通达信本地数据导出到表格

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])