pandas wind 数据提取简单demo

#!/usr/bin/env python
#coding:utf-8
from WindPy import w
from datetime import datetime
from pandas import Series
from pandas import DataFrame
import glob
import os
import pdb
import csv
import sys

def main():
    w.start()
    wstdata=w.wst("BU1612.SHF", "ask1,bid1,asize1,bsize1", "2016-08-05 21:00:00", "2016-08-05 23:00:01", "")
    df=DataFrame({'ask1':wstdata.Data[0],'bid1':wstdata.Data[1],'asize1':wstdata.Data[2],'bsize1':wstdata.Data[3]},columns=wstdata.Fields,index=wstdata.Times)
    df.to_csv('out.csv')

if __name__ == '__main__':
    main()

生成df的方法2：

 wsd_data=w.wsd(contracts, "close", (datetime.now()-period_day*Day()), datetime.now(), "")
 df=DataFrame(wsd_data.Data,index=wsd_data.Codes,columns=wsd_data.Times)
 df=df.T