From c8d828e625fa5b3ae6232666ac2c0e5f51a62c54 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 18 八月 2025 15:02:56 +0800
Subject: [PATCH] 13:01之前下单规则修改/接口修改/自动加想策略修改
---
l2_data_parser.py | 48 ++++++++++++++++++++++++++++++------------------
1 files changed, 30 insertions(+), 18 deletions(-)
diff --git a/l2_data_parser.py b/l2_data_parser.py
index 427bd04..c3db51c 100644
--- a/l2_data_parser.py
+++ b/l2_data_parser.py
@@ -141,7 +141,7 @@
continue
if code not in l2_data_manager_dict:
l2_data_manager_dict[code] = L2TransactionDataManager(code, True)
- l2_data_manager_dict[code].add_transaction_data(item, big_order_money_threshold=100e4)
+ l2_data_manager_dict[code].add_transaction_data(item, big_order_money_threshold=60e4)
if index % 100 == 0:
# 璇诲彇闃熷垪涓殑鏁版嵁
l2_data_manager: L2TransactionDataManager = l2_data_manager_dict[code]
@@ -227,9 +227,11 @@
# 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):
@@ -265,9 +267,6 @@
'EndTime': group['TradeTime'].iloc[-1],
'EndPrice': group['TradePrice'].iloc[-1]
})
-
-
-
dtype = {
'SecurityID': 'category', # 浣庡熀鏁板垎绫绘暟鎹�
@@ -359,13 +358,13 @@
print(f"澶勭悊瀹屾瘯锛屾�诲叡{index}鎵�")
-if __name__ == '__main__':
+if __name__ == '__main__1':
# df = pd.read_csv(f"E:/娴嬭瘯鏁版嵁/Transaction_Test.csv")
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
-if __name__ == '__main__1':
+if __name__ == '__main__':
if len(sys.argv) > 1:
params = sys.argv[1:]
print("鎺ユ敹鐨勫弬鏁�", params)
@@ -384,20 +383,33 @@
elif _type == 'MarketData':
parse_market_data(day)
elif _type == 'Transaction_New':
- transaction_big_order_parser.pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv")
+ if len(params) > 2:
+ process_count = int(params[2].strip())
+ else:
+ process_count = 4
+
+ transaction_big_order_parser.pre_process_transactions(f"/home/userzjj/ftp/{day}/Transaction.csv",
+ process_count=process_count)
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")
- elif _type == 'ExtractDealBigOrder':
- # 鎻愬彇鎵�鏈夋垚浜ょ殑澶у崟
if len(params) > 2:
- save_path = params[2].strip()
+ process_count = int(params[2].strip())
else:
- save_path = None
-
- if len(params) > 3:
- target_code = params[3].strip()
+ process_count = 4
+ transaction_big_order_parser.pre_process_ngtsticks(f"/home/userzjj/ftp/{day}/NGTSTick.csv",
+ process_count=process_count)
+ 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':
+ # 鍛戒护妯″紡 /home/userzjj/app/gp-server/l2_data_parser ExtractDealBigOrder 2025-05-09
+ if len(params) > 2:
+ process_count = int(params[2].strip())
else:
- target_code = None
- parse_deal_big_orders(day, save_path, target_code)
+ process_count = 10
+ transaction_big_order_parser.extract_big_order_of_all(f"/home/userzjj/ftp/{day}/NGTSTick",
+ process_count=process_count)
+ transaction_big_order_parser.extract_big_order_of_all(f"/home/userzjj/ftp/{day}/Transaction",
+ process_count=process_count)
--
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