From c285883d71ef8a362b012983dadc7ce4256b40f6 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 23 五月 2025 01:52:07 +0800
Subject: [PATCH] bug修复
---
l2_data_parser.py | 5 +++++
1 files changed, 5 insertions(+), 0 deletions(-)
diff --git a/l2_data_parser.py b/l2_data_parser.py
index 254c8c6..e96b4ed 100644
--- a/l2_data_parser.py
+++ b/l2_data_parser.py
@@ -276,8 +276,10 @@
print(f"澶勭悊绗瑊index}鎵规")
df["TradePrice"] = df["TradePrice"].apply(str_to_float)
df["SecurityID"] = df["SecurityID"].apply(code_format)
+ 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'])
@@ -331,6 +333,9 @@
df = df[df["TickType"] == 'T']
df["Price"] = df["Price"].apply(str_to_float)
df["SecurityID"] = df["SecurityID"].apply(code_format)
+
+ df = df[df["SecurityID"].str.startswith(("30", "00", "60"), na=False)]
+
# 璁＄畻鎴愪氦閲戦
df['TradeMoney'] = df["TradeMoney"].apply(str_to_float)
# 鎸塖ecurityID鍜孊uyNo鍒嗙粍
--
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