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18 Commits

Author SHA1 Message Date
钱纯净
78e2ead79c 修复分时成交金额不准的问题 2025-04-09 23:18:00 +08:00
钱纯净
f69dd66ecb 测试分时成交数据不准的问题 2025-04-09 23:17:30 +08:00
钱纯净
4ce4adbfea 查询盘口信息得初始化DefaultCodes 2025-04-09 23:16:53 +08:00
injoyai
20de683bca Merge remote-tracking branch 'origin/master' 2025-04-09 17:02:47 +08:00
injoyai
49c6deb9c4 测试分时部分股票值不对的问题 2025-04-09 17:02:33 +08:00
钱纯净
5c0bc2a772 优化 2025-04-01 18:50:00 +08:00
钱纯净
0f75b402bc 优化PullKline 2025-03-26 19:21:31 +08:00
钱纯净
ce6718831c Merge remote-tracking branch 'origin/master' 2025-03-25 20:39:28 +08:00
钱纯净
031d9f6509 调整获取指数示例 2025-03-25 20:39:13 +08:00
injoyai
5e4115d045 修改DefaultCodes,需要手动赋值 2025-03-24 17:01:24 +08:00
injoyai
1cae60c65e 修改NewRangeDial等待间隔为2秒 2025-03-24 16:40:37 +08:00
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
12 changed files with 176 additions and 67 deletions

View File

@@ -8,6 +8,7 @@ import (
"github.com/injoyai/conv"
"github.com/injoyai/ios"
"github.com/injoyai/ios/client"
"github.com/injoyai/ios/module/common"
"github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol"
"runtime/debug"
@@ -15,6 +16,16 @@ import (
"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) {
@@ -22,6 +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) {
@@ -31,6 +48,7 @@ func WithRedial(b ...bool) client.Option {
// DialDefault 默认连接方式
func DialDefault(op ...client.Option) (cli *Client, err error) {
op = append([]client.Option{WithRedial()}, op...)
return DialHostsRange(Hosts, op...)
}
@@ -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
}
@@ -229,6 +238,9 @@ 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

@@ -1,26 +1,34 @@
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) {
filename := conv.DefaultString("./codes.db", filenames...)
//如果文件夹不存在就创建
dir, _ := filepath.Split(filename)
@@ -97,7 +105,7 @@ type Codes struct {
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
exchanges map[string][]string //交易所缓存
}
// GetName 获取股票名称
@@ -140,7 +148,11 @@ func (this *Codes) GetExchange(code string) protocol.Exchange {
return protocol.ExchangeSZ
}
}
exchange := this.exchanges[code]
var exchange string
exchanges := this.exchanges[code]
if len(exchanges) >= 1 {
exchange = exchanges[0]
}
if len(code) == 8 {
exchange = code[0:2]
}
@@ -154,6 +166,24 @@ func (this *Codes) GetExchange(code string) protocol.Exchange {
}
}
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])
@@ -161,10 +191,10 @@ func (this *Codes) Update(byDB ...bool) error {
return err
}
codeMap := make(map[string]*CodeModel)
exchanges := make(map[string]string)
exchanges := make(map[string][]string)
for _, code := range codes {
codeMap[code.Exchange+code.Code] = code
exchanges[code.Code] = code.Exchange
exchanges[code.Code] = append(exchanges[code.Code], code.Exchange)
}
this.Map = codeMap
this.list = codes
@@ -177,6 +207,10 @@ func (this *Codes) Update(byDB ...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 {

View File

@@ -73,7 +73,8 @@ func NewRangeDial(hosts []string) ios.DialFunc {
}
if i < len(hosts)-1 {
//最后一个错误返回出去
logs.Err(err)
logs.Err(err, "等待2秒后尝试下一个服务地址...")
<-time.After(time.Second * 2)
}
}
return

View 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
})
}
}

View File

@@ -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 {

View File

@@ -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", "sh600000", "sz159558")
resp, err := c.GetQuote("000001", "600000", "159558", "010504")
logs.PanicErr(err)
for _, v := range resp {

View File

@@ -6,6 +6,7 @@ import (
"github.com/injoyai/tdx"
"github.com/injoyai/tdx/extend"
"path/filepath"
"time"
)
func main() {
@@ -13,12 +14,13 @@ 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)
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)
}

View File

@@ -9,6 +9,7 @@ import (
"github.com/injoyai/tdx/protocol"
"path/filepath"
"sort"
"time"
"xorm.io/core"
"xorm.io/xorm"
)
@@ -42,24 +43,28 @@ var (
}
)
func NewPullKline(codes, tables []string, dir string, limit int) *PullKline {
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 tables {
for _, v := range cfg.Tables {
_tables = append(_tables, KlineTableMap[v])
}
return &PullKline{
tables: _tables,
dir: dir,
Codes: codes,
limit: limit,
Config: cfg,
}
}
type PullKline struct {
tables []*KlineTable
dir string //数据目录
Codes []string //指定的代码
limit int //并发数量
Config PullKlineConfig
}
func (this *PullKline) Name() string {
@@ -67,10 +72,10 @@ func (this *PullKline) Name() string {
}
func (this *PullKline) Run(ctx context.Context, m *tdx.Manage) error {
limit := chans.NewWaitLimit(uint(this.limit))
limit := chans.NewWaitLimit(uint(this.Config.Limit))
//1. 获取所有股票代码
codes := this.Codes
codes := this.Config.Codes
if len(codes) == 0 {
codes = m.Codes.GetStocks()
}
@@ -87,7 +92,7 @@ func (this *PullKline) Run(ctx context.Context, m *tdx.Manage) error {
defer limit.Done()
//连接数据库
db, err := xorm.NewEngine("sqlite", filepath.Join(this.dir, code+".db"))
db, err := xorm.NewEngine("sqlite", filepath.Join(this.Config.Dir, code+".db"))
if err != nil {
logs.Err(err)
return
@@ -157,7 +162,7 @@ func (this *PullKline) pull(code string, lastDate int64, f func(code string, f f
}
resp, err := f(code, func(k *protocol.Kline) bool {
return k.Time.Unix() <= lastDate
return k.Time.Unix() <= lastDate || k.Time.Unix() <= this.Config.StartAt.Unix()
})
if err != nil {
return nil, err

View File

@@ -3,7 +3,6 @@ package tdx
import (
"github.com/injoyai/ios/client"
"github.com/robfig/cron/v3"
"path/filepath"
"time"
)
@@ -16,44 +15,42 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
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 = DefaultDatabaseDir
if cfg.WorkdayFileName == "" {
cfg.WorkdayFileName = DefaultDatabaseDir + "/workday.db"
}
if cfg.WorkdayDir == "" {
cfg.WorkdayDir = DefaultDatabaseDir
if cfg.Dial == nil {
cfg.Dial = DialDefault
}
//代码
DefaultCodes = &Codes{}
codesClient, err := DialHostsRange(cfg.Hosts, op...)
codesClient, err := cfg.Dial(op...)
if err != nil {
return nil, err
}
codesClient.Wait.SetTimeout(time.Second * 5)
codes, err := NewCodes(codesClient, filepath.Join(cfg.CodesDir, "codes.db"))
codes, err := NewCodes(codesClient, cfg.CodesFilename)
if err != nil {
return nil, err
}
DefaultCodes = codes
//连接池
p, err := NewPool(func() (*Client, error) {
return DialHostsRange(cfg.Hosts, op...)
return cfg.Dial(op...)
}, cfg.Number)
if err != nil {
return nil, err
}
//工作日
workdayClient, err := DialHostsRange(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
}
@@ -85,8 +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
}

View File

@@ -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:]

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

@@ -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