From 517b90c5f094d9a8658e16bb748da3f96470fc65 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 27 五月 2025 13:09:16 +0800
Subject: [PATCH] 大单导出修改
---
l2_data_parser.py | 19 ++++++++-----------
data_parser/transaction_big_order_parser.py | 41 ++++++++++++++++++++++++++++++++++++++++-
2 files changed, 48 insertions(+), 12 deletions(-)
diff --git a/data_parser/transaction_big_order_parser.py b/data_parser/transaction_big_order_parser.py
index 48be723..e986684 100644
--- a/data_parser/transaction_big_order_parser.py
+++ b/data_parser/transaction_big_order_parser.py
@@ -194,10 +194,49 @@
))
+def extract_big_order_of_code(dir_path, code):
+ """
+ 鎻愬彇浠ｇ爜鐨勫ぇ鍗�
+ @param code:
+ @return:
+ """
+
+ def first_last(group):
+ """
+ 鑾峰彇绗竴鏉℃暟鎹笌鏈�鍚庝竴鏉�
+ @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("鎷兼帴鏁版嵁涓嶅瓨鍦�")
+ 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("鐩爣浠ｇ爜瀵瑰簲鎴愪氦鏁版嵁涓虹┖")
+ return
+ df_copy["SecurityID"] = df_copy["SecurityID"].apply(BigOrderDealParser.code_format)
+ # 鎸塖ecurityID鍜孊uyNo鍒嗙粍
+ 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("淇濆瓨鎴愬姛")
if __name__ == "__main__":
# pre_process_transactions("E:/娴嬭瘯鏁版嵁/Transaction_Test.csv")
# pre_process_ngtsticks("E:/娴嬭瘯鏁版嵁/NGTSTick_Test.csv")
# concat_pre_transactions("E:/娴嬭瘯鏁版嵁/Transaction_Test")
- process_combined_transaction("E:/娴嬭瘯鏁版嵁/Transaction_Test")
+ extract_big_order_of_code("E:/娴嬭瘯鏁版嵁/Transaction_Test", "000017")
diff --git a/l2_data_parser.py b/l2_data_parser.py
index eb3f982..7fb76cf 100644
--- a/l2_data_parser.py
+++ b/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':
- # 鎻愬彇鎵�鏈夋垚浜ょ殑澶у崟
- if len(params) > 2:
- save_path = params[2].strip()
+ # 鍛戒护妯″紡 /home/userzjj/app/gp-server/l2_data_parser ExtractDealBigOrder 2025-05-09
+ # 鏍规嵁code鎻愬彇澶у崟
+ if not code:
+ print("娌℃湁浼犲叆浠ｇ爜")
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)
--
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