大单导出修改

Administrator

2025-05-27 517b90c5f094d9a8658e16bb748da3f96470fc65

 l2_data_parser.py

@@ -227,9 +227,11 @@
                # 将文件写入到文本
                writer.writerow(row)


def test1(args):
    index, df = args
    print(index)


def pre_process_transactions(csv_path="E:/测试数据/Transaction_Test.csv"):
    def str_to_float(s):
@@ -265,9 +267,6 @@
            'EndTime': group['TradeTime'].iloc[-1],
            'EndPrice': group['TradePrice'].iloc[-1]
        })




    dtype = {
        'SecurityID': 'category',  # 低基数分类数据
@@ -384,20 +383,34 @@
        elif _type == 'MarketData':
            parse_market_data(day)
        elif _type == 'Transaction_New':
            transaction_big_order_parser.pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv")
            if len(params) > 2:
                process_count = int(params[2].strip())
            else:
                process_count = 4

            transaction_big_order_parser.pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv",
                                                                  process_count=process_count)
            transaction_big_order_parser.concat_pre_transactions(f"/home/userzjj/ftp/{day}/Transaction")
        elif _type == 'NGTSTick_New':
            transaction_big_order_parser.pre_process_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick.csv")
            transaction_big_order_parser.concat_pre_transactions(f"/home/userzjj/ftp/{day}/NGTSTick")
        elif _type == 'ExtractDealBigOrder':
            # 提取所有成交的大单
            if len(params) > 2:
                save_path = params[2].strip()
                process_count = int(params[2].strip())
            else:
                save_path = None
                process_count = 4
            transaction_big_order_parser.pre_process_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick.csv",
                                                               process_count=process_count)
            transaction_big_order_parser.concat_pre_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick")
        elif _type == 'Transaction_Concat':
            transaction_big_order_parser.concat_pre_transactions(f"/home/userzjj/ftp/{day}/Transaction")
        elif _type == 'NGTSTick_Concat':
            transaction_big_order_parser.concat_pre_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick")
        elif _type == 'ExtractDealBigOrder':
            # 命令模式  /home/userzjj/app/gp-server/l2_data_parser ExtractDealBigOrder 2025-05-09
            # 根据code提取大单
            if not code:
                print("没有传入代码")
            else:
                if tool.is_sh_code(code):
                    transaction_big_order_parser.extract_big_order_of_code(f"/home/userzjj/ftp/{day}/NGTSTick", code)
                else:
                    transaction_big_order_parser.extract_big_order_of_code(f"/home/userzjj/ftp/{day}/Transaction", code)

            if len(params) > 3:
                target_code = params[3].strip()
            else:
                target_code = None
            parse_deal_big_orders(day, save_path, target_code)