金融时间序列处理——（tushare新闻数据合并）添加星期

ts.set_token('')

import datetime
start='20160601'
end='20170101'
list1 = []
datestart=datetime.datetime.strptime(start,'%Y%m%d')
dateend=datetime.datetime.strptime(end,'%Y%m%d')
 
while datestart<dateend:
    datestart+=datetime.timedelta(days=1)
    print(datestart.strftime('%Y%m%d'))
    d = datestart.strftime('%Y%m%d')
    list1.append(d)

pro = ts.pro_api()
from datetime import datetime, timedelta,date,time
data = pd.DataFrame()
for i in list1 :
    df = pro.cctv_news(date='{}'.format(i))
    df=df.groupby(['date'])['content'].apply(list).reset_index()
    
    def date_chuli(x):
     date_str = str(x)
     fmt = '%Y%m%d'
     time_tuple = datetime.strptime(date_str, fmt).strftime("%Y%m%d")
     week = datetime.strptime('{}'.format(time_tuple),'%Y%m%d').weekday()+1
     return week
    
    df['week']=df['date'].apply(date_chuli)
    data = data.append(df,ignore_index=True)