批量下载全部A股数据

首先从上交所和深交所整理股票代码和上市时间，整理为下图：

上交所：产品-股票-股票列表-下载(http://www.sse.com.cn/assortment/stock/list/share/)

深交所：市场数据-股票-股票列表-下载(http://www.szse.cn/market/stock/list/index.html)

 

 然后获得全部股票数据

info=read.table("clipboard",header=T)
code=paste0(info[,1],".ss")
Z=paste0("A",1:length(code))
for(i in 1:length(code)){
  name=code[i]
  from=info[i,2]
  setSymbolLookup(STOCK=list(name=name,src='yahoo'))
  getSymbols("STOCK",from=from,to="2020-01-01")
  assign(paste0(Z[i]),monthlyReturn(Cl(na.approx(STOCK))))
}
data=merge.xts(A1,A2,join="outer")

weekprices=list()
code=paste0(data[,1],".ss")
Z=paste0("A",1:length(code))
Z=paste0("A",data[,1])
for(i in 1:length(code)){
  name=code[i]
  from=data[i,2]
  setSymbolLookup(STOCK=list(name=name,src='yahoo'))
  getSymbols("STOCK",from=from,to="2020-01-01")
  assign(paste0(Z[i]),Cl(na.approx(STOCK)))
  weekprices[[i]]=Z[i]
}