python通达信5分钟转，10分钟，15分钟，30分钟，60分钟，量化交易，K线

    import os

    import pandas as pd
    from pandas import Timedelta

    from stock_c.csv2dataframe import import_csv


    # 用通达信小周期，生成大周期数据
    def csv_resample(df, rule) -> pd.DataFrame:
        # 重新采样Open列数据
        df_open = round(df['Open'].resample(rule=rule, closed='right', label='left').first(), 2)
        df_high = round(df['High'].resample(rule=rule, closed='right', label='left').max(), 2)
        df_low = round(df['Low'].resample(rule=rule, closed='right', label='left').min(), 2)
        df_close = round(df['Close'].resample(rule=rule, closed='right', label='left').last(), 2)
        df_volume = round(df['Volume'].resample(rule=rule, closed='right', label='left').sum(), 2)
        # print("新周期数据已生成")
        # 生成新周期数据
        df_15t = pd.DataFrame()
        df_15t = df_15t.assign(Open=df_open)
        df_15t = df_15t.assign(High=df_high)
        df_15t = df_15t.assign(Low=df_low)
        df_15t = df_15t.assign(Close=df_close)
        df_15t = df_15t.assign(Volume=df_volume)
        # 去除空值
        df_15t = df_15t.dropna()

        return df_15t


    # 根据通达信5分钟周期数据，生成其他周期数据
    def lc5_resample(filepath, name, targetdir, rule) -> None:
        # (通达信.lc5文件路径, 通达信.lc5文件名称, 处理后要保存到的文件夹)
        # 设置处理后保存文件的路径和名称
        print("周期转换已开始: " + rule)
        file_object_path = targetdir + name.split('.')[0] + ".lc" + rule[:len(rule) - 1] + '.csv'
        df = import_csv(filepath)
        if rule == '60T':
            df = round(change_13_11_14_12(df), 2)

        df = csv_resample(df, rule)
        df.to_csv(file_object_path)
        print("数据转换已完成: " + name)


    def lc5_rule(rule):
        # 设置通达信5分钟周期数据文件所在的文件夹
        path_dir = '../lc5/'
        # 设置要转换的新周期
        rule_cycle = rule
        # 设置数据处理好后，要将csv文件保存的文件夹
        target_dir = '../lc' + rule_cycle[:len(rule_cycle) - 1] + '/'
        # 读取文件夹下的通达信.lc5.csv文件
        listfile = os.listdir(path_dir)
        # 逐个处理文件夹下的通达信.lc5.csv文件，并生成对应的csv文件，保存到对应周期文件夹下
        for fname in listfile:
            lc5_resample(path_dir + fname, fname, target_dir, rule_cycle)
        else:
            print('The for ' + path_dir + ' to ' + target_dir + '  loop is over')
            print("文件转换已完成")


    def change_13_11_14_12(df) -> pd.DataFrame:
        date = []
        for i in df.index:
            if i.hour == 13:
                i = i - Timedelta('02:00:00')
            if i.hour == 14 and i.minute == 0 and i.second == 0:
                i = i - Timedelta('02:00:00')
            date.append(i)
        df = df.assign(Date=pd.Series(date, index=df.index))
        df.set_index(['Date'], inplace=True)
        return df


    # 转换成新周期
    lc5_rule('10T')
    lc5_rule('15T')
    lc5_rule('30T')
    lc5_rule('60T')


    # 读取csv文件，返回pd.DataFrame对象
    def import_csv(stock_code) -> pd.DataFrame:
        df = pd.read_csv(stock_code)
        df['Date'] = pd.to_datetime(df['Date'], format='%Y/%m/%d')
        df.set_index(['Date'], inplace=True)
        return df