优化GetHistoryTradeBefore,增加失败重试,共尝试3次,都失败则返回错误

client.go

@@ -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
@@ -402,7 +422,7 @@ 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 +439,47 @@ 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 {

client_bj_code.go

@@ -1,4 +1,4 @@
-package extend
+package tdx
 
 import (
 	"bytes"

codes.go

@@ -23,10 +23,22 @@ func DialCodes(filename string, op ...client.Option) (*Codes, error) {
 	if err != nil {
 		return nil, err
 	}
-	return NewCodes(c, filename)
+	return NewCodesSqlite(c, filename)
 }
 
-func NewCodes(c *Client, filenames ...string) (*Codes, error) {
+func NewCodesMysql(c *Client, dsn string) (*Codes, error) {
+
+	//连接数据库
+	db, err := xorm.NewEngine("mysql", dsn)
+	if err != nil {
+		return nil, err
+	}
+	db.SetMapper(core.SameMapper{})
+
+	return NewCodes(c, db)
+}
+
+func NewCodesSqlite(c *Client, filenames ...string) (*Codes, error) {
 
 	//如果没有指定文件名,则使用默认
 	defaultFilename := filepath.Join(DefaultDatabaseDir, "codes.db")
@@ -44,6 +56,12 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
 	}
 	db.SetMapper(core.SameMapper{})
 	db.DB().SetMaxOpenConns(1)
+
+	return NewCodes(c, db)
+}
+
+func NewCodes(c *Client, db *xorm.Engine) (*Codes, error) {
+
 	if err := db.Sync2(new(CodeModel)); err != nil {
 		return nil, err
 	}
@@ -53,10 +71,11 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
 
 	update := new(UpdateModel)
 	{ //查询或者插入一条数据
-		has, err := db.Get(update)
+		has, err := db.Where("`Key`=?", "codes").Get(update)
 		if err != nil {
 			return nil, err
 		} else if !has {
+			update.Key = "codes"
 			if _, err := db.Insert(update); err != nil {
 				return nil, err
 			}
@@ -72,7 +91,8 @@ 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 +175,8 @@ func (this *Codes) Get(code string) *CodeModel {
 	return this.Map[code]
 }
 
-// GetExchange 获取股票交易所,这里的参数不需要带前缀
-func (this *Codes) GetExchange(code string) protocol.Exchange {
-	if len(code) == 6 {
-		switch {
-		case code[:1] == "6":
-			return protocol.ExchangeSH
-		case code[:1] == "0":
-			return protocol.ExchangeSZ
-		case code[:2] == "30":
-			return protocol.ExchangeSZ
-		}
-	}
-	var exchange string
-	exchanges := this.exchanges[code]
-	if len(exchanges) >= 1 {
-		exchange = exchanges[0]
-	}
-	if len(code) == 8 {
-		exchange = code[0:2]
-	}
-	switch exchange {
-	case protocol.ExchangeSH.String():
-		return protocol.ExchangeSH
-	case protocol.ExchangeSZ.String():
-		return protocol.ExchangeSZ
-	default:
-		return protocol.ExchangeSH
-	}
-}
-
 func (this *Codes) AddExchange(code string) string {
-	if exchanges := this.exchanges[code]; len(exchanges) == 1 {
-		return exchanges[0] + code
-	}
-	if len(code) == 6 {
-		switch {
-		case code[:1] == "6":
-			return protocol.ExchangeSH.String() + code
-		case code[:1] == "0":
-			return protocol.ExchangeSZ.String() + code
-		case code[:2] == "30":
-			return protocol.ExchangeSZ.String() + code
-		}
-		return this.GetExchange(code).String() + code
-	}
-	return code
+	return protocol.AddPrefix(code)
 }
 
 // Update 更新数据,从服务器或者数据库
@@ -219,7 +195,7 @@ func (this *Codes) Update(byDB ...bool) error {
 	this.list = codes
 	this.exchanges = exchanges
 	//更新时间
-	_, err = this.db.Update(&UpdateModel{Time: time.Now().Unix()})
+	_, err = this.db.Where("`Key`=?", "codes").Update(&UpdateModel{Time: time.Now().Unix()})
 	return err
 }
 
@@ -249,7 +225,7 @@ func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
 	//3. 从服务器获取所有股票代码
 	insert := []*CodeModel(nil)
 	update := []*CodeModel(nil)
-	for _, exchange := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ} {
+	for _, exchange := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ, protocol.ExchangeBJ} {
 		resp, err := this.Client.GetCodeAll(exchange)
 		if err != nil {
 			return nil, err
@@ -282,29 +258,52 @@ func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
 		}
 	}
 
-	//4. 插入或者更新数据库
-	err := NewSessionFunc(this.db, func(session *xorm.Session) error {
-		for _, v := range insert {
-			if _, err := session.Insert(v); err != nil {
-				return err
+	switch this.db.Dialect().URI().DBType {
+	case "mysql":
+		// 1️⃣ 清空
+		if _, err := this.db.Exec("TRUNCATE TABLE codes"); err != nil {
+			return nil, err
+		}
+
+		data := append(insert, update...)
+		// 2️⃣ 直接批量插入
+		batchSize := 3000 // 8000(2m16s) 5000(43s) 3000(11s) 1000(59s)
+		for i := 0; i < len(data); i += batchSize {
+			end := i + batchSize
+			if end > len(data) {
+				end = len(data)
+			}
+
+			slice := conv.Array(data[i:end])
+			if _, err := this.db.Insert(slice); err != nil {
+				return nil, err
 			}
 		}
-		for _, v := range update {
-			if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
-				return err
+	case "sqlite3":
+		//4. 插入或者更新数据库
+		err := NewSessionFunc(this.db, func(session *xorm.Session) error {
+			for _, v := range insert {
+				if _, err := session.Insert(v); err != nil {
+					return err
+				}
 			}
+			for _, v := range update {
+				if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
+					return err
+				}
+			}
+			return nil
+		})
+		if err != nil {
+			return nil, err
 		}
-		return nil
-	})
-	if err != nil {
-		return nil, err
 	}
 
 	return list, nil
-
 }
 
 type UpdateModel struct {
+	Key  string
 	Time int64 //更新时间
 }
 
@@ -334,7 +333,7 @@ func (this *CodeModel) FullCode() string {
 
 func (this *CodeModel) Price(p protocol.Price) protocol.Price {
 	return protocol.Price(float64(p) * math.Pow10(int(2-this.Decimal)))
-	return p * protocol.Price(math.Pow10(int(2-this.Decimal)))
+	//return p * protocol.Price(math.Pow10(int(2-this.Decimal)))
 }
 
 func NewSessionFunc(db *xorm.Engine, fn func(session *xorm.Session) error) error {

example/CodesHTTP/main.go

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

example/GetHistoryTrade/main.go

@@ -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 {

example/GetHistoryTradeAll/main.go

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

example/GetQuote/main.go

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

example/ManageMysql/main.go

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

example/TradesToKlines/main.go

@@ -0,0 +1,22 @@
+package main
+
+import (
+	"github.com/injoyai/logs"
+	"github.com/injoyai/tdx"
+	"github.com/injoyai/tdx/example/common"
+)
+
+func main() {
+	common.Test(func(c *tdx.Client) {
+
+		resp, err := c.GetHistoryTradeDay("20251010", "sz000001")
+		logs.PanicErr(err)
+
+		ks := resp.List.Klines()
+
+		for _, v := range ks {
+			logs.Debug(v)
+		}
+
+	})
+}

example/WorkdayAndCodes/main.go

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

extend/codes-bj.go

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

extend/codes-server.go

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

extend/pull-trade.go

@@ -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)...)

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
 	}

protocol/model_kline.go

@@ -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 +274,87 @@ 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
+//}

protocol/model_trade.go

@@ -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 {

protocol/unit.go

@@ -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 {
@@ -313,3 +317,7 @@ func AddPrefix(code string) string {
 	}
 	return code
 }
+
+func minutes(t time.Time) int {
+	return t.Hour()*60 + t.Minute()
+}

workday.go

@@ -3,6 +3,7 @@ package tdx
 import (
 	"errors"
 	_ "github.com/glebarez/go-sqlite"
+	_ "github.com/go-sql-driver/mysql"
 	"github.com/injoyai/base/maps"
 	"github.com/injoyai/conv"
 	"github.com/injoyai/logs"
@@ -15,7 +16,22 @@ import (
 	"xorm.io/xorm"
 )
 
-func NewWorkday(c *Client, filename string) (*Workday, error) {
+func NewWorkdayMysql(c *Client, dsn string) (*Workday, error) {
+
+	//连接数据库
+	db, err := xorm.NewEngine("mysql", dsn)
+	if err != nil {
+		return nil, err
+	}
+	db.SetMapper(core.SameMapper{})
+
+	return NewWorkday(c, db)
+}
+
+func NewWorkdaySqlite(c *Client, filenames ...string) (*Workday, error) {
+
+	defaultFilename := filepath.Join(DefaultDatabaseDir, "workday.db")
+	filename := conv.Default(defaultFilename, filenames...)
 
 	//如果文件夹不存在就创建
 	dir, _ := filepath.Split(filename)
@@ -28,6 +44,11 @@ func NewWorkday(c *Client, filename string) (*Workday, error) {
 	}
 	db.SetMapper(core.SameMapper{})
 	db.DB().SetMaxOpenConns(1)
+
+	return NewWorkday(c, db)
+}
+
+func NewWorkday(c *Client, db *xorm.Engine) (*Workday, error) {
 	if err := db.Sync2(new(WorkdayModel)); err != nil {
 		return nil, err
 	}
@@ -37,12 +58,12 @@ func NewWorkday(c *Client, filename string) (*Workday, error) {
 		db:     db,
 		cache:  maps.NewBit(),
 	}
-
 	//设置定时器,每天早上9点更新数据,8点多获取不到今天的数据
 	task := cron.New(cron.WithSeconds())
 	task.AddFunc("0 0 9 * * *", func() {
 		for i := 0; i < 3; i++ {
-			if err := w.Update(); err == nil {
+			err := w.Update()
+			if err == nil {
 				return
 			}
 			logs.Err(err)
@@ -50,7 +71,6 @@ func NewWorkday(c *Client, filename string) (*Workday, error) {
 		}
 	})
 	task.Start()
-
 	return w, w.Update()
 }
 
@@ -84,27 +104,30 @@ func (this *Workday) Update() error {
 	}
 
 	now := time.Now()
-	if lastWorkday == nil || lastWorkday.Unix < IntegerDay(now).Unix() {
+	if lastWorkday.Unix < IntegerDay(now).Unix() {
 		resp, err := this.Client.GetIndexDayAll("sh000001")
 		if err != nil {
 			logs.Err(err)
 			return err
 		}
 
-		return NewSessionFunc(this.db, func(session *xorm.Session) error {
-			for _, v := range resp.List {
-				if unix := v.Time.Unix(); unix > lastWorkday.Unix {
-					_, err = session.Insert(&WorkdayModel{Unix: unix, Date: v.Time.Format("20060102"), Is: true})
-					if err != nil {
-						return err
-					}
-					this.cache.Set(uint64(unix), true)
-				}
+		inserts := []any(nil)
+		for _, v := range resp.List {
+			if unix := v.Time.Unix(); unix > lastWorkday.Unix {
+				inserts = append(inserts, &WorkdayModel{Unix: unix, Date: v.Time.Format("20060102")})
+				this.cache.Set(uint64(unix), true)
 			}
+		}
+
+		if len(inserts) == 0 {
 			return nil
-		})
+		}
+
+		_, err = this.db.Insert(inserts)
+		return err
 
 	}
+
 	return nil
 }
 
@@ -158,7 +181,6 @@ type WorkdayModel struct {
 	ID   int64  `json:"id"`   //主键
 	Unix int64  `json:"unix"` //时间戳
 	Date string `json:"date"` //日期
-	Is   bool   `json:"is"`   //是否是工作日
 }
 
 func (this *WorkdayModel) TableName() string {