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143 lines
3.2 KiB
Go
143 lines
3.2 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/conv"
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"time"
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)
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// HistoryMinuteTradeResp 历史分时交易比实时少了单量
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type HistoryMinuteTradeResp struct {
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Count uint16
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List HistoryMinuteTrades
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//List []*HistoryMinuteTrade
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}
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type HistoryMinuteTrade struct {
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Time string //时间
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Price Price //价格
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Volume int //成交量
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Status int //0是买，1是卖，2无效（汇总出现）中途也可能出现2,例20241115(sz000001)的14:56
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}
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func (this *HistoryMinuteTrade) String() string {
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return fmt.Sprintf("%s \t%s \t%-6s \t%-6d(手) \t%-4s", this.Time, this.Price, this.Amount(), this.Volume, this.StatusString())
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}
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// Amount 成交额
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func (this *HistoryMinuteTrade) Amount() Price {
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return this.Price * Price(this.Volume*100)
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}
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func (this *HistoryMinuteTrade) StatusString() string {
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switch this.Status {
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case 0:
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return "买入"
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case 1:
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return "卖出"
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default:
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return ""
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}
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}
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type historyMinuteTrade struct{}
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func (historyMinuteTrade) Frame(date, code string, start, count uint16) (*Frame, error) {
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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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dataBs := Bytes(conv.Uint32(date)) //req.Time.Format("20060102"))
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dataBs = append(dataBs, exchange.Uint8(), 0x0)
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dataBs = append(dataBs, []byte(number)...)
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dataBs = append(dataBs, Bytes(start)...)
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dataBs = append(dataBs, Bytes(count)...)
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return &Frame{
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Control: Control01,
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Type: TypeHistoryMinuteTrade,
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Data: dataBs,
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}, nil
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}
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func (historyMinuteTrade) Decode(bs []byte, code string) (*HistoryMinuteTradeResp, 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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_, 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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resp := &HistoryMinuteTradeResp{
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Count: Uint16(bs[:2]),
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}
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//第2-6字节不知道是啥
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bs = bs[2+4:]
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lastPrice := Price(0)
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for i := uint16(0); i < resp.Count; i++ {
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mt := &HistoryMinuteTrade{
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Time: GetHourMinute([2]byte(bs[:2])),
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}
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var sub Price
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bs, sub = GetPrice(bs[2:])
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lastPrice += sub * 10 //把分转成厘
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mt.Price = lastPrice / basePrice(number)
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bs, mt.Volume = CutInt(bs)
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bs, mt.Status = CutInt(bs)
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bs, _ = CutInt(bs) //这个得到的是0，不知道是啥
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resp.List = append(resp.List, mt)
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}
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return resp, nil
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}
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type HistoryMinuteTrades []*HistoryMinuteTrade
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func (this HistoryMinuteTrades) Kline(date string) (k *Kline, err error) {
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k = &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.Time, err = time.Parse("2006010215:04", date+v.Time)
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if err != nil {
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return
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}
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k.Open = v.Price
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k.High = v.Price
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k.Low = v.Price
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k.Close = v.Price
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case len(this) - 1:
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k.Close = v.Price
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}
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k.High = conv.Select(v.Price > k.High, v.Price, k.High)
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k.Low = conv.Select(v.Price < k.Low, v.Price, k.Low)
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k.Volume += int64(v.Volume)
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k.Amount += v.Amount()
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}
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return
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}
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// MinuteKline 分时K线
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func (this HistoryMinuteTrades) MinuteKline(date string) (Klines, error) {
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m := make(map[string]HistoryMinuteTrades)
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for _, v := range this {
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v.Time = conv.Select(v.Time > "09:00", v.Time, "09:00")
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m[v.Time] = append(m[v.Time], v)
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}
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ls := Klines(nil)
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for _, v := range m {
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k, err := v.Kline(date)
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if err != nil {
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return nil, err
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}
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ls = append(ls, k)
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}
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ls.Sort()
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return ls, nil
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}
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