数据下载
通达信数据免费下载操作步骤如下:
在通达信官网下载通达信金融终端软件下载完成后将其安装在默认路径C: ew_tdx即可安装后打开,在菜单栏点击:选项-->盘后数据下载,弹出下面的面板:勾选日线和实时行情数据,选择需要下载的对应时间范围的数据,点击开始下载,数据会保存到本地。其中上证数据会下载到C: ew_tdxvipdocshldaysh00000day,深证数据会下载到C: ew_tdxvipdocszldaysz00000day。注意C: ew_tdx为安装路径,如果不是使用的默认路径,需要进行更换
数据解析
手动解析
def day2csv(source_dir, file_name, target_dir):
# 以二进制方式打开源文件
source_file = open(source_dir + os.sep + file_name, "rb")
buf = source_file.read()
source_file.close()
# 打开目标文件
target_file = open(target_dir + os.sep + file_name[: file_name.rindex(".")] + ".csv", "w")
buf_size = len(buf)
rec_count = int(buf_size / 32)
begin = 0
end = 32
header = str("date") + "," + str("open") + "," + str("high") + "," + str("low") + ","
+ str("close") + "," + str("amount") + "," + str("volume") + "
"
target_file.write(header)
for i in range(rec_count):
a = unpack("IIIIIfII", buf[begin:end])
# 处理date数据
year = a[0] // 10000
month = (a[0] % 10000) // 100
day = (a[0] % 10000) % 100
date = "{}-{:02d}-{:02d}".format(year, month, day)
line = date + "," + 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]) + "
"
target_file.write(line)
begin += 32
end += 32
target_file.close()
使用mootdx解析
需要安装mootdx库,使用pipinstall-Umootdx进行安装
from mootdx.reader import Reader
reader = Reader.factory(market="std", tdxdir="C:/new_tdx")
# 读取日线数据
reader.daily(symbol="600036")
# 读取1分钟数据
reader.minute(symbol="600036")
小结&交流
文章为作者独立观点,不代表股票配资公司观点