features

package
v1.5.18 Latest Latest
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 Go to latest Published: Jun 5, 2023 License: Apache-2.0 Imports: 23 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	BlockPath = "/T0002/blocknew"
	ZxgBlk    = "zxg.blk"
	BkltBlk   = "BKLT.blk"
	ZdBk      = "ZDBK.blk"
)

Variables

View Source 
var (
	FBarsCallAuctionFields    = []string{"code", "strategy", "BSumVol", "ASumVol", "close", "date", "bid1", "ask1", "bidVol1", "askVol1", "bid2", "ask2", "bidVol2", "askVol2", "bid3", "ask3", "bidVol3", "askVol3", "bid4", "ask4", "bidVol4", "askVol4", "bid5", "ask5", "bidVol5", "askVol5"}
	FBarsCallAuctionFieldsSum = []string{"code", "aprice", "amax", "amin", "pprice", "pmax", "pmin"}
)
View Source 
var (
	FBarsRaw    = []string{"Open", "Close", "High", "Low", "Vol", "Amount", "DateTime", "UpCount", "DownCount"}
	FBarsRename = []string{"open", "close", "high", "low", "volume", "amount", "date", "up", "down"}

	FBarsHelfFields = []string{"date", "open", "close", "high", "low", "volume", "amount", "up", "down", "open_volume", "open_turnz", "open_unmatched", "close_volume", "close_turnz", "close_unmatched", "inner_volume", "outer_volume", "inner_amount", "outer_amount"}
	FBarsFields     = []string{"date", "open", "close", "high", "low", "volume", "amount", "up", "down", "last_close", "turnover_rate", "open_volume", "open_turnz", "open_unmatched", "close_volume", "close_turnz", "close_unmatched", "inner_volume", "outer_volume", "inner_amount", "outer_amount"}
	FBarsFields1    = []string{"date", "open", "close", "high", "low", "volume", "amount", "up", "down", "last_close", "turnover_rate", "open_volume", "open_turnz", "open_unmatched", "close_volume", "close_turnz", "close_unmatched", "inner_volume", "outer_volume", "inner_amount", "outer_amount", "l5", "h10"}
)
View Source 
var (
	// DataDaysDiff 日期差异偏移量
	DataDaysDiff = 1
)

Functions

func AnalyseAuction added in v1.5.18 

func AnalyseAuction(index int, result map[string][]float64)

func AnalyseAuctionAll added in v1.5.18 

func AnalyseAuctionAll()

func BatchCallAuction added in v1.5.4 

func BatchCallAuction(codes []string, index int) error

BatchCallAuction 批量获取集合竞价数据

func BatchRealtime 

func BatchRealtime(codes []string) error

BatchRealtime 批量获取实时行情数据

func BlockList added in v1.3.25 

func BlockList() pandas.DataFrame

BlockList 获取板块列表

func CallAuctionFilename added in v1.5.4 

func CallAuctionFilename(index int) string

CallAuctionFilename 集合竞价数据缓存路径

func FinanceInfo 

func FinanceInfo(securityCode string) (*quotes.FinanceInfo, error)

FinanceInfo 个股基本信息

func GetAnalyseAuctionResult added in v1.5.18 

func GetAnalyseAuctionResult() map[string][]float64

func GetCacheKLine 

func GetCacheKLine(code string, argv ...bool) pandas.DataFrame

GetCacheKLine 加载K线 

第2个参数, 是否前复权

func GetCacheXdxr 

func GetCacheXdxr(code string) pandas.DataFrame

func GetF10List 

func GetF10List() pandas.DataFrame

GetF10List 证券F10信息列表

func GetKLineAll 

func GetKLineAll(securityCode string, argv ...int) pandas.DataFrame

GetKLineAll 获取日K线

func GetMinMax added in v1.5.18 

func GetMinMax(input []float64) (float64, float64, error)

func GetMinuteHistory 

func GetMinuteHistory(code, date string) *quotes.HistoryMinuteTimeReply

GetMinuteHistory 获得指定日期的分时数据

func GetSecurityList 

func GetSecurityList() pandas.DataFrame

GetSecurityList 证券列表

func GetStockName 

func GetStockName(symbol string) (string, bool)

GetStockName 获取证券名称

func GetTickAll 

func GetTickAll(code string) (vol float64)

GetTickAll 下载全部tick数据

func GetTickData 

func GetTickData(securityCode string, date string) pandas.DataFrame

GetTickData 获取指定日期的分笔成交记录

func GetXdxrInfo 

func GetXdxrInfo(code string) pandas.DataFrame

GetXdxrInfo 除权除息数据

func GetZxgList 

func GetZxgList() []string

func InflowCount 

func InflowCount(df pandas.DataFrame, securityCode string) (summary cache.TurnoverDataSummary)

InflowCount 统计内外盘

func LeastSquares added in v1.5.4 

func LeastSquares(x []float64, y []float64) (slope float64, intercept float64)

func QuantityRelativeRatio 

func QuantityRelativeRatio(code string) float64

QuantityRelativeRatio 获得指定日期的分时数据 

量比是衡量相对成交量的指标。
它是指股市开市后平均每分钟的成交量与过去5个交易日(不包含当日)平均每分钟成交量之比。
其计算公式为：量比=（现成交总手数 / 现累计开市时间(分) ）/ 过去5日平均每分钟成交量

func WriteCSVAppend added in v1.5.4 

func WriteCSVAppend(out any, last pandas.DataFrame) error

Types

type CallAuctionFeature added in v1.5.4 

type CallAuctionFeature struct {
	Code     string  `json:"Code" array:"0" name:"代码" dataframe:"code,string"` // 代码
	Strategy string  `json:"Strategy" array:"1" name:"策略" dataframe:"strategy,string"`
	BSumVol  int64   `json:"BSumVol" array:"2" name:"委买价求和" dataframe:"bSumVol,int64"` //委买价求和1+2+3+4+5
	ASumVol  int64   `json:"ASumVol" array:"3" name:"委卖价求和" dataframe:"aSumVol,int64"` //委卖价求和1+2+3+4+5
	Close    float64 `json:"Close" array:"4" name:"收盘" dataframe:"close,float64"`
	Date     string  `json:"Date" array:"5" name:"日期" dataframe:"date,string"`
	Bid1     float64 `json:"Bid1" array:"6" name:"委买价1" dataframe:"bid1,float64"`      //委买价1
	Ask1     float64 `json:"Ask1" array:"7" name:"委卖价1" dataframe:"ask1,float64"`      //委卖价1
	BidVol1  int64   `json:"BidVol1" array:"8" name:"委买量1" dataframe:"bidVol1,int64"`  //委买量1
	AskVol1  int64   `json:"AskVol1" array:"9" name:"委卖量1" dataframe:"askVol1,int64"`  //委卖量1
	Bid2     float64 `json:"Bid2" array:"10" name:"委买价2" dataframe:"bid2,float64"`     //委买价2
	Ask2     float64 `json:"Ask2" array:"11" name:"委卖价2" dataframe:"ask2,float64"`     //委卖价2
	BidVol2  int64   `json:"BidVol2" array:"12" name:"委买量2" dataframe:"bidVol2,int64"` //委买量2
	AskVol2  int64   `json:"AskVol2" array:"13" name:"委卖量2" dataframe:"askVol2,int64"` //委卖量2
	Bid3     float64 `json:"Bid3" array:"14" name:"委买价3" dataframe:"bid3,float64"`     //委买价3
	Ask3     float64 `json:"Ask3" array:"15" name:"委卖价3" dataframe:"ask3,float64"`     //委卖价3
	BidVol3  int64   `json:"BidVol3" array:"16" name:"委买量3" dataframe:"bidVol3,int64"` //委买量3
	AskVol3  int64   `json:"AskVol3" array:"17" name:"委卖量3" dataframe:"askVol3,int64"` //委卖量3
	Bid4     float64 `json:"Bid4" array:"18" name:"委买价4" dataframe:"bid4,float64"`     // 委买价4
	Ask4     float64 `json:"Ask4" array:"19" name:"委卖价4" dataframe:"ask4,float64"`     // 委卖价4
	BidVol4  int64   `json:"BidVol4" array:"20" name:"委买量4" dataframe:"bidVol4,int64"` //委买量4
	AskVol4  int64   `json:"AskVol4" array:"21" name:"委卖量4" dataframe:"askVol4,int64"` //委卖量4
	Bid5     float64 `json:"Bid5" array:"22" name:"委买价5" dataframe:"bid5,float64"`     //委买价5
	Ask5     float64 `json:"Ask5" array:"23" name:"委卖价5" dataframe:"ask5,float64"`     //委卖价5
	BidVol5  int64   `json:"BidVol5" array:"24" name:"委买量5" dataframe:"bidVol5,int64"` //委买量5
	AskVol5  int64   `json:"AskVol5" array:"25" name:"委卖量5" dataframe:"askVol5,int64"` //委卖量5
}

type QuoteSnapshot 

type QuoteSnapshot struct {
	Market          uint8   // 市场
	Code            string  // 代码
	Active1         uint16  // 活跃度
	Price           float64 // 现价
	LastClose       float64 // 昨收
	Open            float64 // 开盘
	High            float64 // 最高
	Low             float64 // 最低
	ServerTime      string  // 时间
	ReversedBytes0  int     // 保留(时间 ServerTime)
	ReversedBytes1  int     // 保留
	Vol             int     // 总量
	CurVol          int     // 现量
	Amount          float64 // 总金额
	SVol            int     // 内盘
	BVol            int     // 外盘
	IndexOpenAmount int     // 指数-集合竞价成交金额=开盘成交金额
	StockOpenAmount int     // 个股-集合竞价成交金额=开盘成交金额
	OpenVolume      int     // 集合竞价-开盘量, 单位是股
	TurnZ           float64 // 开盘换手率Z
	Bid1            float64
	Ask1            float64
	BidVol1         int
	AskVol1         int
	Bid2            float64
	Ask2            float64
	BidVol2         int
	AskVol2         int
	Bid3            float64
	Ask3            float64
	BidVol3         int
	AskVol3         int
	Bid4            float64
	Ask4            float64
	BidVol4         int
	AskVol4         int
	Bid5            float64
	Ask5            float64
	BidVol5         int
	AskVol5         int
	ReversedBytes4  uint16  // 保留
	ReversedBytes5  int     // 保留
	ReversedBytes6  int     // 保留
	ReversedBytes7  int     // 保留
	ReversedBytes8  int     // 保留
	Rate            float64 // 涨速
	Active2         uint16  // 活跃度
}

func BatchSnapShot 

func BatchSnapShot(codes []string) []QuoteSnapshot

BatchSnapShot 批量获取即时行情数据快照

Source Files

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