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您好,我想询问一下数据集相关的问题 #5

@keep-eyes-clean

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@keep-eyes-clean

AX_sbe_sse_600519.log 按照f.readline()顺序读取行数据,当遇到第一个“成交”数据的时候,TransactTime= 9250080,属于集合竞价阶段,因此会出现报错,报错信息如下:'OfferApplSeqNum'=‘116376',这个自然会说出现错误,因为之前一直是快照信息,请问这种错误是原始代码的逻辑问题吗?在您的环境中有出现这种问题吗?数据集是否需要做排序呢——将集体成交数据放置在快照数据之前,因为在第一次成交信息的到来后才来了2个快照信息,

File "/home/hadoop-aipnlp/dolphinfs_hdd_hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/run_test_behave_20250629_szc.py", line 51, in
behave.TEST_axob_bat(data_source,
File "/mnt/dolphinfs/hdd_pool/docker/user/hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/behave/test/test_axob.py", line 324, in TEST_axob_bat
TEST_axob_core(loader_itor,
File "/mnt/dolphinfs/hdd_pool/docker/user/hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/behave/test/test_axob.py", line 236, in TEST_axob_core
mu.onMsg(msg)
File "/mnt/dolphinfs/hdd_pool/docker/user/hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/behave/mu.py", line 271, in onMsg
self.axobs[msg.SecurityID].onMsg(msg)
File "/mnt/dolphinfs/hdd_pool/docker/user/hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/behave/axob.py", line 539, in onMsg
self.onExec(msg) # 处理逐笔成交、撤单确认等
File "/mnt/dolphinfs/hdd_pool/docker/user/hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/behave/axob.py", line 954, in onExec
self.onTrade(_exec)
File "/mnt/dolphinfs/hdd_pool/docker/user/hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/behave/axob.py", line 1064, in onTrade
self.tradeLimit(SIDE.ASK, exec.LastQty, exec.OfferApplSeqNum)
File "/mnt/dolphinfs/hdd_pool/docker/user/hadoop-aipnlp/DRB/songzichen/Quant-learning/AXOrderBook-PxPrecision4/py/behave/axob.py", line 1146, in tradeLimit
order = self.order_map[appSeqNum]
KeyError: 116376

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