通过学长的引荐发现了个好东西
akshare
https://www.wenjiangs.com/doc/akshare-stock
里面有大量免费的金融数据，直接调用接口就好了
需要安装
终端输入下面代码运行就好了，如果有bug请参考上面链接里的安装指导吧

pip install akshare -i http://mirrors.aliyun.com/pypi/simple/ --trusted-host=mirrors.aliyun.com  --upgrade

下面直接上代码，运行运行一下就懂了

# coding: utf-8
import akshare as ak
import pandas as pd
stocks = ak.stock_zh_a_spot()  # 由于这个运行比较慢，因此直接保存下来以后要用读就完事了，运行一次就可以注释掉了
stocks.to_csv("news_label.csv", encoding="utf-8", index=0)f = pd.read_csv("news_label.csv")
print(f["代码"])
for code in f["代码"]:stock_data = ak.stock_zh_a_daily(symbol=code, adjust="hfq")stock_data.to_csv(code+".csv", encoding="utf-8", index=0)print(stock_data)