在Python中的某些特定时期编写循环以获取数据

Question

我想为特定日期时间段的多个股票写一个循环。你知道吗

下面的代码每次只能获取一天的数据。所以我想在函数外写一个循环。之后，我想将所有这些股票数据连接到DataFrame中。你知道吗

就像我想要2015-01-01到今天的数据。你知道吗

import tushare as ts

ticker = ['002428', '600030', '600031', '002437', '300399']
df = ts.get_tick_data(ticker,'2014-01-09')
df.head(10)

Answer 1

Loop over a date range day-by-day并使用^{}将日期转换为字符串：

from datetime import timedelta, datetime

def daterange(start_date, end_date):
    for n in range(int((end_date - start_date).days)):
        yield start_date + timedelta(n)


start_date = datetime(year=2015, month=1, day=1)
end_date = datetime.today()

for single_date in daterange(start_date, end_date):
    value = single_date.strftime("%Y-%m-%d")

    print value

演示：

>>> start_date = datetime(year=2015, month=1, day=1)
>>> end_date = datetime.today()
>>> for single_date in daterange(start_date, end_date):
...     value = single_date.strftime("%Y-%m-%d")
...     print value
... 
2015-01-01
2015-01-02
...
2015-03-03
2015-03-04
2015-03-05

---

还有一个很棒的用于处理日期和时间的库，叫做^{}。除了其他功能外，它还内置了对日期范围迭代的支持：

>>> import delorean
>>> from delorean import stops
>>> for stop in stops(freq=delorean.DAILY, timezone="US/Eastern", start=start_date, stop=end_date):
...     value = stop.date.strftime("%Y-%m-%d")
...     print value
... 
2015-01-01
2015-01-02
2015-01-03
...
2015-03-04
2015-03-05
2015-03-06