from WindPy import w
w.start()
start_date = "2023-11-05"
end_date = "2023-12-05"
stock_code = "000001.SZ"
# Get trading days between start_date and end_date
days = w.tdays(start_date, end_date, "")
date_list = days.Data[0]
save_data = []
for date in date_list:
# Get the closing price of the stock on the date
wind_data = w.wss(stock_code, "close", "tradeDate={0};priceAdj=U;cycle=D".format(date.strftime('%Y-%m-%d')))
save_data.append(wind_data)
print("DONE!")