http://k-db.comからデータをダウンロードします。

download.py

import urllib.request, urllib.parse, urllib.error
from datetime import datetime as dt
import csv
import time
import os.path

date = dt.now()
datestr = date.strftime('%Y%m%d')

print("downloading stock list")
stock_list_url = 'http://k-db.com/stocks/?download=csv'
stock_list_file = "data/stock_list_%s.csv" % datestr
urllib.request.urlretrieve(stock_list_url, stock_list_file)

print("downloading stocks")
with open(stock_list_file, 'r', encoding = "shift-jis") as input:
    stock_list = csv.reader(input, delimiter=',')
    next(stock_list, None)
    for stock in stock_list:
        code = stock[0]
        url = 'http://k-db.com/stocks/%s?download=csv' % code
        path = "data/%s_%s.csv" % (code, datestr)
        if os.path.isfile(path):
            print(path, 'is already exist.')
        else:
            print('download from ', url, ' to ', path)
            while True:
                try:
                    time.sleep(5)
                    urllib.request.urlretrieve(url, path)
                except urllib.error.HTTPError:
                    continue
                break