买入金额>=30亿/L后撤只囊括100w以上的

Administrator

2025-06-10 efe62c0c92bee36da5179f34bb73e8ee4db6f814

 l2_data_parser.py

@@ -9,6 +9,7 @@

import pandas as pd

from data_parser import transaction_big_order_parser
from db import mysql_data_delegate as mysql_data
from huaxin_client.l2_client_test import L2TransactionDataManager
from log_module import log_export
@@ -226,9 +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):
@@ -264,9 +267,6 @@
            'EndTime': group['TradeTime'].iloc[-1],
            'EndPrice': group['TradePrice'].iloc[-1]
        })




    dtype = {
        'SecurityID': 'category',  # 低基数分类数据
@@ -358,13 +358,13 @@
    print(f"处理完毕，总共{index}批")


if __name__ == '__main__':
if __name__ == '__main__1':
    # df = pd.read_csv(f"E:/测试数据/Transaction_Test.csv")
    pre_process_transactions()

# 命令模式  /home/userzjj/app/gp-server/l2_data_parser Transaction  2025-05-08
# 解析大单： /home/userzjj/app/gp-server/l2_data_parser ExtractDealBigOrder 2025-05-09 /home/userzjj/最终成交数据20250509.txt 000555
if __name__ == '__main__1':
if __name__ == '__main__':
    if len(sys.argv) > 1:
        params = sys.argv[1:]
        print("接收的参数", params)
@@ -383,18 +383,33 @@
        elif _type == 'MarketData':
            parse_market_data(day)
        elif _type == 'Transaction_New':
            pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv")
        elif _type == 'NGTSTick_New':
            pre_process_ngtstick(f"/home/userzjj/ftp/{day}/NGTSTick.csv")
        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

            if len(params) > 3:
                target_code = params[3].strip()
            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':
            if len(params) > 2:
                process_count = int(params[2].strip())
            else:
                target_code = None
            parse_deal_big_orders(day, save_path, target_code)
                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
            if len(params) > 2:
                process_count = int(params[2].strip())
            else:
                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)