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50 Commits

Author SHA1 Message Date
injoyai
fc04b5042a 重新定义接口 2025-11-17 15:48:57 +08:00
injoyai
b2a4c00253 重新定义接口 2025-11-17 15:48:35 +08:00
injoyai
c68c7582bc go版本升级到1.23 2025-11-17 15:40:41 +08:00
injoyai
4e62ee1c5e 更新文档 2025-11-17 14:44:25 +08:00
injoyai
8eeab6f533 增加Trades生成Kline的单数字段,当天数据才有效 2025-11-17 11:05:35 +08:00
injoyai
5fd492e881 优化Codes2 2025-11-17 11:04:55 +08:00
injoyai
fcb6c995ad 优化Codes2 2025-11-17 09:48:20 +08:00
injoyai
e6411858e9 定义ICodes接口 2025-11-17 09:48:06 +08:00
injoyai
f4b2497e92 把manage中的Codes改成接口 2025-11-17 09:47:29 +08:00
injoyai
e250223e57 增加codes2的示例 2025-11-17 09:46:58 +08:00
injoyai
d19cfb4416 优化gbbq 2025-11-17 09:45:33 +08:00
injoyai
530de4fa5a Merge remote-tracking branch 'origin/master' 2025-11-13 16:58:10 +08:00
injoyai
ffe0cb2c92 准备增加流通股总股本 2025-11-13 16:57:53 +08:00
钱纯净
4d1487f0b6 Merge remote-tracking branch 'origin/master' 2025-11-02 21:59:20 +08:00
钱纯净
bd3863d3c5 优化etf的判断,sh51xxxx,sh56xxxx,sh68xxxx,sz15xxxx,sz16xxxx 2025-11-02 21:58:44 +08:00
injoyai
5fb1a212c6 增加tdx.DialWorkday 2025-10-31 10:45:22 +08:00
injoyai
f381d72ec4 优化Workday.Range 2025-10-30 10:45:26 +08:00
injoyai
5fa572f298 把集合竞价合并到931里面 2025-10-28 08:41:04 +08:00
injoyai
61b2e737b3 把集合竞价从931剥离出来到930 2025-10-27 09:09:19 +08:00
injoyai
5654065954 把集合竞价从931剥离出来到930 2025-10-27 08:49:22 +08:00
injoyai
d7dd7fe0bf 优化extend.GetBjCodes,直接输出代码 2025-10-22 14:25:30 +08:00
injoyai
9fb1a3b651 增加SetTimeout 设置超时时间 2025-10-21 09:57:03 +08:00
injoyai
f8a24c0cf1 优化GetHistoryTradeBefore,增加失败重试,共尝试3次,都失败则返回错误 2025-10-21 09:39:16 +08:00
injoyai
ad0abbe6ba 优化GetHistoryTradeFull,需要传入Workday,减少非工作日的查询操作 2025-10-20 16:00:09 +08:00
injoyai
0b35006323 优化GetHistoryTradeFull,需要传入Workday,减少非工作日的查询操作 2025-10-20 15:37:04 +08:00
injoyai
3b823e2e54 优化GetHistoryTradeFull,需要传入Workday,减少非工作日的查询操作 2025-10-20 15:35:20 +08:00
injoyai
5c8091ac26 修复深圳指数历史分时成交价格小10倍的问题 2025-10-20 09:49:01 +08:00
钱纯净
d7b6963bd6 修复workday没有要更新时会报错的问题 "no element on slice when insert" 2025-10-19 22:46:06 +08:00
injoyai
456a0af9a5 增加Manage对mysql的支持 2025-10-16 14:00:31 +08:00
injoyai
84404bcb2c 增加Manage对mysql的支持 2025-10-16 11:00:58 +08:00
injoyai
716e35122f 增加Manage对mysql的支持 2025-10-16 10:54:44 +08:00
injoyai
c4866a2f2e 增加Manage对mysql的支持 2025-10-16 10:47:24 +08:00
injoyai
fa98199dae 增加Codes和Workday对mysql的支持 2025-10-16 10:33:04 +08:00
injoyai
29882ea5c0 修复IsSZStock的判断 2025-10-14 13:07:59 +08:00
injoyai
37eb34beaa 优化 2025-10-14 09:23:45 +08:00
钱纯净
7bf4839310 修改GetHistoryTradeAll为GetHistoryTradeDay,增加GetHistoryTradeFull,获取上市至今的分时成交 2025-10-13 20:04:47 +08:00
钱纯净
cbf56d936d 优化Klines的Kline和Merge 2025-10-13 19:53:19 +08:00
injoyai
80ecdec737 增加extend.ListenCodesHTTP,因为北交所代码是网页爬虫,爬被封ip,感觉好像用处也不大 2025-10-13 15:05:21 +08:00
injoyai
ecf0365879 优化protocol.Trades,能直接生成完整的分时k线,和实际误差很小 2025-10-13 15:01:44 +08:00
injoyai
f1da1182ce 优化protocol.Trades,能直接生成完整的分时k线,和实际误差很小 2025-10-13 15:01:27 +08:00
injoyai
8fb069b855 简单测试北交所数据 2025-09-30 11:44:12 +08:00
injoyai
110eaddc4d 兼容北交所代码到GetCodeAll,方便原先的逻辑不用改动 2025-09-30 11:43:37 +08:00
injoyai
aec2cf1518 优化NewWorkday 2025-09-30 11:42:33 +08:00
injoyai
a596139d3e 移动GetBjCodes至tdx包 2025-09-30 11:42:10 +08:00
injoyai
578617e458 修复北交所(历史)分时成交小10倍的问题 2025-09-30 11:41:13 +08:00
钱纯净
fab9e92fcd 43开头也是北京交易所的 2025-09-27 22:32:22 +08:00
钱纯净
47084b1112 增加同花顺复权数据计算复权因子 2025-09-27 17:39:11 +08:00
钱纯净
2566ef5cec 增加获取北京交易所股票列表,通达信好像没有北交所股票列表 2025-09-27 17:38:43 +08:00
钱纯净
86404db551 Merge remote-tracking branch 'origin/master' 2025-09-21 15:28:48 +08:00
钱纯净
3f3438fca8 增加北京交易所数据 2025-09-21 15:28:32 +08:00
38 changed files with 1906 additions and 219 deletions

View File

@@ -1,9 +1,8 @@
### 说明
* 参考golang库 [`https://github.com/bensema/gotdx`](https://github.com/bensema/gotdx)
* 参考python库 [`https://github.com/mootdx/mootdx`](https://github.com/mootdx/mootdx)
* 数据入库示例(开发中) [`https://github.com/injoyai/stock`](https://github.com/injoyai/stock)
* 参考 [`https://github.com/bensema/gotdx`](https://github.com/bensema/gotdx)
* 参考 [`https://github.com/mootdx/mootdx`](https://github.com/mootdx/mootdx)
* 参考 [`https://github.com/jing2uo/tdx2db`](https://github.com/jing2uo/tdx2db)
### 如何使用

View File

@@ -10,6 +10,7 @@ import (
"github.com/injoyai/ios/client"
"github.com/injoyai/ios/module/common"
"github.com/injoyai/logs"
"github.com/injoyai/tdx/internal/bse"
"github.com/injoyai/tdx/protocol"
"runtime/debug"
"sync/atomic"
@@ -181,6 +182,11 @@ 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)
@@ -220,6 +226,26 @@ 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 := bse.GetCodes()
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)
@@ -238,7 +264,7 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
// 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} {
for _, ex := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ, protocol.ExchangeBJ} {
resp, err := this.GetCodeAll(ex)
if err != nil {
return nil, err
@@ -279,7 +305,8 @@ func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
return nil, errors.New("DefaultCodes未初始化")
}
//不是股票代码的话根据codes的信息加上前缀
codes[i] = DefaultCodes.AddExchange(codes[i])
//codes[i] = DefaultCodes.AddExchange(codes[i])
codes[i] = protocol.AddPrefix(codes[i])
}
}
@@ -402,7 +429,7 @@ func (this *Client) GetHistoryTrade(date, code string, start, count uint16) (*pr
// 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
// 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)
@@ -419,13 +446,47 @@ func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16
return result.(*protocol.TradeResp), nil
}
func (this *Client) GetHistoryTradeAll(date, code string) (*protocol.TradeResp, error) {
return this.GetHistoryMinuteTradeAll(date, code)
// 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())
}
// 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.TradeResp, error) {
// 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 {

210
codes.go
View File

@@ -7,6 +7,7 @@ import (
"github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol"
"github.com/robfig/cron/v3"
"iter"
"math"
"os"
"path/filepath"
@@ -15,6 +16,16 @@ import (
"xorm.io/xorm"
)
type ICodes interface {
Iter() iter.Seq2[string, *CodeModel]
Get(code string) *CodeModel
GetName(code string) string
GetStocks(limit ...int) CodeModels
GetStockCodes(limit ...int) []string
GetETFs(limit ...int) CodeModels
GetETFCodes(limit ...int) []string
}
// DefaultCodes 增加单例,部分数据需要通过Codes里面的信息计算
var DefaultCodes *Codes
@@ -23,10 +34,22 @@ 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 +67,12 @@ 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 +82,11 @@ 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
}
@@ -72,7 +102,8 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
task := cron.New(cron.WithSeconds())
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)
@@ -111,6 +142,20 @@ type Codes struct {
exchanges map[string][]string //交易所缓存
}
func (this *Codes) Get(code string) *CodeModel {
return this.Map[code]
}
func (this *Codes) Iter() iter.Seq2[string, *CodeModel] {
return func(yield func(string, *CodeModel) bool) {
for _, code := range this.list {
if !yield(code.FullCode(), code) {
break
}
}
}
}
// GetName 获取股票名称
func (this *Codes) GetName(code string) string {
if v, ok := this.Map[code]; ok {
@@ -120,13 +165,13 @@ func (this *Codes) GetName(code string) string {
}
// GetStocks 获取股票代码,sh6xxx sz0xx sz30xx
func (this *Codes) GetStocks(limits ...int) []string {
func (this *Codes) GetStocks(limits ...int) CodeModels {
limit := conv.Default(-1, limits...)
ls := []string(nil)
ls := []*CodeModel(nil)
for _, m := range this.list {
code := m.FullCode()
if protocol.IsStock(code) {
ls = append(ls, code)
ls = append(ls, m)
}
if limit > 0 && len(ls) >= limit {
break
@@ -135,14 +180,18 @@ func (this *Codes) GetStocks(limits ...int) []string {
return ls
}
func (this *Codes) GetStockCodes(limits ...int) []string {
return this.GetStocks(limits...).Codes()
}
// GetETFs 获取基金代码,sz159xxx,sh510xxx,sh511xxx
func (this *Codes) GetETFs(limits ...int) []string {
func (this *Codes) GetETFs(limits ...int) CodeModels {
limit := conv.Default(-1, limits...)
ls := []string(nil)
ls := []*CodeModel(nil)
for _, m := range this.list {
code := m.FullCode()
if protocol.IsETF(code) {
ls = append(ls, code)
ls = append(ls, m)
}
if limit > 0 && len(ls) >= limit {
break
@@ -151,56 +200,13 @@ func (this *Codes) GetETFs(limits ...int) []string {
return ls
}
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
}
// GetETFCodes 获取基金代码,sz159xxx,sh510xxx,sh511xxx
func (this *Codes) GetETFCodes(limits ...int) []string {
return this.GetETFs(limits...).Codes()
}
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 +225,7 @@ 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 +255,7 @@ 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 +288,52 @@ 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":
// 1⃣ 清空
if _, err := this.db.Exec("TRUNCATE TABLE codes"); err != nil {
return nil, err
}
data := append(insert, update...)
// 2⃣ 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
}
@@ -313,28 +342,35 @@ func (*UpdateModel) TableName() string {
}
type CodeModel struct {
ID int64 `json:"id"` //主键
Name string `json:"name"` //名称,有时候名称会变,例STxxx
Code string `json:"code" xorm:"index"` //代码
Exchange string `json:"exchange" xorm:"index"` //交易所
Multiple uint16 `json:"multiple"` //倍数
Decimal int8 `json:"decimal"` //小数位
LastPrice float64 `json:"lastPrice"` //昨收价格
EditDate int64 `json:"editDate" xorm:"updated"` //修改时间
InDate int64 `json:"inDate" xorm:"created"` //创建时间
ID int64 `json:"id"` //主键
Name string `json:"name"` //名称,有时候名称会变,例STxxx
Code string `json:"code" xorm:"index"` //代码
Exchange string `json:"exchange" xorm:"index"` //交易所
Multiple uint16 `json:"multiple"` //倍数
Decimal int8 `json:"decimal"` //小数位
LastPrice float64 `json:"lastPrice"` //昨收价格
FloatStock float64 `json:"floatStock"` //流通股
TotalStock float64 `json:"totalStock"` //总股本
EditDate int64 `json:"editDate" xorm:"updated"` //修改时间
InDate int64 `json:"inDate" xorm:"created"` //创建时间
}
func (*CodeModel) TableName() string {
return "codes"
}
// FullCode 获取完整代码 sz000001
func (this *CodeModel) FullCode() string {
return this.Exchange + this.Code
}
// Turnover 换手率
func (this *CodeModel) Turnover(volume float64) float64 {
return volume / (this.FloatStock * 100)
}
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)))
}
func NewSessionFunc(db *xorm.Engine, fn func(session *xorm.Session) error) error {
@@ -354,3 +390,13 @@ func NewSessionFunc(db *xorm.Engine, fn func(session *xorm.Session) error) error
}
return nil
}
type CodeModels []*CodeModel
func (this CodeModels) Codes() []string {
codes := make([]string, len(this))
for i, v := range this {
codes[i] = v.FullCode()
}
return codes
}

365
codes_v2.go Normal file
View File

@@ -0,0 +1,365 @@
package tdx
import (
"errors"
"github.com/injoyai/base/maps"
"github.com/injoyai/base/types"
"github.com/injoyai/conv"
"github.com/injoyai/ios"
"github.com/injoyai/ios/client"
"github.com/injoyai/logs"
"github.com/injoyai/tdx/internal/gbbq"
"github.com/injoyai/tdx/internal/xorms"
"github.com/injoyai/tdx/protocol"
"github.com/robfig/cron/v3"
"iter"
"os"
"path/filepath"
"time"
"xorm.io/xorm"
)
type Codes2Option func(*Codes2)
func WithDBFilename(filename string) Codes2Option {
return func(c *Codes2) {
c.dbFilename = filename
}
}
func WithTempDir(dir string) Codes2Option {
return func(c *Codes2) {
c.tempDir = dir
}
}
func WithSpec(spec string) Codes2Option {
return func(c *Codes2) {
c.spec = spec
}
}
func WithUpdateKey(key string) Codes2Option {
return func(c *Codes2) {
c.updateKey = key
}
}
func WithRetry(retry int) Codes2Option {
return func(c *Codes2) {
c.retry = retry
}
}
func WithClient(c *Client) Codes2Option {
return func(cs *Codes2) {
cs.c = c
}
}
func WithDial(dial ios.DialFunc, op ...client.Option) Codes2Option {
return func(c *Codes2) {
c.dial = dial
c.dialOption = op
}
}
func WithDialOption(op ...client.Option) Codes2Option {
return func(c *Codes2) {
c.dialOption = op
}
}
func NewCodes2(op ...Codes2Option) (*Codes2, error) {
cs := &Codes2{
dbFilename: filepath.Join(DefaultDatabaseDir, "codes2.db"),
tempDir: filepath.Join(DefaultDataDir, "temp"),
spec: "10 0 9 * * *",
updateKey: "codes",
retry: 3,
dial: NewRangeDial(Hosts),
dialOption: nil,
m: maps.NewGeneric[string, *CodeModel](),
}
for _, o := range op {
o(cs)
}
os.MkdirAll(cs.tempDir, 0777)
var err error
// 初始化连接
if cs.c == nil {
cs.c, err = DialWith(cs.dial, cs.dialOption...)
if err != nil {
return nil, err
}
}
// 初始化数据库
cs.db, err = xorms.NewSqlite(cs.dbFilename)
if err != nil {
return nil, err
}
if err = cs.db.Sync2(new(CodeModel), new(UpdateModel)); err != nil {
return nil, err
}
// 立即更新
err = cs.Update()
if err != nil {
return nil, err
}
// 定时更新
cr := cron.New(cron.WithSeconds())
_, err = cr.AddFunc(cs.spec, func() {
for i := 0; i < 3; i++ {
if err := cs.Update(); err != nil {
logs.Err(err)
<-time.After(time.Minute * 5)
} else {
break
}
}
})
if err != nil {
return nil, err
}
cr.Start()
return cs, nil
}
var _ ICodes = &Codes2{}
type Codes2 struct {
dbFilename string //数据库文件
tempDir string //临时目录
spec string //定时规则
updateKey string //标识
retry int //重试次数
dial ios.DialFunc //连接
dialOption []client.Option //
/*
内部字段
*/
c *Client //
db *xorms.Engine //
stocks types.List[*CodeModel] //缓存
etfs types.List[*CodeModel] //缓存
all types.List[*CodeModel] //缓存
m *maps.Generic[string, *CodeModel] //缓存
}
func (this *Codes2) Get(code string) *CodeModel {
v, _ := this.m.Get(code)
return v
}
func (this *Codes2) Iter() iter.Seq2[string, *CodeModel] {
return func(yield func(string, *CodeModel) bool) {
for _, code := range this.all {
if !yield(code.FullCode(), code) {
break
}
}
}
}
func (this *Codes2) GetName(code string) string {
v, _ := this.m.Get(code)
if v == nil {
return "未知"
}
return v.Name
}
func (this *Codes2) GetStocks(limit ...int) CodeModels {
size := conv.Default(this.stocks.Len(), limit...)
return CodeModels(this.stocks.Limit(size))
}
func (this *Codes2) GetStockCodes(limit ...int) []string {
return this.GetStocks(limit...).Codes()
}
func (this *Codes2) GetETFs(limit ...int) CodeModels {
size := conv.Default(this.etfs.Len(), limit...)
return CodeModels(this.etfs.Limit(size))
}
func (this *Codes2) GetETFCodes(limit ...int) []string {
return this.GetETFs(limit...).Codes()
}
func (this *Codes2) updated() (bool, error) {
update := new(UpdateModel)
{ //查询或者插入一条数据
has, err := this.db.Where("`Key`=?", this.updateKey).Get(update)
if err != nil {
return true, err
} else if !has {
update.Key = this.updateKey
if _, err = this.db.Insert(update); err != nil {
return true, err
}
return false, nil
}
}
{ //判断是否更新过,更新过则不更新
now := time.Now()
node := time.Date(now.Year(), now.Month(), now.Day(), 9, 0, 0, 0, time.Local)
updateTime := time.Unix(update.Time, 0)
if now.Sub(node) > 0 {
//当前时间在9点之后,且更新时间在9点之前,需要更新
if updateTime.Sub(node) < 0 {
return false, nil
}
} else {
//当前时间在9点之前,且更新时间在上个节点之前
if updateTime.Sub(node.Add(time.Hour*24)) < 0 {
return false, nil
}
}
}
return true, nil
}
func (this *Codes2) Update() error {
codes, err := this.update()
if err != nil {
return err
}
stocks := []*CodeModel(nil)
etfs := []*CodeModel(nil)
for _, v := range codes {
fullCode := v.FullCode()
this.m.Set(fullCode, v)
switch {
case protocol.IsStock(fullCode):
stocks = append(stocks, v)
case protocol.IsETF(fullCode):
etfs = append(etfs, v)
}
}
this.stocks = stocks
this.etfs = etfs
this.all = codes
return nil
}
// GetCodes 更新股票并返回结果
func (this *Codes2) update() ([]*CodeModel, error) {
if this.c == nil {
return nil, errors.New("client is nil")
}
//2. 查询数据库所有股票
list := []*CodeModel(nil)
if err := this.db.Find(&list); err != nil {
return nil, err
}
//如果更新过,则不更新
updated, err := this.updated()
if err == nil && updated {
return list, nil
}
mCode := make(map[string]*CodeModel, len(list))
for _, v := range list {
mCode[v.FullCode()] = v
}
//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, protocol.ExchangeBJ} {
resp, err := this.c.GetCodeAll(exchange)
if err != nil {
return nil, err
}
for _, v := range resp.List {
code := &CodeModel{
Name: v.Name,
Code: v.Code,
Exchange: exchange.String(),
Multiple: v.Multiple,
Decimal: v.Decimal,
LastPrice: v.LastPrice,
}
if val, ok := mCode[exchange.String()+v.Code]; ok {
if val.Name != v.Name {
update = append(update, code)
}
delete(mCode, exchange.String()+v.Code)
} else {
insert = append(insert, code)
list = append(list, code)
}
}
}
//4. 获取gbbq
ss, err := gbbq.DownloadAndDecode(this.tempDir)
if err != nil {
logs.Err(err)
return nil, err
}
mStock := map[string]gbbq.Stock{}
for _, v := range ss {
mStock[protocol.AddPrefix(v.Code)] = v
}
//5. 赋值流通股和总股本
for _, v := range insert {
if protocol.IsStock(v.FullCode()) {
v.FloatStock, v.TotalStock = ss.GetStock(v.Code)
}
}
for _, v := range update {
if stock, ok := mStock[v.FullCode()]; ok {
v.FloatStock = stock.Float
v.TotalStock = stock.Total
}
}
//6. 插入或者更新数据库
err = this.db.SessionFunc(func(session *xorm.Session) error {
for _, v := range mCode {
if _, err = session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Delete(v); err != nil {
return err
}
}
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
}
//更新时间
_, err = this.db.Where("`Key`=?", this.updateKey).Update(&UpdateModel{Time: time.Now().Unix()})
return list, err
}

View File

@@ -10,7 +10,7 @@ func main() {
m, err := tdx.NewManage(nil)
logs.PanicErr(err)
codes := m.Codes.GetStocks()
codes := m.Codes.GetStocks().Codes()
//codes = []string{
// "sz000001",
// "sz000002",

16
example/Codes2/main.go Normal file
View File

@@ -0,0 +1,16 @@
package main
import (
"fmt"
"github.com/injoyai/logs"
"github.com/injoyai/tdx"
)
func main() {
cs, err := tdx.NewCodes2()
logs.PanicErr(err)
c := cs.Get("sz000001")
fmt.Println(c.FloatStock, c.TotalStock)
}

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

@@ -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)
}
}

View File

@@ -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))
}

View File

@@ -8,7 +8,7 @@ import (
func main() {
common.Test(func(c *tdx.Client) {
resp, err := c.GetHistoryMinuteTrade("20250609", "sz000001", 0, 20)
resp, err := c.GetHistoryMinuteTrade("20250929", "bj838971", 0, 20)
logs.PanicErr(err)
for _, v := range resp.List {

View File

@@ -8,7 +8,7 @@ import (
func main() {
common.Test(func(c *tdx.Client) {
resp, err := c.GetHistoryMinuteTradeAll("20241025", "sz000001")
resp, err := c.GetHistoryMinuteTradeDay("20170704", "sh000001")
logs.PanicErr(err)
for _, v := range resp.List {

View File

@@ -8,7 +8,7 @@ import (
func main() {
common.Test(func(c *tdx.Client) {
resp, err := c.GetKlineDay("000001", 0, 10)
resp, err := c.GetKlineDay("920992", 0, 20)
logs.PanicErr(err)
for _, v := range resp.List {

View File

@@ -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,
)
}
}

View File

@@ -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

View File

@@ -8,13 +8,17 @@ import (
func main() {
common.Test(func(c *tdx.Client) {
resp, err := c.GetTrade("sz000001", 0, 20)
resp, err := c.GetTrade("sz000001", 0, 200)
logs.PanicErr(err)
for _, v := range resp.List {
logs.Debug(v)
}
for _, v := range resp.List.Klines() {
logs.Debug(v, v.Order)
}
logs.Debug("总数:", resp.Count)
})
}

View File

@@ -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")
}

View File

@@ -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)
}
})
}

View File

@@ -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()
})
}

17
extend/codes-bj.go Normal file
View File

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

66
extend/codes-server.go Normal file
View File

@@ -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")
}

View File

@@ -48,7 +48,7 @@ func (this *PullKlineMysql) Run(ctx context.Context, m *tdx.Manage) error {
//1. 获取所有股票代码
codes := this.Config.Codes
if len(codes) == 0 {
codes = m.Codes.GetStocks()
codes = m.Codes.GetStockCodes()
}
for _, v := range codes {

View File

@@ -110,7 +110,7 @@ func (this *PullKline) Run(ctx context.Context, m *tdx.Manage) error {
//1. 获取所有股票代码
codes := this.Config.Codes
if len(codes) == 0 {
codes = m.Codes.GetStocks()
codes = m.Codes.GetStockCodes()
}
for _, v := range codes {

View File

@@ -56,7 +56,7 @@ func (this *PullTrade) PullYear(ctx context.Context, m *tdx.Manage, year int, co
var resp *protocol.TradeResp
err = m.Do(func(c *tdx.Client) error {
resp, err = c.GetHistoryTradeAll(date, code)
resp, err = c.GetHistoryTradeDay(date, code)
return err
})
if err != nil {
@@ -67,11 +67,7 @@ func (this *PullTrade) PullYear(ctx context.Context, m *tdx.Manage, year int, co
tss = append(tss, resp.List...)
//转成分时K线
ks, err := resp.List.Klines1()
if err != nil {
logs.Err(err)
return false
}
ks := resp.List.Klines()
kss1 = append(kss1, ks...)
kss5 = append(kss5, ks.Merge(5)...)

View File

@@ -15,10 +15,36 @@ import (
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
@@ -70,8 +96,8 @@ GetTHSDayKline
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")
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)

12
extend/ths-factor.go Normal file
View File

@@ -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
}

2
go.mod
View File

@@ -1,6 +1,6 @@
module github.com/injoyai/tdx
go 1.20
go 1.23
require (
github.com/glebarez/go-sqlite v1.22.0

16
go.sum
View File

@@ -22,12 +22,11 @@ github.com/golang/snappy v0.0.4 h1:yAGX7huGHXlcLOEtBnF4w7FQwA26wojNCwOYAEhLjQM=
github.com/golang/snappy v0.0.4/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg=
github.com/google/pprof v0.0.0-20221118152302-e6195bd50e26 h1:Xim43kblpZXfIBQsbuBVKCudVG457BR2GZFIz3uw3hQ=
github.com/google/pprof v0.0.0-20221118152302-e6195bd50e26/go.mod h1:dDKJzRmX4S37WGHujM7tX//fmj1uioxKzKxz3lo4HJo=
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 v1.2.15 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=
@@ -39,6 +38,7 @@ github.com/injoyai/logs v1.0.12/go.mod h1:+dKEL6GvaFqqVRatqUBiCicJbZnAgtj7hVs824
github.com/json-iterator/go v1.1.12 h1:PV8peI4a0ysnczrg+LtxykD8LfKY9ML6u2jnxaEnrnM=
github.com/json-iterator/go v1.1.12/go.mod h1:e30LSqwooZae/UwlEbR2852Gd8hjQvJoHmT4TnhNGBo=
github.com/kballard/go-shellquote v0.0.0-20180428030007-95032a82bc51 h1:Z9n2FFNUXsshfwJMBgNA0RU6/i7WVaAegv3PtuIHPMs=
github.com/kballard/go-shellquote v0.0.0-20180428030007-95032a82bc51/go.mod h1:CzGEWj7cYgsdH8dAjBGEr58BoE7ScuLd+fwFZ44+/x8=
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=
@@ -50,6 +50,7 @@ github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWE
github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y=
github.com/mattn/go-sqlite3 v1.10.0/go.mod h1:FPy6KqzDD04eiIsT53CuJW3U88zkxoIYsOqkbpncsNc=
github.com/mattn/go-sqlite3 v1.14.16 h1:yOQRA0RpS5PFz/oikGwBEqvAWhWg5ufRz4ETLjwpU1Y=
github.com/mattn/go-sqlite3 v1.14.16/go.mod h1:2eHXhiwb8IkHr+BDWZGa96P6+rkvnG63S2DGjv9HUNg=
github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd h1:TRLaZ9cD/w8PVh93nsPXa1VrQ6jlwL5oN8l14QlcNfg=
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
@@ -84,11 +85,14 @@ github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8
github.com/syndtr/goleveldb v1.0.0 h1:fBdIW9lB4Iz0n9khmH8w27SJ3QEJ7+IgjPEwGSZiFdE=
github.com/syndtr/goleveldb v1.0.0/go.mod h1:ZVVdQEZoIme9iO1Ch2Jdy24qqXrMMOU6lpPAyBWyWuQ=
golang.org/x/mod v0.17.0 h1:zY54UmvipHiNd+pm+m0x9KhZ9hl1/7QNMyxXbc6ICqA=
golang.org/x/mod v0.17.0/go.mod h1:hTbmBsO62+eylJbnUtE2MGJUyE7QWk4xUqPFrRgJ+7c=
golang.org/x/net v0.0.0-20180724234803-3673e40ba225/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
golang.org/x/net v0.0.0-20180906233101-161cd47e91fd/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
golang.org/x/net v0.27.0 h1:5K3Njcw06/l2y9vpGCSdcxWOYHOUk3dVNGDXN+FvAys=
golang.org/x/net v0.27.0/go.mod h1:dDi0PyhWNoiUOrAS8uXv/vnScO4wnHQO4mj9fn/RytE=
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/sync v0.7.0/go.mod h1:Czt+wKu1gCyEFDUtn0jG5QVvpJ6rzVqr5aXyt9drQfk=
golang.org/x/sys v0.0.0-20180909124046-d0be0721c37e/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
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=
@@ -98,9 +102,11 @@ 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=
golang.org/x/tools v0.21.1-0.20240508182429-e35e4ccd0d2d h1:vU5i/LfpvrRCpgM/VPfJLg5KjxD3E+hfT1SH+d9zLwg=
golang.org/x/tools v0.21.1-0.20240508182429-e35e4ccd0d2d/go.mod h1:aiJjzUbINMkxbQROHiO6hDPo2LHcIPhhQsa9DLh0yGk=
google.golang.org/appengine v1.6.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk=
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q=
gopkg.in/fsnotify.v1 v1.4.7 h1:xOHLXZwVvI9hhs+cLKq5+I5onOuwQLhQwiu63xxlHs4=
gopkg.in/fsnotify.v1 v1.4.7/go.mod h1:Tz8NjZHkW78fSQdbUxIjBTcgA1z1m8ZHf0WmKUhAMys=
gopkg.in/ini.v1 v1.67.0 h1:Dgnx+6+nfE+IfzjUEISNeydPJh9AXNNsWbGP9KzCsOA=
@@ -114,8 +120,11 @@ gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C
gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
lukechampine.com/uint128 v1.3.0 h1:cDdUVfRwDUDovz610ABgFD17nXD4/uDgVHl2sC3+sbo=
lukechampine.com/uint128 v1.3.0/go.mod h1:c4eWIwlEGaxC/+H1VguhU4PHXNWDCDMUlWdIWl2j1gk=
modernc.org/cc/v3 v3.41.0 h1:QoR1Sn3YWlmA1T4vLaKZfawdVtSiGx8H+cEojbC7v1Q=
modernc.org/cc/v3 v3.41.0/go.mod h1:Ni4zjJYJ04CDOhG7dn640WGfwBzfE0ecX8TyMB0Fv0Y=
modernc.org/ccgo/v3 v3.16.15 h1:KbDR3ZAVU+wiLyMESPtbtE/Add4elztFyfsWoNTgxS0=
modernc.org/ccgo/v3 v3.16.15/go.mod h1:yT7B+/E2m43tmMOT51GMoM98/MtHIcQQSleGnddkUNI=
modernc.org/libc v1.37.6 h1:orZH3c5wmhIQFTXF+Nt+eeauyd+ZIt2BX6ARe+kD+aw=
modernc.org/libc v1.37.6/go.mod h1:YAXkAZ8ktnkCKaN9sw/UDeUVkGYJ/YquGO4FTi5nmHE=
modernc.org/mathutil v1.6.0 h1:fRe9+AmYlaej+64JsEEhoWuAYBkOtQiMEU7n/XgfYi4=
@@ -123,10 +132,13 @@ modernc.org/mathutil v1.6.0/go.mod h1:Ui5Q9q1TR2gFm0AQRqQUaBWFLAhQpCwNcuhBOSedWP
modernc.org/memory v1.7.2 h1:Klh90S215mmH8c9gO98QxQFsY+W451E8AnzjoE2ee1E=
modernc.org/memory v1.7.2/go.mod h1:NO4NVCQy0N7ln+T9ngWqOQfi7ley4vpwvARR+Hjw95E=
modernc.org/opt v0.1.3 h1:3XOZf2yznlhC+ibLltsDGzABUGVx8J6pnFMS3E4dcq4=
modernc.org/opt v0.1.3/go.mod h1:WdSiB5evDcignE70guQKxYUl14mgWtbClRi5wmkkTX0=
modernc.org/sqlite v1.28.0 h1:Zx+LyDDmXczNnEQdvPuEfcFVA2ZPyaD7UCZDjef3BHQ=
modernc.org/sqlite v1.28.0/go.mod h1:Qxpazz0zH8Z1xCFyi5GSL3FzbtZ3fvbjmywNogldEW0=
modernc.org/strutil v1.2.0 h1:agBi9dp1I+eOnxXeiZawM8F4LawKv4NzGWSaLfyeNZA=
modernc.org/strutil v1.2.0/go.mod h1:/mdcBmfOibveCTBxUl5B5l6W+TTH1FXPLHZE6bTosX0=
modernc.org/token v1.1.0 h1:Xl7Ap9dKaEs5kLoOQeQmPWevfnk/DM5qcLcYlA8ys6Y=
modernc.org/token v1.1.0/go.mod h1:UGzOrNV1mAFSEB63lOFHIpNRUVMvYTc6yu1SMY/XTDM=
xorm.io/builder v0.3.11-0.20220531020008-1bd24a7dc978 h1:bvLlAPW1ZMTWA32LuZMBEGHAUOcATZjzHcotf3SWweM=
xorm.io/builder v0.3.11-0.20220531020008-1bd24a7dc978/go.mod h1:aUW0S9eb9VCaPohFCH3j7czOx1PMW3i1HrSzbLYGBSE=
xorm.io/core v0.7.3 h1:W8ws1PlrnkS1CZU1YWaYLMQcQilwAmQXU0BJDJon+H0=

102
internal/bse/codes.go Normal file
View File

@@ -0,0 +1,102 @@
package bse
import (
"bytes"
"encoding/json"
"errors"
"fmt"
"github.com/injoyai/conv"
"io"
"net/http"
"strings"
"time"
)
const (
// UrlCodes 最后跟的是时间戳(ms),但是随便什么时间戳都能请求成功
UrlCodes = "https://www.bse.cn/nqhqController/nqhq_en.do?callback=jQuery3710848510589806625_%d"
)
func GetCodes() ([]*Code, error) {
list := []*Code(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 := getCodes(page)
if err != nil {
return nil, err
}
list = append(list, ls...)
if done {
break
}
<-time.After(time.Millisecond * 100)
}
return list, nil
}
func getCodes(page int) (_ []*Code, last bool, err error) {
url := fmt.Sprintf(UrlCodes, 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 := []*Codes(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 Codes struct {
Data []*Code `json:"content"`
TotalNumber int `json:"totalElements"`
TotalPage int `json:"totalPages"`
LastPage bool `json:"lastPage"`
}
type Code 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
}

197
internal/gbbq/gbbq.go Normal file

File diff suppressed because one or more lines are too long

118
internal/xorms/engine.go Normal file
View File

@@ -0,0 +1,118 @@
package xorms
import (
_ "github.com/glebarez/go-sqlite"
_ "github.com/go-sql-driver/mysql"
"os"
"path/filepath"
"time"
"xorm.io/core"
"xorm.io/xorm"
"xorm.io/xorm/schemas"
)
func NewMysql(dsn string, options ...Option) (*Engine, error) {
return New("mysql", dsn, options...)
}
func NewSqlite(filename string, options ...Option) (*Engine, error) {
dir, _ := filepath.Split(filename)
_ = os.MkdirAll(dir, 0777)
//sqlite是文件数据库,只能打开一次(即一个连接)
options = append(options, WithMaxOpenConns(1))
return New("sqlite", filename, options...)
}
/*
New 需要手动引用驱动
mysql _ "github.com/go-sql-driver/mysql"
sqlite _ "github.com/glebarez/go-sqlite"
sqlserver _ "github.com/denisenkom/go-mssqldb"
*/
func New(Type, dsn string, options ...Option) (*Engine, error) {
db, err := xorm.NewEngine(Type, dsn)
if err != nil {
return nil, err
}
//默认同步字段
WithSyncField(true)(db)
for _, v := range options {
v(db)
}
return &Engine{Engine: db}, nil
}
type Engine struct {
*xorm.Engine
}
func (this *Engine) TableName(v any) string {
return this.Engine.TableName(v)
}
func (this *Engine) Tables() []*schemas.Table {
list, _ := this.DBMetas()
return list
}
// SetTablePrefix 前缀
func (this *Engine) SetTablePrefix(s string) *Engine {
this.SetTableMapper(core.NewPrefixMapper(core.SameMapper{}, s))
return this
}
// SetSyncField 字段同步
func (this *Engine) SetSyncField() *Engine {
this.SetMapper(core.SameMapper{})
return this
}
// SetConnMaxLifetime 设置连接超时时间(超时会断开连接)
func (this *Engine) SetConnMaxLifetime(d time.Duration) *Engine {
this.DB().SetConnMaxLifetime(d)
return this
}
// SetMaxIdleConns 设置空闲数(一直连接不断开)
func (this *Engine) SetMaxIdleConns(n int) *Engine {
this.DB().SetMaxIdleConns(n)
return this
}
// SetMaxOpenConns 设置连接数(超出最大数量会等待)
func (this *Engine) SetMaxOpenConns(n int) *Engine {
this.DB().SetMaxOpenConns(n)
return this
}
// NewSession 新建自动关闭事务
func (this *Engine) NewSession() *Session {
return newSession(this.Engine.Where(""))
}
func (this *Engine) SessionFunc(fn func(session *xorm.Session) error) error {
return NewSessionFunc(this.Engine, fn)
}
func (this *Engine) Like(param, arg string) *Session {
return newSession(this.Engine.Where(param+" like ?", "%"+arg+"%"))
}
func (this *Engine) Desc(colNames ...string) *Session {
return newSession(this.Engine.Desc(colNames...))
}
func (this *Engine) Asc(colNames ...string) *Session {
return newSession(this.Engine.Asc(colNames...))
}
func (this *Engine) Limit(limit int, start ...int) *Session {
if limit > 0 {
return newSession(this.Engine.Limit(limit, start...))
}
return newSession(this.Engine.Where(""))
}
func (this *Engine) Where(query any, args ...any) *Session {
return newSession(this.Engine.Where(query, args...))
}

70
internal/xorms/option.go Normal file
View File

@@ -0,0 +1,70 @@
package xorms
import (
"github.com/injoyai/conv"
"github.com/injoyai/conv/cfg"
"time"
"xorm.io/core"
"xorm.io/xorm"
"xorm.io/xorm/names"
)
type Option func(*xorm.Engine)
func WithCfg(path ...string) Option {
return WithDMap(cfg.Default.GetDMap(conv.Default[string]("database", path...)))
}
func WithDMap(m *conv.Map) Option {
return func(e *xorm.Engine) {
if v := m.GetVar("fieldSync"); !v.IsNil() {
WithSyncField(v.Bool())(e)
}
if v := m.GetVar("tablePrefix"); !v.IsNil() {
WithTablePrefix(v.String())(e)
}
if v := m.GetVar("connMaxLifetime"); !v.IsNil() {
WithConnMaxLifetime(v.Duration())(e)
}
if v := m.GetVar("maxIdleConns"); !v.IsNil() {
WithMaxIdleConns(v.Int())(e)
}
if v := m.GetVar("maxOpenConns"); !v.IsNil() {
WithMaxOpenConns(v.Int())(e)
}
}
}
func WithTablePrefix(prefix string) Option {
return func(e *xorm.Engine) {
e.SetTableMapper(core.NewPrefixMapper(core.SameMapper{}, prefix))
}
}
func WithSyncField(b bool) Option {
return func(e *xorm.Engine) {
if b {
e.SetMapper(core.SameMapper{})
} else {
e.SetMapper(names.NewCacheMapper(new(names.SnakeMapper)))
}
}
}
func WithConnMaxLifetime(d time.Duration) Option {
return func(e *xorm.Engine) {
e.DB().SetConnMaxLifetime(d)
}
}
func WithMaxIdleConns(n int) Option {
return func(e *xorm.Engine) {
e.DB().SetMaxIdleConns(n)
}
}
func WithMaxOpenConns(n int) Option {
return func(e *xorm.Engine) {
e.DB().SetMaxOpenConns(n)
}
}

61
internal/xorms/session.go Normal file
View File

@@ -0,0 +1,61 @@
package xorms
import "xorm.io/xorm"
type Session struct {
*xorm.Session
}
func newSession(session *xorm.Session) *Session {
return &Session{session}
}
func (this *Session) Like(param, arg string) *Session {
this.Session.Where(param+" like ?", "%"+arg+"%")
return this
}
func (this *Session) Desc(colNames ...string) *Session {
this.Session.Desc(colNames...)
return this
}
func (this *Session) Asc(colNames ...string) *Session {
this.Session.Asc(colNames...)
return this
}
func (this *Session) Limit(limit int, start ...int) *Session {
if limit > 0 {
this.Session.Limit(limit, start...)
}
return this
}
func (this *Session) Where(query any, args ...any) *Session {
this.Session.Where(query, args...)
return this
}
func (this *Session) And(query any, args ...any) *Session {
this.Session.And(query, args...)
return this
}
func NewSessionFunc(db *xorm.Engine, fn func(session *xorm.Session) error) error {
session := db.NewSession()
defer session.Close()
if err := session.Begin(); err != nil {
session.Rollback()
return err
}
if err := fn(session); err != nil {
session.Rollback()
return err
}
if err := session.Commit(); err != nil {
session.Rollback()
return err
}
return nil
}

119
internal/zip/zip_func.go Normal file
View File

@@ -0,0 +1,119 @@
package zip
import (
"archive/zip"
"io"
"os"
"path/filepath"
"strings"
)
// Encode 压缩文件
// @filePath,文件路径
// @zipName,压缩名称
func Encode(filePath, zipName string) error {
file, err := os.Open(filePath)
if err != nil {
return err
}
defer file.Close()
os.MkdirAll(filepath.Dir(zipName), os.ModePerm)
zipFile, err := os.Create(zipName)
if err != nil {
return err
}
defer zipFile.Close()
zipWriter := zip.NewWriter(zipFile)
defer zipWriter.Close()
return compareZip(file, zipWriter, "", !strings.HasSuffix(filePath, "/"))
}
// 压缩文件
func compareZip(file *os.File, zipWriter *zip.Writer, prefix string, join bool) error {
defer file.Close()
fileInfo, err := file.Stat()
if err != nil {
return err
}
header, err := zip.FileInfoHeader(fileInfo)
if err != nil {
return err
}
if join {
header.Name = filepath.Join(prefix, header.Name)
prefix = filepath.Join(prefix, fileInfo.Name())
header.Name = strings.ReplaceAll(header.Name, "\\", "/")
if fileInfo.IsDir() {
header.Name += "/"
} else {
header.Method = zip.Deflate //压缩的关键
}
writer, err := zipWriter.CreateHeader(header)
if err != nil {
return err
}
if !fileInfo.IsDir() {
_, err = io.Copy(writer, file)
return err
}
}
fileInfoChildList, err := file.Readdir(-1)
if err != nil {
return err
}
for _, fileInfoChild := range fileInfoChildList {
fileChild, err := os.Open(filepath.Join(file.Name(), fileInfoChild.Name()))
if err != nil {
return err
}
if err := compareZip(fileChild, zipWriter, prefix, true); err != nil {
return err
}
}
return nil
}
// Decode 解压zip
func Decode(zipName, filePath string) error {
r, err := zip.OpenReader(zipName)
if err != nil {
return err
}
defer r.Close()
for _, k := range r.Reader.File {
if k.FileInfo().IsDir() {
if err := os.MkdirAll(filepath.Join(filePath, k.Name), os.ModePerm); err != nil {
return err
}
} else {
err := func() error {
f, err := k.Open()
if err != nil {
return err
}
defer f.Close()
w, err := os.Create(filepath.Join(filePath, k.Name))
if err != nil {
return err
}
defer w.Close()
_, err = io.Copy(w, f)
return err
}()
if err != nil {
return err
}
}
}
return nil
}

123
manage.go
View File

@@ -1,15 +1,68 @@
package tdx
import (
"errors"
"github.com/injoyai/ios/client"
"github.com/robfig/cron/v3"
"sync"
"time"
)
const (
DefaultDataDir = "./data"
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,
}, nil
}
func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
//初始化配置
if cfg == nil {
@@ -33,13 +86,63 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
commonClient.Wait.SetTimeout(time.Second * 5)
//代码管理
codes, err := NewCodes(commonClient, cfg.CodesFilename)
codes, err := NewCodesSqlite(commonClient, cfg.CodesFilename)
if err != nil {
return nil, err
}
//工作日管理
workday, err := NewWorkday(commonClient, cfg.WorkdayFileName)
workday, err := NewWorkdaySqlite(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,
}, nil
}
func NewManage2(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
//初始化配置
if cfg == nil {
cfg = &ManageConfig{}
}
if cfg.CodesFilename == "" {
cfg.CodesFilename = DefaultDatabaseDir + "/codes2.db"
}
if cfg.WorkdayFileName == "" {
cfg.WorkdayFileName = DefaultDatabaseDir + "/workday.db"
}
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 := NewCodes2(WithClient(commonClient), WithDBFilename(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
}
@@ -57,35 +160,39 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
Config: cfg,
Codes: codes,
Workday: workday,
Cron: cron.New(cron.WithSeconds()),
}, nil
}
type Manage struct {
*Pool
Config *ManageConfig
Codes *Codes
Codes ICodes
Workday *Workday
Cron *cron.Cron
cron *cron.Cron
once sync.Once
}
// RangeStocks 遍历所有股票
func (this *Manage) RangeStocks(f func(code string)) {
for _, v := range this.Codes.GetStocks() {
f(v)
f(v.FullCode())
}
}
// RangeETFs 遍历所有ETF
func (this *Manage) RangeETFs(f func(code string)) {
for _, v := range this.Codes.GetETFs() {
f(v)
f(v.FullCode())
}
}
// AddWorkdayTask 添加工作日任务
func (this *Manage) AddWorkdayTask(spec string, f func(m *Manage)) {
this.Cron.AddFunc(spec, func() {
this.once.Do(func() {
this.cron = cron.New(cron.WithSeconds())
this.cron.Start()
})
this.cron.AddFunc(spec, func() {
if this.Workday.TodayIs() {
f(this)
}

View File

@@ -44,6 +44,7 @@ type Kline struct {
High Price //最高价
Low Price //最低价
Close Price //收盘价,如果是当天,则是最新价/实时价
Order int //成交单数,不一定有值
Volume int64 //成交量
Amount Price //成交额
Time time.Time //时间
@@ -233,6 +234,14 @@ func FixKlineTime(ks []*Kline) []*Kline {
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)
}
@@ -249,12 +258,16 @@ 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)
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,
}
k := new(Kline)
for i, v := range this {
switch i {
case 0:
@@ -262,34 +275,88 @@ func (this Klines) Kline() *Kline {
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
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K线,1分钟转成5,15,30分钟等
// Merge 合并成其他类型的K线
func (this Klines) Merge(n int) Klines {
if this == nil {
return nil
if n <= 1 {
return this
}
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())
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
//}

View File

@@ -3,6 +3,7 @@ package protocol
import (
"errors"
"fmt"
"github.com/injoyai/base/types"
"github.com/injoyai/conv"
"time"
)
@@ -121,52 +122,109 @@ func (trade) Decode(bs []byte, c TradeCache) (*TradeResp, error) {
type Trades []*Trade
func (this Trades) Kline() (k *Kline, err error) {
k = &Kline{}
for i, v := range this {
switch i {
// 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.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
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.High = conv.Select(v.Price > k.High, v.Price, k.High)
k.Low = conv.Select(v.Price < k.Low, v.Price, k.Low)
k.Close = v.Price
k.Volume += int64(v.Volume)
k.Amount += v.Amount()
k.Order += v.Number
k.Amount += v.Price * Price(v.Volume) * 100
first++
}
return
return k
}
// 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)
// 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{}
}
ls := Klines(nil)
for _, v := range m {
k, err := v.Kline()
if err != nil {
return nil, err
//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)
}
ls.Sort()
return ls, nil
return ls
}
type TradeCache struct {

View File

@@ -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"
}

View File

@@ -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")
}
@@ -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
@@ -261,11 +281,11 @@ func IsETF(code string) bool {
code = strings.ToLower(code)
switch {
case code[0:2] == ExchangeSH.String() &&
(code[2:5] == "510" || code[2:5] == "511" || code[2:5] == "512" || code[2:5] == "513" || code[2:5] == "515"):
(code[2:4] == "51" || code[2:4] == "56" || code[2:4] == "58"):
return true
case code[0:2] == ExchangeSZ.String() &&
(code[2:5] == "159"):
(code[2:4] == "15" || code[2:4] == "16"):
return true
}
return false
@@ -290,7 +310,14 @@ func AddPrefix(code string) string {
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()
}

View File

@@ -3,8 +3,10 @@ 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/ios/client"
"github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol"
"github.com/robfig/cron/v3"
@@ -15,7 +17,30 @@ import (
"xorm.io/xorm"
)
func NewWorkday(c *Client, filename string) (*Workday, error) {
func DialWorkday(op ...client.Option) (*Workday, error) {
c, err := DialDefault(op...)
if err != nil {
return nil, err
}
return NewWorkdaySqlite(c)
}
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)
@@ -28,6 +53,11 @@ 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
}
@@ -37,12 +67,12 @@ 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)
@@ -50,7 +80,6 @@ func NewWorkday(c *Client, filename string) (*Workday, error) {
}
})
task.Start()
return w, w.Update()
}
@@ -84,27 +113,30 @@ 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
}
@@ -127,11 +159,11 @@ func (this *Workday) RangeYear(year int, f func(t time.Time) bool) {
)
}
// Range 遍历指定范围的工作日
// 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)
//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) {
@@ -158,7 +190,6 @@ 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 {