def parse_data_by_file(self, fname):
if not os.path.isfile(fname):
raise TdxFileNotFoundException(
'no tdx kline data, pleaes check path %s', fname)
with open(fname, 'rb') as f:
content = f.read()
raw_li = self.unpack_records("<HHfffffII", content)
data = []
for row in raw_li:
year, month, day = self._parse_date(row[0])
hour, minute = self._parse_time(row[1])
data.append(
OrderedDict([
("date", "%04d-%02d-%02d %02d:%02d" %
(year, month, day, hour, minute)),
("year", year),
('month', month),
('day', day),
('hour', hour),
('minute', minute),
('open', row[2]),
('high', row[3]),
('low', row[4]),
('close', row[5]),
('amount', row[6]),
('volume', row[7]),
#('unknown', row[8])
]))
return data
return []
def parse_data_by_file(self, fname):
if not os.path.isfile(fname):
raise TdxFileNotFoundException(
'no tdx kline data, pleaes check path %s', fname)
with open(fname, 'rb') as f:
content = f.read()
return self.unpack_records('<IIIIIfII', content)
return []
def get_df_by_file(self, fname):
if not os.path.isfile(fname):
raise TdxFileNotFoundException(
'no tdx kline data, pleaes check path %s', fname)
security_type = self.get_security_type(fname)
if security_type not in self.SECURITY_TYPE:
print("Unknown security type !\n")
raise NotImplementedError
coefficient = self.SECURITY_COEFFICIENT[security_type]
data = [
self._df_convert(row, coefficient)
for row in self.parse_data_by_file(fname)
]
df = pd.DataFrame(data=data,
columns=('date', 'open', 'high', 'low', 'close',
'amount', 'volume'))
df.index = pd.to_datetime(df.date)
return df[['open', 'high', 'low', 'close', 'amount', 'volume']]