一、通达信日线*.day文件
文件名即股票代码
每32个字节为一天数据
每4个字节为一个字段，每个字段内低字节在前
00 ~ 03 字节：年月日, 整型
04 ~ 07 字节：开盘价*1000， 整型
08 ~ 11 字节：最高价*1000, 整型
12 ~ 15 字节：最低价*1000, 整型
16 ~ 19 字节：收盘价*1000, 整型
20 ~ 23 字节：成交额（元），float型
24 ~ 27 字节：成交量（手），整型
28 ~ 31 字节：上日收盘*1000, 整型
二、通达信5分钟线*.5文件
每32个字节为一个5分钟数据，每字段内低字节在前
00 ~ 01 字节：日期，整型，设其值为num，则日期计算方法为：
year=floor(num/2048)+2004;
month=floor(mod(num,2048)/100);
day=mod(mod(num,2048),100);
02 ~ 03 字节： 从0点开始至目前的分钟数，整型
04 ~ 07 字节：开盘价（分），整型
08 ~ 11 字节：最高价（分），整型
12 ~ 15 字节：最低价（分），整型
16 ~ 19 字节：收盘价（分），整型
20 ~ 23 字节：成交额（元），float型
24 ~ 27 字节：成交量（股）
28 ~ 31 字节：（保留）
三、在 vipdoc/sh 目录下新建了个 pythondata 文件夹，注意文件路径分隔符是 /
import structimport datetime
def stock_csv(filepath, name):
data=[]
with open(filepath,"rb") asf:
file_object_path= "D:/通达信/vipdoc/sh/pythondata/" + name +".csv"file_object= open(file_object_path, "w+")whileTrue:
stock_date= (4)
stock_open= (4)
stock_high= (4)
stock_low= (4)
stock_close= (4)
stock_amount= (4)
stock_vol= (4)
stock_reservation= (4)
# date,open,high,low,close,amount,vol,reservationifnot stock_date:breakstock_date= ("l", stock_date) # 4字节 如20091229
stock_open= ("l", stock_open) #开盘价*100stock_high= ("l", stock_high) #最高价*100stock_low= ("l", stock_low) #最低价*100stock_close= ("l", stock_close) #收盘价*100stock_amount= ("f", stock_amount) #成交额
stock_vol= ("l", stock_vol) #成交量
stock_reservation= ("l", stock_reservation) #保留值
date_format= (str(stock_date[0]),"%Y%M%d") #格式化日期
list= date_format.strftime("%Y-%M-%d")+","+str(stock_open[0]/100)+","+str(stock_high[0]/100.0)+","+str(stock_low[0]/100.0)+","+str(stock_close[0]/100.0)+","+str(stock_vol[0])+" "file_object.writelines(list)
file_object.close()
stock_csv("D:/通达信/vipdoc/sh/lday/", "1")
看了一下 文件的输出数据，正确！
这么多年数据格式没变，也没加密。感谢通达信！祝通达信事业蒸蒸日上！
四、批量解析
import os
importstructimport datetime
def stock_csv(filepath, name):
data=[]
with open(filepath,"rb") asf:
file_object_path= "D:/通达信/vipdoc/sh/pythondata/" + name +".csv"file_object= open(file_object_path, "w+")whileTrue:
stock_date= (4)
stock_open= (4)
stock_high= (4)
stock_low= (4)
stock_close= (4)
stock_amount= (4)
stock_vol= (4)
stock_reservation= (4)
# date,open,high,low,close,amount,vol,reservationifnot stock_date:breakstock_date= ("l", stock_date) # 4字节 如20091229
stock_open= ("l", stock_open) #开盘价*100stock_high= ("l", stock_high) #最高价*100stock_low= ("l", stock_low) #最低价*100stock_close= ("l", stock_close) #收盘价*100stock_amount= ("f", stock_amount) #成交额
stock_vol= ("l", stock_vol) #成交量
stock_reservation= ("l", stock_reservation) #保留值
date_format= (str(stock_date[0]),"%Y%M%d") #格式化日期
list= date_format.strftime("%Y-%M-%d")+","+str(stock_open[0]/100)+","+str(stock_high[0]/100.0)+","+str(stock_low[0]/100.0)+","+str(stock_close[0]/100.0)+","+str(stock_vol[0])+" "file_object.writelines(list)
file_object.close()
path= "D:/通达信/vipdoc/sh/lday/"listfile= ("D:/通达信/vipdoc/sh/lday/")for i inlistfile:
stock_csv(path+i, i[:-4])
顺便写个简单的公式，其实与macd差不多
BASE:0;
J10:SUM(C,10)/10 NODRAW;
PL10:(C-J10)/J10*100 COLORSTICK;
PL10SUM:IF(PL10>=0,SUM(PL10,BARSLASTCOUNT(PL10>=0)),SUM(PL10,BARSLASTCOUNT(PL10<0)));
PL60:=(C-MA(C,60))/MA(C,60)*100;
PL60SUM:IF(PL60>=0,SUM(PL60,BARSLASTCOUNT(PL60>=0)),SUM(PL60,BARSLASTCOUNT(PL60<0))) NODRAW;
PL10DAY:IF(PL10>=0,BARSLASTCOUNT(PL10>=0),0-BARSLASTCOUNT(PL10<0)) NODRAW;
MMAX:=MAX(MAX(MAX(MAX(MAX(MA(C,5),MA(C,10)),MA(C,20)),MA(C,30)),MA(C,60)),MA(C,120));
XL60:(MA(C,60)-REF(MA(C,60),10))/REF(MA(C,60),10)*100 NODRAW;
PL250:(C-MA(C,250))/MA(C,250)*100 NODRAW;
PL10SUMA:IF(C>MA(C,250),PL10SUM,1000) NODRAW;