import osimport structimport pandas as pddef readTdxLdayFile(fname="C://TdxW_HuaTai//vipdoc//sh//lday//sh601628.day"): dataSet=[] with open(fname,'rb') as fl:  buffer=fl.read() #讀取數(shù)據(jù)到緩存  size=len(buffer)   rowSize=32 #通信達(dá)day數(shù)據(jù)，每32個(gè)字節(jié)一組數(shù)據(jù)  code=os.path.basename(fname).replace('.day','')  for i in range(0,size,rowSize): #步長(zhǎng)為32遍歷buffer   row=list( struct.unpack('IIIIIfII',buffer[i:i+rowSize]) )   row[1]=row[1]/100   row[2]=row[2]/100   row[3]=row[3]/100   row[4]=row[4]/100   row.pop() #移除最后無意義字段   row.insert(0,code)   dataSet.append(row)  data=pd.DataFrame(data=dataSet,columns=['code','tradeDate','open','high','low','close','amount','vol']) print(data)readTdxLdayFile()