Tushare 的get_k_data
近日，挖地兔更新了tushare版本。主要是推出了新的函数get_k_data函数。来对此函数做一些分析。
函数头部分：
def get_k_data(code=None, start='', end='',
ktype='D', autype='qfq',
index=False,
retry_count=3,
pause=0.001):
"""
获取k线数据
---------
Parameters:
code:string
股票代码 e.g. 600848
start:string
开始日期 format：YYYY-MM-DD 为空时取当前日期
end:string
结束日期 format：YYYY-MM-DD 为空时取去年今日
autype:string
复权类型，qfq-前复权 hfq-后复权 None-不复权，默认为qfq
ktype：string
数据类型，D=日k线 W=周 M=月 5=5分钟 15=15分钟 30=30分钟 60=60分钟，默认为D
retry_count : int, 默认 3
如遇网络等问题重复执行的次数
pause : int, 默认 0
重复请求数据过程中暂停的秒数，防止请求间隔时间太短出现的问题
drop_factor : bool, 默认 True
是否移除复权因子，在分析过程中可能复权因子意义不大，但是如需要先储存到数据库之后再分析的话，有该项目会更加灵活
接下来一行行分析（用红色表示get_k_data函数的代码）：
symbol = ct.INDEX_SYMBOL[code] if index else _code_to_symbol(code)
url = ''
dataflag = ''
index若为True直接去预先定义好的字典中找对应的symb，如果index是False，则调用函数_code_to_symbol：
def _code_to_symbol(code):
"""
生成symbol代码标志
"""
if code in ct.INDEX_LABELS:
return ct.INDEX_LIST[code]
else:
if len(code) != 6 :
return ''
else:
return 'sh%s'%code if code[:1] in ['5', '6', '9'] else 'sz%s'%code
找到INDEX_LABELS和INDEX_LIST的定义：
INDEX_LABELS = ['sh', 'sz', 'hs300', 'sz50', 'cyb', 'zxb', 'zx300', 'zh500']
INDEX_LIST = {'sh': 'sh000001', 'sz': 'sz399001', 'hs300': 'sz399300',
'sz50': 'sh000016', 'zxb': 'sz399005', 'cyb': 'sz399006', 'zx300': 'sz399008', 'zh500':'sh000905'}
如果code是以'5','6','9'开头，则在code前加上sh，否则在code前加上sz。
可见这个symbol的主要作用是根据code在前面加上了sh或sz。
if ktype.upper() in ct.K_LABELS: %K_LABELS = ['D', 'W', 'M'] fq = autype if autype is not None else '' %是否复权以及复权类型 if code[:1] in ('1', '5') or index: %如果code是'1','5'开头或者index（是指数）为真 fq = '' kline = '' if autype is None else 'fq' %只有填None才是不复权 url = ct.KLINE_TT_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'], %P_TYPE = {'http': 'http://', 'ftp': 'ftp://'}，DOMAINS定义见下方 kline, fq, symbol, %''或者'fq',具体复权类型或者''，加了sh或sz的code ct.TT_K_TYPE[ktype.upper()], start, end, %TT_K_TYPE = {'D': 'day', 'W': 'week', 'M': 'month'} fq, _random(17)) %具体复权类型或者''，生成一个10**16到10**17-1之间的随机数 dataflag = '%s%s'%(fq, ct.TT_K_TYPE[ktype.upper()]) %复权类型或''并上'day'或'week'或'month'
elif ktype in ct.K_MIN_LABELS: %K_MIN_LABELS = ['5', '15', '30', '60']
url = ct.KLINE_TT_MIN_URL%(ct.P_TYPE['http'], ct.DOMAINS['tt'], %基本同上
symbol, ktype, ktype,
_random(16))
dataflag = 'm%s'%ktype %m'5'或'15'或'30'或'60'
else:
raise TypeError('ktype input error.')
DOMAINS定义：
DOMAINS = {'sina': 'sina.com.cn', 'sinahq': 'sinajs.cn',
'ifeng': 'ifeng.com', 'sf': 'finance.sina.com.cn',
'vsf': 'vip.stock.finance.sina.com.cn',
'idx': 'www.csindex.com.cn', '163': 'money.163.com',
'em': 'eastmoney.com', 'sseq': 'query.sse.com.cn',
'sse': 'www.sse.com.cn', 'szse': 'www.szse.cn',
'oss': '218.244.146.57', 'idxip':'115.29.204.48',
'shibor': 'www.shibor.org', 'mbox':'www.cbooo.cn',
'tt': 'gtimg.cn'}
上面两个URL的定义
KLINE_TT_URL = '%sweb.ifzq.%s/appstock/app/%skline/get?_var=kline_day%s¶m=%s,%s,%s,%s,320,%s&r=0.%s' KLINE_TT_MIN_URL = '%sifzq.%s/appstock/app/kline/mkline?param=%s,m%s,,320&_var=m%s_today&r=0.%s'
for _ in range(retry_count): %retry_count是重做次数,_只是作为一个变量，就跟变量i一样
time.sleep(pause) %中间暂停的时间
try:
request = Request(url) %使用上面求出的url
lines = urlopen(request, timeout = 10).read() %读出数据
if len(lines) < 100: #no data %如果lines太短，表明未读到数据
return None
except Exception as e:
print(e)
else:
lines = lines.decode('utf-8') if ct.PY3 else lines %PY3 = (sys.version_info[0] >= 3) 这个解码出来的lines在下方
lines = lines.split('=')[1] %按'='分隔，取第一个分片。
reg = re.compile(r',{"nd.*?}')
lines = re.subn(reg, '', lines) %对lines进行正则表达式替换
js = json.loads(lines[0]) %之所以要选lines[0]是因为subn返回的是一个tuple，lines[1]部分是替换次数
df = pd.DataFrame(js['data'][symbol][dataflag], columns=ct.KLINE_TT_COLS) %KLINE_TT_COLS就是date，open，close等六列标题
df['code'] = symbol if index else code %df新加一列code，且设置为指数代码或股票代码
if ktype in ct.K_MIN_LABELS: %如果是分钟k线数据
df['date'] = df['date'].map(lambda x: '%s-%s-%s %s:%s'%(x[0:4], x[4:6],
x[6:8], x[8:10],
x[10:12])) %date部分改成天-时-分-秒的格式
return df
raise IOError(ct.NETWORK_URL_ERROR_MSG)
lines：
kline_dayhfq={"code":0,"msg":"","data":{"sz002792":{"hfqday":[["2016-10-26","84.635","82.541","85.268","82.149","27380.000"],
["2016-10-27","82.707","82.556","83.038","80.748","22315.000"],["2016-10-28","82.903","82.571","83.731","78.428","22165.000"],
["2016-10-31","82.541","81.502","82.556","79.995","16437.000"],["2016-11-01","81.517","84.319","85.072","81.517","30741.000"],
["2016-11-02","84.349","82.873","85.268","82.707","30526.000"],["2016-11-03","81.200","81.984","83.611","81.200","24593.000"],
["2016-11-04","81.863","85.720","86.729","81.863","57996.000"],["2016-11-07","85.464","85.991","86.383","84.756","31572.000"],
["2016-11-08","86.292","84.801","86.322","79.845","29328.000"]],
"qt":{"sz002792":["51","\u901a\u5b87\u901a\u8baf","002792","55.91","56.29","56.25","36536","18510","18026","55.91","38","55.90","127",
"55.89","201","55.85","10","55.83","10","55.99","30","56.00","3","56.10","10","56.12","8","56.15","26",
"15:00:04\/55.91\/301\/S\/1682891\/15265|14:57:00\/55.89\/1\/B\/5589\/15163|14:56:52\/55.71\/90\/S\/503812\/15154|
14:56:45\/55.89\/18\/B\/100602\/15146|14:56:39\/55.82\/8\/S\/44544\/15140|14:56:36\/56.12\/12\/B\/67324\/15136","20161109150137",
"-0.38","-0.68","56.75","54.46","55.89\/36235\/201929177","36536","20361","8.12","56.40","","56.75","54.46","4.07","25.16",
"125.80","7.09","61.92","50.66","1.05"],"market":["2016-11-09 20:57:01|HK_close_\u5df2\u6536\u76d8|SH_close_\u5df2\u6536\u76d8|
SZ_close_\u5df2\u6536\u76d8|US_close_\u672a\u5f00\u76d8|SQ_close_\u5df2\u4f11\u5e02|DS_close_\u5df2\u4f11\u5e02|ZS_close_
\u5df2\u4f11\u5e02"],"zjlx":["sz002792","8206.89","10347.24","-2140.35","-10.51","12154.32","10013.97","2140.35","10.51",
"20361.21","41080.23","41732.96","\u901a\u5b87\u901a\u8baf","20161109","20161108^5889.20^7540.99","20161107^6888.64^7504.11",
"20161104^15471.59^10227.30","20161103^4623.91^6113.32"]},"mx_price":{"mx":{"data":[],"timeline":[]},"price":{"data":[]}},
"prec":"22.940","version":"5"}}}
这样详细的扣代码就这一次吧，以后还是应该提高效率，记录得简略些。
