get index bar

proto/get_security_bars.go

@@ -0,0 +1,140 @@
+package proto
+
+import (
+	"bytes"
+	"encoding/binary"
+	"encoding/hex"
+	"fmt"
+)
+
+type GetSecurityBars struct {
+	reqHeader  *ReqHeader
+	respHeader *RespHeader
+	request    *GetSecurityBarsRequest
+	reply      *GetSecurityBarsReply
+
+	contentHex string
+}
+
+type GetSecurityBarsRequest struct {
+	Market   uint16
+	Code     [6]byte
+	Category uint16 // 种类 5分钟  10分钟
+	I        uint16 // 未知 填充
+	Start    uint16
+	Count    uint16
+}
+
+type GetSecurityBarsReply struct {
+	Count uint16
+	List  []GetSecurityBar
+}
+
+type GetSecurityBar struct {
+	Open     float64
+	Close    float64
+	High     float64
+	Low      float64
+	Vol      float64
+	Amount   float64
+	Year     int
+	Month    int
+	Day      int
+	Hour     int
+	Minute   int
+	DateTime string
+	//UpCount   uint16
+	//DownCount uint16
+}
+
+func NewGetSecurityBars() *GetSecurityBars {
+	obj := new(GetSecurityBars)
+	obj.reqHeader = new(ReqHeader)
+	obj.respHeader = new(RespHeader)
+	obj.request = new(GetSecurityBarsRequest)
+	obj.reply = new(GetSecurityBarsReply)
+
+	obj.reqHeader.Zip = 0x0c
+	obj.reqHeader.SeqID = seqID()
+	obj.reqHeader.PacketType = 0x00
+	//obj.reqHeader.PkgLen1  =
+	//obj.reqHeader.PkgLen2  =
+	obj.reqHeader.Method = KMSG_SECURITYBARS
+	obj.contentHex = "00000000000000000000"
+	return obj
+}
+func (obj *GetSecurityBars) SetParams(req *GetSecurityBarsRequest) {
+	obj.request = req
+	obj.request.I = 1
+}
+
+func (obj *GetSecurityBars) Serialize() ([]byte, error) {
+	obj.reqHeader.PkgLen1 = 0x1c
+	obj.reqHeader.PkgLen2 = 0x1c
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.reqHeader)
+	err = binary.Write(buf, binary.LittleEndian, obj.request)
+	b, err := hex.DecodeString(obj.contentHex)
+	buf.Write(b)
+
+	//b, err := hex.DecodeString(obj.contentHex)
+	//buf.Write(b)
+
+	//err = binary.Write(buf, binary.LittleEndian, uint16(len(obj.stocks)))
+
+	return buf.Bytes(), err
+}
+
+// 结果数据都是\n,\t分隔的中文字符串，比如查询K线数据，返回的结果字符串就形如
+///“时间\t开盘价\t收盘价\t最高价\t最低价\t成交量\t成交额\n
+///20150519\t4.644000\t4.732000\t4.747000\t4.576000\t146667487\t683638848.000000\n
+///20150520\t4.756000\t4.850000\t4.960000\t4.756000\t353161092\t1722953216.000000”
+func (obj *GetSecurityBars) UnSerialize(header interface{}, data []byte) error {
+	obj.respHeader = header.(*RespHeader)
+
+	pos := 0
+	err := binary.Read(bytes.NewBuffer(data[pos:pos+2]), binary.LittleEndian, &obj.reply.Count)
+	pos += 2
+
+	pre_diff_base := 0
+
+	for index := uint16(0); index < obj.reply.Count; index++ {
+		ele := GetSecurityBar{}
+		ele.Year, ele.Month, ele.Day, ele.Hour, ele.Minute = getdatetime(int(obj.request.Category), data, &pos)
+
+		ele.DateTime = fmt.Sprintf("%d-%02d-%02d %02d:%02d:00", ele.Year, ele.Month, ele.Day, ele.Hour, ele.Minute)
+
+		price_open_diff := getprice(data, &pos)
+		price_close_diff := getprice(data, &pos)
+
+		price_high_diff := getprice(data, &pos)
+		price_low_diff := getprice(data, &pos)
+
+		var ivol uint32
+		binary.Read(bytes.NewBuffer(data[pos:pos+4]), binary.LittleEndian, &ivol)
+		ele.Vol = getvolume(int(ivol))
+		pos += 4
+
+		var dbvol uint32
+		binary.Read(bytes.NewBuffer(data[pos:pos+4]), binary.LittleEndian, &dbvol)
+		ele.Amount = getvolume(int(dbvol))
+		pos += 4
+
+		ele.Open = float64(price_open_diff+pre_diff_base) / 1000.0
+		price_open_diff += pre_diff_base
+
+		ele.Close = float64(price_open_diff+price_close_diff) / 1000.0
+		ele.High = float64(price_open_diff+price_high_diff) / 1000.0
+		ele.Low = float64(price_open_diff+price_low_diff) / 1000.0
+
+		pre_diff_base = price_open_diff + price_close_diff
+
+		obj.reply.List = append(obj.reply.List, ele)
+	}
+	return err
+}
+
+func (obj *GetSecurityBars) Reply() *GetSecurityBarsReply {
+	return obj.reply
+}