统一分时成交的结构名称为Trade,和K线Kline一样简洁

protocol/model_trade.go

@@ -0,0 +1,171 @@
+package protocol
+
+import (
+	"errors"
+	"fmt"
+	"github.com/injoyai/conv"
+	"time"
+)
+
+type TradeResp struct {
+	Count uint16
+	List  Trades
+}
+
+// Trade 分时成交，todo 时间没有到秒，客户端上也没有,东方客户端能显示秒
+type Trade struct {
+	Time   time.Time //时间, 09:30
+	Price  Price     //价格
+	Volume int       //成交量,手
+	Status int       //0是买，1是卖，2中性/汇总 中途也可能出现2,例20241115(sz000001)的14:56
+	Number int       //单数,历史数据该字段无效
+}
+
+func (this *Trade) String() string {
+	return fmt.Sprintf("%s \t%-6s \t%-6s \t%-6d(手) \t%-4d(单) \t%-4s",
+		this.Time, this.Price, this.Amount(), this.Volume, this.Number, this.StatusString())
+}
+
+// Amount 成交额
+func (this *Trade) Amount() Price {
+	return this.Price * Price(this.Volume*100)
+}
+
+func (this *Trade) StatusString() string {
+	switch this.Status {
+	case 0:
+		return "买入"
+	case 1:
+		return "卖出"
+	default:
+		return ""
+	}
+}
+
+// AvgVolume 平均每单成交量
+func (this *Trade) AvgVolume() float64 {
+	return float64(this.Volume) / float64(this.Number)
+}
+
+// AvgPrice 平均每单成交金额
+func (this *Trade) AvgPrice() Price {
+	return Price(this.AvgVolume() * float64(this.Price) * 100)
+}
+
+// IsBuy 是否是买单
+func (this *Trade) IsBuy() bool {
+	return this.Status == 0
+}
+
+// IsSell 是否是卖单
+func (this *Trade) IsSell() bool {
+	return this.Status == 1
+}
+
+type trade struct{}
+
+func (trade) Frame(code string, start, count uint16) (*Frame, error) {
+	exchange, number, err := DecodeCode(code)
+	if err != nil {
+		return nil, err
+	}
+
+	codeBs := []byte(number)
+	codeBs = append(codeBs, Bytes(start)...)
+	codeBs = append(codeBs, Bytes(count)...)
+	return &Frame{
+		Control: Control01,
+		Type:    TypeMinuteTrade,
+		Data:    append([]byte{exchange.Uint8(), 0x0}, codeBs...),
+	}, nil
+}
+
+func (trade) Decode(bs []byte, c TradeCache) (*TradeResp, error) {
+
+	_, code, err := DecodeCode(c.Code)
+	if err != nil {
+		return nil, err
+	}
+
+	if len(bs) < 2 {
+		return nil, errors.New("数据长度不足")
+	}
+
+	resp := &TradeResp{
+		Count: Uint16(bs[:2]),
+	}
+
+	bs = bs[2:]
+
+	lastPrice := Price(0)
+	for i := uint16(0); i < resp.Count; i++ {
+		timeStr := GetHourMinute([2]byte(bs[:2]))
+		t, err := time.Parse("2006010215:04", c.Date+timeStr)
+		if err != nil {
+			return nil, err
+		}
+		mt := &Trade{Time: t}
+		var sub Price
+		bs, sub = GetPrice(bs[2:])
+		lastPrice += sub * 10 //把分转换成厘
+		mt.Price = lastPrice / basePrice(code)
+		bs, mt.Volume = CutInt(bs)
+		bs, mt.Number = CutInt(bs)
+		bs, mt.Status = CutInt(bs)
+		bs, _ = CutInt(bs) //这个得到的是0，不知道是啥
+		resp.List = append(resp.List, mt)
+	}
+
+	return resp, nil
+}
+
+type Trades []*Trade
+
+func (this Trades) Kline() (k *Kline, err error) {
+	k = &Kline{}
+	for i, v := range this {
+		switch i {
+		case 0:
+			k.Time = v.Time
+			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
+}
+
+// Klines1 1分K线
+func (this Trades) Klines1() (Klines, error) {
+	m := make(map[int64]Trades)
+	for _, v := range this {
+		//小于9点30的数据归类到9点30
+		if v.Time.Hour() == 9 && v.Time.Minute() < 30 {
+			v.Time = time.Date(v.Time.Year(), v.Time.Month(), v.Time.Day(), 9, 30, 0, 0, v.Time.Location())
+		}
+		m[v.Time.Unix()] = append(m[v.Time.Unix()], v)
+	}
+
+	ls := Klines(nil)
+	for _, v := range m {
+		k, err := v.Kline()
+		if err != nil {
+			return nil, err
+		}
+		ls = append(ls, k)
+	}
+	ls.Sort()
+	return ls, nil
+}
+
+type TradeCache struct {
+	Date string //日期
+	Code string //计算倍数
+}