tushare数据格式转为PyalgoTrade所需格式

来源:互联网 发布:php构架师是什么 编辑:程序博客网 时间:2024/06/03 22:04
# -*- coding: utf-8 -*- import tushare as tsimport pandas as pddata = ts.get_hist_data("159915")data.to_csv("159915-tmp.csv")df = pd.read_csv('159915-tmp.csv')  df2 = pd.DataFrame({'Date Time' : df['date'], 'Open' : df['open'],                      'High' : df['high'],'Close' : df['close'],                      'Low' : df['low'],'Volume' : df['volume'],                      'Adj Close':df['close']})# 按照Yahoo格式的要求,调整df2各段的顺序  dt = df2.pop('Date Time')  df2.insert(0,'Date Time',dt)  o = df2.pop('Open')  df2.insert(1,'Open',o)  h = df2.pop('High')  df2.insert(2,'High',h)  l = df2.pop('Low')  df2.insert(3,'Low',l)  c = df2.pop('Close')  df2.insert(4,'Close',c)  v = df2.pop('Volume')  df2.insert(5,'Volume',v)  # 新格式数据存盘,不保存索引编号  df2.to_csv("159915-all.csv", index=False)  

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