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GitHubandClaude Opus 4.7
9c5672b4d2
- Add ExTdxClient/AsyncExTdxClient for futures, HK stocks, etc (port 7727) - Add offline module: read daily bars, minute bars, blocks, gbbq, financials from local TDX installation directory (inspired by pytdx) - Add examples 09 (file download) and 10 (offline data reading) - Rewrite README with comprehensive API docs and code examples - Add TdxFileNotFoundError and TdxOfflineError exceptions Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
75 lines
2.4 KiB
Python
75 lines
2.4 KiB
Python
"""获取扩展行情分时数据（当日 + 历史）。"""
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import struct
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from ...commands.base import BaseCommand
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from ..models import ExMinuteBar
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class GetExMinuteTimeDataCmd(BaseCommand[list[ExMinuteBar]]):
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"""获取当日分时行情数据。"""
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def __init__(self, market: int, code: str) -> None:
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self.market = market
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self.code = code.encode("utf-8")
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def build_request(self) -> bytes:
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header = bytes.fromhex("01 07 08 00 01 01 0c 00 0c 00 0b 24")
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return header + struct.pack("<B9s", self.market, self.code)
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def parse_response(self, body: bytes) -> list[ExMinuteBar]:
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if len(body) < 12:
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return []
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pos = 0
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(market, raw_code, num) = struct.unpack("<B9sH", body[pos : pos + 12])
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pos += 12
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return self._parse_records(body, pos, num)
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@staticmethod
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def _parse_records(body: bytes, pos: int, num: int) -> list[ExMinuteBar]:
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results: list[ExMinuteBar] = []
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for _ in range(num):
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if pos + 18 > len(body):
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break
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record_start = pos
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(raw_time, price, avg_price, volume, amount) = struct.unpack(
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"<HffII",
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body[pos : pos + 18],
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)
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pos += 18
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hour = raw_time // 60
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minute = raw_time % 60
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results.append(
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ExMinuteBar(
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hour=hour,
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minute=minute,
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price=price,
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avg_price=avg_price,
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volume=volume,
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open_interest=amount,
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_raw=body[record_start:pos],
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)
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)
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return results
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class GetExHistoryMinuteTimeDataCmd(BaseCommand[list[ExMinuteBar]]):
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"""获取历史某日分时行情数据。"""
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def __init__(self, market: int, code: str, date: int) -> None:
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self.market = market
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self.code = code.encode("utf-8")
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self.date = date
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def build_request(self) -> bytes:
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header = bytes.fromhex("01 01 30 00 01 01 10 00 10 00 0c 24")
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return header + struct.pack("<IB9s", self.date, self.market, self.code)
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def parse_response(self, body: bytes) -> list[ExMinuteBar]:
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if len(body) < 20:
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return []
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pos = 0
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(_market, _code, _unk, num) = struct.unpack("<B9s8sH", body[pos : pos + 20])
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pos += 20
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return GetExMinuteTimeDataCmd._parse_records(body, pos, num)
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