SQL4之python 每次更新最新的数据

1. 原始数据取数，按日期排列

sql = "SELECT ```` FROM ```` WHERE (s_info_windcode = '000905.SH') ORDER BY trade_dt"

df = pd.read_sql(sql, conn3)

df1 = df.set_index('trade_dt') # 设置index

df1.to_pickle('data/中证500交易日数据.pkl')

2. 根据最后一个日期进行取数

df2 = pd.read_pickle('data/中证500交易日数据.pkl')

from_date2 = df2.index[-1] # string形式

from_date2 = df2.index[-1].date().strftime("%Y%m%d") #datetime形式

sql2 = "SELECT ``` FROM ``` WHERE (s_info_windcode = '000905.SH') AND (trade_dt >='{}') ORDER BY trade_dt".format(from_date2)

df3 = pd.read_sql(sql2, conn3)

df4 = df3.set_index('trade_dt') # 设置index

3. 进行拼接

df3 = df2 [df2.index < pd.to_datetime(from_date)] # 分钟

df3 = df2.iloc[:-1, :] # 日

df5 = pd.concat([df3, df4]).drop_duplicates()

df5.to_pickle('data/中证500交易日数据.pkl')