把集合竞价从931剥离出来到930

client.go

@@ -181,6 +181,11 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
 
 }
 
+// SetTimeout 设置超时时间
+func (this *Client) SetTimeout(t time.Duration) {
+	this.Wait.SetTimeout(t)
+}
+
 // SendFrame 发送数据,并等待响应
 func (this *Client) SendFrame(f *protocol.Frame, cache ...any) (any, error) {
 	f.MsgID = atomic.AddUint32(&this.msgID, 1)

extend/codes-bj.go

@@ -4,6 +4,14 @@ import (
 	"github.com/injoyai/tdx"
 )
 
-func GetBjCodes() ([]*tdx.BjCode, error) {
-	return tdx.GetBjCodes()
+func GetBjCodes() ([]string, error) {
+	cs, err := tdx.GetBjCodes()
+	if err != nil {
+		return nil, err
+	}
+	ls := []string(nil)
+	for _, v := range cs {
+		ls = append(ls, "bj"+v.Code)
+	}
+	return ls, nil
 }

protocol/model_trade.go

@@ -183,6 +183,7 @@ func (this Trades) Kline(t time.Time, last Price) *Kline {
 
 // kline1 生成一分钟k线,一天
 func (this Trades) klinesForDay(date time.Time) Klines {
+	_929 := 569  //9:29 的分钟,为了兼容性强,把9:25算9:29
 	_930 := 570  //9:30 的分钟
 	_1130 := 690 //11:30 的分钟
 	_1300 := 780 //13:00 的分钟
@@ -190,7 +191,7 @@ func (this Trades) klinesForDay(date time.Time) Klines {
 	keys := []int(nil)
 	//早上
 	m := map[int]Trades{}
-	for i := 1; i <= 120; i++ {
+	for i := 0; i <= 120; i++ {
 		keys = append(keys, _930+i)
 		m[_930+i] = []*Trade{}
 	}
@@ -210,7 +211,7 @@ func (this Trades) klinesForDay(date time.Time) Klines {
 	//分组,按
 	for _, v := range this {
 		ms := minutes(v.Time)
-		t := conv.Select(ms <= _930, _930, ms)
+		t := conv.Select(ms < _929, _929, ms)
 		t++
 		t = conv.Select(t > _1130 && t <= _1300, _1130, t)
 		t = conv.Select(t > _1500, _1500, t)