Question

我的数据看起来像这样（注意SPX之后的PM）：

11 Dec 1650.00 (SPXPM1130L1650-E),1.90,0.0,1.35,2.30,0,10,11 Dec 1650.00 (SPXPM1130X1650-E),0.0,0.0,376.20,380.00,0,0,

或者像这样（注意没有-E，W或PM）：

14 Oct 800.00 (SPX1418J800),0.0,0.0,1067.10,1071.40,0,0,14 Oct 800.00 (SPX1418V800),0.09,0.0,0.0,0.05,0,25,

或看起来像这样的数据（注意SPX后的额外W）：

11 Jan 1075.00 (SPXW1128A1075-E),0.0,0.0,215.30,217.00,0,0,11 Jan 1075.00 (SPXW1128M1075-E),0.05,-0.10,0.05,0.10,10,15535,

我在Python中使用以下正则表达式来获取数据的整个第一个逗号分隔字段（即"14 Oct 800.00 (SPX1418J800)"）：

spx_symbol = re.compile("\\(SPX(1[0-9])([0-9]{2})([A-Z])([0-9]{3,4})-E\\)")

这适用于上面的第二种数据格式（具有W的那种格式），但是当 NOT 额外的＆＃34; W＆＃34;当我试图从固定点获取令牌时，有些人没有额外的-E或PM，。请参阅以下功能。

当我喂它上面的第一行时，我得到：

spx_symbol.split(line)

这是使用split之后这些令牌的方式，并且只有原始正则表达式在某些时候有效：

def ExpiryMonth(s):
    """
    SPX contract months
    """
    call_months = "ABCDEFGHIJKL"
    put_months = "MNOPQRSTUVWX"

    try:
        m = call_months.index(s)
    except ValueError:
        m = put_months.index(s)

    return m

#spx_symbol = re.compile("\\(SPX(1[0-9])([0-9]{2})([A-Z])([0-9]{3,4})-E\\)") WORKS SOME OF TIME
spx_symbol = re.compile("\((SPX(1[0-9])([0-9]{2})([A-Z])([0-9]{3,4})(-E)?\\))")

def parseSPX(s):
    """
    Parse an SPX quote string, return expiry date and strike
    """
    tokens = spx_symbol.split(s)

    if len(tokens) == 1:
        return {'dtExpiry': None, 'strike': -1}

    year = 2000 + int(tokens[1])
    day = int(tokens[2])
    month = ExpiryMonth(tokens[3])
    strike = float(tokens[4])

    dtExpiry = datetime.date(year, month, day)

    return ({'dtExpiry': dtExpiry, 'strike': strike})

Answer 1

我在python中有一个正则表达式，试图获取数据的整个第一个逗号分隔字段。换句话说，例如，＆＃34; 8月8日800.00（SPX1418J800）＆＃34;

只需使用split，分隔逗号并获取第一个元素，您就不需要了：

s="14 Oct 800.00 (SPX1418J800),0.0,0.0,1067.10,1071.40,0,0,14 Oct 800.00 (SPX1418V800),0.09,0.0,0.0,0.05,0,25"

print(s.split(",",1)[0])
14 Oct 800.00 (SPX1418J800)


s1 = "11 Jan 1075.00 (SPXW1128A1075-E),0.0,0.0,215.30,217.00,0,0,11 Jan 1075.00 (SPXW1128M1075-E),0.05,-0.10,0.05,0.10,10,15535,"
print(s1.split(",",1)[0])
11 Jan 1075.00 (SPXW1128A1075-E)

如果您只是想根据问题中的输出而在parens内部，那么您可以再次拆分：

s = "14 Oct 800.00 (SPX1418J800),0.0,0.0,1067.10,1071.40,0,0,14 Oct 800.00 (SPX1418V800),0.09,0.0,0.0,0.05,0,25"

print(s.split(",",1)[0].rsplit(" ",1)[-1])
(SPX1418J800)

或者只是使用csv模块：

import  csv
with open(my.csv) as f:
    reader = csv.reader(f,delimiter=",")
    for line in reader:
        print(line[0])
14 Oct 800.00 (SPX1418J800)
11 Jan 1075.00 (SPXW1128A1075-E)

Answer 2

这是我使用的RegEx：

"\((SPXW?(1[0-9])([0-9]{2})([A-Z])([0-9]{3,4})(-E)?\))"

你可以看到它在这里运作。我正在打印整个匹配的部分

>>> first_fields = [
... "14 Oct 800.00 (SPX1418J800)",
... "11 Jan 1075.00 (SPXW1128A1075-E)"
... ]
>>> spx_symbols = re.compile("\((SPXW?(1[0-9])([0-9]{2})([A-Z])([0-9]{3,4})(-E)?\))")
>>> for f in first_fields:
...     print spx_symbols.search(f).group(0)
...
(SPX1418J800)
(SPXW1128A1075-E)

我所做的改变：

W? - This looks for an optional "W"
(-E)? - This looks for an optional "-E"

正则表达式匹配两个csv字段

2 个答案: