"""
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L2数据解析器
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"""
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import csv
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import os
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import sys
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from db import mysql_data_delegate as mysql_data
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def __get_target_codes(day):
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results = mysql_data.Mysqldb().select_all(f"select _code from kpl_limit_up_record where _day='{day}'")
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codes = set([x[0] for x in results])
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return codes
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def parse_order_detail(day, code):
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target_codes = __get_target_codes(day)
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base_path = f"/home/userzjj/ftp/{day}"
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with open(f"{base_path}/OrderDetail.csv", 'r', encoding='utf-8') as file:
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csv_reader = csv.reader(file)
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# 获取表头：: ['ExchangeID', 'SecurityID', 'OrderTime', 'Price', 'Volume', 'Side', 'OrderType', 'MainSeq', 'SubSeq', 'Info1', 'Info2', 'Info3', 'OrderNO', 'OrderStatus', 'BizIndex', 'LocalTimeStamp']
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headers = next(csv_reader)
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print("表头:", headers)
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# 遍历数据行
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_path = f"{base_path}/OrderDetail_filter.csv"
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with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
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# 创建一个 CSV 写入器对象
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writer = csv.writer(csvfile)
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# 逐行写入数据
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for row in csv_reader:
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if row[1] not in target_codes:
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continue
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if code and code != row[1]:
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continue
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# 将文件写入到文本
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writer.writerow(row)
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def parse_transaction(day):
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target_codes = __get_target_codes(day)
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base_path = f"/home/userzjj/ftp/{day}"
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with open(f"{base_path}/Transaction.csv", 'r', encoding='utf-8') as file:
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csv_reader = csv.reader(file)
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# 获取表头：: [ExchangeID,SecurityID,TradeTime,TradePrice,TradeVolume,ExecType,MainSeq,SubSeq,BuyNo,SellNo,Info1,Info2,Info3,TradeBSFlag,BizIndex,LocalTimeStamp]
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headers = next(csv_reader)
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print("表头:", headers)
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# 遍历数据行
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_path = f"{base_path}/Transaction_filter.csv"
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with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
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# 创建一个 CSV 写入器对象
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writer = csv.writer(csvfile)
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# 逐行写入数据
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for row in csv_reader:
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if row[1] not in target_codes:
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continue
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# 将文件写入到文本
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writer.writerow(row)
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def parse_ngtstick(day):
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target_codes = __get_target_codes(day)
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base_path = f"/home/userzjj/ftp/{day}"
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with open(f"{base_path}/NGTSTick.csv", 'r', encoding='utf-8') as file:
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csv_reader = csv.reader(file)
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# 获取表头：: [ExchangeID,SecurityID,MainSeq,SubSeq,TickTime,TickType,BuyNo,SellNo,Price,Volume,TradeMoney,Side,TradeBSFlag,MDSecurityStat,Info1,Info2,Info3,LocalTimeStamp]
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headers = next(csv_reader)
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print("表头:", headers)
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# 遍历数据行
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_path = f"{base_path}/NGTSTick_filter.csv"
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with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
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# 创建一个 CSV 写入器对象
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writer = csv.writer(csvfile)
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# 逐行写入数据
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for row in csv_reader:
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if row[1] not in target_codes:
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continue
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# 将文件写入到文本
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writer.writerow(row)
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def parse_market_data(day):
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target_codes = __get_target_codes(day)
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base_path = f"/home/userzjj/ftp/{day}"
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with open(f"{base_path}/MarketData.csv", 'r', encoding='utf-8') as file:
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csv_reader = csv.reader(file)
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# 获取表头：: [SecurityID,ExchangeID,DataTimeStamp,PreClosePrice,OpenPrice,NumTrades,TotalVolumeTrade,TotalValueTrade,TotalBidVolume,AvgBidPrice,TotalAskVolume,AvgAskPrice,HighestPrice,LowestPrice,LastPrice,BidPrice1,BidVolume1,AskPrice1,AskVolume1....]
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headers = next(csv_reader)
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print("表头:", headers)
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# 遍历数据行
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_path = f"{base_path}/MarketData_filter.csv"
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with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
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# 创建一个 CSV 写入器对象
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writer = csv.writer(csvfile)
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# 逐行写入数据
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for row in csv_reader:
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if row[0] not in target_codes:
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continue
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# 将文件写入到文本
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writer.writerow(row)
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if __name__ == '__main__':
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if len(sys.argv) > 1:
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params = sys.argv[1:]
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print("接收的参数", params)
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_type = params[0].strip()
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day = params[1].strip()
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if len(params)>2:
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code = params[2].strip()
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else:
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code = None
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if _type == 'OrderDetail':
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parse_order_detail(day, code)
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elif _type == 'Transaction':
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parse_transaction(day)
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elif _type == 'NGTSTick':
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parse_ngtstick(day)
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elif _type == 'MarketData':
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parse_market_data(day)
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