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 GetAllHistoricalTradingData(securityCode string)
• func GetBeginDateOfHistoricalTradingData() string
• func GetCacheXdxrList(securityCode string) []quotes.XdxrInfo
• func GetHistoricalTradingData(securityCode, tradeDate string) []quotes.TickTransaction
• func GetHistoricalTradingDataByDate(securityCode string, date string) (list []quotes.TickTransaction)
• func GetMinutes(securityCode, date string) (list []quotes.MinuteTime)
• func GetZxgList() []string
• func MonthlyKLine(securityCode string, cacheKLine ...[]KLine) (df pandas.DataFrame)
• func UpdateBeginDateOfHistoricalTradingData(date string)
• func UpdateCacheKLines(securityCode string, klines []KLine)
• func UpdateMinutes(securityCode, 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 GetAllHistoricalTradingData

func GetAllHistoricalTradingData(securityCode string)

GetAllHistoricalTradingData 下载全部历史成交数据

func GetBeginDateOfHistoricalTradingData

func GetBeginDateOfHistoricalTradingData() string

GetBeginDateOfHistoricalTradingData 获取系统默认的历史成交数据的最早日期

func GetCacheXdxrList

func GetCacheXdxrList(securityCode string) []quotes.XdxrInfo

GetCacheXdxrList 获取除权除息的数据列表

func GetHistoricalTradingData

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

GetHistoricalTradingData 获取指定日期的历史成交数据

func GetHistoricalTradingDataByDate

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

GetHistoricalTradingDataByDate 获取指定日期的历史成交记录

func GetMinutes

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

GetMinutes 获取分时数据

func GetZxgList

func GetZxgList() []string

func MonthlyKLine

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

MonthlyKLine 月K线

func UpdateBeginDateOfHistoricalTradingData

func UpdateBeginDateOfHistoricalTradingData(date string)

UpdateBeginDateOfHistoricalTradingData 修改tick数据开始下载的日期

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 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