mirror of
https://github.com/injoyai/tdx.git
synced 2025-11-26 21:25:35 +08:00
Compare commits
5 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
fa98199dae | ||
|
|
29882ea5c0 | ||
|
|
37eb34beaa | ||
|
|
7bf4839310 | ||
|
|
cbf56d936d |
35
client.go
35
client.go
@@ -422,7 +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)
|
||||
@@ -439,13 +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 {
|
||||
|
||||
152
codes.go
152
codes.go
@@ -23,10 +23,28 @@ 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{})
|
||||
if err := db.Sync2(new(CodeModel)); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if err := db.Sync2(new(UpdateModel)); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
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")
|
||||
@@ -51,6 +69,11 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return NewCodes(c, db)
|
||||
}
|
||||
|
||||
func NewCodes(c *Client, db *xorm.Engine) (*Codes, error) {
|
||||
|
||||
update := new(UpdateModel)
|
||||
{ //查询或者插入一条数据
|
||||
has, err := db.Get(update)
|
||||
@@ -72,7 +95,8 @@ 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)
|
||||
@@ -103,6 +127,83 @@ func NewCodes(c *Client, filenames ...string) (*Codes, error) {
|
||||
return cc, cc.Update(true)
|
||||
}
|
||||
|
||||
//func NewCodes(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")
|
||||
// filename := conv.Default(defaultFilename, filenames...)
|
||||
// filename = conv.Select(filename == "", defaultFilename, filename)
|
||||
//
|
||||
// //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("10 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
|
||||
@@ -155,53 +256,8 @@ 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 {
|
||||
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
|
||||
|
||||
@@ -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 {
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -9,7 +9,7 @@ import (
|
||||
func main() {
|
||||
common.Test(func(c *tdx.Client) {
|
||||
|
||||
resp, err := c.GetHistoryTradeAll("20251010", "sz000001")
|
||||
resp, err := c.GetHistoryTradeDay("20251010", "sz000001")
|
||||
logs.PanicErr(err)
|
||||
|
||||
ks := resp.List.Klines()
|
||||
|
||||
@@ -9,10 +9,10 @@ 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()
|
||||
|
||||
@@ -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 {
|
||||
|
||||
@@ -33,13 +33,13 @@ 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
|
||||
}
|
||||
|
||||
@@ -257,12 +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:
|
||||
@@ -270,34 +274,87 @@ func (this Klines) Kline() *Kline {
|
||||
k.High = v.High
|
||||
k.Low = v.Low
|
||||
k.Close = v.Close
|
||||
case len(this) - 1:
|
||||
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.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
|
||||
// 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())
|
||||
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 {
|
||||
ks = append(ks, this[i:i+n].Kline())
|
||||
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
|
||||
//}
|
||||
|
||||
@@ -262,7 +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 {
|
||||
|
||||
69
workday.go
69
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, filenames ...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{})
|
||||
if err := db.Sync2(new(WorkdayModel)); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return NewWorkday(c, db)
|
||||
}
|
||||
|
||||
func NewWorkdaySqlite(c *Client, filenames ...string) (*Workday, error) {
|
||||
|
||||
defaultFilename := filepath.Join(DefaultDatabaseDir, "workday.db")
|
||||
filename := conv.Default(defaultFilename, filenames...)
|
||||
@@ -35,17 +51,21 @@ func NewWorkday(c *Client, filenames ...string) (*Workday, error) {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return NewWorkday(c, db)
|
||||
}
|
||||
|
||||
func NewWorkday(c *Client, db *xorm.Engine) (*Workday, error) {
|
||||
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 {
|
||||
err := w.Update()
|
||||
if err == nil {
|
||||
return
|
||||
}
|
||||
logs.Err(err)
|
||||
@@ -53,10 +73,51 @@ func NewWorkday(c *Client, filenames ...string) (*Workday, error) {
|
||||
}
|
||||
})
|
||||
task.Start()
|
||||
|
||||
return w, w.Update()
|
||||
}
|
||||
|
||||
//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)
|
||||
// _ = 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
|
||||
|
||||
Reference in New Issue
Block a user