以下是一个简单的Python爬虫程序，可以爬取东方财富网的股票数据：
```python
import requests
from bs4 import BeautifulSoup
url = 'http://quote.eastmoney.com/stocklist.html' # 股票列表页面
# 发送请求获取页面内容
response = requests.get(url)
response.encoding = 'gbk' # 设置编码格式
html = response.text
# 解析页面内容，获取股票代码和名称
soup = BeautifulSoup(html, 'html.parser')
stock_list = soup.find('div', {'class': 'quotebody'}).find_all('a')
for stock in stock_list:
code = stock['href'].split('/')[-1].replace('.html', '')
name = stock.text
print(code, name)
```
该程序会输出东方财富网股票列表页面中所有股票的代码和名称。
如果需要爬取股票的实时行情数据，可以使用东方财富网提供的接口，例如：
```python
import requests
url = 'http://push2.eastmoney.com/api/qt/stock/get?secid=1.600519&ut=bd1d9ddb04089700cf9c27f6f7426281&fields=f56,f57,f58,f59,f60,f61,f62,f63,f64,f65,f66,f67,f68,f69,f70,f71,f72,f73,f74,f75,f76,f77,f78,f79,f80,f81,f82,f83,f84,f85,f86,f87,f88,f89,f90,f91,f92,f93,f94,f95,f96,f97,f98,f99,f100,f101,f102,f103,f104,f105,f106,f107,f108,f109,f110,f111,f112,f113,f114,f115,f116,f117,f118,f119,f120,f121,f122,f123,f124,f125,f126,f127,f128,f129,f130,f131,f132,f133,f134,f135,f136,f137,f138,f139,f140,f141,f142,f143,f144,f145,f146,f147,f148,f149,f150,f151,f152,f153,f154,f155,f156,f157,f158,f159,f160,f161,f162,f163,f164,f165,f166,f167,f168,f169,f170,f171,f172,f173,f174,f175,f176,f177,f178,f179,f180,f181,f182,f183,f184,f185,f186,f187,f188,f189,f190,f191,f192,f193,f194,f195,f196,f197,f198,f199,f200,f201,f202,f203,f204,f205,f206,f207,f208,f209,f210,f211,f212,f213,f214,f215,f216,f217,f218,f219,f220,f221,f222,f223,f224,f225,f226,f227,f228,f229,f230,f231,f232,f233,f234,f235,f236,f237,f238,f239,f240,f241,f242,f243,f244,f245,f246,f247,f248,f249,f250,f251,f252,f253,f254,f255,f256,f257,f258,f259,f260,f261,f262,f263,f264,f265,f266,f267,f268,f269,f270,f271,f272,f273,f274,f275,f276,f277,f278,f279,f280,f281,f282,f283,f284,f285,f286,f287,f288,f289,f290,f291,f292,f293,f294,f295,f296,f297,f298,f299,f300,f301,f302,f303,f304,f305,f306,f307,f308,f309,f310,f311,f312,f313,f314,f315,f316,f317,f318,f319,f320,f321,f322,f323,f324,f325,f326,f327,f328,f329,f330,f331,f332,f333,f334,f335,f336,f337,f338,f339,f340,f341,f342,f343,f344,f345,f346,f347,f348,f349,f350,f351,f352,f353,f354,f355,f356,f357,f358,f359,f360,f361,f362,f363,f364,f365,f366,f367,f368,f369,f370,f371,f372,f373,f374,f375,f376,f377,f378,f379,f380,f381,f382,f383,f384,f385,f386,f387,f388,f389,f390,f391,f392,f393,f394,f395,f396,f397,f398,f399,f400,f401,f402,f403,f404,f405,f406,f407,f408,f409,f410,f411,f412,f413,f414,f415,f416,f417,f418,f419,f420,f421,f422,f423,f424,f425,f426,f427,f428,f429,f430,f431,f432,f433,f434,f435,f436,f437,f438,f439,f440,f441,f442,f443,f444,f445,f446,f447,f448,f449,f450,f451,f452,f453,f454,f455,f456,f457,f458,f459,f460,f461,f462,f463,f464,f465,f466,f467,f468,f469,f470,f471,f472'
# 发送请求获取实时行情数据
response = requests.get(url)
data = response.json()
# 解析数据
print(data['data']['f58']) # 当前股价
print(data['data']['f170']) # 涨跌幅
```
以上代码中的`secid`参数可以通过股票代码获取，例如：
```python
code = '600519' # 股票代码
url = f'http://push2.eastmoney.com/api/qt/stock/get?secid=1.{code}&ut=bd1d9ddb04089700cf9c27f6f7426281&fields=f56,f57,f58,f59,f60,f61,f62,f63,f64,f65,f66,f67,f68,f69,f70,f71,f72,f73,f74,f75,f76,f77,f78,f79,f80,f81,f82,f83,f84,f85,f86,f87,f88,f89,f90,f91,f92,f93,f94,f95,f96,f97,f98,f99,f100,f101,f102,f103,f104,f105,f106,f107,f108,f109,f110,f111,f112,f113,f114,f115,f116,f117,f118,f119,f120,f121,f122,f123,f124,f125,f126,f127,f128,f129,f130,f131,f132,f133,f134,f135,f136,f137,f138,f139,f140,f141,f142,f143,f144,f145,f146,f147,f148,f149,f150,f151,f152,f153,f154,f155,f156,f157,f158,f159,f160,f161,f162,f163,f164,f165,f166,f167,f168,f169,f170,f171,f172,f173,f174,f175,f176,f177,f178,f179,f180,f181,f182,f183,f184,f185,f186,f187,f188,f189,f190,f191,f192,f193,f194,f195,f196,f197,f198,f199,f200,f201,f202,f203,f204,f205,f206,f207,f208,f209,f210,f211,f212,f213,f214,f215,f216,f217,f218,f219,f220,f221,f222,f223,f224,f225,f226,f227,f228,f229,f230,f231,f232,f233,f234,f235,f236,f237,f238,f239,f240,f241,f242,f243,f244,f245,f246,f247,f248,f249,f250,f251,f252,f253,f254,f255,f256,f257,f258,f259,f260,f261,f262,f263,f264,f265,f266,f267,f268,f269,f270,f271,f272,f273,f274,f275,f276,f277,f278,f279,f280,f281,f282,f283,f284,f285,f286,f287,f288,f289,f290,f291,f292,f293,f294,f295,f296,f297,f298,f299,f300,f301,f302,f303,f304,f305,f306,f307,f308,f309,f310,f311,f312,f313,f314,f315,f316,f317,f318,f319,f320,f321,f322,f323,f324,f325,f326,f327,f328,f329,f330,f331,f332,f333,f334,f335,f336,f337,f338,f339,f340,f341,f342,f343,f344,f345,f346,f347,f348,f349,f350,f351,f352,f353,f354,f355,f356,f357,f358,f359,f360,f361,f362,f363,f364,f365,f366,f367,f368,f369,f370,f371,f372,f373,f374,f375,f376,f377,f378,f379,f380,f381,f382,f383,f384,f385,f386,f387,f388,f389,f390,f391,f392,f393,f394,f395,f396,f397,f398,f399,f400,f401,f402,f403,f404,f405,f406,f407,f408,f409,f410,f411,f412,f413,f414,f415,f416,f417,f418,f419,f420,f421,f422,f423,f424,f425,f426,f427,f428,f429,f430,f431,f432,f433,f434,f435,f436,f437,f438,f439,f440,f441,f442,f443,f444,f445,f446,f447,f448,f449,f450,f451,f452,f453,f454,f455,f456,f457,f458,f459,f460,f461,f462,f463,f464,f465,f466,f467,f468,f469,f470,f471,f472'
```
本文介绍了如何使用Python的requests库爬取东方财富网的股票交易数据。首先解析网页找到股票数据的JSON URL，然后调整参数获取所需数量的数据，最后通过json处理和pandas保存到Excel文件。
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