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()
size=len(buffer)
rowSize=32
code=os.path.basename(fname).replace('.day','')
for i in range(0,size,rowSize):
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()
row.insert(0,code)
dataSet.append(row)
data=pd.DataFrame(data=dataSet,columns=['code','tradeDate','open','high','low','close','amount','vol'])
print(data)
readTdxLdayFile()