Fix transport and fund flow protocol edge cases

src/xmtdx/client.py

@@ -75,11 +75,11 @@ def _classify_fund_flow(records: list[TransactionRecord]) -> FundFlow:
         if not direction:
             continue
 
-        if amount >= 1_000_000:
+        if amount > 1_000_000:
             stats[f"super_{direction}"] += amount
-        elif amount >= 200_000:
+        elif amount > 200_000:
             stats[f"large_{direction}"] += amount
-        elif amount >= 40_000:
+        elif amount > 40_000:
             stats[f"medium_{direction}"] += amount
         else:
             stats[f"small_{direction}"] += amount

src/xmtdx/commands/fund_flow.py

@@ -52,8 +52,7 @@ class GetHistoryFundFlowCmd(BaseCommand[list[HistoricalFundFlow]]):
             
             # 记录格式：4字节日期 + 8个4字节自定义浮点金额
             # [0]日期, [1..4]流入(超/大/中/小), [5..8]流出(超/大/中/小)
-            # 这里的 i 是 uint32 原始字节，随后需用 _decode_volume 解码
-            raw_data = struct.unpack("<Iiiiiiiii", body[pos:pos+36])
+            raw_data = struct.unpack("<IIIIIIIII", body[pos:pos+36])
             
             raw_date = raw_data[0]
             year = raw_date // 10000

src/xmtdx/commands/security_quotes.py

@@ -17,22 +17,14 @@ from .base import BaseCommand
 def _format_server_time(raw: int) -> str:
     """将 reversed_bytes0 整数转换为 HH:MM:SS.mmm 字符串。
 
-    方法来自 pytdx issue #187。raw 为 14999212 → "14:59:57.163"
+    该字段编码为“小时 + 百万分之一小时的小数部分”。
+    例如：14999212 → "14:59:57.163"
     """
-    s = str(raw)
-    if len(s) < 6:
-        return s
-    # 最后6位：前两位=秒，后四位=毫秒的某种编码
-    time_part = s[:-6] + ":"
-    last6 = int(s[-6:])
-    if int(s[-6:-4]) < 60:
-        time_part += s[-6:-4] + ":"
-        time_part += f"{last6 % 10000 * 60 / 10000.0:06.3f}"
-    else:
-        mins = last6 * 60 // 1000000
-        secs = (last6 * 60 % 1000000) * 60 / 1000000.0
-        time_part += f"{mins:02d}:{secs:06.3f}"
-    return time_part
+    hours, fractional_hour = divmod(raw, 1_000_000)
+    total_millis = fractional_hour * 3600 // 1000
+    minutes, remainder = divmod(total_millis, 60_000)
+    seconds, millis = divmod(remainder, 1000)
+    return f"{hours:02d}:{minutes:02d}:{seconds:02d}.{millis:03d}"
 
 
 class GetSecurityQuotesCmd(BaseCommand[list[SecurityQuote]]):

src/xmtdx/models/stats.py

@@ -20,9 +20,9 @@ class FundFlow:
     
     # 流入项 (Buy)
     super_in: float   # 超大单流入 (>100万)
-    large_in: float   # 大单流入 (20万-100万)
-    medium_in: float  # 中单流入 (4万-20万)
-    small_in: float   # 小单流入 (<4万)
+    large_in: float   # 大单流入 (>20万 且 <=100万)
+    medium_in: float  # 中单流入 (>4万 且 <=20万)
+    small_in: float   # 小单流入 (<=4万)
     
     # 流出项 (Sell)
     super_out: float

src/xmtdx/transport/sync.py

@@ -126,7 +126,15 @@ class TdxConnection:
             sock.close()
             raise TdxConnectionError(f"无法连接 {self.host}:{self.port}: {e}") from e
         self._sock = sock
-        self._send_setup()
+        try:
+            self._send_setup()
+        except Exception:
+            try:
+                sock.close()
+            except OSError:
+                pass
+            self._sock = None
+            raise
 
     def close(self) -> None:
         """关闭连接。"""

tests/unit/test_a_share_extensions.py

@@ -4,6 +4,7 @@ import struct
 from unittest.mock import patch
 
 from xmtdx import Market, TdxClient
+from xmtdx.client import _classify_fund_flow
 from xmtdx.models.bar import SecurityBar
 from xmtdx.models.quote import SecurityQuote
 from xmtdx.models.security import SecurityInfo
@@ -18,7 +19,7 @@ def test_get_fund_flow_logic(_mock_conn_cls):
     
     # 构造模拟 Tick 数据
     mock_recs = [
-        TransactionRecord(10, 0, 100.0, 100, 0, 0), # super_in (100*100*100 = 100w)
+        TransactionRecord(10, 0, 100.0, 101, 0, 0), # super_in (100*101*100 = 101w)
         TransactionRecord(10, 1, 10.0, 250, 1, 0),  # large_out (10*250*100 = 25w)
         TransactionRecord(10, 2, 10.0, 10, 0, 0),   # small_in (10*10*100 = 1w)
     ]
@@ -26,10 +27,24 @@ def test_get_fund_flow_logic(_mock_conn_cls):
     with patch.object(TdxClient, "get_transaction_data", return_value=mock_recs):
         flow = client.get_fund_flow(Market.SH, "600000")
         
-        assert flow.super_in == 1000000.0
+        assert flow.super_in == 1010000.0
         assert flow.large_out == 250000.0
         assert flow.small_in == 10000.0
-        assert flow.main_net_inflow == 1000000.0 - 250000.0
+        assert flow.main_net_inflow == 1010000.0 - 250000.0
+
+
+def test_classify_fund_flow_exact_thresholds_use_lower_bucket():
+    """恰好命中阈值时，应落入较低一档。"""
+    flow = _classify_fund_flow([
+        TransactionRecord(10, 0, 100.0, 100, 0, 0),  # 100w -> large
+        TransactionRecord(10, 1, 100.0, 20, 0, 0),   # 20w -> medium
+        TransactionRecord(10, 2, 100.0, 4, 0, 0),    # 4w -> small
+    ])
+
+    assert flow.super_in == 0.0
+    assert flow.large_in == 1000000.0
+    assert flow.medium_in == 200000.0
+    assert flow.small_in == 40000.0
 
 @patch("xmtdx.client.TdxConnection")
 def test_get_security_list_all_filtering(_mock_conn_cls):
@@ -103,11 +118,11 @@ def test_get_history_fund_flow_parsing():
     body = bytearray(9)
     body.extend(struct.pack("<H", 1)) # 1 record
     
-    # Record: Date(I) + 8 * custom_float(i)
+    # Record: Date(I) + 8 * custom_float(uint32)
     # 2025-01-08
     date = 20250108
     # 模拟 8 个流向金额
-    record = struct.pack("<Iiiiiiiii", date, 100, 200, 300, 400, 500, 600, 700, 800)
+    record = struct.pack("<IIIIIIIII", date, 100, 200, 300, 400, 500, 600, 700, 800)
     body.extend(record)
     
     cmd = GetHistoryFundFlowCmd(Market.SH, "600000", 0, 1)
@@ -130,7 +145,7 @@ def test_get_history_fund_flow_fallback(_mock_conn_cls):
     ]
     txn_map = {
         20250108: [
-            TransactionRecord(10, 0, 100.0, 100, 0, 0),
+            TransactionRecord(10, 0, 100.0, 101, 0, 0),
             TransactionRecord(10, 1, 10.0, 250, 1, 0),
         ],
         20250109: [
@@ -155,7 +170,7 @@ def test_get_history_fund_flow_fallback(_mock_conn_cls):
             year=2025,
             month=1,
             day=8,
-            super_in=1000000.0,
+            super_in=1010000.0,
             super_out=0.0,
             large_in=0.0,
             large_out=250000.0,

tests/unit/test_protocol_fixes.py

@@ -1,6 +1,7 @@
 """协议底层修复验证（针对 2026-04-15 审查结论）。"""
 
 import struct
+from unittest.mock import patch
 
 from xmtdx.codec.price_rules import compute_price_limits
 from xmtdx.commands.fund_flow import GetHistoryFundFlowCmd
@@ -93,6 +94,14 @@ def test_security_quotes_limit_mapping():
     assert q.pre_close == 10.05
 
 
+def test_security_quotes_server_time_format():
+    """服务器时间应按“小时 + 百万分之一小时”统一解码。"""
+    from xmtdx.commands.security_quotes import _format_server_time
+
+    assert _format_server_time(9500000) == "09:30:00.000"
+    assert _format_server_time(14999212) == "14:59:57.163"
+
+
 def test_compute_price_limits_for_stocks():
     """普通股票 / ST / 创业板 / 科创板 / 北交所规则应可正确计算。"""
     assert compute_price_limits(Market.SH, "600000", "浦发银行", 10.05) == (11.06, 9.05)
@@ -123,3 +132,32 @@ def test_compute_price_limits_for_newly_listed_stocks():
     assert compute_price_limits(
         Market.BJ, "920002", "北交所新股", 84.36, listed_days=2
     ) == (109.67, 59.05)
+
+
+def test_history_fund_flow_uses_uint32_volume_words():
+    """历史资金流金额字段必须按 uint32 传给 _decode_volume。"""
+    raw_words = [
+        0x80000001,
+        0xFFFFFFFF,
+        0x7FFFFFFF,
+        0x90000000,
+        0xA0000000,
+        0xB0000000,
+        0xC0000000,
+        0xD0000000,
+    ]
+    body = bytearray(9)
+    body.extend(struct.pack("<H", 1))
+    body.extend(struct.pack("<IIIIIIIII", 20250108, *raw_words))
+
+    seen: list[int] = []
+
+    def fake_decode(raw: int) -> float:
+        seen.append(raw)
+        return float(raw)
+
+    with patch("xmtdx.commands.fund_flow._decode_volume", side_effect=fake_decode):
+        records = GetHistoryFundFlowCmd(Market.SH, "600000", 0, 1).parse_response(bytes(body))
+
+    assert seen == raw_words
+    assert records[0].small_out == float(raw_words[-1])

tests/unit/test_sync_transport.py

@@ -0,0 +1,44 @@
+"""同步 transport 回归测试。"""
+
+from unittest.mock import patch
+
+from xmtdx.exceptions import TdxConnectionError
+from xmtdx.transport.sync import TdxConnection
+
+
+class _FakeSocket:
+    def __init__(self) -> None:
+        self.timeout: float | None = None
+        self.connected_to: tuple[str, int] | None = None
+        self.closed = False
+
+    def settimeout(self, timeout: float) -> None:
+        self.timeout = timeout
+
+    def connect(self, address: tuple[str, int]) -> None:
+        self.connected_to = address
+
+    def close(self) -> None:
+        self.closed = True
+
+
+def test_sync_connection_closes_socket_when_setup_fails() -> None:
+    sock = _FakeSocket()
+    conn = TdxConnection("127.0.0.1", port=7709, timeout=0.2)
+
+    with patch("xmtdx.transport.sync.socket.socket", return_value=sock), patch.object(
+        TdxConnection,
+        "_send_setup",
+        side_effect=TdxConnectionError("setup failed"),
+    ):
+        try:
+            conn.connect()
+        except TdxConnectionError as exc:
+            assert "setup failed" in str(exc)
+        else:  # pragma: no cover - 防御性断言
+            raise AssertionError("expected setup failure")
+
+    assert sock.timeout == 0.2
+    assert sock.connected_to == ("127.0.0.1", 7709)
+    assert sock.closed is True
+    assert conn._sock is None