小编ap1*_*p14的帖子

我有从服务提供商那里得到的样本响应。他们定义了已经定义的标签（我已经从FIXimate检查过）。

8=FIXT.1.19=108135=IB49=NSECM56=MTBM34=1924=1115=21828=61826=Nifty CPSE1815=2294.51816=2310.151817=2286.551818=2276.751819=2294.21820=1967852601488651821=262231822=257851823=0.771824=2799.551825=2139.51827=-1826=Nifty GrowSect 151815=7037.751816=7070.351817=7023.651818=6990.61819=7042.91820=7768216282514231821=782041822=750561823=0.751824=7354.551825=5942.151827= 1826=Nifty50 Value 201815=5444.71816=5465.61817=5417.41818=5413.61819=5425.91820=1.90667550936387E+151821=1348851822=1341791823=0.231824=5563.81825=4171.651827=-1826=Nifty Mid Liq 151815=4133.551816=4206.551817=4133.551818=4107.21819=4205.41820=1573956262705091821=428041822=442911823=2.391824=4677.051825=3770.551827=-1826=Nifty Pvt Bank1815=15385.21816=15415.51817=15339.751818=15248.81819=15377.71820=9015155094048031821=589741822=592681823=0.851824=16152.151825=13298.31827=+1826=NIFTY MIDCAP 1001815=19184.851816=19326.31817=19184.851818=19046.551819=19314.251820=7127426889917151821=1858871822=1884631823=1.411824=21840.851825=17700.91827=-10=174

问题是我无法阅读重复组。我创建一个自定义组

 noIndexRecords = int(message.getField(1828))
 if noIndexRecords > 0:
    group = fix.Group(1828, 1826, )
    message.getGroup(num=1, group=group)

但这向我显示了一个FieldNotFound错误。我对规格文件进行了如下更改FIX50SP2.xml：

新增栏位：

<field number='1815' name="OpenIndex" type="PRICE"/>
<field number='1816' name="HighIndex" type="PRICE"/>
<field number='1817' name="LowIndex" type="PRICE"/>
<field number='1818' name="CloseIndex" type="PRICE"/>
<field number='1819' name="IndexValue" type="PRICE"/>
<field number='1820' name="MarketCapitalization" type="DOUBLE"/>
<field number='1821' name="NoOfDownMoves" type="INT"/>
<field number='1822' name="NoOfUpMoves" type="INT"/>
<field number='1823' name="PercentageChange" type="DECIMAL"/>
<field number='1824' name="YearlyHigh" type="PRICE"/> …

我创建了一个 Enum 类，如图所示：

class MsgType(Enum):
    # ADMINISTRATIVE MESSAGE
    HEARTBEAT = "0"
    LOGON = "A"
    LOGOUT = "5"
    REJECT_SESSION_LEVEL = "3"
    RESEND_REQUEST = "2"
    SEQUENCE_RESET = "4"
    SESSION_REJECT = "3"
    TEST_REQUEST = "1"

我想使用这个类与我在阅读消息后得到的字符串进行比较。我正在比较如图所示的值。中的值msg_type是 a 类型str。

def read_admin_msg(message):
    msg_type = read_header(message)
    if msg_type == ct.MsgType.HEARTBEAT:
        print(msg_type)
    elif msg_type == ct.MsgType.LOGON:
        print(msg_type)
    elif msg_type == ct.MsgType.LOGOUT:
        print(msg_type)
    elif msg_type == ct.MsgType.REJECT_SESSION_LEVEL:
        print(msg_type)
    elif msg_type == ct.MsgType.RESEND_REQUEST:
        print(msg_type)
    elif msg_type == ct.MsgType.SEQUENCE_RESET:
        print(msg_type)
    elif msg_type == ct.MsgType.SESSION_REJECT:
        print(msg_type)
    elif …

我有一个示例数据，我一直在尝试获取所需的数据，如下所示。我也能够实施某种岛屿和间隙解决方案。这是我达到的最接近预期数据的版本。

DROP TABLE IF EXISTS #data
CREATE TABLE #data(
    factor varchar(50),
    val int,
    [start_date] date, [end_date] date
)
Go
INSERT INTO #data VALUES
('a', 15, '2021-01-01', '2021-01-05'),
('a', 15, '2021-01-08', '2021-01-10'),
('a', 20, '2021-01-11', '2021-01-20'),
('a', 15, '2021-01-21', '2099-01-01'),
('b', 10, '2021-01-01', '2021-01-04'),
('b', 12, '2021-01-05', '2021-01-13'),
('b', 12, '2021-01-17', '2021-01-19'),
('b', 12, '2021-01-20', '2021-01-23'),
('b', 10, '2021-01-24', '2099-01-01');

WITH value_cte As (
    SELECT * ,
    RANK() OVER(PARTITION BY factor ORDER BY [start_date]) - RANK() OVER(PARTITION BY factor, val ORDER …