[Python知识库]python处理通达信 5分钟数据 .lc5文件处理

import struct
import datetime
import math
import time


# 根据二进制前两段拿到日期分时
def get_date_str(H1, H2):
    year = math.floor(H1 / 2048) + 2004
    month = math.floor(H1 % 2048 / 100)
    day = H1 % 2048 % 100
    hour = math.floor(H2 / 60)
    minute = H2 % 60
    if hour < 10:
        hour = "0" + str(hour)
    if minute < 10:
        minute = "0" + str(minute)
    return str(year) + "-" + str(month) + "-" + str(day) + " " + str(hour) + ":" + str(minute)


def stock_lc5(filepath, name):
    with open(filepath, 'rb') as f:
        file_object_path = 'D:/' + name + '.csv'
        file_object = open(file_object_path, 'w+')
        title_list = "Date,Open,High,Low,Close,Open_interest,Volume,settlement_price\n"
        file_object.writelines(title_list)

        while True:
            li2 = f.read(32)
            if not li2:
                break
            data2 = struct.unpack('HHffffllf', li2)
            date_str = get_date_str(data2[0], data2[1])

            data2_list = list(data2)
            data2_list[1] = date_str
            del (data2_list[0])
            for dl in range(len(data2_list)):
                data2_list[dl] = str(data2_list[dl])
            data2_str = ",".join(data2_list)
            data2_str += "\n"
            file_object.writelines(data2_str)
        file_object.close()

stock_lc5('28#RML8.lc5', 'RML8.lc5')