聚宽投资研究获取A股05年至今全部数据

#用中正全指'000985.XSHG'获取全部A股数据
pool=get_index_stocks('000985.XSHG')
#date存储05年开始全部交易时间
date=get_price('000002.XSHE',start_date='2005-01-01',end_date='2019-03-29',fields=['close','open'])
date=list([str(i)[:10] for i in list(date.index)])
#fields内选择需要的量价指标（基于聚宽get_price）
pl=get_price(pool[:100],start_date='2005-01-01',end_date='2019-03-29',fields=['close','open'])

for st in pool[:2]:
    print(st)
    close,_=pl.minor_xs(st)['close'],pl.minor_xs(st)['open']
    with open('./rdata/'+str(st)[:6]+'.txt','a') as f:
        f.write('date'+'\t'+'close'+'\t'+'\n')
        for dt in date:
            line=dt+'\t'+str(close[dt])+'\t'+'\n'
            f.write(line)