文章来源: 量化小课堂

#!/usr/bin/env python
#coding:utf-8

import os
import pandas as pd 

file_list = []
for root, dirs, files in os.walk('data'):
    if files:
        for f in files:
            if '.csv' in f:
                file_list.append(f.split('.csv')[0])


output = pd.DataFrame()

for f in file_list:
    code = f.split()[-1].strip()
    print code

    stock_data = pd.read_csv('data' + f + '.csv', parse_dates=[0])
    stock_data['Money'] = stock_data['Volume'] * stock_data['Price']

    l = len(output)
    output.loc[l, 'code'] = code
    output.loc[l, '平均每笔交易成交量'] = stock_data['Volume'].mean()

    data = stock_data.groupby('BullSell')['Money'].sum()
    if 'B' in data.index:
        output.loc[l, '资金流入'] = data['B']
    if 'S' in data.index:
        output.loc[l, '资金流出'] = data['S']

    data = stock_data[stock_data['Volume'] > 50000].groupby('BuySell')['Money'].sum()
    if 'B' in data.index:
        output.loc[l, '主力资金流入'] = data['B']
    if 'S' in data.index:
        output.loc[l, '主力资金流出'] = data['S']  


output.to_csv('资金流数据.csv', index=False, encoding='gbk')