利用python将通信达数据.day文件读取到pandas进行分析

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()