data_source_tables_gen.py 文件源码

def parse_csv(csv_reader):
    previous_date = None
    data = []
    dtype = [('dt', 'int64'), ('sid', '|S14'), ('open', float),
             ('high', float), ('low', float), ('close', float),
             ('volume', int)]
    for line in csv_reader:
        row = process_line(line)
        current_date = line["dt"][:10].replace("-", "")
        if previous_date and previous_date != current_date:
            rows = np.array(data, dtype=dtype).view(np.recarray)
            yield current_date, rows
            data = []
        data.append(row)
        previous_date = current_date