如何将输出转换为数据框？它基本上是一本字典。尝试过_from字典。
Python代码：
startdate = datetime.date(2017,1,12)
expirydate = datetime.date(2017,1,19)
data = dict()
for x in range(0,3):
for y in range(1,8):
startdate += datetime.timedelta(days=1)
if ((startdate.weekday() !=5) and (startdate.weekday() !=6)):
data [(x,y)] = get_history(symbol="BANKNIFTY",
start= startdate,
end= startdate,
index=True,
option_type='CE',
strike_price= int(df['CE Strike'][y]),
expiry_date=expirydate)
expirydate += datetime.timedelta(days=7)
输出：
{(0,
1): Symbol Expiry Option Type Strike Price Open High Low \
Date
2017-01-13 BANKNIFTY 2017-01-19 CE 19400.0 24.45 26.4 8.5
Close Last Settle Price Number of Contracts Turnover \
Date
2017-01-13 13.6 14.45 13.6 35094 2.725216e+10
Premium Turnover Open Interest Change in OI Underlying
Date
2017-01-13 19213000.0 168360 85160 18912.1 ,
(0,
4): Symbol Expiry Option Type Strike Price Open High Low \
Date
2017-01-16 BANKNIFTY 2017-01-19 CE 19400.0 11.9 32.0 7.05
Close Last Settle Price Number of Contracts Turnover \
Date
2017-01-16 25.75 28.3 25.75 81059 6.296796e+10
Premium Turnover Open Interest Change in OI Underlying
Date
2017-01-16 66171000.0 254920 86560 19096.45 ,
(0,
5): Symbol Expiry Option Type Strike Price Open High \
Date
2017-01-17 BANKNIFTY 2017-01-19 CE 19300.0 47.0 67.8
Low Close Last Settle Price Number of Contracts \
Date
2017-01-17 21.95 31.8 25.1 31.8 168465
Turnover Premium Turnover Open Interest Change in OI \
Date
2017-01-17 1.303265e+11 271486000.0 525800 233600
Underlying
Date
2017-01-17 19067.05 ,
(0,
6): Symbol Expiry Option Type Strike Price Open High \
Date
2017-01-18 BANKNIFTY 2017-01-19 CE 19300.0 26.35 75.6
Low Close Last Settle Price Number of Contracts \
Date
2017-01-18 17.45 28.45 29.0 28.45 271954
Turnover Premium Turnover Open Interest Change in OI \
Date
2017-01-18 2.104234e+11 474900000.0 816520 290720
Underlying
Date
2017-01-18 19164.5 ,
(0,
7): Symbol Expiry Option Type Strike Price Open High Low \
Date
2017-01-19 BANKNIFTY 2017-01-19 CE 19300.0 26.0 26.0 0.05
Close Last Settle Price Number of Contracts Turnover \
Date
2017-01-19 0.1 0.05 0.0 586259 4.526496e+11
Premium Turnover Open Interest Change in OI Underlying
Date
2017-01-19 57618000.0 1461560 645040 19124.25