- 原始数据取数，按日期排列
sql = "SELECt ```` FROM ```` WHERe (s_info_windcode = '000905.SH') ORDER BY trade_dt"
df = pd.read_sql(sql, conn3)
df1 = df.set_index('trade_dt') # 设置index
df1.to_pickle('data/中证500交易日数据.pkl')
2. 根据最后一个日期进行取数
df2 = pd.read_pickle('data/中证500交易日数据.pkl')
from_date2 = df2.index[-1] # string形式
from_date2 = df2.index[-1].date().strftime("%Y%m%d") #datetime形式
sql2 = "SELECt ``` FROM ``` WHERe (s_info_windcode = '000905.SH') AND (trade_dt >='{}') ORDER BY trade_dt".format(from_date2)
df3 = pd.read_sql(sql2, conn3)
df4 = df3.set_index('trade_dt') # 设置index
3. 进行拼接
df3 = df2 [df2.index < pd.to_datetime(from_date)] # 分钟
df3 = df2.iloc[:-1, :] # 日
df5 = pd.concat([df3, df4]).drop_duplicates()
df5.to_pickle('data/中证500交易日数据.pkl')
