解析通达信 K 线文件，Python

tdxkl.py

# -*- coding: utf-8 -*-

# 数据下载 http://www.tdx.com.cn/download
# 上海 http://www.tdx.com.cn/products/data/data/vipdoc/shlday.zip
# 深圳 http://www.tdx.com.cn/products/data/data/vipdoc/szlday.zip

# 通达信 K 线记录格式
'''
日期, date
开盘, open
最高, high
最低, low
收盘, close
成交, amount
金额, vol
保留, resv
'''

from struct import unpack
import sys

reload(sys)
sys.setdefaultencoding('utf-8')

class KDay(object):
    def __init__(self, buf):
        self.data = unpack('IIIIIfII', buf)

    def __str__(self):
        return ('日期: %s, '
                '开盘: %s, '
                '最高: %s, '
                '最低: %s, '
                '收盘: %s, '
                '成交: %s, '
                '金额: %s, '
                '保留: %s\n') % self.data

def main():
    with open('day/sh600060.day', 'rb') as fp:
        m = 0
        d = 0
        while True:
            try:
                buf = fp.read(32)
                record = unpack('IIIIIfII', buf)
                # print record
                if record[5] > m:
                    m = record[5]
                    r = buf
            except:
                break
        print KDay(r)

if __name__ == '__main__':
    main()