中金所金融期货日统计数据爬取

基本思路

构造URL下载每个交易日统计的附件csv文件，提取csv文件中的次月交割的股指期货统计数据

代码块

from io import StringIO  
import csv  
import urllib.request
import re

def get_csv(month,day):
    """构造URL下载日统计数据文件"""
    try:
        url='http://www.cffex.com.cn/sj/hqsj/rtj/2018'+month+'/'+day+'/2018'+month+day+'_1.csv' 
        data=urllib.request.urlopen(url).read().decode('ascii', 'ignore')  
        dataFile = StringIO(data)  
        csvReader = csv.reader(dataFile)  
        print(url)
        with open('data_cffex_IH.csv','a',encoding='utf-8',newline='') as csvfile:
        fieldnames=['time','code','open','highest','lowest','volume','inventory','close','settlement','zhangdie1','zhangdie2','implied volatilit