python积累7(wind api取数据)

import pandas as pd
import os
os.chdir('C:\\Users\\jiangbaiyan\\Desktop\\找到行业的成分股')
os.getcwd()  

from WindPy import *
w.start()

industry = pd.read_excel('非重复行业.xlsx')
industry.columns = ['简称','数据库用','api用']
industry_list = list(industry['api用'])

#取目标行业的成分股
dic = {}
date = '20190102'
for sector in industry_list:    
    print(sector)
    dic[sector] = w.wset('sectorconstituent', u'date={};sectorid={}'.format(date, sector)).Data[2]

#取目标行业成分股的年涨跌幅和市值
dic_pct = dic.copy()
for sector in dic:
    temp = dic[sector]
    dic_pct[sector] = {}
    for stock in temp:
        dic_pct[sector][stock] = w.wsd(stock, "pct_chg",  "2006-01-02", "2019-02-22", "Period=Y").Data[0]
        dic_pct[sector][stock].append((w.wss(stock, "mkt_cap_ard","unit=1;tradeDate=20190225")).Data[0][0])
        print(stock)
    pd_temp = pd.DataFrame(dic_pct[sector]).T
    pd_temp.columns = ['2006','2007','2008','2009','2010','2011','2012','2013','2014','2015','2016','2017','2018','2019','市值']
    dic_pct[sector] = pd_temp
    print(sector,'ok!!!!!!!!!!')
np.save('wind的api取个股信息.npy',dic_pct)

#分sheet保存
writer = pd.ExcelWriter('wind的api取.xlsx')
for key in dic_pct:
    temp = dic_pct[key]
    temp.to_excel(writer,sheet_name = key)
    print(key)
writer.save()