09月22日, 2014 2036次
通达信每天数据导出表格 做分析用
自己配置path sh是上证 sz是深证
先下载数据在导出
数据下载完了 在运行程序导出到表格
path = 'D:/tdx/vipdoc/sh/lday/'
path = 'D:/tdx/vipdoc/sz/lday/'
import os import struct import datetime def stock_csv(filepath, name): data = [] print(filepath) print(name) #return with open(filepath, 'rb') as f: #f = open(filepath, 'rb') file_object_path = 'D:/tdx/vipdoc/pythondata/' + name +'.csv' #D:\ccc\RichEZ\vipdoc\sz\lday\pythondata file_object = open(file_object_path, 'w+') while True: stock_date = f.read(4) stock_open = f.read(4) stock_high = f.read(4) stock_low= f.read(4) stock_close = f.read(4) stock_amount = f.read(4) stock_vol = f.read(4) stock_reservation = f.read(4) # date,open,high,low,close,amount,vol,reservation if not stock_date: break stock_date = struct.unpack("l", stock_date) # 4字节 如20091229 stock_open = struct.unpack("l", stock_open) #开盘价*100 stock_high = struct.unpack("l", stock_high) #最高价*100 stock_low= struct.unpack("l", stock_low) #最低价*100 stock_close = struct.unpack("l", stock_close) #收盘价*100 stock_amount = struct.unpack("f", stock_amount) #成交额 stock_vol = struct.unpack("l", stock_vol) #成交量 stock_reservation = struct.unpack("l", stock_reservation) #保留值 date_format = datetime.datetime.strptime(str(stock_date[0]),'%Y%M%d') #格式化日期 list= date_format.strftime('%Y-%M-%d')+","+str(stock_open[0]/100)+","+str(stock_high[0]/100.0)+","+str(stock_low[0]/100.0)+","+str(stock_close[0]/100.0)+","+str(stock_vol[0])+"\r\n" file_object.writelines(list) file_object.close() path = 'D:/tdx/vipdoc/sz/lday/' listfile = os.listdir(path) for i in listfile: stock_csv(path+i, i[:-4])
暂无留言,赶快评论吧