大单导出修改

Administrator

2025-05-27 517b90c5f094d9a8658e16bb748da3f96470fc65

大单导出修改

 data_parser/transaction_big_order_parser.py

@@ -194,10 +194,49 @@
    ))


def extract_big_order_of_code(dir_path, code):
    """
    提取代码的大单
    @param code:
    @return:
    """

    def first_last(group):
        """
            获取第一条数据与最后一条
            @param group:
            @return:
            """
        return pd.Series({
            'TotalAmount': group['TotalAmount'].sum(),
            'TotalVolume': group['TotalVolume'].sum(),
            'StartTime': group['StartTime'].iloc[0],
            'StartPrice': group['StartPrice'].iloc[0],
            'EndTime': group['EndTime'].iloc[-1],
            'EndPrice': group['EndPrice'].iloc[-1]
        })

    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()
    df_copy = df_copy[df_copy["SecurityID"] == int(code)]
    if df_copy.empty:
        print("目标代码对应成交数据为空")
        return
    df_copy["SecurityID"] = df_copy["SecurityID"].apply(BigOrderDealParser.code_format)
    # 按SecurityID和BuyNo分组
    grouped = df_copy.groupby(['SecurityID', 'BuyNo'])
    grouped_result = grouped.apply(first_last)
    grouped_result = grouped_result[grouped_result["TotalAmount"] > 500000]
    grouped_result.to_csv(os.path.join(dir_path, f"{code}.csv"))
    print("保存成功")


if __name__ == "__main__":
    # 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")
    process_combined_transaction("E:/测试数据/Transaction_Test")
    extract_big_order_of_code("E:/测试数据/Transaction_Test", "000017")

 l2_data_parser.py

@@ -403,17 +403,14 @@
            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
            if len(params) > 2:
                save_path = params[2].strip()
            # 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:
                save_path = None
                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)