优化PullTrade

client.go

@@ -157,10 +157,10 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
 		resp, err = protocol.MHistoryMinute.Decode(f.Data)
 
 	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:
-		resp, err = protocol.MHistoryMinuteTrade.Decode(f.Data, conv.String(val))
+		resp, err = protocol.MHistoryTrade.Decode(f.Data, val.(protocol.TradeCache))
 
 	case protocol.TypeKline:
 		resp, err = protocol.MKline.Decode(f.Data, val.(protocol.KlineCache))
@@ -316,23 +316,34 @@ func (this *Client) GetHistoryMinute(date, code string) (*protocol.MinuteResp, e
 	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
-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)
-	f, err := protocol.MMinuteTrade.Frame(code, start, count)
+	f, err := protocol.MTrade.Frame(code, start, count)
 	if err != nil {
 		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 {
 		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
-func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, error) {
-	resp := &protocol.MinuteTradeResp{}
+func (this *Client) GetMinuteTradeAll(code string) (*protocol.TradeResp, error) {
+	resp := &protocol.TradeResp{}
 	size := uint16(1800)
 	for start := uint16(0); ; start += size {
 		r, err := this.GetMinuteTrade(code, start, size)
@@ -349,26 +360,37 @@ func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, e
 	return resp, nil
 }
 
+func (this *Client) GetHistoryTrade(date, code string, start, count uint16) (*protocol.HistoryTradeResp, error) {
+	return this.GetHistoryMinuteTrade(date, code, start, count)
+}
+
 // 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
 // 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.HistoryTradeResp, error) {
 	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 {
 		return nil, err
 	}
-	result, err := this.SendFrame(f, code)
+	result, err := this.SendFrame(f, protocol.TradeCache{
+		Date: date,
+		Code: code,
+	})
 	if err != nil {
 		return nil, err
 	}
-	return result.(*protocol.HistoryMinuteTradeResp), nil
+	return result.(*protocol.HistoryTradeResp), nil
+}
+
+func (this *Client) GetHistoryTradeAll(date, code string) (*protocol.HistoryTradeResp, 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
 // 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) {
-	resp := &protocol.HistoryMinuteTradeResp{}
+func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.HistoryTradeResp, error) {
+	resp := &protocol.HistoryTradeResp{}
 	size := uint16(2000)
 	for start := uint16(0); ; start += size {
 		r, err := this.GetHistoryMinuteTrade(date, code, start, size)

example/GetHistoryTrade/main.go

@@ -8,7 +8,7 @@ import (
 
 func main() {
 	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)
 
 		for _, v := range resp.List {

example/PullTrade/main.go

@@ -0,0 +1,19 @@
+package main
+
+import (
+	"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.Pull(m, 2025, "sz000001")
+	logs.Err(err)
+
+}

extend/pull-trade.go

@@ -0,0 +1,150 @@
+package extend
+
+import (
+	"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(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 {
+		date := t.Format("20060102")
+
+		var resp *protocol.HistoryTradeResp
+		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
+	})
+
+	_ = kss5
+	_ = kss15
+	_ = kss30
+	_ = kss60
+
+	filename := filepath.Join(this.Dir, conv.String(year), "分时成交", code+".csv")
+	filename1 := filepath.Join(this.Dir, conv.String(year), "1分钟", code+".csv")
+	filename5 := filepath.Join(this.Dir, conv.String(year), "5分钟", code+".csv")
+	filename15 := filepath.Join(this.Dir, conv.String(year), "15分钟", code+".csv")
+	filename30 := filepath.Join(this.Dir, conv.String(year), "30分钟", code+".csv")
+	filename60 := filepath.Join(this.Dir, conv.String(year), "60分钟", code+".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)
+}

extend/spider-ths.go

@@ -5,6 +5,7 @@ import (
 	"encoding/json"
 	"fmt"
 	"github.com/injoyai/conv"
+	"github.com/injoyai/tdx"
 	"github.com/injoyai/tdx/protocol"
 	"io"
 	"net/http"
@@ -18,6 +19,51 @@ const (
 	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
 前复权,和通达信对的上,和东方财富对不上

extend/util.go

@@ -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
+}

protocol/model_connect.go

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

protocol/model_history_minute_trade.go

@@ -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
-}

protocol/model_history_trade.go

@@ -0,0 +1,70 @@
+package protocol
+
+import (
+	"errors"
+	"github.com/injoyai/conv"
+	"time"
+)
+
+// HistoryTradeResp 历史分时交易比实时少了单量
+type HistoryTradeResp struct {
+	Count uint16
+	List  Trades
+}
+
+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) (*HistoryTradeResp, 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 := &HistoryTradeResp{
+		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
+}

protocol/model_history_trade_test.go

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

protocol/model_kline.go

@@ -5,6 +5,7 @@ import (
 	"fmt"
 	"github.com/injoyai/base/types"
 	"github.com/injoyai/conv"
+	"sort"
 	"time"
 )
 
@@ -209,3 +210,66 @@ func FixKlineTime(ks []*Kline) []*Kline {
 	}
 	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
+}

protocol/model_minute_trade.go

@@ -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
-}

protocol/model_trade.go

@@ -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
+}

protocol/unit.go

@@ -271,15 +271,24 @@ func IsETF(code string) bool {
 	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 {
 	if len(code) == 6 {
 		switch {
 		case code[:1] == "6":
+			//上海股票
 			code = ExchangeSH.String() + code
 		case code[:1] == "0":
+			//深圳股票
 			code = ExchangeSZ.String() + code
 		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
 		}
 	}

workday.go

@@ -4,7 +4,9 @@ import (
 	"errors"
 	_ "github.com/glebarez/go-sqlite"
 	"github.com/injoyai/base/maps"
+	"github.com/injoyai/conv"
 	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx/protocol"
 	"github.com/robfig/cron/v3"
 	"os"
 	"path/filepath"
@@ -116,6 +118,29 @@ func (this *Workday) TodayIs() bool {
 	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)
 func (this *Workday) RangeDesc(f func(t time.Time) bool) {
 	t := IntegerDay(time.Now())