主要使用tushare 库来获取
import numpy as npfrom pandas import Series, DataFrameimport pandas as pdimport matplotlib.pyplot as pltfrom numpy.random import randnfrom datetime import datetime, timedeltafrom dateutil.parser import parsefrom pandas.tseries.offsets import Hour, Minute, Day, MonthEndimport pytzimport pandas.io.data as webimport tushare as tsfrom sqlalchemy import create_engineconnstr='mysql://youruser:yourpassword@127.0.0.1/test?charset=utf8'engine = create_engine(connstr)def download_adj_data(code,start,end,engine=None):if engine==None:engine=create_engine(connstr)adj_data=ts.get_h_data(code,start,end,retry_count=50, pause=0.02) adj_data.to_sql('adj_data_' code,engine,if_exists='replace')print ''print 'Download ok: ',codedf=ts.get_hist_data('sh',start='-01-01',end='-10-17')print df.indexdf.to_sql('hist_data_sh',engine,if_exists='append')exit()'''df=ts.get_hs300s()df.to_csv('hs300s.csv')df=pd.read_csv('hs300s.csv')'''print ts.get_hs300s()for x in df.code:s= 'd' % xprint 'start: ' sdownload_adj_data(s,'-01-01','-10-17',engine)exit()
