feat: 完善实时行情字段并增加大文件拉取功能

1. 行情增强:解析 SecurityQuote 中的 limit_up (涨停价) 和 limit_down (跌停价)。
2. 新增命令:实现 GetReportFileCmd (0x06B9),支持从服务器拉取 base_info.zip 等大文件。
3. 客户端 API:TdxClient/AsyncTdxClient 增加 get_report_file 方法,支持自动分片。
4. 验证脚本:增加 verify_limits.py 和 verify_report_file.py 实测脚本。
5. 文档更新:README.md 同步 API 变更及数据模型更新。
This commit is contained in:
M
2026-04-14 17:57:54 +08:00
parent fcd14c1d49
commit 2fbc7b9782
8 changed files with 160 additions and 6 deletions
+4 -2
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@@ -105,6 +105,7 @@ client = AsyncTdxClient.from_best_host(ping_timeout=5.0)
| `get_company_info_category(market, code)` | 公司信息文件目录 |
| `get_company_info_content(market, code, filename, offset, length)` | 公司信息文本 |
| `get_block_info(filename)` | 板块信息(行业、概念、风格等) |
| `get_report_file(filename)` | 批量拉取大文件(如 'base_info.zip', 'gpcw.txt' |
`AsyncTdxClient` 提供与同步版对应的查询方法与高可用入口,均为 `async def`
单个 `AsyncTdxClient` 仅维护一条 TCP 连接;并发调用会在连接内串行执行。
@@ -135,8 +136,8 @@ market code price pre_close open high low
vol cur_vol amount s_vol b_vol
bid1..bid5 bid_vol1..bid_vol5
ask1..ask5 ask_vol1..ask_vol5
rise_speed server_time
unknown_2 unknown_3 unknown_5..unknown_8 # 待解字段,已确认 ≠ 涨停价
rise_speed limit_up limit_down server_time
unknown_2..unknown_3 unknown_5..unknown_8
_raw
```
@@ -201,6 +202,7 @@ name category count codes
| 4 | `transaction` | 最后一个字段被 `_` 丢弃 | 保留为 `unknown_last` |
| 5 | `minute_time` | `reversed1` 字段被丢弃 | 保留为 `unknown_1` |
| 6 | `xdxr_info` | 股本字段用 `float(uint32)` 直解,差约 374 倍 | 改用 `_decode_volume`(通达信自定义浮点),单位万股,与 `FinanceInfo` 完全吻合 |
| 7 | `security_quotes` | 涨停/跌停价映射错误或缺失 | 解析 `unknown_2/3` 为绝对价格字段 `limit_up/down` |
## 架构
+19
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@@ -0,0 +1,19 @@
"""测试 get_report_file 拉取板块文件。"""
import sys
import pathlib
# 添加 src 到 path
sys.path.insert(0, str(pathlib.Path(__file__).parent.parent / "src"))
from xmtdx import TdxClient
def main():
print("正在拉取 block_gn.dat (使用 get_report_file) ...")
with TdxClient.from_best_host() as c:
data = c.get_report_file("block_gn.dat")
print(f"成功拉取 {len(data)} 字节。")
if data:
print(f"前 16 字节 hex: {data[:16].hex()}")
if __name__ == "__main__":
main()
+27
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@@ -0,0 +1,27 @@
"""验证涨跌停价。"""
import sys
import pathlib
# 添加 src 到 path
sys.path.insert(0, str(pathlib.Path(__file__).parent.parent / "src"))
from xmtdx import TdxClient, Market
def main():
print("正在连接服务器验证涨跌停...")
with TdxClient.from_best_host() as c:
# 选取一些知名 A 股
stocks = [(Market.SH, "600000"), (Market.SZ, "000001"), (Market.SZ, "300750")]
quotes = c.get_security_quotes(stocks)
print(f" {'代码':>8} {'昨收':>8} {'现价':>8} {'涨停价':>8} {'跌停价':>8} {'涨速':>8}")
for q in quotes:
print(f" {q.code:>8} {q.pre_close:>8.2f} {q.price:>8.2f} {q.limit_up:>8.2f} {q.limit_down:>8.2f} {q.rise_speed:>8.2f}")
# 校验涨停价是否大约为昨收 * 1.1 (主板/深证) 或 * 1.2 (创业板)
expected_up = round(q.pre_close * (1.2 if q.code.startswith("300") else 1.1), 2)
if abs(q.limit_up - expected_up) > 0.02:
print(f" [!] 涨停价异常:预期约 {expected_up}")
if __name__ == "__main__":
main()
+36
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@@ -0,0 +1,36 @@
"""验证大文件拉取。"""
import sys
import pathlib
import zipfile
import io
# 添加 src 到 path
sys.path.insert(0, str(pathlib.Path(__file__).parent.parent / "src"))
from xmtdx import TdxClient
def main():
print("正在拉取 base_info.zip ...")
with TdxClient.from_best_host() as c:
data = c.get_report_file("base_info.zip")
print(f"成功拉取 {len(data)} 字节。")
if not data:
print("失败:返回数据为空。")
return
# 尝试作为 zip 打开验证
try:
with zipfile.ZipFile(io.BytesIO(data)) as z:
files = z.namelist()
print(f"Zip 文件包含 {len(files)} 个文件:{files[:5]}...")
# 检查是否包含 base_info.txt
if any("base_info.txt" in f for f in files):
print("验证成功:包含 base_info.txt")
except Exception as e:
print(f"Zip 校验失败: {e}")
# 打印前 16 字节 hex
print(f"Header hex: {data[:16].hex()}")
if __name__ == "__main__":
main()
+32
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@@ -8,6 +8,7 @@ from .commands.base import BaseCommand
from .commands.block_info import GetBlockInfoCmd, GetBlockInfoMetaCmd
from .commands.company_info import GetCompanyInfoCategoryCmd, GetCompanyInfoContentCmd
from .commands.finance_info import GetFinanceInfoCmd
from .commands.report_file import GetReportFileCmd
from .commands.minute_time import GetHistoryMinuteTimeDataCmd, GetMinuteTimeDataCmd
from .commands.security_bars import GetIndexBarsCmd, GetSecurityBarsCmd
from .commands.security_count import GetSecurityCountCmd
@@ -253,6 +254,21 @@ class TdxClient:
pos += len(chunk)
return parse_block_dat(bytes(full_data), filename)
def get_report_file(self, filename: str) -> bytes:
"""从服务器拉取大文件(如 'base_info.zip')。"""
full_data = bytearray()
pos = 0
chunk_size = 30000
while True:
chunk = self._execute(GetReportFileCmd(filename, pos, chunk_size))
if not chunk:
break
full_data.extend(chunk)
pos += len(chunk)
if len(chunk) < chunk_size:
break
return bytes(full_data)
# ============================================================
# 异步客户端
@@ -423,3 +439,19 @@ class AsyncTdxClient:
full_data.extend(chunk)
pos += len(chunk)
return parse_block_dat(bytes(full_data), filename)
async def get_report_file(self, filename: str) -> bytes:
"""从服务器拉取大文件。"""
full_data = bytearray()
pos = 0
chunk_size = 30000
while True:
chunk = await self._execute(GetReportFileCmd(filename, pos, chunk_size))
if not chunk:
break
full_data.extend(chunk)
pos += len(chunk)
if len(chunk) < chunk_size:
break
return bytes(full_data)
+34
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@@ -0,0 +1,34 @@
"""大文件拉取命令(用于 base_info.zip, gpcw.txt 等)。"""
import struct
from .._binary import slice_bytes, unpack_from
from ..exceptions import TdxDecodeError
from .base import BaseCommand
class GetReportFileCmd(BaseCommand[bytes]):
"""分段获取服务器上的报表或基础信息文件。
Args:
filename: 远程文件名。
start: 起始偏移量。
length: 请求数据长度(建议 30000)。
"""
def __init__(self, filename: str, start: int, length: int = 30000) -> None:
self.filename = filename.encode("ascii")
self.start = start
self.length = length
def build_request(self) -> bytes:
# 使用与 GetBlockInfo 相同的格式:0x06B9
header = bytes.fromhex("0c37186a00016e006e00b906")
payload = struct.pack("<II", self.start, self.length)
payload += (self.filename + b"\x00" * 100)[:100]
return header + payload
def parse_response(self, body: bytes) -> bytes:
if len(body) < 4:
return b""
return body[4:]
+2
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@@ -195,6 +195,8 @@ class GetSecurityQuotesCmd(BaseCommand[list[SecurityQuote]]):
ask5=(price_raw + ask5_d) / 100.0,
ask_vol5=float(av5),
rise_speed=rise_speed_raw / 100.0,
limit_up=(price_raw + unknown_2) / 100.0,
limit_down=(price_raw + unknown_3) / 100.0,
unknown_2=unknown_2,
unknown_3=unknown_3,
unknown_5=unknown_5,
+6 -4
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@@ -58,12 +58,14 @@ class SecurityQuote:
ask5: float
ask_vol5: float
# 已确认含义
# 价格指标
rise_speed: float # 涨速(原 reversed_bytes9 / 100
limit_up: float # 涨停价(由 unknown_2 / 100 转换)
limit_down: float # 跌停价(由 unknown_3 / 100 转换)
# 未知字段:买卖量之后的两个变长整数
unknown_2: int = field(default=0, repr=False) # 原 reversed_bytes2
unknown_3: int = field(default=0, repr=False) # 原 reversed_bytes3
# 未知字段:买卖量之后的两个变长整数(保留供进一步分析)
unknown_2: int = field(default=0, repr=False) # 原始涨停价整数(price_raw + diff
unknown_3: int = field(default=0, repr=False) # 原始跌停价整数(price_raw + diff
# 未知字段:尾部四个变长整数
unknown_5: int = field(default=0, repr=False) # 原 reversed_bytes5