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我正在处理超过 6MM 行的股票代码数据。我想获取一个符号的所有数据,进行我需要的处理,然后输出结果。

我编写了代码,告诉我每个代码从哪一行开始(参见下面的代码)。我认为如果我知道新符号的开始位置(而不是行号)会更有效,这样我就可以使用 seek(#) 轻松跳转到代码的起始位置。我也很好奇如何扩展此逻辑以读取整个数据块(start_position 到 end_position)以获取股票代码。

import csv
data_line       = 0 # holds the file line number for the symbol
ticker_start        = 0
ticker_end          = 0
cur_sec_ticker  = ""
ticker_dl   = [] # array for holding the line number in the source file for the start of each ticker
reader = csv.reader(open('C:\\temp\sample_data.csv', 'rb'), delimiter=',')
for row in reader:
    if cur_sec_ticker != row[1]:   # only process a new ticker
        ticker_fr = str(data_line) + ',' + row[1] # prep line for inserting into array

        # desired line for inserting into array, ticker_end would be the last 
        # of the current ticker data block, which is the start of the next ticker
        # block (ticker_start - 1)
        #ticker_fr = str(ticker_start) + str(ticker_end) + str(data_line) + ',' + row[1] 

        print ticker_fr
        ticker_dl.append(ticker_fr)
        cur_sec_ticker  = row[1]
    data_line += 1
print ticker_dl

下面我放了一个数据文件的小样本:

seq,Symbol,Date,Open,High,Low,Close,Volume,MA200Close,MA50Close,PrimaryLast,filter_$
1,A,1/1/2008,36.74,36.74,36.74,36.74,0, , ,1,1
2,A,1/2/2008,36.67,36.8,36.12,36.3,1858900, , ,1,1
3,A,1/3/2008,36.3,36.35,35.87,35.94,1980100, , ,1,1
1003,AA,1/1/2008,36.55,36.55,36.55,36.55,0, , ,1,1
1004,AA,1/2/2008,36.46,36.78,36,36.13,7801600, , ,1,1
1005,AA,1/3/2008,36.18,36.67,35.74,36.19,7169000, , ,1,1
2005,AAN,4/20/2009,20,20.7,18.2067,18.68,808700, , ,1,1
2006,AAN,4/21/2009,18.7,19.06,18.6533,18.9933,530200, , ,1,1
2007,AAN,4/22/2009,19.2867,19.6267,18.54,19.1333,801100, , ,1,1
2668,AAP,1/1/2008,37.99,37.99,37.99,37.99,0, , ,1,1
2669,AAP,1/2/2008,37.99,38.15,37.17,37.59,1789200, , ,1,1
2670,AAP,1/3/2008,37.58,38.16,37.35,37.95,1584700, , ,1,1
3670,AAR,1/1/2008,22.94,22.94,22.94,22.94,0, , ,1,1
3671,AAR,1/2/2008,23.1,23.38,22.86,23.15,17100, , ,1,1
3672,AAR,1/3/2008,23,23,22,22.16,45600, , ,1,1
6886,ABB,1/1/2008,28.8,28.8,28.8,28.8,0, , ,1,1
6887,ABB,1/2/2008,29,29.11,28.23,28.64,4697700, , ,1,1
6888,ABB,1/3/2008,27.92,28.35,27.79,28.08,5240100, , ,1,1
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1 回答 1

1

一般情况下,您可以通过该方法获取文件对象的当前位置tell。但是,可能很难让它与将文件读取委托给csv模块的当前代码一起使用。逐行读取时甚至很难做到这一点,因为底层文件对象可能会以比单行更大的块读取(readlineandreadlines方法在后台进行一些缓存以向您隐藏它)。

虽然我会跳过读取特定字节的整个想法,但如果它对你的程序真的很有价值,你可能需要自己负责读取文件,这样你就可以准确地跟踪你在文件中的位置次。tell可能没有必要。

像这样的东西可能会读取一大块数据,然后将其拆分为行和值,同时跟踪到目前为止已读取了多少字节:

def generate_values(f):
    buf = "" # a buffer of data read from the file
    pos = 0  # the position of our buffer within the file

    while True: # loop until we return at the end of the file
        new_data = f.read(4096) # read up to 4k bytes at a time

        if not new_data: # quit if we got nothing
            if buf:
                yield pos, buf.split(",") # handle any data after last newline
            return

        buf += new_data
        line_start = 0 # index into buf

        try:
            while True: # loop until an exception is raised at end of buf
                line_end = buf.index("\n", line_start) # find end of line
                line = buf[line_start:line_end] # excludes the newline

                if line: # skips blank lines
                    yield pos+line_start, line.split(",") # yield pos,data tuple

                line_start = line_end+1
        except ValueError: # raised by `index()`
            pass

        pos += line_end + 1
        buf = buf[line_end + 1:] # keep left over data from end of the buffer

如果您的文件的行结尾不是 ,这可能需要稍作调整\n,但这应该不会太难。

于 2012-12-10T17:41:34.840 回答