| | |
|---|
| | | continue |
|---|
| | | if code not in l2_data_manager_dict: |
|---|
| | | l2_data_manager_dict[code] = L2TransactionDataManager(code, True) |
|---|
| | | l2_data_manager_dict[code].add_transaction_data(item, big_order_money_threshold=100e4) |
|---|
| | | l2_data_manager_dict[code].add_transaction_data(item, big_order_money_threshold=60e4) |
|---|
| | | if index % 100 == 0: |
|---|
| | | # 读取队列中的数据 |
|---|
| | | l2_data_manager: L2TransactionDataManager = l2_data_manager_dict[code] |
|---|
| | |
|---|
| | | 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': |
|---|
| | | # 提取所有成交的大单 |
|---|
| | | # 命令模式 /home/userzjj/app/gp-server/l2_data_parser ExtractDealBigOrder 2025-05-09 |
|---|
| | | if len(params) > 2: |
|---|
| | | save_path = params[2].strip() |
|---|
| | | process_count = int(params[2].strip()) |
|---|
| | | else: |
|---|
| | | save_path = None |
|---|
| | | |
|---|
| | | if len(params) > 3: |
|---|
| | | target_code = params[3].strip() |
|---|
| | | else: |
|---|
| | | target_code = None |
|---|
| | | parse_deal_big_orders(day, save_path, target_code) |
|---|
| | | process_count = 10 |
|---|
| | | transaction_big_order_parser.extract_big_order_of_all(f"/home/userzjj/ftp/{day}/NGTSTick", |
|---|
| | | process_count=process_count) |
|---|
| | | transaction_big_order_parser.extract_big_order_of_all(f"/home/userzjj/ftp/{day}/Transaction", |
|---|
| | | process_count=process_count) |
|---|
