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测试拓展pullkline
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injoyai
254
extend/pull-kline.go
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254
extend/pull-kline.go
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@@ -0,0 +1,254 @@
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package extend
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import (
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"context"
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_ "github.com/glebarez/go-sqlite"
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"github.com/injoyai/base/chans"
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"github.com/injoyai/logs"
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"github.com/injoyai/tdx"
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"github.com/injoyai/tdx/protocol"
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"path/filepath"
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"sort"
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"xorm.io/core"
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"xorm.io/xorm"
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)
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var (
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KlineTableMap = map[string]*KlineTable{
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"minute": NewKlineTable("MinuteKline", func(c *tdx.Client) KlineHandler { return c.GetKlineMinuteUntil }),
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"5minute": NewKlineTable("Minute5Kline", func(c *tdx.Client) KlineHandler { return c.GetKline5MinuteUntil }),
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"15minute": NewKlineTable("Minute15Kline", func(c *tdx.Client) KlineHandler { return c.GetKline15MinuteUntil }),
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"30minute": NewKlineTable("Minute30Kline", func(c *tdx.Client) KlineHandler { return c.GetKline30MinuteUntil }),
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"hour": NewKlineTable("HourKline", func(c *tdx.Client) KlineHandler { return c.GetKlineHourUntil }),
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"day": NewKlineTable("DayKline", func(c *tdx.Client) KlineHandler { return c.GetKlineDayUntil }),
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"week": NewKlineTable("WeekKline", func(c *tdx.Client) KlineHandler { return c.GetKlineWeekUntil }),
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"month": NewKlineTable("MonthKline", func(c *tdx.Client) KlineHandler { return c.GetKlineMonthUntil }),
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"quarter": NewKlineTable("QuarterKline", func(c *tdx.Client) KlineHandler { return c.GetKlineQuarterUntil }),
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"year": NewKlineTable("YearKline", func(c *tdx.Client) KlineHandler { return c.GetKlineYearUntil }),
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}
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)
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func NewPullKline(codes, tables []string, dir string, limit int) *PullKline {
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_tables := []*KlineTable(nil)
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for _, v := range tables {
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_tables = append(_tables, KlineTableMap[v])
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}
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return &PullKline{
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tables: _tables,
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dir: dir,
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Codes: codes,
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limit: limit,
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}
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}
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type PullKline struct {
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tables []*KlineTable
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dir string //数据目录
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Codes []string //指定的代码
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limit int //并发数量
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}
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func (this *PullKline) Name() string {
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return "拉取k线数据"
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}
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func (this *PullKline) Run(ctx context.Context, m *tdx.Manage) error {
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limit := chans.NewWaitLimit(uint(this.limit))
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//1. 获取所有股票代码
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codes := this.Codes
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if len(codes) == 0 {
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codes = m.Codes.GetStocks()
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}
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for _, v := range codes {
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select {
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case <-ctx.Done():
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return ctx.Err()
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default:
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}
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limit.Add()
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go func(code string) {
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defer limit.Done()
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//连接数据库
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db, err := xorm.NewEngine("sqlite", filepath.Join(this.dir, code+".db"))
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if err != nil {
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logs.Err(err)
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return
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}
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db.SetMapper(core.SameMapper{})
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db.DB().SetMaxOpenConns(1)
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for _, table := range this.tables {
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if table == nil {
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continue
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}
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select {
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case <-ctx.Done():
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return
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default:
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}
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db.Sync2(table)
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//2. 获取最后一条数据
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last := new(Kline)
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if _, err = db.Table(table).Desc("Date").Get(last); err != nil {
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logs.Err(err)
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return
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}
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//3. 从服务器获取数据
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insert := Klines{}
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err = m.Do(func(c *tdx.Client) error {
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insert, err = this.pull(code, last.Date, table.Handler(c))
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return err
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})
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if err != nil {
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logs.Err(err)
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return
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}
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//4. 插入数据库
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err = tdx.NewSessionFunc(db, func(session *xorm.Session) error {
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for i, v := range insert {
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if i == 0 {
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if _, err := session.Table(table).Where("Date >= ?", v.Date).Delete(); err != nil {
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return err
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}
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}
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if _, err := session.Table(table).Insert(v); err != nil {
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return err
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}
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}
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return nil
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})
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logs.PrintErr(err)
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}
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}(v)
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}
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limit.Wait()
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return nil
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}
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func (this *PullKline) pull(code string, lastDate int64, f func(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error)) (Klines, error) {
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if lastDate == 0 {
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lastDate = protocol.ExchangeEstablish.Unix()
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}
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resp, err := f(code, func(k *protocol.Kline) bool {
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return k.Time.Unix() <= lastDate
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})
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if err != nil {
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return nil, err
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}
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ks := Klines{}
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for _, v := range resp.List {
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ks = append(ks, &Kline{
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Code: code,
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Date: v.Time.Unix(),
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Open: v.Open,
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High: v.High,
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Low: v.Low,
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Close: v.Close,
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Volume: v.Volume,
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Amount: v.Amount,
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})
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}
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return ks, nil
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}
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type Kline struct {
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Code string `json:"code" xorm:"-"` //代码
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Date int64 `json:"date"` //时间节点 2006-01-02 15:00
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Open protocol.Price `json:"open"` //开盘价
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High protocol.Price `json:"high"` //最高价
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Low protocol.Price `json:"low"` //最低价
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Close protocol.Price `json:"close"` //收盘价
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Volume int64 `json:"volume"` //成交量
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Amount protocol.Price `json:"amount"` //成交额
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InDate int64 `json:"inDate" xorm:"created"` //创建时间
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}
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type Klines []*Kline
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func (this Klines) Less(i, j int) bool { return this[i].Code > this[j].Code }
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func (this Klines) Swap(i, j int) { this[i], this[j] = this[j], this[i] }
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func (this Klines) Len() int { return len(this) }
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func (this Klines) Sort() { sort.Sort(this) }
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// Kline 计算多个K线,成一个K线
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func (this Klines) Kline() *Kline {
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if this == nil {
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return new(Kline)
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}
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k := new(Kline)
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for i, v := range this {
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switch i {
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case 0:
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k.Open = v.Open
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k.High = v.High
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k.Low = v.Low
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k.Close = v.Close
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case len(this) - 1:
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k.Close = v.Close
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k.Date = v.Date
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}
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if v.High > k.High {
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k.High = v.High
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}
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if v.Low < k.Low {
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k.Low = v.Low
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}
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k.Volume += v.Volume
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k.Amount += v.Amount
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}
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return k
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}
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// Merge 合并K线
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func (this Klines) Merge(n int) Klines {
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if this == nil {
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return nil
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}
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ks := []*Kline(nil)
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for i := 0; i < len(this); i += n {
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if i+n > len(this) {
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ks = append(ks, this[i:].Kline())
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} else {
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ks = append(ks, this[i:i+n].Kline())
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}
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}
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return ks
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}
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type KlineHandler func(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error)
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func NewKlineTable(tableName string, handler func(c *tdx.Client) KlineHandler) *KlineTable {
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return &KlineTable{
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tableName: tableName,
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Handler: handler,
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}
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}
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type KlineTable struct {
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Kline `xorm:"extends"`
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tableName string
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Handler func(c *tdx.Client) KlineHandler `xorm:"-"`
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}
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func (this *KlineTable) TableName() string {
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return this.tableName
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}
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