Compare commits

..

22 Commits

Author SHA1 Message Date
injoyai
e76043dc29 可以自定义连接方式 2025-03-24 16:33:52 +08:00
injoyai
ff7fc6aba0 增加RangDial等待时间 2025-03-24 16:29:03 +08:00
injoyai
0c27cc4276 默认开启日志,日志等级为Info 2025-03-24 16:28:30 +08:00
injoyai
80d6d6dfc5 优化 2025-03-20 13:37:34 +08:00
injoyai
a27461740a Merge remote-tracking branch 'origin/master' 2025-03-20 13:19:05 +08:00
injoyai
7a9d59f8f1 优化 2025-03-20 13:18:49 +08:00
钱纯净
cba35308f6 优化GetQuote方法 2025-03-19 22:47:46 +08:00
钱纯净
424e259f2b 测试 2025-03-19 22:20:29 +08:00
injoyai
3ea8d50cd7 整理代码 2025-03-18 16:50:26 +08:00
injoyai
09116ee8e8 整理代码 2025-03-18 16:43:39 +08:00
injoyai
31fcc0b3a3 整理代码 2025-03-18 16:43:20 +08:00
injoyai
296b7197a1 整理代码 2025-03-18 16:43:14 +08:00
injoyai
b4f748306a 优化NewRangeDial 2025-03-18 15:02:36 +08:00
injoyai
0cfd21f8fb 测试拓展NewPullKline 2025-03-18 14:59:38 +08:00
injoyai
1c9fd75876 默认使用DialHostsRange函数进行连接 2025-03-18 14:56:15 +08:00
injoyai
e4de354a66 测试DialHostsRange 2025-03-18 14:55:44 +08:00
injoyai
6062da9cb2 测试拓展pullkline 2025-03-18 14:55:15 +08:00
injoyai
0414cbebc3 测试拓展pullkline 2025-03-18 14:55:01 +08:00
injoyai
b221dbc3e2 Manage简单兼容DefaultCodes 2025-03-18 14:48:02 +08:00
injoyai
51d8d06fbd 增加NewRangeDial函数,更方便使用 2025-03-18 14:47:15 +08:00
injoyai
9df96f0707 增加DialHostsRange函数,更方便使用 2025-03-18 14:46:55 +08:00
injoyai
53cc5fd743 细节优化 2025-03-18 13:43:17 +08:00
11 changed files with 483 additions and 50 deletions

View File

@@ -8,15 +8,24 @@ import (
"github.com/injoyai/conv"
"github.com/injoyai/ios"
"github.com/injoyai/ios/client"
"github.com/injoyai/ios/module/tcp"
"github.com/injoyai/ios/module/common"
"github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol"
"runtime/debug"
"strings"
"sync/atomic"
"time"
)
const (
LevelNone = common.LevelNone
LevelDebug = common.LevelDebug
LevelWrite = common.LevelWrite
LevelRead = common.LevelRead
LevelInfo = common.LevelInfo
LevelError = common.LevelError
LevelAll = common.LevelAll
)
// WithDebug 是否打印通讯数据
func WithDebug(b ...bool) client.Option {
return func(c *client.Client) {
@@ -24,6 +33,12 @@ func WithDebug(b ...bool) client.Option {
}
}
func WithLevel(level int) client.Option {
return func(c *client.Client) {
c.Logger.SetLevel(level)
}
}
// WithRedial 断线重连
func WithRedial(b ...bool) client.Option {
return func(c *client.Client) {
@@ -31,17 +46,15 @@ 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...)
op = append([]client.Option{WithRedial()}, 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 +67,11 @@ 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) {
@@ -63,7 +81,8 @@ func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
}
cli.Client, err = client.Dial(dial, func(c *client.Client) {
c.Logger.Debug(false) //关闭日志打印
c.Logger.Debug(true) //关闭日志打印
c.Logger.SetLevel(LevelInfo) //设置日志级别
c.Logger.WithHEX() //以HEX显示
c.SetOption(op...) //自定义选项
c.Event.OnReadFrom = protocol.ReadFrom //分包
@@ -229,6 +248,9 @@ 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

View File

@@ -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)))
}

37
dial.go
View File

@@ -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 +52,31 @@ 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)
<-time.After(time.Second * 3)
}
}
return
}
}

View File

@@ -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)
}

View File

@@ -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 {

24
example/PullKline/main.go Normal file
View File

@@ -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)
}

268
extend/pull-kline.go Normal file
View File

@@ -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
}

View File

@@ -7,31 +7,28 @@ import (
"time"
)
const (
DefaultDatabaseDir = "./data/database"
)
func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
//初始化配置
if cfg == nil {
cfg = &ManageConfig{}
}
if len(cfg.Hosts) == 0 {
cfg.Hosts = Hosts
}
if cfg.CodesDir == "" {
cfg.CodesDir = "./data/database"
cfg.CodesDir = DefaultDatabaseDir
}
if cfg.WorkdayDir == "" {
cfg.WorkdayDir = "./data/database"
cfg.WorkdayDir = DefaultDatabaseDir
}
//连接池
p, err := NewPool(func() (*Client, error) {
return DialHosts(cfg.Hosts, op...)
}, cfg.Number)
if err != nil {
return nil, err
if cfg.Dial == nil {
cfg.Dial = DialDefault
}
//代码
codesClient, err := DialHosts(cfg.Hosts, op...)
DefaultCodes = &Codes{}
codesClient, err := cfg.Dial(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 cfg.Dial(op...)
}, cfg.Number)
if err != nil {
return nil, err
}
//工作日
workdayClient, err := DialHosts(cfg.Hosts, op...)
workdayClient, err := cfg.Dial(op...)
if err != nil {
return nil, err
}
@@ -79,8 +85,8 @@ func (this *Manage) AddWorkdayTask(spec string, f func(m *Manage)) {
}
type ManageConfig struct {
Hosts []string //服务端IP
Number int //客户端数量
CodesDir string //代码数据库位置
WorkdayDir string //工作日数据库位置
Number int //客户端数量
CodesDir string //代码数据库位置
WorkdayDir string //工作日数据库位置
Dial func(op ...client.Option) (cli *Client, err error) //默认连接方式
}

View File

@@ -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

View File

@@ -77,7 +77,10 @@ func (this *Kline) RisePrice() Price {
// RiseRate 涨跌比例/涨跌幅,第一个数据不准,仅做参考
func (this *Kline) RiseRate() float64 {
return float64(this.RisePrice()) / float64(this.Open) * 100
if this.Last == 0 {
return float64(this.Close-this.Open) / float64(this.Open) * 100
}
return float64(this.Close-this.Last) / float64(this.Last) * 100
}
type kline struct{}

View File

@@ -77,7 +77,7 @@ func (this *Workday) Update() error {
now := time.Now()
if lastWorkday == nil || lastWorkday.Unix < IntegerDay(now).Unix() {
resp, err := this.Client.GetKlineDayAll("sh000001")
resp, err := this.Client.GetIndexDayAll("sh000001")
if err != nil {
logs.Err(err)
return err