[wind添加当天的a股收盘数据]#tags:wind,IO

update.py

from WindPy import *
w.start()
today=dt.datetime.now().strftime('%Y%m%d')
a=w.wset("sectorconstituent","date=%s;sectorid=%s" % (today,'a001010100000000'))
all_A_code=a.Data[1]
#获取当天的股票收盘价
ohlc=w.wss(all_A_code, "open,high,low,close,volume,amt","tradeDate=%s;priceAdj=F;cycle=D" % today)
ohlc
a=DataFrame(np.matrix(ohlc.Data))

a.columns=ohlc.Codes
b=a.transpose()
b.columns=ohlc.Fields
b.index.name='secid'
b['tradedate']=today
b
from sqlalchemy import create_engine
e=create_engine('mysql+pymysql://'+'root:1235@localhost/wind?charset=utf8')
b.to_sql('stockprice',e,if_exists='append')

windtoday.py

import pymysql #python2要使用其他接口
conn = pymysql.connect(host='localhost',user='root',password='1235', db='wind1',charset="utf8")
cursor = conn.cursor()

sql = "INSERT INTO stockprice VALUES (%s, %s, %s, %s, %s, %s, %s, %s)"

a=w.wset("sectorconstituent","date=%s;sectorid=%s" % (today,'0305030100000000'))
all_A_code=a.Data[1]
for j in range(0,len(all_A_code)):#有3000多只个股的长度
    #获取当天的股票收盘价
    ohlc=w.wss(all_A_code[j], "open,high,low,close,volume,amt","tradeDate=%s;priceAdj=F;cycle=D" % today)
    for i in range(0,len(ohlc.Data[0])):#i为提取指标中的个股只数
        sqllist=[]#位置相当重要 不可移动到前方
        sqltuple=()
        sqllist.append(str(all_A_code[j]))#添加个股代码
        sqllist.append(ohlc.Times[0].strftime('%Y%m%d'))#添加当天的时间
        for k in range(0, len(ohlc.Fields)):
            sqllist.append(str(ohlc.Data[k][i]))
        sqltuple=tuple(sqllist)
        sqltuple
        cursor.execute(sql,sqltuple)
    conn.commit()
conn.close()