From 7eb1a8ed1a007d80de41d131071ee38f5872700c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 07 二月 2025 14:26:37 +0800
Subject: [PATCH] 辨识度票策略修改/恢复P撤/上传订阅涨幅
---
l2_data_parser.py | 105 +++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 95 insertions(+), 10 deletions(-)
diff --git a/l2_data_parser.py b/l2_data_parser.py
index 0d0a4d9..b7feec4 100644
--- a/l2_data_parser.py
+++ b/l2_data_parser.py
@@ -2,28 +2,113 @@
L2鏁版嵁瑙ｆ瀽鍣�
"""
import csv
+import os
import sys
+from db import mysql_data_delegate as mysql_data
-def parse_order_detail():
- with open('/home/userzjj/ftp/20250123/OrderDetail.csv', 'r', encoding='utf-8') as file:
+def __get_target_codes(day):
+ results = mysql_data.Mysqldb().select_all(f"select _code from kpl_limit_up_record where _day='{day}'")
+ codes = set([x[0] for x in results])
+ return codes
+
+
+def parse_order_detail(day):
+ target_codes = __get_target_codes(day)
+ base_path = f"/home/userzjj/ftp/{day}"
+ with open(f"{base_path}/OrderDetail.csv", 'r', encoding='utf-8') as file:
csv_reader = csv.reader(file)
# 鑾峰彇琛ㄥご锛�: ['ExchangeID', 'SecurityID', 'OrderTime', 'Price', 'Volume', 'Side', 'OrderType', 'MainSeq', 'SubSeq', 'Info1', 'Info2', 'Info3', 'OrderNO', 'OrderStatus', 'BizIndex', 'LocalTimeStamp']
headers = next(csv_reader)
print("琛ㄥご:", headers)
# 閬嶅巻鏁版嵁琛�
- max_count = 10
- count = 0
- for row in csv_reader:
- print(row)
- count += 1
- if count > max_count:
- break
+ _path = f"{base_path}/OrderDetail_filter.csv"
+ with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
+ # 鍒涘缓涓�涓� CSV 鍐欏叆鍣ㄥ璞�
+ writer = csv.writer(csvfile)
+ # 閫愯鍐欏叆鏁版嵁
+ for row in csv_reader:
+ if row[1] not in target_codes:
+ continue
+ # 灏嗘枃浠跺啓鍏ュ埌鏂囨湰
+ writer.writerow(row)
+
+
+def parse_transaction(day):
+ target_codes = __get_target_codes(day)
+ base_path = f"/home/userzjj/ftp/{day}"
+ with open(f"{base_path}/Transaction.csv", 'r', encoding='utf-8') as file:
+ csv_reader = csv.reader(file)
+ # 鑾峰彇琛ㄥご锛�: [ExchangeID,SecurityID,TradeTime,TradePrice,TradeVolume,ExecType,MainSeq,SubSeq,BuyNo,SellNo,Info1,Info2,Info3,TradeBSFlag,BizIndex,LocalTimeStamp]
+ headers = next(csv_reader)
+ print("琛ㄥご:", headers)
+ # 閬嶅巻鏁版嵁琛�
+ _path = f"{base_path}/Transaction_filter.csv"
+ with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
+ # 鍒涘缓涓�涓� CSV 鍐欏叆鍣ㄥ璞�
+ writer = csv.writer(csvfile)
+ # 閫愯鍐欏叆鏁版嵁
+ for row in csv_reader:
+ if row[1] not in target_codes:
+ continue
+ # 灏嗘枃浠跺啓鍏ュ埌鏂囨湰
+ writer.writerow(row)
+
+
+def parse_ngtstick(day):
+ target_codes = __get_target_codes(day)
+ base_path = f"/home/userzjj/ftp/{day}"
+ with open(f"{base_path}/NGTSTick.csv", 'r', encoding='utf-8') as file:
+ csv_reader = csv.reader(file)
+ # 鑾峰彇琛ㄥご锛�: [ExchangeID,SecurityID,MainSeq,SubSeq,TickTime,TickType,BuyNo,SellNo,Price,Volume,TradeMoney,Side,TradeBSFlag,MDSecurityStat,Info1,Info2,Info3,LocalTimeStamp]
+ headers = next(csv_reader)
+ print("琛ㄥご:", headers)
+ # 閬嶅巻鏁版嵁琛�
+ _path = f"{base_path}/NGTSTick_filter.csv"
+ with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
+ # 鍒涘缓涓�涓� CSV 鍐欏叆鍣ㄥ璞�
+ writer = csv.writer(csvfile)
+ # 閫愯鍐欏叆鏁版嵁
+ for row in csv_reader:
+ if row[1] not in target_codes:
+ continue
+ # 灏嗘枃浠跺啓鍏ュ埌鏂囨湰
+ writer.writerow(row)
+
+
+def parse_market_data(day):
+ target_codes = __get_target_codes(day)
+ base_path = f"/home/userzjj/ftp/{day}"
+ with open(f"{base_path}/MarketData.csv", 'r', encoding='utf-8') as file:
+ csv_reader = csv.reader(file)
+ # 鑾峰彇琛ㄥご锛�: [SecurityID,ExchangeID,DataTimeStamp,PreClosePrice,OpenPrice,NumTrades,TotalVolumeTrade,TotalValueTrade,TotalBidVolume,AvgBidPrice,TotalAskVolume,AvgAskPrice,HighestPrice,LowestPrice,LastPrice,BidPrice1,BidVolume1,AskPrice1,AskVolume1....]
+ headers = next(csv_reader)
+ print("琛ㄥご:", headers)
+ # 閬嶅巻鏁版嵁琛�
+ _path = f"{base_path}/MarketData_filter.csv"
+ with open(_path, 'w', newline='', encoding='utf-8') as csvfile:
+ # 鍒涘缓涓�涓� CSV 鍐欏叆鍣ㄥ璞�
+ writer = csv.writer(csvfile)
+ # 閫愯鍐欏叆鏁版嵁
+ for row in csv_reader:
+ if row[0] not in target_codes:
+ continue
+ # 灏嗘枃浠跺啓鍏ュ埌鏂囨湰
+ writer.writerow(row)
if __name__ == '__main__':
if len(sys.argv) > 1:
params = sys.argv[1:]
print("鎺ユ敹鐨勫弬鏁�", params)
+ _type = params[0].strip()
+ day = params[1].strip()
+ if _type == 'OrderDetail':
+ parse_order_detail(day)
+ elif _type == 'Transaction':
+ parse_transaction(day)
+ elif _type == 'NGTSTick':
+ parse_ngtstick(day)
+ elif _type == 'MarketData':
+ parse_market_data(day)
- parse_order_detail()
--
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