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43 Commits

Author SHA1 Message Date
injoyai
80d6d6dfc5 优化 2025-03-20 13:37:34 +08:00
injoyai
a27461740a Merge remote-tracking branch 'origin/master' 2025-03-20 13:19:05 +08:00
injoyai
7a9d59f8f1 优化 2025-03-20 13:18:49 +08:00
钱纯净
cba35308f6 优化GetQuote方法 2025-03-19 22:47:46 +08:00
钱纯净
424e259f2b 测试 2025-03-19 22:20:29 +08:00
injoyai
3ea8d50cd7 整理代码 2025-03-18 16:50:26 +08:00
injoyai
09116ee8e8 整理代码 2025-03-18 16:43:39 +08:00
injoyai
31fcc0b3a3 整理代码 2025-03-18 16:43:20 +08:00
injoyai
296b7197a1 整理代码 2025-03-18 16:43:14 +08:00
injoyai
b4f748306a 优化NewRangeDial 2025-03-18 15:02:36 +08:00
injoyai
0cfd21f8fb 测试拓展NewPullKline 2025-03-18 14:59:38 +08:00
injoyai
1c9fd75876 默认使用DialHostsRange函数进行连接 2025-03-18 14:56:15 +08:00
injoyai
e4de354a66 测试DialHostsRange 2025-03-18 14:55:44 +08:00
injoyai
6062da9cb2 测试拓展pullkline 2025-03-18 14:55:15 +08:00
injoyai
0414cbebc3 测试拓展pullkline 2025-03-18 14:55:01 +08:00
injoyai
b221dbc3e2 Manage简单兼容DefaultCodes 2025-03-18 14:48:02 +08:00
injoyai
51d8d06fbd 增加NewRangeDial函数,更方便使用 2025-03-18 14:47:15 +08:00
injoyai
9df96f0707 增加DialHostsRange函数,更方便使用 2025-03-18 14:46:55 +08:00
injoyai
53cc5fd743 细节优化 2025-03-18 13:43:17 +08:00
钱纯净
3e4c7a16ff 临时解决盘口价格不对的问题,感觉不是很合理 2025-03-17 21:53:58 +08:00
钱纯净
4114bc72dd 临时解决盘口价格不对的问题,感觉不是很合理 2025-03-17 21:51:53 +08:00
钱纯净
cd5cf290f1 临时修改,关于盘口价格小数位不对的问题 2025-03-17 00:13:31 +08:00
钱纯净
3cf7148b2c 增加几个指数相关的方法,方便使用 2025-03-15 15:42:50 +08:00
钱纯净
0edd96d75b 检测服务器IP的有效性 2025-03-15 15:18:05 +08:00
钱纯净
4035024c3f 修改价格的单位为厘(0.001元),以适配基金的数据 2025-03-15 15:15:05 +08:00
钱纯净
fa7f5e7068 修改示例名称 2025-03-15 15:12:20 +08:00
钱纯净
c357ca5995 增加历史分时图的示例 2025-03-15 15:11:48 +08:00
钱纯净
d35d936f8f 优化指数数据的获取方式,从K线中拆出,方便解析 2025-03-15 15:11:20 +08:00
钱纯净
66781b07c2 优化指数数据的获取方式,从K线中拆出,方便解析 2025-03-15 15:10:36 +08:00
钱纯净
26d37ba0b8 增加历史分时的枚举 2025-03-15 15:09:24 +08:00
钱纯净
db2cefc434 增加历史分时的枚举 2025-03-15 15:09:14 +08:00
钱纯净
3babf67cde 修改代码信息的字段PreClose,为LastClose,表示最新价(昨日收盘价,指数和基金有效,个股无效) 2025-03-15 15:08:45 +08:00
钱纯净
2e6b0e5e2e 增加(历史)分时图的时间字段"15:00" 2025-03-15 15:06:49 +08:00
钱纯净
db7f1a760f 增加历史分时图 2025-03-15 15:05:37 +08:00
钱纯净
1d552a0fc7 增加存储字段,小数点,倍数,和昨收价(对指数有效,个股无效) 2025-03-15 15:05:10 +08:00
钱纯净
4d8d9f1ad9 增加函数DialHostsRandom,随机连接设置的ip池 2025-03-12 22:18:34 +08:00
钱纯净
78a0bb9702 有个字段好像匹配上了基金的昨收净值? 2025-03-12 21:26:12 +08:00
钱纯净
c0850a0057 测试传参方式"sz000001"->"000001",只适用于个股 2025-03-12 20:47:07 +08:00
钱纯净
1f0958b53e 兼容代码传参方式,个股可以忽略交易所标识,例sz000001,可以传000001 2025-03-12 20:41:26 +08:00
钱纯净
344b2f467d 增加NewRandomDial,用于随机连接,防止连接池对一个IP建立大量连接 2025-03-05 23:14:59 +08:00
钱纯净
81c45e76d0 修复Codes,更新数据的时候,少了交易所的条件 2025-03-05 22:54:23 +08:00
钱纯净
a8c248bf9d 修复Codes,更新数据的时候,少了交易所的条件 2025-03-05 22:50:45 +08:00
钱纯净
3e57f54978 增加全局变量ExchangeEstablish(上海交易所成立时间) 2025-03-03 22:35:43 +08:00
27 changed files with 954 additions and 202 deletions

View File

@@ -59,44 +59,44 @@ func main() {
#### 服务器地址(端口7709) #### 服务器地址(端口7709)
| IP | 测试时间 | 所属地区 | 运营商 | | IP | 测试时间 | 所属地区 | 运营商 |
|-----------------|-------------|------|-----| |-----------------|------------|------|-----|
| 124.71.187.122 | 2024-11-30 | 上海 | 华为 | | 124.71.187.122 | 2025-03-15 | 上海 | 华为 |
| 122.51.120.217 | 2024-11-30 | 上海 | 腾讯 | | 122.51.120.217 | 2025-03-15 | 上海 | 腾讯 |
| 111.229.247.189 | 2024-11-30 | 上海 | 腾讯 | | 111.229.247.189 | 2025-03-15 | 上海 | 腾讯 |
| 124.70.176.52 | 2024-11-30 | 上海 | 华为 | | 124.70.176.52 | 2025-03-15 | 上海 | 华为 |
| 123.60.186.45 | 2024-11-30 | 上海 | 华为 | | 123.60.186.45 | 2025-03-15 | 上海 | 华为 |
| 122.51.232.182 | 2024-11-30 | 上海 | 腾讯 | | 122.51.232.182 | 2025-03-15 | 上海 | 腾讯 |
| 118.25.98.114 | 2024-11-30 | 上海 | 腾讯 | | 118.25.98.114 | 2025-03-15 | 上海 | 腾讯 |
| 124.70.199.56 | 2024-11-30 | 上海 | 华为 | | 124.70.199.56 | 2025-03-15 | 上海 | 华为 |
| 121.36.225.169 | 2024-11-30 | 上海 | 华为 | | 121.36.225.169 | 2025-03-15 | 上海 | 华为 |
| 123.60.70.228 | 2024-11-30 | 上海 | 华为 | | 123.60.70.228 | 2025-03-15 | 上海 | 华为 |
| 123.60.73.44 | 2024-11-30 | 上海 | 华为 | | 123.60.73.44 | 2025-03-15 | 上海 | 华为 |
| 124.70.133.119 | 2024-11-30 | 上海 | 华为 | | 124.70.133.119 | 2025-03-15 | 上海 | 华为 |
| 124.71.187.72 | 2024-11-30 | 上海 | 华为 | | 124.71.187.72 | 2025-03-15 | 上海 | 华为 |
| 123.60.84.66 | 2024-11-30 | 上海 | 华为 | | 123.60.84.66 | 2025-03-15 | 上海 | 华为 |
| | | | | | | | | |
| 121.36.54.217 | 2024-11-30 | 北京 | 华为 | | 121.36.54.217 | 2025-03-15 | 北京 | 华为 |
| 121.36.81.195 | 2024-11-30 | 北京 | 华为 | | 121.36.81.195 | 2025-03-15 | 北京 | 华为 |
| 123.249.15.60 | 2024-11-30 | 北京 | 华为 | | 123.249.15.60 | 2025-03-15 | 北京 | 华为 |
| 124.70.75.113 | 2024-11-30 | 北京 | 华为 | | 124.70.75.113 | 2025-03-15 | 北京 | 华为 |
| 120.46.186.223 | 2024-11-30 | 北京 | 华为 | | 120.46.186.223 | 2025-03-15 | 北京 | 华为 |
| 124.70.22.210 | 2024-11-30 | 北京 | 华为 | | 124.70.22.210 | 2025-03-15 | 北京 | 华为 |
| 139.9.133.247 | 2024-11-30 | 北京 | 华为 | | 139.9.133.247 | 2025-03-15 | 北京 | 华为 |
| | | | | | | | | |
| 124.71.85.110 | 2024-11-30 | 广州 | 华为 | | 124.71.85.110 | 2025-03-15 | 广州 | 华为 |
| 139.9.51.18 | 2024-11-304 | 广州 | 华为 | | 139.9.51.18 | 2025-03-15 | 广州 | 华为 |
| 139.159.239.163 | 2024-11-30 | 广州 | 华为 | | 139.159.239.163 | 2025-03-15 | 广州 | 华为 |
| 124.71.9.153 | 2024-11-30 | 广州 | 华为 | | 124.71.9.153 | 2025-03-15 | 广州 | 华为 |
| 116.205.163.254 | 2024-11-30 | 广州 | 华为 | | 116.205.163.254 | 2025-03-15 | 广州 | 华为 |
| 116.205.171.132 | 2024-11-30 | 广州 | 华为 | | 116.205.171.132 | 2025-03-15 | 广州 | 华为 |
| 116.205.183.150 | 2024-11-30 | 广州 | 华为 | | 116.205.183.150 | 2025-03-15 | 广州 | 华为 |
| 111.230.186.52 | 2024-11-30 | 广州 | 腾讯 | | 111.230.186.52 | 2025-03-15 | 广州 | 腾讯 |
| 110.41.4.4 | 2024-11-30 | 广州 | 华为 | | 110.41.4.4 | 2025-03-15 | 广州 | 华为 |
| 110.41.2.72 | 2024-11-30 | 广州 | 华为 | | 110.41.2.72 | 2025-03-15 | 广州 | 华为 |
| 110.41.154.219 | 2024-11-30 | 广州 | 华为 | | 110.41.154.219 | 2025-03-15 | 广州 | 华为 |
| 110.41.147.114 | 2024-11-30 | 广州 | 华为 | | 110.41.147.114 | 2025-03-15 | 广州 | 华为 |
| | | | | | | | | |
| 119.97.185.59 | 2024-11-30 | 武汉 | 电信 | | 119.97.185.59 | 2025-03-15 | 武汉 | 电信 |

237
client.go
View File

@@ -1,21 +1,30 @@
package tdx package tdx
import ( import (
"errors"
"fmt" "fmt"
"github.com/injoyai/base/maps" "github.com/injoyai/base/maps"
"github.com/injoyai/base/maps/wait/v2" "github.com/injoyai/base/maps/wait/v2"
"github.com/injoyai/conv" "github.com/injoyai/conv"
"github.com/injoyai/ios" "github.com/injoyai/ios"
"github.com/injoyai/ios/client" "github.com/injoyai/ios/client"
"github.com/injoyai/ios/module/tcp"
"github.com/injoyai/logs" "github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol" "github.com/injoyai/tdx/protocol"
"runtime/debug" "runtime/debug"
"strings"
"sync/atomic" "sync/atomic"
"time" "time"
) )
const (
LevelNone = 0
LevelDebug = 2
LevelWrite = 3
LevelRead = 4
LevelInfo = 5
LevelError = 7
LevelAll = 999
)
// WithDebug 是否打印通讯数据 // WithDebug 是否打印通讯数据
func WithDebug(b ...bool) client.Option { func WithDebug(b ...bool) client.Option {
return func(c *client.Client) { return func(c *client.Client) {
@@ -23,6 +32,12 @@ func WithDebug(b ...bool) client.Option {
} }
} }
func WithLevel(level int) client.Option {
return func(c *client.Client) {
c.Logger.SetLevel(level)
}
}
// WithRedial 断线重连 // WithRedial 断线重连
func WithRedial(b ...bool) client.Option { func WithRedial(b ...bool) client.Option {
return func(c *client.Client) { return func(c *client.Client) {
@@ -30,17 +45,15 @@ func WithRedial(b ...bool) client.Option {
} }
} }
// 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...)
}
// DialDefault 默认连接方式 // DialDefault 默认连接方式
func DialDefault(op ...client.Option) (cli *Client, err error) { func DialDefault(op ...client.Option) (cli *Client, err error) {
return DialWith(NewHostDial(Hosts), op...) op = append([]client.Option{WithRedial()}, op...)
return DialHostsRange(Hosts, op...)
}
// Dial 与服务器建立连接
func Dial(addr string, op ...client.Option) (cli *Client, err error) {
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 // DialHosts 与服务器建立连接,多个服务器轮询,开启重试生效
@@ -48,6 +61,16 @@ func DialHosts(hosts []string, op ...client.Option) (cli *Client, err error) {
return DialWith(NewHostDial(hosts), op...) 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 // DialWith 与服务器建立连接
func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) { func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
@@ -80,7 +103,17 @@ func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) {
go cli.Client.Run() 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 { type Client struct {
@@ -128,6 +161,9 @@ func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
case protocol.TypeMinute: case protocol.TypeMinute:
resp, err = protocol.MMinute.Decode(f.Data) resp, err = protocol.MMinute.Decode(f.Data)
case protocol.TypeHistoryMinute:
resp, err = protocol.MHistoryMinute.Decode(f.Data)
case protocol.TypeMinuteTrade: case protocol.TypeMinuteTrade:
resp, err = protocol.MMinuteTrade.Decode(f.Data, conv.String(val)) resp, err = protocol.MMinuteTrade.Decode(f.Data, conv.String(val))
@@ -207,6 +243,12 @@ func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp,
// GetQuote 获取盘口五档报价 // GetQuote 获取盘口五档报价
func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) { 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...) f, err := protocol.MQuote.Frame(codes...)
if err != nil { if err != nil {
return nil, err return nil, err
@@ -215,11 +257,44 @@ func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
if err != nil { if err != nil {
return nil, err 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) { func (this *Client) GetMinute(code string) (*protocol.MinuteResp, error) {
return this.GetHistoryMinute(time.Now().Format("20060102"), code)
f, err := protocol.MMinute.Frame(code) f, err := protocol.MMinute.Frame(code)
if err != nil { if err != nil {
return nil, err return nil, err
@@ -231,8 +306,22 @@ func (this *Client) GetMinute(code string) (*protocol.MinuteResp, error) {
return result.(*protocol.MinuteResp), nil 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 // 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) { func (this *Client) GetMinuteTrade(code string, start, count uint16) (*protocol.MinuteTradeResp, error) {
code = protocol.AddPrefix(code)
f, err := protocol.MMinuteTrade.Frame(code, start, count) f, err := protocol.MMinuteTrade.Frame(code, start, count)
if err != nil { if err != nil {
return nil, err return nil, err
@@ -267,6 +356,7 @@ 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 // 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) { 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) f, err := protocol.MHistoryMinuteTrade.Frame(date, code, start, count)
if err != nil { if err != nil {
return nil, err return nil, err
@@ -297,13 +387,104 @@ func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.Histo
return resp, nil 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) f, err := protocol.MKline.Frame(Type, code, start, count)
if err != nil { if err != nil {
return nil, err return nil, err
} }
result, err := this.SendFrame(f, protocol.KlineCache{Type: Type, Code: code}) 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 { if err != nil {
return nil, err return nil, err
} }
@@ -344,27 +525,7 @@ func (this *Client) GetKlineUntil(Type uint8, code string, f func(k *protocol.Kl
// GetKlineAll 获取全部k线数据 // GetKlineAll 获取全部k线数据
func (this *Client) GetKlineAll(Type uint8, code string) (*protocol.KlineResp, error) { func (this *Client) GetKlineAll(Type uint8, code string) (*protocol.KlineResp, error) {
resp := &protocol.KlineResp{} return this.GetKlineUntil(Type, code, func(k *protocol.Kline) bool { return false })
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
} }
// 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 // 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

View File

@@ -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)
})
}

165
codes.go
View File

@@ -1,16 +1,25 @@
package tdx package tdx
import ( import (
"github.com/injoyai/conv"
"github.com/injoyai/logs" "github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol" "github.com/injoyai/tdx/protocol"
"github.com/robfig/cron/v3" "github.com/robfig/cron/v3"
"math"
"os" "os"
"path/filepath" "path/filepath"
"sync"
"time" "time"
"xorm.io/core" "xorm.io/core"
"xorm.io/xorm" "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) { func NewCodes(c *Client, filename string) (*Codes, error) {
//如果文件夹不存在就创建 //如果文件夹不存在就创建
@@ -27,14 +36,28 @@ func NewCodes(c *Client, filename string) (*Codes, error) {
if err := db.Sync2(new(CodeModel)); err != nil { if err := db.Sync2(new(CodeModel)); err != nil {
return nil, err 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{ cc := &Codes{
Client: c, Client: c,
db: db, db: db,
Codes: nil,
} }
//设置定时器,每天早上9点更新数据 { //设置定时器,每天早上9点更新数据
task := cron.New(cron.WithSeconds()) task := cron.New(cron.WithSeconds())
task.AddFunc("0 0 9 * * *", func() { task.AddFunc("0 0 9 * * *", func() {
for i := 0; i < 3; i++ { for i := 0; i < 3; i++ {
@@ -46,50 +69,135 @@ func NewCodes(c *Client, filename string) (*Codes, error) {
} }
}) })
task.Start() 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() 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 { type Codes struct {
*Client //客户端 *Client //客户端
db *xorm.Engine //数据库实例 db *xorm.Engine //数据库实例
Codes map[string]*CodeModel //股票缓存 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 // GetName 获取股票名称
func (this *Codes) GetName(code string) string { func (this *Codes) GetName(code string) string {
if v, ok := this.Codes[code]; ok { if v, ok := this.Map[code]; ok {
return v.Name return v.Name
} }
return "未知" return "未知"
} }
// GetStocks 获取股票代码,sh6xxx sz0xx sz30xx // GetStocks 获取股票代码,sh6xxx sz0xx sz30xx
func (this *Codes) GetStocks() []string { func (this *Codes) GetStocks(limits ...int) []string {
limit := conv.DefaultInt(-1, limits...)
ls := []string(nil) ls := []string(nil)
for k, _ := range this.Codes { for _, m := range this.list {
if protocol.IsStock(k) { code := m.FullCode()
ls = append(ls, k) if protocol.IsStock(code) {
ls = append(ls, code)
}
if limit > 0 && len(ls) >= limit {
break
} }
} }
return ls return ls
} }
func (this *Codes) Update() error { func (this *Codes) Get(code string) *CodeModel {
codes, err := this.Code(false) 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 { if err != nil {
return err return err
} }
codeMap := make(map[string]*CodeModel) codeMap := make(map[string]*CodeModel)
exchanges := make(map[string][]string)
for _, code := range codes { for _, code := range codes {
codeMap[code.Exchange+code.Code] = code codeMap[code.Exchange+code.Code] = code
exchanges[code.Code] = append(exchanges[code.Code], code.Exchange)
} }
this.Codes = codeMap this.Map = codeMap
return nil this.list = codes
this.exchanges = exchanges
//更新时间
_, err = this.db.Update(&UpdateModel{Time: time.Now().Unix()})
return err
} }
// Code 更新股票并返回结果 // GetCodes 更新股票并返回结果
func (this *Codes) Code(byDatabase bool) ([]*CodeModel, error) { func (this *Codes) GetCodes(byDatabase bool) ([]*CodeModel, error) {
//2. 查询数据库所有股票 //2. 查询数据库所有股票
list := []*CodeModel(nil) list := []*CodeModel(nil)
@@ -123,6 +231,9 @@ func (this *Codes) Code(byDatabase bool) ([]*CodeModel, error) {
Name: v.Name, Name: v.Name,
Code: v.Code, Code: v.Code,
Exchange: exchange.String(), Exchange: exchange.String(),
Multiple: v.Multiple,
Decimal: v.Decimal,
LastPrice: v.LastPrice,
}) })
} }
} else { } else {
@@ -130,6 +241,9 @@ func (this *Codes) Code(byDatabase bool) ([]*CodeModel, error) {
Name: v.Name, Name: v.Name,
Code: v.Code, Code: v.Code,
Exchange: exchange.String(), Exchange: exchange.String(),
Multiple: v.Multiple,
Decimal: v.Decimal,
LastPrice: v.LastPrice,
} }
insert = append(insert, code) insert = append(insert, code)
list = append(list, code) list = append(list, code)
@@ -145,7 +259,7 @@ func (this *Codes) Code(byDatabase bool) ([]*CodeModel, error) {
} }
} }
for _, v := range update { for _, v := range update {
if _, err := session.Where("Code=?", v.Code).Cols("Name").Update(v); err != nil { if _, err := session.Where("Exchange=? and Code=? ", v.Exchange, v.Code).Cols("Name,LastPrice").Update(v); err != nil {
return err return err
} }
} }
@@ -159,19 +273,38 @@ func (this *Codes) Code(byDatabase bool) ([]*CodeModel, error) {
} }
type UpdateModel struct {
Time int64 //更新时间
}
func (*UpdateModel) TableName() string {
return "update"
}
type CodeModel struct { type CodeModel struct {
ID int64 `json:"id"` //主键 ID int64 `json:"id"` //主键
Name string `json:"name"` //名称,有时候名称会变,例STxxx Name string `json:"name"` //名称,有时候名称会变,例STxxx
Code string `json:"code" xorm:"index"` //代码 Code string `json:"code" xorm:"index"` //代码
Exchange string `json:"exchange" xorm:"index"` //交易所 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 EditDate int64 `json:"editDate" xorm:"updated"` //修改时间
InDate int64 `json:"inDate" xorm:"created"` //创建时间 InDate int64 `json:"inDate" xorm:"created"` //创建时间
} }
func (c *CodeModel) TableName() string { func (*CodeModel) TableName() string {
return "codes" 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 { func NewSessionFunc(db *xorm.Engine, fn func(session *xorm.Session) error) error {
session := db.NewSession() session := db.NewSession()
defer session.Close() defer session.Close()

53
dial.go
View File

@@ -3,10 +3,21 @@ package tdx
import ( import (
"context" "context"
"github.com/injoyai/ios" "github.com/injoyai/ios"
"github.com/injoyai/ios/module/tcp"
"github.com/injoyai/logs"
"math/rand"
"net" "net"
"strings" "strings"
"time"
) )
func NewTCPDial(addr string) ios.DialFunc {
if !strings.Contains(addr, ":") {
addr += ":7709"
}
return tcp.NewDial(addr)
}
func NewHostDial(hosts []string) ios.DialFunc { func NewHostDial(hosts []string) ios.DialFunc {
if len(hosts) == 0 { if len(hosts) == 0 {
hosts = Hosts hosts = Hosts
@@ -26,3 +37,45 @@ func NewHostDial(hosts []string) ios.DialFunc {
return c, addr, err 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
}
}

View 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)
}

View 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)
})
}

View File

@@ -8,7 +8,7 @@ import (
func main() { func main() {
common.Test(func(c *tdx.Client) { common.Test(func(c *tdx.Client) {
resp, err := c.GetKlineDay("sh000001", 0, 10) resp, err := c.GetKlineDay("000001", 0, 10)
logs.PanicErr(err) logs.PanicErr(err)
for _, v := range resp.List { for _, v := range resp.List {

View File

@@ -8,7 +8,7 @@ import (
func main() { func main() {
common.Test(func(c *tdx.Client) { common.Test(func(c *tdx.Client) {
resp, err := c.GetKlineDayAll("sz000001") resp, err := c.GetKlineDayAll("sz159558")
logs.PanicErr(err) logs.PanicErr(err)
for _, v := range resp.List { for _, v := range resp.List {

View File

@@ -21,7 +21,7 @@ func main() {
b1cb74001c00000000000d005100bd00789c6378c1cecb252ace6066c5b4898987b9050ed1f90cc5b74c18a5bc18c1b43490fecff09c81819191f13fc3c9f3bb169f5e7dfefeb5ef57f7199a305009308208e5b32bb6bcbf70148712002d7f1e13 b1cb74001c00000000000d005100bd00789c6378c1cecb252ace6066c5b4898987b9050ed1f90cc5b74c18a5bc18c1b43490fecff09c81819191f13fc3c9f3bb169f5e7dfefeb5ef57f7199a305009308208e5b32bb6bcbf70148712002d7f1e13
b1cb74000c02000000003e05ac00ac000102020000303030303031601294121a1c2d4eadabcf0ed412aae5fc01afb0024561124fbcc08301afa47900b2e3174100bf68871a4201b741b6144302bb09af334403972e96354504ac09b619560e00000000f8ff601201363030303038b60fba04060607429788a70efa04ada37ab2531c12974d91e7449dbc354184b6010001844bad324102b5679ea1014203a65abd8d0143048a6ba4dd01440587e101b3d2029613000000000000b60f b1cb74000c02000000003e05ac00ac000102020000303030303031601294121a1c2d4eadabcf0ed412aae5fc01afb0024561124fbcc08301afa47900b2e3174100bf68871a4201b741b6144302bb09af334403972e96354504ac09b619560e00000000f8ff601201363030303038b60fba04060607429788a70efa04ada37ab2531c12974d91e7449dbc354184b6010001844bad324102b5679ea1014203a65abd8d0143048a6ba4dd01440587e101b3d2029613000000000000b60f
*/ */
resp, err := c.GetQuote("sz000001", "sh600008") resp, err := c.GetQuote("000001", "600000", "159558", "010504")
logs.PanicErr(err) logs.PanicErr(err)
for _, v := range resp { for _, v := range resp {

24
example/PullKline/main.go Normal file
View 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)
}

268
extend/pull-kline.go Normal file
View 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
}

View File

@@ -7,6 +7,10 @@ import (
"time" "time"
) )
const (
DefaultDatabaseDir = "./data/database"
)
func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) { func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
//初始化配置 //初始化配置
if cfg == nil { if cfg == nil {
@@ -16,22 +20,15 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
cfg.Hosts = Hosts cfg.Hosts = Hosts
} }
if cfg.CodesDir == "" { if cfg.CodesDir == "" {
cfg.CodesDir = "./data/database" cfg.CodesDir = DefaultDatabaseDir
} }
if cfg.WorkdayDir == "" { if cfg.WorkdayDir == "" {
cfg.WorkdayDir = "./data/database" cfg.WorkdayDir = DefaultDatabaseDir
}
//连接池
p, err := NewPool(func() (*Client, error) {
return DialHosts(cfg.Hosts, op...)
}, cfg.Number)
if err != nil {
return nil, err
} }
//代码 //代码
codesClient, err := DialHosts(cfg.Hosts, op...) DefaultCodes = &Codes{}
codesClient, err := DialHostsRange(cfg.Hosts, op...)
if err != nil { if err != nil {
return nil, err return nil, err
} }
@@ -40,9 +37,18 @@ func NewManage(cfg *ManageConfig, op ...client.Option) (*Manage, error) {
if err != nil { if err != nil {
return nil, err 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 //工作日
workdayClient, err := DialHosts(cfg.Hosts, op...) workdayClient, err := DialHostsRange(cfg.Hosts, op...)
if err != nil { if err != nil {
return nil, err return nil, err
} }

View File

@@ -5,6 +5,7 @@ import (
"github.com/injoyai/base/safe" "github.com/injoyai/base/safe"
) )
// NewPool 简易版本的连接池
func NewPool(dial func() (*Client, error), number int) (*Pool, error) { func NewPool(dial func() (*Client, error), number int) (*Pool, error) {
if number <= 0 { if number <= 0 {
number = 1 number = 1

View File

@@ -1,5 +1,7 @@
package protocol package protocol
import "time"
const ( const (
TypeConnect = 0x000D //建立连接 TypeConnect = 0x000D //建立连接
TypeHeart = 0x0004 //心跳 TypeHeart = 0x0004 //心跳
@@ -8,10 +10,16 @@ const (
TypeQuote = 0x053E //行情信息 TypeQuote = 0x053E //行情信息
TypeMinute = 0x051D //分时数据 TypeMinute = 0x051D //分时数据
TypeMinuteTrade = 0x0FC5 //分时交易 TypeMinuteTrade = 0x0FC5 //分时交易
TypeHistoryMinute = 0x0FB4 //历史分时数据
TypeHistoryMinuteTrade = 0x0FB5 //历史分时交易 TypeHistoryMinuteTrade = 0x0FB5 //历史分时交易
TypeKline = 0x052D //K线图 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 从其他地方复制
const ( const (

View File

@@ -15,7 +15,7 @@ type Code struct {
Code string //股票代码 Code string //股票代码
Multiple uint16 //倍数,基本是0x64=100 Multiple uint16 //倍数,基本是0x64=100
Decimal int8 //小数点,基本是2 Decimal int8 //小数点,基本是2
PreClose float64 //未知 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 { func (this *Code) String() string {
@@ -49,7 +49,7 @@ func (code) Decode(bs []byte) (*CodeResp, error) {
Multiple: Uint16(bs[6:8]), Multiple: Uint16(bs[6:8]),
Name: string(UTF8ToGBK(bs[8:16])), Name: string(UTF8ToGBK(bs[8:16])),
Decimal: int8(bs[20]), Decimal: int8(bs[20]),
PreClose: getVolume(Uint32(bs[21:25])), 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) //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:] bs = bs[29:]

View File

@@ -11,6 +11,7 @@ var (
MQuote = quote{} MQuote = quote{}
MCode = code{} MCode = code{}
MMinute = minute{} MMinute = minute{}
MHistoryMinute = historyMinute{}
MMinuteTrade = minuteTrade{} MMinuteTrade = minuteTrade{}
MHistoryMinuteTrade = historyMinuteTrade{} MHistoryMinuteTrade = historyMinuteTrade{}
MKline = kline{} MKline = kline{}

View 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
}

View File

@@ -25,7 +25,7 @@ func (this *HistoryMinuteTrade) String() string {
// Amount 成交额 // Amount 成交额
func (this *HistoryMinuteTrade) Amount() Price { func (this *HistoryMinuteTrade) Amount() Price {
return this.Price * Price(this.Volume) * 100 return this.Price * Price(this.Volume*100)
} }
func (this *HistoryMinuteTrade) StatusString() string { func (this *HistoryMinuteTrade) StatusString() string {
@@ -82,7 +82,7 @@ func (historyMinuteTrade) Decode(bs []byte, code string) (*HistoryMinuteTradeRes
} }
var sub Price var sub Price
bs, sub = GetPrice(bs[2:]) bs, sub = GetPrice(bs[2:])
lastPrice += sub lastPrice += sub * 10 //把分转成厘
mt.Price = lastPrice / basePrice(number) mt.Price = lastPrice / basePrice(number)
bs, mt.Volume = CutInt(bs) bs, mt.Volume = CutInt(bs)
bs, mt.Status = CutInt(bs) bs, mt.Status = CutInt(bs)

View File

@@ -51,9 +51,9 @@ type Kline struct {
} }
func (this *Kline) String() string { 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 涨跌数: %d/%d", 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.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(), this.RisePrice(), this.RiseRate(),
Int64UnitString(this.Volume), FloatUnitString(this.Amount.Float64()), Int64UnitString(this.Volume), FloatUnitString(this.Amount.Float64()),
this.UpCount, this.DownCount, this.UpCount, this.DownCount,
@@ -77,7 +77,10 @@ func (this *Kline) RisePrice() Price {
// RiseRate 涨跌比例/涨跌幅,第一个数据不准,仅做参考 // RiseRate 涨跌比例/涨跌幅,第一个数据不准,仅做参考
func (this *Kline) RiseRate() float64 { func (this *Kline) RiseRate() float64 {
return float64(this.RisePrice()) / float64(this.Open) * 100 if this.Last == 0 {
return float64(this.Close-this.Open) / float64(this.Open) * 100
}
return float64(this.Close-this.Last) / float64(this.Last) * 100
} }
type kline struct{} type kline struct{}
@@ -133,11 +136,11 @@ func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
var low Price var low Price
bs, low = GetPrice(bs) bs, low = GetPrice(bs)
k.Last = last / 10 k.Last = last
k.Open = (open + last) / 10 k.Open = open + last
k.Close = (last + open + _close) / 10 k.Close = last + open + _close
k.High = (open + last + high) / 10 k.High = open + last + high
k.Low = (open + last + low) / 10 k.Low = open + last + low
last = last + open + _close last = last + open + _close
/* /*
@@ -160,11 +163,12 @@ func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKlineHour, TypeKlineDay2: case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKlineHour, TypeKlineDay2:
k.Volume /= 100 k.Volume /= 100
} }
k.Amount = Price(getVolume(Uint32(bs[:4])) * 100) //从元转为,并去除多余的小数 k.Amount = Price(getVolume(Uint32(bs[:4])) * 1000) //从元转为,并去除多余的小数
bs = bs[4:] 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 //指数和股票的差别,指数多解析4字节,并处理成交量*100
if !IsStock(c.Code) {
k.Volume *= 100 k.Volume *= 100
k.UpCount = conv.Int([]byte{bs[1], bs[0]}) k.UpCount = conv.Int([]byte{bs[1], bs[0]})
k.DownCount = conv.Int([]byte{bs[3], bs[2]}) k.DownCount = conv.Int([]byte{bs[3], bs[2]})
@@ -178,6 +182,6 @@ func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
} }
type KlineCache struct { type KlineCache struct {
Type uint8 Type uint8 //1分钟,5分钟,日线等
Code string Kind string //指数,个股等
} }

View File

@@ -2,6 +2,8 @@ package protocol
import ( import (
"errors" "errors"
"fmt"
"time"
) )
type MinuteResp struct { type MinuteResp struct {
@@ -10,10 +12,15 @@ type MinuteResp struct {
} }
type PriceNumber struct { type PriceNumber struct {
Time string
Price Price Price Price
Number int 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{} type minute struct{}
func (this *minute) Frame(code string) (*Frame, error) { func (this *minute) Frame(code string) (*Frame, error) {
@@ -43,12 +50,17 @@ func (this *minute) Decode(bs []byte) (*MinuteResp, error) {
bs = bs[6:] bs = bs[6:]
price := Price(0) price := Price(0)
t := time.Date(0, 0, 0, 9, 0, 0, 0, time.Local)
for i := uint16(0); i < resp.Count; i++ { for i := uint16(0); i < resp.Count; i++ {
bs, price = GetPrice(bs) bs, price = GetPrice(bs)
bs, _ = CutInt(bs) //这个是什么 bs, _ = CutInt(bs) //这个是什么
var number int var number int
bs, number = CutInt(bs) bs, number = CutInt(bs)
if i == 120 {
t = t.Add(time.Hour * 2)
}
resp.List = append(resp.List, PriceNumber{ resp.List = append(resp.List, PriceNumber{
Time: t.Add(time.Minute * time.Duration(i)).Format("15:04"),
Price: price, Price: price,
Number: number, Number: number,
}) })

View File

@@ -15,7 +15,7 @@ type MinuteTrade struct {
Time string //时间 Time string //时间
Price Price //价格 Price Price //价格
Volume int //成交量 Volume int //成交量
Number int //单数,历史数据字段无效 Number int //单数,历史数据字段无效
Status int //0是买1是卖2无效汇总出现 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 var sub Price
bs, sub = GetPrice(bs[2:]) bs, sub = GetPrice(bs[2:])
lastPrice += sub lastPrice += sub * 10 //把分转换成厘
mt.Price = lastPrice / basePrice(code) mt.Price = lastPrice / basePrice(code)
bs, mt.Volume = CutInt(bs) bs, mt.Volume = CutInt(bs)
bs, mt.Number = CutInt(bs) bs, mt.Number = CutInt(bs)

View File

@@ -30,7 +30,7 @@ type Quote struct {
OuterDisc int // 外盘(东财的盘口-外盘)(和东财对不上) OuterDisc int // 外盘(东财的盘口-外盘)(和东财对不上)
ReversedBytes2 int // 保留,未知 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) BuyLevel PriceLevels // 5档买盘(买1-5)
SellLevel PriceLevels // 5档卖盘(卖1-5) SellLevel PriceLevels // 5档卖盘(卖1-5)

View File

@@ -60,3 +60,8 @@ const (
TypeKlineQuarter uint8 = 10 // 季K 线 TypeKlineQuarter uint8 = 10 // 季K 线
TypeKlineYear uint8 = 11 // 年K 线 TypeKlineYear uint8 = 11 // 年K 线
) )
const (
KindIndex = "index"
KindStock = "stock"
)

View File

@@ -4,11 +4,11 @@ import (
"fmt" "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
type Price int64 type Price int64
func (this Price) Float64() float64 { func (this Price) Float64() float64 {
return float64(this) / 100 return float64(this) / 1000
} }
func (this Price) Int64() int64 { func (this Price) Int64() int64 {
@@ -17,7 +17,6 @@ func (this Price) Int64() int64 {
func (this Price) String() string { func (this Price) String() string {
return fmt.Sprintf("%s元", FloatUnitString(this.Float64())) return fmt.Sprintf("%s元", FloatUnitString(this.Float64()))
return fmt.Sprintf("%0.2f元", this.Float64())
} }
type PriceLevel struct { type PriceLevel struct {

View File

@@ -50,6 +50,7 @@ func UTF8ToGBK(text []byte) []byte {
} }
func DecodeCode(code string) (Exchange, string, error) { func DecodeCode(code string) (Exchange, string, error) {
code = AddPrefix(code)
if len(code) != 8 { if len(code) != 8 {
return 0, "", fmt.Errorf("股票代码长度错误,例如:SZ000001") return 0, "", fmt.Errorf("股票代码长度错误,例如:SZ000001")
} }
@@ -212,3 +213,18 @@ func IsStock(code string) bool {
} }
return false 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
}

View File

@@ -77,7 +77,7 @@ func (this *Workday) Update() error {
now := time.Now() now := time.Now()
if lastWorkday == nil || lastWorkday.Unix < IntegerDay(now).Unix() { if lastWorkday == nil || lastWorkday.Unix < IntegerDay(now).Unix() {
resp, err := this.Client.GetKlineDayAll("sh000001") resp, err := this.Client.GetIndexDayAll("sh000001")
if err != nil { if err != nil {
logs.Err(err) logs.Err(err)
return err return err