量化交易获取数据

import os
import pandas as pd
import urllib
import tushare as ts
import pandas_datareader.data as web

DATA_DIR = 'tmp'
if not os.path.exists(DATA_DIR):
    os.mkdir(DATA_DIR)
def download_163(datadir, code, dtype, start):
    print('download: %s'%code)
    #上证指数000001前加0，沪深300指数000300股票前加0，
    #深证成指399001前加1，中小板指399005前加1，创业板指399006前加1
    if dtype == '0':
        url = 'http://quotes.money.163.com/service/chddata.html?code=0'+code+'&start='+start+\
        '&fields=TCLOSE;HIGH;LOW;TOPEN;LCLOSE;CHG;PCHG;TURNOVER;VOTURNOVER;VATURNOVER;TCAP;MCAP'
    else:
        url = 'http://quotes.money.163.com/service/chddata.html?code=1'+code+'&start='+start+\
        '&fields=TCLOSE;HIGH;LOW;TOPEN;LCLOSE;CHG;PCHG;TURNOVER;VOTURNOVER;VATURNOVER;TCAP;MCAP'
    path = os.path.join(datadir, code + '_163.csv')
    urllib.request.urlretrieve(url, path)
    return path

path = download_163(DATA_DIR, '002230', '1', '2009-01-01')
df = pd.read_csv(path, encoding='gbk')
df.tail()