get security quotes

proto/proto.go

@@ -1,6 +1,12 @@
 package proto
 
-import "sync/atomic"
+import (
+	"bytes"
+	"encoding/binary"
+	"math"
+	"sync/atomic"
+	"time"
+)
 
 const (
 	MessageHeaderBytes = 0x10
@@ -26,6 +32,35 @@ const (
 	KMSG_SECURITYQUOTES         = 0x053e // 行情信息
 	KMSG_TRANSACTIONDATA        = 0x0fc5 // 分笔成交信息
 	KMSG_XDXRINFO               = 0x000f // 除权除息信息
+
+	/*
+		K线种类
+		# K 线种类
+		# 0 -   5 分钟K 线
+		# 1 -   15 分钟K 线
+		# 2 -   30 分钟K 线
+		# 3 -   1 小时K 线
+		# 4 -   日K 线
+		# 5 -   周K 线
+		# 6 -   月K 线
+		# 7 -   1 分钟
+		# 8 -   1 分钟K 线
+		# 9 -   日K 线
+		# 10 -  季K 线
+		# 11 -  年K 线
+	*/
+	KLINE_TYPE_5MIN      = 0
+	KLINE_TYPE_15MIN     = 1
+	KLINE_TYPE_30MIN     = 2
+	KLINE_TYPE_1HOUR     = 3
+	KLINE_TYPE_DAILY     = 4
+	KLINE_TYPE_WEEKLY    = 5
+	KLINE_TYPE_MONTHLY   = 6
+	KLINE_TYPE_EXHQ_1MIN = 7
+	KLINE_TYPE_1MIN      = 8
+	KLINE_TYPE_RI_K      = 9
+	KLINE_TYPE_3MONTH    = 10
+	KLINE_TYPE_YEARLY    = 11
 )
 
 type Msg interface {
@@ -63,3 +98,182 @@ func seqID() uint32 {
 	atomic.AddUint32(&_seqId, 1)
 	return _seqId
 }
+
+// pytdx : 类似utf-8的编码方式保存有符号数字
+func getprice(b []byte, pos *int) int {
+	posbype := 6
+	bdata := b[*pos]
+	intdata := int(bdata & 0x3f)
+
+	sign := false
+	if (bdata & 0x40) > 0 {
+		sign = true
+	}
+
+	if (bdata & 0x80) > 0 {
+		for {
+			*pos += 1
+			bdata = b[*pos]
+			intdata += (int(bdata&0x7f) << posbype)
+
+			posbype += 7
+
+			if (bdata & 0x80) <= 0 {
+				break
+			}
+		}
+	}
+	*pos += 1
+
+	if sign {
+		intdata = -intdata
+	}
+	return intdata
+}
+
+func gettime(b []byte, pos *int) (h uint16, m uint16) {
+	var sec uint16
+	binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &sec)
+	h = sec / 60
+	m = sec % 60
+	(*pos) += 2
+	return
+}
+
+func getdatetime(category int, b []byte, pos *int) (year int, month int, day int, hour int, minute int) {
+	hour = 15
+	if category < 4 || category == 7 || category == 8 {
+		var zipday, tminutes uint16
+		binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &zipday)
+		(*pos) += 2
+		binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &tminutes)
+		(*pos) += 2
+
+		year = int((zipday >> 11) + 2004)
+		month = int((zipday % 2048) / 100)
+		day = int((zipday % 2048) % 100)
+		hour = int(tminutes / 60)
+		minute = int(tminutes % 60)
+	} else {
+		var zipday uint32
+		binary.Read(bytes.NewBuffer(b[*pos:*pos+4]), binary.LittleEndian, &zipday)
+		(*pos) += 4
+		year = int(zipday / 10000)
+		month = int((zipday % 10000) / 100)
+		day = int(zipday % 100)
+	}
+	return
+}
+
+func getdatetimenow(category int, lasttime string) (year int, month int, day int, hour int, minute int) {
+	utime, _ := time.Parse("2006-01-02 15:04:05", lasttime)
+	switch category {
+	case KLINE_TYPE_5MIN:
+		utime = utime.Add(time.Minute * 5)
+	case KLINE_TYPE_15MIN:
+		utime = utime.Add(time.Minute * 15)
+	case KLINE_TYPE_30MIN:
+		utime = utime.Add(time.Minute * 30)
+	case KLINE_TYPE_1HOUR:
+		utime = utime.Add(time.Hour)
+	case KLINE_TYPE_DAILY:
+		utime = utime.AddDate(0, 0, 1)
+	case KLINE_TYPE_WEEKLY:
+		utime = utime.Add(time.Hour * 24 * 7)
+	case KLINE_TYPE_MONTHLY:
+		utime = utime.AddDate(0, 1, 0)
+	case KLINE_TYPE_EXHQ_1MIN:
+		utime = utime.Add(time.Minute)
+	case KLINE_TYPE_1MIN:
+		utime = utime.Add(time.Minute)
+	case KLINE_TYPE_RI_K:
+		utime = utime.AddDate(0, 0, 1)
+	case KLINE_TYPE_3MONTH:
+		utime = utime.AddDate(0, 3, 0)
+	case KLINE_TYPE_YEARLY:
+		utime = utime.AddDate(1, 0, 0)
+	}
+
+	if category < 4 || category == 7 || category == 8 {
+		if (utime.Hour() >= 15 && utime.Minute() > 0) || (utime.Hour() > 15) {
+			utime = utime.AddDate(0, 0, 1)
+			utime = utime.Add(time.Minute * 30)
+			hour = (utime.Hour() + 18) % 24
+		} else {
+			hour = utime.Hour()
+		}
+		minute = utime.Minute()
+	} else {
+		if utime.Unix() > time.Now().Unix() {
+			utime = time.Now()
+		}
+		hour = utime.Hour()
+		minute = utime.Minute()
+		if utime.Hour() > 15 {
+			hour = 15
+			minute = 0
+		}
+	}
+	year = utime.Year()
+	month = int(utime.Month())
+	day = utime.Day()
+	return
+}
+
+func getvolume(ivol int) (volume float64) {
+	logpoint := ivol >> (8 * 3)
+	//hheax := ivol >> (8 * 3)          // [3]
+	hleax := (ivol >> (8 * 2)) & 0xff // [2]
+	lheax := (ivol >> 8) & 0xff       //[1]
+	lleax := ivol & 0xff              //[0]
+
+	//dbl_1 := 1.0
+	//dbl_2 := 2.0
+	//dbl_128 := 128.0
+
+	dwEcx := logpoint*2 - 0x7f
+	dwEdx := logpoint*2 - 0x86
+	dwEsi := logpoint*2 - 0x8e
+	dwEax := logpoint*2 - 0x96
+	tmpEax := dwEcx
+	if dwEcx < 0 {
+		tmpEax = -dwEcx
+	} else {
+		tmpEax = dwEcx
+	}
+
+	dbl_xmm6 := 0.0
+	dbl_xmm6 = math.Pow(2.0, float64(tmpEax))
+	if dwEcx < 0 {
+		dbl_xmm6 = 1.0 / dbl_xmm6
+	}
+
+	dbl_xmm4 := 0.0
+	dbl_xmm0 := 0.0
+
+	if hleax > 0x80 {
+		tmpdbl_xmm3 := 0.0
+		//tmpdbl_xmm1 := 0.0
+		dwtmpeax := dwEdx + 1
+		tmpdbl_xmm3 = math.Pow(2.0, float64(dwtmpeax))
+		dbl_xmm0 = math.Pow(2.0, float64(dwEdx)) * 128.0
+		dbl_xmm0 += float64(hleax&0x7f) * tmpdbl_xmm3
+		dbl_xmm4 = dbl_xmm0
+	} else {
+		if dwEdx >= 0 {
+			dbl_xmm0 = math.Pow(2.0, float64(dwEdx)) * float64(hleax)
+		} else {
+			dbl_xmm0 = (1 / math.Pow(2.0, float64(dwEdx))) * float64(hleax)
+		}
+		dbl_xmm4 = dbl_xmm0
+	}
+
+	dbl_xmm3 := math.Pow(2.0, float64(dwEsi)) * float64(lheax)
+	dbl_xmm1 := math.Pow(2.0, float64(dwEax)) * float64(lleax)
+	if (hleax & 0x80) > 0 {
+		dbl_xmm3 *= 2.0
+		dbl_xmm1 *= 2.0
+	}
+	volume = dbl_xmm6 + dbl_xmm4 + dbl_xmm3 + dbl_xmm1
+	return
+}