期货策略matlab,利用MATLAB搞定期货数据(via Tushare_MATLAB_FSDK)

%% 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);