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22 Commits

Author SHA1 Message Date
钱纯净
c4c0d1dfa4 Merge remote-tracking branch 'origin/master' 2025-08-18 22:31:17 +08:00
钱纯净
73b80857cc 修复未交易(停牌等情况)超过一年复权数据不对的bug,例000633 2025-08-18 22:30:07 +08:00
injoyai
e7e8c6a46a 用60Minute来替代Hour,保留Hour作为60Minute的别名 2025-07-10 09:47:17 +08:00
injoyai
2e17db7faf 增加GetStockAll和GetETFAll,用于实时获取代码 2025-07-08 10:45:37 +08:00
injoyai
accda98f3b protocol.HistoryTradeResp替换成protocol.TradeResp 2025-07-02 15:53:38 +08:00
injoyai
1783643f47 升级引用库版本 2025-07-01 16:13:06 +08:00
injoyai
b9f0951b15 Manage的Codes和Workday共用一个客户端 2025-07-01 16:01:55 +08:00
injoyai
2e4ecd034c Manage的Codes和Workday共用一个客户端 2025-07-01 16:00:16 +08:00
injoyai
9269bca388 增加Manage.RangeStocks和增加Manage.RangeETFs 2025-07-01 15:46:44 +08:00
injoyai
fc1f25c6c9 优化FastHosts,增加Spend(耗时) 2025-06-18 13:51:45 +08:00
injoyai
705f6e4e3a 优化GetTrade示例 2025-06-18 13:50:50 +08:00
injoyai
12079f1ee2 优化FastHosts,增加Spend(耗时) 2025-06-18 13:50:23 +08:00
injoyai
34701c4197 优化PullTrade 2025-06-10 15:34:14 +08:00
钱纯净
1187e1dcdf 优化PullTrade 2025-06-09 22:26:00 +08:00
钱纯净
2adcc9a322 修改名称 2025-06-09 22:23:40 +08:00
injoyai
b035cc7fbf 统一分时成交的结构名称为Trade,和K线Kline一样简洁 2025-06-09 16:14:02 +08:00
injoyai
e58130b3c3 统一分时成交的结构名称为Trade,和K线Kline一样简洁 2025-06-09 16:13:34 +08:00
钱纯净
d840e0d33d Merge remote-tracking branch 'origin/master' 2025-06-09 00:19:43 +08:00
钱纯净
78843ed6b7 增加PullTrade,用于拉取分时成交,然后计算成K线 2025-06-09 00:19:30 +08:00
钱纯净
04378dadf0 增加HistoryMinuteTrades和Klines 2025-06-09 00:18:51 +08:00
钱纯净
e74aeba7b2 增加RangeYear和Range 2025-06-09 00:18:11 +08:00
injoyai
bea9762c50 增加extend.GetTHSDayKlineFull获取前复权和后复权数据,并补充成交金额数据 2025-06-04 14:03:59 +08:00
25 changed files with 853 additions and 302 deletions

104
client.go
View File

@@ -157,10 +157,10 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
resp, err = protocol.MHistoryMinute.Decode(f.Data) resp, err = protocol.MHistoryMinute.Decode(f.Data)
case protocol.TypeMinuteTrade: case protocol.TypeMinuteTrade:
resp, err = protocol.MMinuteTrade.Decode(f.Data, conv.String(val)) resp, err = protocol.MTrade.Decode(f.Data, val.(protocol.TradeCache))
case protocol.TypeHistoryMinuteTrade: case protocol.TypeHistoryMinuteTrade:
resp, err = protocol.MHistoryMinuteTrade.Decode(f.Data, conv.String(val)) resp, err = protocol.MHistoryTrade.Decode(f.Data, val.(protocol.TradeCache))
case protocol.TypeKline: case protocol.TypeKline:
resp, err = protocol.MKline.Decode(f.Data, val.(protocol.KlineCache)) resp, err = protocol.MKline.Decode(f.Data, val.(protocol.KlineCache))
@@ -233,6 +233,40 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
return resp, nil return resp, nil
} }
// GetStockAll 获取所有股票代码
func (this *Client) GetStockAll() ([]string, error) {
ls := []string(nil)
for _, ex := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ} {
resp, err := this.GetCodeAll(ex)
if err != nil {
return nil, err
}
for _, v := range resp.List {
if protocol.IsStock(v.Code) {
ls = append(ls, v.Code)
}
}
}
return ls, nil
}
// GetETFAll 获取所有ETF代码
func (this *Client) GetETFAll() ([]string, error) {
ls := []string(nil)
for _, ex := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ} {
resp, err := this.GetCodeAll(ex)
if err != nil {
return nil, err
}
for _, v := range resp.List {
if protocol.IsETF(v.Code) {
ls = append(ls, v.Code)
}
}
}
return ls, nil
}
// GetQuote 获取盘口五档报价 // GetQuote 获取盘口五档报价
func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) { func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
for i := range codes { for i := range codes {
@@ -316,23 +350,34 @@ func (this *Client) GetHistoryMinute(date, code string) (*protocol.MinuteResp, e
return result.(*protocol.MinuteResp), nil return result.(*protocol.MinuteResp), nil
} }
func (this *Client) GetTrade(code string, start, count uint16) (*protocol.TradeResp, error) {
return this.GetMinuteTrade(code, start, count)
}
// GetMinuteTrade 获取分时交易详情,服务器最多返回1800条,count-start<=1800 // GetMinuteTrade 获取分时交易详情,服务器最多返回1800条,count-start<=1800
func (this *Client) GetMinuteTrade(code string, start, count uint16) (*protocol.MinuteTradeResp, error) { func (this *Client) GetMinuteTrade(code string, start, count uint16) (*protocol.TradeResp, error) {
code = protocol.AddPrefix(code) code = protocol.AddPrefix(code)
f, err := protocol.MMinuteTrade.Frame(code, start, count) f, err := protocol.MTrade.Frame(code, start, count)
if err != nil { if err != nil {
return nil, err return nil, err
} }
result, err := this.SendFrame(f, code) result, err := this.SendFrame(f, protocol.TradeCache{
Date: time.Now().Format("20060102"),
Code: code,
})
if err != nil { if err != nil {
return nil, err return nil, err
} }
return result.(*protocol.MinuteTradeResp), nil return result.(*protocol.TradeResp), nil
}
func (this *Client) GetTradeAll(code string) (*protocol.TradeResp, error) {
return this.GetMinuteTradeAll(code)
} }
// GetMinuteTradeAll 获取分时全部交易详情,todo 只做参考 因为交易实时在进行,然后又是分页读取的,所以会出现读取间隔内产生的交易会丢失 // GetMinuteTradeAll 获取分时全部交易详情,todo 只做参考 因为交易实时在进行,然后又是分页读取的,所以会出现读取间隔内产生的交易会丢失
func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, error) { func (this *Client) GetMinuteTradeAll(code string) (*protocol.TradeResp, error) {
resp := &protocol.MinuteTradeResp{} resp := &protocol.TradeResp{}
size := uint16(1800) size := uint16(1800)
for start := uint16(0); ; start += size { for start := uint16(0); ; start += size {
r, err := this.GetMinuteTrade(code, start, size) r, err := this.GetMinuteTrade(code, start, size)
@@ -349,26 +394,37 @@ func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, e
return resp, nil return resp, nil
} }
func (this *Client) GetHistoryTrade(date, code string, start, count uint16) (*protocol.TradeResp, error) {
return this.GetHistoryMinuteTrade(date, code, start, count)
}
// GetHistoryMinuteTrade 获取历史分时交易 // GetHistoryMinuteTrade 获取历史分时交易
// 只能获取昨天及之前的数据,服务器最多返回2000条,count-start<=2000,如果日期输入错误,则返回0 // 只能获取昨天及之前的数据,服务器最多返回2000条,count-start<=2000,如果日期输入错误,则返回0
// 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则 // 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则
func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.HistoryMinuteTradeResp, error) { func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.TradeResp, error) {
code = protocol.AddPrefix(code) code = protocol.AddPrefix(code)
f, err := protocol.MHistoryMinuteTrade.Frame(date, code, start, count) f, err := protocol.MHistoryTrade.Frame(date, code, start, count)
if err != nil { if err != nil {
return nil, err return nil, err
} }
result, err := this.SendFrame(f, code) result, err := this.SendFrame(f, protocol.TradeCache{
Date: date,
Code: code,
})
if err != nil { if err != nil {
return nil, err return nil, err
} }
return result.(*protocol.HistoryMinuteTradeResp), nil return result.(*protocol.TradeResp), nil
}
func (this *Client) GetHistoryTradeAll(date, code string) (*protocol.TradeResp, error) {
return this.GetHistoryMinuteTradeAll(date, code)
} }
// GetHistoryMinuteTradeAll 获取历史分时全部交易,通过多次请求来拼接,只能获取昨天及之前的数据 // GetHistoryMinuteTradeAll 获取历史分时全部交易,通过多次请求来拼接,只能获取昨天及之前的数据
// 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则 // 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则
func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.HistoryMinuteTradeResp, error) { func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.TradeResp, error) {
resp := &protocol.HistoryMinuteTradeResp{} resp := &protocol.TradeResp{}
size := uint16(2000) size := uint16(2000)
for start := uint16(0); ; start += size { for start := uint16(0); ; start += size {
r, err := this.GetHistoryMinuteTrade(date, code, start, size) r, err := this.GetHistoryMinuteTrade(date, code, start, size)
@@ -581,18 +637,32 @@ func (this *Client) GetKline30MinuteUntil(code string, f func(k *protocol.Kline)
return this.GetKlineUntil(protocol.TypeKline30Minute, code, f) return this.GetKlineUntil(protocol.TypeKline30Minute, code, f)
} }
// GetKline60Minute 获取60分钟k线数据
func (this *Client) GetKline60Minute(code string, start, count uint16) (*protocol.KlineResp, error) {
return this.GetKline(protocol.TypeKline60Minute, code, start, count)
}
// GetKlineHour 获取小时k线数据 // GetKlineHour 获取小时k线数据
func (this *Client) GetKlineHour(code string, start, count uint16) (*protocol.KlineResp, error) { func (this *Client) GetKlineHour(code string, start, count uint16) (*protocol.KlineResp, error) {
return this.GetKline(protocol.TypeKlineHour, code, start, count) return this.GetKline(protocol.TypeKline60Minute, code, start, count)
}
// GetKline60MinuteAll 获取60分钟k线全部数据
func (this *Client) GetKline60MinuteAll(code string) (*protocol.KlineResp, error) {
return this.GetKlineAll(protocol.TypeKline60Minute, code)
} }
// GetKlineHourAll 获取小时k线全部数据 // GetKlineHourAll 获取小时k线全部数据
func (this *Client) GetKlineHourAll(code string) (*protocol.KlineResp, error) { func (this *Client) GetKlineHourAll(code string) (*protocol.KlineResp, error) {
return this.GetKlineAll(protocol.TypeKlineHour, code) return this.GetKlineAll(protocol.TypeKline60Minute, code)
}
func (this *Client) GetKline60MinuteUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) {
return this.GetKlineUntil(protocol.TypeKline60Minute, code, f)
} }
func (this *Client) GetKlineHourUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { func (this *Client) GetKlineHourUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) {
return this.GetKlineUntil(protocol.TypeKlineHour, code, f) return this.GetKlineUntil(protocol.TypeKline60Minute, code, f)
} }
// GetKlineDay 获取日k线数据 // GetKlineDay 获取日k线数据

View File

@@ -70,7 +70,7 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
{ //设置定时器,每天早上9点更新数据 { //设置定时器,每天早上9点更新数据
task := cron.New(cron.WithSeconds()) task := cron.New(cron.WithSeconds())
task.AddFunc("0 0 9 * * *", func() { task.AddFunc("10 0 9 * * *", func() {
for i := 0; i < 3; i++ { for i := 0; i < 3; i++ {
if err := cc.Update(); err == nil { if err := cc.Update(); err == nil {
return return

View File

@@ -8,7 +8,7 @@ import (
func main() { func main() {
ls := tdx.FastHosts(tdx.Hosts...) ls := tdx.FastHosts(tdx.Hosts...)
for _, v := range ls { for _, v := range ls {
logs.Debug(v) logs.Debug(v.Host, v.Spend)
} }
logs.Debug("总数量:", len(ls)) logs.Debug("总数量:", len(ls))
} }

View File

@@ -8,7 +8,7 @@ import (
func main() { func main() {
common.Test(func(c *tdx.Client) { common.Test(func(c *tdx.Client) {
resp, err := c.GetHistoryMinuteTrade("20241025", "sz000001", 0, 20) resp, err := c.GetHistoryMinuteTrade("20250609", "sz000001", 0, 20)
logs.PanicErr(err) logs.PanicErr(err)
for _, v := range resp.List { for _, v := range resp.List {

20
example/GetTrade/main.go Normal file
View 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.GetTrade("sz000001", 0, 20)
logs.PanicErr(err)
for _, v := range resp.List {
logs.Debug(v)
}
logs.Debug("总数:", resp.Count)
})
}

20
example/PullTrade/main.go Normal file
View File

@@ -0,0 +1,20 @@
package main
import (
"context"
"github.com/injoyai/logs"
"github.com/injoyai/tdx"
"github.com/injoyai/tdx/extend"
)
func main() {
pt := extend.NewPullTrade("./data/trade")
m, err := tdx.NewManage(nil)
logs.PanicErr(err)
err = pt.PullYear(context.Background(), m, 2025, "sz000001")
logs.Err(err)
}

172
extend/pull-trade.go Normal file
View File

@@ -0,0 +1,172 @@
package extend
import (
"context"
"github.com/injoyai/conv"
"github.com/injoyai/logs"
"github.com/injoyai/tdx"
"github.com/injoyai/tdx/protocol"
"path/filepath"
"time"
)
func NewPullTrade(dir string) *PullTrade {
return &PullTrade{
Dir: dir,
}
}
type PullTrade struct {
Dir string
}
func (this *PullTrade) Pull(ctx context.Context, m *tdx.Manage, code string) error {
for i := 2000; i <= time.Now().Year(); i++ {
select {
case <-ctx.Done():
return ctx.Err()
default:
}
if err := this.PullYear(ctx, m, i, code); err != nil {
return err
}
}
return nil
}
func (this *PullTrade) PullYear(ctx context.Context, m *tdx.Manage, year int, code string) (err error) {
tss := protocol.Trades{}
kss1 := protocol.Klines(nil)
kss5 := protocol.Klines(nil)
kss15 := protocol.Klines(nil)
kss30 := protocol.Klines(nil)
kss60 := protocol.Klines(nil)
m.Workday.RangeYear(year, func(t time.Time) bool {
select {
case <-ctx.Done():
err = ctx.Err()
return false
default:
}
date := t.Format("20060102")
var resp *protocol.TradeResp
err = m.Do(func(c *tdx.Client) error {
resp, err = c.GetHistoryTradeAll(date, code)
return err
})
if err != nil {
logs.Err(err)
return false
}
tss = append(tss, resp.List...)
//转成分时K线
ks, err := resp.List.Klines1()
if err != nil {
logs.Err(err)
return false
}
kss1 = append(kss1, ks...)
kss5 = append(kss5, ks.Merge(5)...)
kss15 = append(kss5, ks.Merge(15)...)
kss30 = append(kss5, ks.Merge(30)...)
kss60 = append(kss5, ks.Merge(60)...)
return true
})
if err != nil {
return
}
filename := filepath.Join(this.Dir, "分时成交", code+"-"+conv.String(year)+".csv")
filename1 := filepath.Join(this.Dir, "1分钟", code+"-"+conv.String(year)+".csv")
filename5 := filepath.Join(this.Dir, "5分钟", code+"-"+conv.String(year)+".csv")
filename15 := filepath.Join(this.Dir, "15分钟", code+"-"+conv.String(year)+".csv")
filename30 := filepath.Join(this.Dir, "30分钟", code+"-"+conv.String(year)+".csv")
filename60 := filepath.Join(this.Dir, "60分钟", code+"-"+conv.String(year)+".csv")
name := m.Codes.GetName(code)
err = TradeToCsv(filename, tss)
if err != nil {
return err
}
err = KlinesToCsv(filename1, code, name, kss1)
if err != nil {
return err
}
err = KlinesToCsv(filename5, code, name, kss5)
if err != nil {
return err
}
err = KlinesToCsv(filename15, code, name, kss15)
if err != nil {
return err
}
err = KlinesToCsv(filename30, code, name, kss30)
if err != nil {
return err
}
err = KlinesToCsv(filename60, code, name, kss60)
if err != nil {
return err
}
return nil
}
func KlinesToCsv(filename string, code, name string, ks protocol.Klines) error {
data := [][]any{{"日期", "时间", "代码", "名称", "开盘", "最高", "最低", "收盘", "总手", "金额"}}
for _, v := range ks {
data = append(data, []any{
v.Time.Format("20060102"),
v.Time.Format("15:04"),
code,
name,
v.Open.Float64(),
v.High.Float64(),
v.Low.Float64(),
v.Close.Float64(),
v.Volume,
v.Amount.Float64(),
})
}
buf, err := toCsv(data)
if err != nil {
return err
}
return newFile(filename, buf)
}
func TradeToCsv(filename string, ts protocol.Trades) error {
data := [][]any{{"日期", "时间", "价格", "成交量(手)", "成交额", "方向(0买,1卖)"}}
for _, v := range ts {
data = append(data, []any{
v.Time.Format(time.DateOnly),
v.Time.Format("15:04"),
v.Price.Float64(),
v.Volume,
v.Amount().Float64(),
v.Status,
})
}
buf, err := toCsv(data)
if err != nil {
return err
}
return newFile(filename, buf)
}

View File

@@ -5,6 +5,7 @@ import (
"encoding/json" "encoding/json"
"fmt" "fmt"
"github.com/injoyai/conv" "github.com/injoyai/conv"
"github.com/injoyai/tdx"
"github.com/injoyai/tdx/protocol" "github.com/injoyai/tdx/protocol"
"io" "io"
"net/http" "net/http"
@@ -18,6 +19,51 @@ const (
THS_HFQ uint8 = 2 //后复权 THS_HFQ uint8 = 2 //后复权
) )
/*
GetTHSDayKlineFull
获取[不复权,前复权,后复权]数据,并补充成交金额数据
前复权,和通达信对的上,和东方财富对不上
后复权,和通达信,东方财富都对不上
*/
func GetTHSDayKlineFull(code string, c *tdx.Client) ([3][]*Kline, error) {
resp, err := c.GetKlineDayAll(code)
if err != nil {
return [3][]*Kline{}, err
}
mAmount := make(map[int64]protocol.Price)
bfq := []*Kline(nil)
for _, v := range resp.List {
mAmount[v.Time.Unix()] = v.Amount
bfq = append(bfq, &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,
})
}
//前复权
qfq, err := GetTHSDayKline(code, THS_QFQ)
if err != nil {
return [3][]*Kline{}, err
}
for i := range qfq {
qfq[i].Amount = mAmount[qfq[i].Date]
}
//后复权
hfq, err := GetTHSDayKline(code, THS_HFQ)
if err != nil {
return [3][]*Kline{}, err
}
for i := range hfq {
hfq[i].Amount = mAmount[hfq[i].Date]
}
return [3][]*Kline{bfq, qfq, hfq}, nil
}
/* /*
GetTHSDayKline GetTHSDayKline
前复权,和通达信对的上,和东方财富对不上 前复权,和通达信对的上,和东方财富对不上
@@ -68,15 +114,11 @@ func GetTHSDayKline(code string, _type uint8) ([]*Kline, error) {
} }
total := conv.Int(m["total"]) total := conv.Int(m["total"])
sortYears := conv.Interfaces(m["sortYear"])
priceFactor := conv.Float64(m["priceFactor"]) priceFactor := conv.Float64(m["priceFactor"])
prices := strings.Split(conv.String(m["price"]), ",") prices := strings.Split(conv.String(m["price"]), ",")
dates := strings.Split(conv.String(m["dates"]), ",") dates := strings.Split(conv.String(m["dates"]), ",")
volumes := strings.Split(conv.String(m["volumn"]), ",") volumes := strings.Split(conv.String(m["volumn"]), ",")
start := conv.String(m["start"])
t, err := time.Parse("20060102", start)
if err != nil {
return nil, err
}
//好像到了22点,总数量会比实际多1 //好像到了22点,总数量会比实际多1
if total == len(dates)+1 && total == len(volumes)+1 { if total == len(dates)+1 && total == len(volumes)+1 {
@@ -87,31 +129,43 @@ func GetTHSDayKline(code string, _type uint8) ([]*Kline, error) {
return nil, fmt.Errorf("total=%d prices=%d dates=%d volumns=%d", total, len(prices), len(dates), len(volumes)) return nil, fmt.Errorf("total=%d prices=%d dates=%d volumns=%d", total, len(prices), len(dates), len(volumes))
} }
ls := []*Kline(nil) mYear := make(map[int][]string)
index := 0
for i, v := range sortYears {
if ls := conv.Ints(v); len(ls) == 2 {
year := conv.Int(ls[0])
length := conv.Int(ls[1])
if i == len(sortYears)-1 {
mYear[year] = dates[index:]
break
}
mYear[year] = dates[index : index+length]
index += length
}
}
year := t.Year() ls := []*Kline(nil)
lastDate := "" i := 0
for i := 0; i < total; i++ { nowYear := time.Now().Year()
//当日前变小时(12xx变01xx),说明过了1年,除非该股票停牌了1年多则数据错误 for year := 1990; year <= nowYear; year++ {
if dates[i] < lastDate { for _, d := range mYear[year] {
year++ x, err := time.Parse("0102", d)
if err != nil {
return nil, err
}
x = time.Date(year, x.Month(), x.Day(), 15, 0, 0, 0, time.Local)
low := protocol.Price(conv.Float64(prices[i*4+0]) * 1000 / priceFactor)
ls = append(ls, &Kline{
Code: protocol.AddPrefix(code),
Date: x.Unix(),
Open: protocol.Price(conv.Float64(prices[i*4+1])*1000/priceFactor) + low,
High: protocol.Price(conv.Float64(prices[i*4+2])*1000/priceFactor) + low,
Low: low,
Close: protocol.Price(conv.Float64(prices[i*4+3])*1000/priceFactor) + low,
Volume: (conv.Int64(volumes[i]) + 50) / 100,
})
i++
} }
lastDate = dates[i]
x, err := time.Parse("0102", dates[i])
if err != nil {
return nil, err
}
x = time.Date(year, x.Month(), x.Day(), 15, 0, 0, 0, time.Local)
low := protocol.Price(conv.Float64(prices[i*4+0]) * 1000 / priceFactor)
ls = append(ls, &Kline{
Code: protocol.AddPrefix(code),
Date: x.Unix(),
Open: protocol.Price(conv.Float64(prices[i*4+1])*1000/priceFactor) + low,
High: protocol.Price(conv.Float64(prices[i*4+2])*1000/priceFactor) + low,
Low: low,
Close: protocol.Price(conv.Float64(prices[i*4+3])*1000/priceFactor) + low,
Volume: (conv.Int64(volumes[i]) + 50) / 100,
})
} }
return ls, nil return ls, nil

58
extend/util.go Normal file
View File

@@ -0,0 +1,58 @@
package extend
import (
"bytes"
"encoding/csv"
"github.com/injoyai/conv"
"io"
"os"
"path/filepath"
)
func toCsv(data [][]interface{}) (*bytes.Buffer, error) {
buf := bytes.NewBuffer(nil)
buf.WriteString("\xEF\xBB\xBF")
w := csv.NewWriter(buf)
for _, rows := range data {
if err := w.Write(conv.Strings(rows)); err != nil {
return nil, err
}
}
w.Flush()
return buf, nil
}
// newFile 新建文件,会覆盖
func newFile(filename string, v ...interface{}) error {
if len(v) == 0 {
return os.MkdirAll(filename, 0777)
}
dir, name := filepath.Split(filename)
if len(dir) > 0 {
if err := os.MkdirAll(dir, 0777); err != nil {
return err
}
}
if len(name) == 0 {
return nil
}
f, err := os.Create(filename)
if err != nil {
return err
}
defer f.Close()
for _, k := range v {
switch r := k.(type) {
case nil:
case io.Reader:
if _, err = io.Copy(f, r); err != nil {
return err
}
default:
if _, err = f.Write(conv.Bytes(r)); err != nil {
return err
}
}
}
return nil
}

6
go.mod
View File

@@ -5,9 +5,9 @@ go 1.20
require ( require (
github.com/glebarez/go-sqlite v1.22.0 github.com/glebarez/go-sqlite v1.22.0
github.com/go-sql-driver/mysql v1.7.0 github.com/go-sql-driver/mysql v1.7.0
github.com/injoyai/base v1.2.7 github.com/injoyai/base v1.2.8
github.com/injoyai/conv v1.2.2 github.com/injoyai/conv v1.2.5
github.com/injoyai/ios v0.0.7 github.com/injoyai/ios v0.0.10
github.com/injoyai/logs v1.0.9 github.com/injoyai/logs v1.0.9
github.com/robfig/cron/v3 v3.0.1 github.com/robfig/cron/v3 v3.0.1
golang.org/x/text v0.16.0 golang.org/x/text v0.16.0

12
go.sum
View File

@@ -27,12 +27,12 @@ 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/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 h1:nfCOvKYfkgYP8hkirhJocXT2+zOD8yUNjXaWfTlyFKI=
github.com/hpcloud/tail v1.0.0/go.mod h1:ab1qPbhIpdTxEkNHXyeSf5vhxWSCs/tWer42PpOxQnU= github.com/hpcloud/tail v1.0.0/go.mod h1:ab1qPbhIpdTxEkNHXyeSf5vhxWSCs/tWer42PpOxQnU=
github.com/injoyai/base v1.2.7 h1:uYZoUIPGidkTNMfQfObsyHulu5VvNCOzuCh1DGn+Hz0= github.com/injoyai/base v1.2.8 h1:voEPqxE5U+wI1RvcQStVbjUZJDLENbl1SsoQQWMn4s0=
github.com/injoyai/base v1.2.7/go.mod h1:BsXiJ6/hXpswWxI4zLdKz+pW2Cwo+qhdfyaWDfR/vwg= github.com/injoyai/base v1.2.8/go.mod h1:NfCQjml3z2pCvQ3J3YcOXtecqXD0xVPKjo4YTsMLhr8=
github.com/injoyai/conv v1.2.2 h1:nxFD3zCYq/ZvVE6xAExBR+agi6gB+vc9O0si67VAsPk= github.com/injoyai/conv v1.2.5 h1:G4OCyF0NTZul5W1u9IgXDOhW4/zmIigdPKXFHQGmv1M=
github.com/injoyai/conv v1.2.2/go.mod h1:s05l3fQJQ4mT4VX+KIdbvCWQB0YzZHprmUfUu2uxd1k= github.com/injoyai/conv v1.2.5/go.mod h1:s05l3fQJQ4mT4VX+KIdbvCWQB0YzZHprmUfUu2uxd1k=
github.com/injoyai/ios v0.0.7 h1:7k/brTmpnoqE6ajodyilkr2EJmJmcvSkpUD+LptgUVU= github.com/injoyai/ios v0.0.10 h1:Zd37Rwp90PYV5eFhirR0LJ+ni/aYLSCAYgHltk/ZzJA=
github.com/injoyai/ios v0.0.7/go.mod h1:9HemWSJTmhyJCnr+kH+lRfmvrEdABi1rkCBVsbqV5X8= github.com/injoyai/ios v0.0.10/go.mod h1:zLTmvQmIbdTf7zZxymOVxbxvvSeUMpcs4SCVPDT9BOc=
github.com/injoyai/logs v1.0.9 h1:Wq7rCVIQKcPx+z+lzKQb2qyDK4TML/cgmaSZN9tx33c= 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/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 h1:PV8peI4a0ysnczrg+LtxykD8LfKY9ML6u2jnxaEnrnM=

View File

@@ -1,10 +1,12 @@
package tdx package tdx
import ( import (
"github.com/injoyai/base/types"
"github.com/injoyai/logs" "github.com/injoyai/logs"
"net" "net"
"strings" "strings"
"sync" "sync"
"time"
) )
var ( var (
@@ -75,12 +77,12 @@ var (
} }
) )
// FastHosts 通过tcp(ping不可用)的方式筛选可用的地址,并排序(有点误差) // FastHosts 通过tcp(ping不可用)连接速度的方式筛选排序可用的地址
func FastHosts(hosts ...string) []string { func FastHosts(hosts ...string) []DialResult {
wg := sync.WaitGroup{} wg := sync.WaitGroup{}
wg.Add(len(hosts)) wg.Add(len(hosts))
mu := sync.Mutex{} mu := sync.Mutex{}
ls := []string(nil) ls := types.List[DialResult](nil)
for _, host := range hosts { for _, host := range hosts {
go func(host string) { go func(host string) {
defer wg.Done() defer wg.Done()
@@ -88,17 +90,30 @@ func FastHosts(hosts ...string) []string {
if !strings.Contains(addr, ":") { if !strings.Contains(addr, ":") {
addr += ":7709" addr += ":7709"
} }
now := time.Now()
c, err := net.Dial("tcp", addr) c, err := net.Dial("tcp", addr)
if err != nil { if err != nil {
logs.Err(err) logs.Err(err)
return return
} }
defer c.Close() spend := time.Since(now)
c.Close()
mu.Lock() mu.Lock()
ls = append(ls, host) ls = append(ls, DialResult{
Host: host,
Spend: spend,
})
mu.Unlock() mu.Unlock()
}(host) }(host)
} }
wg.Wait() wg.Wait()
return ls return ls.Sort(func(a, b DialResult) bool {
return a.Spend < b.Spend
})
}
// DialResult 连接结果
type DialResult struct {
Host string
Spend time.Duration
} }

View File

@@ -25,13 +25,21 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
cfg.Dial = DialDefault cfg.Dial = DialDefault
} }
//代码 //通用客户端
codesClient, err := cfg.Dial(op...) commonClient, err := cfg.Dial(op...)
if err != nil { if err != nil {
return nil, err return nil, err
} }
codesClient.Wait.SetTimeout(time.Second * 5) commonClient.Wait.SetTimeout(time.Second * 5)
codes, err := NewCodes(codesClient, cfg.CodesFilename)
//代码管理
codes, err := NewCodes(commonClient, cfg.CodesFilename)
if err != nil {
return nil, err
}
//工作日管理
workday, err := NewWorkday(commonClient, cfg.WorkdayFileName)
if err != nil { if err != nil {
return nil, err return nil, err
} }
@@ -44,17 +52,6 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
return nil, err return nil, err
} }
//工作日
workdayClient, err := cfg.Dial(op...)
if err != nil {
return nil, err
}
workdayClient.Wait.SetTimeout(time.Second * 5)
workday, err := NewWorkday(workdayClient, cfg.WorkdayFileName)
if err != nil {
return nil, err
}
return &Manage{ return &Manage{
Pool: p, Pool: p,
Config: cfg, Config: cfg,
@@ -72,6 +69,20 @@ type Manage struct {
Cron *cron.Cron Cron *cron.Cron
} }
// RangeStocks 遍历所有股票
func (this *Manage) RangeStocks(f func(code string)) {
for _, v := range this.Codes.GetStocks() {
f(v)
}
}
// RangeETFs 遍历所有ETF
func (this *Manage) RangeETFs(f func(code string)) {
for _, v := range this.Codes.GetETFs() {
f(v)
}
}
// AddWorkdayTask 添加工作日任务 // AddWorkdayTask 添加工作日任务
func (this *Manage) AddWorkdayTask(spec string, f func(m *Manage)) { func (this *Manage) AddWorkdayTask(spec string, f func(m *Manage)) {
this.Cron.AddFunc(spec, func() { this.Cron.AddFunc(spec, func() {

View File

@@ -5,16 +5,16 @@ import (
) )
var ( var (
MConnect = connect{} MConnect = connect{}
MHeart = heart{} MHeart = heart{}
MCount = count{} MCount = count{}
MQuote = quote{} MQuote = quote{}
MCode = code{} MCode = code{}
MMinute = minute{} MMinute = minute{}
MHistoryMinute = historyMinute{} MHistoryMinute = historyMinute{}
MMinuteTrade = minuteTrade{} MTrade = trade{}
MHistoryMinuteTrade = historyMinuteTrade{} MHistoryTrade = historyTrade{}
MKline = kline{} MKline = kline{}
) )
type ConnectResp struct { type ConnectResp struct {

View File

@@ -1,94 +0,0 @@
package protocol
import (
"errors"
"fmt"
"github.com/injoyai/conv"
)
// HistoryMinuteTradeResp 历史分时交易比实时少了单量
type HistoryMinuteTradeResp struct {
Count uint16
List []*HistoryMinuteTrade
}
type HistoryMinuteTrade struct {
Time string //时间
Price Price //价格
Volume int //成交量
Status int //0是买1是卖2无效汇总出现中途也可能出现2,例20241115(sz000001)的14:56
}
func (this *HistoryMinuteTrade) String() string {
return fmt.Sprintf("%s \t%s \t%-6s \t%-6d(手) \t%-4s", this.Time, this.Price, this.Amount(), this.Volume, this.StatusString())
}
// Amount 成交额
func (this *HistoryMinuteTrade) Amount() Price {
return this.Price * Price(this.Volume*100)
}
func (this *HistoryMinuteTrade) StatusString() string {
switch this.Status {
case 0:
return "买入"
case 1:
return "卖出"
default:
return ""
}
}
type historyMinuteTrade struct{}
func (historyMinuteTrade) Frame(date, code string, start, count uint16) (*Frame, error) {
exchange, number, err := DecodeCode(code)
if err != nil {
return nil, err
}
dataBs := Bytes(conv.Uint32(date)) //req.Time.Format("20060102"))
dataBs = append(dataBs, exchange.Uint8(), 0x0)
dataBs = append(dataBs, []byte(number)...)
dataBs = append(dataBs, Bytes(start)...)
dataBs = append(dataBs, Bytes(count)...)
return &Frame{
Control: Control01,
Type: TypeHistoryMinuteTrade,
Data: dataBs,
}, nil
}
func (historyMinuteTrade) Decode(bs []byte, code string) (*HistoryMinuteTradeResp, error) {
if len(bs) < 2 {
return nil, errors.New("数据长度不足")
}
_, number, err := DecodeCode(code)
if err != nil {
return nil, err
}
resp := &HistoryMinuteTradeResp{
Count: Uint16(bs[:2]),
}
//第2-6字节不知道是啥
bs = bs[2+4:]
lastPrice := Price(0)
for i := uint16(0); i < resp.Count; i++ {
mt := &HistoryMinuteTrade{
Time: GetHourMinute([2]byte(bs[:2])),
}
var sub Price
bs, sub = GetPrice(bs[2:])
lastPrice += sub * 10 //把分转成厘
mt.Price = lastPrice / basePrice(number)
bs, mt.Volume = CutInt(bs)
bs, mt.Status = CutInt(bs)
bs, _ = CutInt(bs) //这个得到的是0不知道是啥
resp.List = append(resp.List, mt)
}
return resp, nil
}

View File

@@ -0,0 +1,67 @@
package protocol
import (
"errors"
"github.com/injoyai/conv"
"time"
)
// HistoryTradeResp 兼容之前的版本
type HistoryTradeResp = TradeResp
type historyTrade struct{}
func (historyTrade) Frame(date, code string, start, count uint16) (*Frame, error) {
exchange, number, err := DecodeCode(code)
if err != nil {
return nil, err
}
dataBs := Bytes(conv.Uint32(date)) //req.Time.Format("20060102"))
dataBs = append(dataBs, exchange.Uint8(), 0x0)
dataBs = append(dataBs, []byte(number)...)
dataBs = append(dataBs, Bytes(start)...)
dataBs = append(dataBs, Bytes(count)...)
return &Frame{
Control: Control01,
Type: TypeHistoryMinuteTrade,
Data: dataBs,
}, nil
}
func (historyTrade) Decode(bs []byte, c TradeCache) (*TradeResp, error) {
if len(bs) < 2 {
return nil, errors.New("数据长度不足")
}
_, number, err := DecodeCode(c.Code)
if err != nil {
return nil, err
}
resp := &TradeResp{
Count: Uint16(bs[:2]),
}
//第2-6字节不知道是啥
bs = bs[2+4:]
lastPrice := Price(0)
for i := uint16(0); i < resp.Count; i++ {
timeStr := GetHourMinute([2]byte(bs[:2]))
t, err := time.Parse("2006010215:04", c.Date+timeStr)
if err != nil {
return nil, err
}
mt := &Trade{Time: t}
var sub Price
bs, sub = GetPrice(bs[2:])
lastPrice += sub * 10 //把分转成厘
mt.Price = lastPrice / basePrice(number)
bs, mt.Volume = CutInt(bs)
bs, mt.Status = CutInt(bs)
bs, _ = CutInt(bs) //这个得到的是0不知道是啥
resp.List = append(resp.List, mt)
}
return resp, nil
}

View File

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

View File

@@ -5,6 +5,7 @@ import (
"fmt" "fmt"
"github.com/injoyai/base/types" "github.com/injoyai/base/types"
"github.com/injoyai/conv" "github.com/injoyai/conv"
"sort"
"time" "time"
) )
@@ -160,7 +161,7 @@ func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
k.Volume = int64(getVolume(Uint32(bs[:4]))) k.Volume = int64(getVolume(Uint32(bs[:4])))
bs = bs[4:] bs = bs[4:]
switch c.Type { switch c.Type {
case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKlineHour, TypeKlineDay2: case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKline60Minute, TypeKlineDay2:
k.Volume /= 100 k.Volume /= 100
} }
k.Amount = Price(getVolume(Uint32(bs[:4])) * 1000) //从元转为厘,并去除多余的小数 k.Amount = Price(getVolume(Uint32(bs[:4])) * 1000) //从元转为厘,并去除多余的小数
@@ -209,3 +210,66 @@ func FixKlineTime(ks []*Kline) []*Kline {
} }
return ks return ks
} }
type Klines []*Kline
func (this Klines) Len() int {
return len(this)
}
func (this Klines) Swap(i, j int) {
this[i], this[j] = this[j], this[i]
}
func (this Klines) Less(i, j int) bool {
return this[i].Time.Before(this[j].Time)
}
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.Time = v.Time
}
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,1分钟转成5,15,30分钟等
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
}

View File

@@ -1,116 +0,0 @@
package protocol
import (
"errors"
"fmt"
)
type MinuteTradeResp struct {
Count uint16
List []*MinuteTrade
}
// MinuteTrade 分时成交todo 时间没有到秒,客户端上也没有,东方客户端能显示秒
type MinuteTrade struct {
Time string //时间
Price Price //价格
Volume int //成交量
Number int //单数,历史数据该字段无效
Status int //0是买1是卖2无效汇总出现
}
func (this *MinuteTrade) String() string {
return fmt.Sprintf("%s \t%-6s \t%-6s \t%-6d(手) \t%-4d(单) \t%-4s",
this.Time, this.Price, this.Amount(), this.Volume, this.Number, this.StatusString())
}
// Amount 成交额
func (this *MinuteTrade) Amount() Price {
return this.Price * Price(this.Volume) * 100
}
func (this *MinuteTrade) StatusString() string {
switch this.Status {
case 0:
return "买入"
case 1:
return "卖出"
default:
return ""
}
}
// AvgVolume 平均每单成交量
func (this *MinuteTrade) AvgVolume() float64 {
return float64(this.Volume) / float64(this.Number)
}
// AvgPrice 平均每单成交金额
func (this *MinuteTrade) AvgPrice() Price {
return Price(this.AvgVolume() * float64(this.Price) * 100)
}
// IsBuy 是否是买单
func (this *MinuteTrade) IsBuy() bool {
return this.Status == 0
}
// IsSell 是否是卖单
func (this *MinuteTrade) IsSell() bool {
return this.Status == 1
}
type minuteTrade struct{}
func (minuteTrade) Frame(code string, start, count uint16) (*Frame, error) {
exchange, number, err := DecodeCode(code)
if err != nil {
return nil, err
}
codeBs := []byte(number)
codeBs = append(codeBs, Bytes(start)...)
codeBs = append(codeBs, Bytes(count)...)
return &Frame{
Control: Control01,
Type: TypeMinuteTrade,
Data: append([]byte{exchange.Uint8(), 0x0}, codeBs...),
}, nil
}
func (minuteTrade) Decode(bs []byte, code string) (*MinuteTradeResp, error) {
var err error
_, code, err = DecodeCode(code)
if err != nil {
return nil, err
}
if len(bs) < 2 {
return nil, errors.New("数据长度不足")
}
resp := &MinuteTradeResp{
Count: Uint16(bs[:2]),
}
bs = bs[2:]
lastPrice := Price(0)
for i := uint16(0); i < resp.Count; i++ {
mt := &MinuteTrade{
Time: GetHourMinute([2]byte(bs[:2])),
}
var sub Price
bs, sub = GetPrice(bs[2:])
lastPrice += sub * 10 //把分转换成厘
mt.Price = lastPrice / basePrice(code)
bs, mt.Volume = CutInt(bs)
bs, mt.Number = CutInt(bs)
bs, mt.Status = CutInt(bs)
bs, _ = CutInt(bs) //这个得到的是0不知道是啥
resp.List = append(resp.List, mt)
}
return resp, nil
}

175
protocol/model_trade.go Normal file
View File

@@ -0,0 +1,175 @@
package protocol
import (
"errors"
"fmt"
"github.com/injoyai/conv"
"time"
)
type TradeResp struct {
Count uint16
List Trades
}
// Trade 分时成交todo 时间没有到秒,客户端上也没有,东方客户端能显示秒
type Trade struct {
Time time.Time //时间, 09:30
Price Price //价格
Volume int //成交量,手
Status int //0是买1是卖2中性/汇总 中途也可能出现2,例20241115(sz000001)的14:56
Number int //单数,历史数据该字段无效
}
func (this *Trade) String() string {
return fmt.Sprintf("%s \t%-6s \t%-6s \t%-6d(手) \t%-4d(单) \t%-4s",
this.Time, this.Price, this.Amount(), this.Volume, this.Number, this.StatusString())
}
// Amount 成交额
func (this *Trade) Amount() Price {
return this.Price * Price(this.Volume*100)
}
func (this *Trade) StatusString() string {
switch this.Status {
case 0:
return "买入"
case 1:
return "卖出"
default:
return ""
}
}
// AvgVolume 平均每单成交量
func (this *Trade) AvgVolume() float64 {
return float64(this.Volume) / float64(this.Number)
}
// AvgPrice 平均每单成交金额
func (this *Trade) AvgPrice() Price {
return Price(this.AvgVolume() * float64(this.Price) * 100)
}
// IsBuy 是否是买单
func (this *Trade) IsBuy() bool {
return this.Status == 0
}
// IsSell 是否是卖单
func (this *Trade) IsSell() bool {
return this.Status == 1
}
type trade struct{}
func (trade) Frame(code string, start, count uint16) (*Frame, error) {
exchange, number, err := DecodeCode(code)
if err != nil {
return nil, err
}
codeBs := []byte(number)
codeBs = append(codeBs, Bytes(start)...)
codeBs = append(codeBs, Bytes(count)...)
return &Frame{
Control: Control01,
Type: TypeMinuteTrade,
Data: append([]byte{exchange.Uint8(), 0x0}, codeBs...),
}, nil
}
func (trade) Decode(bs []byte, c TradeCache) (*TradeResp, error) {
_, code, err := DecodeCode(c.Code)
if err != nil {
return nil, err
}
if len(bs) < 2 {
return nil, errors.New("数据长度不足")
}
resp := &TradeResp{
Count: Uint16(bs[:2]),
}
bs = bs[2:]
lastPrice := Price(0)
for i := uint16(0); i < resp.Count; i++ {
timeStr := GetHourMinute([2]byte(bs[:2]))
t, err := time.Parse("2006010215:04", c.Date+timeStr)
if err != nil {
return nil, err
}
mt := &Trade{Time: t}
var sub Price
bs, sub = GetPrice(bs[2:])
lastPrice += sub * 10 //把分转换成厘
mt.Price = lastPrice / basePrice(code)
bs, mt.Volume = CutInt(bs)
bs, mt.Number = CutInt(bs)
bs, mt.Status = CutInt(bs)
bs, _ = CutInt(bs) //这个得到的是0不知道是啥
resp.List = append(resp.List, mt)
}
return resp, nil
}
type Trades []*Trade
func (this Trades) Kline() (k *Kline, err error) {
k = &Kline{}
for i, v := range this {
switch i {
case 0:
k.Time = v.Time
k.Open = v.Price
k.High = v.Price
k.Low = v.Price
k.Close = v.Price
case len(this) - 1:
k.Close = v.Price
}
k.High = conv.Select(v.Price > k.High, v.Price, k.High)
k.Low = conv.Select(v.Price < k.Low, v.Price, k.Low)
k.Volume += int64(v.Volume)
k.Amount += v.Amount()
}
return
}
// Klines1 1分K线
func (this Trades) Klines1() (Klines, error) {
m := make(map[int64]Trades)
for _, v := range this {
//小于9点30的数据归类到9点30
if v.Time.Hour() == 9 && v.Time.Minute() < 30 {
v.Time = time.Date(v.Time.Year(), v.Time.Month(), v.Time.Day(), 9, 30, 0, 0, v.Time.Location())
}
//15:00之前和11:30之前+1
if (v.Time.Hour() >= 13 && v.Time.Hour() < 15) || (v.Time.Hour() == 11 && v.Time.Minute() < 30) || v.Time.Hour() < 11 {
v.Time = v.Time.Add(time.Minute)
}
m[v.Time.Unix()] = append(m[v.Time.Unix()], v)
}
ls := Klines(nil)
for _, v := range m {
k, err := v.Kline()
if err != nil {
return nil, err
}
ls = append(ls, k)
}
ls.Sort()
return ls, nil
}
type TradeCache struct {
Date string //日期
Code string //计算倍数
}

View File

@@ -50,6 +50,7 @@ const (
TypeKline5Minute uint8 = 0 // 5分钟K 线 TypeKline5Minute uint8 = 0 // 5分钟K 线
TypeKline15Minute uint8 = 1 // 15分钟K 线 TypeKline15Minute uint8 = 1 // 15分钟K 线
TypeKline30Minute uint8 = 2 // 30分钟K 线 TypeKline30Minute uint8 = 2 // 30分钟K 线
TypeKline60Minute uint8 = 3 // 60分钟K 线
TypeKlineHour uint8 = 3 // 1小时K 线 TypeKlineHour uint8 = 3 // 1小时K 线
TypeKlineDay2 uint8 = 4 // 日K 线, 发现和Day的区别是这个要除以100,其他未知 TypeKlineDay2 uint8 = 4 // 日K 线, 发现和Day的区别是这个要除以100,其他未知
TypeKlineWeek uint8 = 5 // 周K 线 TypeKlineWeek uint8 = 5 // 周K 线

View File

@@ -102,7 +102,7 @@ func GetHourMinute(bs [2]byte) string {
func GetTime(bs [4]byte, Type uint8) time.Time { func GetTime(bs [4]byte, Type uint8) time.Time {
switch Type { switch Type {
case TypeKlineMinute, TypeKlineMinute2, TypeKline5Minute, TypeKline15Minute, TypeKline30Minute, TypeKlineHour: case TypeKlineMinute, TypeKlineMinute2, TypeKline5Minute, TypeKline15Minute, TypeKline30Minute, TypeKline60Minute:
yearMonthDay := Uint16(bs[:2]) yearMonthDay := Uint16(bs[:2])
hourMinute := Uint16(bs[2:4]) hourMinute := Uint16(bs[2:4])
@@ -271,15 +271,24 @@ func IsETF(code string) bool {
return false return false
} }
// AddPrefix 添加股票代码前缀,针对股票生效,例如000001,会增加前缀sz000001(平安银行),而不是sh000001(上证指数) // AddPrefix 添加股票/基金代码前缀,针对股票/基金生效,例如000001,会增加前缀sz000001(平安银行),而不是sh000001(上证指数)
func AddPrefix(code string) string { func AddPrefix(code string) string {
if len(code) == 6 { if len(code) == 6 {
switch { switch {
case code[:1] == "6": case code[:1] == "6":
//上海股票
code = ExchangeSH.String() + code code = ExchangeSH.String() + code
case code[:1] == "0": case code[:1] == "0":
//深圳股票
code = ExchangeSZ.String() + code code = ExchangeSZ.String() + code
case code[:2] == "30": case code[:2] == "30":
//深圳股票
code = ExchangeSZ.String() + code
case code[:3] == "510" || code[:3] == "511" || code[:3] == "512" || code[:3] == "513" || code[:3] == "515":
//上海基金
code = ExchangeSH.String() + code
case code[:3] == "159":
//深圳基金
code = ExchangeSZ.String() + code code = ExchangeSZ.String() + code
} }
} }

View File

@@ -4,7 +4,9 @@ import (
"errors" "errors"
_ "github.com/glebarez/go-sqlite" _ "github.com/glebarez/go-sqlite"
"github.com/injoyai/base/maps" "github.com/injoyai/base/maps"
"github.com/injoyai/conv"
"github.com/injoyai/logs" "github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol"
"github.com/robfig/cron/v3" "github.com/robfig/cron/v3"
"os" "os"
"path/filepath" "path/filepath"
@@ -116,6 +118,29 @@ func (this *Workday) TodayIs() bool {
return this.Is(time.Now()) return this.Is(time.Now())
} }
// RangeYear 遍历一年的所有工作日
func (this *Workday) RangeYear(year int, f func(t time.Time) bool) {
this.Range(
time.Date(year, 1, 1, 0, 0, 0, 0, time.Local),
time.Date(year, 12, 31, 0, 0, 0, 0, time.Local),
f,
)
}
// Range 遍历指定范围的工作日
func (this *Workday) Range(start, end time.Time, f func(t time.Time) bool) {
start = conv.Select(start.Before(protocol.ExchangeEstablish), protocol.ExchangeEstablish, start)
now := IntegerDay(time.Now())
end = conv.Select(end.After(now), now, end).Add(1)
for ; start.Before(end); start = start.Add(time.Hour * 24) {
if this.Is(start) {
if !f(start) {
return
}
}
}
}
// RangeDesc 倒序遍历工作日,从今天-1990年12月19日(上海交易所成立时间) // RangeDesc 倒序遍历工作日,从今天-1990年12月19日(上海交易所成立时间)
func (this *Workday) RangeDesc(f func(t time.Time) bool) { func (this *Workday) RangeDesc(f func(t time.Time) bool) {
t := IntegerDay(time.Now()) t := IntegerDay(time.Now())