http://www.jianshu.com/p/1039699b0e2e
#!/usr/bin/python
# coding: UTF-8
"""
Created on Wed Mar 29 17:26:55 2017
@author: NuNu
"""
from sqlalchemy import create_engine
import tushare as ts
df = ts.get_tick_data('600848', date='2014-12-22')
engine = create_engine("mysql+pymysql://root:123456@localhost:3306/test?charset=utf8")
#存入数据库
df.to_sql('tick_data',engine)
#追加数据到现有表
#df.to_sql('tick_data',engine,if_exists='append')
