写的回顾市场行情的小脚本,根据情况和需要自行修改,只在ubuntu18.04上测试过

#!/usr/bin/env python

import time
import pandas as pd
from datetime import datetime

df = pd.read_csv('tickdata_sample.csv', parse_dates=['datetime'], infer_datetime_format=True, index_col=0)
start = datetime(year=2020, month=2, day=28, hour=10, minute=28)
end = datetime(year=2020, month=2, day=28, hour=10, minute=45)
df = df[((df.datetime>start)&(df.datetime<end))]
try:
    for index in range(df.shape[0]):
        if index==0:
            continue
        row = df.iloc[index]
        last_row = df.iloc[index-1]
        last_volume = row.volume - last_row.volume
        tick_time_elapse = row.datetime - last_row.datetime
        time.sleep(tick_time_elapse.total_seconds())
        time_s = row.datetime.strftime('%y-%m-%d %H:%M:%S.%f')
        print(f'{time_s} {last_volume:4.0f} {row.bid_price_1:3.2f} {row.bid_volume_1:4.0f}  {row.ask_price_1:3.2f} {row.ask_volume_1:4.0f} {row.volume:8.0f}')

except KeyboardInterrupt:
    pass