给定日期下从wind拉取指数的成分股及权重 2908只股票——某日 20160825

%%% 给定日期下从wind拉取指数的成分股及权重 2908只股票，在某日下 20160825 股票dateStr='20160825';  % 20160825日期，可随时调整 indexStr='881001.WI'; %沪深300stockName=[];%'000016.SH';'000300.SH';'000905.SH';'000852.SH';'881001.WI' %上证50，沪深300，中证500，中证1000，wind全A。dateStr1=strcat('date=',dateStr,';windcode=',indexStr);  %wind全Aw=windmatlab;index_constituent=w.wset('indexconstituent',dateStr1,'showblank=0');%4列分别为日期/代码/名称/权重index_instrumentCode=index_constituent(:,2);  %存储所有股票代码 instStr='';for i=1:1:length(index_instrumentCode)    if i~=length(index_instrumentCode)        str=sprintf('%s,',index_instrumentCode{i});        stockName{i}=index_instrumentCode{i};    else        str=index_instrumentCode{i};        stockName{i}=index_instrumentCode{i};    end        instStr=strcat(instStr,str);endload('C:\Users\lenovo\Desktop\test\picktime\data0829\Rate.mat', 'dayUni')[w_wsd_data,w_wsd_codes,w_wsd_fields,w_wsd_times]... =w.wsd(instStr,'pct_chg',num2str(dayUni(1)),num2str(dayUni(end)));%不用收盘价close，用涨跌幅'pct_chg'stockRate=w_wsd_data/100;  %获得申万一级行业的收益率序列save('stockInfo.mat','stockRate','stockName','dayUni');