from xtquant import xtdata, xttrader

path = 'c:\\qmt\\userdata_mini'

stocks = xtdata.get_stock_list_in_sector('沪深A股')
stocks.sort()
def f(data):
    print('完成了！')
# xtdata.download_history_data('000001.SH', '1d','','')
num = xtdata.download_history_data2(stock_list=stocks, period='1d', start_time='', end_time='', callback=f)
print(num)