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15 changed files with 414 additions and 123 deletions

View File

@@ -220,6 +220,26 @@ func (this *Client) GetCode(exchange protocol.Exchange, start uint16) (*protocol
// GetCodeAll 通过多次请求的方式获取全部证券代码
func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp, error) {
resp := &protocol.CodeResp{}
//通达信没有北交所代码列表,通过爬虫的方式从北交所官网获取,放在这里是为了方便业务逻辑
//不放在extend包时防止循环引用
//todo 这是临时方案,等通达信有北交所代码列表时再改
if exchange == protocol.ExchangeBJ {
codes, err := GetBjCodes()
if err != nil {
return nil, err
}
resp.Count = uint16(len(codes))
for _, v := range codes {
resp.List = append(resp.List, &protocol.Code{
Code: v.Code,
Name: v.Name,
LastPrice: v.Last,
})
}
return resp, nil
}
size := uint16(1000)
for start := uint16(0); ; start += size {
r, err := this.GetCode(exchange, start)
@@ -238,7 +258,7 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
// GetStockAll 获取所有股票代码
func (this *Client) GetStockAll() ([]string, error) {
ls := []string(nil)
for _, ex := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ} {
for _, ex := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ, protocol.ExchangeBJ} {
resp, err := this.GetCodeAll(ex)
if err != nil {
return nil, err
@@ -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 +439,36 @@ 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) (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
for ; start.Before(time.Now()); start = start.Add(time.Hour * 24) {
res, err = this.GetHistoryTradeDay(start.Format("20060102"), code)
if err != nil {
return nil, err
}
ls = append(ls, res.List...)
}
return ls, nil
}
// 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) {
// 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 {

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

View File

@@ -155,52 +155,53 @@ func (this *Codes) Get(code string) *CodeModel {
return this.Map[code]
}
// GetExchange 获取股票交易所,这里的参数不需要带前缀
func (this *Codes) GetExchange(code string) protocol.Exchange {
if len(code) == 6 {
switch {
case code[:1] == "6":
return protocol.ExchangeSH
case code[:1] == "0":
return protocol.ExchangeSZ
case code[:2] == "30":
return protocol.ExchangeSZ
}
}
var exchange string
exchanges := this.exchanges[code]
if len(exchanges) >= 1 {
exchange = exchanges[0]
}
if len(code) == 8 {
exchange = code[0:2]
}
switch exchange {
case protocol.ExchangeSH.String():
return protocol.ExchangeSH
case protocol.ExchangeSZ.String():
return protocol.ExchangeSZ
default:
return protocol.ExchangeSH
}
}
//// GetExchange 获取股票交易所,这里的参数不需要带前缀
//func (this *Codes) GetExchange(code string) protocol.Exchange {
// if len(code) == 6 {
// switch {
// case code[:1] == "6":
// return protocol.ExchangeSH
// case code[:1] == "0":
// return protocol.ExchangeSZ
// case code[:2] == "30":
// return protocol.ExchangeSZ
// }
// }
// var exchange string
// exchanges := this.exchanges[code]
// if len(exchanges) >= 1 {
// exchange = exchanges[0]
// }
// if len(code) == 8 {
// exchange = code[0:2]
// }
// switch exchange {
// case protocol.ExchangeSH.String():
// return protocol.ExchangeSH
// case protocol.ExchangeSZ.String():
// return protocol.ExchangeSZ
// default:
// return protocol.ExchangeSH
// }
//}
func (this *Codes) AddExchange(code string) string {
if exchanges := this.exchanges[code]; len(exchanges) == 1 {
return exchanges[0] + code
}
if len(code) == 6 {
switch {
case code[:1] == "6":
return protocol.ExchangeSH.String() + code
case code[:1] == "0":
return protocol.ExchangeSZ.String() + code
case code[:2] == "30":
return protocol.ExchangeSZ.String() + code
}
return this.GetExchange(code).String() + code
}
return code
return protocol.AddPrefix(code)
//if exchanges := this.exchanges[code]; len(exchanges) == 1 {
// return exchanges[0] + code
//}
//if len(code) == 6 {
// switch {
// case code[:1] == "6":
// return protocol.ExchangeSH.String() + code
// case code[:1] == "0":
// return protocol.ExchangeSZ.String() + code
// case code[:2] == "30":
// return protocol.ExchangeSZ.String() + code
// }
// return this.GetExchange(code).String() + code
//}
//return code
}
// Update 更新数据,从服务器或者数据库
@@ -249,7 +250,7 @@ func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
//3. 从服务器获取所有股票代码
insert := []*CodeModel(nil)
update := []*CodeModel(nil)
for _, exchange := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ} {
for _, exchange := range []protocol.Exchange{protocol.ExchangeSH, protocol.ExchangeSZ, protocol.ExchangeBJ} {
resp, err := this.Client.GetCodeAll(exchange)
if err != nil {
return nil, err
@@ -334,7 +335,7 @@ func (this *CodeModel) FullCode() string {
func (this *CodeModel) Price(p protocol.Price) protocol.Price {
return protocol.Price(float64(p) * math.Pow10(int(2-this.Decimal)))
return p * protocol.Price(math.Pow10(int(2-this.Decimal)))
//return p * protocol.Price(math.Pow10(int(2-this.Decimal)))
}
func NewSessionFunc(db *xorm.Engine, fn func(session *xorm.Session) error) error {

20
example/CodesHTTP/main.go Normal file
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@@ -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)
}
}

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@@ -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 {

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@@ -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 {

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@@ -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)
}
})
}

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

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

View File

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

View File

@@ -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
//}

View File

@@ -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 {

View File

@@ -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
@@ -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()
}

View File

@@ -15,7 +15,10 @@ import (
"xorm.io/xorm"
)
func NewWorkday(c *Client, filename string) (*Workday, error) {
func NewWorkday(c *Client, filenames ...string) (*Workday, error) {
defaultFilename := filepath.Join(DefaultDatabaseDir, "workday.db")
filename := conv.Default(defaultFilename, filenames...)
//如果文件夹不存在就创建
dir, _ := filepath.Split(filename)