base

Documentation

Index

• Constants
• Variables
• func BasicKLineForSnapshot(v quotes.Snapshot)
• func BatchRealtimeBasicKLine(codes []string) error
• func CheckoutTransactionData(securityCode string, date string, ignorePreviousData bool) (list []quotes.TickTransaction)
• func FundFlow(securityCode string) pandas.DataFrame
• func GetCacheXdxrList(securityCode string) []quotes.XdxrInfo
• func GetMinutes(securityCode, date string) (list []quotes.HistoryMinuteTime)
• func GetTickAll(securityCode string)
• func GetTickStartDate() string
• func GetTransaction(securityCode, tradeDate string) []quotes.TickTransaction
• func GetTransationData(securityCode string, date string) (list []quotes.TickTransaction)
• func GetZxgList() []string
• func MonthlyKLine(securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame)
• func UpdateCacheKLines(securityCode string, klines []KLine)
• func UpdateMinutes(securityCode, date string)
• func UpdateTickStartDate(date string)
• func UpdateXdxrInfo(securityCode string)
• func WeeklyKLine(securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame)
• type KLine
  • func CheckoutKLines(code, date string) []KLine
  • func LoadBasicKline(securityCode string) []KLine
  • func UpdateAllBasicKLine(securityCode string) []KLine

Constants

const (
	TradingFirstTime        = "09:25" // 第一个时间
	TradingStartTime        = "09:30" // 开盘时间
	TradingFinalBiddingTime = "14:57" // 尾盘集合竞价时间
	TradingLastTime         = "15:00" // 最后一个时间

)

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

Variables

var (
	// BasicFields 特征基础字段
	BasicFields = []string{"date", "open", "close", "high", "low", "volume", "amount"}
)

var (
	// DataDaysDiff 日期差异偏移量
	DataDaysDiff = 1
)

var (
	ErrTdxApiQuotesTickMaxBatchSizeExceeded = errors.New(fmt.Sprintf("[tdx-api-quotes-tick]batch size exceeded maximum(%d) limit", quotes.TDX_SECURITY_QUOTES_MAX))
)

var (
	TdxFieldsFundFlow = []string{"日期", "主力净额金额(元)", "主力净额占比(%)", "超大单净买入金额(元)", "超大单净买入占比(%)", "大单净买入金额(元)", "大单净买入占比(%)", "主买净额金额(元)", "主买净额占比(%)"}
)

Functions

func BasicKLineForSnapshot

func BasicKLineForSnapshot(v quotes.Snapshot)

BasicKLineForSnapshot 通过snapshot更新基础K线

func BatchRealtimeBasicKLine

func BatchRealtimeBasicKLine(codes []string) error

BatchRealtimeBasicKLine 批量获取实时行情数据

func CheckoutTransactionData

func CheckoutTransactionData(securityCode string, date string, ignorePreviousData bool) (list []quotes.TickTransaction)

CheckoutTransactionData 获取指定日期的分笔成交记录

先从缓存获取, 如果缓存不存在, 则从服务器下载
K线附加成交数据

func FundFlow

func FundFlow(securityCode string) pandas.DataFrame

FundFlow 资金流向

deprecated: 不推荐

func GetCacheXdxrList

func GetCacheXdxrList(securityCode string) []quotes.XdxrInfo

GetCacheXdxrList 获取除权除息的数据列表

func GetMinutes

func GetMinutes(securityCode, date string) (list []quotes.HistoryMinuteTime)

GetMinutes 获取分时数据

func GetTickAll

func GetTickAll(securityCode string)

GetTickAll 下载全部tick数据

func GetTickStartDate

func GetTickStartDate() string

func GetTransaction

func GetTransaction(securityCode, tradeDate string) []quotes.TickTransaction

GetTransaction 获取指定日期的历史成交数据

func GetTransationData

func GetTransationData(securityCode string, date string) (list []quotes.TickTransaction)

GetTransationData 获取指定日期的分笔成交记录

func GetZxgList

func GetZxgList() []string

func MonthlyKLine

func MonthlyKLine(securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame)

MonthlyKLine 月K线

func UpdateCacheKLines

func UpdateCacheKLines(securityCode string, klines []KLine)

UpdateCacheKLines 更新缓存K线

func UpdateMinutes

func UpdateMinutes(securityCode, date string)

UpdateMinutes 更新指定日期的个股分时数据

func UpdateTickStartDate

func UpdateTickStartDate(date string)

UpdateTickStartDate 修改tick数据开始下载的日期

func UpdateXdxrInfo

func UpdateXdxrInfo(securityCode string)

UpdateXdxrInfo 除权除息数据

func WeeklyKLine

func WeeklyKLine(securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame)

WeeklyKLine 周线

Types

type KLine

type KLine struct {
	Date   string  `name:"日期" dataframe:"date"`       // 日期
	Open   float64 `name:"开盘" dataframe:"open"`       // 开盘价
	Close  float64 `name:"收盘" dataframe:"close"`      // 收盘价
	High   float64 `name:"最高" dataframe:"high"`       // 最高价
	Low    float64 `name:"最低" dataframe:"low"`        // 最低价
	Volume float64 `name:"成交量(股)" dataframe:"volume"` // 成交量
	Amount float64 `name:"成交额(元)" dataframe:"amount"` // 成交金额
	Up     int     `name:"上涨/外盘" dataframe:"up"`      // 上涨家数
	Down   int     `name:"下跌/内盘" dataframe:"down"`    // 下跌家数
}

KLine 日K线基础结构

func CheckoutKLines

func CheckoutKLines(code, date string) []KLine

CheckoutKLines 捡出指定日期的K线数据

func LoadBasicKline

func LoadBasicKline(securityCode string) []KLine

LoadBasicKline 加载基础K线

func UpdateAllBasicKLine

func UpdateAllBasicKLine(securityCode string) []KLine

UpdateAllBasicKLine 更新全部日K线基础数据并保存文件