get tushare data

get_tushare_data.py

# coding: utf-8
import tushare as ts
import pandas as pd
import pickle


stock_list = ts.get_stock_basics()


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stock_list


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code_list = []
for code in stock_list.index:
    code_list.append(code)
    #print(code)

io_error_list = []
value_error_list = []
attribute_error_list = []
store = pd.HDFStore('stocks_h.hdf')
keys = store.keys()
for code in code_list:
    if '/code' + code in keys:
        print(code+' already downloaded')
    else:
        try:
            data = ts.get_h_data(code,start='2005-01-01',end='2015-11-19')
            if data is not None:
                data.to_hdf('stocks_h.hdf',
                            key='code'+code, complevel=9, complib='zlib')
                print(code+' success')
        except IOError:
            io_error_list.append(code)
            print(code+' IOError')
        except ValueError:
            value_error_list.append(code)
            print(code+' ValueError')
        except AttributeError:
            attribute_error_list.append(code)
            print(code+' AttributeError')

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print(io_error_list)
print(value_error_list)
print(attribute_error_list)
error_dict = {'IOError':io_error_list, 'ValueError':value_error_list, 'AttributeError': attribute_error_list}
pickle.dump(error_dict, open('error_dict.pickle', 'wb'))