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16 Commits
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5654065954 | ||
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456a0af9a5 |
28
client.go
28
client.go
@@ -181,6 +181,11 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
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}
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// SetTimeout 设置超时时间
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func (this *Client) SetTimeout(t time.Duration) {
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this.Wait.SetTimeout(t)
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}
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// SendFrame 发送数据,并等待响应
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func (this *Client) SendFrame(f *protocol.Frame, cache ...any) (any, error) {
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f.MsgID = atomic.AddUint32(&this.msgID, 1)
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@@ -440,7 +445,12 @@ func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16
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}
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// GetHistoryTradeFull 获取上市至今的分时成交
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func (this *Client) GetHistoryTradeFull(code string) (protocol.Trades, error) {
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func (this *Client) GetHistoryTradeFull(code string, w *Workday) (protocol.Trades, error) {
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return this.GetHistoryTradeBefore(code, w, time.Now())
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}
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// GetHistoryTradeBefore 获取上市至今的分时成交
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func (this *Client) GetHistoryTradeBefore(code string, w *Workday, before time.Time) (protocol.Trades, error) {
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ls := protocol.Trades(nil)
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resp, err := this.GetKlineMonthAll(code)
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if err != nil {
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@@ -451,14 +461,20 @@ func (this *Client) GetHistoryTradeFull(code string) (protocol.Trades, error) {
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}
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start := time.Date(resp.List[0].Time.Year(), resp.List[0].Time.Month(), 1, 0, 0, 0, 0, resp.List[0].Time.Location())
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var res *protocol.TradeResp
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for ; start.Before(time.Now()); start = start.Add(time.Hour * 24) {
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res, err = this.GetHistoryTradeDay(start.Format("20060102"), code)
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w.Range(start, before, func(t time.Time) bool {
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for i := 0; i < 3; i++ {
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res, err = this.GetHistoryTradeDay(t.Format("20060102"), code)
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if err == nil {
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break
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}
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}
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if err != nil {
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return nil, err
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return false
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}
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ls = append(ls, res.List...)
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}
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return ls, nil
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return true
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})
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return ls, err
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}
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// 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
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129
codes.go
129
codes.go
@@ -71,7 +71,7 @@ func NewCodes(c *Client, db *xorm.Engine) (*Codes, error) {
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update := new(UpdateModel)
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{ //查询或者插入一条数据
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has, err := db.Where("Key=?", "codes").Get(update)
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has, err := db.Where("`Key`=?", "codes").Get(update)
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if err != nil {
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return nil, err
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} else if !has {
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@@ -123,83 +123,6 @@ func NewCodes(c *Client, db *xorm.Engine) (*Codes, error) {
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return cc, cc.Update(true)
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}
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//func NewCodes(c *Client, filenames ...string) (*Codes, error) {
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//
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// //如果没有指定文件名,则使用默认
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// defaultFilename := filepath.Join(DefaultDatabaseDir, "codes.db")
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// filename := conv.Default(defaultFilename, filenames...)
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// filename = conv.Select(filename == "", defaultFilename, filename)
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//
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// //如果文件夹不存在就创建
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// dir, _ := filepath.Split(filename)
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// _ = os.MkdirAll(dir, 0777)
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//
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// //连接数据库
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// db, err := xorm.NewEngine("sqlite", filename)
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// if err != nil {
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// return nil, err
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// }
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// db.SetMapper(core.SameMapper{})
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// db.DB().SetMaxOpenConns(1)
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// if err := db.Sync2(new(CodeModel)); err != nil {
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// return nil, err
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// }
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// if err := db.Sync2(new(UpdateModel)); err != nil {
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// return nil, err
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// }
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//
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// update := new(UpdateModel)
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// { //查询或者插入一条数据
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// has, err := db.Get(update)
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// if err != nil {
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// return nil, err
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// } else if !has {
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// if _, err := db.Insert(update); err != nil {
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// return nil, err
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// }
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// }
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// }
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//
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// cc := &Codes{
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// Client: c,
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// db: db,
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// }
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//
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// { //设置定时器,每天早上9点更新数据
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// task := cron.New(cron.WithSeconds())
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// task.AddFunc("10 0 9 * * *", func() {
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// for i := 0; i < 3; i++ {
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// if err := cc.Update(); err == nil {
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// return
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// }
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// logs.Err(err)
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// <-time.After(time.Minute * 5)
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// }
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// })
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// task.Start()
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// }
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//
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// { //判断是否更新过,更新过则不更新
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// now := time.Now()
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// node := time.Date(now.Year(), now.Month(), now.Day(), 9, 0, 0, 0, time.Local)
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// updateTime := time.Unix(update.Time, 0)
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// if now.Sub(node) > 0 {
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// //当前时间在9点之后,且更新时间在9点之前,需要更新
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// if updateTime.Sub(node) < 0 {
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// return cc, cc.Update()
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// }
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// } else {
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// //当前时间在9点之前,且更新时间在上个节点之前
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// if updateTime.Sub(node.Add(time.Hour*24)) < 0 {
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// return cc, cc.Update()
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// }
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// }
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// }
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//
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// //从缓存中加载
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// return cc, cc.Update(true)
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//}
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type Codes struct {
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*Client //客户端
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db *xorm.Engine //数据库实例
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@@ -272,7 +195,7 @@ func (this *Codes) Update(byDB ...bool) error {
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this.list = codes
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this.exchanges = exchanges
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//更新时间
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_, err = this.db.Where("Key=?", "codes").Update(&UpdateModel{Time: time.Now().Unix()})
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_, err = this.db.Where("`Key`=?", "codes").Update(&UpdateModel{Time: time.Now().Unix()})
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return err
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}
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@@ -335,26 +258,48 @@ func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
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}
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}
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//4. 插入或者更新数据库
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err := NewSessionFunc(this.db, func(session *xorm.Session) error {
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for _, v := range insert {
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if _, err := session.Insert(v); err != nil {
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return err
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switch this.db.Dialect().URI().DBType {
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case "mysql":
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// 1️⃣ 清空
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if _, err := this.db.Exec("TRUNCATE TABLE codes"); err != nil {
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return nil, err
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}
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data := append(insert, update...)
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// 2️⃣ 直接批量插入
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batchSize := 3000 // 8000(2m16s) 5000(43s) 3000(11s) 1000(59s)
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for i := 0; i < len(data); i += batchSize {
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end := i + batchSize
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if end > len(data) {
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end = len(data)
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}
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slice := conv.Array(data[i:end])
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if _, err := this.db.Insert(slice); err != nil {
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return nil, err
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}
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}
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for _, v := range update {
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if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
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return err
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case "sqlite3":
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//4. 插入或者更新数据库
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err := NewSessionFunc(this.db, func(session *xorm.Session) error {
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for _, v := range insert {
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if _, err := session.Insert(v); err != nil {
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return err
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}
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}
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for _, v := range update {
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if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
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return err
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}
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}
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return nil
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})
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if err != nil {
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return nil, err
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||||
}
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return nil
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})
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if err != nil {
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return nil, err
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}
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return list, nil
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}
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type UpdateModel struct {
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17
example/ManageMysql/main.go
Normal file
17
example/ManageMysql/main.go
Normal file
@@ -0,0 +1,17 @@
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package main
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import (
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"github.com/injoyai/logs"
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"github.com/injoyai/tdx"
|
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)
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func main() {
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_, err := tdx.NewManageMysql(&tdx.ManageConfig{
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Number: 2,
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CodesFilename: "root:root@tcp(192.168.1.105:3306)/stock?charset=utf8mb4&parseTime=True&loc=Local",
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WorkdayFileName: "root:root@tcp(192.168.1.105:3306)/stock?charset=utf8mb4&parseTime=True&loc=Local",
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Dial: nil,
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})
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logs.PanicErr(err)
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logs.Debug("done")
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}
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@@ -4,6 +4,14 @@ import (
|
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"github.com/injoyai/tdx"
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)
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func GetBjCodes() ([]*tdx.BjCode, error) {
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return tdx.GetBjCodes()
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func GetBjCodes() ([]string, error) {
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cs, err := tdx.GetBjCodes()
|
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if err != nil {
|
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return nil, err
|
||||
}
|
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ls := []string(nil)
|
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for _, v := range cs {
|
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ls = append(ls, "bj"+v.Code)
|
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}
|
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return ls, nil
|
||||
}
|
||||
|
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@@ -293,6 +293,7 @@ func (this Klines) Merge(n int) Klines {
|
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if n <= 1 {
|
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return this
|
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}
|
||||
|
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ks := Klines(nil)
|
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ls := Klines(nil)
|
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for i := 0; ; i++ {
|
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|
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@@ -210,7 +210,7 @@ func (this Trades) klinesForDay(date time.Time) Klines {
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//分组,按
|
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for _, v := range this {
|
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ms := minutes(v.Time)
|
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t := conv.Select(ms <= _930, _930, ms)
|
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t := conv.Select(ms < _930, _930, ms)
|
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t++
|
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t = conv.Select(t > _1130 && t <= _1300, _1130, t)
|
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t = conv.Select(t > _1500, _1500, t)
|
||||
|
||||
@@ -135,10 +135,10 @@ func basePrice(code string) Price {
|
||||
return 1
|
||||
}
|
||||
switch code[:2] {
|
||||
case "60", "30", "68", "00", "92", "43":
|
||||
case "60", "30", "68", "00", "92", "43", "39":
|
||||
return 1
|
||||
default:
|
||||
return 10
|
||||
return 1
|
||||
}
|
||||
}
|
||||
|
||||
@@ -281,11 +281,11 @@ func IsETF(code string) bool {
|
||||
code = strings.ToLower(code)
|
||||
switch {
|
||||
case code[0:2] == ExchangeSH.String() &&
|
||||
(code[2:5] == "510" || code[2:5] == "511" || code[2:5] == "512" || code[2:5] == "513" || code[2:5] == "515"):
|
||||
(code[2:4] == "51" || code[2:4] == "56" || code[2:4] == "58"):
|
||||
return true
|
||||
|
||||
case code[0:2] == ExchangeSZ.String() &&
|
||||
(code[2:5] == "159"):
|
||||
(code[2:4] == "15" || code[2:4] == "16"):
|
||||
return true
|
||||
}
|
||||
return false
|
||||
|
||||
83
workday.go
83
workday.go
@@ -6,6 +6,7 @@ import (
|
||||
_ "github.com/go-sql-driver/mysql"
|
||||
"github.com/injoyai/base/maps"
|
||||
"github.com/injoyai/conv"
|
||||
"github.com/injoyai/ios/client"
|
||||
"github.com/injoyai/logs"
|
||||
"github.com/injoyai/tdx/protocol"
|
||||
"github.com/robfig/cron/v3"
|
||||
@@ -16,6 +17,14 @@ import (
|
||||
"xorm.io/xorm"
|
||||
)
|
||||
|
||||
func DialWorkday(op ...client.Option) (*Workday, error) {
|
||||
c, err := DialDefault(op...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return NewWorkdaySqlite(c)
|
||||
}
|
||||
|
||||
func NewWorkdayMysql(c *Client, dsn string) (*Workday, error) {
|
||||
|
||||
//连接数据库
|
||||
@@ -74,48 +83,6 @@ func NewWorkday(c *Client, db *xorm.Engine) (*Workday, error) {
|
||||
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
|
||||
@@ -146,27 +113,30 @@ func (this *Workday) Update() error {
|
||||
}
|
||||
|
||||
now := time.Now()
|
||||
if lastWorkday == nil || lastWorkday.Unix < IntegerDay(now).Unix() {
|
||||
if lastWorkday.Unix < IntegerDay(now).Unix() {
|
||||
resp, err := this.Client.GetIndexDayAll("sh000001")
|
||||
if err != nil {
|
||||
logs.Err(err)
|
||||
return err
|
||||
}
|
||||
|
||||
return NewSessionFunc(this.db, func(session *xorm.Session) error {
|
||||
for _, v := range resp.List {
|
||||
if unix := v.Time.Unix(); unix > lastWorkday.Unix {
|
||||
_, err = session.Insert(&WorkdayModel{Unix: unix, Date: v.Time.Format("20060102"), Is: true})
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
this.cache.Set(uint64(unix), true)
|
||||
}
|
||||
inserts := []any(nil)
|
||||
for _, v := range resp.List {
|
||||
if unix := v.Time.Unix(); unix > lastWorkday.Unix {
|
||||
inserts = append(inserts, &WorkdayModel{Unix: unix, Date: v.Time.Format("20060102")})
|
||||
this.cache.Set(uint64(unix), true)
|
||||
}
|
||||
}
|
||||
|
||||
if len(inserts) == 0 {
|
||||
return nil
|
||||
})
|
||||
}
|
||||
|
||||
_, err = this.db.Insert(inserts)
|
||||
return err
|
||||
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
@@ -189,11 +159,11 @@ func (this *Workday) RangeYear(year int, f func(t time.Time) bool) {
|
||||
)
|
||||
}
|
||||
|
||||
// Range 遍历指定范围的工作日
|
||||
// Range 遍历指定范围的工作日,推荐start带上时间15:00,这样当天小于15点不会触发
|
||||
func (this *Workday) Range(start, end time.Time, f func(t time.Time) bool) {
|
||||
start = conv.Select(start.Before(protocol.ExchangeEstablish), protocol.ExchangeEstablish, start)
|
||||
now := IntegerDay(time.Now())
|
||||
end = conv.Select(end.After(now), now, end).Add(1)
|
||||
//now := IntegerDay(time.Now())
|
||||
//end = conv.Select(end.After(now), now, end).Add(1)
|
||||
for ; start.Before(end); start = start.Add(time.Hour * 24) {
|
||||
if this.Is(start) {
|
||||
if !f(start) {
|
||||
@@ -220,7 +190,6 @@ type WorkdayModel struct {
|
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ID int64 `json:"id"` //主键
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Unix int64 `json:"unix"` //时间戳
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Date string `json:"date"` //日期
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Is bool `json:"is"` //是否是工作日
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}
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func (this *WorkdayModel) TableName() string {
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