Administrator
2025-05-09 7955fb9e793936e5cd43c880931dfd37edc0560d
bug修复
1个文件已修改
16 ■■■■ 已修改文件
l2_data_parser.py 16 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
l2_data_parser.py
@@ -99,15 +99,15 @@
    @param day:
    @return:
    """
    print("开始处理成交大单数据", day, big_order_path, target_code)
    print("*******开始处理成交大单数据", day, big_order_path, target_code)
    l2_data_manager_dict = {}
    # 解析数据
    __start_time = time.time()
    transaction_data = parse_transaction(day)
    print("Transaction 读取完毕", len(transaction_data), "耗时", int(time.time() - __start_time))
    print("*******Transaction 读取完毕", len(transaction_data), "耗时", int(time.time() - __start_time))
    __start_time = time.time()
    ngtstick_data = parse_ngtstick(day)
    print("NGTSTick 读取完毕", len(ngtstick_data), "耗时", int(time.time() - __start_time))
    print("*******NGTSTick 读取完毕", len(ngtstick_data), "耗时", int(time.time() - __start_time))
    __start_time = time.time()
    big_order_list = []
    for index, row in enumerate(transaction_data):
@@ -135,7 +135,7 @@
            while not l2_data_manager.big_accurate_sell_order_queue.empty():
                data = l2_data_manager.big_accurate_sell_order_queue.get()
                big_order_list.append((code, 1, data))
    print("Transaction 处理完毕", len(big_order_list), "耗时", int(time.time() - __start_time))
    print("********Transaction 处理完毕", len(big_order_list), "耗时", int(time.time() - __start_time))
    __start_time = time.time()
    for index, row in enumerate(ngtstick_data):
@@ -168,7 +168,7 @@
            while not l2_data_manager.big_accurate_sell_order_queue.empty():
                data = l2_data_manager.big_accurate_sell_order_queue.get()
                big_order_list.append((code, 1, data))
    print("NGTSTick 处理完毕", len(big_order_list), "耗时", int(time.time() - __start_time))
    print("********NGTSTick 处理完毕", len(big_order_list), "耗时", int(time.time() - __start_time))
    __start_time = time.time()
    # 读取剩余的未读数据的代码
    for code in l2_data_manager_dict:
@@ -180,13 +180,13 @@
        while not l2_data_manager.big_accurate_sell_order_queue.empty():
            data = l2_data_manager.big_accurate_sell_order_queue.get()
            big_order_list.append((code, 1, data))
    print("开始写入本地文件:", len(big_order_list), "耗时", int(time.time() - __start_time))
    print("********开始写入本地文件:", len(big_order_list), "耗时", int(time.time() - __start_time))
    __start_time = time.time()
    # 开始写入本地文件
    with open(big_order_path, mode='w', encoding='utf-8') as f:
        for order in big_order_list:
            f.write(f"{order}")
    print("写入本地文件结束:", "耗时", int(time.time() - __start_time))
            f.write(f"{order}\n")
    print("*******写入本地文件结束:", "耗时", int(time.time() - __start_time))
    __start_time = time.time()