优化Workday.Range

# Conflicts:
#	go.mod
#	go.sum

client.go

@@ -87,16 +87,18 @@ func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
 		c.SetOption(op...)                             //自定义选项
 		c.Event.OnReadFrom = protocol.ReadFrom         //分包
 		c.Event.OnDealMessage = cli.handlerDealMessage //解析数据并处理
-		//无数据超时时间是60秒,30秒发送一个心跳包
-		c.GoTimerWriter(30*time.Second, func(w ios.MoreWriter) error {
-			bs := protocol.MHeart.Frame().Bytes()
-			_, err := w.Write(bs)
-			return err
-		})
-
-		f := protocol.MConnect.Frame()
-		if _, err = c.Write(f.Bytes()); err != nil {
-			c.Close()
+		c.Event.OnConnected = func(c *client.Client) error {
+			//无数据超时时间是60秒,30秒发送一个心跳包
+			c.GoTimerWriter(30*time.Second, func(w ios.MoreWriter) error {
+				bs := protocol.MHeart.Frame().Bytes()
+				_, err := w.Write(bs)
+				return err
+			})
+			f := protocol.MConnect.Frame()
+			if _, err = c.Write(f.Bytes()); err != nil {
+				c.Close()
+			}
+			return nil
 		}
 	})
 	if err != nil {
@@ -157,10 +159,10 @@ 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))
@@ -179,6 +181,11 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
 
 }
 
+// SetTimeout 设置超时时间
+func (this *Client) SetTimeout(t time.Duration) {
+	this.Wait.SetTimeout(t)
+}
+
 // SendFrame 发送数据,并等待响应
 func (this *Client) SendFrame(f *protocol.Frame, cache ...any) (any, error) {
 	f.MsgID = atomic.AddUint32(&this.msgID, 1)
@@ -218,6 +225,26 @@ func (this *Client) GetCode(exchange protocol.Exchange, start uint16) (*protocol
 // GetCodeAll 通过多次请求的方式获取全部证券代码
 func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp, error) {
 	resp := &protocol.CodeResp{}
+
+	//通达信没有北交所代码列表,通过爬虫的方式从北交所官网获取,放在这里是为了方便业务逻辑
+	//不放在extend包时防止循环引用
+	//todo 这是临时方案,等通达信有北交所代码列表时再改
+	if exchange == protocol.ExchangeBJ {
+		codes, err := GetBjCodes()
+		if err != nil {
+			return nil, err
+		}
+		resp.Count = uint16(len(codes))
+		for _, v := range codes {
+			resp.List = append(resp.List, &protocol.Code{
+				Code:      v.Code,
+				Name:      v.Name,
+				LastPrice: v.Last,
+			})
+		}
+		return resp, nil
+	}
+
 	size := uint16(1000)
 	for start := uint16(0); ; start += size {
 		r, err := this.GetCode(exchange, start)
@@ -233,6 +260,40 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
 	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, protocol.ExchangeBJ} {
+		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
 func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
 	for i := range codes {
@@ -316,23 +377,34 @@ 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 +421,71 @@ func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, e
 	return resp, nil
 }
 
-// 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) {
-	code = protocol.AddPrefix(code)
-	f, err := protocol.MHistoryMinuteTrade.Frame(date, code, start, count)
-	if err != nil {
-		return nil, err
-	}
-	result, err := this.SendFrame(f, code)
-	if err != nil {
-		return nil, err
-	}
-	return result.(*protocol.HistoryMinuteTradeResp), nil
+func (this *Client) GetHistoryTrade(date, code string, start, count uint16) (*protocol.TradeResp, error) {
+	return this.GetHistoryMinuteTrade(date, code, start, count)
 }
 
-// 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{}
+// 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
+// 历史数据只能查到20000609
+func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.TradeResp, error) {
+	code = protocol.AddPrefix(code)
+	f, err := protocol.MHistoryTrade.Frame(date, code, start, count)
+	if err != nil {
+		return nil, err
+	}
+	result, err := this.SendFrame(f, protocol.TradeCache{
+		Date: date,
+		Code: code,
+	})
+	if err != nil {
+		return nil, err
+	}
+	return result.(*protocol.TradeResp), nil
+}
+
+// GetHistoryTradeFull 获取上市至今的分时成交
+func (this *Client) GetHistoryTradeFull(code string, w *Workday) (protocol.Trades, error) {
+	return this.GetHistoryTradeBefore(code, w, time.Now())
+}
+
+// GetHistoryTradeBefore 获取上市至今的分时成交
+func (this *Client) GetHistoryTradeBefore(code string, w *Workday, before time.Time) (protocol.Trades, error) {
+	ls := protocol.Trades(nil)
+	resp, err := this.GetKlineMonthAll(code)
+	if err != nil {
+		return nil, err
+	}
+	if len(resp.List) == 0 {
+		return nil, nil
+	}
+	start := time.Date(resp.List[0].Time.Year(), resp.List[0].Time.Month(), 1, 0, 0, 0, 0, resp.List[0].Time.Location())
+	var res *protocol.TradeResp
+	w.Range(start, before, func(t time.Time) bool {
+		for i := 0; i < 3; i++ {
+			res, err = this.GetHistoryTradeDay(t.Format("20060102"), code)
+			if err == nil {
+				break
+			}
+		}
+		if err != nil {
+			return false
+		}
+		ls = append(ls, res.List...)
+		return true
+	})
+	return ls, err
+}
+
+// GetHistoryTradeDay 获取历史某天分时全部交易,通过多次请求来拼接,只能获取昨天及之前的数据
+func (this *Client) GetHistoryTradeDay(date, code string) (*protocol.TradeResp, error) {
+	return this.GetHistoryMinuteTradeDay(date, code)
+}
+
+// GetHistoryMinuteTradeDay 获取历史某天分时全部交易,通过多次请求来拼接,只能获取昨天及之前的数据
+// 历史数据只能查到20000609
+func (this *Client) GetHistoryMinuteTradeDay(date, code string) (*protocol.TradeResp, error) {
+	resp := &protocol.TradeResp{}
 	size := uint16(2000)
 	for start := uint16(0); ; start += size {
 		r, err := this.GetHistoryMinuteTrade(date, code, start, size)
@@ -581,18 +698,32 @@ func (this *Client) GetKline30MinuteUntil(code string, f func(k *protocol.Kline)
 	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
 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
 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) {
-	return this.GetKlineUntil(protocol.TypeKlineHour, code, f)
+	return this.GetKlineUntil(protocol.TypeKline60Minute, code, f)
 }
 
 // GetKlineDay 获取日k线数据

client_bj_code.go

@@ -0,0 +1,102 @@
+package tdx
+
+import (
+	"bytes"
+	"encoding/json"
+	"errors"
+	"fmt"
+	"github.com/injoyai/conv"
+	"io"
+	"net/http"
+	"strings"
+	"time"
+)
+
+const (
+	// UrlBjCodes 最后跟的是时间戳(ms),但是随便什么时间戳都能请求成功
+	UrlBjCodes = "https://www.bse.cn/nqhqController/nqhq_en.do?callback=jQuery3710848510589806625_%d"
+)
+
+func GetBjCodes() ([]*BjCode, error) {
+	list := []*BjCode(nil)
+	//这个200预防下bug,除非北京上市公司有4000个
+	for page := 0; page < 200; page++ {
+		ls, done, err := getBjCodes(page)
+		if err != nil {
+			return nil, err
+		}
+
+		list = append(list, ls...)
+		if done {
+			break
+		}
+		<-time.After(time.Millisecond * 100)
+	}
+	return list, nil
+}
+
+func getBjCodes(page int) (_ []*BjCode, last bool, err error) {
+
+	url := fmt.Sprintf(UrlBjCodes, time.Now().UnixMilli())
+
+	bodyStr := "page=" + conv.String(page) + "&type_en=%5B%22B%22%5D&sortfield=hqcjsl&sorttype=desc&xxfcbj_en=%5B2%5D&zqdm="
+
+	req, err := http.NewRequest(http.MethodPost, url, strings.NewReader(bodyStr))
+	if err != nil {
+		return nil, false, err
+	}
+	req.Header.Set("X-Requested-With", "XMLHttpRequest")
+	req.Header.Set("Content-Type", "application/x-www-form-urlencoded; charset=UTF-8")
+	req.Header.Set("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.39 (KHTML, like Gecko) Chrome/123.0.0.0 Safari/537.36")
+
+	resp, err := http.DefaultClient.Do(req)
+	if err != nil {
+		return nil, false, err
+	}
+	defer resp.Body.Close()
+
+	bs, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, false, err
+	}
+
+	//处理数据
+	i := bytes.IndexByte(bs, '(')
+	if len(bs) < 1 || len(bs) <= i {
+		return nil, false, errors.New("未知错误: " + string(bs))
+	}
+
+	bs = bs[i+1 : len(bs)-1]
+
+	ls := []*BjCodes(nil)
+	err = json.Unmarshal(bs, &ls)
+	if err != nil {
+		return nil, false, err
+	}
+
+	if len(ls) == 0 {
+		return nil, false, errors.New("未知错误: " + string(bs))
+	}
+
+	return ls[0].Data, ls[0].LastPage, nil
+}
+
+type BjCodes struct {
+	Data        []*BjCode `json:"content"`
+	TotalNumber int       `json:"totalElements"`
+	TotalPage   int       `json:"totalPages"`
+	LastPage    bool      `json:"lastPage"`
+}
+
+type BjCode struct {
+	Date      string  `json:"hqjsrq"` //日期
+	Code      string  `json:"hqzqdm"` //代码
+	Name      string  `json:"hqzqjc"` //名称
+	LastClose float64 `json:"hqzrsp"` //前一天收盘价
+	Open      float64 `json:"hqjrkp"` //开盘价
+	High      float64 `json:"hqzgcj"` //最高价
+	Low       float64 `json:"hqzdcj"` //最低价
+	Last      float64 `json:"hqzjcj"` //最新价/收盘价
+	Volume    int     `json:"hqcjsl"` //成交量,股
+	Amount    float64 `json:"hqcjje"` //成交额,元
+}

codes.go

@@ -23,10 +23,22 @@ func DialCodes(filename string, op ...client.Option) (*Codes, error) {
 	if err != nil {
 		return nil, err
 	}
-	return NewCodes(c, filename)
+	return NewCodesSqlite(c, filename)
 }
 
-func NewCodes(c *Client, filenames ...string) (*Codes, error) {
+func NewCodesMysql(c *Client, dsn string) (*Codes, error) {
+
+	//连接数据库
+	db, err := xorm.NewEngine("mysql", dsn)
+	if err != nil {
+		return nil, err
+	}
+	db.SetMapper(core.SameMapper{})
+
+	return NewCodes(c, db)
+}
+
+func NewCodesSqlite(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")
@@ -44,6 +56,12 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
 	}
 	db.SetMapper(core.SameMapper{})
 	db.DB().SetMaxOpenConns(1)
+
+	return NewCodes(c, db)
+}
+
+func NewCodes(c *Client, db *xorm.Engine) (*Codes, error) {
+
 	if err := db.Sync2(new(CodeModel)); err != nil {
 		return nil, err
 	}
@@ -53,10 +71,11 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
 
 	update := new(UpdateModel)
 	{ //查询或者插入一条数据
-		has, err := db.Get(update)
+		has, err := db.Where("`Key`=?", "codes").Get(update)
 		if err != nil {
 			return nil, err
 		} else if !has {
+			update.Key = "codes"
 			if _, err := db.Insert(update); err != nil {
 				return nil, err
 			}
@@ -70,9 +89,10 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
 
 	{ //设置定时器,每天早上9点更新数据
 		task := cron.New(cron.WithSeconds())
-		task.AddFunc("0 0 9 * * *", func() {
+		task.AddFunc("10 0 9 * * *", func() {
 			for i := 0; i < 3; i++ {
-				if err := cc.Update(); err == nil {
+				err := cc.Update()
+				if err == nil {
 					return
 				}
 				logs.Err(err)
@@ -155,52 +175,8 @@ func (this *Codes) Get(code string) *CodeModel {
 	return this.Map[code]
 }
 
-// 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
+	return protocol.AddPrefix(code)
 }
 
 // Update 更新数据,从服务器或者数据库
@@ -219,7 +195,7 @@ func (this *Codes) Update(byDB ...bool) error {
 	this.list = codes
 	this.exchanges = exchanges
 	//更新时间
-	_, err = this.db.Update(&UpdateModel{Time: time.Now().Unix()})
+	_, err = this.db.Where("`Key`=?", "codes").Update(&UpdateModel{Time: time.Now().Unix()})
 	return err
 }
 
@@ -249,7 +225,7 @@ func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
 	//3. 从服务器获取所有股票代码
 	insert := []*CodeModel(nil)
 	update := []*CodeModel(nil)
-	for _, exchange := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ} {
+	for _, exchange := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ, protocol.ExchangeBJ} {
 		resp, err := this.Client.GetCodeAll(exchange)
 		if err != nil {
 			return nil, err
@@ -282,29 +258,52 @@ func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
 		}
 	}
 
-	//4. 插入或者更新数据库
-	err := NewSessionFunc(this.db, func(session *xorm.Session) error {
-		for _, v := range insert {
-			if _, err := session.Insert(v); err != nil {
-				return err
+	switch this.db.Dialect().URI().DBType {
+	case "mysql":
+		// 1️⃣ 清空
+		if _, err := this.db.Exec("TRUNCATE TABLE codes"); err != nil {
+			return nil, err
+		}
+
+		data := append(insert, update...)
+		// 2️⃣ 直接批量插入
+		batchSize := 3000 // 8000(2m16s) 5000(43s) 3000(11s) 1000(59s)
+		for i := 0; i < len(data); i += batchSize {
+			end := i + batchSize
+			if end > len(data) {
+				end = len(data)
+			}
+
+			slice := conv.Array(data[i:end])
+			if _, err := this.db.Insert(slice); err != nil {
+				return nil, err
 			}
 		}
-		for _, v := range update {
-			if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
-				return err
+	case "sqlite3":
+		//4. 插入或者更新数据库
+		err := NewSessionFunc(this.db, func(session *xorm.Session) error {
+			for _, v := range insert {
+				if _, err := session.Insert(v); err != nil {
+					return err
+				}
 			}
+			for _, v := range update {
+				if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
+					return err
+				}
+			}
+			return nil
+		})
+		if err != nil {
+			return nil, err
 		}
-		return nil
-	})
-	if err != nil {
-		return nil, err
 	}
 
 	return list, nil
-
 }
 
 type UpdateModel struct {
+	Key  string
 	Time int64 //更新时间
 }
 
@@ -334,7 +333,7 @@ func (this *CodeModel) FullCode() string {
 
 func (this *CodeModel) Price(p protocol.Price) protocol.Price {
 	return protocol.Price(float64(p) * math.Pow10(int(2-this.Decimal)))
-	return p * protocol.Price(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 {

example/CodesHTTP/main.go

@@ -0,0 +1,20 @@
+package main
+
+import (
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx/extend"
+	"time"
+)
+
+func main() {
+	go extend.ListenCodesHTTP(10033)
+
+	<-time.After(time.Second * 3)
+	c := extend.DialCodesHTTP("http://localhost:10033")
+	stocks, err := c.GetStocks()
+	logs.PanicErr(err)
+
+	for _, v := range stocks {
+		println(v)
+	}
+}

example/FastHosts/main.go

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

example/GetBjCodes/main.go

@@ -0,0 +1,18 @@
+package main
+
+import (
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx/extend"
+)
+
+func main() {
+	ls, err := extend.GetBjCodes()
+	if err != nil {
+		logs.Err(err)
+		return
+	}
+	for _, v := range ls {
+		logs.Debug(v)
+	}
+	logs.Debug("总数量:", len(ls))
+}

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("20250929", "bj838971", 0, 20)
 		logs.PanicErr(err)
 
 		for _, v := range resp.List {

example/GetHistoryTradeAll/main.go

@@ -8,7 +8,7 @@ import (
 
 func main() {
 	common.Test(func(c *tdx.Client) {
-		resp, err := c.GetHistoryMinuteTradeAll("20241025", "sz000001")
+		resp, err := c.GetHistoryMinuteTradeDay("20251010", "sh000001")
 		logs.PanicErr(err)
 
 		for _, v := range resp.List {

example/GetKlineDay/main.go

@@ -8,7 +8,7 @@ import (
 
 func main() {
 	common.Test(func(c *tdx.Client) {
-		resp, err := c.GetKlineDay("000001", 0, 10)
+		resp, err := c.GetKlineDay("838971", 0, 20)
 		logs.PanicErr(err)
 
 		for _, v := range resp.List {

example/GetKlineDayFactor/main.go

@@ -0,0 +1,32 @@
+package main
+
+import (
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx"
+	"github.com/injoyai/tdx/extend"
+	"time"
+)
+
+func main() {
+
+	c, err := tdx.DialDefault()
+	logs.PanicErr(err)
+
+	ks, fs, err := extend.GetTHSDayKlineFactorFull("000001", c)
+	logs.PanicErr(err)
+
+	m := map[int64]*extend.THSFactor{}
+	for _, v := range fs {
+		m[v.Date] = v
+	}
+
+	for _, v := range ks[0] {
+		logs.Debugf("%s  不复权:%.2f  前复权:%.2f  后复权:%.2f \n",
+			time.Unix(v.Date, 0).Format(time.DateOnly),
+			v.Close.Float64(),
+			v.Close.Float64()*m[v.Date].QFactor,
+			v.Close.Float64()*m[v.Date].HFactor,
+		)
+	}
+
+}

example/GetQuote/main.go

@@ -10,7 +10,7 @@ func main() {
 	c, err := tdx.Dial("124.71.187.122:7709", tdx.WithDebug())
 	logs.PanicErr(err)
 
-	tdx.DefaultCodes, err = tdx.NewCodes(c, "./codes.db")
+	tdx.DefaultCodes, err = tdx.NewCodesSqlite(c, "./codes.db")
 	logs.PanicErr(err)
 
 	_ = c

example/GetTrade/main.go

@@ -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)
+	})
+}

example/ManageMysql/main.go

@@ -0,0 +1,17 @@
+package main
+
+import (
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx"
+)
+
+func main() {
+	_, err := tdx.NewManageMysql(&tdx.ManageConfig{
+		Number:          2,
+		CodesFilename:   "root:root@tcp(192.168.1.105:3306)/stock?charset=utf8mb4&parseTime=True&loc=Local",
+		WorkdayFileName: "root:root@tcp(192.168.1.105:3306)/stock?charset=utf8mb4&parseTime=True&loc=Local",
+		Dial:            nil,
+	})
+	logs.PanicErr(err)
+	logs.Debug("done")
+}

example/PullTrade/main.go

@@ -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)
+
+}

example/TradesToKlines/main.go

@@ -0,0 +1,22 @@
+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.GetHistoryTradeDay("20251010", "sz000001")
+		logs.PanicErr(err)
+
+		ks := resp.List.Klines()
+
+		for _, v := range ks {
+			logs.Debug(v)
+		}
+
+	})
+}

example/WorkdayAndCodes/main.go

@@ -9,11 +9,12 @@ import (
 func main() {
 	common.Test(func(c *tdx.Client) {
 
-		_, err := tdx.NewWorkday(c, "./workday.db")
+		_, err := tdx.NewWorkdaySqlite(c) //"./workday.db"
 		logs.PanicErr(err)
 
-		_, err = tdx.NewCodes(c, "./codes.db")
+		_, err = tdx.NewCodesSqlite(c) //"./codes.db"
 		logs.PanicErr(err)
 
+		c.Close()
 	})
 }

extend/codes-bj.go

@@ -0,0 +1,17 @@
+package extend
+
+import (
+	"github.com/injoyai/tdx"
+)
+
+func GetBjCodes() ([]string, error) {
+	cs, err := tdx.GetBjCodes()
+	if err != nil {
+		return nil, err
+	}
+	ls := []string(nil)
+	for _, v := range cs {
+		ls = append(ls, "bj"+v.Code)
+	}
+	return ls, nil
+}

extend/codes-server.go

@@ -0,0 +1,66 @@
+package extend
+
+import (
+	"encoding/json"
+	"fmt"
+	"github.com/injoyai/conv"
+	"github.com/injoyai/tdx"
+	"io"
+	"net/http"
+	"path/filepath"
+)
+
+func ListenCodesHTTP(port int, filename ...string) error {
+	code, err := tdx.DialCodes(conv.Default(filepath.Join(tdx.DefaultDatabaseDir, "codes.db"), filename...))
+	if err != nil {
+		return nil
+	}
+	return http.ListenAndServe(fmt.Sprintf(":%d", port), http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
+		switch r.RequestURI {
+		case "/stocks":
+			ls := code.GetStocks()
+			w.WriteHeader(http.StatusOK)
+			w.Write(conv.Bytes(ls))
+		case "/etfs":
+			ls := code.GetETFs()
+			w.WriteHeader(http.StatusOK)
+			w.Write(conv.Bytes(ls))
+		default:
+			http.NotFound(w, r)
+		}
+	}))
+}
+
+func DialCodesHTTP(address string) *CodesHTTP {
+	return &CodesHTTP{address: address}
+}
+
+type CodesHTTP struct {
+	address string
+}
+
+func (this *CodesHTTP) getList(path string) ([]string, error) {
+	resp, err := http.DefaultClient.Get(this.address + path)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+	if resp.StatusCode != http.StatusOK {
+		return nil, fmt.Errorf("http code:%d", resp.StatusCode)
+	}
+	bs, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, err
+	}
+	ls := []string(nil)
+	err = json.Unmarshal(bs, &ls)
+	return ls, err
+}
+
+func (this *CodesHTTP) GetStocks() ([]string, error) {
+	return this.getList("/stocks")
+}
+
+func (this *CodesHTTP) GetETFs() ([]string, error) {
+	return this.getList("/etfs")
+}

extend/pull-kline-mysql.go

@@ -43,7 +43,7 @@ func (this *PullKlineMysql) Name() string {
 }
 
 func (this *PullKlineMysql) Run(ctx context.Context, m *tdx.Manage) error {
-	limit := chans.NewWaitLimit(uint(this.Config.Limit))
+	limit := chans.NewWaitLimit(this.Config.Limit)
 
 	//1. 获取所有股票代码
 	codes := this.Config.Codes

extend/pull-kline.go

@@ -105,7 +105,7 @@ func (this *PullKline) DayKlines(code string) (Klines, error) {
 }
 
 func (this *PullKline) Run(ctx context.Context, m *tdx.Manage) error {
-	limit := chans.NewWaitLimit(uint(this.Config.Limit))
+	limit := chans.NewWaitLimit(this.Config.Limit)
 
 	//1. 获取所有股票代码
 	codes := this.Config.Codes

extend/pull-trade.go

@@ -0,0 +1,168 @@
+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.GetHistoryTradeDay(date, code)
+			return err
+		})
+		if err != nil {
+			logs.Err(err)
+			return false
+		}
+
+		tss = append(tss, resp.List...)
+
+		//转成分时K线
+		ks := resp.List.Klines()
+
+		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)
+}

extend/spider-ths.go

@@ -0,0 +1,198 @@
+package extend
+
+import (
+	"bytes"
+	"encoding/json"
+	"fmt"
+	"github.com/injoyai/conv"
+	"github.com/injoyai/tdx"
+	"github.com/injoyai/tdx/protocol"
+	"io"
+	"net/http"
+	"strings"
+	"time"
+)
+
+const (
+	UrlTHSDayKline       = "http://d.10jqka.com.cn/v6/line/hs_%s/0%d/all.js"
+	THS_BFQ        uint8 = 0 //不复权
+	THS_QFQ        uint8 = 1 //前复权
+	THS_HFQ        uint8 = 2 //后复权
+)
+
+// GetTHSDayKlineFactorFull 增加计算复权因子
+func GetTHSDayKlineFactorFull(code string, c *tdx.Client) ([3][]*Kline, []*THSFactor, error) {
+	ks, err := GetTHSDayKlineFull(code, c)
+	if err != nil {
+		return [3][]*Kline{}, nil, err
+	}
+	mQPrice := make(map[int64]float64)
+	for _, v := range ks[1] {
+		mQPrice[v.Date] = v.Close.Float64()
+	}
+	mHPrice := make(map[int64]float64)
+	for _, v := range ks[2] {
+		mHPrice[v.Date] = v.Close.Float64()
+	}
+	fs := make([]*THSFactor, 0, len(ks[0]))
+	for _, v := range ks[0] {
+		fs = append(fs, &THSFactor{
+			Date:    v.Date,
+			QFactor: mQPrice[v.Date] / v.Close.Float64(),
+			HFactor: mHPrice[v.Date] / v.Close.Float64(),
+		})
+	}
+	return ks, fs, nil
+}
+
+/*
+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
+后复权,和通达信,东方财富都对不上
+*/
+func GetTHSDayKline(code string, _type uint8) ([]*Kline, error) {
+	if _type != THS_BFQ && _type != THS_QFQ && _type != THS_HFQ {
+		return nil, fmt.Errorf("数据类型错误,例如:不复权0或前复权1或后复权2")
+	}
+
+	code = protocol.AddPrefix(code)
+	if len(code) != 8 {
+		return nil, fmt.Errorf("股票代码错误,例如:SZ000001或000001")
+	}
+
+	u := fmt.Sprintf(UrlTHSDayKline, code[2:], _type)
+	req, err := http.NewRequest(http.MethodGet, u, nil)
+	if err != nil {
+		return nil, err
+	}
+	/*
+	 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) '
+	                      'Chrome/90.0.4430.212 Safari/537.36',
+	        'Referer': 'http://stockpage.10jqka.com.cn/',
+	        'DNT': '1',
+	*/
+	req.Header.Set("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36 Edg/89.0.774.54")
+	req.Header.Set("Referer", "http://stockpage.10jqka.com.cn/")
+	req.Header.Set("DNT", "1")
+	resp, err := http.DefaultClient.Do(req)
+	if err != nil {
+		return nil, err
+	}
+
+	defer resp.Body.Close()
+	bs, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, err
+	}
+
+	n := bytes.IndexByte(bs, '(')
+	bs = bs[n+1 : len(bs)-1]
+
+	m := map[string]any{}
+	err = json.Unmarshal(bs, &m)
+	if err != nil {
+		return nil, err
+	}
+
+	total := conv.Int(m["total"])
+	sortYears := conv.Interfaces(m["sortYear"])
+	priceFactor := conv.Float64(m["priceFactor"])
+	prices := strings.Split(conv.String(m["price"]), ",")
+	dates := strings.Split(conv.String(m["dates"]), ",")
+	volumes := strings.Split(conv.String(m["volumn"]), ",")
+
+	//好像到了22点,总数量会比实际多1
+	if total == len(dates)+1 && total == len(volumes)+1 {
+		total -= 1
+	}
+	//判断数量是否对应
+	if total*4 != len(prices) || total != len(dates) || total != len(volumes) {
+		return nil, fmt.Errorf("total=%d prices=%d dates=%d volumns=%d", total, len(prices), len(dates), len(volumes))
+	}
+
+	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
+		}
+	}
+
+	ls := []*Kline(nil)
+	i := 0
+	nowYear := time.Now().Year()
+	for year := 1990; year <= nowYear; year++ {
+		for _, d := range mYear[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++
+		}
+	}
+
+	return ls, nil
+}

extend/spider_ths.go

@@ -1,118 +0,0 @@
-package extend
-
-import (
-	"bytes"
-	"encoding/json"
-	"fmt"
-	"github.com/injoyai/conv"
-	"github.com/injoyai/tdx/protocol"
-	"io"
-	"net/http"
-	"strings"
-	"time"
-)
-
-const (
-	UrlTHSDayKline       = "http://d.10jqka.com.cn/v6/line/hs_%s/0%d/all.js"
-	THS_QFQ        uint8 = 1 //前复权
-	THS_HFQ        uint8 = 2 //后复权
-)
-
-/*
-GetTHSDayKline
-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 GetTHSDayKline(code string, _type uint8) ([]*Kline, error) {
-	if _type != THS_QFQ && _type != THS_HFQ {
-		return nil, fmt.Errorf("数据类型错误,例如:前复权1或后复权2")
-	}
-
-	code = protocol.AddPrefix(code)
-	if len(code) != 8 {
-		return nil, fmt.Errorf("股票代码错误,例如:SZ000001或000001")
-	}
-
-	u := fmt.Sprintf(UrlTHSDayKline, code[2:], _type)
-	req, err := http.NewRequest(http.MethodGet, u, nil)
-	if err != nil {
-		return nil, err
-	}
-	/*
-	 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) '
-	                      'Chrome/90.0.4430.212 Safari/537.36',
-	        'Referer': 'http://stockpage.10jqka.com.cn/',
-	        'DNT': '1',
-	*/
-	req.Header.Set("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36 Edg/89.0.774.54")
-	req.Header.Set("Referer", "http://stockpage.10jqka.com.cn/")
-	req.Header.Set("DNT", "1")
-	resp, err := http.DefaultClient.Do(req)
-	if err != nil {
-		return nil, err
-	}
-
-	defer resp.Body.Close()
-	bs, err := io.ReadAll(resp.Body)
-	if err != nil {
-		return nil, err
-	}
-
-	n := bytes.IndexByte(bs, '(')
-	bs = bs[n+1 : len(bs)-1]
-
-	m := map[string]any{}
-	err = json.Unmarshal(bs, &m)
-	if err != nil {
-		return nil, err
-	}
-
-	total := conv.Int(m["total"])
-	priceFactor := conv.Float64(m["priceFactor"])
-	prices := strings.Split(conv.String(m["price"]), ",")
-	dates := strings.Split(conv.String(m["dates"]), ",")
-	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
-	if total == len(dates)+1 && total == len(volumes)+1 {
-		total -= 1
-	}
-	//判断数量是否对应
-	if total*4 != len(prices) || total != len(dates) || total != len(volumes) {
-		return nil, fmt.Errorf("total=%d prices=%d dates=%d volumns=%d", total, len(prices), len(dates), len(volumes))
-	}
-
-	ls := []*Kline(nil)
-
-	year := t.Year()
-	lastDate := ""
-	for i := 0; i < total; i++ {
-		//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
-		if dates[i] < lastDate {
-			year++
-		}
-		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
-}

extend/ths-factor.go

@@ -0,0 +1,12 @@
+package extend
+
+//const (
+//	// UrlTHSFactor https://d.10jqka.com.cn/v6/line/hs_000001/01/2016.js
+//	UrlTHSFactor = "https://d.10jqka.com.cn/v6/line/hs_%s/0%d/%d.js"
+//)
+
+type THSFactor struct {
+	Date    int64   `json:"date"`     //时间
+	QFactor float64 `json:"q_factor"` //前复权因子
+	HFactor float64 `json:"h_factor"` //后复权因子
+}

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
+}

go.mod

@@ -5,10 +5,10 @@ go 1.20
 require (
 	github.com/glebarez/go-sqlite v1.22.0
 	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/injoyai/base v1.2.17
+	github.com/injoyai/conv v1.2.5
+	github.com/injoyai/ios v1.2.2
+	github.com/injoyai/logs v1.0.12
 	github.com/robfig/cron/v3 v3.0.1
 	golang.org/x/text v0.16.0
 	xorm.io/core v0.7.3
@@ -17,7 +17,7 @@ require (
 
 require (
 	github.com/dustin/go-humanize v1.0.1 // indirect
-	github.com/fatih/color v1.14.1 // indirect
+	github.com/fatih/color v1.18.0 // indirect
 	github.com/goccy/go-json v0.8.1 // indirect
 	github.com/golang/snappy v0.0.4 // indirect
 	github.com/google/uuid v1.5.0 // indirect
@@ -31,7 +31,7 @@ require (
 	github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec // 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
+	golang.org/x/sys v0.25.0 // indirect
 	gopkg.in/ini.v1 v1.67.0 // indirect
 	gopkg.in/yaml.v3 v3.0.1 // indirect
 	modernc.org/libc v1.37.6 // indirect

go.sum

@@ -6,9 +6,8 @@ github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c
 github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
 github.com/dustin/go-humanize v1.0.1 h1:GzkhY7T5VNhEkwH0PVJgjz+fX1rhBrR7pRT3mDkpeCY=
 github.com/dustin/go-humanize v1.0.1/go.mod h1:Mu1zIs6XwVuF/gI1OepvI0qD18qycQx+mFykh5fBlto=
-github.com/fatih/color v1.13.0/go.mod h1:kLAiJbzzSOZDVNGyDpeOxJ47H46qBXwg5ILebYFFOfk=
-github.com/fatih/color v1.14.1 h1:qfhVLaG5s+nCROl1zJsZRxFeYrHLqWroPOQ8BWiNb4w=
-github.com/fatih/color v1.14.1/go.mod h1:2oHN61fhTpgcxD3TSWCgKDiH1+x4OiDVVGH8WlgGZGg=
+github.com/fatih/color v1.18.0 h1:S8gINlzdQ840/4pfAwic/ZE0djQEH3wM94VfqLTZcOM=
+github.com/fatih/color v1.18.0/go.mod h1:4FelSpRwEGDpQ12mAdzqdOukCy4u8WUtOY6lkT/6HfU=
 github.com/fsnotify/fsnotify v1.4.7/go.mod h1:jwhsz4b93w/PPRr/qN1Yymfu8t87LnFCMoQvtojpjFo=
 github.com/glebarez/go-sqlite v1.22.0 h1:uAcMJhaA6r3LHMTFgP0SifzgXg46yJkgxqyuyec+ruQ=
 github.com/glebarez/go-sqlite v1.22.0/go.mod h1:PlBIdHe0+aUEFn+r2/uthrWq4FxbzugL0L8Li6yQJbc=
@@ -27,14 +26,16 @@ 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 v1.2.7 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/injoyai/base v1.2.15 h1:K/ysPqZl7vgNUAz/jpG1IdDpzdSMWvUfoJL+1gPdM9g=
+github.com/injoyai/base v1.2.15/go.mod h1:NfCQjml3z2pCvQ3J3YcOXtecqXD0xVPKjo4YTsMLhr8=
+github.com/injoyai/base v1.2.17 h1:+qYeCSeEMWgmTla+LBC0Ozan9ysS4mV0ne5nfMt9opU=
+github.com/injoyai/base v1.2.17/go.mod h1:NfCQjml3z2pCvQ3J3YcOXtecqXD0xVPKjo4YTsMLhr8=
+github.com/injoyai/conv v1.2.5 h1:G4OCyF0NTZul5W1u9IgXDOhW4/zmIigdPKXFHQGmv1M=
+github.com/injoyai/conv v1.2.5/go.mod h1:s05l3fQJQ4mT4VX+KIdbvCWQB0YzZHprmUfUu2uxd1k=
+github.com/injoyai/ios v1.2.2 h1:fAPWBL6t22DiE2ZEpBgf5bzyVQTcm2ZhLMkM+JFPhZA=
+github.com/injoyai/ios v1.2.2/go.mod h1:DJVJGQFQvqF80CeJVabFOm6AKilqc/m8MFvz39Uy5ow=
+github.com/injoyai/logs v1.0.12 h1:f7syIGZMTg9ZzhJhdd3tzaPdxkMhdKsncGaxljqIiYE=
+github.com/injoyai/logs v1.0.12/go.mod h1:+dKEL6GvaFqqVRatqUBiCicJbZnAgtj7hVs824Src4s=
 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=
@@ -42,11 +43,8 @@ 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=
 github.com/mattn/go-colorable v0.1.13 h1:fFA4WZxdEF4tXPZVKMLwD8oUnCTTo08duU7wxecdEvA=
 github.com/mattn/go-colorable v0.1.13/go.mod h1:7S9/ev0klgBDR4GtXTXX8a3vIGJpMovkB8vQcUbaXHg=
-github.com/mattn/go-isatty v0.0.12/go.mod h1:cbi8OIDigv2wuxKPP5vlRcQ1OAZbq2CE4Kysco4FUpU=
-github.com/mattn/go-isatty v0.0.14/go.mod h1:7GGIvUiUoEMVVmxf/4nioHXj79iQHKdU27kJ6hsGG94=
 github.com/mattn/go-isatty v0.0.16/go.mod h1:kYGgaQfpe5nmfYZH+SKPsOc2e4SrIfOl2e/yFXSvRLM=
 github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWEY=
 github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y=
@@ -92,13 +90,10 @@ golang.org/x/net v0.27.0 h1:5K3Njcw06/l2y9vpGCSdcxWOYHOUk3dVNGDXN+FvAys=
 golang.org/x/sync v0.0.0-20180314180146-1d60e4601c6f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.7.0 h1:YsImfSBoP9QPYL0xyKJPq0gcaJdG3rInoqxTWbfQu9M=
 golang.org/x/sys v0.0.0-20180909124046-d0be0721c37e/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
-golang.org/x/sys v0.0.0-20200116001909-b77594299b42/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
-golang.org/x/sys v0.0.0-20200223170610-d5e6a3e2c0ae/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
-golang.org/x/sys v0.0.0-20210630005230-0f9fa26af87c/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
 golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
 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/sys v0.25.0 h1:r+8e+loiHxRqhXVl6ML1nO3l1+oFoWbnlu2Ehimmi34=
+golang.org/x/sys v0.25.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
 golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
 golang.org/x/text v0.16.0 h1:a94ExnEXNtEwYLGJSIUxnWoxoRz/ZcCsV63ROupILh4=
 golang.org/x/text v0.16.0/go.mod h1:GhwF1Be+LQoKShO3cGOHzqOgRrGaYc9AvblQOmPVHnI=
@@ -113,8 +108,8 @@ gopkg.in/ini.v1 v1.67.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k=
 gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7 h1:uRGJdciOHaEIrze2W8Q3AKkepLTh2hOroT7a+7czfdQ=
 gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7/go.mod h1:dt/ZhP58zS4L8KSrWDmTeBkI65Dw0HsyUHuEVlX15mw=
 gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
+gopkg.in/yaml.v2 v2.2.2 h1:ZCJp+EgiOT7lHqUV2J862kp8Qj64Jo6az82+3Td9dZw=
 gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
-gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY=
 gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
 gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
 gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=

hosts.go

@@ -1,10 +1,12 @@
 package tdx
 
 import (
+	"github.com/injoyai/base/types"
 	"github.com/injoyai/logs"
 	"net"
 	"strings"
 	"sync"
+	"time"
 )
 
 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)
-func FastHosts(hosts ...string) []string {
+// 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) []DialResult {
 	wg := sync.WaitGroup{}
 	wg.Add(len(hosts))
 	mu := sync.Mutex{}
-	ls := []string(nil)
+	ls := types.List[DialResult](nil)
 	for _, host := range hosts {
 		go func(host string) {
 			defer wg.Done()
@@ -88,17 +90,30 @@ func FastHosts(hosts ...string) []string {
 			if !strings.Contains(addr, ":") {
 				addr += ":7709"
 			}
+			now := time.Now()
 			c, err := net.Dial("tcp", addr)
 			if err != nil {
 				logs.Err(err)
 				return
 			}
-			defer c.Close()
+			spend := time.Since(now)
+			c.Close()
 			mu.Lock()
-			ls = append(ls, host)
+			ls = append(ls, DialResult{
+				Host:  host,
+				Spend: spend,
+			})
 			mu.Unlock()
 		}(host)
 	}
 	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
 }

manage.go

@@ -1,6 +1,7 @@
 package tdx
 
 import (
+	"errors"
 	"github.com/injoyai/ios/client"
 	"github.com/robfig/cron/v3"
 	"time"
@@ -10,6 +11,57 @@ const (
 	DefaultDatabaseDir = "./data/database"
 )
 
+func NewManageMysql(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
+	//初始化配置
+	if cfg == nil {
+		cfg = &ManageConfig{}
+	}
+	if cfg.CodesFilename == "" {
+		return nil, errors.New("未配置Codes的数据库")
+	}
+	if cfg.WorkdayFileName == "" {
+		return nil, errors.New("未配置Workday的数据库")
+	}
+	if cfg.Dial == nil {
+		cfg.Dial = DialDefault
+	}
+
+	//通用客户端
+	commonClient, err := cfg.Dial(op...)
+	if err != nil {
+		return nil, err
+	}
+	commonClient.Wait.SetTimeout(time.Second * 5)
+
+	//代码管理
+	codes, err := NewCodesMysql(commonClient, cfg.CodesFilename)
+	if err != nil {
+		return nil, err
+	}
+
+	//工作日管理
+	workday, err := NewWorkdayMysql(commonClient, cfg.WorkdayFileName)
+	if err != nil {
+		return nil, err
+	}
+
+	//连接池
+	p, err := NewPool(func() (*Client, error) {
+		return cfg.Dial(op...)
+	}, cfg.Number)
+	if err != nil {
+		return nil, err
+	}
+
+	return &Manage{
+		Pool:    p,
+		Config:  cfg,
+		Codes:   codes,
+		Workday: workday,
+		Cron:    cron.New(cron.WithSeconds()),
+	}, nil
+}
+
 func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
 	//初始化配置
 	if cfg == nil {
@@ -25,13 +77,21 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
 		cfg.Dial = DialDefault
 	}
 
-	//代码
-	codesClient, err := cfg.Dial(op...)
+	//通用客户端
+	commonClient, err := cfg.Dial(op...)
 	if err != nil {
 		return nil, err
 	}
-	codesClient.Wait.SetTimeout(time.Second * 5)
-	codes, err := NewCodes(codesClient, cfg.CodesFilename)
+	commonClient.Wait.SetTimeout(time.Second * 5)
+
+	//代码管理
+	codes, err := NewCodesSqlite(commonClient, cfg.CodesFilename)
+	if err != nil {
+		return nil, err
+	}
+
+	//工作日管理
+	workday, err := NewWorkdaySqlite(commonClient, cfg.WorkdayFileName)
 	if err != nil {
 		return nil, err
 	}
@@ -44,17 +104,6 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
 		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{
 		Pool:    p,
 		Config:  cfg,
@@ -72,6 +121,20 @@ type Manage struct {
 	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
 func (this *Manage) AddWorkdayTask(spec string, f func(m *Manage)) {
 	this.Cron.AddFunc(spec, func() {

protocol/frame.go

@@ -39,6 +39,19 @@ type Frame struct {
 	Data    []byte  //数据
 }
 
+/*
+Bytes
+
+0c00000000011c001c002d0500003030303030310900010000000a0000000000000000000000
+
+Prefix: 0c
+MsgID: 0208d301
+Control: 01
+Length: 1c00
+Length: 1c00
+Type: 2d05
+000030303030303104000100a401a40100000000000000000000
+*/
 func (this *Frame) Bytes() types.Bytes {
 	length := uint16(len(this.Data) + 2)
 	data := make([]byte, 12+len(this.Data))

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 +1,67 @@
+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
+}

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"
 )
 
@@ -85,6 +86,27 @@ func (this *Kline) RiseRate() float64 {
 
 type kline struct{}
 
+/*
+Frame
+Prefix: 0c
+MsgID: 0208d301
+Control: 01
+Length: 1c00
+Length: 1c00
+Type: 2d05
+Data: 000030303030303104000100a401a40100000000000000000000
+
+Data:
+Exchange: 00
+Unknown: 00
+Code: 303030303031
+Type: 04
+Unknown: 00
+Unknown: 0100
+Start: a401
+Count: a401
+Append: 00000000000000000000
+*/
 func (kline) Frame(Type uint8, code string, start, count uint16) (*Frame, error) {
 	if count > 800 {
 		return nil, errors.New("单次数量不能超过800")
@@ -115,7 +137,6 @@ func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
 	if len(bs) < 2 {
 		return nil, errors.New("数据长度不足")
 	}
-
 	resp := &KlineResp{
 		Count: Uint16(bs[:2]),
 	}
@@ -160,7 +181,7 @@ func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
 		k.Volume = int64(getVolume(Uint32(bs[:4])))
 		bs = bs[4:]
 		switch c.Type {
-		case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKlineHour, TypeKlineDay2:
+		case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKline60Minute, TypeKlineDay2:
 			k.Volume /= 100
 		}
 		k.Amount = Price(getVolume(Uint32(bs[:4])) * 1000) //从元转为厘,并去除多余的小数
@@ -209,3 +230,132 @@ func FixKlineTime(ks []*Kline) []*Kline {
 	}
 	return ks
 }
+
+type Klines []*Kline
+
+// LastPrice 获取最后一个K线的收盘价
+func (this Klines) LastPrice() Price {
+	if len(this) == 0 {
+		return 0
+	}
+	return this[len(this)-1].Close
+}
+
+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)
+}
+
+func (this Klines) Kline(t time.Time, last Price) *Kline {
+	k := &Kline{
+		Time:   t,
+		Open:   last,
+		High:   last,
+		Low:    last,
+		Close:  last,
+		Volume: 0,
+		Amount: 0,
+	}
+	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
+		default:
+			if k.Open == 0 {
+				k.Open = v.Open
+			}
+			k.High = conv.Select(k.High < v.High, v.High, k.High)
+			k.Low = conv.Select(k.Low > v.Low, v.Low, k.Low)
+		}
+		k.Close = v.Close
+		k.Volume += v.Volume
+		k.Amount += v.Amount
+	}
+	return k
+}
+
+// Merge 合并成其他类型的K线
+func (this Klines) Merge(n int) Klines {
+	if n <= 1 {
+		return this
+	}
+
+	ks := Klines(nil)
+	ls := Klines(nil)
+	for i := 0; ; i++ {
+		if len(this) <= i*n {
+			break
+		}
+		if len(this) < (i+1)*n {
+			ls = this[i*n:]
+		} else {
+			ls = this[i*n : (i+1)*n]
+		}
+		if len(ls) == 0 {
+			break
+		}
+		last := ls[len(ls)-1]
+		k := ls.Kline(last.Time, ls[0].Open)
+		ks = append(ks, k)
+	}
+	return ks
+}
+
+//// 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 +1,232 @@
+package protocol
+
+import (
+	"errors"
+	"fmt"
+	"github.com/injoyai/base/types"
+	"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
+
+// Klines 合并分时成交成k线
+func (this Trades) Klines() Klines {
+	//按天分割
+	m := make(types.SortMap[int64, Trades])
+	for _, v := range this {
+		//获取当天零点的时间戳
+		unix := time.Date(v.Time.Year(), v.Time.Month(), v.Time.Day(), 0, 0, 0, 0, v.Time.Location()).Unix()
+		m[unix] = append(m[unix], v)
+	}
+
+	//按天排序
+	mKline := types.SortMap[int64, Klines]{}
+	for date, v := range m {
+		//生成一分钟k线
+		t := time.Unix(date, 0)
+		mKline[date] = v.klinesForDay(t)
+	}
+	//按时间排序
+	lss := mKline.Sort()
+	ls := Klines{}
+	for _, v := range lss {
+		ls = append(ls, v...)
+	}
+	return ls
+}
+
+// Kline 合并分时成交成1个k线,注意分时成交时间保持一致
+func (this Trades) Kline(t time.Time, last Price) *Kline {
+	k := &Kline{
+		Time:  t,
+		Last:  last,
+		Open:  last,
+		High:  last,
+		Low:   last,
+		Close: last,
+	}
+	first := 0
+	for _, v := range this {
+		if v.Price <= 0 {
+			continue
+		}
+		switch first {
+		case 0:
+			k.Open = v.Price
+			k.High = v.Price
+			k.Low = v.Price
+			k.Close = v.Price
+		default:
+			k.High = conv.Select(k.High < v.Price, v.Price, k.High)
+			k.Low = conv.Select(k.Low > v.Price, v.Price, k.Low)
+		}
+		k.Close = v.Price
+		k.Volume += int64(v.Volume)
+		k.Amount += v.Price * Price(v.Volume) * 100
+		first++
+	}
+	return k
+}
+
+// kline1 生成一分钟k线,一天
+func (this Trades) klinesForDay(date time.Time) Klines {
+	_930 := 570  //9:30 的分钟
+	_1130 := 690 //11:30 的分钟
+	_1300 := 780 //13:00 的分钟
+	_1500 := 900 //15:00 的分钟
+	keys := []int(nil)
+	//早上
+	m := map[int]Trades{}
+	for i := 1; i <= 120; i++ {
+		keys = append(keys, _930+i)
+		m[_930+i] = []*Trade{}
+	}
+	//下午
+	for i := 1; i <= 120; i++ {
+		keys = append(keys, _1300+i)
+		m[_1300+i] = []*Trade{}
+	}
+	//获取开盘价,有可能前几分钟没有数据,先遍历一遍
+	var open Price
+	for _, v := range this {
+		if v.Price > 0 {
+			open = v.Price
+			break
+		}
+	}
+	//分组,按
+	for _, v := range this {
+		ms := minutes(v.Time)
+		t := conv.Select(ms < _930, _930, ms)
+		t++
+		t = conv.Select(t > _1130 && t <= _1300, _1130, t)
+		t = conv.Select(t > _1500, _1500, t)
+		m[t] = append(m[t], v)
+	}
+	//合并
+	ls := []*Kline(nil)
+	for _, v := range keys {
+		k := m[v].Kline(time.Date(date.Year(), date.Month(), date.Day(), v/60, v%60, 0, 0, date.Location()), open)
+		open = k.Close
+		ls = append(ls, k)
+	}
+	return ls
+}
+
+type TradeCache struct {
+	Date string //日期
+	Code string //计算倍数
+}

protocol/types.go

@@ -20,8 +20,8 @@ func (this Exchange) String() string {
 		return "sz"
 	case ExchangeSH:
 		return "sh"
-		//case ExchangeBJ:
-		//return "bj"
+	case ExchangeBJ:
+		return "bj"
 	default:
 		return "unknown"
 	}
@@ -33,8 +33,8 @@ func (this Exchange) Name() string {
 		return "上海"
 	case ExchangeSZ:
 		return "深圳"
-		//case ExchangeBJ:
-		//return "北京"
+	case ExchangeBJ:
+		return "北京"
 	default:
 		return "未知"
 	}
@@ -43,13 +43,14 @@ func (this Exchange) Name() string {
 const (
 	ExchangeSZ Exchange = iota //深圳交易所
 	ExchangeSH                 //上海交易所
-	//ExchangeBJ                 //北京交易所
+	ExchangeBJ                 //北京交易所
 )
 
 const (
 	TypeKline5Minute  uint8 = 0  // 5分钟K 线
 	TypeKline15Minute uint8 = 1  // 15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
 	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

protocol/unit.go

@@ -58,6 +58,8 @@ func DecodeCode(code string) (Exchange, string, error) {
 		return ExchangeSH, code[2:], nil
 	case ExchangeSZ.String():
 		return ExchangeSZ, code[2:], nil
+	case ExchangeBJ.String():
+		return ExchangeBJ, code[2:], nil
 	default:
 		return 0, "", fmt.Errorf("股票代码错误,例如:SZ000001")
 	}
@@ -102,7 +104,7 @@ func GetHourMinute(bs [2]byte) string {
 
 func GetTime(bs [4]byte, Type uint8) time.Time {
 	switch Type {
-	case TypeKlineMinute, TypeKlineMinute2, TypeKline5Minute, TypeKline15Minute, TypeKline30Minute, TypeKlineHour:
+	case TypeKlineMinute, TypeKlineMinute2, TypeKline5Minute, TypeKline15Minute, TypeKline30Minute, TypeKline60Minute:
 
 		yearMonthDay := Uint16(bs[:2])
 		hourMinute := Uint16(bs[2:4])
@@ -125,14 +127,18 @@ func GetTime(bs [4]byte, Type uint8) time.Time {
 }
 
 func basePrice(code string) Price {
-	if len(code) == 0 {
+	if len(code) < 2 {
+		return 1
+	}
+	switch code[:1] {
+	case "8":
 		return 1
 	}
 	switch code[:2] {
-	case "60", "30", "68", "00":
+	case "60", "30", "68", "00", "92", "43", "39":
 		return 1
 	default:
-		return 10
+		return 1
 	}
 }
 
@@ -237,20 +243,34 @@ func getVolume2(val uint32) float64 {
 
 // IsStock 是否是股票,示例sz000001
 func IsStock(code string) bool {
-	if len(code) != 8 {
-		return false
-	}
-	code = strings.ToLower(code)
-	switch {
-	case code[0:2] == ExchangeSH.String() &&
-		(code[2:3] == "6"):
-		return true
+	return IsSZStock(code) || IsSHStock(code) || IsBJStock(code)
 
-	case code[0:2] == ExchangeSZ.String() &&
-		(code[2:3] == "0" || code[2:4] == "30"):
-		return true
-	}
-	return false
+	//if len(code) != 8 {
+	//	return false
+	//}
+	//code = strings.ToLower(code)
+	//switch {
+	//case code[0:2] == ExchangeSH.String() &&
+	//	(code[2:3] == "6"):
+	//	return true
+	//
+	//case code[0:2] == ExchangeSZ.String() &&
+	//	(code[2:3] == "0" || code[2:4] == "30"):
+	//	return true
+	//}
+	//return false
+}
+
+func IsSZStock(code string) bool {
+	return len(code) == 8 && strings.ToLower(code[0:2]) == ExchangeSZ.String() && (code[2:3] == "0" || code[2:4] == "30")
+}
+
+func IsSHStock(code string) bool {
+	return len(code) == 8 && strings.ToLower(code[0:2]) == ExchangeSH.String() && code[2:3] == "6"
+}
+
+func IsBJStock(code string) bool {
+	return len(code) == 8 && strings.ToLower(code[0:2]) == ExchangeBJ.String() && (code[2:4] == "92" || code[2:4] == "43" || code[2:3] == "8")
 }
 
 // IsETF 是否是基金,示例sz159558
@@ -271,17 +291,33 @@ 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
+		case code[:1] == "8" || code[:2] == "92" || code[:2] == "43":
+			//北京股票
+			code = ExchangeBJ.String() + code
 		}
 	}
 	return code
 }
+
+func minutes(t time.Time) int {
+	return t.Hour()*60 + t.Minute()
+}

workday.go

@@ -3,8 +3,11 @@ package tdx
 import (
 	"errors"
 	_ "github.com/glebarez/go-sqlite"
+	_ "github.com/go-sql-driver/mysql"
 	"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"
@@ -13,7 +16,22 @@ import (
 	"xorm.io/xorm"
 )
 
-func NewWorkday(c *Client, filename string) (*Workday, error) {
+func NewWorkdayMysql(c *Client, dsn string) (*Workday, error) {
+
+	//连接数据库
+	db, err := xorm.NewEngine("mysql", dsn)
+	if err != nil {
+		return nil, err
+	}
+	db.SetMapper(core.SameMapper{})
+
+	return NewWorkday(c, db)
+}
+
+func NewWorkdaySqlite(c *Client, filenames ...string) (*Workday, error) {
+
+	defaultFilename := filepath.Join(DefaultDatabaseDir, "workday.db")
+	filename := conv.Default(defaultFilename, filenames...)
 
 	//如果文件夹不存在就创建
 	dir, _ := filepath.Split(filename)
@@ -26,6 +44,11 @@ func NewWorkday(c *Client, filename string) (*Workday, error) {
 	}
 	db.SetMapper(core.SameMapper{})
 	db.DB().SetMaxOpenConns(1)
+
+	return NewWorkday(c, db)
+}
+
+func NewWorkday(c *Client, db *xorm.Engine) (*Workday, error) {
 	if err := db.Sync2(new(WorkdayModel)); err != nil {
 		return nil, err
 	}
@@ -35,12 +58,12 @@ func NewWorkday(c *Client, filename string) (*Workday, error) {
 		db:     db,
 		cache:  maps.NewBit(),
 	}
-
 	//设置定时器,每天早上9点更新数据,8点多获取不到今天的数据
 	task := cron.New(cron.WithSeconds())
 	task.AddFunc("0 0 9 * * *", func() {
 		for i := 0; i < 3; i++ {
-			if err := w.Update(); err == nil {
+			err := w.Update()
+			if err == nil {
 				return
 			}
 			logs.Err(err)
@@ -48,7 +71,6 @@ func NewWorkday(c *Client, filename string) (*Workday, error) {
 		}
 	})
 	task.Start()
-
 	return w, w.Update()
 }
 
@@ -82,27 +104,30 @@ func (this *Workday) Update() error {
 	}
 
 	now := time.Now()
-	if lastWorkday == nil || lastWorkday.Unix < IntegerDay(now).Unix() {
+	if lastWorkday.Unix < IntegerDay(now).Unix() {
 		resp, err := this.Client.GetIndexDayAll("sh000001")
 		if err != nil {
 			logs.Err(err)
 			return err
 		}
 
-		return NewSessionFunc(this.db, func(session *xorm.Session) error {
-			for _, v := range resp.List {
-				if unix := v.Time.Unix(); unix > lastWorkday.Unix {
-					_, err = session.Insert(&WorkdayModel{Unix: unix, Date: v.Time.Format("20060102"), Is: true})
-					if err != nil {
-						return err
-					}
-					this.cache.Set(uint64(unix), true)
-				}
+		inserts := []any(nil)
+		for _, v := range resp.List {
+			if unix := v.Time.Unix(); unix > lastWorkday.Unix {
+				inserts = append(inserts, &WorkdayModel{Unix: unix, Date: v.Time.Format("20060102")})
+				this.cache.Set(uint64(unix), true)
 			}
+		}
+
+		if len(inserts) == 0 {
 			return nil
-		})
+		}
+
+		_, err = this.db.Insert(inserts)
+		return err
 
 	}
+
 	return nil
 }
 
@@ -116,6 +141,29 @@ 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,推荐start带上时间15:00,这样当天小于15点不会触发
+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())
@@ -133,7 +181,6 @@ type WorkdayModel struct {
 	ID   int64  `json:"id"`   //主键
 	Unix int64  `json:"unix"` //时间戳
 	Date string `json:"date"` //日期
-	Is   bool   `json:"is"`   //是否是工作日
 }
 
 func (this *WorkdayModel) TableName() string {