Based on your requests, there are two ways to solve this.
The table:
t = table(2022.08.01 2022.08.02 2022.08.03 as date, `000001.SZ`000002.SZ`000003.SZ as windCode, `1101`1102`1103 as industryCode)
Solution #1:
Use built-in function oneHot(obj, encodingColumns)
oneHot(t, ['industryCode'])

Worth mentioning, with the method above, you can one hot encode multiple columns all at once.
oneHot(t, ['industryCode','windCode'])

Solution #2:
Use SQL query
res = select iif(isNull(industryCode), 0, 1) from t pivot by date, windCode, industryCode;
nullFill!(res, 0);

I’d recommend solution #1 for its much simpler implementation, yet supporting multiple columns.