QLIB使用tushare更新每日行情

0. 介绍

qlib每日数据的源是yahoo，更新速度较慢并且不稳定。tushare每日行情是免费接口，速度较快。

1. 获取行情数据，保存为csv格式。

def GetDataFromTushare(self, today, fpath):
		pro = ts.pro_api()
		df = pro.daily(trade_date=today)
        for index, row in df.iterrows():
                code = row['ts_code']
                sp = code.index(".")
                ncode = code[sp+1:].lower()+code[:sp]
                trade_date = str(row['trade_date'])
                date = trade_date[0:4] + '-' + trade_date[4:6] + '-' + trade_date[6:8]
                topen = row['open']
                thigh = row['high']
                tlow = row['low']
                tclose = row['close']
                tvolume = row['vol']

                value = [ncode, date, topen, tlow, thigh, tclose, tvolume,