diff --git a/quantitative_data/importer.py b/quantitative_data/importer.py
index 08f81b9..ec70572 100644
--- a/quantitative_data/importer.py
+++ b/quantitative_data/importer.py
@@ -313,7 +313,7 @@ def import_daily_for_stock(ts_code: str, start_date: str, end_date: str, conn) -
     pro = get_ts_pro()
 
     def fetch():
-        return pro.daily(
+        return pro.daily_vip(
             ts_code=ts_code,
             start_date=start_date.replace("-", ""),
             end_date=end_date.replace("-", ""),
@@ -371,7 +371,7 @@ def import_daily_by_date(
 ):
     """
     按交易日批量导入日线行情 (高效模式)
-    使用 pro.daily(trade_date='YYYYMMDD') 一次性拉取全市场当日数据
+    使用 pro.daily_vip(trade_date='YYYYMMDD') 一次性拉取全市场当日数据
     大幅减少 API 调用次数: 约250交易日/年 × 16年 ≈ 4000次 (原来需要 5000股票 × 16年 = 80000次)
 
     参数:
@@ -462,7 +462,7 @@ def import_daily_by_date(
             td_str = td.strftime("%Y%m%d") if hasattr(td, "strftime") else str(td).replace("-", "")
 
             def fetch():
-                return pro.daily(trade_date=td_str)
+                return pro.daily_vip(trade_date=td_str)
 
             df = fetch_with_retry(fetch, max_retries=3)
             if df is None or df.empty:
@@ -565,7 +565,7 @@ def import_daily_basic(
             kwargs["trade_date"] = trade_date.replace("-", "")
 
         def fetch():
-            return pro.daily_basic(**kwargs)
+            return pro.daily_basic_vip(**kwargs)
 
         df = fetch_with_retry(fetch, max_retries=2)
         if df is None or df.empty:
@@ -631,7 +631,7 @@ def import_daily_basic_by_date(
             pro = get_ts_pro()
 
             def fetch_daily_basic():
-                return pro.daily_basic(trade_date=td)
+                return pro.daily_basic_vip(trade_date=td)
 
             df = fetch_with_retry(fetch_daily_basic, max_retries=3)
             if df is not None and not df.empty:
@@ -685,7 +685,7 @@ def import_adj_factor(
             kwargs["ts_code"] = ts_code
 
         def fetch():
-            return pro.adj_factor(**kwargs)
+            return pro.adj_factor_vip(**kwargs)
 
         df = fetch_with_retry(fetch, max_retries=2)
         if df is None or df.empty:
@@ -770,10 +770,10 @@ def import_financial_statements(
 
     for i, ts_code in enumerate(stock_list, 1):
         for table_name, fetch_method in [
-            ("income", pro.income),
-            ("balancesheet", pro.balancesheet),
-            ("cashflow", pro.cashflow),
-            ("fina_indicator", pro.fina_indicator),
+            ("income", pro.income_vip),
+            ("balancesheet", pro.balancesheet_vip),
+            ("cashflow", pro.cashflow_vip),
+            ("fina_indicator", pro.fina_indicator_vip),
         ]:
             try:
                 if table_name == "fina_indicator":
@@ -855,7 +855,7 @@ def import_index_daily(
     for idx_code in index_codes:
         try:
             def fetch():
-                return pro.index_daily(
+                return pro.index_daily_vip(
                     ts_code=idx_code,
                     start_date=start_date.replace("-", ""),
                     end_date=end_date.replace("-", ""),
@@ -1268,7 +1268,7 @@ def resume_daily_by_date(
             td_compact = td_str.replace("-", "")
 
             def fetch():
-                return pro.daily(trade_date=td_compact)
+                return pro.daily_vip(trade_date=td_compact)
 
             df = fetch_with_retry(fetch, max_retries=3)
             if df is None or df.empty:
diff --git a/quantitative_data/数据批量导入.ipynb b/quantitative_data/数据批量导入.ipynb
index feac19d..ee3cb8a 100644
--- a/quantitative_data/数据批量导入.ipynb
+++ b/quantitative_data/数据批量导入.ipynb
@@ -260,7 +260,7 @@
     "---\n",
     "## Step 4: 导入日线行情 (核心表，最耗时)\n",
     "\n",
-    "> **新版改进：** 按交易日循环拉取全市场数据 `pro.daily(trade_date='20180810')`，\n",
+    "> **新版改进：** 按交易日循环拉取全市场数据 `pro.daily_vip(trade_date='20180810')`（VIP接口），\n",
     "> API 调用从 ~80,000次 (5000只×16年) 降至 ~4,000次 (250交易日×16年)，速度提升约 **20倍**。\n",
     "\n",
     "### 4.1 按年批量导入 (推荐)\n",