python之处理股票数据的.day文件

读取.day文件保存在Excel中:

# D:\StudyFiles\ClassFile\股票证券实验报告\证券日交易行情和文本基本信息\SHday\sh000001.day import os import time from struct import unpack import pandas as pd   # 获取day文件然后转换为正常文本 def read_data(fname, code):     ''' 读取通达信day数据 '''     data = []     with open(fname, 'rb') as f:         buf = f.read()     num = len(buf)  # 总长度     no = num / 32  # 分块长度     b = 0  # 开始指针     e = 32  # 每一个小块的长度      for i in range(int(no)):         a = unpack('IIIIIfII', buf[b:e])         data_time = toDataTime(a[0])         openPrice = a[1] / 100.0         high = a[2] / 100.0         low = a[3] / 100.0         close = a[4] / 100.0         amount = a[5] / 100.0         vol = a[6] / 100.0         # 把数据添加到列表         # [股票代码,开盘价,最高价,最低价,收盘价,成交额,成交量]         data.append([code, data_time, openPrice, high, low, close, amount, vol])         b += 32         e += 32     return data   # 将数据转换为时间 def toDataTime(longTime):     # val = val*100     longTime = longTime / 1000  # float 时间戳格式(1019948462.2750368)     t = time.localtime(longTime)     #