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78
README.md
78
README.md
@@ -58,45 +58,45 @@ func main() {
|
||||
|
||||
#### 服务器地址(端口7709)
|
||||
|
||||
| IP | 测试时间 | 所属地区 | 运营商 |
|
||||
|-----------------|-------------|------|-----|
|
||||
| 124.71.187.122 | 2024-11-30 | 上海 | 华为 |
|
||||
| 122.51.120.217 | 2024-11-30 | 上海 | 腾讯 |
|
||||
| 111.229.247.189 | 2024-11-30 | 上海 | 腾讯 |
|
||||
| 124.70.176.52 | 2024-11-30 | 上海 | 华为 |
|
||||
| 123.60.186.45 | 2024-11-30 | 上海 | 华为 |
|
||||
| 122.51.232.182 | 2024-11-30 | 上海 | 腾讯 |
|
||||
| 118.25.98.114 | 2024-11-30 | 上海 | 腾讯 |
|
||||
| 124.70.199.56 | 2024-11-30 | 上海 | 华为 |
|
||||
| 121.36.225.169 | 2024-11-30 | 上海 | 华为 |
|
||||
| 123.60.70.228 | 2024-11-30 | 上海 | 华为 |
|
||||
| 123.60.73.44 | 2024-11-30 | 上海 | 华为 |
|
||||
| 124.70.133.119 | 2024-11-30 | 上海 | 华为 |
|
||||
| 124.71.187.72 | 2024-11-30 | 上海 | 华为 |
|
||||
| 123.60.84.66 | 2024-11-30 | 上海 | 华为 |
|
||||
| | | | |
|
||||
| 121.36.54.217 | 2024-11-30 | 北京 | 华为 |
|
||||
| 121.36.81.195 | 2024-11-30 | 北京 | 华为 |
|
||||
| 123.249.15.60 | 2024-11-30 | 北京 | 华为 |
|
||||
| 124.70.75.113 | 2024-11-30 | 北京 | 华为 |
|
||||
| 120.46.186.223 | 2024-11-30 | 北京 | 华为 |
|
||||
| 124.70.22.210 | 2024-11-30 | 北京 | 华为 |
|
||||
| 139.9.133.247 | 2024-11-30 | 北京 | 华为 |
|
||||
| | | | |
|
||||
| 124.71.85.110 | 2024-11-30 | 广州 | 华为 |
|
||||
| 139.9.51.18 | 2024-11-304 | 广州 | 华为 |
|
||||
| 139.159.239.163 | 2024-11-30 | 广州 | 华为 |
|
||||
| 124.71.9.153 | 2024-11-30 | 广州 | 华为 |
|
||||
| 116.205.163.254 | 2024-11-30 | 广州 | 华为 |
|
||||
| 116.205.171.132 | 2024-11-30 | 广州 | 华为 |
|
||||
| 116.205.183.150 | 2024-11-30 | 广州 | 华为 |
|
||||
| 111.230.186.52 | 2024-11-30 | 广州 | 腾讯 |
|
||||
| 110.41.4.4 | 2024-11-30 | 广州 | 华为 |
|
||||
| 110.41.2.72 | 2024-11-30 | 广州 | 华为 |
|
||||
| 110.41.154.219 | 2024-11-30 | 广州 | 华为 |
|
||||
| 110.41.147.114 | 2024-11-30 | 广州 | 华为 |
|
||||
| | | | |
|
||||
| 119.97.185.59 | 2024-11-30 | 武汉 | 电信 |
|
||||
| IP | 测试时间 | 所属地区 | 运营商 |
|
||||
|-----------------|------------|------|-----|
|
||||
| 124.71.187.122 | 2025-03-15 | 上海 | 华为 |
|
||||
| 122.51.120.217 | 2025-03-15 | 上海 | 腾讯 |
|
||||
| 111.229.247.189 | 2025-03-15 | 上海 | 腾讯 |
|
||||
| 124.70.176.52 | 2025-03-15 | 上海 | 华为 |
|
||||
| 123.60.186.45 | 2025-03-15 | 上海 | 华为 |
|
||||
| 122.51.232.182 | 2025-03-15 | 上海 | 腾讯 |
|
||||
| 118.25.98.114 | 2025-03-15 | 上海 | 腾讯 |
|
||||
| 124.70.199.56 | 2025-03-15 | 上海 | 华为 |
|
||||
| 121.36.225.169 | 2025-03-15 | 上海 | 华为 |
|
||||
| 123.60.70.228 | 2025-03-15 | 上海 | 华为 |
|
||||
| 123.60.73.44 | 2025-03-15 | 上海 | 华为 |
|
||||
| 124.70.133.119 | 2025-03-15 | 上海 | 华为 |
|
||||
| 124.71.187.72 | 2025-03-15 | 上海 | 华为 |
|
||||
| 123.60.84.66 | 2025-03-15 | 上海 | 华为 |
|
||||
| | | | |
|
||||
| 121.36.54.217 | 2025-03-15 | 北京 | 华为 |
|
||||
| 121.36.81.195 | 2025-03-15 | 北京 | 华为 |
|
||||
| 123.249.15.60 | 2025-03-15 | 北京 | 华为 |
|
||||
| 124.70.75.113 | 2025-03-15 | 北京 | 华为 |
|
||||
| 120.46.186.223 | 2025-03-15 | 北京 | 华为 |
|
||||
| 124.70.22.210 | 2025-03-15 | 北京 | 华为 |
|
||||
| 139.9.133.247 | 2025-03-15 | 北京 | 华为 |
|
||||
| | | | |
|
||||
| 124.71.85.110 | 2025-03-15 | 广州 | 华为 |
|
||||
| 139.9.51.18 | 2025-03-15 | 广州 | 华为 |
|
||||
| 139.159.239.163 | 2025-03-15 | 广州 | 华为 |
|
||||
| 124.71.9.153 | 2025-03-15 | 广州 | 华为 |
|
||||
| 116.205.163.254 | 2025-03-15 | 广州 | 华为 |
|
||||
| 116.205.171.132 | 2025-03-15 | 广州 | 华为 |
|
||||
| 116.205.183.150 | 2025-03-15 | 广州 | 华为 |
|
||||
| 111.230.186.52 | 2025-03-15 | 广州 | 腾讯 |
|
||||
| 110.41.4.4 | 2025-03-15 | 广州 | 华为 |
|
||||
| 110.41.2.72 | 2025-03-15 | 广州 | 华为 |
|
||||
| 110.41.154.219 | 2025-03-15 | 广州 | 华为 |
|
||||
| 110.41.147.114 | 2025-03-15 | 广州 | 华为 |
|
||||
| | | | |
|
||||
| 119.97.185.59 | 2025-03-15 | 武汉 | 电信 |
|
||||
|
||||
|
||||
|
||||
|
||||
219
client.go
219
client.go
@@ -1,17 +1,16 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
"errors"
|
||||
"fmt"
|
||||
"github.com/injoyai/base/maps"
|
||||
"github.com/injoyai/base/maps/wait/v2"
|
||||
"github.com/injoyai/conv"
|
||||
"github.com/injoyai/ios"
|
||||
"github.com/injoyai/ios/client"
|
||||
"github.com/injoyai/ios/module/tcp"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx/protocol"
|
||||
"runtime/debug"
|
||||
"strings"
|
||||
"sync/atomic"
|
||||
"time"
|
||||
)
|
||||
@@ -30,12 +29,14 @@ func WithRedial(b ...bool) client.Option {
|
||||
}
|
||||
}
|
||||
|
||||
// DialDefault 默认连接方式
|
||||
func DialDefault(op ...client.Option) (cli *Client, err error) {
|
||||
return DialHostsRange(Hosts, op...)
|
||||
}
|
||||
|
||||
// Dial 与服务器建立连接
|
||||
func Dial(addr string, op ...client.Option) (cli *Client, err error) {
|
||||
if !strings.Contains(addr, ":") {
|
||||
addr += ":7709"
|
||||
}
|
||||
return DialWith(tcp.NewDial(addr), op...)
|
||||
return DialWith(NewTCPDial(addr), op...)
|
||||
}
|
||||
|
||||
// DialHosts 与服务器建立连接,多个服务器轮询,开启重试生效
|
||||
@@ -43,6 +44,16 @@ func DialHosts(hosts []string, op ...client.Option) (cli *Client, err error) {
|
||||
return DialWith(NewHostDial(hosts), op...)
|
||||
}
|
||||
|
||||
// DialHostsRandom 与服务器建立连接,多个服务器随机连接
|
||||
func DialHostsRandom(hosts []string, op ...client.Option) (cli *Client, err error) {
|
||||
return DialWith(NewRandomDial(hosts), op...)
|
||||
}
|
||||
|
||||
// DialHostsRange 遍历设置的服务地址进行连接,成功则结束遍历
|
||||
func DialHostsRange(hosts []string, op ...client.Option) (cli *Client, err error) {
|
||||
return DialWith(NewRangeDial(hosts), op...)
|
||||
}
|
||||
|
||||
// DialWith 与服务器建立连接
|
||||
func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
|
||||
|
||||
@@ -75,7 +86,17 @@ func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
|
||||
|
||||
go cli.Client.Run()
|
||||
|
||||
return cli, nil
|
||||
/*
|
||||
部分接口需要通过代码信息计算得出
|
||||
*/
|
||||
codesOnce.Do(func() {
|
||||
//初始化代码管理
|
||||
if DefaultCodes == nil {
|
||||
DefaultCodes, err = NewCodes(cli, "./codes.db")
|
||||
}
|
||||
})
|
||||
|
||||
return cli, err
|
||||
}
|
||||
|
||||
type Client struct {
|
||||
@@ -123,6 +144,9 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
|
||||
case protocol.TypeMinute:
|
||||
resp, err = protocol.MMinute.Decode(f.Data)
|
||||
|
||||
case protocol.TypeHistoryMinute:
|
||||
resp, err = protocol.MHistoryMinute.Decode(f.Data)
|
||||
|
||||
case protocol.TypeMinuteTrade:
|
||||
resp, err = protocol.MMinuteTrade.Decode(f.Data, conv.String(val))
|
||||
|
||||
@@ -130,7 +154,7 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
|
||||
resp, err = protocol.MHistoryMinuteTrade.Decode(f.Data, conv.String(val))
|
||||
|
||||
case protocol.TypeKline:
|
||||
resp, err = protocol.MKline.Decode(f.Data, conv.Uint8(val))
|
||||
resp, err = protocol.MKline.Decode(f.Data, val.(protocol.KlineCache))
|
||||
|
||||
default:
|
||||
err = fmt.Errorf("通讯类型未解析:0x%X", f.Type)
|
||||
@@ -155,7 +179,7 @@ func (this *Client) SendFrame(f *protocol.Frame, cache ...any) (any, error) {
|
||||
if _, err := this.Client.Write(f.Bytes()); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return this.Wait.Wait(conv.String(this.msgID))
|
||||
return this.Wait.Wait(conv.String(f.MsgID))
|
||||
}
|
||||
|
||||
// GetCount 获取市场内的股票数量
|
||||
@@ -202,6 +226,12 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
|
||||
|
||||
// GetQuote 获取盘口五档报价
|
||||
func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
|
||||
if DefaultCodes == nil {
|
||||
return nil, errors.New("DefaultCodes未初始化")
|
||||
}
|
||||
for i := range codes {
|
||||
codes[i] = DefaultCodes.AddExchange(codes[i])
|
||||
}
|
||||
f, err := protocol.MQuote.Frame(codes...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
@@ -210,11 +240,44 @@ func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return result.(protocol.QuotesResp), nil
|
||||
quotes := result.(protocol.QuotesResp)
|
||||
|
||||
{ //todo 临时处理下先,后续优化,感觉有问题
|
||||
//判断长度和预期是否一致
|
||||
if len(quotes) != len(codes) {
|
||||
return nil, fmt.Errorf("预期%d个,实际%d个", len(codes), len(quotes))
|
||||
}
|
||||
if DefaultCodes == nil {
|
||||
return nil, errors.New("DefaultCodes未初始化")
|
||||
}
|
||||
for i, code := range codes {
|
||||
m := DefaultCodes.Get(code)
|
||||
if m == nil {
|
||||
return nil, fmt.Errorf("未查询到代码[%s]相关信息", code)
|
||||
}
|
||||
for ii, v := range quotes[i].SellLevel {
|
||||
quotes[i].SellLevel[ii].Price = m.Price(v.Price)
|
||||
}
|
||||
for ii, v := range quotes[i].BuyLevel {
|
||||
quotes[i].BuyLevel[ii].Price = m.Price(v.Price)
|
||||
}
|
||||
quotes[i].K = protocol.K{
|
||||
Last: m.Price(quotes[i].K.Last),
|
||||
Open: m.Price(quotes[i].K.Open),
|
||||
High: m.Price(quotes[i].K.High),
|
||||
Low: m.Price(quotes[i].K.Low),
|
||||
Close: m.Price(quotes[i].K.Close),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return quotes, nil
|
||||
}
|
||||
|
||||
// GetMinute 获取分时数据,todo 解析好像不对
|
||||
// GetMinute 获取分时数据,todo 解析好像不对,先用历史数据
|
||||
func (this *Client) GetMinute(code string) (*protocol.MinuteResp, error) {
|
||||
return this.GetHistoryMinute(time.Now().Format("20060102"), code)
|
||||
|
||||
f, err := protocol.MMinute.Frame(code)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
@@ -226,8 +289,22 @@ func (this *Client) GetMinute(code string) (*protocol.MinuteResp, error) {
|
||||
return result.(*protocol.MinuteResp), nil
|
||||
}
|
||||
|
||||
// GetHistoryMinute 获取历史分时数据
|
||||
func (this *Client) GetHistoryMinute(date, code string) (*protocol.MinuteResp, error) {
|
||||
f, err := protocol.MHistoryMinute.Frame(date, code)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
result, err := this.SendFrame(f)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return result.(*protocol.MinuteResp), nil
|
||||
}
|
||||
|
||||
// GetMinuteTrade 获取分时交易详情,服务器最多返回1800条,count-start<=1800
|
||||
func (this *Client) GetMinuteTrade(code string, start, count uint16) (*protocol.MinuteTradeResp, error) {
|
||||
code = protocol.AddPrefix(code)
|
||||
f, err := protocol.MMinuteTrade.Frame(code, start, count)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
@@ -262,6 +339,7 @@ func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, e
|
||||
// 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
|
||||
func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.HistoryMinuteTradeResp, error) {
|
||||
code = protocol.AddPrefix(code)
|
||||
f, err := protocol.MHistoryMinuteTrade.Frame(date, code, start, count)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
@@ -292,13 +370,104 @@ func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.Histo
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
// GetKline 获取k线数据,推荐收盘之后获取,否则会获取到当天的数据
|
||||
func (this *Client) GetKline(Type uint8, code string, start, count uint16) (*protocol.KlineResp, error) {
|
||||
/*
|
||||
|
||||
|
||||
|
||||
*/
|
||||
|
||||
// GetIndex 获取指数,接口是和k线一样的,但是解析不知道怎么区分(解析方式不一致),所以加一个方法
|
||||
func (this *Client) GetIndex(Type uint8, code string, start, count uint16) (*protocol.KlineResp, error) {
|
||||
code = protocol.AddPrefix(code)
|
||||
f, err := protocol.MKline.Frame(Type, code, start, count)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
result, err := this.SendFrame(f, Type)
|
||||
result, err := this.SendFrame(f, protocol.KlineCache{Type: Type, Kind: protocol.KindIndex})
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return result.(*protocol.KlineResp), nil
|
||||
}
|
||||
|
||||
// GetIndexUntil 获取指数k线数据,通过多次请求来拼接,直到满足func返回true
|
||||
func (this *Client) GetIndexUntil(Type uint8, code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) {
|
||||
resp := &protocol.KlineResp{}
|
||||
size := uint16(800)
|
||||
var last *protocol.Kline
|
||||
for start := uint16(0); ; start += size {
|
||||
r, err := this.GetIndex(Type, code, start, size)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if last != nil && len(r.List) > 0 {
|
||||
last.Last = r.List[len(r.List)-1].Close
|
||||
}
|
||||
if len(r.List) > 0 {
|
||||
last = r.List[0]
|
||||
}
|
||||
for i := len(r.List) - 1; i >= 0; i-- {
|
||||
if f(r.List[i]) {
|
||||
resp.Count += r.Count - uint16(i)
|
||||
resp.List = append(r.List[i:], resp.List...)
|
||||
return resp, nil
|
||||
}
|
||||
}
|
||||
resp.Count += r.Count
|
||||
resp.List = append(r.List, resp.List...)
|
||||
if r.Count < size {
|
||||
break
|
||||
}
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
// GetIndexAll 获取全部k线数据
|
||||
func (this *Client) GetIndexAll(Type uint8, code string) (*protocol.KlineResp, error) {
|
||||
return this.GetIndexUntil(Type, code, func(k *protocol.Kline) bool { return false })
|
||||
}
|
||||
|
||||
func (this *Client) GetIndexDay(code string, start, count uint16) (*protocol.KlineResp, error) {
|
||||
return this.GetIndex(protocol.TypeKlineDay, code, start, count)
|
||||
}
|
||||
|
||||
func (this *Client) GetIndexDayUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) {
|
||||
return this.GetIndexUntil(protocol.TypeKlineDay, code, f)
|
||||
}
|
||||
|
||||
func (this *Client) GetIndexDayAll(code string) (*protocol.KlineResp, error) {
|
||||
return this.GetIndexAll(protocol.TypeKlineDay, code)
|
||||
}
|
||||
|
||||
func (this *Client) GetIndexWeekAll(code string) (*protocol.KlineResp, error) {
|
||||
return this.GetIndexAll(protocol.TypeKlineWeek, code)
|
||||
}
|
||||
|
||||
func (this *Client) GetIndexMonthAll(code string) (*protocol.KlineResp, error) {
|
||||
return this.GetIndexAll(protocol.TypeKlineMonth, code)
|
||||
}
|
||||
|
||||
func (this *Client) GetIndexQuarterAll(code string) (*protocol.KlineResp, error) {
|
||||
return this.GetIndexAll(protocol.TypeKlineQuarter, code)
|
||||
}
|
||||
|
||||
func (this *Client) GetIndexYearAll(code string) (*protocol.KlineResp, error) {
|
||||
return this.GetIndexAll(protocol.TypeKlineYear, code)
|
||||
}
|
||||
|
||||
/*
|
||||
|
||||
|
||||
*/
|
||||
|
||||
// GetKline 获取k线数据,推荐收盘之后获取,否则会获取到当天的数据
|
||||
func (this *Client) GetKline(Type uint8, code string, start, count uint16) (*protocol.KlineResp, error) {
|
||||
code = protocol.AddPrefix(code)
|
||||
f, err := protocol.MKline.Frame(Type, code, start, count)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
result, err := this.SendFrame(f, protocol.KlineCache{Type: Type, Kind: protocol.KindStock})
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
@@ -339,27 +508,7 @@ func (this *Client) GetKlineUntil(Type uint8, code string, f func(k *protocol.Kl
|
||||
|
||||
// GetKlineAll 获取全部k线数据
|
||||
func (this *Client) GetKlineAll(Type uint8, code string) (*protocol.KlineResp, error) {
|
||||
resp := &protocol.KlineResp{}
|
||||
size := uint16(800)
|
||||
var last *protocol.Kline
|
||||
for start := uint16(0); ; start += size {
|
||||
r, err := this.GetKline(Type, code, start, size)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if last != nil && len(r.List) > 0 {
|
||||
last.Last = r.List[len(r.List)-1].Close
|
||||
}
|
||||
if len(r.List) > 0 {
|
||||
last = r.List[0]
|
||||
}
|
||||
resp.Count += r.Count
|
||||
resp.List = append(r.List, resp.List...)
|
||||
if r.Count < size {
|
||||
break
|
||||
}
|
||||
}
|
||||
return resp, nil
|
||||
return this.GetKlineUntil(Type, code, func(k *protocol.Kline) bool { return false })
|
||||
}
|
||||
|
||||
// GetKlineMinute 获取一分钟k线数据,每次最多800条,最多只能获取24000条数据
|
||||
|
||||
@@ -1,36 +0,0 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
"github.com/injoyai/logs"
|
||||
"testing"
|
||||
)
|
||||
|
||||
var (
|
||||
c *Client
|
||||
do func(f func(c *Client))
|
||||
)
|
||||
|
||||
func init() {
|
||||
var err error
|
||||
c, err = Dial("124.71.187.122:7709")
|
||||
logs.PanicErr(err)
|
||||
do = func(f func(c *Client)) {
|
||||
f(c)
|
||||
<-c.Done()
|
||||
}
|
||||
}
|
||||
|
||||
func TestClient_GetStockHistoryMinuteTrade(t *testing.T) {
|
||||
do(func(c *Client) {
|
||||
resp, err := c.GetHistoryMinuteTrade("20241028", "sz000001", 0, 100)
|
||||
if err != nil {
|
||||
t.Error(err)
|
||||
return
|
||||
}
|
||||
for _, v := range resp.List {
|
||||
t.Log(v)
|
||||
}
|
||||
t.Log("总数:", resp.Count)
|
||||
})
|
||||
|
||||
}
|
||||
324
codes.go
Normal file
324
codes.go
Normal file
@@ -0,0 +1,324 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
"github.com/injoyai/conv"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx/protocol"
|
||||
"github.com/robfig/cron/v3"
|
||||
"math"
|
||||
"os"
|
||||
"path/filepath"
|
||||
"sync"
|
||||
"time"
|
||||
"xorm.io/core"
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
// 增加单例,部分数据需要通过Codes里面的信息计算
|
||||
var (
|
||||
DefaultCodes *Codes
|
||||
codesOnce sync.Once
|
||||
)
|
||||
|
||||
func NewCodes(c *Client, filename string) (*Codes, error) {
|
||||
|
||||
//如果文件夹不存在就创建
|
||||
dir, _ := filepath.Split(filename)
|
||||
_ = os.MkdirAll(dir, 0777)
|
||||
|
||||
//连接数据库
|
||||
db, err := xorm.NewEngine("sqlite", filename)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
db.SetMapper(core.SameMapper{})
|
||||
db.DB().SetMaxOpenConns(1)
|
||||
if err := db.Sync2(new(CodeModel)); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if err := db.Sync2(new(UpdateModel)); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
update := new(UpdateModel)
|
||||
{ //查询或者插入一条数据
|
||||
has, err := db.Get(update)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
} else if !has {
|
||||
if _, err := db.Insert(update); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
cc := &Codes{
|
||||
Client: c,
|
||||
db: db,
|
||||
}
|
||||
|
||||
{ //设置定时器,每天早上9点更新数据
|
||||
task := cron.New(cron.WithSeconds())
|
||||
task.AddFunc("0 0 9 * * *", func() {
|
||||
for i := 0; i < 3; i++ {
|
||||
if err := cc.Update(); err == nil {
|
||||
return
|
||||
}
|
||||
logs.Err(err)
|
||||
<-time.After(time.Minute * 5)
|
||||
}
|
||||
})
|
||||
task.Start()
|
||||
}
|
||||
|
||||
{ //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 cc, cc.Update()
|
||||
}
|
||||
} 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 cc, cc.Update()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//从缓存中加载
|
||||
return cc, cc.Update(true)
|
||||
}
|
||||
|
||||
type Codes struct {
|
||||
*Client //客户端
|
||||
db *xorm.Engine //数据库实例
|
||||
Map map[string]*CodeModel //股票缓存
|
||||
list []*CodeModel //列表方式缓存
|
||||
exchanges map[string][]string //交易所缓存
|
||||
}
|
||||
|
||||
// GetName 获取股票名称
|
||||
func (this *Codes) GetName(code string) string {
|
||||
if v, ok := this.Map[code]; ok {
|
||||
return v.Name
|
||||
}
|
||||
return "未知"
|
||||
}
|
||||
|
||||
// GetStocks 获取股票代码,sh6xxx sz0xx sz30xx
|
||||
func (this *Codes) GetStocks(limits ...int) []string {
|
||||
limit := conv.DefaultInt(-1, limits...)
|
||||
ls := []string(nil)
|
||||
for _, m := range this.list {
|
||||
code := m.FullCode()
|
||||
if protocol.IsStock(code) {
|
||||
ls = append(ls, code)
|
||||
}
|
||||
if limit > 0 && len(ls) >= limit {
|
||||
break
|
||||
}
|
||||
}
|
||||
return ls
|
||||
}
|
||||
|
||||
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
|
||||
}
|
||||
|
||||
// Update 更新数据,从服务器或者数据库
|
||||
func (this *Codes) Update(byDB ...bool) error {
|
||||
codes, err := this.GetCodes(len(byDB) > 0 && byDB[0])
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
codeMap := make(map[string]*CodeModel)
|
||||
exchanges := make(map[string][]string)
|
||||
for _, code := range codes {
|
||||
codeMap[code.Exchange+code.Code] = code
|
||||
exchanges[code.Code] = append(exchanges[code.Code], code.Exchange)
|
||||
}
|
||||
this.Map = codeMap
|
||||
this.list = codes
|
||||
this.exchanges = exchanges
|
||||
//更新时间
|
||||
_, err = this.db.Update(&UpdateModel{Time: time.Now().Unix()})
|
||||
return err
|
||||
}
|
||||
|
||||
// GetCodes 更新股票并返回结果
|
||||
func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
|
||||
|
||||
//2. 查询数据库所有股票
|
||||
list := []*CodeModel(nil)
|
||||
if err := this.db.Find(&list); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
//如果是从缓存读取,则返回结果
|
||||
if byDatabase {
|
||||
return list, nil
|
||||
}
|
||||
|
||||
mCode := make(map[string]*CodeModel, len(list))
|
||||
for _, v := range list {
|
||||
mCode[v.Code] = 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} {
|
||||
resp, err := this.Client.GetCodeAll(exchange)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
for _, v := range resp.List {
|
||||
if _, ok := mCode[v.Code]; ok {
|
||||
if mCode[v.Code].Name != v.Name {
|
||||
mCode[v.Code].Name = v.Name
|
||||
update = append(update, &CodeModel{
|
||||
Name: v.Name,
|
||||
Code: v.Code,
|
||||
Exchange: exchange.String(),
|
||||
Multiple: v.Multiple,
|
||||
Decimal: v.Decimal,
|
||||
LastPrice: v.LastPrice,
|
||||
})
|
||||
}
|
||||
} else {
|
||||
code := &CodeModel{
|
||||
Name: v.Name,
|
||||
Code: v.Code,
|
||||
Exchange: exchange.String(),
|
||||
Multiple: v.Multiple,
|
||||
Decimal: v.Decimal,
|
||||
LastPrice: v.LastPrice,
|
||||
}
|
||||
insert = append(insert, code)
|
||||
list = append(list, code)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//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 list, nil
|
||||
|
||||
}
|
||||
|
||||
type UpdateModel struct {
|
||||
Time int64 //更新时间
|
||||
}
|
||||
|
||||
func (*UpdateModel) TableName() string {
|
||||
return "update"
|
||||
}
|
||||
|
||||
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
|
||||
}
|
||||
|
||||
func (*CodeModel) TableName() string {
|
||||
return "codes"
|
||||
}
|
||||
|
||||
func (this *CodeModel) FullCode() string {
|
||||
return this.Exchange + this.Code
|
||||
}
|
||||
|
||||
func (this *CodeModel) Price(p protocol.Price) protocol.Price {
|
||||
return p * protocol.Price(math.Pow10(int(3-this.Decimal)))
|
||||
}
|
||||
|
||||
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
|
||||
}
|
||||
53
dial.go
53
dial.go
@@ -3,10 +3,21 @@ package tdx
|
||||
import (
|
||||
"context"
|
||||
"github.com/injoyai/ios"
|
||||
"github.com/injoyai/ios/module/tcp"
|
||||
"github.com/injoyai/logs"
|
||||
"math/rand"
|
||||
"net"
|
||||
"strings"
|
||||
"time"
|
||||
)
|
||||
|
||||
func NewTCPDial(addr string) ios.DialFunc {
|
||||
if !strings.Contains(addr, ":") {
|
||||
addr += ":7709"
|
||||
}
|
||||
return tcp.NewDial(addr)
|
||||
}
|
||||
|
||||
func NewHostDial(hosts []string) ios.DialFunc {
|
||||
if len(hosts) == 0 {
|
||||
hosts = Hosts
|
||||
@@ -26,3 +37,45 @@ func NewHostDial(hosts []string) ios.DialFunc {
|
||||
return c, addr, err
|
||||
}
|
||||
}
|
||||
|
||||
func NewRandomDial(hosts []string) ios.DialFunc {
|
||||
if len(hosts) == 0 {
|
||||
hosts = Hosts
|
||||
}
|
||||
r := rand.New(rand.NewSource(time.Now().UnixNano()))
|
||||
return func(ctx context.Context) (ios.ReadWriteCloser, string, error) {
|
||||
addr := hosts[r.Intn(len(hosts))]
|
||||
if !strings.Contains(addr, ":") {
|
||||
addr += ":7709"
|
||||
}
|
||||
c, err := net.Dial("tcp", addr)
|
||||
return c, addr, err
|
||||
}
|
||||
}
|
||||
|
||||
func NewRangeDial(hosts []string) ios.DialFunc {
|
||||
if len(hosts) == 0 {
|
||||
hosts = Hosts
|
||||
}
|
||||
return func(ctx context.Context) (c ios.ReadWriteCloser, _ string, err error) {
|
||||
for i, addr := range hosts {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return nil, "", ctx.Err()
|
||||
default:
|
||||
}
|
||||
if !strings.Contains(addr, ":") {
|
||||
addr += ":7709"
|
||||
}
|
||||
c, err = net.Dial("tcp", addr)
|
||||
if err == nil {
|
||||
return c, addr, nil
|
||||
}
|
||||
if i < len(hosts)-1 {
|
||||
//最后一个错误返回出去
|
||||
logs.Err(err)
|
||||
}
|
||||
}
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
11
example/DialHostsRange/main.go
Normal file
11
example/DialHostsRange/main.go
Normal file
@@ -0,0 +1,11 @@
|
||||
package main
|
||||
|
||||
import (
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx"
|
||||
)
|
||||
|
||||
func main() {
|
||||
_, err := tdx.DialHostsRange([]string{"1", "2", "127.0.0.1"})
|
||||
logs.PrintErr(err)
|
||||
}
|
||||
22
example/GetHistoryMinute/main.go
Normal file
22
example/GetHistoryMinute/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.GetHistoryMinute("20250314", "sz000001")
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp.List {
|
||||
logs.Debug(v)
|
||||
}
|
||||
|
||||
logs.Debug(resp.Count)
|
||||
|
||||
})
|
||||
}
|
||||
20
example/GetIndex/main.go
Normal file
20
example/GetIndex/main.go
Normal file
@@ -0,0 +1,20 @@
|
||||
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.GetKlineDay("sh000001", 0, 10)
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp.List {
|
||||
logs.Debug(v)
|
||||
}
|
||||
|
||||
logs.Debug("总数:", resp.Count)
|
||||
})
|
||||
}
|
||||
@@ -8,7 +8,7 @@ import (
|
||||
|
||||
func main() {
|
||||
common.Test(func(c *tdx.Client) {
|
||||
resp, err := c.GetKlineDay("sz000001", 0, 800)
|
||||
resp, err := c.GetKlineDay("000001", 0, 10)
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp.List {
|
||||
|
||||
@@ -8,7 +8,7 @@ import (
|
||||
|
||||
func main() {
|
||||
common.Test(func(c *tdx.Client) {
|
||||
resp, err := c.GetKlineDayAll("sz000001")
|
||||
resp, err := c.GetKlineDayAll("sz159558")
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp.List {
|
||||
@@ -21,7 +21,7 @@ func main() {
|
||||
b1cb74001c00000000000d005100bd00789c6378c1cecb252ace6066c5b4898987b9050ed1f90cc5b74c18a5bc18c1b43490fecff09c81819191f13fc3c9f3bb169f5e7dfefeb5ef57f7199a305009308208e5b32bb6bcbf70148712002d7f1e13
|
||||
b1cb74000c02000000003e05ac00ac000102020000303030303031601294121a1c2d4eadabcf0ed412aae5fc01afb0024561124fbcc08301afa47900b2e3174100bf68871a4201b741b6144302bb09af334403972e96354504ac09b619560e00000000f8ff601201363030303038b60fba04060607429788a70efa04ada37ab2531c12974d91e7449dbc354184b6010001844bad324102b5679ea1014203a65abd8d0143048a6ba4dd01440587e101b3d2029613000000000000b60f
|
||||
*/
|
||||
resp, err := c.GetQuote("sz000001", "sh600008")
|
||||
resp, err := c.GetQuote("000001", "600000", "159558", "010504")
|
||||
logs.PanicErr(err)
|
||||
|
||||
for _, v := range resp {
|
||||
|
||||
24
example/PullKline/main.go
Normal file
24
example/PullKline/main.go
Normal file
@@ -0,0 +1,24 @@
|
||||
package main
|
||||
|
||||
import (
|
||||
"context"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx"
|
||||
"github.com/injoyai/tdx/extend"
|
||||
"path/filepath"
|
||||
)
|
||||
|
||||
func main() {
|
||||
|
||||
m, err := tdx.NewManage(nil)
|
||||
logs.PanicErr(err)
|
||||
|
||||
err = extend.NewPullKline(
|
||||
[]string{"sz000001"},
|
||||
[]string{extend.Year},
|
||||
filepath.Join(tdx.DefaultDatabaseDir, "kline"),
|
||||
1,
|
||||
).Run(context.Background(), m)
|
||||
logs.PanicErr(err)
|
||||
|
||||
}
|
||||
19
example/WorkdayAndCodes/main.go
Normal file
19
example/WorkdayAndCodes/main.go
Normal file
@@ -0,0 +1,19 @@
|
||||
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) {
|
||||
|
||||
_, err := tdx.NewWorkday(c, "./workday.db")
|
||||
logs.PanicErr(err)
|
||||
|
||||
_, err = tdx.NewCodes(c, "./codes.db")
|
||||
logs.PanicErr(err)
|
||||
|
||||
})
|
||||
}
|
||||
268
extend/pull-kline.go
Normal file
268
extend/pull-kline.go
Normal file
@@ -0,0 +1,268 @@
|
||||
package extend
|
||||
|
||||
import (
|
||||
"context"
|
||||
_ "github.com/glebarez/go-sqlite"
|
||||
"github.com/injoyai/base/chans"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx"
|
||||
"github.com/injoyai/tdx/protocol"
|
||||
"path/filepath"
|
||||
"sort"
|
||||
"xorm.io/core"
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
const (
|
||||
Minute = "minute"
|
||||
Minute5 = "5minute"
|
||||
Minute15 = "15minute"
|
||||
Minute30 = "30minute"
|
||||
Hour = "hour"
|
||||
Day = "day"
|
||||
Week = "week"
|
||||
Month = "month"
|
||||
Quarter = "quarter"
|
||||
Year = "year"
|
||||
)
|
||||
|
||||
var (
|
||||
AllKlineType = []string{Minute, Minute5, Minute15, Minute30, Hour, Day, Week, Month, Quarter, Year}
|
||||
KlineTableMap = map[string]*KlineTable{
|
||||
Minute: NewKlineTable("MinuteKline", func(c *tdx.Client) KlineHandler { return c.GetKlineMinuteUntil }),
|
||||
Minute5: NewKlineTable("Minute5Kline", func(c *tdx.Client) KlineHandler { return c.GetKline5MinuteUntil }),
|
||||
Minute15: NewKlineTable("Minute15Kline", func(c *tdx.Client) KlineHandler { return c.GetKline15MinuteUntil }),
|
||||
Minute30: NewKlineTable("Minute30Kline", func(c *tdx.Client) KlineHandler { return c.GetKline30MinuteUntil }),
|
||||
Hour: NewKlineTable("HourKline", func(c *tdx.Client) KlineHandler { return c.GetKlineHourUntil }),
|
||||
Day: NewKlineTable("DayKline", func(c *tdx.Client) KlineHandler { return c.GetKlineDayUntil }),
|
||||
Week: NewKlineTable("WeekKline", func(c *tdx.Client) KlineHandler { return c.GetKlineWeekUntil }),
|
||||
Month: NewKlineTable("MonthKline", func(c *tdx.Client) KlineHandler { return c.GetKlineMonthUntil }),
|
||||
Quarter: NewKlineTable("QuarterKline", func(c *tdx.Client) KlineHandler { return c.GetKlineQuarterUntil }),
|
||||
Year: NewKlineTable("YearKline", func(c *tdx.Client) KlineHandler { return c.GetKlineYearUntil }),
|
||||
}
|
||||
)
|
||||
|
||||
func NewPullKline(codes, tables []string, dir string, limit int) *PullKline {
|
||||
_tables := []*KlineTable(nil)
|
||||
for _, v := range tables {
|
||||
_tables = append(_tables, KlineTableMap[v])
|
||||
}
|
||||
return &PullKline{
|
||||
tables: _tables,
|
||||
dir: dir,
|
||||
Codes: codes,
|
||||
limit: limit,
|
||||
}
|
||||
}
|
||||
|
||||
type PullKline struct {
|
||||
tables []*KlineTable
|
||||
dir string //数据目录
|
||||
Codes []string //指定的代码
|
||||
limit int //并发数量
|
||||
}
|
||||
|
||||
func (this *PullKline) Name() string {
|
||||
return "拉取k线数据"
|
||||
}
|
||||
|
||||
func (this *PullKline) Run(ctx context.Context, m *tdx.Manage) error {
|
||||
limit := chans.NewWaitLimit(uint(this.limit))
|
||||
|
||||
//1. 获取所有股票代码
|
||||
codes := this.Codes
|
||||
if len(codes) == 0 {
|
||||
codes = m.Codes.GetStocks()
|
||||
}
|
||||
|
||||
for _, v := range codes {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return ctx.Err()
|
||||
default:
|
||||
}
|
||||
|
||||
limit.Add()
|
||||
go func(code string) {
|
||||
defer limit.Done()
|
||||
|
||||
//连接数据库
|
||||
db, err := xorm.NewEngine("sqlite", filepath.Join(this.dir, code+".db"))
|
||||
if err != nil {
|
||||
logs.Err(err)
|
||||
return
|
||||
}
|
||||
db.SetMapper(core.SameMapper{})
|
||||
db.DB().SetMaxOpenConns(1)
|
||||
|
||||
for _, table := range this.tables {
|
||||
if table == nil {
|
||||
continue
|
||||
}
|
||||
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
return
|
||||
default:
|
||||
}
|
||||
|
||||
db.Sync2(table)
|
||||
|
||||
//2. 获取最后一条数据
|
||||
last := new(Kline)
|
||||
if _, err = db.Table(table).Desc("Date").Get(last); err != nil {
|
||||
logs.Err(err)
|
||||
return
|
||||
}
|
||||
|
||||
//3. 从服务器获取数据
|
||||
insert := Klines{}
|
||||
err = m.Do(func(c *tdx.Client) error {
|
||||
insert, err = this.pull(code, last.Date, table.Handler(c))
|
||||
return err
|
||||
})
|
||||
if err != nil {
|
||||
logs.Err(err)
|
||||
return
|
||||
}
|
||||
|
||||
//4. 插入数据库
|
||||
err = tdx.NewSessionFunc(db, func(session *xorm.Session) error {
|
||||
for i, v := range insert {
|
||||
if i == 0 {
|
||||
if _, err := session.Table(table).Where("Date >= ?", v.Date).Delete(); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
if _, err := session.Table(table).Insert(v); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
return nil
|
||||
})
|
||||
logs.PrintErr(err)
|
||||
|
||||
}
|
||||
|
||||
}(v)
|
||||
}
|
||||
limit.Wait()
|
||||
return nil
|
||||
}
|
||||
|
||||
func (this *PullKline) pull(code string, lastDate int64, f func(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error)) (Klines, error) {
|
||||
|
||||
if lastDate == 0 {
|
||||
lastDate = protocol.ExchangeEstablish.Unix()
|
||||
}
|
||||
|
||||
resp, err := f(code, func(k *protocol.Kline) bool {
|
||||
return k.Time.Unix() <= lastDate
|
||||
})
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
ks := Klines{}
|
||||
for _, v := range resp.List {
|
||||
ks = append(ks, &Kline{
|
||||
Code: code,
|
||||
Date: v.Time.Unix(),
|
||||
Open: v.Open,
|
||||
High: v.High,
|
||||
Low: v.Low,
|
||||
Close: v.Close,
|
||||
Volume: v.Volume,
|
||||
Amount: v.Amount,
|
||||
})
|
||||
}
|
||||
|
||||
return ks, nil
|
||||
}
|
||||
|
||||
type Kline struct {
|
||||
Code string `json:"code" xorm:"-"` //代码
|
||||
Date int64 `json:"date"` //时间节点 2006-01-02 15:00
|
||||
Open protocol.Price `json:"open"` //开盘价
|
||||
High protocol.Price `json:"high"` //最高价
|
||||
Low protocol.Price `json:"low"` //最低价
|
||||
Close protocol.Price `json:"close"` //收盘价
|
||||
Volume int64 `json:"volume"` //成交量
|
||||
Amount protocol.Price `json:"amount"` //成交额
|
||||
InDate int64 `json:"inDate" xorm:"created"` //创建时间
|
||||
}
|
||||
|
||||
type Klines []*Kline
|
||||
|
||||
func (this Klines) Less(i, j int) bool { return this[i].Code > this[j].Code }
|
||||
|
||||
func (this Klines) Swap(i, j int) { this[i], this[j] = this[j], this[i] }
|
||||
|
||||
func (this Klines) Len() int { return len(this) }
|
||||
|
||||
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)
|
||||
}
|
||||
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.Date = v.Date
|
||||
}
|
||||
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
|
||||
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
|
||||
}
|
||||
|
||||
type KlineHandler func(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error)
|
||||
|
||||
func NewKlineTable(tableName string, handler func(c *tdx.Client) KlineHandler) *KlineTable {
|
||||
return &KlineTable{
|
||||
tableName: tableName,
|
||||
Handler: handler,
|
||||
}
|
||||
}
|
||||
|
||||
type KlineTable struct {
|
||||
Kline `xorm:"extends"`
|
||||
tableName string
|
||||
Handler func(c *tdx.Client) KlineHandler `xorm:"-"`
|
||||
}
|
||||
|
||||
func (this *KlineTable) TableName() string {
|
||||
return this.tableName
|
||||
}
|
||||
17
go.mod
17
go.mod
@@ -3,25 +3,40 @@ module github.com/injoyai/tdx
|
||||
go 1.20
|
||||
|
||||
require (
|
||||
github.com/glebarez/go-sqlite v1.22.0
|
||||
github.com/injoyai/base v1.0.18
|
||||
github.com/injoyai/conv v1.1.10
|
||||
github.com/injoyai/ios v0.0.4
|
||||
github.com/injoyai/logs v1.0.9
|
||||
github.com/robfig/cron/v3 v3.0.1
|
||||
golang.org/x/text v0.16.0
|
||||
xorm.io/core v0.7.3
|
||||
xorm.io/xorm v1.3.9
|
||||
)
|
||||
|
||||
require (
|
||||
github.com/dustin/go-humanize v1.0.1 // indirect
|
||||
github.com/fatih/color v1.14.1 // indirect
|
||||
github.com/goccy/go-json v0.8.1 // indirect
|
||||
github.com/golang/snappy v0.0.4 // indirect
|
||||
github.com/google/uuid v1.5.0 // indirect
|
||||
github.com/json-iterator/go v1.1.12 // indirect
|
||||
github.com/kr/text v0.2.0 // indirect
|
||||
github.com/mattn/go-colorable v0.1.13 // indirect
|
||||
github.com/mattn/go-isatty v0.0.17 // indirect
|
||||
github.com/mattn/go-isatty v0.0.20 // indirect
|
||||
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
|
||||
github.com/modern-go/reflect2 v1.0.2 // indirect
|
||||
github.com/pelletier/go-toml/v2 v2.1.1 // indirect
|
||||
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec // indirect
|
||||
github.com/satori/go.uuid v1.2.0 // indirect
|
||||
github.com/stretchr/testify v1.9.0 // indirect
|
||||
github.com/syndtr/goleveldb v1.0.0 // indirect
|
||||
golang.org/x/sys v0.22.0 // indirect
|
||||
gopkg.in/ini.v1 v1.67.0 // indirect
|
||||
gopkg.in/yaml.v3 v3.0.1 // indirect
|
||||
modernc.org/libc v1.37.6 // indirect
|
||||
modernc.org/mathutil v1.6.0 // indirect
|
||||
modernc.org/memory v1.7.2 // indirect
|
||||
modernc.org/sqlite v1.28.0 // indirect
|
||||
xorm.io/builder v0.3.11-0.20220531020008-1bd24a7dc978 // indirect
|
||||
)
|
||||
|
||||
77
go.sum
77
go.sum
@@ -1,13 +1,33 @@
|
||||
gitea.com/xorm/sqlfiddle v0.0.0-20180821085327-62ce714f951a h1:lSA0F4e9A2NcQSqGqTOXqu2aRi/XEQxDCBwM8yJtE6s=
|
||||
gitea.com/xorm/sqlfiddle v0.0.0-20180821085327-62ce714f951a/go.mod h1:EXuID2Zs0pAQhH8yz+DNjUbjppKQzKFAn28TMYPB6IU=
|
||||
github.com/creack/pty v1.1.9/go.mod h1:oKZEueFk5CKHvIhNR5MUki03XCEU+Q6VDXinZuGJ33E=
|
||||
github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
|
||||
github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
|
||||
github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
|
||||
github.com/dustin/go-humanize v1.0.1 h1:GzkhY7T5VNhEkwH0PVJgjz+fX1rhBrR7pRT3mDkpeCY=
|
||||
github.com/dustin/go-humanize v1.0.1/go.mod h1:Mu1zIs6XwVuF/gI1OepvI0qD18qycQx+mFykh5fBlto=
|
||||
github.com/fatih/color v1.13.0/go.mod h1:kLAiJbzzSOZDVNGyDpeOxJ47H46qBXwg5ILebYFFOfk=
|
||||
github.com/fatih/color v1.14.1 h1:qfhVLaG5s+nCROl1zJsZRxFeYrHLqWroPOQ8BWiNb4w=
|
||||
github.com/fatih/color v1.14.1/go.mod h1:2oHN61fhTpgcxD3TSWCgKDiH1+x4OiDVVGH8WlgGZGg=
|
||||
github.com/fsnotify/fsnotify v1.4.7/go.mod h1:jwhsz4b93w/PPRr/qN1Yymfu8t87LnFCMoQvtojpjFo=
|
||||
github.com/glebarez/go-sqlite v1.22.0 h1:uAcMJhaA6r3LHMTFgP0SifzgXg46yJkgxqyuyec+ruQ=
|
||||
github.com/glebarez/go-sqlite v1.22.0/go.mod h1:PlBIdHe0+aUEFn+r2/uthrWq4FxbzugL0L8Li6yQJbc=
|
||||
github.com/go-sql-driver/mysql v1.4.1/go.mod h1:zAC/RDZ24gD3HViQzih4MyKcchzm+sOG5ZlKdlhCg5w=
|
||||
github.com/go-sql-driver/mysql v1.7.0 h1:ueSltNNllEqE3qcWBTD0iQd3IpL/6U+mJxLkazJ7YPc=
|
||||
github.com/goccy/go-json v0.8.1 h1:4/Wjm0JIJaTDm8K1KcGrLHJoa8EsJ13YWeX+6Kfq6uI=
|
||||
github.com/goccy/go-json v0.8.1/go.mod h1:6MelG93GURQebXPDq3khkgXZkazVtN9CRI+MGFi0w8I=
|
||||
github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
|
||||
github.com/golang/protobuf v1.5.0/go.mod h1:FsONVRAS9T7sI+LIUmWTfcYkHO4aIWwzhcaSAoJOfIk=
|
||||
github.com/golang/snappy v0.0.0-20180518054509-2e65f85255db/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
|
||||
github.com/golang/snappy v0.0.4 h1:yAGX7huGHXlcLOEtBnF4w7FQwA26wojNCwOYAEhLjQM=
|
||||
github.com/golang/snappy v0.0.4/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
|
||||
github.com/google/go-cmp v0.5.5/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE=
|
||||
github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg=
|
||||
github.com/google/pprof v0.0.0-20221118152302-e6195bd50e26 h1:Xim43kblpZXfIBQsbuBVKCudVG457BR2GZFIz3uw3hQ=
|
||||
github.com/google/uuid v1.5.0 h1:1p67kYwdtXjb0gL0BPiP1Av9wiZPo5A8z2cWkTZ+eyU=
|
||||
github.com/google/uuid v1.5.0/go.mod h1:TIyPZe4MgqvfeYDBFedMoGGpEw/LqOeaOT+nhxU+yHo=
|
||||
github.com/hpcloud/tail v1.0.0 h1:nfCOvKYfkgYP8hkirhJocXT2+zOD8yUNjXaWfTlyFKI=
|
||||
github.com/hpcloud/tail v1.0.0/go.mod h1:ab1qPbhIpdTxEkNHXyeSf5vhxWSCs/tWer42PpOxQnU=
|
||||
github.com/injoyai/base v1.0.18 h1:AMB1NhPe9acvMp04sThE8Ji/SRS1/MHsx19NmSoD8LA=
|
||||
github.com/injoyai/base v1.0.18/go.mod h1:2JSv8ndJ/FmKyazfhDBewzylEbVfJV0EE/r6kOvnzwU=
|
||||
github.com/injoyai/conv v1.1.5/go.mod h1:PYoJcbqaz4eyQUovzErRFCuDSPGB4L07AvdmFsTrTew=
|
||||
@@ -19,6 +39,7 @@ github.com/injoyai/logs v1.0.9 h1:Wq7rCVIQKcPx+z+lzKQb2qyDK4TML/cgmaSZN9tx33c=
|
||||
github.com/injoyai/logs v1.0.9/go.mod h1:CLchJCGhb39Obyrci816R+KMtbxZhgPs0FuikhyixK4=
|
||||
github.com/json-iterator/go v1.1.12 h1:PV8peI4a0ysnczrg+LtxykD8LfKY9ML6u2jnxaEnrnM=
|
||||
github.com/json-iterator/go v1.1.12/go.mod h1:e30LSqwooZae/UwlEbR2852Gd8hjQvJoHmT4TnhNGBo=
|
||||
github.com/kballard/go-shellquote v0.0.0-20180428030007-95032a82bc51 h1:Z9n2FFNUXsshfwJMBgNA0RU6/i7WVaAegv3PtuIHPMs=
|
||||
github.com/kr/pretty v0.2.1 h1:Fmg33tUaq4/8ym9TJN1x7sLJnHVwhP33CNkpYV/7rwI=
|
||||
github.com/kr/pretty v0.2.1/go.mod h1:ipq/a2n7PKx3OHsz4KJII5eveXtPO4qwEXGdVfWzfnI=
|
||||
github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ=
|
||||
@@ -31,47 +52,99 @@ github.com/mattn/go-colorable v0.1.13/go.mod h1:7S9/ev0klgBDR4GtXTXX8a3vIGJpMovk
|
||||
github.com/mattn/go-isatty v0.0.12/go.mod h1:cbi8OIDigv2wuxKPP5vlRcQ1OAZbq2CE4Kysco4FUpU=
|
||||
github.com/mattn/go-isatty v0.0.14/go.mod h1:7GGIvUiUoEMVVmxf/4nioHXj79iQHKdU27kJ6hsGG94=
|
||||
github.com/mattn/go-isatty v0.0.16/go.mod h1:kYGgaQfpe5nmfYZH+SKPsOc2e4SrIfOl2e/yFXSvRLM=
|
||||
github.com/mattn/go-isatty v0.0.17 h1:BTarxUcIeDqL27Mc+vyvdWYSL28zpIhv3RoTdsLMPng=
|
||||
github.com/mattn/go-isatty v0.0.17/go.mod h1:kYGgaQfpe5nmfYZH+SKPsOc2e4SrIfOl2e/yFXSvRLM=
|
||||
github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWEY=
|
||||
github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y=
|
||||
github.com/mattn/go-sqlite3 v1.10.0/go.mod h1:FPy6KqzDD04eiIsT53CuJW3U88zkxoIYsOqkbpncsNc=
|
||||
github.com/mattn/go-sqlite3 v1.14.16 h1:yOQRA0RpS5PFz/oikGwBEqvAWhWg5ufRz4ETLjwpU1Y=
|
||||
github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
|
||||
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd h1:TRLaZ9cD/w8PVh93nsPXa1VrQ6jlwL5oN8l14QlcNfg=
|
||||
github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q=
|
||||
github.com/modern-go/reflect2 v1.0.2 h1:xBagoLtFs94CBntxluKeaWgTMpvLxC4ur3nMaC9Gz0M=
|
||||
github.com/modern-go/reflect2 v1.0.2/go.mod h1:yWuevngMOJpCy52FWWMvUC8ws7m/LJsjYzDa0/r8luk=
|
||||
github.com/onsi/ginkgo v1.6.0/go.mod h1:lLunBs/Ym6LB5Z9jYTR76FiuTmxDTDusOGeTQH+WWjE=
|
||||
github.com/onsi/ginkgo v1.7.0 h1:WSHQ+IS43OoUrWtD1/bbclrwK8TTH5hzp+umCiuxHgs=
|
||||
github.com/onsi/ginkgo v1.7.0/go.mod h1:lLunBs/Ym6LB5Z9jYTR76FiuTmxDTDusOGeTQH+WWjE=
|
||||
github.com/onsi/gomega v1.4.3 h1:RE1xgDvH7imwFD45h+u2SgIfERHlS2yNG4DObb5BSKU=
|
||||
github.com/onsi/gomega v1.4.3/go.mod h1:ex+gbHU/CVuBBDIJjb2X0qEXbFg53c61hWP/1CpauHY=
|
||||
github.com/pelletier/go-toml/v2 v2.1.1 h1:LWAJwfNvjQZCFIDKWYQaM62NcYeYViCmWIwmOStowAI=
|
||||
github.com/pelletier/go-toml/v2 v2.1.1/go.mod h1:tJU2Z3ZkXwnxa4DPO899bsyIoywizdUvyaeZurnPPDc=
|
||||
github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
|
||||
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
|
||||
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec h1:W09IVJc94icq4NjY3clb7Lk8O1qJ8BdBEF8z0ibU0rE=
|
||||
github.com/remyoudompheng/bigfft v0.0.0-20230129092748-24d4a6f8daec/go.mod h1:qqbHyh8v60DhA7CoWK5oRCqLrMHRGoxYCSS9EjAz6Eo=
|
||||
github.com/robfig/cron/v3 v3.0.1 h1:WdRxkvbJztn8LMz/QEvLN5sBU+xKpSqwwUO1Pjr4qDs=
|
||||
github.com/robfig/cron/v3 v3.0.1/go.mod h1:eQICP3HwyT7UooqI/z+Ov+PtYAWygg1TEWWzGIFLtro=
|
||||
github.com/satori/go.uuid v1.2.0 h1:0uYX9dsZ2yD7q2RtLRtPSdGDWzjeM3TbMJP9utgA0ww=
|
||||
github.com/satori/go.uuid v1.2.0/go.mod h1:dA0hQrYB0VpLJoorglMZABFdXlWrHn1NEOzdhQKdks0=
|
||||
github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
|
||||
github.com/stretchr/objx v0.4.0/go.mod h1:YvHI0jy2hoMjB+UWwv71VJQ9isScKT/TqJzVSSt89Yw=
|
||||
github.com/stretchr/objx v0.5.0/go.mod h1:Yh+to48EsGEfYuaHDzXPcE3xhTkx73EhmCGUpEOglKo=
|
||||
github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
|
||||
github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
|
||||
github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
|
||||
github.com/stretchr/testify v1.8.0/go.mod h1:yNjHg4UonilssWZ8iaSj1OCr/vHnekPRkoO+kdMU+MU=
|
||||
github.com/stretchr/testify v1.8.4/go.mod h1:sz/lmYIOXD/1dqDmKjjqLyZ2RngseejIcXlSw2iwfAo=
|
||||
github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg=
|
||||
github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
|
||||
github.com/syndtr/goleveldb v1.0.0 h1:fBdIW9lB4Iz0n9khmH8w27SJ3QEJ7+IgjPEwGSZiFdE=
|
||||
github.com/syndtr/goleveldb v1.0.0/go.mod h1:ZVVdQEZoIme9iO1Ch2Jdy24qqXrMMOU6lpPAyBWyWuQ=
|
||||
github.com/ugorji/go/codec v1.2.12/go.mod h1:UNopzCgEMSXjBc6AOMqYvWC1ktqTAfzJZUZgYf6w6lg=
|
||||
golang.org/x/mod v0.17.0 h1:zY54UmvipHiNd+pm+m0x9KhZ9hl1/7QNMyxXbc6ICqA=
|
||||
golang.org/x/net v0.0.0-20180724234803-3673e40ba225/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
|
||||
golang.org/x/net v0.0.0-20180906233101-161cd47e91fd/go.mod h1:mL1N/T3taQHkDXs73rZJwtUhF3w3ftmwwsq0BUmARs4=
|
||||
golang.org/x/net v0.27.0 h1:5K3Njcw06/l2y9vpGCSdcxWOYHOUk3dVNGDXN+FvAys=
|
||||
golang.org/x/sync v0.0.0-20180314180146-1d60e4601c6f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
|
||||
golang.org/x/sync v0.7.0 h1:YsImfSBoP9QPYL0xyKJPq0gcaJdG3rInoqxTWbfQu9M=
|
||||
golang.org/x/sys v0.0.0-20180909124046-d0be0721c37e/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
|
||||
golang.org/x/sys v0.0.0-20200116001909-b77594299b42/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
|
||||
golang.org/x/sys v0.0.0-20200223170610-d5e6a3e2c0ae/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
|
||||
golang.org/x/sys v0.0.0-20210630005230-0f9fa26af87c/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
||||
golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
||||
golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
||||
golang.org/x/sys v0.22.0 h1:RI27ohtqKCnwULzJLqkv897zojh5/DwS/ENaMzUOaWI=
|
||||
golang.org/x/sys v0.22.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
|
||||
golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
|
||||
golang.org/x/text v0.3.7/go.mod h1:u+2+/6zg+i71rQMx5EYifcz6MCKuco9NR6JIITiCfzQ=
|
||||
golang.org/x/text v0.16.0 h1:a94ExnEXNtEwYLGJSIUxnWoxoRz/ZcCsV63ROupILh4=
|
||||
golang.org/x/text v0.16.0/go.mod h1:GhwF1Be+LQoKShO3cGOHzqOgRrGaYc9AvblQOmPVHnI=
|
||||
golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
|
||||
golang.org/x/tools v0.21.1-0.20240508182429-e35e4ccd0d2d h1:vU5i/LfpvrRCpgM/VPfJLg5KjxD3E+hfT1SH+d9zLwg=
|
||||
golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0=
|
||||
google.golang.org/appengine v1.6.0/go.mod h1:xpcJRLb0r/rnEns0DIKYYv+WjYCduHsrkT7/EB5XEv4=
|
||||
google.golang.org/protobuf v1.26.0-rc.1/go.mod h1:jlhhOSvTdKEhbULTjvd4ARK9grFBp09yW+WbY/TyQbw=
|
||||
google.golang.org/protobuf v1.31.0/go.mod h1:HV8QOd/L58Z+nl8r43ehVNZIU/HEI6OcFqwMG9pJV4I=
|
||||
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
|
||||
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk=
|
||||
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q=
|
||||
gopkg.in/fsnotify.v1 v1.4.7 h1:xOHLXZwVvI9hhs+cLKq5+I5onOuwQLhQwiu63xxlHs4=
|
||||
gopkg.in/fsnotify.v1 v1.4.7/go.mod h1:Tz8NjZHkW78fSQdbUxIjBTcgA1z1m8ZHf0WmKUhAMys=
|
||||
gopkg.in/ini.v1 v1.67.0 h1:Dgnx+6+nfE+IfzjUEISNeydPJh9AXNNsWbGP9KzCsOA=
|
||||
gopkg.in/ini.v1 v1.67.0/go.mod h1:pNLf8WUiyNEtQjuu5G5vTm06TEv9tsIgeAvK8hOrP4k=
|
||||
gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7 h1:uRGJdciOHaEIrze2W8Q3AKkepLTh2hOroT7a+7czfdQ=
|
||||
gopkg.in/tomb.v1 v1.0.0-20141024135613-dd632973f1e7/go.mod h1:dt/ZhP58zS4L8KSrWDmTeBkI65Dw0HsyUHuEVlX15mw=
|
||||
gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
|
||||
gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
|
||||
gopkg.in/yaml.v2 v2.4.0 h1:D8xgwECY7CYvx+Y2n4sBz93Jn9JRvxdiyyo8CTfuKaY=
|
||||
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
|
||||
gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
|
||||
gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
|
||||
lukechampine.com/uint128 v1.3.0 h1:cDdUVfRwDUDovz610ABgFD17nXD4/uDgVHl2sC3+sbo=
|
||||
modernc.org/cc/v3 v3.41.0 h1:QoR1Sn3YWlmA1T4vLaKZfawdVtSiGx8H+cEojbC7v1Q=
|
||||
modernc.org/ccgo/v3 v3.16.15 h1:KbDR3ZAVU+wiLyMESPtbtE/Add4elztFyfsWoNTgxS0=
|
||||
modernc.org/libc v1.37.6 h1:orZH3c5wmhIQFTXF+Nt+eeauyd+ZIt2BX6ARe+kD+aw=
|
||||
modernc.org/libc v1.37.6/go.mod h1:YAXkAZ8ktnkCKaN9sw/UDeUVkGYJ/YquGO4FTi5nmHE=
|
||||
modernc.org/mathutil v1.6.0 h1:fRe9+AmYlaej+64JsEEhoWuAYBkOtQiMEU7n/XgfYi4=
|
||||
modernc.org/mathutil v1.6.0/go.mod h1:Ui5Q9q1TR2gFm0AQRqQUaBWFLAhQpCwNcuhBOSedWPo=
|
||||
modernc.org/memory v1.7.2 h1:Klh90S215mmH8c9gO98QxQFsY+W451E8AnzjoE2ee1E=
|
||||
modernc.org/memory v1.7.2/go.mod h1:NO4NVCQy0N7ln+T9ngWqOQfi7ley4vpwvARR+Hjw95E=
|
||||
modernc.org/opt v0.1.3 h1:3XOZf2yznlhC+ibLltsDGzABUGVx8J6pnFMS3E4dcq4=
|
||||
modernc.org/sqlite v1.28.0 h1:Zx+LyDDmXczNnEQdvPuEfcFVA2ZPyaD7UCZDjef3BHQ=
|
||||
modernc.org/sqlite v1.28.0/go.mod h1:Qxpazz0zH8Z1xCFyi5GSL3FzbtZ3fvbjmywNogldEW0=
|
||||
modernc.org/strutil v1.2.0 h1:agBi9dp1I+eOnxXeiZawM8F4LawKv4NzGWSaLfyeNZA=
|
||||
modernc.org/token v1.1.0 h1:Xl7Ap9dKaEs5kLoOQeQmPWevfnk/DM5qcLcYlA8ys6Y=
|
||||
xorm.io/builder v0.3.11-0.20220531020008-1bd24a7dc978 h1:bvLlAPW1ZMTWA32LuZMBEGHAUOcATZjzHcotf3SWweM=
|
||||
xorm.io/builder v0.3.11-0.20220531020008-1bd24a7dc978/go.mod h1:aUW0S9eb9VCaPohFCH3j7czOx1PMW3i1HrSzbLYGBSE=
|
||||
xorm.io/core v0.7.3 h1:W8ws1PlrnkS1CZU1YWaYLMQcQilwAmQXU0BJDJon+H0=
|
||||
xorm.io/core v0.7.3/go.mod h1:jJfd0UAEzZ4t87nbQYtVjmqpIODugN6PD2D9E+dJvdM=
|
||||
xorm.io/xorm v1.3.9 h1:TUovzS0ko+IQ1XnNLfs5dqK1cJl1H5uHpWbWqAQ04nU=
|
||||
xorm.io/xorm v1.3.9/go.mod h1:LsCCffeeYp63ssk0pKumP6l96WZcHix7ChpurcLNuMw=
|
||||
|
||||
92
manage.go
Normal file
92
manage.go
Normal file
@@ -0,0 +1,92 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
"github.com/injoyai/ios/client"
|
||||
"github.com/robfig/cron/v3"
|
||||
"path/filepath"
|
||||
"time"
|
||||
)
|
||||
|
||||
const (
|
||||
DefaultDatabaseDir = "./data/database"
|
||||
)
|
||||
|
||||
func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
|
||||
//初始化配置
|
||||
if cfg == nil {
|
||||
cfg = &ManageConfig{}
|
||||
}
|
||||
if len(cfg.Hosts) == 0 {
|
||||
cfg.Hosts = Hosts
|
||||
}
|
||||
if cfg.CodesDir == "" {
|
||||
cfg.CodesDir = DefaultDatabaseDir
|
||||
}
|
||||
if cfg.WorkdayDir == "" {
|
||||
cfg.WorkdayDir = DefaultDatabaseDir
|
||||
}
|
||||
|
||||
//代码
|
||||
DefaultCodes = &Codes{}
|
||||
codesClient, err := DialHostsRange(cfg.Hosts, op...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
codesClient.Wait.SetTimeout(time.Second * 5)
|
||||
codes, err := NewCodes(codesClient, filepath.Join(cfg.CodesDir, "codes.db"))
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
DefaultCodes = codes
|
||||
|
||||
//连接池
|
||||
p, err := NewPool(func() (*Client, error) {
|
||||
return DialHostsRange(cfg.Hosts, op...)
|
||||
}, cfg.Number)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
//工作日
|
||||
workdayClient, err := DialHostsRange(cfg.Hosts, op...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
workdayClient.Wait.SetTimeout(time.Second * 5)
|
||||
workday, err := NewWorkday(workdayClient, filepath.Join(cfg.WorkdayDir, "workday.db"))
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return &Manage{
|
||||
Pool: p,
|
||||
Config: cfg,
|
||||
Codes: codes,
|
||||
Workday: workday,
|
||||
Cron: cron.New(cron.WithSeconds()),
|
||||
}, nil
|
||||
}
|
||||
|
||||
type Manage struct {
|
||||
*Pool
|
||||
Config *ManageConfig
|
||||
Codes *Codes
|
||||
Workday *Workday
|
||||
Cron *cron.Cron
|
||||
}
|
||||
|
||||
// AddWorkdayTask 添加工作日任务
|
||||
func (this *Manage) AddWorkdayTask(spec string, f func(m *Manage)) {
|
||||
this.Cron.AddFunc(spec, func() {
|
||||
if this.Workday.TodayIs() {
|
||||
f(this)
|
||||
}
|
||||
})
|
||||
}
|
||||
|
||||
type ManageConfig struct {
|
||||
Hosts []string //服务端IP
|
||||
Number int //客户端数量
|
||||
CodesDir string //代码数据库位置
|
||||
WorkdayDir string //工作日数据库位置
|
||||
}
|
||||
76
pool.go
Normal file
76
pool.go
Normal file
@@ -0,0 +1,76 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
"errors"
|
||||
"github.com/injoyai/base/safe"
|
||||
)
|
||||
|
||||
// NewPool 简易版本的连接池
|
||||
func NewPool(dial func() (*Client, error), number int) (*Pool, error) {
|
||||
if number <= 0 {
|
||||
number = 1
|
||||
}
|
||||
ch := make(chan *Client, number)
|
||||
p := &Pool{
|
||||
ch: ch,
|
||||
Closer: safe.NewCloser().SetCloseFunc(func(err error) error {
|
||||
close(ch)
|
||||
return nil
|
||||
}),
|
||||
}
|
||||
for i := 0; i < number; i++ {
|
||||
c, err := dial()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
p.ch <- c
|
||||
}
|
||||
return p, nil
|
||||
}
|
||||
|
||||
type Pool struct {
|
||||
ch chan *Client
|
||||
*safe.Closer
|
||||
}
|
||||
|
||||
func (this *Pool) Get() (*Client, error) {
|
||||
select {
|
||||
case <-this.Done():
|
||||
return nil, this.Err()
|
||||
case c, ok := <-this.ch:
|
||||
if !ok {
|
||||
return nil, errors.New("已关闭")
|
||||
}
|
||||
return c, nil
|
||||
}
|
||||
}
|
||||
|
||||
func (this *Pool) Put(c *Client) {
|
||||
select {
|
||||
case <-this.Done():
|
||||
c.Close()
|
||||
return
|
||||
case this.ch <- c:
|
||||
}
|
||||
}
|
||||
|
||||
func (this *Pool) Do(fn func(c *Client) error) error {
|
||||
c, err := this.Get()
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
defer this.Put(c)
|
||||
return fn(c)
|
||||
}
|
||||
|
||||
func (this *Pool) Go(fn func(c *Client)) error {
|
||||
c, err := this.Get()
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
go func(c *Client) {
|
||||
defer this.Put(c)
|
||||
fn(c)
|
||||
}(c)
|
||||
return nil
|
||||
}
|
||||
@@ -1,5 +1,7 @@
|
||||
package protocol
|
||||
|
||||
import "time"
|
||||
|
||||
const (
|
||||
TypeConnect = 0x000D //建立连接
|
||||
TypeHeart = 0x0004 //心跳
|
||||
@@ -8,10 +10,16 @@ const (
|
||||
TypeQuote = 0x053E //行情信息
|
||||
TypeMinute = 0x051D //分时数据
|
||||
TypeMinuteTrade = 0x0FC5 //分时交易
|
||||
TypeHistoryMinute = 0x0FB4 //历史分时数据
|
||||
TypeHistoryMinuteTrade = 0x0FB5 //历史分时交易
|
||||
TypeKline = 0x052D //K线图
|
||||
)
|
||||
|
||||
var (
|
||||
// ExchangeEstablish 交易所成立时间
|
||||
ExchangeEstablish = time.Date(1990, 12, 19, 0, 0, 0, 0, time.Local)
|
||||
)
|
||||
|
||||
/*
|
||||
从其他地方复制
|
||||
const (
|
||||
|
||||
@@ -11,11 +11,11 @@ type CodeResp struct {
|
||||
}
|
||||
|
||||
type Code struct {
|
||||
Name string //股票名称
|
||||
Code string //股票代码
|
||||
Multiple uint16 //倍数,基本是0x64=100
|
||||
Decimal int8 //小数点,基本是2
|
||||
PreClose float64 //未知
|
||||
Name string //股票名称
|
||||
Code string //股票代码
|
||||
Multiple uint16 //倍数,基本是0x64=100
|
||||
Decimal int8 //小数点,基本是2
|
||||
LastPrice float64 //昨收价格,单位元,对个股无效,对指数有效,对其他未知
|
||||
}
|
||||
|
||||
func (this *Code) String() string {
|
||||
@@ -45,11 +45,11 @@ func (code) Decode(bs []byte) (*CodeResp, error) {
|
||||
|
||||
for i := uint16(0); i < resp.Count; i++ {
|
||||
sec := &Code{
|
||||
Code: string(bs[:6]),
|
||||
Multiple: Uint16(bs[6:8]),
|
||||
Name: string(UTF8ToGBK(bs[8:16])),
|
||||
Decimal: int8(bs[20]),
|
||||
PreClose: getVolume(Uint32(bs[21:25])),
|
||||
Code: string(bs[:6]),
|
||||
Multiple: Uint16(bs[6:8]),
|
||||
Name: string(UTF8ToGBK(bs[8:16])),
|
||||
Decimal: int8(bs[20]),
|
||||
LastPrice: getVolume(Uint32(bs[21:25])),
|
||||
}
|
||||
//logs.Debug(bs[25:29]) //26和28字节 好像是枚举(基本是44,45和34,35)
|
||||
bs = bs[29:]
|
||||
|
||||
@@ -11,6 +11,7 @@ var (
|
||||
MQuote = quote{}
|
||||
MCode = code{}
|
||||
MMinute = minute{}
|
||||
MHistoryMinute = historyMinute{}
|
||||
MMinuteTrade = minuteTrade{}
|
||||
MHistoryMinuteTrade = historyMinuteTrade{}
|
||||
MKline = kline{}
|
||||
|
||||
64
protocol/model_history_minute.go
Normal file
64
protocol/model_history_minute.go
Normal file
@@ -0,0 +1,64 @@
|
||||
package protocol
|
||||
|
||||
import (
|
||||
"errors"
|
||||
"github.com/injoyai/conv"
|
||||
"time"
|
||||
)
|
||||
|
||||
type historyMinute struct{}
|
||||
|
||||
func (this historyMinute) Frame(date, code string) (*Frame, error) {
|
||||
exchange, number, err := DecodeCode(code)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
dataBs := Bytes(conv.Uint32(date))
|
||||
dataBs = append(dataBs, exchange.Uint8())
|
||||
dataBs = append(dataBs, []byte(number)...)
|
||||
return &Frame{
|
||||
Control: Control01,
|
||||
Type: TypeHistoryMinute,
|
||||
Data: dataBs,
|
||||
}, nil
|
||||
}
|
||||
|
||||
func (this historyMinute) Decode(bs []byte) (*MinuteResp, error) {
|
||||
|
||||
if len(bs) < 6 {
|
||||
return nil, errors.New("数据长度不足")
|
||||
}
|
||||
|
||||
resp := &MinuteResp{
|
||||
Count: Uint16(bs[:2]),
|
||||
}
|
||||
|
||||
multiple := Price(1)
|
||||
if bs[5] > 0x40 {
|
||||
multiple = 10
|
||||
}
|
||||
|
||||
//2-4字节是啥?
|
||||
bs = bs[6:]
|
||||
|
||||
lastPrice := Price(0)
|
||||
t := time.Date(0, 0, 0, 9, 30, 0, 0, time.Local)
|
||||
for i := uint16(0); i < resp.Count; i++ {
|
||||
var price Price
|
||||
bs, price = GetPrice(bs)
|
||||
bs, _ = GetPrice(bs) //这个是什么
|
||||
lastPrice += price
|
||||
var number int
|
||||
bs, number = CutInt(bs)
|
||||
|
||||
if i == 120 {
|
||||
t = t.Add(time.Minute * 90)
|
||||
}
|
||||
resp.List = append(resp.List, PriceNumber{
|
||||
Time: t.Add(time.Minute * time.Duration(i+1)).Format("15:04"),
|
||||
Price: lastPrice * multiple,
|
||||
Number: number,
|
||||
})
|
||||
}
|
||||
return resp, nil
|
||||
}
|
||||
@@ -25,7 +25,7 @@ func (this *HistoryMinuteTrade) String() string {
|
||||
|
||||
// Amount 成交额
|
||||
func (this *HistoryMinuteTrade) Amount() Price {
|
||||
return this.Price * Price(this.Volume) * 100
|
||||
return this.Price * Price(this.Volume*100)
|
||||
}
|
||||
|
||||
func (this *HistoryMinuteTrade) StatusString() string {
|
||||
@@ -82,7 +82,7 @@ func (historyMinuteTrade) Decode(bs []byte, code string) (*HistoryMinuteTradeRes
|
||||
}
|
||||
var sub Price
|
||||
bs, sub = GetPrice(bs[2:])
|
||||
lastPrice += sub
|
||||
lastPrice += sub * 10 //把分转成厘
|
||||
mt.Price = lastPrice / basePrice(number)
|
||||
bs, mt.Volume = CutInt(bs)
|
||||
bs, mt.Status = CutInt(bs)
|
||||
|
||||
@@ -4,6 +4,7 @@ import (
|
||||
"errors"
|
||||
"fmt"
|
||||
"github.com/injoyai/base/g"
|
||||
"github.com/injoyai/conv"
|
||||
"time"
|
||||
)
|
||||
|
||||
@@ -37,22 +38,25 @@ type KlineResp struct {
|
||||
}
|
||||
|
||||
type Kline struct {
|
||||
Last Price //昨日收盘价,这个是列表的上一条数据的收盘价,如果没有上条数据,那么这个值为0
|
||||
Open Price //开盘价
|
||||
High Price //最高价
|
||||
Low Price //最低价
|
||||
Close Price //收盘价,如果是当天,则是最新价/实时价
|
||||
Volume int64 //成交量
|
||||
Amount Price //成交额
|
||||
Time time.Time //时间
|
||||
Last Price //昨日收盘价,这个是列表的上一条数据的收盘价,如果没有上条数据,那么这个值为0
|
||||
Open Price //开盘价
|
||||
High Price //最高价
|
||||
Low Price //最低价
|
||||
Close Price //收盘价,如果是当天,则是最新价/实时价
|
||||
Volume int64 //成交量
|
||||
Amount Price //成交额
|
||||
Time time.Time //时间
|
||||
UpCount int //上涨数量,指数有效
|
||||
DownCount int //下跌数量,指数有效
|
||||
}
|
||||
|
||||
func (this *Kline) String() string {
|
||||
return fmt.Sprintf("%s 昨收盘:%s 开盘价:%s 最高价:%s 最低价:%s 收盘价:%s 涨跌:%s 涨跌幅:%0.2f 成交量:%s 成交额:%s",
|
||||
return fmt.Sprintf("%s 昨收盘:%.3f 开盘价:%.3f 最高价:%.3f 最低价:%.3f 收盘价:%.3f 涨跌:%s 涨跌幅:%0.2f 成交量:%s 成交额:%s 涨跌数: %d/%d",
|
||||
this.Time.Format("2006-01-02 15:04:05"),
|
||||
this.Last, this.Open, this.High, this.Low, this.Close,
|
||||
this.Last.Float64(), this.Open.Float64(), this.High.Float64(), this.Low.Float64(), this.Close.Float64(),
|
||||
this.RisePrice(), this.RiseRate(),
|
||||
Int64UnitString(this.Volume), FloatUnitString(this.Amount.Float64()),
|
||||
this.UpCount, this.DownCount,
|
||||
)
|
||||
}
|
||||
|
||||
@@ -103,7 +107,7 @@ func (kline) Frame(Type uint8, code string, start, count uint16) (*Frame, error)
|
||||
}, nil
|
||||
}
|
||||
|
||||
func (kline) Decode(bs []byte, Type uint8) (*KlineResp, error) {
|
||||
func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
|
||||
|
||||
if len(bs) < 2 {
|
||||
return nil, errors.New("数据长度不足")
|
||||
@@ -112,13 +116,12 @@ func (kline) Decode(bs []byte, Type uint8) (*KlineResp, error) {
|
||||
resp := &KlineResp{
|
||||
Count: Uint16(bs[:2]),
|
||||
}
|
||||
|
||||
bs = bs[2:]
|
||||
|
||||
var last Price //上条数据(昨天)的收盘价
|
||||
for i := uint16(0); i < resp.Count; i++ {
|
||||
k := &Kline{
|
||||
Time: GetTime([4]byte(bs[:4]), Type),
|
||||
Time: GetTime([4]byte(bs[:4]), c.Type),
|
||||
}
|
||||
|
||||
var open Price
|
||||
@@ -130,11 +133,11 @@ func (kline) Decode(bs []byte, Type uint8) (*KlineResp, error) {
|
||||
var low Price
|
||||
bs, low = GetPrice(bs)
|
||||
|
||||
k.Last = last / 10
|
||||
k.Open = (open + last) / 10
|
||||
k.Close = (last + open + _close) / 10
|
||||
k.High = (open + last + high) / 10
|
||||
k.Low = (open + last + low) / 10
|
||||
k.Last = last
|
||||
k.Open = open + last
|
||||
k.Close = last + open + _close
|
||||
k.High = open + last + high
|
||||
k.Low = open + last + low
|
||||
last = last + open + _close
|
||||
|
||||
/*
|
||||
@@ -152,15 +155,30 @@ func (kline) Decode(bs []byte, Type uint8) (*KlineResp, error) {
|
||||
|
||||
*/
|
||||
k.Volume = int64(getVolume(Uint32(bs[:4])))
|
||||
switch Type {
|
||||
bs = bs[4:]
|
||||
switch c.Type {
|
||||
case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKlineHour, TypeKlineDay2:
|
||||
k.Volume /= 100
|
||||
}
|
||||
k.Amount = Price(getVolume(Uint32(bs[4:8])) * 100) //从元转为分,并去除多余的小数
|
||||
k.Amount = Price(getVolume(Uint32(bs[:4])) * 1000) //从元转为厘,并去除多余的小数
|
||||
bs = bs[4:]
|
||||
|
||||
switch c.Kind {
|
||||
case KindIndex:
|
||||
//指数和股票的差别,指数多解析4字节,并处理成交量*100
|
||||
k.Volume *= 100
|
||||
k.UpCount = conv.Int([]byte{bs[1], bs[0]})
|
||||
k.DownCount = conv.Int([]byte{bs[3], bs[2]})
|
||||
bs = bs[4:]
|
||||
}
|
||||
|
||||
bs = bs[8:]
|
||||
resp.List = append(resp.List, k)
|
||||
}
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
type KlineCache struct {
|
||||
Type uint8 //1分钟,5分钟,日线等
|
||||
Kind string //指数,个股等
|
||||
}
|
||||
|
||||
@@ -2,6 +2,8 @@ package protocol
|
||||
|
||||
import (
|
||||
"errors"
|
||||
"fmt"
|
||||
"time"
|
||||
)
|
||||
|
||||
type MinuteResp struct {
|
||||
@@ -10,10 +12,15 @@ type MinuteResp struct {
|
||||
}
|
||||
|
||||
type PriceNumber struct {
|
||||
Time string
|
||||
Price Price
|
||||
Number int
|
||||
}
|
||||
|
||||
func (this PriceNumber) String() string {
|
||||
return fmt.Sprintf("%s \t%-6s \t%-6d(手)", this.Time, this.Price, this.Number)
|
||||
}
|
||||
|
||||
type minute struct{}
|
||||
|
||||
func (this *minute) Frame(code string) (*Frame, error) {
|
||||
@@ -43,12 +50,17 @@ func (this *minute) Decode(bs []byte) (*MinuteResp, error) {
|
||||
bs = bs[6:]
|
||||
price := Price(0)
|
||||
|
||||
t := time.Date(0, 0, 0, 9, 0, 0, 0, time.Local)
|
||||
for i := uint16(0); i < resp.Count; i++ {
|
||||
bs, price = GetPrice(bs)
|
||||
bs, _ = CutInt(bs) //这个是什么
|
||||
var number int
|
||||
bs, number = CutInt(bs)
|
||||
if i == 120 {
|
||||
t = t.Add(time.Hour * 2)
|
||||
}
|
||||
resp.List = append(resp.List, PriceNumber{
|
||||
Time: t.Add(time.Minute * time.Duration(i)).Format("15:04"),
|
||||
Price: price,
|
||||
Number: number,
|
||||
})
|
||||
|
||||
@@ -15,7 +15,7 @@ type MinuteTrade struct {
|
||||
Time string //时间
|
||||
Price Price //价格
|
||||
Volume int //成交量
|
||||
Number int //单数,历史数据改字段无效
|
||||
Number int //单数,历史数据该字段无效
|
||||
Status int //0是买,1是卖,2无效(汇总出现)
|
||||
}
|
||||
|
||||
@@ -103,7 +103,7 @@ func (minuteTrade) Decode(bs []byte, code string) (*MinuteTradeResp, error) {
|
||||
}
|
||||
var sub Price
|
||||
bs, sub = GetPrice(bs[2:])
|
||||
lastPrice += sub
|
||||
lastPrice += sub * 10 //把分转换成厘
|
||||
mt.Price = lastPrice / basePrice(code)
|
||||
bs, mt.Volume = CutInt(bs)
|
||||
bs, mt.Number = CutInt(bs)
|
||||
|
||||
@@ -30,7 +30,7 @@ type Quote struct {
|
||||
OuterDisc int // 外盘(东财的盘口-外盘)(和东财对不上)
|
||||
|
||||
ReversedBytes2 int // 保留,未知
|
||||
ReversedBytes3 int // 保留,未知
|
||||
ReversedBytes3 int // 保留,未知,基金的昨收净值?
|
||||
BuyLevel PriceLevels // 5档买盘(买1-5)
|
||||
SellLevel PriceLevels // 5档卖盘(卖1-5)
|
||||
|
||||
|
||||
@@ -60,3 +60,8 @@ const (
|
||||
TypeKlineQuarter uint8 = 10 // 季K 线
|
||||
TypeKlineYear uint8 = 11 // 年K 线
|
||||
)
|
||||
|
||||
const (
|
||||
KindIndex = "index"
|
||||
KindStock = "stock"
|
||||
)
|
||||
|
||||
@@ -4,11 +4,11 @@ import (
|
||||
"fmt"
|
||||
)
|
||||
|
||||
// Price 价格,单位分,分时成交的总金额可能会超出范围,后续改成int64
|
||||
// Price 价格,单位厘
|
||||
type Price int64
|
||||
|
||||
func (this Price) Float64() float64 {
|
||||
return float64(this) / 100
|
||||
return float64(this) / 1000
|
||||
}
|
||||
|
||||
func (this Price) Int64() int64 {
|
||||
@@ -17,7 +17,6 @@ func (this Price) Int64() int64 {
|
||||
|
||||
func (this Price) String() string {
|
||||
return fmt.Sprintf("%s元", FloatUnitString(this.Float64()))
|
||||
return fmt.Sprintf("%0.2f元", this.Float64())
|
||||
}
|
||||
|
||||
type PriceLevel struct {
|
||||
|
||||
@@ -50,6 +50,7 @@ func UTF8ToGBK(text []byte) []byte {
|
||||
}
|
||||
|
||||
func DecodeCode(code string) (Exchange, string, error) {
|
||||
code = AddPrefix(code)
|
||||
if len(code) != 8 {
|
||||
return 0, "", fmt.Errorf("股票代码长度错误,例如:SZ000001")
|
||||
}
|
||||
@@ -194,3 +195,36 @@ func getVolume(val uint32) (volume float64) {
|
||||
volume = dbl_xmm6 + dbl_xmm4 + dbl_xmm3 + dbl_xmm1
|
||||
return
|
||||
}
|
||||
|
||||
// IsStock 是否是股票,示例sz000001
|
||||
func IsStock(code string) bool {
|
||||
if len(code) != 8 {
|
||||
return false
|
||||
}
|
||||
code = strings.ToLower(code)
|
||||
switch {
|
||||
case code[0:2] == ExchangeSH.String() &&
|
||||
(code[2:3] == "6"):
|
||||
return true
|
||||
|
||||
case code[0:2] == ExchangeSZ.String() &&
|
||||
(code[2:3] == "0" || code[2:4] == "30"):
|
||||
return true
|
||||
}
|
||||
return false
|
||||
}
|
||||
|
||||
// AddPrefix 添加股票代码前缀,针对股票生效,例如000001,会增加前缀sz000001(平安银行),而不是sh000001(上证指数)
|
||||
func AddPrefix(code string) string {
|
||||
if len(code) == 6 {
|
||||
switch {
|
||||
case code[:1] == "6":
|
||||
code = ExchangeSH.String() + code
|
||||
case code[:1] == "0":
|
||||
code = ExchangeSZ.String() + code
|
||||
case code[:2] == "30":
|
||||
code = ExchangeSZ.String() + code
|
||||
}
|
||||
}
|
||||
return code
|
||||
}
|
||||
|
||||
140
workday.go
Normal file
140
workday.go
Normal file
@@ -0,0 +1,140 @@
|
||||
package tdx
|
||||
|
||||
import (
|
||||
_ "github.com/glebarez/go-sqlite"
|
||||
"github.com/injoyai/base/maps"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/robfig/cron/v3"
|
||||
"os"
|
||||
"path/filepath"
|
||||
"time"
|
||||
"xorm.io/core"
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
func NewWorkday(c *Client, filename string) (*Workday, error) {
|
||||
|
||||
//如果文件夹不存在就创建
|
||||
dir, _ := filepath.Split(filename)
|
||||
_ = os.MkdirAll(dir, 0777)
|
||||
|
||||
//连接数据库
|
||||
db, err := xorm.NewEngine("sqlite", filename)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
db.SetMapper(core.SameMapper{})
|
||||
db.DB().SetMaxOpenConns(1)
|
||||
if err := db.Sync2(new(WorkdayModel)); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
w := &Workday{
|
||||
Client: c,
|
||||
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 {
|
||||
return
|
||||
}
|
||||
logs.Err(err)
|
||||
<-time.After(time.Minute * 5)
|
||||
}
|
||||
})
|
||||
task.Start()
|
||||
|
||||
return w, w.Update()
|
||||
}
|
||||
|
||||
type Workday struct {
|
||||
*Client
|
||||
db *xorm.Engine
|
||||
cache maps.Bit
|
||||
}
|
||||
|
||||
// Update 更新
|
||||
func (this *Workday) Update() error {
|
||||
//获取沪市指数的日K线,用作历史是否节假日的判断依据
|
||||
//判断日K线是否拉取过
|
||||
|
||||
//获取全部工作日
|
||||
all := []*WorkdayModel(nil)
|
||||
if err := this.db.Find(&all); err != nil {
|
||||
return err
|
||||
}
|
||||
var lastWorkday = &WorkdayModel{}
|
||||
if len(all) > 0 {
|
||||
lastWorkday = all[len(all)-1]
|
||||
}
|
||||
for _, v := range all {
|
||||
this.cache.Set(uint64(v.Unix), true)
|
||||
}
|
||||
|
||||
now := time.Now()
|
||||
if lastWorkday == nil || lastWorkday.Unix < IntegerDay(now).Unix() {
|
||||
resp, err := this.Client.GetKlineDayAll("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)
|
||||
}
|
||||
}
|
||||
return nil
|
||||
})
|
||||
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// Is 是否是工作日
|
||||
func (this *Workday) Is(t time.Time) bool {
|
||||
return this.cache.Get(uint64(IntegerDay(t).Add(time.Hour * 15).Unix()))
|
||||
}
|
||||
|
||||
// TodayIs 今天是否是工作日
|
||||
func (this *Workday) TodayIs() bool {
|
||||
return this.Is(time.Now())
|
||||
}
|
||||
|
||||
// RangeDesc 倒序遍历工作日,从今天-1990年12月19日(上海交易所成立时间)
|
||||
func (this *Workday) RangeDesc(f func(t time.Time) bool) {
|
||||
t := IntegerDay(time.Now())
|
||||
for ; t.After(time.Date(1990, 12, 18, 0, 0, 0, 0, time.Local)); t = t.Add(-time.Hour * 24) {
|
||||
if this.Is(t) {
|
||||
if !f(t) {
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// WorkdayModel 工作日
|
||||
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 {
|
||||
return "workday"
|
||||
}
|
||||
|
||||
func IntegerDay(t time.Time) time.Time {
|
||||
year, month, day := t.Date()
|
||||
return time.Date(year, month, day, 0, 0, 0, 0, t.Location())
|
||||
}
|
||||
Reference in New Issue
Block a user