DataFetcher.py

# -*- coding: utf-8 -*-
"""
Created on Fri Apr 20 10:26:32 2018

@author: yewei
"""

import tushare as ts
from datetime import date
import pandas as pd
import os

defaultStartDate = '2007-01-01'
defaultEndDate = str(date.today())
isIndex = False

#INDEX_LIST = [u'002233', u'600687', u'002368', u'002001', u'000969', u'600757', u'600393', u'600100', u'002444', u'600089', u'300033', u'600729', u'600547', u'601985', u'002428', u'600900', u'002008', u'600750', u'600125', u'600316', u'000069', u'600332', u'600108', u'600682', u'600416', u'000156', u'600869', u'601021', u'002375', u'600086', u'002078', u'001696', u'002056', u'601155', u'002051', u'000338', u'600122', u'600187', u'601880', u'000100', u'002221', u'000981', u'600518', u'002044', u'002434', u'600663', u'600835', u'000669', u'601009', u'600594', u'600657', u'000680', u'000718', u'600176', u'603169', u'002699', u'000988', u'000778', u'300001', u'600525', u'002317', u'601939', u'600298', u'002266', u'002465', u'002063', u'600478', u'000538', u'600338', u'002470', u'000006', u'000157', u'000612', u'600718', u'600284', u'600160', u'601311', u'600104', u'002466', u'002049', u'603816', u'600580', u'603019', u'000830', u'000786', u'002544', u'000031', u'600939', u'300058', u'002673', u'002714', u'600011', u'002028', u'600151', u'002190', u'600837', u'002294', u'601633', u'002681', u'000939', u'600309', u'002250', u'000938', u'601607', u'600177', u'600584', u'002815', u'000061', u'300144', u'600751', u'600549', u'000627', u'000636', u'002608', u'601163', u'601099', u'600566', u'002583', u'002352', u'002183', u'002019', u'002174', u'300251', u'603883', u'000423', u'600300', u'002551', u'600582', u'000596', u'601688', u'002426', u'002663', u'600362', u'002408', u'002707', u'600919', u'600635', u'002332', u'000592', u'002022', u'600208', u'600267', u'002701', u'002670', u'600521', u'603799', u'300017', u'000667', u'600717', u'000513', u'600050', u'600031', u'000566', u'000887', u'000519', u'002468', u'300297', u'300147', u'000426', u'000926', u'600811', u'000703', u'002739', u'600737', u'000049', u'002354', u'600674', u'000060', u'002558', u'002106', u'600839', u'601800', u'601555', u'601997', u'600545', u'002273', u'601811', u'600346', u'603806', u'000877', u'002024', u'000825', u'002236', u'601016', u'600875', u'600481', u'002018', u'601933', u'600240', u'300122', u'000723', u'000501', u'002241', u'000671', u'002437', u'002146', u'002038', u'600004', u'601877', u'601127', u'300070', u'002344', u'601216', u'600648', u'603328', u'300197', u'600111', u'601118', u'300182', u'600741', u'600438', u'000401', u'000876', u'600585', u'002602', u'002450', u'600388', u'000783', u'000547', u'600066', u'002371', u'000987', u'002572', u'600862', u'002477', u'000975', u'600138', u'601898', u'601699', u'600048', u'000528', u'600516', u'000027', u'000685', u'300166', u'002665', u'600277', u'600660', u'600618', u'600064', u'600637', u'002358', u'600575', u'600859', u'002261', u'600754', u'600259', u'300324', u'002390', u'600157', u'000998', u'000025', u'002191', u'600019', u'002573', u'000568', u'600409', u'002831', u'002475', u'002506', u'002027', u'600787', u'600926', u'601718', u'600936', u'600517', u'603658', u'000572', u'000963', u'600171', u'600184', u'600018', u'000729', u'600536', u'600056', u'002500', u'600458', u'002223', u'600664', u'601233', u'300113', u'000078', u'600623', u'002405', u'600017', u'300291', u'601611', u'002491', u'000709', u'601390', u'600074', u'002073', u'600572', u'002555', u'600039', u'601988', u'600645', u'600881', u'600996', u'600373', u'601969', u'000732', u'601777', u'002153', u'600500', u'600820', u'002366', u'600158', u'002280', u'601899', u'600773', u'002456', u'601225', u'603589', u'000895', u'603001', u'002230', u'600276', u'600748', u'600959', u'600863', u'000897', u'600557', u'002092', u'600970', u'600169', u'002195', u'600059', u'600499', u'601168', u'002292', u'000536', u'600600', u'000661', u'600161', u'002807', u'601878', u'002489', u'603198', u'002244', u'601628', u'000999', u'603515', u'002123', u'601881', u'600233', u'300266', u'002281', u'002325', u'601901', u'000806', u'002508', u'600266', u'600029', u'000413', u'300124', u'300039', u'002002', u'600655', u'600085', u'002142', u'300315', u'000728', u'600673', u'600016', u'603077', u'000758', u'002512', u'002517', u'600068', u'600201', u'002745', u'002152', u'601211', u'000002', u'300088', u'603858', u'000930', u'600801', u'002410', u'000898', u'600153', u'600415', u'601228', u'002416', u'600694', u'600015', u'000333', u'603766', u'002342', u'002345', u'603444', u'600383', u'002642', u'002064', u'000766', u'600126', u'601991', u'600795', u'600058', u'600967', u'600053', u'000792', u'000848', u'600739', u'600280', u'000630', u'600325', u'300133', u'601857', u'603228', u'600292', u'601966', u'002797', u'601788', u'603025', u'000158', u'601866', u'000540', u'300059', u'002118', u'601088', u'300383', u'000662', u'600498', u'000425', u'300274', u'000961', u'002271', u'603556', u'001979', u'600597', u'601166', u'600141', u'601992', u'600282', u'601333', u'603000', u'002839', u'603225', u'600410', u'600578', u'300115', u'002032', u'002640', u'603569', u'601872', u'002422', u'002179', u'600317', u'601928', u'300010', u'300273', u'600816', u'000878', u'600435', u'600535', u'000543', u'600062', u'600436', u'300136', u'601375', u'000979', u'600894', u'601001', u'002041', u'002424', u'600312', u'600909', u'000652', u'601128', u'000563', u'601288', u'600887', u'000402', u'002588', u'002385', u'002252', u'600352', u'600289', u'600639', u'601608', u'600685', u'600307', u'002411', u'000001', u'600884', u'600872', u'601012', u'000400', u'601600', u'600628', u'002709', u'000028', u'000959', u'603355', u'600588', u'002242', u'600908', u'002415', u'601398', u'000681', u'601002', u'601000', u'600640', u'002308', u'600583', u'601888', u'000066', u'300043', u'603568', u'002503', u'000559', u'300072', u'002479', u'002268', u'600221', u'300199', u'300202', u'002011', u'000983', u'601668', u'000776', u'603877', u'300024', u'600808', u'300244', u'002155', u'600743', u'000727', u'002147', u'000858', u'600642', u'300116', u'600028', u'000089', u'000039', u'000829', u'601678', u'002285', u'600094', u'600633', u'600006', u'600522', u'600196', u'600614', u'603188', u'000625', u'002310', u'000418', u'000488', u'603888', u'601318', u'000937', u'600503', u'002030', u'603369', u'603160', u'600770', u'002439', u'600482', u'600009', u'600390', u'300026', u'600643', u'603993', u'300015', u'600703', u'002340', u'000587', u'600115', u'000686', u'000738', u'600977', u'002440', u'600073', u'600649', u'000552', u'000415', u'600392', u'002304', u'600155', u'600195', u'002353', u'300253', u'603528', u'002131', u'300376', u'600688', u'600270', u'600060', u'000777', u'600895', u'600038', u'601018', u'000166', u'000541', u'601958', u'601766', u'600030', u'600958', u'600219', u'300257', u'600369', u'000860', u'600291', u'002299', u'600380', u'601919', u'002400', u'000997', u'002276', u'600340', u'000600', u'002007', u'000990', u'002460', u'300055', u'600704', u'002202', u'000581', u'000960', u'600885', u'000826', u'002407', u'600329', u'600489', u'601377', u'002005', u'002601', u'600406', u'601229', u'002269', u'002672', u'600010', u'300159', u'600395', u'601117', u'000816', u'600418', u'002122', u'002818', u'600978', u'600166', u'002277', u'002505', u'002603', u'600776', u'600690', u'000021', u'002081', u'600376', u'000090', u'600256', u'000839', u'002050', u'600563', u'000012', u'600120', u'600893', u'002359', u'600260', u'600315', u'601212', u'600519', u'600871', u'600880', u'002251', u'002254', u'601818', u'601006', u'002128', u'002176', u'002065', u'600037', u'600026', u'000690', u'600426', u'002127', u'600366', u'601200', u'300003', u'600118', u'600079', u'600823', u'603377', u'600705', u'000656', u'601336', u'000651', u'600999', u'002373', u'600021', u'000598', u'002013', u'600143', u'600759', u'002004', u'600460', u'002463', u'002657', u'601998', u'002048', u'000762', u'601231', u'600827', u'600971', u'600036', u'600651', u'601111', u'600000', u'002249', u'600372', u'600874', u'300002', u'601198', u'002431', u'600428', u'600587', u'603868', u'000062', u'300134', u'600023', u'601618', u'600993', u'000623', u'600008', u'002311', u'600611', u'300032', u'002635', u'600061', u'600170', u'600755', u'601717', u'600606', u'600466', u'000977', u'300027', u'002841', u'300287', u'601169', u'600348', u'600598', u'000712', u'600804', u'600886', u'601689', u'603833', u'600570', u'600297', u'002384', u'601328', u'000050', u'601601', u'600188', u'002736', u'600917', u'002093', u'600109', u'000008', u'002482', u'000768', u'600098', u'002624', u'300146', u'600271', u'600485', u'000750', u'600826', u'601727', u'002414', u'002594', u'002074', u'000725', u'601020', u'000503', u'002392', u'600022', u'600216', u'600848', u'600422', u'600765', u'600183', u'000063', u'601989', u'600879', u'000009', u'000761', u'000970', u'600335', u'000099', u'600511', u'600179', u'601669', u'000807', u'601186', u'002690', u'600565', u'002589']
#INDEX_LIST = [u'600763', u'300039', u'002233', u'600687', u'600387', u'603389', u'600769', u'600393', u'600100', u'600391', u'002065', u'600067', u'002444', u'300033', u'000039', u'600468', u'600311', u'601985', u'600814', u'600125', u'603933', u'603709', u'603089', u'600561', u'600682', u'600416', u'600379', u'600761', u'603912', u'603536', u'002375', u'603339', u'601155', u'600239', u'603667', u'600197', u'002500', u'600805', u'600518', u'600800', u'002044', u'601718', u'603016', u'601789', u'600056', u'300055', u'600200', u'603258', u'603223', u'002807', u'603348', u'603538', u'600127', u'600176', u'603169', u'600651', u'600846', u'000778', u'603218', u'600760', u'603113', u'002317', u'600598', u'600527', u'002063', u'600845', u'600664', u'600571', u'000725', u'600231', u'002470', u'600745', u'600319', u'603569', u'600284', u'600609', u'600653', u'600209', u'600104', u'603010', u'601098', u'600352', u'603383', u'601700', u'000031', u'300058', u'600310', u'002183', u'600963', u'002714', u'600011', u'600983', u'600847', u'600668', u'601368', u'002190', u'600837', u'601633', u'600503', u'002681', u'600188', u'600325', u'603939', u'600060', u'000938', u'603083', u'603208', u'600522', u'603387', u'601595', u'300144', u'000541', u'600549', u'600288', u'603499', u'600747', u'600716', u'603020', u'600573', u'603131', u'601099', u'600490', u'002583', u'002352', u'603365', u'603069', u'601218', u'600227', u'000776', u'600531', u'600198', u'300251', u'603966', u'000587', u'600273', u'600876', u'603331', u'000423', u'600300', u'600764', u'300146', u'000596', u'600569', u'600678', u'600482', u'603133', u'600281', u'600714', u'603309', u'600113', u'600973', u'601010', u'600828', u'002276', u'603357', u'002707', u'600919', u'600708', u'600900', u'002332', u'603619', u'002022', u'600208', u'600390', u'002670', u'600521', u'603816', u'000786', u'000667', u'600386', u'603103', u'603167', u'603976', u'300324', u'601339', u'600576', u'603600', u'601177', u'000566', u'601126', u'000887', u'600217', u'300147', u'600811', u'600881', u'000049', u'600076', u'603200', u'600206', u'601208', u'000060', u'603386', u'600377', u'002482', u'603963', u'601800', u'300166', u'600979', u'601997', u'002032', u'600545', u'600644', u'002024', u'000825', u'600792', u'600677', u'600986', u'601069', u'600203', u'600476', u'603377', u'600481', u'600773', u'601933', u'600145', u'002503', u'600933', u'600537', u'300122', u'603918', u'600493', u'002241', u'600301', u'603055', u'002106', u'002146', u'600613', u'600126', u'600279', u'000848', u'603278', u'002344', u'601216', u'603848', u'600648', u'603059', u'002051', u'300197', u'600111', u'600378', u'000338', u'600734', u'600850', u'600084', u'600812', u'600326', u'603030', u'603871', u'600066', u'603166', u'000987', u'002572', u'000975', u'600361', u'600432', u'600138', u'601898', u'000100', u'601699', u'600495', u'300059', u'002366', u'600155', u'002665', u'600158', u'600063', u'600641', u'603197', u'600618', u'600532', u'603117', u'600897', u'603826', u'601949', u'600168', u'600860', u'603685', u'603828', u'000025', u'600119', u'603319', u'600746', u'600460', u'600604', u'000568', u'601999', u'600409', u'002831', u'600110', u'601618', u'002506', u'002027', u'603580', u'600771', u'600295', u'600663', u'000895', u'600470', u'600719', u'600624', u'000572', u'002230', u'600026', u'603960', u'601929', u'600330', u'600758', u'600211', u'002223', u'603421', u'603936', u'603588', u'601233', u'300113', u'000078', u'600059', u'002405', u'600389', u'601611', u'600841', u'002491', u'000709', u'600547', u'600866', u'603458', u'601798', u'600376', u'600355', u'601988', u'600853', u'603659', u'600711', u'600996', u'603916', u'600779', u'600132', u'600688', u'002153', u'600117', u'600496', u'601900', u'601899', u'603106', u'600567', u'002456', u'600080', u'603589', u'600936', u'603001', u'603787', u'600276', u'603308', u'000897', u'603716', u'601838', u'002195', u'601500', u'600784', u'601168', u'000536', u'603605', u'600966', u'603333', u'600855', u'603819', u'000661', u'600161', u'603817', u'600082', u'002489', u'601028', u'600425', u'600190', u'603006', u'603388', u'603238', u'000999', u'603515', u'600081', u'603177', u'601881', u'600501', u'600818', u'600233', u'603920', u'600071', u'002281', u'600159', u'000806', u'002508', u'600237', u'600777', u'603289', u'600012', u'603607', u'603656', u'600807', u'600210', u'600655', u'600085', u'601188', u'600620', u'300315', u'000728', u'600540', u'603041', u'002512', u'002745', u'603318', u'600033', u'000002', u'603858', u'002048', u'600303', u'300159', u'000898', u'603896', u'600153', u'603136', u'600351', u'603929', u'603196', u'603158', u'600694', u'603429', u'603997', u'000333', u'600701', u'603579', u'002368', u'600749', u'002342', u'601567', u'000636', u'603444', u'000156', u'600109', u'603168', u'600875', u'002064', u'603098', u'600129', u'600621', u'601991', u'600795', u'600967', u'603040', u'600483', u'600053', u'603869', u'600630', u'600202', u'600280', 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'002407', '002408', '002409', '002410', '002411', '002412', '002413', '002414', '002415', '002416', '002417', '002418', '002419', '002420', '002421', '002422', '002423', '002424', '002425', '002426', '002427', '002428', '002429', '002430', '002431', '002432', '002433', '002434', '002435', '002436', '002437', '002438', '002439', '002440', '002441', '002442', '002443', '002444', '002445', '002446', '002447', '002448', '002449', '002450', '002451', '002452', '002453', '002454', '002455', '002456', '002457', '002458', '002459', '002460', '002461', '002462', '002463', '002464', '002465', '002466', '002467', '002468', '002469', '002470', '002471', '002472', '002473', '002474', '002475', '002476', '002477', '002478', '002479', '002480', '002481', '002482', '002483', '002484', '002485', '002486', '002487', '002488', '002489', '002490', '002491', '002492', '002493', '002494', '002495', '002496', '002497', '002498', '002499', '002500', '002501', '002502', '002503', '002504', '002505', '002506', '002507', '002508', '002509', '002510', '002511', '002512', '002513', '002514', '002515', '002516', '002517', '002518', '002519', '002520', '002521', '002522', '002523', '002524', '002526', '002527', '002528', '002529', '002530', '002531', '002532', '002533', '002534', '002535', '002536', '002537', '002538', '002539', '002540', '002541', '002542', '002543', '002544', '002545', '002546', '002547', '002548', '002549', '002550', '002551', '002552', '002553', '002554', '002555', '002556', '002557', '002558', '002559', '002560', '002561', '002562', '002563', '002564', '002565', '002566', '002567', '002568', '002569', '002570', '002571', '002572', '002573', '002574', '002575', '002576', '002577', '002578', '002579', '002580', '002581', '002582', '002583', '002584', '002585', '002586', '002587', '002588', '002589', '002590', '002591', '002592', '002593', '002594', '002595', '002596', '002597', '002598', '002599', '002600', '002601', '002602', '002603', '002604', '002605', '002606', '002607', '002608', '002609', '002610', '002611', '002612', '002613', '002614', '002615', '002616', '002617', '002618', '002619', '002620', '002621', '002622', '002623', '002624', '002625', '002626', '002627', '002628', '002629', '002630', '002631', '002632', '002633', '002634', '002635', '002636', '002637', '002638', '002639', '002640', '002641', '002642', '002643', '002644', '002645', '002646', '002647', '002648', '002649', '002650', '002651', '002652', '002653', '002654', '002655', '002656', '002657', '002658', '002659', '002660', '002661', '002662', '002663', '002664', '002665', '002666', '002667', '002668', '002669', '002670', '002671', '002672', '002673', '002674', '002675', '002676', '002677', '002678', '002679', '002680', '002681', '002682', '002683', '002684', '002685', '002686', '002687', '002688', '002689', '002690', '002691', '002692', '002693', '002694', '002695', '002696', '002697', '002698', '002699', '002700', '002701', '002702', '002703', '002705', '002706', '002707', '002708', '002709', '002711', '002712', '002713', '002714', '002715', '002716', '002717', '002718', '002719', '002721', '002722', '002723', '002724', '002725', '002726', '002727', '002728', '002729', '002730', '002731', '002732', '002733', '002734', '002735', '002736', '002737', '002738', '002739', '002740', '002741', '002742', '002743', '002745', '002746', '002747', '002748', '002749', '002750', '002751', '002752', '002753', '002755', '002756', '002757', '002758', '002759', '002760', '002761', '002762', '002763', '002765', '002766', '002767', '002768', '002769', '002770', '002771', '002772', '002773', '002774', '002775', '002776', '002777', '002778', '002779', '002780', '002781', '002782', '002783', '002785', '002786', '002787', '002788', '002789', '002790', '002791', '002792', '002793', '002795', '002796', '002797', '002798', '002799', '002800', '002801', '002802', '002803', '002805', '002806', '002807', '002808', '002809', '002810', '002811', '002812', '002813', '002815', '002816', '002817', '002818', '002819', '002820', '002821', '002822', '002823', '002824', '002825', '002826', '002827', '002828', '002829', '002830', '002831', '002832', '002833', '002835', '002836', '002837', '002838', '002839', '002840', '002841', '002842', '002843', '002845', '002846', '002847', '002848', '002849', '002850', '002851', '002852', '002853', '002855', '002856', '002857', '002858', '002859', '002860', '002861', '002862', '002863', '002864', '002865', '002866', '002867', '002868', '002869', '002870', '002871', '002872', '002873', '002875', '002876', '002877', '002878', '002879', '002880', '002881', '002882', '002883', '002884', '002885', '002886', '002887', '002888', '002889', '002890', '002891', '002892', '002893', '002895', '002896', '002897', '002898', '002899', '002900', '002901', '002902', '002903', '002905', '002906', '002907', '002908', '002909', '002910', '002911', '002912', '002913', '002915', '002916', '002917', '002918', '002919', '002920', '002921', '002922', '002923', '002925', '002926', '002927', '002928', '002929', '002930', '002931', '300001', '300002', '300003', '300004', '300005', '300006', '300007', '300008', '300009', '300010', '300011', '300012', '300013', '300014', '300015', '300016', '300017', '300018', '300019', '300020', '300021', '300022', '300023', '300024', '300025', '300026', '300027', '300028', '300029', '300030', '300031', '300032', '300033', '300034', '300035', '300036', '300037', '300038', '300039', '300040', '300041', '300042', '300043', '300044', '300045', '300046', '300047', '300048', '300049', '300050', '300051', '300052', '300053', '300054', '300055', '300056', '300057', '300058', '300059', '300061', '300062', '300063', '300064', '300065', '300066', '300067', '300068', '300069', '300070', '300071', '300072', '300073', '300074', '300075', '300076', '300077', '300078', '300079', '300080', '300081', '300082', '300083', '300084', '300085', '300086', '300087', '300088', '300089', '300090', '300091', '300092', '300093', '300094', '300095', '300096', '300097', '300098', '300099', '300100', '300101', '300102', '300103', '300104', '300105', '300106', '300107', '300108', '300109', '300110', '300111', '300112', '300113', '300114', '300115', '300116', '300117', '300118', '300119', '300120', '300121', '300122', '300123', '300124', '300125', '300126', '300127', '300128', '300129', '300130', '300131', '300132', '300133', '300134', '300135', '300136', '300137', '300138', '300139', '300140', '300141', '300142', '300143', '300144', '300145', '300146', '300147', '300148', '300149', '300150', '300151', '300152', '300153', '300154', '300155', '300156', '300157', '300158', '300159', '300160', '300161', '300162', '300163', '300164', '300165', '300166', '300167', '300168', '300169', '300170', '300171', '300172', '300173', '300174', '300175', '300176', '300177', '300178', '300179', '300180', '300181', '300182', '300183', '300184', '300185', '300186', '300187', '300188', '300189', '300190', '300191', '300192', '300193', '300194', '300195', '300196', '300197', '300198', '300199', '300200', '300201', '300202', '300203', '300204', '300205', '300206', '300207', '300208', '300209', '300210', '300211', '300212', '300213', '300214', '300215', '300216', '300217', '300218', '300219', '300220', '300221', '300222', '300223', '300224', '300225', '300226', '300227', '300228', '300229', '300230', '300231', '300232', '300233', '300234', '300235', '300236', '300237', '300238', '300239', '300240', '300241', '300242', '300243', '300244', '300245', '300246', '300247', '300248', '300249', '300250', '300251', '300252', '300253', '300254', '300255', '300256', '300257', '300258', '300259', '300260', '300261', '300262', '300263', '300264', '300265', '300266', '300267', '300268', '300269', '300270', '300271', '300272', '300273', '300274', '300275', '300276', '300277', '300278', '300279', '300280', '300281', '300282', '300283', '300284', '300285', '300286', '300287', '300288', '300289', '300290', '300291', '300292', '300293', '300294', '300295', '300296', '300297', '300298', '300299', '300300', '300301', '300302', '300303', '300304', '300305', '300306', '300307', '300308', '300309', '300310', '300311', '300312', '300313', '300314', '300315', '300316', '300317', '300318', '300319', '300320', '300321', '300322', '300323', '300324', '300325', '300326', '300327', '300328', '300329', '300330', '300331', '300332', '300333', '300334', '300335', '300336', '300337', '300338', '300339', '300340', '300341', '300342', '300343', '300344', '300345', '300346', '300347', '300348', '300349', '300350', '300351', '300352', '300353', '300354', '300355', '300356', '300357', '300358', '300359', '300360', '300362', '300363', '300364', '300365', '300366', '300367', '300368', '300369', '300370', '300371', '300372', '300373', '300374', '300375', '300376', '300377', '300378', '300379', '300380', '300381', '300382', '300383', '300384', '300385', '300386', '300387', '300388', '300389', '300390', '300391', '300392', '300393', '300394', '300395', '300396', '300397', '300398', '300399', '300400', '300401', '300402', '300403', '300404', '300405', '300406', '300407', '300408', '300409', '300410', '300411', '300412', '300413', '300414', '300415', '300416', '300417', '300418', '300419', '300420', '300421', '300422', '300423', '300424', '300425', '300426', '300427', '300428', '300429', '300430', '300431', '300432', '300433', '300434', '300435', '300436', '300437', '300438', '300439', '300440', '300441', '300442', '300443', '300444', '300445', '300446', '300447', '300448', '300449', '300450', '300451', '300452', '300453', '300455', '300456', '300457', '300458', '300459', '300460', '300461', '300462', '300463', '300464', '300465', '300466', '300467', '300468', '300469', '300470', '300471', '300472', '300473', '300474', '300475', '300476', '300477', '300478', '300479', '300480', '300481', '300482', '300483', '300484', '300485', '300486', '300487', '300488', '300489', '300490', '300491', '300492', '300493', '300494', '300495', '300496', '300497', '300498', '300499', '300500', '300501', '300502', '300503', '300504', '300505', '300506', '300507', '300508', '300509', '300510', '300511', '300512', '300513', '300514', '300515', '300516', '300517', '300518', '300519', '300520', '300521', '300522', '300523', '300525', '300526', '300527', '300528', '300529', '300530', '300531', '300532', '300533', '300534', '300535', '300536', '300537', '300538', '300539', '300540', '300541', '300542', '300543', '300545', '300546', '300547', '300548', '300549', '300550', '300551', '300552', '300553', '300554', '300555', '300556', '300557', '300558', '300559', '300560', '300561', '300562', '300563', '300565', '300566', '300567', '300568', '300569', '300570', '300571', '300572', '300573', '300575', '300576', '300577', '300578', '300579', '300580', '300581', '300582', '300583', '300584', '300585', '300586', '300587', '300588', '300589', '300590', '300591', '300592', '300593', '300595', '300596', '300597', '300598', '300599', '300600', '300601', '300602', '300603', '300604', '300605', '300606', '300607', '300608', '300609', '300610', '300611', '300612', '300613', '300615', '300616', '300617', '300618', '300619', '300620', '300621', '300622', '300623', '300624', '300625', '300626', '300627', '300628', '300629', '300630', '300631', '300632', '300633', '300634', '300635', '300636', '300637', '300638', '300639', '300640', '300641', '300642', '300643', '300644', '300645', '300647', '300648', '300649', '300650', '300651', '300652', '300653', '300654', '300655', '300656', '300657', '300658', '300659', '300660', '300661', '300662', '300663', '300664', '300665', '300666', '300667', '300668', '300669', '300670', '300671', '300672', '300673', '300675', '300676', '300677', '300678', '300679', '300680', '300681', '300682', '300683', '300684', '300685', '300686', '300687', '300688', '300689', '300690', '300691', '300692', '300693', '300695', '300696', '300697', '300698', '300699', '300700', '300701', '300702', '300703', '300705', '300706', '300707', '300708', '300709', '300710', '300711', '300712', '300713', '300715', '300716', '300717', '300718', '300719', '300720', '300721', '300722', '300723', '300725', '300726', '300727', '300729', '300730', '300731', '300732', '300733', '300735', '300736', '300737', '300738', '300739', '300740', '300741', '300742', '300743', '600000', '600001', '600002', '600003', '600004', '600005', '600006', '600007', '600008', '600009', '600010', '600011', '600012', '600015', '600016', '600017', '600018', '600019', '600020', '600021', '600022', '600023', '600025', '600026', '600027', '600028', '600029', '600030', '600031', '600033', '600035', '600036', '600037', '600038', '600039', '600048', '600050', '600051', '600052', '600053', '600054', '600055', '600056', '600057', '600058', '600059', '600060', '600061', '600062', '600063', '600064', '600065', '600066', '600067', '600068', '600069', '600070', '600071', '600072', '600073', '600074', '600075', '600076', '600077', '600078', '600079', '600080', '600081', '600082', '600083', '600084', '600085', '600086', '600087', '600088', '600089', '600090', '600091', '600092', '600093', '600094', '600095', '600096', '600097', '600098', '600099', '600100', '600101', '600102', '600103', '600104', '600105', '600106', '600107', '600108', '600109', '600110', '600111', '600112', '600113', '600114', '600115', '600116', '600117', '600118', '600119', '600120', '600121', '600122', '600123', '600125', '600126', '600127', '600128', '600129', '600130', '600131', '600132', '600133', '600135', '600136', '600137', '600138', '600139', '600141', '600143', '600145', '600146', '600148', '600149', '600150', '600151', '600152', '600153', '600155', '600156', '600157', '600158', '600159', '600160', '600161', '600162', '600163', '600165', '600166', '600167', '600168', '600169', '600170', '600171', '600172', '600173', '600175', '600176', '600177', '600178', '600179', '600180', '600181', '600182', '600183', '600184', '600185', '600186', '600187', '600188', '600189', '600190', '600191', '600192', '600193', '600195', '600196', '600197', '600198', '600199', '600200', '600201', '600202', '600203', '600205', '600206', '600207', '600208', '600209', '600210', '600211', '600212', '600213', '600215', '600216', '600217', '600218', '600219', '600220', '600221', '600222', '600223', '600225', '600226', '600227', '600228', '600229', '600230', '600231', '600232', '600233', '600234', '600235', '600236', '600237', '600238', '600239', '600240', '600241', '600242', '600243', '600246', '600247', '600248', '600249', '600250', '600251', '600252', '600253', '600255', '600256', '600257', '600258', '600259', '600260', '600261', '600262', '600263', '600265', '600266', '600267', '600268', '600269', '600270', '600271', '600272', '600273', '600275', '600276', '600277', '600278', '600279', '600280', '600281', '600282', '600283', '600284', '600285', '600286', '600287', '600288', '600289', '600290', '600291', '600292', '600293', '600295', '600296', '600297', '600298', '600299', '600300', '600301', '600302', '600303', '600305', '600306', '600307', '600308', '600309', '600310', '600311', '600312', '600313', '600315', '600316', '600317', '600318', '600319', '600320', '600321', '600322', '600323', '600325', '600326', '600327', '600328', '600329', '600330', '600331', '600332', '600333', '600335', '600336', '600337', '600338', '600339', '600340', '600343', '600345', '600346', '600348', '600350', '600351', '600352', '600353', '600354', '600355', '600356', '600357', '600358', '600359', '600360', '600361', '600362', '600363', '600365', '600366', '600367', '600368', '600369', '600370', '600371', '600372', '600373', '600375', '600376', '600377', '600378', '600379', '600380', '600381', '600382', '600383', '600385', '600386', '600387', '600388', '600389', '600390', '600391', '600392', '600393', '600395', '600396', '600397', '600398', '600399', '600400', '600401', '600403', '600405', '600406', '600408', '600409', '600410', '600415', '600416', '600418', '600419', '600420', '600421', '600422', '600423', '600425', '600426', '600428', '600429', '600432', '600433', '600435', '600436', '600438', '600439', '600444', '600446', '600448', '600449', '600452', '600455', '600456', '600458', '600459', '600460', '600461', '600462', '600463', '600466', '600467', '600468', '600469', '600470', '600472', '600475', '600476', '600477', '600478', '600479', '600480', '600481', '600482', '600483', '600485', '600486', '600487', '600488', '600489', '600490', '600491', '600493', '600495', '600496', '600497', '600498', '600499', '600500', '600501', '600502', '600503', '600505', '600506', '600507', '600508', '600509', '600510', '600511', '600512', '600513', '600515', '600516', '600517', '600518', '600519', '600520', '600521', '600522', '600523', '600525', '600526', '600527', '600528', '600529', '600530', '600531', '600532', '600533', '600535', '600536', '600537', '600538', '600539', '600540', '600543', '600545', '600546', '600547', '600548', '600549', '600550', '600551', '600552', '600553', '600555', '600556', '600557', '600558', '600559', '600560', '600561', '600562', '600563', '600565', '600566', '600567', '600568', '600569', '600570', '600571', '600572', '600573', '600575', '600576', '600577', '600578', '600579', '600580', '600581', '600582', '600583', '600584', '600585', '600586', '600587', '600588', '600589', '600590', '600591', '600592', '600593', '600594', '600595', '600596', '600597', '600598', '600599', '600600', '600601', '600602', '600603', '600604', '600605', '600606', '600607', '600608', '600609', '600610', '600611', '600612', '600613', '600614', '600615', '600616', '600617', '600618', '600619', '600620', '600621', '600622', '600623', '600624', '600626', '600627', '600628', '600629', '600630', '600631', '600633', '600634', '600635', '600636', '600637', '600638', '600639', '600640', '600641', '600642', '600643', '600644', '600645', '600647', '600648', '600649', '600650', '600651', '600652', '600653', '600654', '600655', '600656', '600657', '600658', '600659', '600660', '600661', '600662', '600663', '600664', '600665', '600666', '600667', '600668', '600671', '600672', '600673', '600674', '600675', '600676', '600677', '600678', '600679', '600680', '600681', '600682', '600683', '600684', '600685', '600686', '600687', '600688', '600689', '600690', '600691', '600692', '600693', '600694', '600695', '600696', '600697', '600698', '600699', '600700', '600701', '600702', '600703', '600704', '600705', '600706', '600707', '600708', '600710', '600711', '600712', '600713', '600714', '600715', '600716', '600717', '600718', '600719', '600720', '600721', '600722', '600723', '600724', '600725', '600726', '600727', '600728', '600729', '600730', '600731', '600732', '600733', '600734', '600735', '600736', '600737', '600738', '600739', '600740', '600741', '600742', '600743', '600744', '600745', '600746', '600747', '600748', '600749', '600750', '600751', '600752', '600753', '600754', '600755', '600756', '600757', '600758', '600759', '600760', '600761', '600762', '600763', '600764', '600765', '600766', '600767', '600768', '600769', '600770', '600771', '600772', '600773', '600774', '600775', '600776', '600777', '600778', '600779', '600780', '600781', '600782', '600783', '600784', '600785', '600786', '600787', '600788', '600789', '600790', '600791', '600792', '600793', '600794', '600795', '600796', '600797', '600798', '600799', '600800', '600801', '600802', '600803', '600804', '600805', '600806', '600807', '600808', '600809', '600810', '600811', '600812', '600814', '600815', '600816', '600817', '600818', '600819', '600820', '600821', '600822', '600823', '600824', '600825', '600826', '600827', '600828', '600829', '600830', '600831', '600832', '600833', '600834', '600835', '600836', '600837', '600838', '600839', '600840', '600841', '600842', '600843', '600844', '600845', '600846', '600847', '600848', '600849', '600850', '600851', '600852', '600853', '600854', '600855', '600856', '600857', '600858', '600859', '600860', '600861', '600862', '600863', '600864', '600865', '600866', '600867', '600868', '600869', '600870', '600871', '600872', '600873', '600874', '600875', '600876', '600877', '600879', '600880', '600881', '600882', '600883', '600884', '600885', '600886', '600887', '600888', '600889', '600890', '600891', '600892', '600893', '600894', '600895', '600896', '600897', '600898', '600899', '600900', '600901', '600903', '600908', '600909', '600917', '600919', '600926', '600929', '600933', '600936', '600939', '600958', '600959', '600960', '600961', '600962', '600963', '600965', '600966', '600967', '600969', '600970', '600971', '600973', '600975', '600976', '600977', '600978', '600979', '600980', '600981', '600982', '600983', '600984', '600985', '600986', '600987', '600988', '600990', '600991', '600992', '600993', '600995', '600996', '600997', '600998', '600999', '601000', '601001', '601002', '601003', '601005', '601006', '601007', '601008', '601009', '601010', '601011', '601012', '601015', '601016', '601018', '601019', '601020', '601021', '601028', '601038', '601058', '601069', '601086', '601088', '601098', '601099', '601100', '601101', '601106', '601107', '601108', '601111', '601113', '601116', '601117', '601118', '601126', '601127', '601128', '601137', '601139', '601155', '601158', '601163', '601166', '601168', '601169', '601177', '601179', '601186', '601188', '601198', '601199', '601200', '601208', '601211', '601212', '601216', '601218', '601222', '601225', '601226', '601228', '601229', '601231', '601233', '601238', '601258', '601268', '601288', '601299', '601311', '601313', '601318', '601326', '601328', '601333', '601336', '601339', '601360', '601366', '601368', '601369', '601375', '601377', '601388', '601390', '601398', '601500', '601515', '601518', '601519', '601555', '601558', '601566', '601567', '601579', '601588', '601595', '601599', '601600', '601601', '601607', '601608', '601611', '601616', '601618', '601619', '601628', '601633', '601636', '601666', '601668', '601669', '601677', '601678', '601688', '601689', '601699', '601700', '601717', '601718', '601727', '601766', '601777', '601788', '601789', '601798', '601799', '601800', '601801', '601808', '601811', '601818', '601828', '601838', '601857', '601858', '601866', '601872', '601877', '601878', '601880', '601881', '601882', '601886', '601888', '601890', '601898', '601899', '601900', '601901', '601908', '601918', '601919', '601928', '601929', '601933', '601939', '601949', '601952', '601958', '601965', '601966', '601968', '601969', '601985', '601988', '601989', '601991', '601992', '601996', '601997', '601998', '601999', '603000', '603001', '603002', '603003', '603005', '603006', '603007', '603008', '603009', '603010', '603011', '603012', '603013', '603015', '603016', '603017', '603018', '603019', '603020', '603021', '603022', '603023', '603025', '603026', '603027', '603028', '603029', '603030', '603031', '603032', '603033', '603035', '603036', '603037', '603038', '603039', '603040', '603041', '603042', '603043', '603050', '603055', '603056', '603058', '603059', '603060', '603063', '603066', '603067', '603069', '603076', '603077', '603078', '603079', '603080', '603081', '603083', '603085', '603086', '603088', '603089', '603090', '603096', '603098', '603099', '603100', '603101', '603103', '603106', '603108', '603110', '603111', '603113', '603116', '603117', '603118', '603123', '603126', '603127', '603128', '603129', '603131', '603133', '603136', '603138', '603139', '603156', '603157', '603158', '603159', '603160', '603161', '603165', '603166', '603167', '603168', '603169', '603177', '603178', '603179', '603180', '603181', '603183', '603186', '603188', '603189', '603196', '603197', '603198', '603199', '603200', '603203', '603208', '603214', '603218', '603222', '603223', '603225', '603226', '603227', '603228', '603229', '603232', '603233', '603238', '603239', '603258', '603259', '603260', '603266', '603268', '603269', '603277', '603278', '603283', '603286', '603288', '603289', '603298', '603299', '603300', '603301', '603303', '603305', '603306', '603308', '603309', '603311', '603313', '603315', '603316', '603318', '603319', '603320', '603321', '603322', '603323', '603326', '603328', '603329', '603330', '603331', '603333', '603335', '603336', '603337', '603338', '603339', '603345', '603348', '603355', '603356', '603357', '603358', '603359', '603360', '603363', '603365', '603366', '603367', '603368', '603369', '603377', '603378', '603380', '603383', '603385', '603386', '603387', '603388', '603389', '603393', '603396', '603398', '603399', '603416', '603421', '603429', '603444', '603456', '603458', '603466', '603477', '603488', '603496', '603499', '603500', '603501', '603505', '603506', '603507', '603508', '603515', '603516', '603517', '603518', '603519', '603520', '603527', '603528', '603533', '603535', '603536', '603538', '603555', '603556', '603557', '603558', '603559', '603566', '603567', '603568', '603569', '603577', '603578', '603579', '603580', '603585', '603586', '603588', '603589', '603595', '603596', '603598', '603599', '603600', '603601', '603602', '603603', '603605', '603606', '603607', '603608', '603609', '603611', '603612', '603615', '603616', '603617', '603618', '603619', '603626', '603628', '603630', '603633', '603636', '603637', '603638', '603639', '603648', '603655', '603656', '603658', '603659', '603660', '603661', '603663', '603665', '603667', '603668', '603669', '603676', '603677', '603678', '603679', '603680', '603683', '603685', '603686', '603688', '603689', '603690', '603696', '603698', '603699', '603701', '603703', '603707', '603708', '603709', '603711', '603712', '603716', '603717', '603718', '603721', '603722', '603725', '603726', '603727', '603728', '603729', '603730', '603733', '603737', '603738', '603757', '603758', '603766', '603767', '603768', '603773', '603776', '603777', '603778', '603779', '603787', '603788', '603789', '603797', '603798', '603799', '603800', '603801', '603803', '603806', '603808', '603809', '603811', '603813', '603816', '603817', '603818', '603819', '603822', '603823', '603825', '603826', '603828', '603829', '603833', '603838', '603839', '603843', '603848', '603855', '603856', '603858', '603859', '603860', '603861', '603866', '603868', '603869', '603871', '603876', '603877', '603878', '603879', '603880', '603881', '603882', '603883', '603885', '603886', '603887', '603888', '603889', '603890', '603895', '603896', '603897', '603898', '603899', '603900', '603901', '603903', '603906', '603908', '603909', '603912', '603916', '603917', '603918', '603919', '603920', '603922', '603926', '603928', '603929', '603933', '603936', '603937', '603938', '603939', '603955', '603958', '603959', '603960', '603963', '603966', '603968', '603969', '603970', '603976', '603977', '603978', '603979', '603980', '603985', '603986', '603987', '603988', '603989', '603990', '603991', '603993', '603996', '603997', '603998', '603999']
INDEX_LIST = [u'000626', u'000155', u'000156', u'000157', u'000099', u'000151', u'000620', u'000096', u'000158', u'000090', u'000628', u'000629', u'300238', u'603528', u'601369', u'002280', u'601717', u'600895', u'600785', u'300056', u'300252', u'300253', u'300251', u'300257', u'300199', u'002573', u'600662', u'300198', u'000021', u'300496', u'601866', u'000024', u'000025', u'000627', u'000028', u'000029', u'601901', u'300498', u'600249', u'600665', u'603228', u'000625', u'603188', u'002129', u'603225', u'002640', u'000623', u'000918', u'000520', u'603858', u'300087', u'300086', u'300085', u'300084', u'300083', u'300082', u'300081', u'300080', u'600987', u'600981', u'600983', u'300088', u'600356', u'000159', u'603355', u'000910', u'600357', u'600360', u'000903', u'000912', u'600298', u'601388', u'000913', u'600420', u'000916', u'600897', u'600366', u'600297', u'601226', u'300172', u'601009', u'300170', u'300177', u'600727', u'600936', u'600391', u'601003', u'600939', u'601001', 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u'600166', u'000671', u'600769', u'600768', u'601268', u'600765', u'600764', u'600761', u'600739', u'601515', u'600184', u'600187', u'600186', u'600180', u'600183', u'600022', u'600023', u'600020', u'600021', u'600026', u'600027', u'000504', u'002405', u'002154', u'002155', u'002152', u'002153', u'002019', u'002018', u'002017', u'002408', u'600553', u'002011', u'002010', u'600112', u'600509', u'600508', u'601588', u'600501', u'600500', u'600503', u'600115', u'002106', u'600507', u'600111', u'600337', u'601127', u'600332', u'600333', u'600239', u'000809', u'600237', u'600236', u'600235', u'600233', u'600232', u'000800', u'600230', u'002517', u'000576', u'600551', u'000572', u'000573', u'000570', u'000571', u'002714', u'002651', u'002105', u'002653', u'603658', u'002657', u'000972', u'000973', u'000970', u'600436', u'000976', u'000977', u'600345', u'000975', u'000978', u'000979', u'600439', u'600438', u'000875', u'002299', u'000651', u'000650', u'000657', u'000656', u'000655', u'000659', u'601880', u'601886', u'603001', u'603000', u'000718', u'000719', u'603005', u'000890', u'000893', u'000712', u'000713', u'000899', u'000717', u'000715', u'000488', u'000898', u'300038', u'000538']

#code = input("Input Index Code : ")
startDate = input("Input Start Date (%s) : " %defaultStartDate)
endDate = input("Input End Date (%s) : " %defaultEndDate)


startIdx1 = input("Input Start Num (0): ")
if startIdx1=='':
    startIdx = 0
else:
    startIdx = int(startIdx1)

lines = 0
upcount = 0
downcount = 0

currIdx = 0
for code in INDEX_LIST:
    
    print('Curr Processing Index : %d' %currIdx)
    
    if currIdx < startIdx:
        currIdx+=1
        continue
    
    currIdx+=1
    try:
       
        if startDate=="":
            startDate = defaultStartDate
        if endDate=="":
            endDate = defaultEndDate
            
        outputFileName = 'DataDownload/Data_%s_(%s)_(%s).csv' %(code, startDate, endDate)
        print('Data Download to : %s' %outputFileName)
        
        if os.path.exists(outputFileName):
            print('%s already exist! skip it! ...' %outputFileName)
            continue
        
        df = ts.get_k_data(code, index=isIndex, start=str(startDate), end=str(endDate))
        del df['date']
        del df['code']
        df = df.reset_index(drop=True)
        
        rows = len(df)
        
        print('Data has %d Rows ... ' %rows)
        
        #data process
        TRAIN_DAYS = 16
        PERDICT_DAYS = 1
        RANGE_END = rows-TRAIN_DAYS-PERDICT_DAYS+1-1
        
        if rows<=TRAIN_DAYS+(PERDICT_DAYS-1):
            continue
            
        table = pd.DataFrame()
        for i in range(0, TRAIN_DAYS):
            colname1 = 'O%d' %i
            colname2 = 'C%d' %i
            colname3 = 'H%d' %i
            colname4 = 'L%d' %i
            colname5 = 'V%d' %i
            table[colname1] = None
            table[colname2] = None
            table[colname3] = None
            table[colname4] = None
            table[colname5] = None
        table['UP'] = None
        table['DOWN'] = None
                    
        checkall = df['open']
        checkall1 = df['open']
                
        for i in range(0, RANGE_END):
           
            check_next = float(checkall[i+TRAIN_DAYS+PERDICT_DAYS-1+1])
            check_prev = float(checkall1[i+TRAIN_DAYS+PERDICT_DAYS-1])
            
            growth = check_next / check_prev - 1
            kdatapart = df[i:i+TRAIN_DAYS]
            kdatapart = kdatapart.reset_index(drop=True)
            
            #print(kdatapart)
            #print(check_next,check_prev,growth)

            lowlist = []
            highlist = []
            volumelist = []
            feeddata = []
            
            lowpart = kdatapart['low']
            highpart = kdatapart['high']
            volpart = kdatapart['volume']
            openpart = kdatapart['open']
            closepart = kdatapart['close']
            
            lenkpart = len(kdatapart)
            for j in range(0, lenkpart):
                lowlist.append(float(lowpart[j]))
                highlist.append(float(highpart[j]))
                volumelist.append(float(volpart[j]))
            low_min = min(lowlist)
            low_max = max(highlist)
            volume_min = min(volumelist)
            volume_max = max(volumelist)

            for j in range(0, lenkpart):
                fopen = float(openpart[j])
                fclose = float(closepart[j])
                fhigh = float(highpart[j])
                flow = float(lowpart[j])
                fvolume = float(volpart[j])
                unified_open = (fopen-low_min)/(low_max-low_min)
                unified_close = (fclose-low_min)/(low_max-low_min)
                unified_high = (fhigh-low_min)/(low_max-low_min)
                unified_low = (flow-low_min)/(low_max-low_min)
                unified_vol = (fvolume-volume_min)/(volume_max-volume_min)
                feeddata.append(unified_open)
                feeddata.append(unified_close)
                feeddata.append(unified_high)
                feeddata.append(unified_low)
                feeddata.append(unified_vol)
            up = 1.0
            down = 0.0
            if growth*100.0>0.14:
                up = 1.0
                down = 0.0
                upcount += 1
            else:
                up = 0.0
                down = 1.0
                downcount += 1
                
            feeddata.append(up)
            feeddata.append(down)
            
            table.loc[len(table.index)] = feeddata
            
            lines += 1
            
            if i%100==0:
                percent = i / float(RANGE_END) * 100.0
                print("Exporting %0.2f%% Lines:%d Up:%d Down:%d..." %(percent, lines, upcount, downcount))
        
        print('(%d/%d) Saving To %s ...' %(currIdx, len(INDEX_LIST), outputFileName))
        
        table = table.dropna(axis=0, how='any')
        table = table.drop_duplicates()
        
        table.to_csv(path_or_buf=outputFileName, index=False, header=True)
        
        print('Data Saved ...')
        
    except:
        continue