1.利用通达信软件“盘后数据下载” 下载需要品种1分钟历史数据
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2. 导出数据，选择“高级导出”功能
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3. 选择1分钟数据导出，添加品种名称，点击导出数据
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4.导出成功后自动弹出历史数据文件夹
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5.删除文件中的无用抬头和弗结尾文字，修改标题行，用","号隔开， 样板数据如下图
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6.执行入库的python代码

import csv
from datetime import datetime, timedelta
from pytz import timezone

from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.database import BaseDatabase, get_database
from vnpy.trader.object import BarData

封装函数

def load_tdx_csv_to_mongodb(file_path: str, exchange: str, symbol:str, interval:str):

with open(file_path, "rt") as f:
    buf = [line.replace("\0", "") for line in f]

reader = csv.DictReader(buf, delimiter=",")

bars = []
start = None
count = 0
tz = timezone("Asia/Shanghai")

for item in reader:
    tt1=item["时间"]
  
    ln=len(tt1)
    tt2=tt1[0:2]
    tt3=tt1[2:4]
    tt1=tt2+":"+tt3
   
    dt = datetime.strptime(item["日期"] +' '+ tt1, '%Y-%m-%d %H:%M')
    # minute - 1;
    dt = dt + timedelta(minutes=-1)
    # time > 15:00, day - 1
    if dt.hour > 15:
        dt = dt + timedelta(days=-1)
    dt = tz.localize(dt)

    bar = BarData(
        symbol=symbol,
        exchange=exchange,
        interval=interval,
        datetime=dt,

        open_price=float(item["开盘"]),
        high_price=float(item["最高"]),
        low_price=float(item["最低"]),
        close_price=float(item["收盘"]),
        volume=float(item["成交量"]),
        turnover=float(item["持仓量"]),
        open_interest=float(item["结算价"]),

        gateway_name="sqlite",
    )
    bars.append(bar)

    # do some statistics
    count += 1
    if not start:
        start = bar.datetime
end = bar.datetime
print(f'{datetime.now()} Insert Bar start: {count} from {start} - {end}')

# insert into database
database: BaseDatabase = get_database()
database.save_bar_data(bars)
print(f'{datetime.now()} Insert Bar complete: {count} from {start} - {end}')

if name == "main":

# tdx csv表头：date,time,open,high,low,close,volume,open_interest,turnover
load_tdx_csv_to_mongodb("c:\\zd_kyzq\\T0002\\export\\30#RB2310.txt", Exchange.SHFE, 'rb2310', Interval.MINUTE)

谢谢，收藏备用！