利用python将通信达数据.day文件读取到pandas进行分析_python day 文件

import os
import struct
import pandas as pd

def readTdxLdayFile(fname="C:\\TdxW_HuaTai\\vipdoc\\sh\\lday\\sh601628.day"):
    dataSet=[]
    with open(fname,'rb')  as fl:
        buffer=fl.read()  #读取数据到缓存
        size=len(buffer)  
        rowSize=32 #通信达day数据，每32个字节一组数据
        code=os.path.basename(fname).replace('.day','')
        for i in range(0,size,rowSize):  #步长为32遍历buffer
            row=list( struct.unpack('IIIIIfII',buffer[i:i+rowSize]) )
            row[1]=row[1]/100
            row[2]=row[2]/100
            row[3]=row[3]/100
            row[4]=row[4]/100
            row.pop() #移除最后无意义字段
            row.insert(0,code)
            dataSet.append(row)  

    data=pd.DataFrame(data=dataSet,columns=['code','tradeDate','open','high','low','close','amount','vol'])
    print(data)

readTdxLdayFile()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25