最近要從Wind上下很多數據,但是點來點去太繁瑣了,而且會下很多冗餘的數據,還好有量化接口這個東西,直接用代碼訂製你想要的數據,而且速度飛快,體驗極好。嘿嘿嘿先把用Python接口寫的代碼po上來,過兩天寫教程順便介紹一波Wind炒雞好用的Navigator。
import pandas as pd
from WindPy import *
from datetime import *
import time
import numpy as np
data = pd.read_table('C:\\getpricelist.txt',header=None,encoding='gb2312',delim_whitespace=True)
data.columns=['stkcd','evendate']
w.start()
print(w.isconnected())
for i in range(len(data.loc[:,'stkcd'])):
stkcd = data.loc[i,'stkcd']
strevendate = data.loc[i,'evendate']
evendate = datetime.strptime(strevendate,"%Y-%m-%d")
wsd_data = w.wsd(stkcd, "trade_code,sec_name,close,pct_chg", evendate-timedelta(100), evendate+timedelta(100), "",Days="Trading")
totalist = wsd_data.Data+[wsd_data.Times]
df = pd.DataFrame(np.transpose(totalist), columns=['stkcd', '證券名稱', '收盤價', '漲跌幅', '交易日期'])
print(df)
df.to_csv("Y:\\個股日交易數據.csv", sep=',', mode='a',encoding='gb18030')