大单解析按照代码来聚合

Administrator

2025-05-28 7d38983528a2706efd404379126df203c9e13038

大单解析按照代码来聚合

 data_parser/transaction_big_order_parser.py

@@ -194,6 +194,9 @@
    ))


__combined_df_cache = {}


def extract_big_order_of_code(dir_path, code=None):
    """
    提取代码的大单
@@ -224,15 +227,23 @@
        print("拼接数据不存在")
        return

    if not code:
        codes = extract_big_order_codes(dir_path)
        print("总代码数量：", len(codes))
        for code in codes:
            extract_big_order_of_code(dir_path, code)
    if code:
        output_path = os.path.join(dir_path, f"big_buy_{code}.csv")
    else:
        output_path = os.path.join(dir_path, f"big_buy.csv")

    if os.path.exists(output_path):
        print("路径已存在")
        print("路径已存在:", output_path)
        return
    df = pd.read_csv(combined_path)
    df = __combined_df_cache.get(combined_path)
    if not df:
        df = pd.read_csv(combined_path)
        __combined_df_cache[combined_path] = df
    df_copy = df.copy()
    if code:
        df_copy = df_copy[df_copy["SecurityID"] == int(code)]
@@ -257,16 +268,6 @@
    @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({
        })

    combined_path = os.path.join(dir_path, 'combined.csv')
    if not os.path.exists(combined_path):
        print("拼接数据不存在")