I just write following code in emacs to generate a list of macros in latex:
(mapcar '(lambda (x) (insert (format "\n\\def\\s%s{\\mathscr{%s}}" (string x) (string x)))) (concatenate 'list "ABCDEFGHIJKLMNOPQRSTUVWXYZ"))
Now press C-x C-E, it will insert following latex codes.
\def\sA{\mathscr{A}}
….
\def\sZ{\mathscr{Z}}