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