利用MATLAB搞定期货数据(via Tushare_MATLAB_FSDK)
by LiYang_faruto
Email:farutoliyang@foxmail.com
2019/01/01
通过Tushare Pro获取期货相关数据(使用 Tushare_MATLAB_FSDK)
Tushare_MATLAB_FSDK see
https://github.com/faruto/Tushare_MATLAB_FSDK
详细所有源码以及测试结果见如下链接(或点击阅读原文跳转)
https://faruto.github.io/Demo_Tushare_MATLAB_FSDK/AMain_demo_Tushare_FUT.html
源码:
%% AMain_demo_Tushare_FUT
% by LiYang_faruto
%
% Email:farutoliyang@foxmail.com
%
% 2019/01/01
%
% 通过Tushare Pro获取期货相关数据(使用 Tushare_MATLAB_FSDK)
%
% Tushare_MATLAB_FSDK see
%
% https://github.com/faruto/Tushare_MATLAB_FSDK
%% A Little Clean Work
tic;
% clear;
% clc;
% close all;
format compact;
%% 全局参数
len_demo = 5;
%% 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
tData = api.query('fut_basic','exchange','DCE');
tData(1:len_demo,:)
%% 交易日历
tData = api.query('trade_cal','exchange','DCE');
tData(1:len_demo,:)
%% 期货日线行情
tData = api.query('fut_daily','ts_code','CU1811.SHF');
tData(1:len_demo,:)
%% 每日成交持仓排名
tData = api.query('fut_holding','symbol','C','exchange','DCE','trade_date','20181113');
tData(1:len_demo,:)
%% 仓单日报
tData = api.query('fut_wsr','symbol','ZN','trade_date','20181113');
tData(1:len_demo,:)
%% 结算参数
tData = api.query('fut_settle','symbol','DCE','trade_date','20181113');
tData(1:len_demo,:)
%% ETC
over = 1;
%% Record Time
toc;
displayEndOfDemoMessage(mfilename);
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