From 8df5da80b31542b52b88b4ba6ae1218083c68628 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 26 五月 2025 22:28:33 +0800
Subject: [PATCH] L2大单修改
---
data_parser/transaction_big_order_parser.py | 32 ++++++++++++++++++++++++++++++--
1 files changed, 30 insertions(+), 2 deletions(-)
diff --git a/data_parser/transaction_big_order_parser.py b/data_parser/transaction_big_order_parser.py
index b1d98d0..48be723 100644
--- a/data_parser/transaction_big_order_parser.py
+++ b/data_parser/transaction_big_order_parser.py
@@ -166,10 +166,38 @@
def concat_pre_transactions(dir_path):
__concat_pre_datas(dir_path)
+
def concat_pre_ngtsticks(dir_path):
__concat_pre_datas(dir_path)
+
+def process_combined_transaction(dir_path):
+ """
+ 澶勭悊鎷兼帴璧锋潵鐨勬暟鎹�
+ @param dir_path:
+ @return:
+ """
+ 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()
+ grouped = df_copy.groupby(["SecurityID"])
+ # 搴旂敤鑱氬悎鍑芥暟
+ chunk_result = grouped.apply(pd.Series({}))
+ # chunk_result["SecurityID"] = chunk_result["SecurityID"].apply(BigOrderDealParser.code_format)
+ print(chunk_result.to_string(
+ index=False, # 涓嶆樉绀虹储寮�
+ justify='left', # 宸﹀榻�
+ float_format='%.3f' # 娴偣鏁版牸寮�
+ ))
+
+
+
+
if __name__ == "__main__":
- pre_process_transactions("E:/娴嬭瘯鏁版嵁/Transaction_Test.csv")
+ # 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")
+ # concat_pre_transactions("E:/娴嬭瘯鏁版嵁/Transaction_Test")
+ process_combined_transaction("E:/娴嬭瘯鏁版嵁/Transaction_Test")
--
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