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优化PullTrade

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injoyai
2025-06-10 15:34:14 +08:00
parent 1187e1dcdf
commit 34701c4197
2 changed files with 35 additions and 12 deletions
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3
example/PullTrade/main.go
View File

@@ -1,6 +1,7 @@
package main package main
import ( import (
"context"
"github.com/injoyai/logs" "github.com/injoyai/logs"
"github.com/injoyai/tdx" "github.com/injoyai/tdx"
"github.com/injoyai/tdx/extend" "github.com/injoyai/tdx/extend"
@@ -13,7 +14,7 @@ func main() {
m, err := tdx.NewManage(nil) m, err := tdx.NewManage(nil)
logs.PanicErr(err) logs.PanicErr(err)
err = pt.Pull(m, 2025, "sz000001") err = pt.PullYear(context.Background(), m, 2025, "sz000001")
logs.Err(err) logs.Err(err)
} }

44
extend/pull-trade.go
View File

@@ -1,6 +1,7 @@
package extend package extend
import ( import (
"context"
"github.com/injoyai/conv" "github.com/injoyai/conv"
"github.com/injoyai/logs" "github.com/injoyai/logs"
"github.com/injoyai/tdx" "github.com/injoyai/tdx"
@@ -19,7 +20,21 @@ type PullTrade struct {
Dir string Dir string
} }
func (this *PullTrade) Pull(m *tdx.Manage, year int, code string) (err error) { func (this *PullTrade) Pull(ctx context.Context, m *tdx.Manage, code string) error {
for i := 2000; i <= time.Now().Year(); i++ {
select {
case <-ctx.Done():
return ctx.Err()
default:
}
if err := this.PullYear(ctx, m, i, code); err != nil {
return err
}
}
return nil
}
func (this *PullTrade) PullYear(ctx context.Context, m *tdx.Manage, year int, code string) (err error) {
tss := protocol.Trades{} tss := protocol.Trades{}
kss1 := protocol.Klines(nil) kss1 := protocol.Klines(nil)
@@ -29,6 +44,14 @@ func (this *PullTrade) Pull(m *tdx.Manage, year int, code string) (err error) {
kss60 := protocol.Klines(nil) kss60 := protocol.Klines(nil)
m.Workday.RangeYear(year, func(t time.Time) bool { m.Workday.RangeYear(year, func(t time.Time) bool {
select {
case <-ctx.Done():
err = ctx.Err()
return false
default:
}
date := t.Format("20060102") date := t.Format("20060102")
var resp *protocol.HistoryTradeResp var resp *protocol.HistoryTradeResp
@@ -59,17 +82,16 @@ func (this *PullTrade) Pull(m *tdx.Manage, year int, code string) (err error) {
return true return true
}) })
_ = kss5 if err != nil {
_ = kss15 return
_ = kss30 }
_ = kss60
filename := filepath.Join(this.Dir, conv.String(year), "分时成交", code+".csv") filename := filepath.Join(this.Dir, "分时成交", code+"-"+conv.String(year)+".csv")
filename1 := filepath.Join(this.Dir, conv.String(year), "1分钟", code+".csv") filename1 := filepath.Join(this.Dir, "1分钟", code+"-"+conv.String(year)+".csv")
filename5 := filepath.Join(this.Dir, conv.String(year), "5分钟", code+".csv") filename5 := filepath.Join(this.Dir, "5分钟", code+"-"+conv.String(year)+".csv")
filename15 := filepath.Join(this.Dir, conv.String(year), "15分钟", code+".csv") filename15 := filepath.Join(this.Dir, "15分钟", code+"-"+conv.String(year)+".csv")
filename30 := filepath.Join(this.Dir, conv.String(year), "30分钟", code+".csv") filename30 := filepath.Join(this.Dir, "30分钟", code+"-"+conv.String(year)+".csv")
filename60 := filepath.Join(this.Dir, conv.String(year), "60分钟", code+".csv") filename60 := filepath.Join(this.Dir, "60分钟", code+"-"+conv.String(year)+".csv")
name := m.Codes.GetName(code) name := m.Codes.GetName(code)
err = TradeToCsv(filename, tss) err = TradeToCsv(filename, tss)