from datetime import timedelta,date,datetimeimport pandas as pdimport requests, json, os, re, timeindex_list =['SH000016','SH000300','SH000905','SZ399006','SZ399005','SH000012',#宽指数#'SH000922','SH000827','SH000978','SH000922',#策略指数'SH000990','SH000991','SH000993','SZ399396','SH000986',#全指医药消费# 'SZ399967','SZ399975','SH000827',#主题指数：中证军工、证券'HKHSCEI','HKHSI', #恒生指数，恒生国企'QQQ','SP500','''XOP','GLD']def init_xueqiu():xueqiu_s = requests.session()user_agent = 'Mozilla/5.0 (Windows NT 10.0; WOW64) AppleWebKit/537.36 \(KHTML, like Gecko) Chrome/45.0.2454.101 Safari/537.36'xueqiu_s.headers.update({'User-Agent':user_agent})xueqiu_s.headers.update({'X-Requested-With':'XMLHttpRequest'})xueqiu_s.get('https://xueqiu.com/')return xueqiu_sdef get_hist(code, begin='', end='', days=0, timeout=5):        xueqiu_s = init_xueqiu()#code: sh000300, begin/end: 20160901, days: 指定最近天数#http://xueqiu.com/S/SH000902/historical.csvif len(begin) > 0 and days > 0: #!!!不能同时指定begin和days!!!log.error('begin: %s, days: %d', begin, days)return Noneurl = 'https://xueqiu.com/stock/forchartk/stocklist.json?symbol=%s&period=1month&type=normal'%(code)if len(begin) > 0:url = '%s&begin=%d'%(url, int(time.mktime(datetime.strptime(begin,'%Y%m%d').timetuple())*1000))if len(end) > 0:url = '%s&end=%s'%(url, int(time.mktime(datetime.strptime(end,'%Y%m%d').timetuple())*1000))if days > 0:url = '%s&begin=%d'%(url, int(time.mktime((datetime.today() - timedelta(days)).timetuple())*1000))url = '%s&_=%d'%(url, int(time.time()*1000))print(url)r = xueqiu_s.get(url,timeout=timeout)org_fmt = "%a %b %d %H:%M:%S +0800 %Y"if r.ok is False:return Noneret_data = r.json()stock_data = ret_data['chartlist']data_list = []day_list = []# date open close high low volfor item in stock_data:try:date = datetime.strptime(item['time'], org_fmt)except:date = datetime.strptime(item['time'], "%a %b %d %H:%M:%S +0900 %Y")data_list.append(item['percent'])day_list.append(date)return pd.DataFrame(data=data_list,index=day_list, columns=[code])start_date = '20050101'index={}pd.set_option('precision',3)df = get_hist('SH000001', start_date)for item in index_list:index = get_hist(item, start_date)df = pd.concat([df,index],axis=1)df.corr()

https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000001&period=1month&type=normal&begin=1104508800000&_=1561648511235
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000016&period=1month&type=normal&begin=1104508800000&_=1561648511616
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000300&period=1month&type=normal&begin=1104508800000&_=1561648512016
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000905&period=1month&type=normal&begin=1104508800000&_=1561648512511
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SZ399006&period=1month&type=normal&begin=1104508800000&_=1561648512925
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SZ399005&period=1month&type=normal&begin=1104508800000&_=1561648513243
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000012&period=1month&type=normal&begin=1104508800000&_=1561648513639
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000990&period=1month&type=normal&begin=1104508800000&_=1561648514006
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000991&period=1month&type=normal&begin=1104508800000&_=1561648514386
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000993&period=1month&type=normal&begin=1104508800000&_=1561648514787
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SZ399396&period=1month&type=normal&begin=1104508800000&_=1561648515188
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SH000986&period=1month&type=normal&begin=1104508800000&_=1561648515502
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=HKHSCEI&period=1month&type=normal&begin=1104508800000&_=1561648515892
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=HKHSI&period=1month&type=normal&begin=1104508800000&_=1561648516452
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=QQQ&period=1month&type=normal&begin=1104508800000&_=1561648517096
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=SP500&period=1month&type=normal&begin=1104508800000&_=1561648517603
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=XOP&period=1month&type=normal&begin=1104508800000&_=1561648518117
https://xueqiu.com/stock/forchartk/stocklist.json?symbol=GLD&period=1month&type=normal&begin=1104508800000&_=1561648518685

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