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https://github.com/injoyai/tdx.git
synced 2025-11-26 21:25:35 +08:00
Compare commits
8 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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8fb069b855 | ||
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110eaddc4d | ||
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aec2cf1518 | ||
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a596139d3e | ||
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578617e458 | ||
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fab9e92fcd | ||
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47084b1112 | ||
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2566ef5cec |
22
client.go
22
client.go
@@ -220,6 +220,26 @@ func (this *Client) GetCode(exchange protocol.Exchange, start uint16) (*protocol
|
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// GetCodeAll 通过多次请求的方式获取全部证券代码
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func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp, error) {
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resp := &protocol.CodeResp{}
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//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
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//不放在extend包时防止循环引用
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//todo 这是临时方案,等通达信有北交所代码列表时再改
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if exchange == protocol.ExchangeBJ {
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codes, err := GetBjCodes()
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if err != nil {
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return nil, err
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}
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resp.Count = uint16(len(codes))
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for _, v := range codes {
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resp.List = append(resp.List, &protocol.Code{
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Code: v.Code,
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Name: v.Name,
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LastPrice: v.Last,
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})
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}
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return resp, nil
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}
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size := uint16(1000)
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for start := uint16(0); ; start += size {
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r, err := this.GetCode(exchange, start)
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@@ -238,7 +258,7 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
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// GetStockAll 获取所有股票代码
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func (this *Client) GetStockAll() ([]string, error) {
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ls := []string(nil)
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for _, ex := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ} {
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for _, ex := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ, protocol.ExchangeBJ} {
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resp, err := this.GetCodeAll(ex)
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if err != nil {
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return nil, err
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102
client_bj_code.go
Normal file
102
client_bj_code.go
Normal file
@@ -0,0 +1,102 @@
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package tdx
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import (
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"bytes"
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"encoding/json"
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"errors"
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"fmt"
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"github.com/injoyai/conv"
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"io"
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"net/http"
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"strings"
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"time"
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)
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const (
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// 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
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UrlBjCodes = "https://www.bse.cn/nqhqController/nqhq_en.do?callback=jQuery3710848510589806625_%d"
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)
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func GetBjCodes() ([]*BjCode, error) {
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list := []*BjCode(nil)
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//这个200预防下bug,除非北京上市公司有4000个
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for page := 0; page < 200; page++ {
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ls, done, err := getBjCodes(page)
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if err != nil {
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return nil, err
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}
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list = append(list, ls...)
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if done {
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break
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}
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<-time.After(time.Millisecond * 100)
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}
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return list, nil
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}
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func getBjCodes(page int) (_ []*BjCode, last bool, err error) {
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url := fmt.Sprintf(UrlBjCodes, time.Now().UnixMilli())
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bodyStr := "page=" + conv.String(page) + "&type_en=%5B%22B%22%5D&sortfield=hqcjsl&sorttype=desc&xxfcbj_en=%5B2%5D&zqdm="
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|
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req, err := http.NewRequest(http.MethodPost, url, strings.NewReader(bodyStr))
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if err != nil {
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return nil, false, err
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}
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req.Header.Set("X-Requested-With", "XMLHttpRequest")
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req.Header.Set("Content-Type", "application/x-www-form-urlencoded; charset=UTF-8")
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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")
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resp, err := http.DefaultClient.Do(req)
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if err != nil {
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return nil, false, err
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}
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defer resp.Body.Close()
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bs, err := io.ReadAll(resp.Body)
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if err != nil {
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return nil, false, err
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}
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//处理数据
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i := bytes.IndexByte(bs, '(')
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if len(bs) < 1 || len(bs) <= i {
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return nil, false, errors.New("未知错误: " + string(bs))
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}
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bs = bs[i+1 : len(bs)-1]
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ls := []*BjCodes(nil)
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err = json.Unmarshal(bs, &ls)
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if err != nil {
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return nil, false, err
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}
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|
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if len(ls) == 0 {
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return nil, false, errors.New("未知错误: " + string(bs))
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}
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return ls[0].Data, ls[0].LastPage, nil
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}
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type BjCodes struct {
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Data []*BjCode `json:"content"`
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TotalNumber int `json:"totalElements"`
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TotalPage int `json:"totalPages"`
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LastPage bool `json:"lastPage"`
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}
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type BjCode struct {
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Date string `json:"hqjsrq"` //日期
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Code string `json:"hqzqdm"` //代码
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Name string `json:"hqzqjc"` //名称
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LastClose float64 `json:"hqzrsp"` //前一天收盘价
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Open float64 `json:"hqjrkp"` //开盘价
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High float64 `json:"hqzgcj"` //最高价
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Low float64 `json:"hqzdcj"` //最低价
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Last float64 `json:"hqzjcj"` //最新价/收盘价
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Volume int `json:"hqcjsl"` //成交量,股
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Amount float64 `json:"hqcjje"` //成交额,元
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}
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93
codes.go
93
codes.go
@@ -155,52 +155,53 @@ func (this *Codes) Get(code string) *CodeModel {
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return this.Map[code]
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}
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// GetExchange 获取股票交易所,这里的参数不需要带前缀
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func (this *Codes) GetExchange(code string) protocol.Exchange {
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if len(code) == 6 {
|
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switch {
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case code[:1] == "6":
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return protocol.ExchangeSH
|
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case code[:1] == "0":
|
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return protocol.ExchangeSZ
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case code[:2] == "30":
|
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return protocol.ExchangeSZ
|
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}
|
||||
}
|
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var exchange string
|
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exchanges := this.exchanges[code]
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if len(exchanges) >= 1 {
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exchange = exchanges[0]
|
||||
}
|
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if len(code) == 8 {
|
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exchange = code[0:2]
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}
|
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switch exchange {
|
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case protocol.ExchangeSH.String():
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return protocol.ExchangeSH
|
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case protocol.ExchangeSZ.String():
|
||||
return protocol.ExchangeSZ
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default:
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return protocol.ExchangeSH
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}
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||||
}
|
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//// GetExchange 获取股票交易所,这里的参数不需要带前缀
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//func (this *Codes) GetExchange(code string) protocol.Exchange {
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// if len(code) == 6 {
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// switch {
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// case code[:1] == "6":
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// return protocol.ExchangeSH
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// case code[:1] == "0":
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// return protocol.ExchangeSZ
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// case code[:2] == "30":
|
||||
// return protocol.ExchangeSZ
|
||||
// }
|
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// }
|
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// var exchange string
|
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// exchanges := this.exchanges[code]
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// if len(exchanges) >= 1 {
|
||||
// exchange = exchanges[0]
|
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// }
|
||||
// if len(code) == 8 {
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// exchange = code[0:2]
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// }
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||||
// switch exchange {
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// case protocol.ExchangeSH.String():
|
||||
// return protocol.ExchangeSH
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||||
// case protocol.ExchangeSZ.String():
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||||
// return protocol.ExchangeSZ
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// default:
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||||
// return protocol.ExchangeSH
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||||
// }
|
||||
//}
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||||
|
||||
func (this *Codes) AddExchange(code string) string {
|
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if exchanges := this.exchanges[code]; len(exchanges) == 1 {
|
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return exchanges[0] + code
|
||||
}
|
||||
if len(code) == 6 {
|
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switch {
|
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case code[:1] == "6":
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return protocol.ExchangeSH.String() + code
|
||||
case code[:1] == "0":
|
||||
return protocol.ExchangeSZ.String() + code
|
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case code[:2] == "30":
|
||||
return protocol.ExchangeSZ.String() + code
|
||||
}
|
||||
return this.GetExchange(code).String() + code
|
||||
}
|
||||
return code
|
||||
return protocol.AddPrefix(code)
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||||
//if exchanges := this.exchanges[code]; len(exchanges) == 1 {
|
||||
// return exchanges[0] + code
|
||||
//}
|
||||
//if len(code) == 6 {
|
||||
// switch {
|
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// 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) {
|
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//3. 从服务器获取所有股票代码
|
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insert := []*CodeModel(nil)
|
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update := []*CodeModel(nil)
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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 {
|
||||
|
||||
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 {
|
||||
|
||||
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,
|
||||
)
|
||||
}
|
||||
|
||||
}
|
||||
@@ -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
9
extend/codes_bj.go
Normal file
@@ -0,0 +1,9 @@
|
||||
package extend
|
||||
|
||||
import (
|
||||
"github.com/injoyai/tdx"
|
||||
)
|
||||
|
||||
func GetBjCodes() ([]*tdx.BjCode, error) {
|
||||
return tdx.GetBjCodes()
|
||||
}
|
||||
@@ -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
|
||||
}
|
||||
@@ -127,11 +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
|
||||
@@ -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
|
||||
@@ -306,7 +310,7 @@ 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
|
||||
}
|
||||
|
||||
@@ -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)
|
||||
|
||||
Reference in New Issue
Block a user