bug修复

Administrator

2025-05-23 c285883d71ef8a362b012983dadc7ce4256b40f6

 l2_data_parser.py

@@ -276,8 +276,10 @@
        print(f"处理第{index}批次")
        df["TradePrice"] = df["TradePrice"].apply(str_to_float)
        df["SecurityID"] = df["SecurityID"].apply(code_format)
        df = df[df["SecurityID"].str.startswith(("30", "00", "60"), na=False)]
        # 计算成交金额
        df['TradeAmount'] = df['TradePrice'] * df['TradeVolume']


        # 按SecurityID和BuyNo分组
        grouped = df.groupby(['SecurityID', 'BuyNo'])
@@ -331,6 +333,9 @@
        df = df[df["TickType"] == 'T']
        df["Price"] = df["Price"].apply(str_to_float)
        df["SecurityID"] = df["SecurityID"].apply(code_format)

        df = df[df["SecurityID"].str.startswith(("30", "00", "60"), na=False)]

        # 计算成交金额
        df['TradeMoney'] = df["TradeMoney"].apply(str_to_float)
        # 按SecurityID和BuyNo分组