这是我写的一个获取十档行情的python代码,excel效果见最下面。
import xlsxwriter
startdate = '2018-06-12 09:00:00'
enddate = '2018-06-12 15:03:00'
filepath = 'tickData.xlsx'
workbook=xlsxwriter.Workbook(filepath)
worksheet = workbook.add_worksheet(code)
worksheet.write(0, 0, code)
column = ['time','last','volume','amt','ask1','ask2','ask3','ask4','ask5',
'ask6','ask7','ask8','ask9','ask10','bid1','bid2','bid3','bid4',
'bid5','bid6','bid7','bid8','bid9','bid10','asize1','asize2',
'asize3','asize4','asize5','asize6','asize7','asize8','asize9',
'asize10','bsize1','bsize2','bsize3','bsize4','bsize5','bsize6',
'bsize7','bsize8','bsize9','bsize10']
i=0
for col in column:
worksheet.write(2,i,col)
i+=1
worksheet.write_formula(3,0,'''=WST($A$1,$B$3:$AR$3,\"%s\" '''%startdate+
''',\"%s\" '''%enddate+''',"cols=44;rows=4804")''')
workbook.close()
