统一分时成交的结构名称为Trade,和K线Kline一样简洁

client.go

@@ -157,10 +157,10 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
 		resp, err = protocol.MHistoryMinute.Decode(f.Data)
 
 	case protocol.TypeMinuteTrade:
-		resp, err = protocol.MMinuteTrade.Decode(f.Data, conv.String(val))
+		resp, err = protocol.MTrade.Decode(f.Data, val.(protocol.TradeCache))
 
 	case protocol.TypeHistoryMinuteTrade:
-		resp, err = protocol.MHistoryMinuteTrade.Decode(f.Data, conv.String(val))
+		resp, err = protocol.MHistoryTrade.Decode(f.Data, val.(protocol.TradeCache))
 
 	case protocol.TypeKline:
 		resp, err = protocol.MKline.Decode(f.Data, val.(protocol.KlineCache))
@@ -316,23 +316,34 @@ func (this *Client) GetHistoryMinute(date, code string) (*protocol.MinuteResp, e
 	return result.(*protocol.MinuteResp), nil
 }
 
+func (this *Client) GetTrade(code string, start, count uint16) (*protocol.TradeResp, error) {
+	return this.GetMinuteTrade(code, start, count)
+}
+
 // GetMinuteTrade 获取分时交易详情,服务器最多返回1800条,count-start<=1800
-func (this *Client) GetMinuteTrade(code string, start, count uint16) (*protocol.MinuteTradeResp, error) {
+func (this *Client) GetMinuteTrade(code string, start, count uint16) (*protocol.TradeResp, error) {
 	code = protocol.AddPrefix(code)
-	f, err := protocol.MMinuteTrade.Frame(code, start, count)
+	f, err := protocol.MTrade.Frame(code, start, count)
 	if err != nil {
 		return nil, err
 	}
-	result, err := this.SendFrame(f, code)
+	result, err := this.SendFrame(f, protocol.TradeCache{
+		Date: time.Now().Format("20060102"),
+		Code: code,
+	})
 	if err != nil {
 		return nil, err
 	}
-	return result.(*protocol.MinuteTradeResp), nil
+	return result.(*protocol.TradeResp), nil
+}
+
+func (this *Client) GetTradeAll(code string) (*protocol.TradeResp, error) {
+	return this.GetMinuteTradeAll(code)
 }
 
 // GetMinuteTradeAll 获取分时全部交易详情,todo 只做参考 因为交易实时在进行,然后又是分页读取的,所以会出现读取间隔内产生的交易会丢失
-func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, error) {
+func (this *Client) GetMinuteTradeAll(code string) (*protocol.TradeResp, error) {
-	resp := &protocol.MinuteTradeResp{}
+	resp := &protocol.TradeResp{}
 	size := uint16(1800)
 	for start := uint16(0); ; start += size {
 		r, err := this.GetMinuteTrade(code, start, size)
@@ -349,26 +360,37 @@ func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, e
 	return resp, nil
 }
 
+func (this *Client) GetHistoryTrade(date, code string, start, count uint16) (*protocol.HistoryTradeResp, error) {
+	return this.GetHistoryMinuteTrade(date, code, start, count)
+}
+
 // GetHistoryMinuteTrade 获取历史分时交易
 // 只能获取昨天及之前的数据,服务器最多返回2000条,count-start<=2000,如果日期输入错误,则返回0
 // 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则
-func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.HistoryMinuteTradeResp, error) {
+func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.HistoryTradeResp, error) {
 	code = protocol.AddPrefix(code)
-	f, err := protocol.MHistoryMinuteTrade.Frame(date, code, start, count)
+	f, err := protocol.MHistoryTrade.Frame(date, code, start, count)
 	if err != nil {
 		return nil, err
 	}
-	result, err := this.SendFrame(f, code)
+	result, err := this.SendFrame(f, protocol.TradeCache{
+		Date: date,
+		Code: code,
+	})
 	if err != nil {
 		return nil, err
 	}
-	return result.(*protocol.HistoryMinuteTradeResp), nil
+	return result.(*protocol.HistoryTradeResp), nil
+}
+
+func (this *Client) GetHistoryTradeAll(date, code string) (*protocol.HistoryTradeResp, error) {
+	return this.GetHistoryMinuteTradeAll(date, code)
 }
 
 // GetHistoryMinuteTradeAll 获取历史分时全部交易,通过多次请求来拼接,只能获取昨天及之前的数据
 // 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则
-func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.HistoryMinuteTradeResp, error) {
+func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.HistoryTradeResp, error) {
-	resp := &protocol.HistoryMinuteTradeResp{}
+	resp := &protocol.HistoryTradeResp{}
 	size := uint16(2000)
 	for start := uint16(0); ; start += size {
 		r, err := this.GetHistoryMinuteTrade(date, code, start, size)

protocol/model_connect.go

@@ -12,8 +12,8 @@ var (
 	MCode          = code{}
 	MMinute        = minute{}
 	MHistoryMinute = historyMinute{}
-	MMinuteTrade        = minuteTrade{}
+	MTrade         = trade{}
-	MHistoryMinuteTrade = historyMinuteTrade{}
+	MHistoryTrade  = historyTrade{}
 	MKline         = kline{}
 )
 

protocol/model_history_minute_trade.go

@@ -1,142 +0,0 @@
-package protocol
-
-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  HistoryMinuteTrades
-	//List  []*HistoryMinuteTrade
-}
-
-type HistoryMinuteTrade struct {
-	Time   string //时间
-	Price  Price  //价格
-	Volume int    //成交量
-	Status int    //0是买，1是卖，2无效（汇总出现）中途也可能出现2,例20241115(sz000001)的14:56
-}
-
-func (this *HistoryMinuteTrade) String() string {
-	return fmt.Sprintf("%s \t%s \t%-6s \t%-6d(手) \t%-4s", this.Time, this.Price, this.Amount(), this.Volume, this.StatusString())
-}
-
-// Amount 成交额
-func (this *HistoryMinuteTrade) Amount() Price {
-	return this.Price * Price(this.Volume*100)
-}
-
-func (this *HistoryMinuteTrade) StatusString() string {
-	switch this.Status {
-	case 0:
-		return "买入"
-	case 1:
-		return "卖出"
-	default:
-		return ""
-	}
-}
-
-type historyMinuteTrade struct{}
-
-func (historyMinuteTrade) Frame(date, code string, start, count uint16) (*Frame, error) {
-	exchange, number, err := DecodeCode(code)
-	if err != nil {
-		return nil, err
-	}
-	dataBs := Bytes(conv.Uint32(date)) //req.Time.Format("20060102"))
-	dataBs = append(dataBs, exchange.Uint8(), 0x0)
-	dataBs = append(dataBs, []byte(number)...)
-	dataBs = append(dataBs, Bytes(start)...)
-	dataBs = append(dataBs, Bytes(count)...)
-	return &Frame{
-		Control: Control01,
-		Type:    TypeHistoryMinuteTrade,
-		Data:    dataBs,
-	}, nil
-}
-
-func (historyMinuteTrade) Decode(bs []byte, code string) (*HistoryMinuteTradeResp, error) {
-	if len(bs) < 2 {
-		return nil, errors.New("数据长度不足")
-	}
-
-	_, number, err := DecodeCode(code)
-	if err != nil {
-		return nil, err
-	}
-
-	resp := &HistoryMinuteTradeResp{
-		Count: Uint16(bs[:2]),
-	}
-
-	//第2-6字节不知道是啥
-	bs = bs[2+4:]
-
-	lastPrice := Price(0)
-	for i := uint16(0); i < resp.Count; i++ {
-		mt := &HistoryMinuteTrade{
-			Time: GetHourMinute([2]byte(bs[:2])),
-		}
-		var sub Price
-		bs, sub = GetPrice(bs[2:])
-		lastPrice += sub * 10 //把分转成厘
-		mt.Price = lastPrice / basePrice(number)
-		bs, mt.Volume = 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 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_history_trade.go

@@ -0,0 +1,70 @@
+package protocol
+
+import (
+	"errors"
+	"github.com/injoyai/conv"
+	"time"
+)
+
+// HistoryTradeResp 历史分时交易比实时少了单量
+type HistoryTradeResp struct {
+	Count uint16
+	List  Trades
+}
+
+type historyTrade struct{}
+
+func (historyTrade) Frame(date, code string, start, count uint16) (*Frame, error) {
+	exchange, number, err := DecodeCode(code)
+	if err != nil {
+		return nil, err
+	}
+	dataBs := Bytes(conv.Uint32(date)) //req.Time.Format("20060102"))
+	dataBs = append(dataBs, exchange.Uint8(), 0x0)
+	dataBs = append(dataBs, []byte(number)...)
+	dataBs = append(dataBs, Bytes(start)...)
+	dataBs = append(dataBs, Bytes(count)...)
+	return &Frame{
+		Control: Control01,
+		Type:    TypeHistoryMinuteTrade,
+		Data:    dataBs,
+	}, nil
+}
+
+func (historyTrade) Decode(bs []byte, c TradeCache) (*HistoryTradeResp, error) {
+	if len(bs) < 2 {
+		return nil, errors.New("数据长度不足")
+	}
+
+	_, number, err := DecodeCode(c.Code)
+	if err != nil {
+		return nil, err
+	}
+
+	resp := &HistoryTradeResp{
+		Count: Uint16(bs[:2]),
+	}
+
+	//第2-6字节不知道是啥
+	bs = bs[2+4:]
+
+	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 //把分转成厘
+		mt.Price = lastPrice / basePrice(number)
+		bs, mt.Volume = 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
+}

protocol/model_history_trade_test.go

@@ -7,7 +7,7 @@ import (
 func Test_stockHistoryMinuteTrade_Frame(t *testing.T) {
 	// 预期 0c 02000000 00 1200 1200 b50f 84da3401 0000 30303030303100006400
 	//     0c000000000112001200b50f84da3401000030303030303100006400
-	f, err := MHistoryMinuteTrade.Frame("20241028", "sz000001", 0, 100)
+	f, err := MHistoryTrade.Frame("20241028", "sz000001", 0, 100)
 	if err != nil {
 		t.Error(err)
 		return

protocol/model_minute_trade.go

@@ -1,116 +0,0 @@
-package protocol
-
-import (
-	"errors"
-	"fmt"
-)
-
-type MinuteTradeResp struct {
-	Count uint16
-	List  []*MinuteTrade
-}
-
-// MinuteTrade 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 MinuteTrade struct {
-	Time   string //时间
-	Price  Price  //价格
-	Volume int    //成交量
-	Number int    //单数,历史数据该字段无效
-	Status int    //0是买，1是卖，2无效（汇总出现）
-}
-
-func (this *MinuteTrade) 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 *MinuteTrade) Amount() Price {
-	return this.Price * Price(this.Volume) * 100
-}
-
-func (this *MinuteTrade) 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 *MinuteTrade) AvgVolume() float64 {
-	return float64(this.Volume) / float64(this.Number)
-}
-
-// AvgPrice 平均每单成交金额
-func (this *MinuteTrade) AvgPrice() Price {
-	return Price(this.AvgVolume() * float64(this.Price) * 100)
-}
-
-// IsBuy 是否是买单
-func (this *MinuteTrade) IsBuy() bool {
-	return this.Status == 0
-}
-
-// IsSell 是否是卖单
-func (this *MinuteTrade) IsSell() bool {
-	return this.Status == 1
-}
-
-type minuteTrade struct{}
-
-func (minuteTrade) 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 (minuteTrade) Decode(bs []byte, code string) (*MinuteTradeResp, error) {
-
-	var err error
-	_, code, err = DecodeCode(code)
-	if err != nil {
-		return nil, err
-	}
-
-	if len(bs) < 2 {
-		return nil, errors.New("数据长度不足")
-	}
-
-	resp := &MinuteTradeResp{
-		Count: Uint16(bs[:2]),
-	}
-
-	bs = bs[2:]
-
-	lastPrice := Price(0)
-	for i := uint16(0); i < resp.Count; i++ {
-		mt := &MinuteTrade{
-			Time: GetHourMinute([2]byte(bs[:2])),
-		}
-		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
-}

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
+}