0-Get Fina Indicators Data.py

import pandas as pd 
import numpy as np
import tushare as ts
import sys
import xlwt
import seaborn
import matplotlib.pyplot as plt
import requests
import time

ts.set_token('9203526c35de212c7bb198947d2961fb20cf93beafcf547f3e50b24f')
pro = ts.pro_api()

stock_list = pro.stock_basic(exchange='', list_status='L', fields='ts_code,name')

fina_indicators_2019_Q1 = pd.DataFrame(columns=stock_list['ts_code'].T,index=pro.query('fina_indicator', ts_code='600000.SH', start_date='20200101', end_date='20200930').columns[1:])
fina_indicators_2019_Q2 = pd.DataFrame(columns=stock_list['ts_code'].T,index=pro.query('fina_indicator', ts_code='600000.SH', start_date='20200101', end_date='20200930').columns[1:])
fina_indicators_2019_Q3 = pd.DataFrame(columns=stock_list['ts_code'].T,index=pro.query('fina_indicator', ts_code='600000.SH', start_date='20200101', end_date='20200930').columns[1:])
fina_indicators_2019_Q4 = pd.DataFrame(columns=stock_list['ts_code'].T,index=pro.query('fina_indicator', ts_code='600000.SH', start_date='20200101', end_date='20200930').columns[1:])
fina_indicators_2020_Q1 = pd.DataFrame(columns=stock_list['ts_code'].T,index=pro.query('fina_indicator', ts_code='600000.SH', start_date='20200101', end_date='20200930').columns[1:])

for i in stock_list['ts_code']:
    if i == '000002.SZ':
        a = pro.query('fina_indicator', ts_code=i, start_date='20190101', end_date='20201101')
        dates = a['end_date'].to_list()
        for date in dates:
            if int(date) == 20190331: #一季度
                if (a.loc[a['end_date'] == date].T[1:]).shape[0] == 107:#行数为107
                    fina_indicators_2019_Q1[i] = a.loc[a['end_date'] == date].T[1:].values
                else:
                    pass
            elif int(date) == 20190630:#二季度
                if (a.loc[a['end_date'] == date].T[1:]).shape[0] == 107:
                    fina_indicators_2019_Q2[i] = a.loc[a['end_date'] == date].T[1:].values
                else:
                    pass
            elif int(date) == 20190930:#三季度
                if (a.loc[a['end_date'] == date].T[1:]).shape[0] == 107:
                    fina_indicators_2019_Q3[i] = a.loc[a['end_date'] == date].T[1:].values
                else:
                    pass
            elif int(date) == 20191231:#四季度
                if (a.loc[a['end_date'] == date].T[1:]).shape[0] == 107:
                    fina_indicators_2019_Q4[i] = a.loc[a['end_date'] == date].T[1:].values
                else:
                    pass
            elif int(date) == 20200331:
                if (a.loc[a['end_date'] == date].T[1:]).shape[0] == 107:
                    fina_indicators_2020_Q1[i] = a.loc[a['end_date'] == date].T[1:].values
                else:
                    pass
            time.sleep(0.05)
            print('Finish------------------',i)

fina_indicators_2019_Q1.to_excel('fina_indicators_2019_Q1.xlsx')
fina_indicators_2019_Q2.to_excel('fina_indicators_2019_Q2.xlsx')
fina_indicators_2019_Q3.to_excel('fina_indicators_2019_Q3.xlsx')
fina_indicators_2019_Q4.to_excel('fina_indicators_2019_Q4.xlsx')
fina_indicators_2020_Q1.to_excel('fina_indicators_2020_Q1.xlsx')