日线数据对上了,其它k线待校对

README.md

@@ -11,3 +11,18 @@
 ![](docs/plan20241028-2.png)
 * K线
 ![](docs/plan20241029.png)
+
+### 其它信息
+
+* 中国的股市开盘时间为：每周一至周五的上午9:30——11：30， 下午13:00——15:00。中国股市收盘时间为：每周一至周五的下午3点。
+
+* 600开头的股票是上证A股，属于大盘股，其中6006开头的股票是最早上市的股票， 6016开头的股票为大盘蓝筹股；900开头的股票是上证B股； 000开头的股票是深证A股，001、002开头的股票也都属于深证A股， 其中002开头的股票是深证A股中小企业股票；200开头的股票是深证B股； 300开头的股票是创业板股票；400开头的股票是三板市场股票。
+
+
+### 数据接口
+
+* 实时行情数据  http://vip.stock.finance.sina.com.cn/mkt/#hs_a
+  描述: A 股数据是从新浪财经获取的数据, 重复运行本函数会被新浪暂时封 IP, 建议增加时间间隔 限量: 单次返回所有 A 股上市公司的实时行情数据
+
+* 历史行情数据  https://finance.sina.com.cn/realstock/company/sh600006/nc.shtml
+  描述: A 股数据是从新浪财经获取的数据, 历史数据按日频率更新; 注意其中的 sh689009 为 CDR, 请 通过 stock_zh_a_cdr_daily 接口获取 限量: 单次返回指定 A 股上市公司指定日期间的历史行情日频率数据

client.go

@@ -10,6 +10,7 @@ import (
 	"github.com/injoyai/ios/client/dial"
 	"github.com/injoyai/logs"
 	"github.com/injoyai/tdx/protocol"
+	"sync/atomic"
 	"time"
 )
 
@@ -128,21 +129,15 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
 
 }
 
+// SendFrame 发送数据,并等待响应
 func (this *Client) SendFrame(f *protocol.Frame) (any, error) {
-	this.msgID++
+	f.MsgID = atomic.AddUint32(&this.msgID, 1)
-	f.MsgID = this.msgID
 	if _, err := this.Client.Write(f.Bytes()); err != nil {
 		return nil, err
 	}
 	return this.Wait.Wait(conv.String(this.msgID))
 }
 
-func (this *Client) connect() error {
-	f := protocol.MConnect.Frame()
-	_, err := this.Write(f.Bytes())
-	return err
-}
-
 // GetStockCount 获取市场内的股票数量
 func (this *Client) GetStockCount(exchange protocol.Exchange) (*protocol.StockCountResp, error) {
 	f := protocol.MStockCount.Frame(exchange)
@@ -155,6 +150,9 @@ func (this *Client) GetStockCount(exchange protocol.Exchange) (*protocol.StockCo
 
 // GetStockList 获取市场内指定范围内的所有证券代码,一次固定返回1000只,上证股票有效范围370-1480
 // 上证前370只是395/399开头的(中证500/总交易等辅助类),在后面的话是一些100开头的国债
+// 600开头的股票是上证A股，属于大盘股，其中6006开头的股票是最早上市的股票， 6016开头的股票为大盘蓝筹股；900开头的股票是上证B股；
+// 000开头的股票是深证A股，001、002开头的股票也都属于深证A股， 其中002开头的股票是深证A股中小企业股票；200开头的股票是深证B股；
+// 300开头的股票是创业板股票；400开头的股票是三板市场股票。
 func (this *Client) GetStockList(exchange protocol.Exchange, start uint16) (*protocol.StockListResp, error) {
 	f := protocol.MStockList.Frame(exchange, start)
 	result, err := this.SendFrame(f)
@@ -164,6 +162,24 @@ func (this *Client) GetStockList(exchange protocol.Exchange, start uint16) (*pro
 	return result.(*protocol.StockListResp), nil
 }
 
+// GetStockAll 通过多次请求的方式获取全部证券代码
+func (this *Client) GetStockAll(exchange protocol.Exchange) (*protocol.StockListResp, error) {
+	resp := &protocol.StockListResp{}
+	maxSize := uint16(1000)
+	for start := uint16(0); ; start += maxSize {
+		r, err := this.GetStockList(exchange, start)
+		if err != nil {
+			return nil, err
+		}
+		resp.Count += r.Count
+		resp.List = append(resp.List, r.List...)
+		if r.Count < maxSize {
+			break
+		}
+	}
+	return resp, nil
+}
+
 // GetStockQuotes 获取盘口五档报价
 func (this *Client) GetStockQuotes(m map[protocol.Exchange]string) (protocol.StockQuotesResp, error) {
 	f, err := protocol.MStockQuote.Frame(m)
@@ -286,6 +302,11 @@ func (this *Client) GetStockKline30Minute(req *protocol.StockKlineReq) (*protoco
 	return this.GetStockKline(protocol.TypeKline30Minute, req)
 }
 
+// GetStockKlineHour 获取小时k线数据
+func (this *Client) GetStockKlineHour(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
+	return this.GetStockKline(protocol.TypeKlineHour, req)
+}
+
 // GetStockKlineDay 获取日k线数据
 func (this *Client) GetStockKlineDay(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
 	return this.GetStockKline(protocol.TypeKlineDay, req)

protocol/model_stock_kline.go

@@ -37,7 +37,7 @@ type StockKline struct {
 	Open   Price     //开盘价
 	High   Price     //最高价
 	Low    Price     //最低价
-	Close  Price     //收盘价
+	Close  Price     //收盘价,如果是当天,则是最新价/实时价
 	Volume float64   //成交量
 	Amount float64   //成交额
 	Time   time.Time //时间
@@ -100,9 +100,7 @@ func (stockKline) Decode(bs []byte, Type TypeKline) (*StockKlineResp, error) {
 
 		last = last + open + _close
 
-		//logs.Debug(Reverse(bs[:4]), getVolume(Uint32(bs[:4])))
+		k.Volume = getVolume(Uint32(bs[:4]))
-		//logs.Debug(Reverse(bs[4:8]), getVolume(Uint32(bs[4:8])))
-		k.Volume = getVolume(Uint32(bs[:4])) / 100
 		k.Amount = getVolume(Uint32(bs[4:8]))
 
 		bs = bs[8:]

protocol/model_stock_kline_test.go

@@ -8,7 +8,7 @@ import (
 func Test_stockKline_Frame(t *testing.T) {
 	//预期0c02000000001c001c002d050000303030303031 0900 0100 0000 0a00 00000000000000000000
 	//   0c00000000011c001c002d050000313030303030 0900 0000 0000 0a00 00000000000000000000
-	f, _ := MStockKline.Frame(TypeKlineDay2, &StockKlineReq{
+	f, _ := MStockKline.Frame(TypeKlineDay, &StockKlineReq{
 		Exchange: ExchangeSH,
 		Code:     "000001",
 		Start:    0,

protocol/types.go

@@ -55,12 +55,12 @@ const (
 	TypeKline15Minute TypeKline = 1  // 15分钟K 线
 	TypeKline30Minute TypeKline = 2  // 30分钟K 线
 	TypeKlineHour     TypeKline = 3  // 1小时K 线
-	TypeKlineDay      TypeKline = 4  // 日K 线
+	TypeKlineDay2     TypeKline = 4  // 日K 线
 	TypeKlineWeek     TypeKline = 5  // 周K 线
 	TypeKlineMonth    TypeKline = 6  // 月K 线
 	TypeKlineMinute   TypeKline = 7  // 1分钟
 	TypeKlineMinute2  TypeKline = 8  // 1分钟K 线
-	TypeKlineDay2     TypeKline = 9  // 日K 线
+	TypeKlineDay      TypeKline = 9  // 日K 线
 	TypeKlineQuarter  TypeKline = 10 // 季K 线
 	TypeKlineYear     TypeKline = 11 // 年K 线
 )

protocol/types_price.go

@@ -2,7 +2,6 @@ package protocol
 
 import (
 	"fmt"
-	"math"
 )
 
 // Price 价格，单位分
@@ -158,61 +157,3 @@ func getData(bs []byte) (data int) {
 
 	return
 }
-
-func getVolume(ivol uint32) (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
-}

protocol/types_price_test.go

@@ -1,14 +0,0 @@
-package protocol
-
-import (
-	"math"
-	"testing"
-)
-
-func Test_getVolume(t *testing.T) {
-	f := float32(1.03)
-	n := math.Float32bits(f)
-	t.Log(n)
-
-	t.Log(getVolume(n))
-}

protocol/unit.go

@@ -8,6 +8,7 @@ import (
 	"golang.org/x/text/encoding/simplifiedchinese"
 	"golang.org/x/text/transform"
 	"io"
+	"math"
 	"time"
 )
 
@@ -82,7 +83,7 @@ func GetDate(bs [2]byte) string {
 
 func GetTime(bs [4]byte, Type TypeKline) time.Time {
 	switch Type {
-	case TypeKlineDay, TypeKlineMinute, TypeKlineMinute2:
+	case TypeKlineDay2, TypeKlineMinute, TypeKlineMinute2:
 
 		yearMonthDay := Uint16(bs[:2])
 		hourMinute := Uint16(bs[:2])
@@ -115,3 +116,62 @@ func basePrice(code string) Price {
 		return 10
 	}
 }
+
+func getVolume(val uint32) (volume float64) {
+	ivol := int32(val)
+	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
+}

protocol/unit_test.go

@@ -17,3 +17,8 @@ func TestUTF8ToGBK(t *testing.T) {
 	bs = UTF8ToGBK(bs)
 	t.Log(string(bs))
 }
+
+func Test_getVolume(t *testing.T) {
+	t.Log(getVolume(1237966432))
+	t.Log(getVolume(1237966432))
+}