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10 Commits

Author SHA1 Message Date
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
14 changed files with 320 additions and 73 deletions

View File

@@ -220,6 +220,26 @@ 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)
@@ -238,7 +258,7 @@ 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

102
client_bj_code.go Normal file
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@@ -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
}

View File

@@ -155,52 +155,53 @@ 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
}
}
//// 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)
//if exchanges := this.exchanges[code]; len(exchanges) == 1 {
// return exchanges[0] + code
//}
//if len(code) == 6 {
// switch {
// case code[:1] == "6":
// return protocol.ExchangeSH.String() + code
// case code[:1] == "0":
// return protocol.ExchangeSZ.String() + code
// case code[:2] == "30":
// return protocol.ExchangeSZ.String() + code
// }
// return this.GetExchange(code).String() + code
//}
//return code
}
// Update 更新数据,从服务器或者数据库
@@ -249,7 +250,7 @@ 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
@@ -334,7 +335,7 @@ 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 {

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.GetKlineDay("000001", 0, 10)
resp, err := c.GetKlineDay("838971", 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

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

9
extend/codes_bj.go Normal file
View File

@@ -0,0 +1,9 @@
package extend
import (
"github.com/injoyai/tdx"
)
func GetBjCodes() ([]*tdx.BjCode, error) {
return tdx.GetBjCodes()
}

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
}

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")
}
@@ -125,11 +127,15 @@ 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":
return 1
default:
return 10
@@ -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"
}
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
@@ -290,6 +310,9 @@ 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

View File

@@ -15,7 +15,10 @@ import (
"xorm.io/xorm"
)
func NewWorkday(c *Client, filename string) (*Workday, error) {
func NewWorkday(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)