通过tushare 获取股票日线行情和期货主力合约数据及定义指数所用相关数据
###获取股票上市公司基础信息def get_code():df=api.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date')codes=df.ts_code.tolist()return codes,df####上市公司日线行情codes,df=get_code()for code in codes:data=api.daily(ts_code=code, start_date=0101, end_date=0606)print(code)data=data.sort_values(by='trade_date',ascending=True)data.to_csv(r'.\\stock_daily\\'+code+'.csv',encoding='utf-8-sig',index=False)time.sleep(1)######上市公司流通市值数据codes,df=get_code()for code in codes:df_sz=api.daily_basic(ts_code=code, start_date=0101,end_date=0607,fields='trade_date,circ_mv')df_sz['trade_date']=df_sz['trade_date'].apply(int)print(code)df_sz=df_sz.sort_values(by='trade_date',ascending=True)df_sz = df_sz.reset_index(drop=True)df_sz.to_csv(r'.\\stock_sz\\'+code+'.csv',encoding='utf-8-sig',index=False)##########交易日历数据df_cal = api.trade_cal(start_date=0101, end_date=0607)df_cal=df_cal[df_cal.is_open==1] df_cal['trade_date']=df_cal.cal_date df_cal.to_csv(r'.\\data_cal\\data_cal.csv',index=False,encoding='utf-8-sig') ##########期货日线行情exchange=['DCE','CZCE','SHFE']ex_list=[]df_code=pd.DataFrame()for ex in exchange:df_fut=api.fut_basic(exchange=ex,fut_type='2',fields='ts_code,symbol,name,list_date,delist_date')df_code=pd.concat([df_code,df_fut[['ts_code','name']]])df_code=df_code.loc[df_code['name'].str.contains('主力')]ex_list=ex_list+df_code.ts_code.tolist()del_list=['RO.ZCE','TC.ZCE','ME.ZCE','ER.ZCE','WS.ZCE']for d in del_list:print(d)ex_list.remove(d)for code in ex_list:df = api.fut_daily(ts_code=code, start_date='0101', end_date='0531')if df.shape[0]==0:print(code) ####生猪和花生没有数据else:df=df.sort_values(by='trade_date',ascending=True)####LPG为液化石油气df=pd.merge(df,df_code,on='ts_code',how='inner')name=str(df['name'].drop_duplicates().values)[2:-4]df.to_csv(r'.\\fut_daily\\'+name+'.csv',index=False,encoding='utf-8-sig')
