Wind量化接口初探

最近要从Wind上下很多数据，但是点来点去太繁琐了，而且会下很多冗余的数据，还好有量化接口这个东西，直接用代码订制你想要的数据，而且速度飞快，体验极好。

import pandas as pd
from WindPy import *
from datetime import *
import time
import numpy as np

data = pd.read_table('C:\\getpricelist.txt',header=None,encoding='gb2312',delim_whitespace=True)
data.columns=['stkcd','evendate']

w.start()
print(w.isconnected())

for i in range(len(data.loc[:,'stkcd'])):
    stkcd = data.loc[i,'stkcd']
    strevendate = data.loc[i,'evendate']
    evendate = time.strptime(strevendate,"%Y-%m-%d")
 	wsd_data = w.wsd(stkcd, "trade_code,sec_name,close,pct_chg", evendate-timedelta(100), evendate+timedelta(100), "",Days="Trading")
    totalist = wsd_data.Data+[wsd_data.Times]
    df = pd.DataFrame(np.transpose(totalist), columns=['stkcd', '证券名称', '收盘价', '涨跌幅', '交易日期'])
    print(df)
    df.to_csv("Y:\\个股日交易数据.csv", sep=',', mode='a',encoding='gb18030')