万得数据写入Excel

from WindPy import w
import pandas as pd

w.start()
wdata = w.wset("sectorconstituent","date=2017-05-08;sectorid=a001010100000000")

df = pd.DataFrame()
df['code'] = wdata.Data[1]
df['sec_name'] = wdata.Data[2]
df.to_csv('allstocks.csv',index=False)

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