Python Pandas使用说明（期货行情数据分析）

Python Pandas使用说明（期货行情数据分析）

安装pandas模块

pip3 install pandas

导入pandas模块

代码：

import pandas as pd

从CSV文件读取数据

df = pd.read_csv(filename)

沪金2102.csv文件

截取文件前21行如下，第1行：标题行；第2-21行：数据

Date,Time,Open,Max,Min,Close,TradeNumber,HolderNumber,Average
2020/12/23,02:27,391.8600,391.8600,391.7000,391.7000,59.0000,50041.0000,391.8169
2020/12/23,02:28,391.7000,391.9200,391.6800,391.8400,75.0000,50000.0000,391.8222
2020/12/23,02:29,391.8800,391.9200,391.6000,391.6000,131.0000,49936.0000,391.7632
2020/12/23,09:00,391.3400,391.5800,391.2200,391.5200,689.0000,49902.0000,391.4023
2020/12/23,09:01,391.5200,391.8000,391.5000,391.6000,296.0000,49869.0000,391.5945
2020/12/23,09:02,391.5800,391.8600,391.5400,391.8200,430.0000,49827.0000,391.7182
2020/12/23,09:03,391.8000,391.9200,391.6600,391.7800,268.0000,49859.0000,391.7683
2020/12/23,09:04,391.7800,391.8600,391.6000,391.7000,211.0000,49833.0000,391.7079
2020/12/23,09:05,391.6800,391.7200,391.5400,391.6000,244.0000,49834.0000,391.6280
2020/12/23,09:06,391.6200,391.6200,391.5000,391.5800,188.0000,49842.0000,391.5675
2020/12/23,09:07,391.5600,391.6000,391.5000,391.5000,207.0000,49848.0000,391.5408
2020/12/23,09:08,391.5200,391.5200,391.4200,391.4600,169.0000,49851.0000,391.4600
2020/12/23,09:09,391.4400,391.4400,391.3400,391.4400,267.0000,49821.0000,391.3938
2020/12/23,09:10,391.4400,391.5600,391.3800,391.4800,181.0000,49825.0000,391.4754
2020/12/23,09:11,391.4800,391.6200,391.3400,391.6000,254.0000,49831.0000,391.4771
2020/12/23,09:12,391.6200,391.7400,391.5600,391.7400,134.0000,49826.0000,391.6423
2020/12/23,09:13,391.7200,391.7400,391.5600,391.5800,210.0000,49776.0000,391.6367
2020/12/23,09:14,391.5400,391.7000,391.5400,391.7000,86.0000,49766.0000,391.5933
2020/12/23,09:15,391.6800,391.9200,391.5800,391.7800,373.0000,49744.0000,391.7805
2020/12/23,09:16,391.7600,392.0200,391.7600,391.9800,513.0000,49802.0000,391.9118

Futures1.py代码

#!/usr/local/bin/python3
# -*- coding:utf-8 -*-

import os
import pandas as pd

def get_cwd():
	return os.path.dirname(__file__)

def get_path():
	return os.path.realpath(__file__)

def read_data(filename, nrows = None):
	try:
		if nrows == None:
			df = pd.read_csv(filename)
		else:
			df = pd.read_csv(filename, nrows = nrows)
		return df
	except:
		print("Cannot open file %s." %filename)

def print_data(df):
	print(df)
	print(df[['Date', 'Time', 'Open', 'Max', 'Min', 'Close', 'TradeNumber', 'HolderNumber']])

if __name__ == '__main__':
	def main():
		filename = get_cwd() + '/1分钟/沪金2102.csv'
		df = read_data(filename, nrows = 10)
		print_data(df)

	main()

运行结果：

         Date   Time    Open  ...  TradeNumber  HolderNumber   Average
0  2020/12/23  02:27  391.86  ...         59.0       50041.0  391.8169
1  2020/12/23  02:28  391.70  ...         75.0       50000.0  391.8222
2  2020/12/23  02:29  391.88  ...        131.0       49936.0  391.7632
3  2020/12/23  09:00  391.34  ...        689.0       49902.0  391.4023
4  2020/12/23  09:01  391.52  ...        296.0       49869.0  391.5945
5  2020/12/23  09:02  391.58  ...        430.0       49827.0  391.7182
6  2020/12/23  09:03  391.80  ...        268.0       49859.0  391.7683
7  2020/12/23  09:04  391.78  ...        211.0       49833.0  391.7079
8  2020/12/23  09:05  391.68  ...        244.0       49834.0  391.6280
9  2020/12/23  09:06  391.62  ...        188.0       49842.0  391.5675
[10 rows x 9 columns]
         Date   Time    Open     Max     Min   Close  TradeNumber  HolderNumber
0  2020/12/23  02:27  391.86  391.86  391.70  391.70         59.0       50041.0
1  2020/12/23  02:28  391.70  391.92  391.68  391.84         75.0       50000.0
2  2020/12/23  02:29  391.88  391.92  391.60  391.60        131.0       49936.0
3  2020/12/23  09:00  391.34  391.58  391.22  391.52        689.0       49902.0
4  2020/12/23  09:01  391.52  391.80  391.50  391.60        296.0       49869.0
5  2020/12/23  09:02  391.58  391.86  391.54  391.82        430.0       49827.0
6  2020/12/23  09:03  391.80  391.92  391.66  391.78        268.0       49859.0
7  2020/12/23  09:04  391.78  391.86  391.60  391.70        211.0       49833.0
8  2020/12/23  09:05  391.68  391.72  391.54  391.60        244.0       49834.0
9  2020/12/23  09:06  391.62  391.62  391.50  391.58        188.0       49842.0

读取csv文件所有行（从filename变量指定的文件读取）

df = pd.read_csv(filename)

读取csv文件指定行数

读取前10行（第0至9行）数据

df = pd.read_csv(filename, nrows = 10)

打印df的所有数据

print(df)

列引用

单列引用

dataframe类型的对象使用方括号[ ]引用列数据。引用’Date’列：

df['Date']

多列引用

引用’Date’, 'Time’两列数据，说明：多列使用了列表[ ]形式，因此出现连续两个方括号。

df[['Date', 'Time']]

如下代码打印Date, Time, Open, Max, Min, Close, TradeNumber, HolderNumber所在列的数据，没有打印Average列的数据。

print(df[['Date', 'Time', 'Open', 'Max', 'Min', 'Close', 'TradeNumber', 'HolderNumber']])

Futures2.py代码

以下仅列出print_data函数与main函数的代码（与Future1.py不同的部分）

def print_data(df):
	print(df[: