mirror of
https://github.com/injoyai/tdx.git
synced 2025-11-26 21:25:35 +08:00
363 lines
8.2 KiB
Go
363 lines
8.2 KiB
Go
package protocol
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import (
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"errors"
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"fmt"
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"github.com/injoyai/base/types"
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"github.com/injoyai/conv"
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"sort"
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"time"
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)
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type KlineReq struct {
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Exchange Exchange
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Code string
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Start uint16
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Count uint16
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}
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func (this *KlineReq) Bytes(Type uint8) (types.Bytes, error) {
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if this.Count > 800 {
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return nil, errors.New("单次数量不能超过800")
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}
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if len(this.Code) != 6 {
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return nil, errors.New("股票代码长度错误")
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}
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data := []byte{this.Exchange.Uint8(), 0x0}
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data = append(data, []byte(this.Code)...) //这里怎么是正序了？
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data = append(data, Type, 0x0)
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data = append(data, 0x01, 0x0)
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data = append(data, Bytes(this.Start)...)
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data = append(data, Bytes(this.Count)...)
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data = append(data, make([]byte, 10)...) //未知啥含义
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return data, nil
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}
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type KlineResp struct {
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Count uint16
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List []*Kline
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}
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type Kline struct {
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Last Price //昨日收盘价,这个是列表的上一条数据的收盘价，如果没有上条数据，那么这个值为0
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Open Price //开盘价
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High Price //最高价
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Low Price //最低价
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Close Price //收盘价,如果是当天,则是最新价/实时价
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Order int //成交单数,不一定有值
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Volume int64 //成交量
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Amount Price //成交额
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Time time.Time //时间
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UpCount int //上涨数量,指数有效
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DownCount int //下跌数量,指数有效
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}
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func (this *Kline) String() string {
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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",
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this.Time.Format("2006-01-02 15:04:05"),
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this.Last.Float64(), this.Open.Float64(), this.High.Float64(), this.Low.Float64(), this.Close.Float64(),
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this.RisePrice(), this.RiseRate(),
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Int64UnitString(this.Volume), FloatUnitString(this.Amount.Float64()),
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this.UpCount, this.DownCount,
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)
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}
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// MaxDifference 最大差值，最高-最低
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func (this *Kline) MaxDifference() Price {
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return this.High - this.Low
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}
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// RisePrice 涨跌金额,第一个数据不准，仅做参考
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func (this *Kline) RisePrice() Price {
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if this.Last == 0 {
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//稍微数据准确点，没减去0这么夸张，还是不准的
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return this.Close - this.Open
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}
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return this.Close - this.Last
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}
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// RiseRate 涨跌比例/涨跌幅,第一个数据不准，仅做参考
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func (this *Kline) RiseRate() float64 {
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if this.Last == 0 {
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return float64(this.Close-this.Open) / float64(this.Open) * 100
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}
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return float64(this.Close-this.Last) / float64(this.Last) * 100
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}
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type kline struct{}
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/*
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Frame
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Prefix: 0c
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MsgID: 0208d301
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Control: 01
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Length: 1c00
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Length: 1c00
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Type: 2d05
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Data: 000030303030303104000100a401a40100000000000000000000
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Data:
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Exchange: 00
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Unknown: 00
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Code: 303030303031
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Type: 04
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Unknown: 00
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Unknown: 0100
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Start: a401
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Count: a401
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Append: 00000000000000000000
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*/
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func (kline) Frame(Type uint8, code string, start, count uint16) (*Frame, error) {
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if count > 800 {
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return nil, errors.New("单次数量不能超过800")
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}
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exchange, number, err := DecodeCode(code)
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if err != nil {
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return nil, err
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}
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data := []byte{exchange.Uint8(), 0x0}
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data = append(data, []byte(number)...) //这里怎么是正序了？
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data = append(data, Type, 0x0)
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data = append(data, 0x01, 0x0)
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data = append(data, Bytes(start)...)
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data = append(data, Bytes(count)...)
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data = append(data, make([]byte, 10)...) //未知啥含义
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return &Frame{
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Control: Control01,
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Type: TypeKline,
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Data: data,
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}, nil
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}
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func (kline) Decode(bs []byte, c KlineCache) (*KlineResp, error) {
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if len(bs) < 2 {
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return nil, errors.New("数据长度不足")
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}
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resp := &KlineResp{
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Count: Uint16(bs[:2]),
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}
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bs = bs[2:]
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var last Price //上条数据(昨天)的收盘价
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for i := uint16(0); i < resp.Count; i++ {
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k := &Kline{
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Time: GetTime([4]byte(bs[:4]), c.Type),
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}
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var open Price
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bs, open = GetPrice(bs[4:])
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var _close Price
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bs, _close = GetPrice(bs)
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var high Price
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bs, high = GetPrice(bs)
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var low Price
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bs, low = GetPrice(bs)
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k.Last = last
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k.Open = open + last
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k.Close = last + open + _close
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k.High = open + last + high
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k.Low = open + last + low
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last = last + open + _close
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/*
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发现不同的K线数据处理不一致,测试如下:
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1分: 需要除以100
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5分: 需要除以100
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15分: 需要除以100
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30分: 需要除以100
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60分: 需要除以100
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日: 不需要操作
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周: 不需要操作
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月: 不需要操作
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季: 不需要操作
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年: 不需要操作
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*/
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k.Volume = int64(getVolume(Uint32(bs[:4])))
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bs = bs[4:]
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switch c.Type {
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case TypeKlineMinute, TypeKline5Minute, TypeKlineMinute2, TypeKline15Minute, TypeKline30Minute, TypeKline60Minute, TypeKlineDay2:
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k.Volume /= 100
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}
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k.Amount = Price(getVolume(Uint32(bs[:4])) * 1000) //从元转为厘,并去除多余的小数
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bs = bs[4:]
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switch c.Kind {
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case KindIndex:
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//指数和股票的差别,指数多解析4字节,并处理成交量*100
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k.Volume *= 100
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k.UpCount = conv.Int([]byte{bs[1], bs[0]})
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k.DownCount = conv.Int([]byte{bs[3], bs[2]})
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bs = bs[4:]
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}
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resp.List = append(resp.List, k)
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}
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resp.List = FixKlineTime(resp.List)
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return resp, nil
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}
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type KlineCache struct {
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Type uint8 //1分钟,5分钟,日线等
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Kind string //指数,个股等
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}
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// FixKlineTime 修复盘内下午(13~15点)拉取数据的时候,11.30的时间变成13.00
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func FixKlineTime(ks []*Kline) []*Kline {
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if len(ks) == 0 {
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return ks
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}
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now := time.Now()
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//只有当天下午13~15点之间才会出现的时间问题
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node1 := time.Date(now.Year(), now.Month(), now.Day(), 13, 0, 0, 0, now.Location())
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node2 := time.Date(now.Year(), now.Month(), now.Day(), 15, 0, 0, 0, now.Location())
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if ks[len(ks)-1].Time.Unix() < node1.Unix() || ks[len(ks)-1].Time.Unix() > node2.Unix() {
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return ks
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}
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ls := ks
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if len(ls) >= 120 {
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ls = ls[len(ls)-120:]
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}
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for i, v := range ls {
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if v.Time.Unix() == node1.Unix() {
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ls[i].Time = time.Date(now.Year(), now.Month(), now.Day(), 11, 30, 0, 0, now.Location())
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}
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}
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return ks
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}
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type Klines []*Kline
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// LastPrice 获取最后一个K线的收盘价
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func (this Klines) LastPrice() Price {
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if len(this) == 0 {
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return 0
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}
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return this[len(this)-1].Close
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}
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func (this Klines) Len() int {
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return len(this)
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}
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func (this Klines) Swap(i, j int) {
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this[i], this[j] = this[j], this[i]
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}
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func (this Klines) Less(i, j int) bool {
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return this[i].Time.Before(this[j].Time)
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}
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func (this Klines) Sort() {
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sort.Sort(this)
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}
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func (this Klines) Kline(t time.Time, last Price) *Kline {
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k := &Kline{
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Time: t,
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Open: last,
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High: last,
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Low: last,
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Close: last,
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Volume: 0,
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Amount: 0,
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}
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for i, v := range this {
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switch i {
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case 0:
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k.Open = v.Open
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k.High = v.High
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k.Low = v.Low
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k.Close = v.Close
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default:
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if k.Open == 0 {
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k.Open = v.Open
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}
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k.High = conv.Select(k.High < v.High, v.High, k.High)
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k.Low = conv.Select(k.Low > v.Low, v.Low, k.Low)
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}
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k.Close = v.Close
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k.Volume += v.Volume
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k.Amount += v.Amount
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}
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return k
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}
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// Merge 合并成其他类型的K线
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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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if len(this) <= i*n {
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break
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}
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if len(this) < (i+1)*n {
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ls = this[i*n:]
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} else {
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ls = this[i*n : (i+1)*n]
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}
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if len(ls) == 0 {
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break
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}
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last := ls[len(ls)-1]
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k := ls.Kline(last.Time, ls[0].Open)
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ks = append(ks, k)
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}
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return ks
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}
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//// Kline 计算多个K线,成一个K线
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//func (this Klines) Kline() *Kline {
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// if this == nil {
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// return new(Kline)
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// }
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// k := new(Kline)
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// for i, v := range this {
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// switch i {
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// case 0:
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// k.Open = v.Open
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// k.High = v.High
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// k.Low = v.Low
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// k.Close = v.Close
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// case len(this) - 1:
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// k.Close = v.Close
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// k.Time = v.Time
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// }
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// if v.High > k.High {
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// k.High = v.High
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// }
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// if v.Low < k.Low {
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// k.Low = v.Low
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// }
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// k.Volume += v.Volume
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// k.Amount += v.Amount
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// }
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// return k
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//}
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//// Merge 合并K线,1分钟转成5,15,30分钟等
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//func (this Klines) Merge(n int) Klines {
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// if this == nil {
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// return nil
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// }
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// ks := []*Kline(nil)
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// for i := 0; i < len(this); i += n {
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// if i+n > len(this) {
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// ks = append(ks, this[i:].Kline())
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// } else {
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// ks = append(ks, this[i:i+n].Kline())
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// }
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// }
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// return ks
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//}
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