pro = ts.pro_api(tushare_token)
data = pro.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date')
bank=data[data['industry']=='银行']
bank.reset_index(drop=True)
codes=banklist.ts_code.to_list()
for code in codes:
df = pro.daily(ts_code=code, start_date='20170101', end_date='20210114')
df['return']=df['close'].pct_change()
#df['return'].fillna(df.mean())
df1 = pd.DataFrame()
df2 = pd.DataFrame()
df1[code]=df['return']
print(df1)
out：
603323.SH 0 NaN 1 0.006316 2 -0.018828 3 0.021322 4 -0.002088 .. ... 977 0.014765 978 0.013889 979 0.014351 980 0.001286 981 0.007065
df放到循环外面试试，否则每次都是生产新的df