增加PullTrade,用于拉取分时成交,然后计算成K线

extend/spider-ths.go

@@ -0,0 +1,118 @@
+package extend
+
+import (
+	"bytes"
+	"encoding/json"
+	"fmt"
+	"github.com/injoyai/conv"
+	"github.com/injoyai/tdx/protocol"
+	"io"
+	"net/http"
+	"strings"
+	"time"
+)
+
+const (
+	UrlTHSDayKline       = "http://d.10jqka.com.cn/v6/line/hs_%s/0%d/all.js"
+	THS_QFQ        uint8 = 1 //前复权
+	THS_HFQ        uint8 = 2 //后复权
+)
+
+/*
+GetTHSDayKline
+前复权,和通达信对的上,和东方财富对不上
+后复权,和通达信,东方财富都对不上
+*/
+func GetTHSDayKline(code string, _type uint8) ([]*Kline, error) {
+	if _type != THS_QFQ && _type != THS_HFQ {
+		return nil, fmt.Errorf("数据类型错误,例如:前复权1或后复权2")
+	}
+
+	code = protocol.AddPrefix(code)
+	if len(code) != 8 {
+		return nil, fmt.Errorf("股票代码错误,例如:SZ000001或000001")
+	}
+
+	u := fmt.Sprintf(UrlTHSDayKline, code[2:], _type)
+	req, err := http.NewRequest(http.MethodGet, u, nil)
+	if err != nil {
+		return nil, err
+	}
+	/*
+	 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) '
+	                      'Chrome/90.0.4430.212 Safari/537.36',
+	        'Referer': 'http://stockpage.10jqka.com.cn/',
+	        'DNT': '1',
+	*/
+	req.Header.Set("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36 Edg/89.0.774.54")
+	req.Header.Set("Referer", "http://stockpage.10jqka.com.cn/")
+	req.Header.Set("DNT", "1")
+	resp, err := http.DefaultClient.Do(req)
+	if err != nil {
+		return nil, err
+	}
+
+	defer resp.Body.Close()
+	bs, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, err
+	}
+
+	n := bytes.IndexByte(bs, '(')
+	bs = bs[n+1 : len(bs)-1]
+
+	m := map[string]any{}
+	err = json.Unmarshal(bs, &m)
+	if err != nil {
+		return nil, err
+	}
+
+	total := conv.Int(m["total"])
+	priceFactor := conv.Float64(m["priceFactor"])
+	prices := strings.Split(conv.String(m["price"]), ",")
+	dates := strings.Split(conv.String(m["dates"]), ",")
+	volumes := strings.Split(conv.String(m["volumn"]), ",")
+	start := conv.String(m["start"])
+	t, err := time.Parse("20060102", start)
+	if err != nil {
+		return nil, err
+	}
+
+	//好像到了22点,总数量会比实际多1
+	if total == len(dates)+1 && total == len(volumes)+1 {
+		total -= 1
+	}
+	//判断数量是否对应
+	if total*4 != len(prices) || total != len(dates) || total != len(volumes) {
+		return nil, fmt.Errorf("total=%d prices=%d dates=%d volumns=%d", total, len(prices), len(dates), len(volumes))
+	}
+
+	ls := []*Kline(nil)
+
+	year := t.Year()
+	lastDate := ""
+	for i := 0; i < total; i++ {
+		//当日前变小时(12xx变01xx),说明过了1年,除非该股票停牌了1年多则数据错误
+		if dates[i] < lastDate {
+			year++
+		}
+		lastDate = dates[i]
+		x, err := time.Parse("0102", dates[i])
+		if err != nil {
+			return nil, err
+		}
+		x = time.Date(year, x.Month(), x.Day(), 15, 0, 0, 0, time.Local)
+		low := protocol.Price(conv.Float64(prices[i*4+0]) * 1000 / priceFactor)
+		ls = append(ls, &Kline{
+			Code:   protocol.AddPrefix(code),
+			Date:   x.Unix(),
+			Open:   protocol.Price(conv.Float64(prices[i*4+1])*1000/priceFactor) + low,
+			High:   protocol.Price(conv.Float64(prices[i*4+2])*1000/priceFactor) + low,
+			Low:    low,
+			Close:  protocol.Price(conv.Float64(prices[i*4+3])*1000/priceFactor) + low,
+			Volume: (conv.Int64(volumes[i]) + 50) / 100,
+		})
+	}
+
+	return ls, nil
+}