import os
import struct
import pandas as pd
def readTdxLdayFile(fname):
    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(fname="D:\\Program Files\\new_zx_allin1\\vipdoc\\sh\\lday\\sh601398.day")