优化GetQuote方法

client.go

@@ -8,11 +8,9 @@ import (
 	"github.com/injoyai/conv"
 	"github.com/injoyai/ios"
 	"github.com/injoyai/ios/client"
-	"github.com/injoyai/ios/module/tcp"
 	"github.com/injoyai/logs"
 	"github.com/injoyai/tdx/protocol"
 	"runtime/debug"
-	"strings"
 	"sync/atomic"
 	"time"
 )
@@ -31,17 +29,14 @@ func WithRedial(b ...bool) client.Option {
 	}
 }
 
-// Dial 与服务器建立连接
-func Dial(addr string, op ...client.Option) (cli *Client, err error) {
-	if !strings.Contains(addr, ":") {
-		addr += ":7709"
-	}
-	return DialWith(tcp.NewDial(addr), op...)
-}
-
 // DialDefault 默认连接方式
 func DialDefault(op ...client.Option) (cli *Client, err error) {
-	return DialWith(NewHostDial(Hosts), op...)
+	return DialHostsRange(Hosts, op...)
+}
+
+// Dial 与服务器建立连接
+func Dial(addr string, op ...client.Option) (cli *Client, err error) {
+	return DialWith(NewTCPDial(addr), op...)
 }
 
 // DialHosts 与服务器建立连接,多个服务器轮询,开启重试生效
@@ -54,6 +49,11 @@ func DialHostsRandom(hosts []string, op ...client.Option) (cli *Client, err erro
 	return DialWith(NewRandomDial(hosts), op...)
 }
 
+// DialHostsRange 遍历设置的服务地址进行连接,成功则结束遍历
+func DialHostsRange(hosts []string, op ...client.Option) (cli *Client, err error) {
+	return DialWith(NewRangeDial(hosts), op...)
+}
+
 // DialWith 与服务器建立连接
 func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
 
@@ -229,6 +229,9 @@ func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
 	if DefaultCodes == nil {
 		return nil, errors.New("DefaultCodes未初始化")
 	}
+	for i := range codes {
+		codes[i] = DefaultCodes.AddExchange(codes[i])
+	}
 	f, err := protocol.MQuote.Frame(codes...)
 	if err != nil {
 		return nil, err

codes.go

@@ -1,6 +1,7 @@
 package tdx
 
 import (
+	"github.com/injoyai/conv"
 	"github.com/injoyai/logs"
 	"github.com/injoyai/tdx/protocol"
 	"github.com/robfig/cron/v3"
@@ -54,7 +55,6 @@ func NewCodes(c *Client, filename string) (*Codes, error) {
 	cc := &Codes{
 		Client: c,
 		db:     db,
-		Codes:  nil,
 	}
 
 	{ //设置定时器,每天早上9点更新数据
@@ -93,47 +93,104 @@ func NewCodes(c *Client, filename string) (*Codes, error) {
 }
 
 type Codes struct {
-	*Client                       //客户端
-	db      *xorm.Engine          //数据库实例
-	Codes   map[string]*CodeModel //股票缓存
+	*Client                         //客户端
+	db        *xorm.Engine          //数据库实例
+	Map       map[string]*CodeModel //股票缓存
+	list      []*CodeModel          //列表方式缓存
+	exchanges map[string][]string   //交易所缓存
 }
 
 // GetName 获取股票名称
 func (this *Codes) GetName(code string) string {
-	if v, ok := this.Codes[code]; ok {
+	if v, ok := this.Map[code]; ok {
 		return v.Name
 	}
 	return "未知"
 }
 
 // GetStocks 获取股票代码,sh6xxx sz0xx sz30xx
-func (this *Codes) GetStocks() []string {
+func (this *Codes) GetStocks(limits ...int) []string {
+	limit := conv.DefaultInt(-1, limits...)
 	ls := []string(nil)
-	for k, _ := range this.Codes {
-		if protocol.IsStock(k) {
-			ls = append(ls, k)
+	for _, m := range this.list {
+		code := m.FullCode()
+		if protocol.IsStock(code) {
+			ls = append(ls, code)
+		}
+		if limit > 0 && len(ls) >= limit {
+			break
 		}
 	}
 	return ls
 }
 
 func (this *Codes) Get(code string) *CodeModel {
-	if v, ok := this.Codes[code]; ok {
-		return v
-	}
-	return nil
+	return this.Map[code]
 }
 
-func (this *Codes) Update(byCache ...bool) error {
-	codes, err := this.GetCodes(len(byCache) > 0 && byCache[0])
+// GetExchange 获取股票交易所,这里的参数不需要带前缀
+func (this *Codes) GetExchange(code string) protocol.Exchange {
+	if len(code) == 6 {
+		switch {
+		case code[:1] == "6":
+			return protocol.ExchangeSH
+		case code[:1] == "0":
+			return protocol.ExchangeSZ
+		case code[:2] == "30":
+			return protocol.ExchangeSZ
+		}
+	}
+	var exchange string
+	exchanges := this.exchanges[code]
+	if len(exchanges) >= 1 {
+		exchange = exchanges[0]
+	}
+	if len(code) == 8 {
+		exchange = code[0:2]
+	}
+	switch exchange {
+	case protocol.ExchangeSH.String():
+		return protocol.ExchangeSH
+	case protocol.ExchangeSZ.String():
+		return protocol.ExchangeSZ
+	default:
+		return protocol.ExchangeSH
+	}
+}
+
+func (this *Codes) AddExchange(code string) string {
+	if exchanges := this.exchanges[code]; len(exchanges) == 1 {
+		return exchanges[0] + code
+	}
+	if len(code) == 6 {
+		switch {
+		case code[:1] == "6":
+			return protocol.ExchangeSH.String() + code
+		case code[:1] == "0":
+			return protocol.ExchangeSZ.String() + code
+		case code[:2] == "30":
+			return protocol.ExchangeSZ.String() + code
+		}
+		return this.GetExchange(code).String() + code
+	}
+	return code
+}
+
+// Update 更新数据,从服务器或者数据库
+func (this *Codes) Update(byDB ...bool) error {
+	codes, err := this.GetCodes(len(byDB) > 0 && byDB[0])
 	if err != nil {
 		return err
 	}
 	codeMap := make(map[string]*CodeModel)
+	exchanges := make(map[string][]string)
 	for _, code := range codes {
 		codeMap[code.Exchange+code.Code] = code
+		exchanges[code.Code] = append(exchanges[code.Code], code.Exchange)
 	}
-	this.Codes = codeMap
+	this.Map = codeMap
+	this.list = codes
+	this.exchanges = exchanges
 	//更新时间
 	_, err = this.db.Update(&UpdateModel{Time: time.Now().Unix()})
 	return err
@@ -202,7 +259,7 @@ func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
 			}
 		}
 		for _, v := range update {
-			if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name").Update(v); err != nil {
+			if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
 				return err
 			}
 		}
@@ -240,6 +297,10 @@ func (*CodeModel) TableName() string {
 	return "codes"
 }
 
+func (this *CodeModel) FullCode() string {
+	return this.Exchange + this.Code
+}
+
 func (this *CodeModel) Price(p protocol.Price) protocol.Price {
 	return p * protocol.Price(math.Pow10(int(3-this.Decimal)))
 }

dial.go

@@ -3,12 +3,21 @@ package tdx
 import (
 	"context"
 	"github.com/injoyai/ios"
+	"github.com/injoyai/ios/module/tcp"
+	"github.com/injoyai/logs"
 	"math/rand"
 	"net"
 	"strings"
 	"time"
 )
 
+func NewTCPDial(addr string) ios.DialFunc {
+	if !strings.Contains(addr, ":") {
+		addr += ":7709"
+	}
+	return tcp.NewDial(addr)
+}
+
 func NewHostDial(hosts []string) ios.DialFunc {
 	if len(hosts) == 0 {
 		hosts = Hosts
@@ -43,3 +52,30 @@ func NewRandomDial(hosts []string) ios.DialFunc {
 		return c, addr, err
 	}
 }
+
+func NewRangeDial(hosts []string) ios.DialFunc {
+	if len(hosts) == 0 {
+		hosts = Hosts
+	}
+	return func(ctx context.Context) (c ios.ReadWriteCloser, _ string, err error) {
+		for i, addr := range hosts {
+			select {
+			case <-ctx.Done():
+				return nil, "", ctx.Err()
+			default:
+			}
+			if !strings.Contains(addr, ":") {
+				addr += ":7709"
+			}
+			c, err = net.Dial("tcp", addr)
+			if err == nil {
+				return c, addr, nil
+			}
+			if i < len(hosts)-1 {
+				//最后一个错误返回出去
+				logs.Err(err)
+			}
+		}
+		return
+	}
+}

example/DialHostsRange/main.go

@@ -0,0 +1,11 @@
+package main
+
+import (
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx"
+)
+
+func main() {
+	_, err := tdx.DialHostsRange([]string{"1", "2", "127.0.0.1"})
+	logs.PrintErr(err)
+}

example/GetQuote/main.go

@@ -21,7 +21,7 @@ func main() {
 		b1cb74001c00000000000d005100bd00789c6378c1cecb252ace6066c5b4898987b9050ed1f90cc5b74c18a5bc18c1b43490fecff09c81819191f13fc3c9f3bb169f5e7dfefeb5ef57f7199a305009308208e5b32bb6bcbf70148712002d7f1e13
 		b1cb74000c02000000003e05ac00ac000102020000303030303031601294121a1c2d4eadabcf0ed412aae5fc01afb0024561124fbcc08301afa47900b2e3174100bf68871a4201b741b6144302bb09af334403972e96354504ac09b619560e00000000f8ff601201363030303038b60fba04060607429788a70efa04ada37ab2531c12974d91e7449dbc354184b6010001844bad324102b5679ea1014203a65abd8d0143048a6ba4dd01440587e101b3d2029613000000000000b60f
 	*/
-	resp, err := c.GetQuote("sz000001", "sh600008")
+	resp, err := c.GetQuote("000001", "600000", "159558", "010504")
 	logs.PanicErr(err)
 
 	for _, v := range resp {

example/PullKline/main.go

@@ -0,0 +1,24 @@
+package main
+
+import (
+	"context"
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx"
+	"github.com/injoyai/tdx/extend"
+	"path/filepath"
+)
+
+func main() {
+
+	m, err := tdx.NewManage(nil)
+	logs.PanicErr(err)
+
+	err = extend.NewPullKline(
+		[]string{"sz000001"},
+		[]string{extend.Year},
+		filepath.Join(tdx.DefaultDatabaseDir, "kline"),
+		1,
+	).Run(context.Background(), m)
+	logs.PanicErr(err)
+
+}

extend/pull-kline.go

@@ -0,0 +1,268 @@
+package extend
+
+import (
+	"context"
+	_ "github.com/glebarez/go-sqlite"
+	"github.com/injoyai/base/chans"
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx"
+	"github.com/injoyai/tdx/protocol"
+	"path/filepath"
+	"sort"
+	"xorm.io/core"
+	"xorm.io/xorm"
+)
+
+const (
+	Minute   = "minute"
+	Minute5  = "5minute"
+	Minute15 = "15minute"
+	Minute30 = "30minute"
+	Hour     = "hour"
+	Day      = "day"
+	Week     = "week"
+	Month    = "month"
+	Quarter  = "quarter"
+	Year     = "year"
+)
+
+var (
+	AllKlineType  = []string{Minute, Minute5, Minute15, Minute30, Hour, Day, Week, Month, Quarter, Year}
+	KlineTableMap = map[string]*KlineTable{
+		Minute:   NewKlineTable("MinuteKline", func(c *tdx.Client) KlineHandler { return c.GetKlineMinuteUntil }),
+		Minute5:  NewKlineTable("Minute5Kline", func(c *tdx.Client) KlineHandler { return c.GetKline5MinuteUntil }),
+		Minute15: NewKlineTable("Minute15Kline", func(c *tdx.Client) KlineHandler { return c.GetKline15MinuteUntil }),
+		Minute30: NewKlineTable("Minute30Kline", func(c *tdx.Client) KlineHandler { return c.GetKline30MinuteUntil }),
+		Hour:     NewKlineTable("HourKline", func(c *tdx.Client) KlineHandler { return c.GetKlineHourUntil }),
+		Day:      NewKlineTable("DayKline", func(c *tdx.Client) KlineHandler { return c.GetKlineDayUntil }),
+		Week:     NewKlineTable("WeekKline", func(c *tdx.Client) KlineHandler { return c.GetKlineWeekUntil }),
+		Month:    NewKlineTable("MonthKline", func(c *tdx.Client) KlineHandler { return c.GetKlineMonthUntil }),
+		Quarter:  NewKlineTable("QuarterKline", func(c *tdx.Client) KlineHandler { return c.GetKlineQuarterUntil }),
+		Year:     NewKlineTable("YearKline", func(c *tdx.Client) KlineHandler { return c.GetKlineYearUntil }),
+	}
+)
+
+func NewPullKline(codes, tables []string, dir string, limit int) *PullKline {
+	_tables := []*KlineTable(nil)
+	for _, v := range tables {
+		_tables = append(_tables, KlineTableMap[v])
+	}
+	return &PullKline{
+		tables: _tables,
+		dir:    dir,
+		Codes:  codes,
+		limit:  limit,
+	}
+}
+
+type PullKline struct {
+	tables []*KlineTable
+	dir    string   //数据目录
+	Codes  []string //指定的代码
+	limit  int      //并发数量
+}
+
+func (this *PullKline) Name() string {
+	return "拉取k线数据"
+}
+
+func (this *PullKline) Run(ctx context.Context, m *tdx.Manage) error {
+	limit := chans.NewWaitLimit(uint(this.limit))
+
+	//1. 获取所有股票代码
+	codes := this.Codes
+	if len(codes) == 0 {
+		codes = m.Codes.GetStocks()
+	}
+
+	for _, v := range codes {
+		select {
+		case <-ctx.Done():
+			return ctx.Err()
+		default:
+		}
+
+		limit.Add()
+		go func(code string) {
+			defer limit.Done()
+
+			//连接数据库
+			db, err := xorm.NewEngine("sqlite", filepath.Join(this.dir, code+".db"))
+			if err != nil {
+				logs.Err(err)
+				return
+			}
+			db.SetMapper(core.SameMapper{})
+			db.DB().SetMaxOpenConns(1)
+
+			for _, table := range this.tables {
+				if table == nil {
+					continue
+				}
+
+				select {
+				case <-ctx.Done():
+					return
+				default:
+				}
+
+				db.Sync2(table)
+
+				//2. 获取最后一条数据
+				last := new(Kline)
+				if _, err = db.Table(table).Desc("Date").Get(last); err != nil {
+					logs.Err(err)
+					return
+				}
+
+				//3. 从服务器获取数据
+				insert := Klines{}
+				err = m.Do(func(c *tdx.Client) error {
+					insert, err = this.pull(code, last.Date, table.Handler(c))
+					return err
+				})
+				if err != nil {
+					logs.Err(err)
+					return
+				}
+
+				//4. 插入数据库
+				err = tdx.NewSessionFunc(db, func(session *xorm.Session) error {
+					for i, v := range insert {
+						if i == 0 {
+							if _, err := session.Table(table).Where("Date >= ?", v.Date).Delete(); err != nil {
+								return err
+							}
+						}
+						if _, err := session.Table(table).Insert(v); err != nil {
+							return err
+						}
+					}
+					return nil
+				})
+				logs.PrintErr(err)
+
+			}
+
+		}(v)
+	}
+	limit.Wait()
+	return nil
+}
+
+func (this *PullKline) pull(code string, lastDate int64, f func(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error)) (Klines, error) {
+
+	if lastDate == 0 {
+		lastDate = protocol.ExchangeEstablish.Unix()
+	}
+
+	resp, err := f(code, func(k *protocol.Kline) bool {
+		return k.Time.Unix() <= lastDate
+	})
+	if err != nil {
+		return nil, err
+	}
+
+	ks := Klines{}
+	for _, v := range resp.List {
+		ks = append(ks, &Kline{
+			Code:   code,
+			Date:   v.Time.Unix(),
+			Open:   v.Open,
+			High:   v.High,
+			Low:    v.Low,
+			Close:  v.Close,
+			Volume: v.Volume,
+			Amount: v.Amount,
+		})
+	}
+
+	return ks, nil
+}
+
+type Kline struct {
+	Code   string         `json:"code" xorm:"-"`         //代码
+	Date   int64          `json:"date"`                  //时间节点 2006-01-02 15:00
+	Open   protocol.Price `json:"open"`                  //开盘价
+	High   protocol.Price `json:"high"`                  //最高价
+	Low    protocol.Price `json:"low"`                   //最低价
+	Close  protocol.Price `json:"close"`                 //收盘价
+	Volume int64          `json:"volume"`                //成交量
+	Amount protocol.Price `json:"amount"`                //成交额
+	InDate int64          `json:"inDate" xorm:"created"` //创建时间
+}
+
+type Klines []*Kline
+
+func (this Klines) Less(i, j int) bool { return this[i].Code > this[j].Code }
+
+func (this Klines) Swap(i, j int) { this[i], this[j] = this[j], this[i] }
+
+func (this Klines) Len() int { return len(this) }
+
+func (this Klines) Sort() { sort.Sort(this) }
+
+// Kline 计算多个K线,成一个K线
+func (this Klines) Kline() *Kline {
+	if this == nil {
+		return new(Kline)
+	}
+	k := new(Kline)
+	for i, v := range this {
+		switch i {
+		case 0:
+			k.Open = v.Open
+			k.High = v.High
+			k.Low = v.Low
+			k.Close = v.Close
+		case len(this) - 1:
+			k.Close = v.Close
+			k.Date = v.Date
+		}
+		if v.High > k.High {
+			k.High = v.High
+		}
+		if v.Low < k.Low {
+			k.Low = v.Low
+		}
+		k.Volume += v.Volume
+		k.Amount += v.Amount
+	}
+
+	return k
+}
+
+// Merge 合并K线
+func (this Klines) Merge(n int) Klines {
+	if this == nil {
+		return nil
+	}
+	ks := []*Kline(nil)
+	for i := 0; i < len(this); i += n {
+		if i+n > len(this) {
+			ks = append(ks, this[i:].Kline())
+		} else {
+			ks = append(ks, this[i:i+n].Kline())
+		}
+	}
+	return ks
+}
+
+type KlineHandler func(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error)
+
+func NewKlineTable(tableName string, handler func(c *tdx.Client) KlineHandler) *KlineTable {
+	return &KlineTable{
+		tableName: tableName,
+		Handler:   handler,
+	}
+}
+
+type KlineTable struct {
+	Kline     `xorm:"extends"`
+	tableName string
+	Handler   func(c *tdx.Client) KlineHandler `xorm:"-"`
+}
+
+func (this *KlineTable) TableName() string {
+	return this.tableName
+}

manage.go

@@ -7,6 +7,10 @@ import (
 	"time"
 )
 
+const (
+	DefaultDatabaseDir = "./data/database"
+)
+
 func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
 	//初始化配置
 	if cfg == nil {
@@ -16,22 +20,15 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
 		cfg.Hosts = Hosts
 	}
 	if cfg.CodesDir == "" {
-		cfg.CodesDir = "./data/database"
+		cfg.CodesDir = DefaultDatabaseDir
 	}
 	if cfg.WorkdayDir == "" {
-		cfg.WorkdayDir = "./data/database"
-	}
-
-	//连接池
-	p, err := NewPool(func() (*Client, error) {
-		return DialHosts(cfg.Hosts, op...)
-	}, cfg.Number)
-	if err != nil {
-		return nil, err
+		cfg.WorkdayDir = DefaultDatabaseDir
 	}
 
 	//代码
-	codesClient, err := DialHosts(cfg.Hosts, op...)
+	DefaultCodes = &Codes{}
+	codesClient, err := DialHostsRange(cfg.Hosts, op...)
 	if err != nil {
 		return nil, err
 	}
@@ -40,9 +37,18 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
 	if err != nil {
 		return nil, err
 	}
+	DefaultCodes = codes
+
+	//连接池
+	p, err := NewPool(func() (*Client, error) {
+		return DialHostsRange(cfg.Hosts, op...)
+	}, cfg.Number)
+	if err != nil {
+		return nil, err
+	}
 
 	//工作日
-	workdayClient, err := DialHosts(cfg.Hosts, op...)
+	workdayClient, err := DialHostsRange(cfg.Hosts, op...)
 	if err != nil {
 		return nil, err
 	}

pool.go

@@ -5,6 +5,7 @@ import (
 	"github.com/injoyai/base/safe"
 )
 
+// NewPool 简易版本的连接池
 func NewPool(dial func() (*Client, error), number int) (*Pool, error) {
 	if number <= 0 {
 		number = 1