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match2.py

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+import pandas as pd
+
+# 读取数据
+df_open = pd.read_excel("opendemo1.xlsx")
+df_close = pd.read_excel("closedemo1.xlsx")
+
+# 清洗并准备数据
+df_open["Trade_Shares"] = df_open["Trade_Shares"].astype(int)
+df_close["Trade_Shares"] = df_close["Trade_Shares"].astype(int).abs()
+
+# 分组
+grouped_open = df_open.groupby("check_str")
+grouped_close = df_close.groupby("check_str")
+
+matched_rows = []
+
+def match_shares(open_rows, close_rows):
+    open_iter = iter(open_rows.to_dict("records"))
+    close_iter = iter(close_rows.to_dict("records"))
+    current_open = next(open_iter, None)
+    current_close = next(close_iter, None)
+
+    while current_open and current_close:
+        open_shares = current_open["Trade_Shares"]
+        close_shares = current_close["Trade_Shares"]
+        matched_shares = min(open_shares, close_shares)
+
+        open_row_copy = current_open.copy()
+        open_row_copy["Trade_Shares"] = matched_shares
+
+        close_row_copy = current_close.copy()
+        close_row_copy["Trade_Shares"] = matched_shares
+        close_row_copy = {f"{k}_close": v for k, v in close_row_copy.items()}
+
+        combined_row = {**open_row_copy, **close_row_copy}
+        matched_rows.append(combined_row)
+
+        current_open["Trade_Shares"] -= matched_shares
+        current_close["Trade_Shares"] -= matched_shares
+
+        if current_open["Trade_Shares"] == 0:
+            current_open = next(open_iter, None)
+        if current_close["Trade_Shares"] == 0:
+            current_close = next(close_iter, None)
+
+    # 如果还有未匹配完的开仓
+    while current_open:
+        if current_open["Trade_Shares"] > 0:
+            open_row_copy = current_open.copy()
+            # 留下剩余数量
+            unmatched_row = open_row_copy.copy()
+            unmatched_row["Trade_Shares"] = open_row_copy["Trade_Shares"]
+            # 添加对应的空_close列
+            for col in close_rows.columns:
+                unmatched_row[f"{col}_close"] = None
+            matched_rows.append(unmatched_row)
+        current_open = next(open_iter, None)
+
+# 处理所有check_str
+common_keys = set(grouped_open.groups.keys()) & set(grouped_close.groups.keys())
+for key in common_keys:
+    open_rows = grouped_open.get_group(key)
+    close_rows = grouped_close.get_group(key)
+    match_shares(open_rows, close_rows)
+
+# 保存结果
+df_matched = pd.DataFrame(matched_rows)
+df_matched.to_excel("D:/wangzhiming/match1.xlsx", index=False)