2,所有文件中,按照“交易日”最长的列作为基准列,汇总计算每个交易日的“历史盈亏”形成一个新的数据文件并导出到csv中。
请python高手帮忙。以前是用sas写的,现在想转python。
- import pandas as pd
- import numpy as np
- import matplotlib.pyplot as plt
- import os
- import tushare as ts
- file = os.listdir('E:\WorkSpace\实盘\策略跟踪数据\商品CTA一号')
- path = os.path.abspath('E:\WorkSpace\实盘\策略跟踪数据\商品CTA一号')
- lastFile = []
- filePath = []
- for filename in file:
- lastFile = os.path.join(path,filename)
- print(lastFile)
- filePath.append(lastFile)
- print(filePath)
- print(len(filePath))
- dataFileList = []
- for dataFileNum in filePath:
- dataFileNum_ = open(dataFileNum)
- dataFile = pd.read_csv(dataFileNum_,index_col='交易日')
- print(dataFile)
- dataFileList.append(dataFile)
- print(dataFileList)