获取所有股票数据

#%%

#先引入后面可能用到的包（package）
import pandas as pd 
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns 
sns.set() 
%matplotlib inline 
#正常显示画图时出现的中文和负号
from pylab import mpl
mpl.rcParams['font.sans-serif']=['SimHei']
mpl.rcParams['axes.unicode_minus']=False
#使用tushare获取交易数据
#设置token
import tushare as ts 
token=''
ts.set_token(token)
pro=ts.pro_api(token)
#pro=ts.pro_api(token)
index={'上证综指': '000001.SH','深证成指': '399001.SZ',
 '沪深300': '000300.SH','创业板指': '399006.SZ',
 '上证50': '000016.SH','中证500': '000905.SH',
 '中小板指': '399005.SZ','上证180': '000010.SH'}
#获取当前交易的股票代码和名称
def get_code():
    df = pro.stock_basic(exchange='', list_status='L')
    codes=df.ts_code.values
    names=df.name.values
    stock=dict(zip(names,codes))
    #合并指数和个股成一个字典
    stocks=dict(stock,**index)
    return stocks 
#获取行情数据
def get_data(stock,start='20151009',end=''):
    #如果代码在字典index里，则取的是指数数据
    code=get_code()[stock]
    if code in index.values():
        df=ts.pro_bar(ts_code=code,asset='I',start_date=start, end_date=end)
    #否则取的是个股数据
    else:
        df=ts.pro_bar(ts_code=code, adj='qfq',start_date=start, end_date=end)
        #将交易日期设置为索引值
        df.index=pd.to_datetime(df.trade_date)
        df=df.sort_index()
    return df

import tushare as ts
import pandas as pd
import time

def maintask():
    pro = ts.pro_api()
    #获取基础信息数据，包括股票代码，名称，上市日期，退市日期等
    pool = pro.stock_basic(exchange='',
                          list_status = 'L',
                          adj = 'qfq',
                          fields = 'ts_code,symbol,name,area,industry,fullname,list_date,market,exchange,is_hs')
    #print(pool.head()) 
    print('获得上市股票总数：',len(pool)-1)
    j=1
    for i in pool.ts_code:
        print('正在获取第%d家，股票代码%s' %(j,i))
        #接口限制访问200次/分钟，加一点微小的延时防止被ban
        time.sleep(0.301)
        j += 1
        df = pro.daily(ts_code=i,
                      start_date = startdate,
                      end_date = enddate,
                      fields = 'ts_code,trade_date,open,high,low,close,pre_close,change,pct_chg,vol,amount')
        #print(df.head())
        writer = pd.ExcelWriter(i + '.xlsx')
        df.to_excel(writer,sheet_name= i + '',index=False)

if __name__== '__main__':
    #设置起始日期
    startdate='19980101'
    enddate='20200224'
    #主程序
    maintask()