打板增加日志/处理L2成交数据可设置CPU数量

Administrator

2025-05-27 b96ce90271b2374850068e0f298c58310a2e0e24

打板增加日志/处理L2成交数据可设置CPU数量

 l2/l2_data_manager_new.py

@@ -1041,7 +1041,6 @@
            else:

                try:

                    # 判断是否为首封下单
                    order_begin_pos.first_limit_up_buy = radical_buy_data_manager.is_first_limit_up_buy(code)

@@ -1054,7 +1053,7 @@
                                                                 order_begin_pos.buy_exec_index,
                                                                 local_today_datas.get(code))
                        return False
                    l2_log.debug(code, "可以下单，原因：{}， 下单模式：{}", reason, order_begin_pos.mode)
                    l2_log.debug(code, "可以下单，原因：{}， 下单模式：{} 最小订单号：{}", reason, order_begin_pos.mode, order_begin_pos.min_order_no)
                    l2_log.debug(code, "开始执行买入")
                    trade_manager.start_buy(code, capture_timestamp, last_data,
                                            last_data_index, order_begin_pos.mode, order_begin_pos.buy_exec_index)

 l2_data_parser.py

@@ -227,9 +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):
@@ -265,9 +267,6 @@
            'EndTime': group['TradeTime'].iloc[-1],
            'EndPrice': group['TradePrice'].iloc[-1]
        })




    dtype = {
        'SecurityID': 'category',  # 低基数分类数据
@@ -384,10 +383,21 @@
        elif _type == 'MarketData':
            parse_market_data(day)
        elif _type == 'Transaction_New':
            transaction_big_order_parser.pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv")
            if len(params) > 2:
                process_count = int(params[2].strip())
            else:
                process_count = 4

            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':
            transaction_big_order_parser.pre_process_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick.csv")
            if len(params) > 2:
                process_count = int(params[2].strip())
            else:
                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")