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 | 39 ++++++++++++++++++++++++++++++---------
1 files changed, 30 insertions(+), 9 deletions(-)
diff --git a/l2_data_parser.py b/l2_data_parser.py
index e96b4ed..0574cfb 100644
--- a/l2_data_parser.py
+++ b/l2_data_parser.py
@@ -5,8 +5,11 @@
import os
import sys
import time
+from multiprocessing import Pool
+
import pandas as pd
+from data_parser import transaction_big_order_parser
from db import mysql_data_delegate as mysql_data
from huaxin_client.l2_client_test import L2TransactionDataManager
from log_module import log_export
@@ -224,6 +227,9 @@
# 灏嗘枃浠跺啓鍏ュ埌鏂囨湰
writer.writerow(row)
+def test1(args):
+ index, df = args
+ print(index)
def pre_process_transactions(csv_path="E:/娴嬭瘯鏁版嵁/Transaction_Test.csv"):
def str_to_float(s):
@@ -260,16 +266,24 @@
'EndPrice': group['TradePrice'].iloc[-1]
})
+
+
+
dtype = {
'SecurityID': 'category', # 浣庡熀鏁板垎绫绘暟鎹�
}
- chunk_size = 100000
+ chunk_size = 10000
# 鍒涘缓DataFrame
chunks = pd.read_csv(csv_path, chunksize=chunk_size)
+ indexed_data = list(enumerate(chunks))
+ # 鏂板啓娉�
+ with Pool(processes=4) as pool:
+ pool.map(test1, indexed_data)
+
result_list = []
- index = 0
- for df in chunks:
- index += 1
+ for chunk_index, chunk in enumerate(chunks):
+ df = chunk.copy()
+ index = chunk_index + 1
child_path = csv_path.replace(".csv", f"_{index}.csv")
if os.path.exists(child_path):
continue
@@ -279,7 +293,6 @@
df = df[df["SecurityID"].str.startswith(("30", "00", "60"), na=False)]
# 璁＄畻鎴愪氦閲戦
df['TradeAmount'] = df['TradePrice'] * df['TradeVolume']
-
# 鎸塖ecurityID鍜孊uyNo鍒嗙粍
grouped = df.groupby(['SecurityID', 'BuyNo'])
@@ -319,7 +332,7 @@
# [ExchangeID,SecurityID,MainSeq,SubSeq,TickTime,TickType,BuyNo,SellNo,Price,Volume,TradeMoney,Side,TradeBSFlag,MDSecurityStat,Info1,Info2,Info3,LocalTimeStamp]
- chunk_size = 200000
+ chunk_size = 10000
# 鍒涘缓DataFrame
chunks = pd.read_csv(csv_path, chunksize=chunk_size)
result_list = []
@@ -348,7 +361,7 @@
if __name__ == '__main__1':
# df = pd.read_csv(f"E:/娴嬭瘯鏁版嵁/Transaction_Test.csv")
- pre_process_ngtstick()
+ pre_process_transactions()
# 鍛戒护妯″紡 /home/userzjj/app/gp-server/l2_data_parser Transaction 2025-05-08
# 瑙ｆ瀽澶у崟锛� /home/userzjj/app/gp-server/l2_data_parser ExtractDealBigOrder 2025-05-09 /home/userzjj/鏈�缁堟垚浜ゆ暟鎹�20250509.txt 000555
@@ -371,9 +384,17 @@
elif _type == 'MarketData':
parse_market_data(day)
elif _type == 'Transaction_New':
- pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv")
+ transaction_big_order_parser.pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv")
+ transaction_big_order_parser.concat_pre_transactions(f"/home/userzjj/ftp/{day}/Transaction")
elif _type == 'NGTSTick_New':
- pre_process_ngtstick(f"/home/userzjj/ftp/{day}/NGTSTick.csv")
+ transaction_big_order_parser.pre_process_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick.csv")
+ 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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