mirror of
https://github.com/injoyai/tdx.git
synced 2025-11-26 21:25:35 +08:00
Compare commits
37 Commits
v0.0.27
...
530de4fa5a
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
530de4fa5a | ||
|
|
ffe0cb2c92 | ||
|
|
4d1487f0b6 | ||
|
|
bd3863d3c5 | ||
|
|
5fb1a212c6 | ||
|
|
f381d72ec4 | ||
|
|
5fa572f298 | ||
|
|
61b2e737b3 | ||
|
|
5654065954 | ||
|
|
d7dd7fe0bf | ||
|
|
9fb1a3b651 | ||
|
|
f8a24c0cf1 | ||
|
|
ad0abbe6ba | ||
|
|
0b35006323 | ||
|
|
3b823e2e54 | ||
|
|
5c8091ac26 | ||
|
|
d7b6963bd6 | ||
|
|
456a0af9a5 | ||
|
|
84404bcb2c | ||
|
|
716e35122f | ||
|
|
c4866a2f2e | ||
|
|
fa98199dae | ||
|
|
29882ea5c0 | ||
|
|
37eb34beaa | ||
|
|
7bf4839310 | ||
|
|
cbf56d936d | ||
|
|
80ecdec737 | ||
|
|
ecf0365879 | ||
|
|
f1da1182ce | ||
|
|
8fb069b855 | ||
|
|
110eaddc4d | ||
|
|
aec2cf1518 | ||
|
|
a596139d3e | ||
|
|
578617e458 | ||
|
|
fab9e92fcd | ||
|
|
47084b1112 | ||
|
|
2566ef5cec |
77
client.go
77
client.go
@@ -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 {
|
||||
|
||||
162
codes.go
162
codes.go
@@ -15,6 +15,14 @@ import (
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
type ICodes interface {
|
||||
Get(code string) *CodeModel
|
||||
GetName(code string) string
|
||||
GetStocks(limit ...int) []string
|
||||
GetETFs(limit ...int) []string
|
||||
Update() error
|
||||
}
|
||||
|
||||
// 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 +31,22 @@ 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 +64,12 @@ 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 +79,11 @@ 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 +99,8 @@ 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)
|
||||
@@ -155,52 +183,8 @@ 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 +203,7 @@ 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 +233,7 @@ 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 +266,52 @@ 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
|
||||
}
|
||||
|
||||
@@ -313,28 +320,35 @@ 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 {
|
||||
|
||||
284
codes_v2.go
Normal file
284
codes_v2.go
Normal file
@@ -0,0 +1,284 @@
|
||||
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/xorms"
|
||||
"github.com/injoyai/tdx/protocol"
|
||||
"github.com/robfig/cron/v3"
|
||||
"path/filepath"
|
||||
"time"
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
type Codes2Option func(*Codes2)
|
||||
|
||||
func WithFilename(filename string) Codes2Option {
|
||||
return func(c *Codes2) {
|
||||
c.filename = filename
|
||||
}
|
||||
}
|
||||
|
||||
func WithSpec(spec string) Codes2Option {
|
||||
return func(c *Codes2) {
|
||||
c.spec = spec
|
||||
}
|
||||
}
|
||||
|
||||
func WithKey(key string) Codes2Option {
|
||||
return func(c *Codes2) {
|
||||
c.key = key
|
||||
}
|
||||
}
|
||||
|
||||
func WithRetry(retry int) Codes2Option {
|
||||
return func(c *Codes2) {
|
||||
c.retry = retry
|
||||
}
|
||||
}
|
||||
|
||||
func NewCodes2(op ...Codes2Option) (*Codes2, error) {
|
||||
cs := &Codes2{
|
||||
filename: filepath.Join(DefaultDatabaseDir, "codes.db"),
|
||||
spec: "10 0 9 * * *",
|
||||
key: "codes",
|
||||
retry: 3,
|
||||
dial: NewRangeDial(Hosts),
|
||||
dialOption: nil,
|
||||
}
|
||||
|
||||
for _, o := range op {
|
||||
o(cs)
|
||||
}
|
||||
|
||||
var err error
|
||||
|
||||
// 初始化连接
|
||||
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.filename)
|
||||
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 {
|
||||
filename string //数据库文件
|
||||
spec string //定时规则
|
||||
key 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[string] //缓存
|
||||
etfs types.List[string] //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) GetName(code string) string {
|
||||
v, _ := this.m.Get(code)
|
||||
if v == nil {
|
||||
return "未知"
|
||||
}
|
||||
return v.Name
|
||||
}
|
||||
|
||||
func (this *Codes2) GetStocks(limit ...int) []string {
|
||||
size := conv.Default(this.stocks.Len(), limit...)
|
||||
return this.stocks.Limit(size)
|
||||
}
|
||||
|
||||
func (this *Codes2) GetETFs(limit ...int) []string {
|
||||
size := conv.Default(this.etfs.Len(), limit...)
|
||||
return this.etfs.Limit(size)
|
||||
}
|
||||
|
||||
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.key).Get(update)
|
||||
if err != nil {
|
||||
return true, err
|
||||
} else if !has {
|
||||
update.Key = this.key
|
||||
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 := []string(nil)
|
||||
etfs := []string(nil)
|
||||
for _, v := range codes {
|
||||
fullCode := v.FullCode()
|
||||
switch {
|
||||
case protocol.IsStock(fullCode):
|
||||
stocks = append(stocks, fullCode)
|
||||
case protocol.IsETF(fullCode):
|
||||
etfs = append(etfs, fullCode)
|
||||
}
|
||||
}
|
||||
|
||||
this.stocks = stocks
|
||||
this.etfs = etfs
|
||||
|
||||
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. 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.key).Update(&UpdateModel{Time: time.Now().Unix()})
|
||||
return list, err
|
||||
}
|
||||
20
example/CodesHTTP/main.go
Normal file
20
example/CodesHTTP/main.go
Normal 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)
|
||||
}
|
||||
}
|
||||
18
example/GetBjCodes/main.go
Normal file
18
example/GetBjCodes/main.go
Normal 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))
|
||||
}
|
||||
@@ -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 {
|
||||
|
||||
@@ -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 {
|
||||
|
||||
@@ -8,7 +8,7 @@ import (
|
||||
|
||||
func main() {
|
||||
common.Test(func(c *tdx.Client) {
|
||||
resp, err := c.GetKlineDay("838971", 0, 20)
|
||||
resp, err := c.GetKlineDay("920992", 0, 20)
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp.List {
|
||||
|
||||
32
example/GetKlineDayFactor/main.go
Normal file
32
example/GetKlineDayFactor/main.go
Normal 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,
|
||||
)
|
||||
}
|
||||
|
||||
}
|
||||
@@ -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
|
||||
|
||||
17
example/ManageMysql/main.go
Normal file
17
example/ManageMysql/main.go
Normal 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")
|
||||
}
|
||||
22
example/TradesToKlines/main.go
Normal file
22
example/TradesToKlines/main.go
Normal 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)
|
||||
}
|
||||
|
||||
})
|
||||
}
|
||||
@@ -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
17
extend/codes-bj.go
Normal 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
66
extend/codes-server.go
Normal 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")
|
||||
}
|
||||
@@ -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)...)
|
||||
|
||||
@@ -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
12
extend/ths-factor.go
Normal 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
|
||||
}
|
||||
102
internal/bse/codes.go
Normal file
102
internal/bse/codes.go
Normal 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
|
||||
}
|
||||
192
internal/gbbq/gbbq.go
Normal file
192
internal/gbbq/gbbq.go
Normal file
File diff suppressed because one or more lines are too long
118
internal/xorms/engine.go
Normal file
118
internal/xorms/engine.go
Normal 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
70
internal/xorms/option.go
Normal 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
61
internal/xorms/session.go
Normal 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
119
internal/zip/zip_func.go
Normal 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
|
||||
}
|
||||
56
manage.go
56
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 {
|
||||
@@ -33,13 +85,13 @@ 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
|
||||
}
|
||||
|
||||
@@ -233,6 +233,14 @@ 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 +257,16 @@ 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 +274,88 @@ 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
|
||||
//}
|
||||
|
||||
@@ -3,6 +3,7 @@ package protocol
|
||||
import (
|
||||
"errors"
|
||||
"fmt"
|
||||
"github.com/injoyai/base/types"
|
||||
"github.com/injoyai/conv"
|
||||
"time"
|
||||
)
|
||||
@@ -121,52 +122,108 @@ 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.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 {
|
||||
|
||||
@@ -127,14 +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
|
||||
}
|
||||
}
|
||||
|
||||
@@ -258,7 +262,7 @@ func IsStock(code string) bool {
|
||||
}
|
||||
|
||||
func IsSZStock(code string) bool {
|
||||
return len(code) == 8 && strings.ToLower(code[0:2]) == ExchangeSZ.String() && code[2:3] == "0"
|
||||
return len(code) == 8 && strings.ToLower(code[0:2]) == ExchangeSZ.String() && (code[2:3] == "0" || code[2:4] == "30")
|
||||
}
|
||||
|
||||
func IsSHStock(code string) bool {
|
||||
@@ -266,7 +270,7 @@ func IsSHStock(code string) bool {
|
||||
}
|
||||
|
||||
func IsBJStock(code string) bool {
|
||||
return len(code) == 8 && strings.ToLower(code[0:2]) == ExchangeBJ.String() && (code[2:4] == "92" || code[2:3] == "8")
|
||||
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
|
||||
@@ -277,11 +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
|
||||
@@ -306,10 +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":
|
||||
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()
|
||||
}
|
||||
|
||||
69
workday.go
69
workday.go
@@ -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 {
|
||||
|
||||
Reference in New Issue
Block a user