拉取全部数据

%% 从wind拉取全部股票、股指期货的日收益率
instrumentCodeUni=unique(allInst(:,3));  %存储所有不重复的股票代码 
instrumentCodeUni=[instrumentCodeUni;'000016.SH';'000300.SH';'000905.SH';'000852.SH';'881001.WI'];%加上上证50，沪深300，中证500，中证1000，wind全A。
instStr='';
for i=1:1:length(instrumentCodeUni)
    if i~=length(instrumentCodeUni)
    str=sprintf('%s,',instrumentCodeUni{i});
    else
    str=instrumentCodeUni{i};    
    end
    instStr=strcat(instStr,str);    
end

w=windmatlab;
%获取股票日涨跌幅
[w_wsd_data]=w.wsd(instStr,'pct_chg',num2str(dayUni(1)),num2str(dayUni(end)),'PriceAdj=F'); %日涨跌幅，前复权
rateTable=w_wsd_data/100;
%获取股票的申万一级行业指数代码
instrSWcode=w.wsd(instStr,'indexcode_sw',num2str(dayUni(end)),num2str(dayUni(end)),'industryType=1'); 
%记录所有交易日期
days_data=w.tdays(num2str(dayUni(1)),num2str(dayUni(end)));
dayUni=cellfun(@(t){str2num(datestr(datenum(t),'yyyymmdd'))},days_data);
dayUni=cell2mat(dayUni);

save(['./data/','Rate.mat'],'dayUni','instrumentCodeUni','rateTable','instrSWcode');