获取沪深300日行情数据并存入Excel文件_300_excel获取_python_数据开发_wind_

# -*- coding:utf-8 -*- # Author:OpenAPISupport@wind.com.cn # Editdate:2017-09-06 from WindPy import * w.start() import os import datetime #datetime import xlwt #excel # 取当前沪深300成份股2016年至今的日行情(2016年后上市的品种则取上市日至今),并将数据存入EXCEL # 命令如何写可以用命令生成器来辅助完成 # 通过wset取当前沪深300成份股 print('\n'+'-----通过wset来获取沪深300代码列表-----'+'\n') stockSector=w.wset("sectorconstituent","date="+datetime.date.today().strftime('%Y-%m-%d')+";sectorid=1000000090000000") print(stockSector) #建立excel文件, 并设置格式 f=xlwt.Workbook() borders = xlwt.Borders() # Create Borders borders.left = 1 borders.right = 1 borders.top = 1 borders.bottom = 1 borders.left_colour = 0x40 borders.right_colour = 0x40 borders.top_colour = 0x40 borders.bottom_colour = 0x40 alignment = xlwt.Alignment() # Create Alignment alignment.horz = xlwt.Alignment.HORZ_LEFT alignment.vert = xlwt.Alignment.VERT_CENTER style = xlwt.XFStyle() # Create Style style.borders = borders # Add Borders to Style style.alignment = alignment # Add Alignment to Style #数据录入excel for k in range(len(stockSector.Data[1])): ipoDate=w.wss(stockSector.Data[1][k],'ipo_date').Data[0][0].strftime('%Y-%m-%d') if ipoDate>"2016-01-01": beginDate=ipoDate else: beginDate="2016-01-01" endDate=(datetime.date.today()-datetime.timedelta(days=1)).strftime('%Y-%m-%d') dailyQuota=w.wsd(stockSector.Data[1][k], "open,high,low,close", beginDate, endDate, "Fill=Previous") sheet = f.add_sheet(stockSector.Data[1][k],cell_overwrite_ok=True) #创建sheet sheetColName=["date","open","high","low","close"] sheetRowName=dailyQuota.Times print('\n'+'-----开始录入%s开高低收数据-----\n' %str(stockSector.Data[1][k])) for j in range(len(sheetColName)): sheet.col(j).width=256*12 for i in range(len(sheetRowName)+1): if j==0 and i==0: sheet.write(i, j, sheetColName[j], style) elif i==0: sheet.write(i, j, sheetColName[j], style) elif j==0: sheet.write(i, j, sheetRowName[i-1].strftime('%Y-%m-%d'), style) else: sheet.write(i, j, dailyQuota.Data[j-1][i-1], style) f.save(os.getcwd()+'\\statistics.xls') #保存文件 print('\n'+'-----沪深300成分日行情写入EXCEL完成-----'+'\n') os.startfile(os.getcwd()+'\\statistics.xls') w.stop()