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pro_bar.m
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function data = pro_bar(ts_code, pro_api, start_date, end_date, freq, asset, market, adj, ma, factors, retry_count)
%---------------------------------------
% Tushare pro_bar Matlab Interface
% Author(s) - Lianrui Fu (fulrbuaa#163{dot}com)
% Affiliation - National Laboratory of Pattern Recognition, Institute of Automation, Chinese Academy of Sciences
% Update Date - 2018-10-31
%---------------------------------------
% BAR数据调用说明：
% data = pro_bar(ts_code, pro_api, start_date, end_date, freq, asset, market, adj, ma, factors, retry_count)
% 参数： 不能少于4个
% ts_code:证券代码，支持股票,ETF/LOF,期货/期权,港股,数字货币,如'000001.SZ','000905.SH'
% start_date:开始日期 YYYYMMDD, 如'20181001'
% end_date:结束日期 YYYYMMDD,''表示当前日期
% freq:支持1/5/15/30/60分钟,周/月/季/年, 如'D'
% asset:证券类型 E:股票和交易所基金，I:沪深指数,C:数字货币,F:期货/期权/港股/中概美国/中证指数/国际指数,如'E'
% market:市场代码,默认''
% adj:复权类型,''不复权,'qfq':前复权,'hfq':后复权
% ma:均线,支持自定义均线频度，如：ma5/ma10/ma20/ma60/maN,如[],5,[5,10],[5,10,20],有n个MA值，输出就会相应追加列，不足N天的均线值用NaN填充
% factors因子数据，目前支持以下两种：
% vr:量比,默认不返回，返回需指定：factor=['vr']
% tor:换手率，默认不返回，返回需指定：factor=['tor']
% 以上两种都需要：factor=['vr', 'tor']
% retry_count:网络重试次数，默认3
% 输出：
% data为matalb table数据类型，和pandas的DataFrame非常接近
% 调用失败时会有显示相应原因，常见原因：(1)token无效，(2)网络不正常，(3)Matlab版本过低，需2016b及以上
% 调用示例
% token = 'c7b68d2a726dc747e6d6c4484a42b9275b7d8389a****************';
% api = pro_api(token);
% dd1 = pro_bar('000001.SZ', api, '19990101', '20181031');
% dd2 = pro_bar('000001.SZ', api, '19990101', '');
% dd_ma1 = pro_bar('000001.SZ', api, '19990101', '', 'D', 'E', '', 'qfq', [5]);
% dd_ma3 = pro_bar('000001.SZ', api, '19990101', '', 'D', 'E', '', 'qfq', [5, 10, 20]);
% dd_index = pro_bar('000905.SH', api, '19990101', '', 'D', 'I');
% disp(dd_ma3(1:10,:));
% >>
% ts_code trade_date open high low close pre_close change pct_change vol amount ma5 ma10 ma20
% ___________ __________ _____ _____ _____ _____ _________ ______ __________ __________ __________ _____ _____ _____
%
% '000001.SZ' '20181030' 10.78 11.08 10.73 10.9 10.75 0.15 1.3953 1.5018e+06 1.6414e+06 11.03 10.83 10.65
% '000001.SZ' '20181029' 11.2 11.24 10.62 10.75 11.18 -0.43 -3.8462 1.5916e+06 1.7259e+06 11.02 10.78 10.63
% '000001.SZ' '20181026' 11.29 11.31 10.96 11.18 11.29 -0.11 -0.9743 1.3e+06 1.4488e+06 11.1 10.72 10.63
% '000001.SZ' '20181025' 10.8 11.29 10.71 11.29 11.04 0.25 2.2645 1.685e+06 1.8558e+06 11.02 10.63 10.58
% '000001.SZ' '20181024' 10.9 11.33 10.8 11.04 10.84 0.2 1.845 1.8294e+06 2.0262e+06 10.78 10.49 10.53
% '000001.SZ' '20181023' 11.2 11.22 10.73 10.84 11.15 -0.31 -2.7803 1.6025e+06 1.7593e+06 10.63 10.43 10.48
% '000001.SZ' '20181022' 10.81 11.46 10.78 11.15 10.76 0.39 3.6245 2.6455e+06 2.9327e+06 10.54 10.4 10.42
% '000001.SZ' '20181019' 9.95 10.78 9.92 10.76 10.09 0.67 6.6402 2.0837e+06 2.1736e+06 10.33 10.33 10.35
% '000001.SZ' '20181018' 10.29 10.29 10.06 10.09 10.33 -0.24 -2.3233 1.0012e+06 1.0157e+06 10.24 10.36 10.31
% '000001.SZ' '20181017' 10.5 10.55 10.14 10.33 10.37 -0.04 -0.3857 1.3509e+06 1.4003e+06 10.19 10.42 10.3
if nargin<11, retry_count = 3; end
if nargin<10, factor = []; end
if nargin<9, ma = []; end
if nargin<8, adj = ''; end
if nargin<7, market = ''; end
if nargin<6, asset = 'E'; end
if nargin<5, freq = 'D'; end
if nargin<4, error('参数输入不能少于4个.'); end
data = [];
ts_code = upper(deblank(ts_code));
api = pro_api;
for tt= 1:retry_count
try
freq = upper(deblank(freq));
asset = upper(deblank(asset));
if strcmp(asset, 'E')
if strcmp(freq, 'D')
df = api.query('daily', 'ts_code', ts_code, 'start_date', start_date, 'end_date', end_date);
if isempty(df), return; end
if ~strcmp(adj, '')
df_fcts = api.query('adj_factor', 'ts_code', ts_code, 'start_date', start_date, 'end_date', end_date);
if isempty(df_fcts), return; end
fcts = df_fcts(:, 2:3);
df_mix = outerjoin(df,fcts,'Type','left', 'MergeKeys',true);
df_mix = sortrows(df_mix, -2);
dfx = fillmissing(df_mix, 'previous');
dfx2 = dfx;
for k = [3, 4, 5, 6] % open high low close
if strcmpi(adj, 'hfq')
dfx2{:,k} = dfx{:,k}.*dfx{:,12};
else
dfx2{:,k} = dfx{:,k}.*dfx{:,12} / fcts{1,end};
end % adj
dfx2{:,k} = roundn(dfx2{:,k}, -2);
end % k
data = dfx2(:,1:end-1);
else % adj==''
data = df;
end % adj
if ~isempty(ma)
for aa =ma
if fix(aa)==aa
a = fix(aa);
% ma --------------
data_close = data{:,6};
ma_close = tsmovavg(data_close', 's', a)';
ma_close1 = roundn(ma_close, -2);
sz = length(ma_close1);
ma_close(1:sz-a+1) = ma_close1(a:sz);
ma_close(sz-a+2: sz) = ma_close1(1:a-1);
ma_cell = [data{:,2}, num2cell(ma_close)];
df_ma = cell2table(ma_cell, 'VariableNames', {'trade_date', ['ma' num2str(a)]});
data = join(data, df_ma);
end
end
end % if ma
end % if freq
elseif strcmp(asset, 'I')
if freq == 'D'
data = api.query('index_daily', 'ts_code', ts_code, 'start_date', start_date, 'end_date', end_date);
if isempty(data), return; end
end
elseif strcmp(asset, 'I')
disp('well soon');
% pass ------
end % if asset
break;
catch
fprintf('Failed %d times\n', tt);
end % try
end % for retry_count
end