-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathcorrection csv to bz2
91 lines (53 loc) · 2.47 KB
/
correction csv to bz2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
# Input symbol file
with open('equity_symbol_eod_20200708.dat', 'r') as f:
next(f) # skip first row
df = pd.DataFrame(l.rstrip().split('|') for l in f)
symbol = df.iloc[:, [0]]
symbol.columns = ['Symbol']
col_one_list = symbol['Symbol'].tolist()
# Input ROUTE gzip file name
import pandas as pd
# Change the ROUTE filename
routes_filename = 'part.csv.gz'
routes = pd.read_csv(routes_filename, compression = 'gzip', header = 0, sep = '|', quotechar = '"', error_bad_lines = False)
routes_header = pd.read_csv(routes_filename, compression = 'gzip', header = 0, quotechar = '"', error_bad_lines = False)
# Match symbols with ROUTE and COR
routes_match = routes[routes.UsSymbol.isin(col_one_list)]
new_routes = routes_match.copy()
new_routes['ActionType'] = 'COR'
# Export ROUTE COR file
final_routes = new_routes.replace(np.nan, '', regex = True)
routes_data = final_routes[final_routes.columns].apply(lambda x: '|'.join(x.astype(str)), axis = 1)
final_routes_export = pd.DataFrame(routes_data, columns = routes_header.columns)
# Specify export ROUTE COR filename
routes_export = 'routes.csv'
final_routes_export.to_csv(routes_export, index = False)
# Input EXEC gzip file name
import pandas as pd
# Change the Trades filename
trades_filename = 'part.csv.gz'
trades = pd.read_csv(trades_filename, compression = 'gzip', header = 0, sep = '|', quotechar = '"', error_bad_lines = False)
trades_header = pd.read_csv(trades_filename, compression = 'gzip', header = 0, quotechar = '"', error_bad_lines = False)
# Match symbols with EXEC and COR
trades_match = trades[trades.UsSymbol.isin(col_one_list)]
new_trades = trades_match.copy()
new_traes['ActionType'] = 'COR'
# Export EXEC COR file
final_trades = new_trades.replace(np.nan, '', regex = True)
trades_data = final_trades[final_trades.columns].apply(lambda x: '|', join(x.astype(str)), axis = 1)
final_trades_export = pd.DataFrame(trades_data, columns = trades_header.columns)
# Specify export EXEC COR filename
trades_export = 'trades.csv'
final_trades_export.to_csv(trades_export, index = False)
# CSV File Compression BZ2
with open(routes_export, 'rb') as infile:
routes_bytes = infile.read()
import bz2
routes_bz2file = routes_export + '.bz2'
with bz2.BZ2File(routes_bz2file, 'w') as outfile:
outfile.write(routes_bytes)
with open(trades_export, 'rb') as infile:
trades_bytes = infile.read()
trades_bz2file = trades_export = '.bz2'
with bz2.BZ2File(trades_bz2file, 'w') as outfile:
outfile.write(trades_bytes)