From b51b2ae184fad5aaf37a78903987e064f192d430 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 26 五月 2025 11:35:20 +0800
Subject: [PATCH] 大单解析修改
---
l2_data_parser.py | 8 +++++++-
data_parser/transaction_big_order_parser.py | 12 ++++++++++--
2 files changed, 17 insertions(+), 3 deletions(-)
diff --git a/data_parser/transaction_big_order_parser.py b/data_parser/transaction_big_order_parser.py
index 2ff872e..b1d98d0 100644
--- a/data_parser/transaction_big_order_parser.py
+++ b/data_parser/transaction_big_order_parser.py
@@ -2,6 +2,7 @@
澶у崟鎴愪氦鏁版嵁瑙ｆ瀽鍣�
"""
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("鍚堝苟鐨勭洰鏍囨枃浠跺凡瀛樺湪")
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("鍑嗗鍚堝苟鐨勬枃浠舵暟閲忥細", len(df_list))
combined_df = pd.concat(df_list, ignore_index=True)
+
+ print("鍚堝苟瀹屾垚锛屽噯澶囧啓鍏ユ枃浠讹紒")
# 淇濆瓨缁撴灉
combined_df.to_csv(combined_path, index=False)
+ print("鍐欏叆鏂囦欢瀹屾垚锛�")
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:/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")
diff --git a/l2_data_parser.py b/l2_data_parser.py
index 35768ff..0574cfb 100644
--- a/l2_data_parser.py
+++ b/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':
# 鎻愬彇鎵�鏈夋垚浜ょ殑澶у崟
if len(params) > 2:
--
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