merge(adj[['trade_date', 'adj_factor']], on='trade_date')
latest_factor = df['adj_factor'].iloc[-1]
df['adj_close'] = df['close'] * df['adj_factor'] / latest_factor
# Calculate dual moving averages
df['MA5'] = df['adj_close'].rolling(5).mean()
df['MA20'] = df['adj_close'].rolling(20).mean()
# Simple backtest
initial_cash = 100000
cash = initial_cash
shares = 0
trades = []
for i in range(20, len(df)):
# 金叉 — buy signal
if df['MA5'].iloc[i] > df['MA20'].iloc[i] and df['MA5'].iloc[i-1] <= df['MA20'].iloc[i-1]:
if cash > 0:
price = df['adj_close'].iloc[i]
shares = int(cash / price / 100) * 100
cash -= shares * price
trades.append(f"{df['trade_date'].iloc[i]} BUY {shares} shares @ {price:.2f}")
# 死叉 — sell signal
elif df['MA5'].iloc[i] < df['MA20'].iloc[i] and df['MA5'].iloc[i-1] >= df['MA20'].iloc[i-1]:
if shares > 0:
price = df['adj_close'].iloc[i]
cash += shares * price
trades.append(f"{df['trade_date'].iloc[i]} SELL {shares} shares @ {price:.2f}")
shares = 0
final_value = cash + shares * df['adj_close'].iloc[-1]
print(f"初始资金: {initial_cash:.2f}")
print(f"最终组合价值: {final_value:.2f}")
print(f"Return: {(final_value/initial_cash - 1)*100:.2f}%")
for t in trades:
print(f" {t}")
社区与支持
由 大佬量化 (BossQuant) 维护 — 量化交易教学与策略研发团队。
微信客服: bossquant1 · Bilibili · 搜索 大佬量化 — 微信公众号 / Bilibili / 抖音