L2大单修改

Administrator

2025-05-26 8df5da80b31542b52b88b4ba6ae1218083c68628

 data_parser/transaction_big_order_parser.py

@@ -166,10 +166,38 @@
def concat_pre_transactions(dir_path):
    __concat_pre_datas(dir_path)


def concat_pre_ngtsticks(dir_path):
    __concat_pre_datas(dir_path)


def process_combined_transaction(dir_path):
    """
    处理拼接起来的数据
    @param dir_path:
    @return:
    """
    combined_path = os.path.join(dir_path, 'combined.csv')
    if not os.path.exists(combined_path):
        print("拼接数据不存在")
        return
    df = pd.read_csv(combined_path)
    df_copy = df.copy()
    grouped = df_copy.groupby(["SecurityID"])
    # 应用聚合函数
    chunk_result = grouped.apply(pd.Series({}))
    # chunk_result["SecurityID"] = chunk_result["SecurityID"].apply(BigOrderDealParser.code_format)
    print(chunk_result.to_string(
        index=False,  # 不显示索引
        justify='left',  # 左对齐
        float_format='%.3f'  # 浮点数格式
    ))




if __name__ == "__main__":
    pre_process_transactions("E:/测试数据/Transaction_Test.csv")
    # pre_process_transactions("E:/测试数据/Transaction_Test.csv")
    # pre_process_ngtsticks("E:/测试数据/NGTSTick_Test.csv")
    concat_pre_transactions("E:/测试数据/Transaction_Test")
    # concat_pre_transactions("E:/测试数据/Transaction_Test")
    process_combined_transaction("E:/测试数据/Transaction_Test")