增加HistoryMinuteTrades和Klines

protocol/model_history_minute_trade.go

@@ -4,12 +4,14 @@ import (
 	"errors"
 	"fmt"
 	"github.com/injoyai/conv"
+	"time"
 )
 
 // HistoryMinuteTradeResp 历史分时交易比实时少了单量
 type HistoryMinuteTradeResp struct {
 	Count uint16
-	List  []*HistoryMinuteTrade
+	List  HistoryMinuteTrades
+	//List  []*HistoryMinuteTrade
 }
 
 type HistoryMinuteTrade struct {
@@ -92,3 +94,49 @@ func (historyMinuteTrade) Decode(bs []byte, code string) (*HistoryMinuteTradeRes
 
 	return resp, nil
 }
+
+type HistoryMinuteTrades []*HistoryMinuteTrade
+
+func (this HistoryMinuteTrades) Kline(date string) (k *Kline, err error) {
+	k = &Kline{}
+	for i, v := range this {
+		switch i {
+		case 0:
+			k.Time, err = time.Parse("2006010215:04", date+v.Time)
+			if err != nil {
+				return
+			}
+			k.Open = v.Price
+			k.High = v.Price
+			k.Low = v.Price
+			k.Close = v.Price
+		case len(this) - 1:
+			k.Close = v.Price
+		}
+		k.High = conv.Select(v.Price > k.High, v.Price, k.High)
+		k.Low = conv.Select(v.Price < k.Low, v.Price, k.Low)
+		k.Volume += int64(v.Volume)
+		k.Amount += v.Amount()
+	}
+	return
+}
+
+// MinuteKline 分时K线
+func (this HistoryMinuteTrades) MinuteKline(date string) (Klines, error) {
+	m := make(map[string]HistoryMinuteTrades)
+	for _, v := range this {
+		v.Time = conv.Select(v.Time > "09:00", v.Time, "09:00")
+		m[v.Time] = append(m[v.Time], v)
+	}
+
+	ls := Klines(nil)
+	for _, v := range m {
+		k, err := v.Kline(date)
+		if err != nil {
+			return nil, err
+		}
+		ls = append(ls, k)
+	}
+	ls.Sort()
+	return ls, nil
+}

protocol/model_kline.go

@@ -5,6 +5,7 @@ import (
 	"fmt"
 	"github.com/injoyai/base/types"
 	"github.com/injoyai/conv"
+	"sort"
 	"time"
 )
 
@@ -209,3 +210,66 @@ func FixKlineTime(ks []*Kline) []*Kline {
 	}
 	return ks
 }
+
+type Klines []*Kline
+
+func (this Klines) Len() int {
+	return len(this)
+}
+
+func (this Klines) Swap(i, j int) {
+	this[i], this[j] = this[j], this[i]
+}
+
+func (this Klines) Less(i, j int) bool {
+	return this[i].Time.Before(this[j].Time)
+}
+
+func (this Klines) Sort() {
+	sort.Sort(this)
+}
+
+// Kline 计算多个K线,成一个K线
+func (this Klines) Kline() *Kline {
+	if this == nil {
+		return new(Kline)
+	}
+	k := new(Kline)
+	for i, v := range this {
+		switch i {
+		case 0:
+			k.Open = v.Open
+			k.High = v.High
+			k.Low = v.Low
+			k.Close = v.Close
+		case len(this) - 1:
+			k.Close = v.Close
+			k.Time = v.Time
+		}
+		if v.High > k.High {
+			k.High = v.High
+		}
+		if v.Low < k.Low {
+			k.Low = v.Low
+		}
+		k.Volume += v.Volume
+		k.Amount += v.Amount
+	}
+	return k
+}
+
+// Merge 合并K线,1分钟转成5,15,30分钟等
+func (this Klines) Merge(n int) Klines {
+	if this == nil {
+		return nil
+	}
+	ks := []*Kline(nil)
+	for i := 0; i < len(this); i += n {
+		if i+n > len(this) {
+			ks = append(ks, this[i:].Kline())
+		} else {
+			ks = append(ks, this[i:i+n].Kline())
+		}
+	}
+	return ks
+}

protocol/unit.go

@@ -271,15 +271,24 @@ func IsETF(code string) bool {
 	return false
 }
 
-// AddPrefix 添加股票代码前缀,针对股票生效,例如000001,会增加前缀sz000001(平安银行),而不是sh000001(上证指数)
+// AddPrefix 添加股票/基金代码前缀,针对股票/基金生效,例如000001,会增加前缀sz000001(平安银行),而不是sh000001(上证指数)
 func AddPrefix(code string) string {
 	if len(code) == 6 {
 		switch {
 		case code[:1] == "6":
+			//上海股票
 			code = ExchangeSH.String() + code
 		case code[:1] == "0":
+			//深圳股票
 			code = ExchangeSZ.String() + code
 		case code[:2] == "30":
+			//深圳股票
+			code = ExchangeSZ.String() + code
+		case code[:3] == "510" || code[:3] == "511" || code[:3] == "512" || code[:3] == "513" || code[:3] == "515":
+			//上海基金
+			code = ExchangeSH.String() + code
+		case code[:3] == "159":
+			//深圳基金
 			code = ExchangeSZ.String() + code
 		}
 	}