Filter_Stock_Cashflow_CHN.py 文件源码

def summary_stock_tick_data(root_path, df, symbol, date_list):
    file_path = root_path + "/Data/CSV/tick/" + symbol + "/"    
    out_file = root_path + "/Data/CSV/cashflow/" + symbol + ".csv"

    #pbar = trange(len(date_list), mininterval=0.1, smoothing=1, leave=False)
    #for i in pbar:
    for date in date_list:
        #date = date_list[i]
        start = time.time()
        file_name = file_path + symbol + "_" + date + ".csv"

        if os.path.exists(file_name) == False:
            continue

        try:
            data = pd.read_csv(file_name, index_col=0)
        except:
            print("error on symbol:", symbol, "  date:", date)
            continue

        if (data is None) or data.empty or len(data) < 4:
            buy, sell, even = 0, 0, 0
        else:
            buy_amount, sell_amount, even_amount, buy_volume, sell_volume, even_volume, buy_max, buy_min, buy_average, sell_max, sell_min, sell_average, even_max, even_min, even_average = group_tick_data_to_cashflow(data)
            df.loc[len(df)] = [date, symbol, buy_amount, sell_amount, even_amount, buy_volume, sell_volume, even_volume, buy_max, buy_min, buy_average, sell_max, sell_min, sell_average, even_max, even_min, even_average]

        #outMessage = '%s processed in: %.3s seconds' % (date, (time.time() - start))
        #pbar.set_description(outMessage)

    df = df.sort_values(['symbol','date'], ascending=[True, True])
    df.to_csv(out_file)