python处理金融数据_python-金融数据处理demo

1.

扫描当前目录下过滤的文件比如所有csv文件名

遍历所有csv文件进行读取数据处理

数据处理结果写入result.csv文件里面输出

(python2.78)

import glob,os,pdb,csv

count=0

amount=0

for filename in glob.glob('data/*.csv'):

reader = csv.reader(file(filename,'rb'))

for line in reader:

if reader.line_num == 1:

continue

#print line[3]

#pdb.set_trace()

count+=1

amount+=(float)(line[3])

writer = csv.writer(open("result.csv","wb"),quoting=csv.QUOTE_ALL)

writer.writerow([count,amount])

#glob.glob('E:/data/*.csv')

python pdb调试技巧参考：http://www.ibm.com/developerworks/cn/linux/l-cn-pythondebugger/

2.其他遍历目录获取当前文件名的方法

import os

filenames=os.listdir(os.getcwd())

for name in filenames:

filenames[filenames.index(name)]=name[:-3]

print filenames

raw_input();

3.

filename = r'a.txt'

alist = []

lines = open(filename,'r').readlines()

alist = [line.strip().split(',')[3] for line in lines ]#字段以逗号分隔，这里取得是第4列

filename = r'a.txt'

alist = []

lines = open(filename,'r').readlines()

alist = [line.strip().split()[1] for line in lines ]#字段以空格分隔(如果是tab，请换为\t)，这里取得是第2列

4.时间

yesterday=float((datetime.date.today()-datetime.timedelta(days=1)).strftime('%Y%m%d'))