文章来源: 量化小课堂
本篇文章实现将日线数据转换为周线数据，并保存到csv格式文件中。
#coding: utf-8
import pandas as pd
stock_data = pd.read_csv('all_trading_data/stock data/sh600000.csv', parse_dates=[1])
period_type = 'w'
stock_data.set_index('date', inplace=True)
period_stock_data = stock_data.resample(period_type, how='last')
period_stock_data['change'] = stock_data['change'].resample(period_type, how=lambda x:(x+1.0).prod()-1.0)
period_stock_data['open'] = stock_data['open'].resample(period_type, how='first')
period_stock_data['high'] = stock_data['high'].resample(period_type, how='max')
period_stock_data['low'] = stock_data['low'].resample(period_type, how='min')
period_stock_data['volume'] = stock_data['volume'].resample(period_type, how='sum')
period_stock_data['money'] = stock_data['money'].resample(period_type, how='sum')
period_stock_data['turnover'] = period_stock_data['volume'] / \
(period_stock_data['traded_market_value'] / period_stock_data['close'])
period_stock_data = period_stock_data[period_stock_data['code'].notnull()]
period_stock_data.reset_index(inplace=True)
period_stock_data.to_csv('week_stock_data.csv', index=False)
