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105
client.go
105
client.go
@@ -4,19 +4,28 @@ import (
|
||||
"errors"
|
||||
"fmt"
|
||||
"github.com/injoyai/base/maps"
|
||||
"github.com/injoyai/base/maps/wait/v2"
|
||||
"github.com/injoyai/base/maps/wait"
|
||||
"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) {
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return DialWith(NewHostDial(Hosts), op...)
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||||
op = append([]client.Option{WithRedial()}, op...)
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||||
return DialHostsRange(Hosts, op...)
|
||||
}
|
||||
|
||||
// Dial 与服务器建立连接
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||||
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
|
||||
@@ -86,16 +105,6 @@ func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
|
||||
|
||||
go cli.Client.Run()
|
||||
|
||||
/*
|
||||
部分接口需要通过代码信息计算得出
|
||||
*/
|
||||
codesOnce.Do(func() {
|
||||
//初始化代码管理
|
||||
if DefaultCodes == nil {
|
||||
DefaultCodes, err = NewCodes(cli, "./codes.db")
|
||||
}
|
||||
})
|
||||
|
||||
return cli, err
|
||||
}
|
||||
|
||||
@@ -226,9 +235,18 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
|
||||
|
||||
// GetQuote 获取盘口五档报价
|
||||
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 {
|
||||
//如果是股票代码,则加上前缀
|
||||
codes[i] = protocol.AddPrefix(codes[i])
|
||||
if !protocol.IsStock(codes[i]) {
|
||||
if DefaultCodes == nil {
|
||||
return nil, errors.New("DefaultCodes未初始化")
|
||||
}
|
||||
//不是股票代码的话,根据codes的信息加上前缀
|
||||
codes[i] = DefaultCodes.AddExchange(codes[i])
|
||||
}
|
||||
}
|
||||
|
||||
f, err := protocol.MQuote.Frame(codes...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
@@ -244,26 +262,25 @@ func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
|
||||
if len(quotes) != len(codes) {
|
||||
return nil, fmt.Errorf("预期%d个,实际%d个", len(codes), len(quotes))
|
||||
}
|
||||
if DefaultCodes == nil {
|
||||
return nil, errors.New("DefaultCodes未初始化")
|
||||
}
|
||||
for i, code := range codes {
|
||||
m := DefaultCodes.Get(code)
|
||||
if m == nil {
|
||||
return nil, fmt.Errorf("未查询到代码[%s]相关信息", code)
|
||||
}
|
||||
for ii, v := range quotes[i].SellLevel {
|
||||
quotes[i].SellLevel[ii].Price = m.Price(v.Price)
|
||||
}
|
||||
for ii, v := range quotes[i].BuyLevel {
|
||||
quotes[i].BuyLevel[ii].Price = m.Price(v.Price)
|
||||
}
|
||||
quotes[i].K = protocol.K{
|
||||
Last: m.Price(quotes[i].K.Last),
|
||||
Open: m.Price(quotes[i].K.Open),
|
||||
High: m.Price(quotes[i].K.High),
|
||||
Low: m.Price(quotes[i].K.Low),
|
||||
Close: m.Price(quotes[i].K.Close),
|
||||
if !protocol.IsStock(code) {
|
||||
m := DefaultCodes.Get(code)
|
||||
if m == nil {
|
||||
return nil, fmt.Errorf("未查询到代码[%s]相关信息", code)
|
||||
}
|
||||
for ii, v := range quotes[i].SellLevel {
|
||||
quotes[i].SellLevel[ii].Price = m.Price(v.Price)
|
||||
}
|
||||
for ii, v := range quotes[i].BuyLevel {
|
||||
quotes[i].BuyLevel[ii].Price = m.Price(v.Price)
|
||||
}
|
||||
quotes[i].K = protocol.K{
|
||||
Last: m.Price(quotes[i].K.Last),
|
||||
Open: m.Price(quotes[i].K.Open),
|
||||
High: m.Price(quotes[i].K.High),
|
||||
Low: m.Price(quotes[i].K.Low),
|
||||
Close: m.Price(quotes[i].K.Close),
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
127
codes.go
127
codes.go
@@ -1,25 +1,37 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
"errors"
|
||||
"github.com/injoyai/conv"
|
||||
"github.com/injoyai/ios/client"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx/protocol"
|
||||
"github.com/robfig/cron/v3"
|
||||
"math"
|
||||
"os"
|
||||
"path/filepath"
|
||||
"sync"
|
||||
"time"
|
||||
"xorm.io/core"
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
// 增加单例,部分数据需要通过Codes里面的信息计算
|
||||
var (
|
||||
DefaultCodes *Codes
|
||||
codesOnce sync.Once
|
||||
)
|
||||
// DefaultCodes 增加单例,部分数据需要通过Codes里面的信息计算
|
||||
var DefaultCodes *Codes
|
||||
|
||||
func NewCodes(c *Client, filename string) (*Codes, error) {
|
||||
func DialCodes(filename string, op ...client.Option) (*Codes, error) {
|
||||
c, err := DialDefault(op...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return NewCodes(c, filename)
|
||||
}
|
||||
|
||||
func NewCodes(c *Client, filenames ...string) (*Codes, error) {
|
||||
|
||||
//如果没有指定文件名,则使用默认
|
||||
defaultFilename := filepath.Join(DefaultDatabaseDir, "codes.db")
|
||||
filename := conv.Default[string](defaultFilename, filenames...)
|
||||
filename = conv.Select[string](filename == "", defaultFilename, filename)
|
||||
|
||||
//如果文件夹不存在就创建
|
||||
dir, _ := filepath.Split(filename)
|
||||
@@ -54,7 +66,6 @@ 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 +104,104 @@ 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.Default[int](-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
|
||||
@@ -142,6 +210,10 @@ func (this *Codes) Update(byCache ...bool) error {
|
||||
// GetCodes 更新股票并返回结果
|
||||
func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
|
||||
|
||||
if this.Client == nil {
|
||||
return nil, errors.New("client is nil")
|
||||
}
|
||||
|
||||
//2. 查询数据库所有股票
|
||||
list := []*CodeModel(nil)
|
||||
if err := this.db.Find(&list); err != nil {
|
||||
@@ -202,7 +274,7 @@ 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
|
||||
}
|
||||
}
|
||||
@@ -240,8 +312,13 @@ 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)))
|
||||
return protocol.Price(float64(p) * math.Pow10(int(2-this.Decimal)))
|
||||
return p * protocol.Price(math.Pow10(int(2-this.Decimal)))
|
||||
}
|
||||
|
||||
func NewSessionFunc(db *xorm.Engine, fn func(session *xorm.Session) error) error {
|
||||
|
||||
37
dial.go
37
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 +52,31 @@ 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, "等待2秒后尝试下一个服务地址...")
|
||||
<-time.After(time.Second * 2)
|
||||
}
|
||||
}
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
46
example/CheckGetHistoryErr/main.go
Normal file
46
example/CheckGetHistoryErr/main.go
Normal file
@@ -0,0 +1,46 @@
|
||||
package main
|
||||
|
||||
import (
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx"
|
||||
"time"
|
||||
)
|
||||
|
||||
func main() {
|
||||
m, err := tdx.NewManage(nil)
|
||||
logs.PanicErr(err)
|
||||
|
||||
codes := m.Codes.GetStocks()
|
||||
//codes = []string{
|
||||
// "sz000001",
|
||||
// "sz000002",
|
||||
//}
|
||||
|
||||
for _, code := range codes {
|
||||
m.Do(func(c *tdx.Client) error {
|
||||
resp, err := c.GetHistoryMinute(time.Now().Format("20060102"), code)
|
||||
logs.PanicErr(err)
|
||||
|
||||
resp2, err := c.GetKlineDay(code, 0, 1)
|
||||
logs.PanicErr(err)
|
||||
|
||||
if len(resp2.List) == 0 {
|
||||
logs.Debug(code)
|
||||
return nil
|
||||
}
|
||||
|
||||
if len(resp.List) == 0 {
|
||||
logs.Debug(code)
|
||||
return nil
|
||||
}
|
||||
|
||||
if resp2.List[0].Close != resp.List[len(resp.List)-1].Price {
|
||||
logs.Debug(code)
|
||||
}
|
||||
|
||||
return nil
|
||||
|
||||
})
|
||||
}
|
||||
|
||||
}
|
||||
11
example/DialHostsRange/main.go
Normal file
11
example/DialHostsRange/main.go
Normal 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)
|
||||
}
|
||||
@@ -8,7 +8,7 @@ import (
|
||||
|
||||
func main() {
|
||||
common.Test(func(c *tdx.Client) {
|
||||
resp, err := c.GetKlineDay("sh000001", 0, 10)
|
||||
resp, err := c.GetIndexDay("sh000001", 0, 10)
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp.List {
|
||||
|
||||
20
example/GetKline30MinuteAll/main.go
Normal file
20
example/GetKline30MinuteAll/main.go
Normal file
@@ -0,0 +1,20 @@
|
||||
package main
|
||||
|
||||
import (
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx"
|
||||
"github.com/injoyai/tdx/example/common"
|
||||
)
|
||||
|
||||
func main() {
|
||||
common.Test(func(c *tdx.Client) {
|
||||
resp, err := c.GetKline30Minute("sz000001", 0, 20)
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp.List {
|
||||
logs.Debug(v)
|
||||
}
|
||||
|
||||
logs.Debug("总数:", resp.Count)
|
||||
})
|
||||
}
|
||||
@@ -10,6 +10,9 @@ func main() {
|
||||
c, err := tdx.Dial("124.71.187.122:7709", tdx.WithDebug())
|
||||
logs.PanicErr(err)
|
||||
|
||||
tdx.DefaultCodes, err = tdx.NewCodes(c, "./codes.db")
|
||||
logs.PanicErr(err)
|
||||
|
||||
_ = c
|
||||
|
||||
/*
|
||||
@@ -21,7 +24,7 @@ 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 {
|
||||
|
||||
26
example/PullKline/main.go
Normal file
26
example/PullKline/main.go
Normal file
@@ -0,0 +1,26 @@
|
||||
package main
|
||||
|
||||
import (
|
||||
"context"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx"
|
||||
"github.com/injoyai/tdx/extend"
|
||||
"path/filepath"
|
||||
"time"
|
||||
)
|
||||
|
||||
func main() {
|
||||
|
||||
m, err := tdx.NewManage(nil)
|
||||
logs.PanicErr(err)
|
||||
|
||||
err = extend.NewPullKline(extend.PullKlineConfig{
|
||||
Codes: []string{"sz000001"},
|
||||
Tables: []string{extend.Year},
|
||||
Dir: filepath.Join(tdx.DefaultDatabaseDir, "kline"),
|
||||
Limit: 1,
|
||||
StartAt: time.Time{},
|
||||
}).Run(context.Background(), m)
|
||||
logs.PanicErr(err)
|
||||
|
||||
}
|
||||
148
extend/pull-kline-mysql.go
Normal file
148
extend/pull-kline-mysql.go
Normal file
@@ -0,0 +1,148 @@
|
||||
package extend
|
||||
|
||||
import (
|
||||
"context"
|
||||
_ "github.com/go-sql-driver/mysql"
|
||||
"github.com/injoyai/base/chans"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx"
|
||||
"github.com/injoyai/tdx/protocol"
|
||||
"xorm.io/core"
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
func NewPullKlineMysql(cfg PullKlineConfig) (*PullKlineMysql, error) {
|
||||
db, err := xorm.NewEngine("mysql", cfg.Dir)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
db.SetMapper(core.SameMapper{})
|
||||
_tables := []*KlineTable(nil)
|
||||
for _, v := range cfg.Tables {
|
||||
table := KlineTableMap[v]
|
||||
if err = db.Sync2(table); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
_tables = append(_tables, table)
|
||||
}
|
||||
return &PullKlineMysql{
|
||||
tables: _tables,
|
||||
Config: cfg,
|
||||
DB: db,
|
||||
}, nil
|
||||
}
|
||||
|
||||
type PullKlineMysql struct {
|
||||
tables []*KlineTable
|
||||
Config PullKlineConfig
|
||||
DB *xorm.Engine
|
||||
}
|
||||
|
||||
func (this *PullKlineMysql) Name() string {
|
||||
return "拉取k线数据"
|
||||
}
|
||||
|
||||
func (this *PullKlineMysql) Run(ctx context.Context, m *tdx.Manage) error {
|
||||
limit := chans.NewWaitLimit(uint(this.Config.Limit))
|
||||
|
||||
//1. 获取所有股票代码
|
||||
codes := this.Config.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()
|
||||
|
||||
for _, table := range this.tables {
|
||||
if table == nil {
|
||||
continue
|
||||
}
|
||||
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return
|
||||
default:
|
||||
}
|
||||
|
||||
var err error
|
||||
|
||||
//2. 获取最后一条数据
|
||||
last := new(Kline)
|
||||
if _, err = this.DB.Table(table).Where("Code=?", code).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(this.DB, func(session *xorm.Session) error {
|
||||
for i, v := range insert {
|
||||
if i == 0 {
|
||||
if _, err := session.Table(table).Where("Code=? and Date >= ?", code, 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 *PullKlineMysql) 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 || k.Time.Unix() <= this.Config.StartAt.Unix()
|
||||
})
|
||||
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
|
||||
}
|
||||
288
extend/pull-kline.go
Normal file
288
extend/pull-kline.go
Normal file
@@ -0,0 +1,288 @@
|
||||
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"
|
||||
"os"
|
||||
"path/filepath"
|
||||
"sort"
|
||||
"time"
|
||||
"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 }),
|
||||
}
|
||||
AllKlineTables = []string{
|
||||
"MinuteKline",
|
||||
"Minute5Kline",
|
||||
"Minute15Kline",
|
||||
"Minute30Kline",
|
||||
"HourKline",
|
||||
"DayKline",
|
||||
"WeekKline",
|
||||
"MonthKline",
|
||||
"QuarterKline",
|
||||
"YearKline",
|
||||
}
|
||||
)
|
||||
|
||||
type PullKlineConfig struct {
|
||||
Codes []string //操作代码
|
||||
Tables []string //数据类型
|
||||
Dir string //数据位置
|
||||
Limit int //协程数量
|
||||
StartAt time.Time //数据开始时间
|
||||
}
|
||||
|
||||
func NewPullKline(cfg PullKlineConfig) *PullKline {
|
||||
_tables := []*KlineTable(nil)
|
||||
for _, v := range cfg.Tables {
|
||||
_tables = append(_tables, KlineTableMap[v])
|
||||
}
|
||||
return &PullKline{
|
||||
tables: _tables,
|
||||
Config: cfg,
|
||||
}
|
||||
}
|
||||
|
||||
type PullKline struct {
|
||||
tables []*KlineTable
|
||||
Config PullKlineConfig
|
||||
}
|
||||
|
||||
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.Config.Limit))
|
||||
|
||||
//1. 获取所有股票代码
|
||||
codes := this.Config.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()
|
||||
|
||||
_ = os.MkdirAll(this.Config.Dir, 0777)
|
||||
|
||||
//连接数据库
|
||||
db, err := xorm.NewEngine("sqlite", filepath.Join(this.Config.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:
|
||||
}
|
||||
|
||||
logs.PrintErr(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 || k.Time.Unix() <= this.Config.StartAt.Unix()
|
||||
})
|
||||
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"` //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
|
||||
}
|
||||
10
go.mod
10
go.mod
@@ -4,9 +4,10 @@ go 1.20
|
||||
|
||||
require (
|
||||
github.com/glebarez/go-sqlite v1.22.0
|
||||
github.com/injoyai/base v1.0.18
|
||||
github.com/injoyai/conv v1.1.10
|
||||
github.com/injoyai/ios v0.0.4
|
||||
github.com/go-sql-driver/mysql v1.7.0
|
||||
github.com/injoyai/base v1.2.7
|
||||
github.com/injoyai/conv v1.2.2
|
||||
github.com/injoyai/ios v0.0.7
|
||||
github.com/injoyai/logs v1.0.9
|
||||
github.com/robfig/cron/v3 v3.0.1
|
||||
golang.org/x/text v0.16.0
|
||||
@@ -21,14 +22,13 @@ require (
|
||||
github.com/golang/snappy v0.0.4 // indirect
|
||||
github.com/google/uuid v1.5.0 // indirect
|
||||
github.com/json-iterator/go v1.1.12 // indirect
|
||||
github.com/kr/text v0.2.0 // indirect
|
||||
github.com/kr/pretty v0.3.1 // indirect
|
||||
github.com/mattn/go-colorable v0.1.13 // indirect
|
||||
github.com/mattn/go-isatty v0.0.20 // indirect
|
||||
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
|
||||
github.com/modern-go/reflect2 v1.0.2 // indirect
|
||||
github.com/pelletier/go-toml/v2 v2.1.1 // indirect
|
||||
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec // indirect
|
||||
github.com/satori/go.uuid v1.2.0 // indirect
|
||||
github.com/stretchr/testify v1.9.0 // indirect
|
||||
github.com/syndtr/goleveldb v1.0.0 // indirect
|
||||
golang.org/x/sys v0.22.0 // indirect
|
||||
|
||||
34
go.sum
34
go.sum
@@ -14,36 +14,32 @@ github.com/glebarez/go-sqlite v1.22.0 h1:uAcMJhaA6r3LHMTFgP0SifzgXg46yJkgxqyuyec
|
||||
github.com/glebarez/go-sqlite v1.22.0/go.mod h1:PlBIdHe0+aUEFn+r2/uthrWq4FxbzugL0L8Li6yQJbc=
|
||||
github.com/go-sql-driver/mysql v1.4.1/go.mod h1:zAC/RDZ24gD3HViQzih4MyKcchzm+sOG5ZlKdlhCg5w=
|
||||
github.com/go-sql-driver/mysql v1.7.0 h1:ueSltNNllEqE3qcWBTD0iQd3IpL/6U+mJxLkazJ7YPc=
|
||||
github.com/go-sql-driver/mysql v1.7.0/go.mod h1:OXbVy3sEdcQ2Doequ6Z5BW6fXNQTmx+9S1MCJN5yJMI=
|
||||
github.com/goccy/go-json v0.8.1 h1:4/Wjm0JIJaTDm8K1KcGrLHJoa8EsJ13YWeX+6Kfq6uI=
|
||||
github.com/goccy/go-json v0.8.1/go.mod h1:6MelG93GURQebXPDq3khkgXZkazVtN9CRI+MGFi0w8I=
|
||||
github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
|
||||
github.com/golang/protobuf v1.5.0/go.mod h1:FsONVRAS9T7sI+LIUmWTfcYkHO4aIWwzhcaSAoJOfIk=
|
||||
github.com/golang/snappy v0.0.0-20180518054509-2e65f85255db/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
|
||||
github.com/golang/snappy v0.0.4 h1:yAGX7huGHXlcLOEtBnF4w7FQwA26wojNCwOYAEhLjQM=
|
||||
github.com/golang/snappy v0.0.4/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
|
||||
github.com/google/go-cmp v0.5.5/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE=
|
||||
github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg=
|
||||
github.com/google/pprof v0.0.0-20221118152302-e6195bd50e26 h1:Xim43kblpZXfIBQsbuBVKCudVG457BR2GZFIz3uw3hQ=
|
||||
github.com/google/uuid v1.5.0 h1:1p67kYwdtXjb0gL0BPiP1Av9wiZPo5A8z2cWkTZ+eyU=
|
||||
github.com/google/uuid v1.5.0/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
|
||||
github.com/hpcloud/tail v1.0.0 h1:nfCOvKYfkgYP8hkirhJocXT2+zOD8yUNjXaWfTlyFKI=
|
||||
github.com/hpcloud/tail v1.0.0/go.mod h1:ab1qPbhIpdTxEkNHXyeSf5vhxWSCs/tWer42PpOxQnU=
|
||||
github.com/injoyai/base v1.0.18 h1:AMB1NhPe9acvMp04sThE8Ji/SRS1/MHsx19NmSoD8LA=
|
||||
github.com/injoyai/base v1.0.18/go.mod h1:2JSv8ndJ/FmKyazfhDBewzylEbVfJV0EE/r6kOvnzwU=
|
||||
github.com/injoyai/conv v1.1.5/go.mod h1:PYoJcbqaz4eyQUovzErRFCuDSPGB4L07AvdmFsTrTew=
|
||||
github.com/injoyai/conv v1.1.10 h1:LefmOA4SKTEw6gGHXZ6UT8n2K+OzCttYSW8lVmvgQd8=
|
||||
github.com/injoyai/conv v1.1.10/go.mod h1:PYoJcbqaz4eyQUovzErRFCuDSPGB4L07AvdmFsTrTew=
|
||||
github.com/injoyai/ios v0.0.4 h1:yEZ6wN5uCSjAJB4qwpT6R77aMtjkblZo4giKwu9/s7Y=
|
||||
github.com/injoyai/ios v0.0.4/go.mod h1:heABkaIUwoRRe424otl6mKgdU6LYt5gadav/V4gaojA=
|
||||
github.com/injoyai/base v1.2.7 h1:uYZoUIPGidkTNMfQfObsyHulu5VvNCOzuCh1DGn+Hz0=
|
||||
github.com/injoyai/base v1.2.7/go.mod h1:BsXiJ6/hXpswWxI4zLdKz+pW2Cwo+qhdfyaWDfR/vwg=
|
||||
github.com/injoyai/conv v1.2.2 h1:nxFD3zCYq/ZvVE6xAExBR+agi6gB+vc9O0si67VAsPk=
|
||||
github.com/injoyai/conv v1.2.2/go.mod h1:s05l3fQJQ4mT4VX+KIdbvCWQB0YzZHprmUfUu2uxd1k=
|
||||
github.com/injoyai/ios v0.0.7 h1:7k/brTmpnoqE6ajodyilkr2EJmJmcvSkpUD+LptgUVU=
|
||||
github.com/injoyai/ios v0.0.7/go.mod h1:9HemWSJTmhyJCnr+kH+lRfmvrEdABi1rkCBVsbqV5X8=
|
||||
github.com/injoyai/logs v1.0.9 h1:Wq7rCVIQKcPx+z+lzKQb2qyDK4TML/cgmaSZN9tx33c=
|
||||
github.com/injoyai/logs v1.0.9/go.mod h1:CLchJCGhb39Obyrci816R+KMtbxZhgPs0FuikhyixK4=
|
||||
github.com/json-iterator/go v1.1.12 h1:PV8peI4a0ysnczrg+LtxykD8LfKY9ML6u2jnxaEnrnM=
|
||||
github.com/json-iterator/go v1.1.12/go.mod h1:e30LSqwooZae/UwlEbR2852Gd8hjQvJoHmT4TnhNGBo=
|
||||
github.com/kballard/go-shellquote v0.0.0-20180428030007-95032a82bc51 h1:Z9n2FFNUXsshfwJMBgNA0RU6/i7WVaAegv3PtuIHPMs=
|
||||
github.com/kr/pretty v0.2.1 h1:Fmg33tUaq4/8ym9TJN1x7sLJnHVwhP33CNkpYV/7rwI=
|
||||
github.com/kr/pretty v0.2.1/go.mod h1:ipq/a2n7PKx3OHsz4KJII5eveXtPO4qwEXGdVfWzfnI=
|
||||
github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ=
|
||||
github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI=
|
||||
github.com/kr/pretty v0.3.1 h1:flRD4NNwYAUpkphVc1HcthR4KEIFJ65n8Mw5qdRn3LE=
|
||||
github.com/kr/pretty v0.3.1/go.mod h1:hoEshYVHaxMs3cyo3Yncou5ZscifuDolrwPKZanG3xk=
|
||||
github.com/kr/text v0.2.0 h1:5Nx0Ya0ZqY2ygV366QzturHI13Jq95ApcVaJBhpS+AY=
|
||||
github.com/kr/text v0.2.0/go.mod h1:eLer722TekiGuMkidMxC/pM04lWEeraHUUmBw8l2grE=
|
||||
github.com/mattn/go-colorable v0.1.9/go.mod h1:u6P/XSegPjTcexA+o6vUJrdnUu04hMope9wVRipJSqc=
|
||||
@@ -68,14 +64,15 @@ github.com/onsi/gomega v1.4.3 h1:RE1xgDvH7imwFD45h+u2SgIfERHlS2yNG4DObb5BSKU=
|
||||
github.com/onsi/gomega v1.4.3/go.mod h1:ex+gbHU/CVuBBDIJjb2X0qEXbFg53c61hWP/1CpauHY=
|
||||
github.com/pelletier/go-toml/v2 v2.1.1 h1:LWAJwfNvjQZCFIDKWYQaM62NcYeYViCmWIwmOStowAI=
|
||||
github.com/pelletier/go-toml/v2 v2.1.1/go.mod h1:tJU2Z3ZkXwnxa4DPO899bsyIoywizdUvyaeZurnPPDc=
|
||||
github.com/pkg/diff v0.0.0-20210226163009-20ebb0f2a09e/go.mod h1:pJLUxLENpZxwdsKMEsNbx1VGcRFpLqf3715MtcvvzbA=
|
||||
github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
|
||||
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
|
||||
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec h1:W09IVJc94icq4NjY3clb7Lk8O1qJ8BdBEF8z0ibU0rE=
|
||||
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec/go.mod h1:qqbHyh8v60DhA7CoWK5oRCqLrMHRGoxYCSS9EjAz6Eo=
|
||||
github.com/robfig/cron/v3 v3.0.1 h1:WdRxkvbJztn8LMz/QEvLN5sBU+xKpSqwwUO1Pjr4qDs=
|
||||
github.com/robfig/cron/v3 v3.0.1/go.mod h1:eQICP3HwyT7UooqI/z+Ov+PtYAWygg1TEWWzGIFLtro=
|
||||
github.com/satori/go.uuid v1.2.0 h1:0uYX9dsZ2yD7q2RtLRtPSdGDWzjeM3TbMJP9utgA0ww=
|
||||
github.com/satori/go.uuid v1.2.0/go.mod h1:dA0hQrYB0VpLJoorglMZABFdXlWrHn1NEOzdhQKdks0=
|
||||
github.com/rogpeppe/go-internal v1.9.0 h1:73kH8U+JUqXU8lRuOHeVHaa/SZPifC7BkcraZVejAe8=
|
||||
github.com/rogpeppe/go-internal v1.9.0/go.mod h1:WtVeX8xhTBvf0smdhujwtBcq4Qrzq/fJaraNFVN+nFs=
|
||||
github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
|
||||
github.com/stretchr/objx v0.4.0/go.mod h1:YvHI0jy2hoMjB+UWwv71VJQ9isScKT/TqJzVSSt89Yw=
|
||||
github.com/stretchr/objx v0.5.0/go.mod h1:Yh+to48EsGEfYuaHDzXPcE3xhTkx73EhmCGUpEOglKo=
|
||||
@@ -88,7 +85,6 @@ github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsT
|
||||
github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
|
||||
github.com/syndtr/goleveldb v1.0.0 h1:fBdIW9lB4Iz0n9khmH8w27SJ3QEJ7+IgjPEwGSZiFdE=
|
||||
github.com/syndtr/goleveldb v1.0.0/go.mod h1:ZVVdQEZoIme9iO1Ch2Jdy24qqXrMMOU6lpPAyBWyWuQ=
|
||||
github.com/ugorji/go/codec v1.2.12/go.mod h1:UNopzCgEMSXjBc6AOMqYvWC1ktqTAfzJZUZgYf6w6lg=
|
||||
golang.org/x/mod v0.17.0 h1:zY54UmvipHiNd+pm+m0x9KhZ9hl1/7QNMyxXbc6ICqA=
|
||||
golang.org/x/net v0.0.0-20180724234803-3673e40ba225/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
|
||||
golang.org/x/net v0.0.0-20180906233101-161cd47e91fd/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
|
||||
@@ -104,18 +100,12 @@ golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
||||
golang.org/x/sys v0.22.0 h1:RI27ohtqKCnwULzJLqkv897zojh5/DwS/ENaMzUOaWI=
|
||||
golang.org/x/sys v0.22.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
|
||||
golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
|
||||
golang.org/x/text v0.3.7/go.mod h1:u+2+/6zg+i71rQMx5EYifcz6MCKuco9NR6JIITiCfzQ=
|
||||
golang.org/x/text v0.16.0 h1:a94ExnEXNtEwYLGJSIUxnWoxoRz/ZcCsV63ROupILh4=
|
||||
golang.org/x/text v0.16.0/go.mod h1:GhwF1Be+LQoKShO3cGOHzqOgRrGaYc9AvblQOmPVHnI=
|
||||
golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
|
||||
golang.org/x/tools v0.21.1-0.20240508182429-e35e4ccd0d2d h1:vU5i/LfpvrRCpgM/VPfJLg5KjxD3E+hfT1SH+d9zLwg=
|
||||
golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
|
||||
google.golang.org/appengine v1.6.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4=
|
||||
google.golang.org/protobuf v1.26.0-rc.1/go.mod h1:jlhhOSvTdKEhbULTjvd4ARK9grFBp09yW+WbY/TyQbw=
|
||||
google.golang.org/protobuf v1.31.0/go.mod h1:HV8QOd/L58Z+nl8r43ehVNZIU/HEI6OcFqwMG9pJV4I=
|
||||
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
|
||||
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk=
|
||||
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q=
|
||||
gopkg.in/fsnotify.v1 v1.4.7 h1:xOHLXZwVvI9hhs+cLKq5+I5onOuwQLhQwiu63xxlHs4=
|
||||
gopkg.in/fsnotify.v1 v1.4.7/go.mod h1:Tz8NjZHkW78fSQdbUxIjBTcgA1z1m8ZHf0WmKUhAMys=
|
||||
gopkg.in/ini.v1 v1.67.0 h1:Dgnx+6+nfE+IfzjUEISNeydPJh9AXNNsWbGP9KzCsOA=
|
||||
|
||||
53
manage.go
53
manage.go
@@ -3,51 +3,54 @@ package tdx
|
||||
import (
|
||||
"github.com/injoyai/ios/client"
|
||||
"github.com/robfig/cron/v3"
|
||||
"path/filepath"
|
||||
"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.CodesFilename == "" {
|
||||
cfg.CodesFilename = DefaultDatabaseDir + "/codes.db"
|
||||
}
|
||||
if cfg.CodesDir == "" {
|
||||
cfg.CodesDir = "./data/database"
|
||||
if cfg.WorkdayFileName == "" {
|
||||
cfg.WorkdayFileName = DefaultDatabaseDir + "/workday.db"
|
||||
}
|
||||
if cfg.WorkdayDir == "" {
|
||||
cfg.WorkdayDir = "./data/database"
|
||||
if cfg.Dial == nil {
|
||||
cfg.Dial = DialDefault
|
||||
}
|
||||
|
||||
//代码
|
||||
codesClient, err := cfg.Dial(op...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
codesClient.Wait.SetTimeout(time.Second * 5)
|
||||
codes, err := NewCodes(codesClient, cfg.CodesFilename)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
//连接池
|
||||
p, err := NewPool(func() (*Client, error) {
|
||||
return DialHosts(cfg.Hosts, op...)
|
||||
return cfg.Dial(op...)
|
||||
}, cfg.Number)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
//代码
|
||||
codesClient, err := DialHosts(cfg.Hosts, op...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
codesClient.Wait.SetTimeout(time.Second * 5)
|
||||
codes, err := NewCodes(codesClient, filepath.Join(cfg.CodesDir, "codes.db"))
|
||||
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
|
||||
}
|
||||
workdayClient.Wait.SetTimeout(time.Second * 5)
|
||||
workday, err := NewWorkday(workdayClient, filepath.Join(cfg.WorkdayDir, "workday.db"))
|
||||
workday, err := NewWorkday(workdayClient, cfg.WorkdayFileName)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
@@ -79,8 +82,8 @@ 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
|
||||
CodesFilename string //代码数据库位置
|
||||
WorkdayFileName string //工作日数据库位置
|
||||
Dial func(op ...client.Option) (cli *Client, err error) //默认连接方式
|
||||
}
|
||||
|
||||
1
pool.go
1
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
|
||||
|
||||
@@ -1,11 +1,11 @@
|
||||
package protocol
|
||||
|
||||
import (
|
||||
"bytes"
|
||||
"compress/zlib"
|
||||
"errors"
|
||||
"fmt"
|
||||
"github.com/injoyai/base/bytes"
|
||||
"github.com/injoyai/base/g"
|
||||
"github.com/injoyai/base/types"
|
||||
"github.com/injoyai/conv"
|
||||
"io"
|
||||
)
|
||||
@@ -19,7 +19,7 @@ const (
|
||||
)
|
||||
|
||||
type Message interface {
|
||||
Bytes() g.Bytes
|
||||
Bytes() types.Bytes
|
||||
}
|
||||
|
||||
/*
|
||||
@@ -39,7 +39,7 @@ type Frame struct {
|
||||
Data []byte //数据
|
||||
}
|
||||
|
||||
func (this *Frame) Bytes() g.Bytes {
|
||||
func (this *Frame) Bytes() types.Bytes {
|
||||
length := uint16(len(this.Data) + 2)
|
||||
data := make([]byte, 12+len(this.Data))
|
||||
data[0] = Prefix
|
||||
|
||||
@@ -33,10 +33,10 @@ func (this historyMinute) Decode(bs []byte) (*MinuteResp, error) {
|
||||
Count: Uint16(bs[:2]),
|
||||
}
|
||||
|
||||
multiple := Price(1)
|
||||
if bs[5] > 0x40 {
|
||||
multiple = 10
|
||||
}
|
||||
multiple := Price(1) * 10
|
||||
//if bs[5] > 0x40 {
|
||||
//multiple = 10
|
||||
//}
|
||||
|
||||
//2-4字节是啥?
|
||||
bs = bs[6:]
|
||||
|
||||
@@ -3,7 +3,7 @@ package protocol
|
||||
import (
|
||||
"errors"
|
||||
"fmt"
|
||||
"github.com/injoyai/base/g"
|
||||
"github.com/injoyai/base/types"
|
||||
"github.com/injoyai/conv"
|
||||
"time"
|
||||
)
|
||||
@@ -15,7 +15,7 @@ type KlineReq struct {
|
||||
Count uint16
|
||||
}
|
||||
|
||||
func (this *KlineReq) Bytes(Type uint8) (g.Bytes, error) {
|
||||
func (this *KlineReq) Bytes(Type uint8) (types.Bytes, error) {
|
||||
if this.Count > 800 {
|
||||
return nil, errors.New("单次数量不能超过800")
|
||||
}
|
||||
@@ -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{}
|
||||
@@ -174,7 +177,7 @@ func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
|
||||
|
||||
resp.List = append(resp.List, k)
|
||||
}
|
||||
|
||||
resp.List = FixKlineTime(resp.List)
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
@@ -182,3 +185,27 @@ type KlineCache struct {
|
||||
Type uint8 //1分钟,5分钟,日线等
|
||||
Kind string //指数,个股等
|
||||
}
|
||||
|
||||
// FixKlineTime 修复盘内下午(13~15点)拉取数据的时候,11.30的时间变成13.00
|
||||
func FixKlineTime(ks []*Kline) []*Kline {
|
||||
if len(ks) == 0 {
|
||||
return ks
|
||||
}
|
||||
now := time.Now()
|
||||
//只有当天下午13~15点之间才会出现的时间问题
|
||||
node1 := time.Date(now.Year(), now.Month(), now.Day(), 13, 0, 0, 0, now.Location())
|
||||
node2 := time.Date(now.Year(), now.Month(), now.Day(), 15, 0, 0, 0, now.Location())
|
||||
if ks[len(ks)-1].Time.Unix() < node1.Unix() || ks[len(ks)-1].Time.Unix() > node2.Unix() {
|
||||
return ks
|
||||
}
|
||||
ls := ks
|
||||
if len(ls) >= 120 {
|
||||
ls = ls[len(ls)-120:]
|
||||
}
|
||||
for i, v := range ls {
|
||||
if v.Time.Unix() == node1.Unix() {
|
||||
ls[i].Time = time.Date(now.Year(), now.Month(), now.Day(), 11, 30, 0, 0, now.Location())
|
||||
}
|
||||
}
|
||||
return ks
|
||||
}
|
||||
|
||||
@@ -47,7 +47,7 @@ type Quote struct {
|
||||
func (this *Quote) String() string {
|
||||
return fmt.Sprintf(`%s%s
|
||||
%s
|
||||
总量:%s, 现量:%s, 总金额:%s, 内盘:%s, 外盘:%s
|
||||
总手:%s, 现量:%s, 总金额:%s, 内盘:%s, 外盘:%s
|
||||
%s%s
|
||||
`,
|
||||
this.Exchange.String(), this.Code, this.K,
|
||||
@@ -142,9 +142,9 @@ func (this quote) Decode(bs []byte) QuotesResp {
|
||||
sellLevel := PriceLevel{}
|
||||
|
||||
bs, p = GetPrice(bs)
|
||||
buyLevel.Price = p + sec.K.Close
|
||||
buyLevel.Price = p*10 + sec.K.Close
|
||||
bs, p = GetPrice(bs)
|
||||
sellLevel.Price = p + sec.K.Close
|
||||
sellLevel.Price = p*10 + sec.K.Close
|
||||
|
||||
bs, buyLevel.Number = CutInt(bs)
|
||||
bs, sellLevel.Number = CutInt(bs)
|
||||
|
||||
@@ -78,6 +78,13 @@ func DecodeK(bs []byte) ([]byte, K) {
|
||||
bs, k.Low = GetPrice(bs)
|
||||
k.Low += k.Close
|
||||
|
||||
//默认按股票展示
|
||||
k.Last *= 10
|
||||
k.Open *= 10
|
||||
k.Close *= 10
|
||||
k.High *= 10
|
||||
k.Low *= 10
|
||||
|
||||
return bs, k
|
||||
}
|
||||
|
||||
|
||||
@@ -3,7 +3,6 @@ package protocol
|
||||
import (
|
||||
"bytes"
|
||||
"fmt"
|
||||
bytes2 "github.com/injoyai/base/bytes"
|
||||
"github.com/injoyai/conv"
|
||||
"golang.org/x/text/encoding/simplifiedchinese"
|
||||
"golang.org/x/text/transform"
|
||||
@@ -15,12 +14,12 @@ import (
|
||||
|
||||
// String 字节先转小端,再转字符
|
||||
func String(bs []byte) string {
|
||||
return string(bytes2.Reverse(bs))
|
||||
return string(Reverse(bs))
|
||||
}
|
||||
|
||||
// Bytes 任意类型转小端字节
|
||||
func Bytes(n any) []byte {
|
||||
return bytes2.Reverse(conv.Bytes(n))
|
||||
return Reverse(conv.Bytes(n))
|
||||
}
|
||||
|
||||
// Reverse 字节倒序
|
||||
@@ -34,12 +33,12 @@ func Reverse(bs []byte) []byte {
|
||||
|
||||
// Uint32 字节通过小端方式转为uint32
|
||||
func Uint32(bs []byte) uint32 {
|
||||
return conv.Uint32(bytes2.Reverse(bs))
|
||||
return conv.Uint32(Reverse(bs))
|
||||
}
|
||||
|
||||
// Uint16 字节通过小端方式转为uint16
|
||||
func Uint16(bs []byte) uint16 {
|
||||
return conv.Uint16(bytes2.Reverse(bs))
|
||||
return conv.Uint16(Reverse(bs))
|
||||
}
|
||||
|
||||
func UTF8ToGBK(text []byte) []byte {
|
||||
|
||||
@@ -1,6 +1,7 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
"errors"
|
||||
_ "github.com/glebarez/go-sqlite"
|
||||
"github.com/injoyai/base/maps"
|
||||
"github.com/injoyai/logs"
|
||||
@@ -59,6 +60,11 @@ type Workday struct {
|
||||
|
||||
// Update 更新
|
||||
func (this *Workday) Update() error {
|
||||
|
||||
if this.Client == nil {
|
||||
return errors.New("client is nil")
|
||||
}
|
||||
|
||||
//获取沪市指数的日K线,用作历史是否节假日的判断依据
|
||||
//判断日K线是否拉取过
|
||||
|
||||
@@ -77,7 +83,7 @@ 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
|
||||
|
||||
Reference in New Issue
Block a user