大单解析修改

Administrator

2025-05-26 b51b2ae184fad5aaf37a78903987e064f192d430

大单解析修改

 data_parser/transaction_big_order_parser.py

@@ -2,6 +2,7 @@
大单成交数据解析器
"""
import os
import re
from multiprocessing import Pool

import pandas as pd
@@ -141,9 +142,10 @@
    """
    combined_path = os.path.join(dir_path, 'combined.csv')
    if os.path.exists(combined_path):
        print("合并的目标文件已存在")
        return
    file_list = os.listdir(dir_path)
    file_list.sort(key=lambda x: int(x.split(".")[0]))
    file_list.sort(key=lambda x: int(re.findall(r'\d+', x)[0]))
    df_list = []
    for file in file_list:
        df = pd.read_csv(os.path.join(dir_path, file))
@@ -151,17 +153,23 @@
            continue
        df["SecurityID"] = df["SecurityID"].apply(BigOrderDealParser.code_format)
        df_list.append(df)
    print("准备合并的文件数量：", len(df_list))

    combined_df = pd.concat(df_list, ignore_index=True)

    print("合并完成，准备写入文件！")
    # 保存结果
    combined_df.to_csv(combined_path, index=False)
    print("写入文件完成！")


def concat_pre_transactions(dir_path):
    __concat_pre_datas(dir_path)

def concat_pre_ngtsticks(dir_path):
    __concat_pre_datas(dir_path)

if __name__ == "__main__":
    # pre_process_transactions("E:/测试数据/Transaction_Test.csv")
    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")

 l2_data_parser.py

@@ -388,7 +388,13 @@
            transaction_big_order_parser.concat_pre_transactions(f"/home/userzjj/ftp/{day}/Transaction")
        elif _type == 'NGTSTick_New':
            transaction_big_order_parser.pre_process_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick.csv")
            transaction_big_order_parser.concat_pre_transactions(f"/home/userzjj/ftp/{day}/NGTSTick")
            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':
            # 提取所有成交的大单
            if len(params) > 2: