通达信日线数据提取

#!/usr/bin/env python

from struct import *

import os
import sys

def exactStock(fileName, code):
    ofile = open(fileName, 'rb')
    buf = ofile.read()
    ofile.close()
    num = len(buf)
    no = num / 32
    b = 0
    e = 32
    items = list()
    for i in range(int(no)):
        a = unpack('IIIIIfII', buf[b:e])
        year = int(a[0] / 10000)
        m = int((a[0] % 10000) / 100)
        month = str(m)
        if m < 10:
            month = "0" + month
        d = (a[0] % 10000) % 100
        day = str(d)
        if d < 10:
            day = "0" + str(d)
        dd = str(year) + "-" + month + "-" + day
        openPrice = a[1] / 100.0
        high = a[2] / 100.0
        low = a[3] / 100.0
        close = a[4] / 100.0
        amount = a[5]
        vol = a[6]
        unused = a[7]
        if i == 0:
            preClose = close
        ratio = round((close - preClose) / preClose * 100, 2)
        preClose = close
        item = [code, dd, str(openPrice), str(high), str(low), str(close), str(ratio), str(amount), str(vol)]
        items.append(item)
        b = b + 32
        e = e + 32

    return items


#exactStock('I:\e\tdx\NEW PTTQ V12(5.90S)\vipdocsh\lday\sh000001.day', "000001")




def day2csv_data(dirname, fname, targetDir):
    ofile = open(dirname + os.sep + fname, 'rb')
    buf = ofile.read()
    ofile.close()

    ifile = open(targetDir + os.sep + fname + '.csv', 'w')
    num = len(buf)
    no = num / 32
    b = 0
    e = 32
    line = ''
    linename = str('date') + ',' + str('open') + ', ' + str('high') + ' ,' + str('low') + ', ' + str(
        'close') + ' ,' + str('amout') + ', ' + str('vol') + ' ,' + str('str07') + '' + '
'
    # print line
    ifile.write(linename)
    # for i in xrange(no):
    for i in range(int(no)):
        a = unpack('IIIIIfII', buf[b:e])
        line = str(a[0]) + ',' + str(a[1] / 100.0) + ', ' + str(a[2] / 100.0) + ' ,' + str(a[3] / 100.0) + ', ' + str(
            a[4] / 100.0) + ' ,' + str(a[5]) + ', ' + str(a[6]) + ' ,' + str(a[7]) + '' + '
'
        # print line
        ifile.write(line)
        b = b + 32
        e = e + 32
    ifile.close()


# pathdir='/vipdoc/sh/lday'
pathdir = 'F:\python\untitled1\core\data'
# targetDir='/_python_gp_tdx/data_gupiao/sh/lday'
targetDir = 'F:\python\untitled1\core\data'

listfile = os.listdir(pathdir)

for f in listfile:

    day2csv_data(pathdir, f, targetDir)
else:
    print('The for ' + pathdir + ' to ' + targetDir + '  loop is over')



参考来源：https://blog.csdn.net/liuyukuan/article/details/53560278?utm_source=blogxgwz2