November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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处理金融数据
｜
63
打开磁盘上的文件（如有必要，请调整路径和文件名）。
设置一个五次迭代的
for
循环。
打印打开的
CSV
文件中的前五行。
这种方式可以简单地检查数据。人们了解到有一个标题行，并且每行的单个数据点
分别表示日期，开盘，最高，最低，收盘，计数和体量。但是，该数据在内存中尚
不可用，无法与
Python
进一步配合使用。
3.1.2
用
Python
读取
CSV
文件
要使用存储格式为
CSV
文件的数据，就需要对文件进行解析，并将数据存储在
Python
数据结构中。
Python
有一个称为
csv
的内置模块，该模块支持从
CSV
文件读
取数据。第一种方法产生一个列表对象，其中包含其他列表对象以及文件中的数据：
In [3]: import csv
In [4]: csv_reader = csv.reader(open(fn, 'r'))
In [5]: data = list(csv_reader)
In [6]: data[:5]
Out[6]: [['Date', 'HIGH', 'CLOSE', 'LOW', 'OPEN', 'COUNT', 'VOLUME'],
['2020-04-01',
'248.72',
'240.91',
'239.13',
'246.5',
'460606.0',
'44054638.0'],
['2020-04-02',
'245.15', ...
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