深交所的股票信息读取比较简单：

看上图，爬虫读取到下载按钮的链接之后发起请求，得到XLS文件后直接解析就可以了。
这里放出深交所爬虫模块的代码：

# -*- coding: utf-8 -*-
# 深圳交易所爬虫
import os

import pandas as pd
import requests


#读取最新深交所股票列表
def get_stock_list():
    cache_file_path = "./sotck_file.xlsx"
    url = "https://www.szse.cn/api/report/ShowReport?SHOWTYPE=xlsx&CATALOGID=1110&TABKEY=tab1"
    response = requests.get(url)
    open(cache_file_path, "wb").write(response.content)
    file = pd.read_excel(cache_file_path, dtype={'A股代码': str})
    stocks = []
    for index, row in file.iterrows():
        # 处理每一行的数据
        stocks.append(row)
    os.remove(cache_file_path)
    return stocks

爬虫模块向控制模块返回数据后由控制模块作格式统一处理：

import A_SH_basic
from MySQL import ExecInsert, ExecSelect
import A_SZ_basic
from Tools import CustomException

LIST = "L" #上市状态:上市
DELISTED = "D"#上市状态:退市
PAUSED = "P" #上市状态:暂停上市
SZSE = "SZSE" #交易所:深交所
SSE = "SSE" #交易所:上交所


#更新A股股票列表
def update_A_stock_list(SZ=False,SH=False,BJ=False):
    database = "stock_a"
    if SZ == True:
        # 执行更新前先读取历史数据，若某条待更新数据与历史数据一致则跳过该条数据
        select_sql = "select * from stock_list where exchange = 'SZSE'"
        insert_sql = "insert into stock_list(stock_code,stock_name,province,industry,industry_2,enname,market,exchange,list_status,list_date,delist_date,total_share,float_share) values(%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)"
        update_sql = "update stock_list set stock_name=%s,province=%s,industry=%s,industry_2=%s,enname=%s,market=%s,exchange=%s,list_status=%s,list_date=%s,delist_date=%s,total_share=%s,float_share=%s where stock_code=%s"
        select_result = ExecSelect(database, select_sql)  # 读取查询结果
        # 调用深交所爬虫读取上市股票列表
        stocks = A_SZ_basic.get_stock_list()
        insert_rows = []
        update_rows = []
        for stock in stocks:
            exist_flag = False
            # 遍历历史数据查询该股票是否在历史数据中
            for history in select_result:
                if history[0] == stock["A股代码"]:
                    exist_flag = True
                    break
            # 该股票在历史数据中查得到，说明是旧股票，检查是否有需要更新的地方，有则放入update_rows等待写入，无则丢弃
            if exist_flag:
                if history[1] == stock["A股简称"] and history[2] == stock["省    份"] and history[3] == stock["所属行业"].split(" ")[0] and history[5] == stock["英文名称"] and history[6] == stock["板块"] and history[7] == SZSE and history[8] == LIST and history[9] == stock["A股上市日期"] and history[11] == stock["A股总股本"].replace(',', '') and history[12] == stock["A股流通股本"].replace(',', ''):
                    pass
                else:
                    stock_code = stock["A股代码"]
                    stock_name = stock["A股简称"]
                    province = stock["省    份"]
                    industry = stock["所属行业"].split(" ")[0]  # 一级行业
                    industry_2 = None  # 深交所数据无二级行业
                    enname = stock["英文名称"]
                    market = stock["板块"]  # 市场类型(主板、创业板、科创板、CDR)
                    exchange = SZSE  # 交易所
                    list_status = LIST  # 上市状态
                    list_date = stock["A股上市日期"]
                    delist_date = None  # 上市股暂无退市日期
                    total_share = stock["A股总股本"].replace(',', '')
                    float_share = stock["A股流通股本"].replace(',', '')
                    update_rows.append(
                        (stock_name, province, industry, industry_2, enname, market, exchange,
                         list_status, list_date, delist_date, total_share, float_share, stock_code))
            # 如果该股票在历史数据中查不到，说明是新股票，放入insert_rows等待写入
            else:
                stock_code = stock["A股代码"]
                stock_name = stock["A股简称"]
                province = stock["省    份"]
                industry = stock["所属行业"].split(" ")[0]  # 一级行业
                industry_2 = None  # 深交所数据无二级行业
                enname = stock["英文名称"]
                market = stock["板块"]  # 市场类型(主板、创业板、科创板、CDR)
                exchange = SZSE  # 交易所
                list_status = LIST  # 上市状态
                list_date = stock["A股上市日期"]
                delist_date = None  # 上市股暂无退市日期
                total_share = stock["A股总股本"].replace(',', '')
                float_share = stock["A股流通股本"].replace(',', '')
                insert_rows.append((stock_code, stock_name, province, industry, industry_2, enname, market, exchange,
                             list_status, list_date, delist_date, total_share, float_share))
        # 写入数据库中不存在的新股票
        if len(insert_rows) > 0:
            result = ExecInsert(database, insert_sql, insert_rows)
            if result == 'success':
                print("写入深交所上市股票成功.")
            else:
                raise CustomException("写入深交所上市股票时发生数据库异常:" + result)
        # 更新数据库中存在的股票信息
        if len(update_rows) > 0:
            result = ExecInsert(database, update_sql, update_rows)
            if result == 'success':
                print("更新深交所上市股票成功.")
            else:
                raise CustomException("更新深交所上市股票时发生数据库异常:" + result)
        print("深交所上市股票更新结束.")

至此，我们实现了第一步：本地化存储两市5000多家股票的基本信息：

stock_list的字段结构如下：