Commit Graph
19 Commits
Author SHA1 Message Date
Justin Gu 112ba7849f fix: chanlun bi algorithm stuck in fractal trap during sustained trends
Fix find_bis() greedy algorithm terminating early when dense alternating
fractals cause gap=0 for every opposite-type fractal. The root cause was
blindly replacing start_fx with more extreme same-type fractals, pushing
right_kline_index forward and making subsequent gaps permanently 0.

Solution: add pending_opposite guard — when an opposite-type fractal fails
the gap check, freeze start_fx replacement until a valid bi is formed.

- Affects: sustained up/down trends with dense fractals (e.g. high-price stocks)
- 600519: 114 bi (ending 04-28) -> 142 bi (ending 05-27)
- 601088: 131 bi -> 147 bi (end date unchanged)
- New regression test: test_fractal_trap_regression
- Bump version to 1.7.1
2026-06-08 03:08:12 +08:00
Justin Gu fd4a1233b4 feat: add chanlun (ChanLun) technical analysis module, bump to v1.7.0
- New chanlun/ subpackage: K-line merge, fractal, bi/xianduan/zhongshu/mmd/beichi
- New 'easy-tdx chanlun' CLI command with JSON/table output
- MACD calculation (pure numpy, no extra dependencies)
- Multi-level analysis (MultiLevelAnalyser)
- Pipeline: DataFrame -> merge -> fractal -> bi -> zhongshu -> xd -> mmd -> beichi
- 49 offline unit tests covering all calculation steps
- Detailed README docs with output explanation
- Bump version: pyproject.toml 1.6.1 -> 1.7.0, cli 1.5.0 -> 1.7.0
2026-06-07 23:29:52 +08:00
Justin Gu 4cab9aa325 fix: route index files to get_index_bars() in sync-daily/sync-all
Root cause: _fetch_all_daily_bars used get_security_bars() for all files,
but index server responses have 4 extra bytes per record. Wrong parser
produced garbage dates like '12897-50-77' for sh000001, sh000300, etc.

Fix: add _is_index_code() to detect index codes by prefix (sh: 00/88/99,
sz: 39) and route to get_index_bars() accordingly.

Bumps version to 1.6.1.
2026-06-07 21:55:26 +08:00
Justin Gu d01b11fa74 feat: add offline data write-back and sync commands, bump to v1.6.0
- Add write_daily.py: encode/append daily bars to .day files
- Add write_ex_daily.py: encode/append extended market daily bars
- Add write_min_bar.py: encode/append minute bars (.5/.lc1/.lc5)
- Add sync-daily CLI: sync single stock with pagination support
- Add sync-all CLI: one-command sync for all SH/SZ .day files
- Update README with sync commands and Python write API docs
- 50 new unit tests covering encode round-trip, append dedup, edge cases
- Bump version 1.5.0 -> 1.6.0
2026-06-07 21:13:49 +08:00
Justin Gu b17e98468b feat: add offline CLI commands and bump version to v1.5.0
- New 'offline' command group with 8 subcommands: home, daily, min,
  ex-files, ex-daily, gbbq, financial, blocks
- No network required, reads local TDX data files directly
- Updated CLI examples and README with offline documentation
- Added v1.5.0 changelog entry
2026-06-02 12:30:24 +08:00
GitHubandClaude Opus 4.7 2eabbb219a chore: bump version to 1.4.3
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 22:31:31 +08:00
GitHubandClaude Opus 4.7 7572b16614 chore: bump version to 1.4.2
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 18:07:48 +08:00
GitHubandClaude Opus 4.7 6b06f9eb40 feat: add ZHUOYAO indicator (multi-period momentum resonance), bump to 1.4.1
Add 捉妖大师 (ZHUOYAO) indicator to the indicator registry. Outputs
ZY_LONG/ZY_MID/ZY_SHORT/ZY_TREND four lines based on 20/60/120-day
ROC with EMA smoothing for trend resonance detection.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 17:49:30 +08:00
GitHubandClaude Opus 4.7 bcddf5a052 feat: add technical indicator calculation (30 indicators via MyTT), bump to 1.4.0
Integrate MyTT library to provide 30 technical indicators (MACD, KDJ, RSI,
BOLL, DMI, ATR, etc.) accessible via API and CLI with automatic EMA warm-up.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 16:05:40 +08:00
GitHubandClaude Opus 4.7 280af9ecf5 feat: add board-summary and board-ranking CLI commands, bump to 1.3.1
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 23:28:41 +08:00
GitHubandClaude Opus 4.7 72652b9f8b feat: add get_board_ranking() for board change-pct ranking
New MacClient/AsyncMacClient method that ranks all boards of a given
type (industry/concept) by change_pct, amount, main_net_amount, or vol.
Aggregates member quotes via get_board_summary() for each board.

Also bumps version to 1.3.0 and updates README + CLI version.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 22:46:52 +08:00
GitHubandClaude Opus 4.7 30d04440f7 chore: bump version to 1.2.1
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 18:23:17 +08:00
GitHubandClaude Opus 4.7 ba032da9ed feat: add get_board_summary() for board capital flow aggregation
New MacClient/AsyncMacClient method that aggregates board member quotes
into total amount, main force net inflow (1d/3d/5d), and up/down counts.
Includes example demo.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 17:35:00 +08:00
GitHubandClaude Opus 4.7 4820b4a049 feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client
- Add MacClient/AsyncMacClient with full MAC protocol support (quotes, kline
  with adjustment, tick charts, transactions, boards, capital flow, auction,
  unusual, symbol info, server info)
- Add MacExClient/AsyncMacExClient for extended markets (HK, US, futures)
- Add UnifiedTdxClient auto-routing between A-share and extended markets
- Add `easy-tdx` CLI tool with JSON default output, Agent-friendly
- Add field bitmap protocol for custom quote field selection
- Fix quote-list missing fields (default to BASIC+VOLUME preset)
- Add config.py with centralized host management and auto-discovery
- Add 50+ examples covering all APIs (01-20)
- Rewrite README with CLI-first, Agent-friendly documentation
- Bump version to 1.1.0

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-22 22:44:45 +08:00
Justin Gu 00825eb24a feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields
- K-line: daily+ periods output 'date' only, minute periods output 'datetime'
- Transactions (tick-by-tick): combine date param + hour/minute into 'datetime'
- XdxrRecord, HistoricalFundFlow: year/month/day merged to 'date'
- MinuteBar: rename unknown_1 to _unknown_1 (hidden from DataFrame)
- MinuteBar: add datetime column computed from bar index (A-share 240-bar pattern)
- get_minute_time_data: use history endpoint only (current-day endpoint broken in pytdx too)
- Update all examples to reflect new DataFrame column names
2026-05-22 04:19:07 +08:00
GitHubandClaude Opus 4.7 50491f9aae feat!: rename project from xmtdx to easy-tdx
- Package directory: src/xmtdx/ -> src/easy_tdx/
- Import path: from easy_tdx import ...
- pip install easy-tdx
- Add LICENSE (MIT) with upstream attribution (pytdx, xmtdx)
- Add NOTICE with detailed attribution
- Update all examples, tests, scripts, docs
- Bump version to 1.0.0

BREAKING CHANGE: import path changed from `xmtdx` to `easy_tdx`

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 23:21:21 +08:00
GitHubandClaude Opus 4.7 7fd6e610cf feat: add examples (01-08), fix index bars parsing, add ruff hook
- Add example scripts for all API categories (connection, market info,
  kline, minute, transaction, finance, block, fund flow)
- Fix GetIndexBarsCmd: index bar records have 4 extra bytes (advance/
  decline counts) that were not consumed, causing pos drift and
  corrupted dates/volumes for all records after the first
- Fix price_limits.py example (SecurityQuote has no name attr)
- Fix finance_info.py display (scientific notation -> formatted numbers)
- Add PostToolUse ruff hook (scripts/ruff_hook.py)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 18:36:50 +08:00
minionszyw b3c1c555af Bump version to 0.1.1 2026-04-22 19:47:21 +08:00
minionszywandClaude Sonnet 4.6 283682f6b4 feat: 初始实现 xmtdx —— 从零实现通达信 TCP A 股行情客户端
替代年久失修的 pytdx,修复已知 bug,保留未解字段供逆向分析。

主要内容:
- codec 层:get_price 变长编码、get_volume 自定义浮点、datetime/frame 解析
- transport 层:同步(socket)+ 异步(asyncio)双实现,共用命令层
- 命令层(11 条):security_count/list/quotes/bars、minute_time(今日+历史)、
  transaction(当日+历史)、xdxr_info、finance_info、company_info
- 高层 API:TdxClient + AsyncTdxClient
- 单元测试 26 条,全部通过;真实服务器集成测试覆盖全部命令

修复 pytdx Bug #1–5:xdxr 循环读取错误位置、GBK 截断崩溃、
pre_close 误用 get_volume、逐笔/分时未解字段被丢弃

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-11 19:55:19 +08:00