Python实现将通信达.day文件读取为DataFrame

import os
import struct
import pandas as pd

def readTdxLdayFile(fname="C:\\TdxW_HuaTai\\vipdoc\\sh\\lday\\sh601628.day"):
 dataSet=[]
 with open(fname,'rb') as fl:
  buffer=fl.read() #读取数据到缓存
  size=len(buffer) 
  rowSize=32 #通信达day数据，每32个字节一组数据
  code=os.path.basename(fname).replace('.day','')
  for i in range(0,size,rowSize): #步长为32遍历buffer
   row=list( struct.unpack('IIIIIfII',buffer[i:i+rowSize]) )
   row[1]=row[1]/100
   row[2]=row[2]/100
   row[3]=row[3]/100
   row[4]=row[4]/100
   row.pop() #移除最后无意义字段
   row.insert(0,code)
   dataSet.append(row) 

 data=pd.DataFrame(data=dataSet,columns=['code','tradeDate','open','high','low','close','amount','vol'])
 print(data)

readTdxLdayFile()