emdfparse

安装

pip install emdfparse

用途

解析金融平台几种数据文件

• K线类型: Day.dat, Day_*.dat, Min1.dat, Min1_*.dat, Min5.dat, Min5_*.dat, Min30.dat, Min30_*.dat 等
• 分时数据: Minute.dat_n 等
• 成交数据: Bargain.dat_n 等
• HisMin (我不知道怎么文字描述这个类型): HisMin.dat_n

可作为一个包供其他python脚本使用，也可以作为一个打印数据到标准输出的命令行工具使用

作为包

usage:

    >>> from emdfparse import DataFile, Day
    >>> df = DataFile('/usr/local/EMoney/Data/Day.dat', Day)
    >>> for id, tms in df.items():
            print('id: {}'.format(id))
            print(tms)

    id: 1
    time:20171009    open:3403245     high:3410170     low :3366965     close:3374378     volume:191736057   amount:227440594944
    time:20171016    open:3393205     high:3400511     low :3374768     close:3378470     volume:174330620   amount:221650690048
    ...

作为命令行工具

Usage:
  emdfparse -h | --help | --version
  emdfparse -t <type> (-c| -a| -l| -i <goodsid>) <filename>

Arguments:
  filename          name of data file

Options:
  -h --help         show help
  -v --version      show version
  -t <type>         specify the file type ( d| m| h| b ) d: Day, m: Minute, h: HisMin, b: Bargain
  -c                output goods number
  -a                output all goods time series data in file
  -l                list goods id in file
  -i <goodsid>      output the time data of specified good

示例:

1. 列出Day.dat 股票数量

emdfparse -t d -c Day.dat

6718

2. 列出Day.dat 中所有股票

emdfparse -t d -l Day.dat

1835474
136611
1835086
1833114
1835479
1835483
1835485
1835486
1835488
1835489
1835490
1150067
1835492
1107513
1835494
1835495
1870213
1835501
1835502
1835503
...

后接 "|less" 可浏览, 接 "|wc -l" 可统计股票数量, 不赘述

3. 列出HisMin.dat_1中goodsId为1的股票数据(最后先用1命令查看文件中是否有该goodsId, -i 指定文件中不存在的goodsId会抛KeyError异常)

emdfparse -t h -i 1 HisMin.dat_1|less

time:1711130931  price:3439398     ave :3438242     volume:4194014     zjjl:105805922
time:1711130932  price:3439423     ave :3437565     volume:1872804     zjjl:366456452
time:1711130933  price:3440603     ave :3437058     volume:1744091     zjjl:439886382
time:1711130934  price:3442064     ave :3437636     volume:1878208     zjjl:464182285
time:1711130935  price:3443901     ave :3438182     volume:1949975     zjjl:423776842
time:1711130936  price:3445536     ave :3438190     volume:1760475     zjjl:496812106
time:1711130937  price:3446067     ave :3437862     volume:1827598     zjjl:487830651
...

4. 列出Bargain.dat_1中所有股票数据(数据较多)

emdfparse -t b -a Bargain.dat_1

id:603101
date:0           time:91500       price:16480       volume:500         tradenum:0           bs  :-1
date:0           time:91503       price:16600       volume:500         tradenum:0           bs  :-1
date:0           time:92006       price:16600       volume:800         tradenum:0           bs  :-1
date:0           time:92051       price:16610       volume:800         tradenum:0           bs  :-1
date:0           time:92248       price:16600       volume:1500        tradenum:0           bs  :-1
date:0           time:92303       price:16600       volume:3100        tradenum:0           bs  :1
date:0           time:92339       price:16600       volume:4100        tradenum:0           bs  :1
date:0           time:92430       price:16600       volume:4600        tradenum:0           bs  :1
date:0           time:92503       price:16600       volume:4600        tradenum:12          bs  :1
date:0           time:93003       price:16500       volume:5400        tradenum:21          bs  :-1
date:0           time:93006       price:16510       volume:200         tradenum:22          bs  :-1
date:0           time:93024       price:16550       volume:11600       tradenum:23          bs  :1
...

id:4310001
date:20171017    time:91400       price:94270       volume:35          tradenum:71880       bs  :-1
date:20171017    time:91500       price:94275       volume:20          tradenum:71897       bs  :1
date:20171017    time:91501       price:94280       volume:44          tradenum:71907       bs  :1
date:20171017    time:91501       price:94265       volume:15          tradenum:71916       bs  :-1
date:20171017    time:91502       price:94270       volume:24          tradenum:71915       bs  :1
date:20171017    time:91502       price:94265       volume:19          tradenum:71916       bs  :-1
date:20171017    time:91503       price:94275       volume:25          tradenum:71922       bs  :1
date:20171017    time:91503       price:94290       volume:28          tradenum:71938       bs  :1
date:20171017    time:91504       price:94285       volume:12          tradenum:71940       bs  :1
date:20171017    time:91504       price:94285       volume:4           tradenum:71938       bs  :1
date:20171017    time:91505       price:94280       volume:3           tradenum:71938       bs  :1
date:20171017    time:91505       price:94290       volume:15          tradenum:71938       bs  :1
date:20171017    time:91506       price:94285       volume:6           tradenum:71942       bs  :-1
...

注: 2, 3 命名打印的可能并不是指定数据类型的所有字段, 可以根据需要修改Day, Minute等数据子类的brieflist, 或重写覆盖基类printbrief方法