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fix(mac): 异动 0x1237 补齐 0x15/0x16/0x1D/0x1E 解析并修正 0x13 试盘方向（#62）
- 0x16 盘中强势/弱势：09:25 样本 v2 与开盘涨幅 49/49 精确一致，v1 为带符号 ±1~3 级强弱等级 - 0x15 竞价/尾盘异动：09:25 与 15:00 双时刻触发，desc 按时刻区分竞价/尾盘前缀 - 0x1D/0x1E 急速拉升/急速下跌：阈值下限 ±0.6% - 0x13 竞价试盘：v1=0x00 试买/0x01 试卖（552 条对照昨收 549 条一致），旧实现试卖方向描述错误 - 新增顶层常量 UNUSUAL_TYPE_NAMES（19 种类型码→名称） - 协议探索结论与完整证据链文档化 docs/protocol-unknown-fields.md §3.4 - 测试 test_unusual.py 21 例（全部真实抓包字节 fixture）
This commit is contained in:
Justin Gu
@@ -1474,6 +1474,16 @@ with MacClient.from_best_host() as c:
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df = c.get_server_info() # 服务器交易时段
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```
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`get_unusual` 返回列含 `unusual_type`（类型码）与 `desc`（中文描述），共 19 种类型
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（主力买卖/加速拉升/急速拉升/盘中强弱/竞价异动/涨跌停/大单盘口等）。类型码→名称
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可用顶层常量映射：
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```python
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from easy_tdx import UNUSUAL_TYPE_NAMES
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df["type_name"] = df["unusual_type"].map(UNUSUAL_TYPE_NAMES)
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```
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### 扩展市场
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```python
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@@ -206,6 +206,56 @@ u1 范围与价格非线性质相关（茅台价格 140x → u1 范围 300x）
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`commands/transaction.py:73,97`：`unknown_last`，pytdx 原来直接丢弃。
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### 3.4 市场异动（0x1237）异动类型与数据区（已确认，Issue #62）
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`mac/commands/unusual.py`：每条 32 字节记录 = `<H6sBBBHH>` 头（15B）+ 13B 类型数据区
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（`<B2fI`：v1, v2, v3, v4）+ offset 28 保留字节（全类型实测恒 0x00）+ `<BH>` 时间。
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**2026-09-01 全天跟踪实测**（09:25~15:05 每 10 分钟一轮全量拉取 SH/SZ/BJ，收盘 17848 条）
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补齐 4 个缺失类型：
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| 类型 | 语义 | 数据区语义 | 证据 |
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|------|------|-----------|------|
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| 0x13 | 竞价试盘（试买/试卖） | v1=0x00 试买（申报价高于昨收）/ 0x01 试卖（低于昨收）；v2=申报价；v3=竞价量（手） | 2026-09-02 全量 552 条对照昨收：v1 方向规律 549 条一致（2 条恰等于昨收 + 1 条异常）；触发窗口 09:15~09:20。旧实现一律显示「竞价试买」，试卖方向描述错误 |
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| 0x15 | 竞价/尾盘异动（拉升/下跌/平稳），**双时刻信号** | v1=0x02/0x03/0x01 方向档（±0.5% 分档）；v2=时段尾段价格变动（相对昨收 pp）；v3=该时段成交量（手） | 开盘竞价：早间 1191 条全部落在 09:25:00~09:25:02；收盘：86 条全部落在 15:00:01~15:00:04（SH 52 / SZ 29 / BJ 5），v1 分档规律与早间一致、幅度更小（±0.5%~±2.6%）。v2 参考时刻扫描收敛于 09:23:30~09:24:00（60 样本 MAE 0.11pp，受竞价 3 秒采样粒度限制）；v3 略小于最终撮合量（如 600551 v3=40254 vs 终值 44865）。desc 按记录小时区分「竞价/尾盘」前缀 |
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| 0x16 | 盘中强势/弱势 | v2=触发时涨跌幅；v1=带符号强弱等级（0x01~0x03 强势 1~3 级，0xFD~0xFF 弱势 1~3 级，补码）；v3≈v2（差值 mean 0.83pp，语义未定） | 09:25 的 49 条样本 v2 与当日开盘涨幅（open/pre_close-1）**49/49 精确一致**；全时段与收盘涨跌幅符号一致率 97%~100%；v1 六组对应 v2 区间互不重叠且单调（0x03: +7.1%~+245.9%、0xFD: -10.0%~-9.0% 等） |
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| 0x1D | 急速拉升 | v1 恒 0x00（方向）；v2=短窗涨幅（阈值下限 +0.6%）；v3 恒 0 | 全天 1127 条，v2 恒正（+0.6%~+3.9%） |
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| 0x1E | 急速下跌 | v1 恒 0x01（方向）；v2 恒负（-0.6%~-4.0%）；v3 恒 0 | 全天 586 条 |
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**0x14 的竞价试盘子族**：09:15:00~09:25 期间撮合参考价触板/近板即触发（SH 早间 531 条），
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与 PC 客户端推送协议的「涨停试盘/跌停试盘」对应。数据区布局与盘中 0x14 相同
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（v1 方向、data[1] sub_type、float 价/量），现有解析器无需改动——如 600551 09:15:00
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竞价参考价 9.08（+10.06%，恰在涨停价）→「封涨停板」；600127 09:15:00 参考价 10.84
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（-9.97%）→「逼近跌停」。
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**全天类型普查结论**：收盘全量 17848 条中类型集恒为 17 种（0x03~0x0B、0x10、0x11、
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0x13~0x16、0x1D、0x1E），午间、下午、收盘竞价各窗口均无新类型码出现；2026-09-02
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盘中（10:27）复查亦为同一 17 种。已知但两个交易日零触发的 2 种：0x0C 区间缩量、
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0x12 大单锁盘（语义仍承自 pytdx2 一系，待采样验证）。PC 推送协议特有的「大笔买入/卖出、
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主力急入/急出、急速上涨/猛烈下跌、强势封涨停/跌停、涨幅超 10% 整数倍」等信号
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（PigQuant 逆向的 0x40080cd1+ 消息 ID 体系）在 0x1237 拉取协议中**无对应类型码**，
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两套协议的信号空间不同构：PC 端「逼近/封/打开涨跌停」对应 0x14 子类型、「买一/卖一
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剩余大」对应 0x10/0x11、「急速拉升/猛烈打压」对应 0x1D/0x1E。
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**排除项**：
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- pytdx2（QuantJia/pytdx2 `parser/stock.py`）把 0x15 标作"尾盘（对倒/拉升）"——只对了一半：
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0x15 在开盘竞价（09:25）与收盘（15:00）双时刻触发，他们大概只观测过下午的记录；
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其 0x16"盘中弱势/强势"方向语义（v2 符号）与实测一致。
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- 0x00~0x02、0x0D、0x0E、0x0F、0x17~0x1C、0x1F+ 全天零出现（未实现或极罕见）。
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- 0x16 的 v1 等级公式未完全破解：等级与 v2 非纯函数关系（L2/L3 区间在 +7.1%~+9.0% 重叠），
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疑与涨停幅度（ST/创业/科创）相关，待后续验证。
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**请求监控参数**（`<HH2xH2xH5H` 尾部 6×H，默认 1,200,30,40,50,200）单维扫描
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（每位置 15 个候选值）：位置 1~4 完全惰性；位置 0 仅低字节有效（≥0x400 返回空）；
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位置 5 在 1~127 区间致命（bit7 或 0 才有效）。所有有效变体返回类型集完全一致——
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**这 6 个参数不是信号类型开关**，真实字段划分可能并非 6 个独立 H。
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**其他观察**：
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- 北交所（Market.BJ=2）同样支持 0x1237（当日 1030 条，类型集相同）。
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- 异动列表非静态快照：午间休市期间计数仍在漂移（0x07: 499→604），服务端持续重算/改写记录。
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- 数据区第 4 槽（offset 25~28）本库按 uint32 解（`<B2fI`），pytdx2 按 float 解
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（`<Bfff`）；对既有类型仅 0x10 大单托盘使用该槽，两种解法在该场景下显示等价，语义归属待定。
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## 四、硬跳过的字节块
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### 4.1 xdxr_info 9字节响应头部（已确认：请求回显）
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@@ -13,9 +13,21 @@ UnusualItem dataclass 字段:
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code str 证券代码
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name str 证券名称
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time time 异动时间
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desc str 异动描述（如 "5分钟涨幅>3%"、"快速拉升"、"大笔买入"）
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value str 异动数值（如 "3.52%"、"5000手"）
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unusual_type int 异动类型代码（1=5分钟涨幅, 2=5分钟跌幅, 3=快速拉升, 4=大笔成交等）
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desc str 异动描述（如 "盘中强势"、"竞价拉升"、"急速下跌"）
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value str 异动数值（如 "5.82%"、"10.05%/64310手"）
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unusual_type int 异动类型代码（见下表）
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异动类型代码表（0x1237，2026-09-01 实测锚定，可用 easy_tdx.UNUSUAL_TYPE_NAMES 映射）:
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0x03 主力买入/卖出 0x10 大单托盘
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0x04 加速拉升 0x11 大单压盘
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0x05 加速下跌 0x12 大单锁盘
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0x06 低位反弹 0x13 竞价试盘（试买/试卖，09:15~09:20 触发）
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0x07 高位回落 0x14 涨跌停（逼近/封板/封大减/打开）
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0x08 撑杆跳高 0x15 竞价/尾盘异动（拉升/下跌/平稳，09:25 与 15:00 双时刻触发）
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0x09 平台跳水 0x16 盘中强势/弱势（v1 为 1~3 级强弱等级）
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0x0A 单笔冲涨/冲跌 0x1D 急速拉升
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0x0B 区间放量涨/跌/平 0x1E 急速下跌
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0x0C 区间缩量
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返回 DataFrame 列说明:
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index int 异动序号
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@@ -59,9 +71,10 @@ with MacClient.from_best_host() as c:
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print("暂无异动数据。")
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# 示例输出:
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# 共获取 1843 条异动（4 页）
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# 共获取 12871 条异动（22 页）
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# index market code name time desc value unusual_type
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# 1 1 600XXX XX科技 09:45:00 5分钟涨幅>3% 3.52% 1
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# 2 1 601XXX XX银行 09:52:00 5分钟涨幅>3% 3.15% 1
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# 3 1 600XXX XX能源 10:05:00 5分钟跌幅>3% -3.28% 2
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# 1 1 600551 时代出版 09:25:00 竞价下跌 -1.21%/40254手 21
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# 2 1 600551 时代出版 09:25:00 盘中强势 5.82% 22
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# 3 1 600295 鄂尔多斯 09:25:00 竞价拉升 2.88%/533手 21
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# 4 1 605365 立达信 09:35:08 急速拉升 1.62% 29
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# ...
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@@ -27,6 +27,7 @@ from .ex.mac_client import AsyncMacExClient, MacExClient
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from .ex.models import KNOWN_EX_HOSTS
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from .exceptions import TdxCommandError, TdxConnectionError, TdxDecodeError, TdxError
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from .mac.client import AsyncMacClient, MacClient
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from .mac.commands import UNUSUAL_TYPE_NAMES
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from .mac.enums import (
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Adjust,
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BoardSortColumn,
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@@ -90,6 +91,7 @@ __all__ = [
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"TransactionRecord",
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"XdxrRecord",
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"XDXR_CATEGORY_NAMES",
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"UNUSUAL_TYPE_NAMES",
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"FinanceInfo",
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"CompanyInfoCategory",
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"FinancialFileInfo",
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@@ -13,7 +13,7 @@ from .symbol_quotes import SymbolQuotesCmd
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from .symbol_tick_chart import SymbolTickChartCmd
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from .symbol_transaction import SymbolTransactionCmd
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from .tick_charts import TickChartsCmd
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from .unusual import UnusualCmd
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from .unusual import UNUSUAL_TYPE_NAMES, UnusualCmd
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__all__ = [
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"BoardListCmd",
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@@ -29,5 +29,6 @@ __all__ = [
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"SymbolTickChartCmd",
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"SymbolTransactionCmd",
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"TickChartsCmd",
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"UNUSUAL_TYPE_NAMES",
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"UnusualCmd",
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]
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@@ -8,9 +8,34 @@ from ...codec.mac_frame import build_mac_request
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from ...commands.base import BaseCommand
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from ..models import UnusualItem
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# 异动类型 → 粗粒度名称映射（Issue #62）。
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# 0x15/0x16/0x1D/0x1E 语义由 2026-09-01 全市场 12871 条实测锚定，详见
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# docs/protocol-unknown-fields.md「市场异动（0x1237）异动类型」一节。
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UNUSUAL_TYPE_NAMES: dict[int, str] = {
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0x03: "主力买入卖出",
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0x04: "加速拉升",
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0x05: "加速下跌",
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0x06: "低位反弹",
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0x07: "高位回落",
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0x08: "撑杆跳高",
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0x09: "平台跳水",
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0x0A: "单笔冲涨跌",
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0x0B: "区间放量",
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0x0C: "区间缩量",
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0x10: "大单托盘",
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0x11: "大单压盘",
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0x12: "大单锁盘",
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0x13: "竞价试盘",
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0x14: "涨跌停",
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0x15: "竞价/尾盘异动",
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0x16: "盘中强势弱势",
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0x1D: "急速拉升",
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0x1E: "急速下跌",
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}
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def _describe_unusual(unusual_type: int, data: bytes) -> tuple[str, str]:
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"""根据异动类型解析描述和数值。"""
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def _describe_unusual(unusual_type: int, data: bytes, hour: int = 9) -> tuple[str, str]:
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"""根据异动类型解析描述和数值。hour 用于区分竞价/尾盘双时刻信号（0x15）。"""
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if len(data) < 13:
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return "", ""
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v1, v2, v3, v4 = struct.unpack_from("<B2fI", data)
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@@ -56,8 +81,14 @@ def _describe_unusual(unusual_type: int, data: bytes) -> tuple[str, str]:
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desc = "大单锁盘"
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val = ""
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elif unusual_type == 0x13:
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# 竞价试盘（09:15~09:20 触发）：v1=0x00 试买（申报价高于昨收）/ 0x01 试卖
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# （低于昨收）；v2 为申报价，v3 为竞价量（手）。方向规律 2026-09-02
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# 全量 552 条对照昨收 549 条一致（2 条恰等于昨收的边界 + 1 条异常）。
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if v1 == 0x01:
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desc = "竞价试卖"
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else:
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desc = "竞价试买"
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val = f"{v2:.2f}/{v3:.2f}"
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val = f"{v2:.2f}/{v3:.0f}手"
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elif unusual_type == 0x14:
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direction = "涨" if v1 == 0x00 else "跌"
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if len(data) >= 10:
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@@ -75,6 +106,31 @@ def _describe_unusual(unusual_type: int, data: bytes) -> tuple[str, str]:
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else:
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desc = f"涨跌停({direction})"
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val = f"{v2_alt:.2f}/{v3_alt:.2f}"
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elif unusual_type == 0x15:
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# 竞价/尾盘异动：开盘竞价（09:25）与收盘（15:00）两个撮合时刻都会触发。
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# v1=0x02 拉升 / 0x03 下跌 / 0x01 平稳（±0.5% 分档）；v2 为时段尾段价格
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# 变动（相对昨收），v3 为该时段成交量（手）。
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stage = "竞价" if hour < 12 else "尾盘"
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if v1 == 0x02:
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desc = f"{stage}拉升"
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elif v1 == 0x03:
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desc = f"{stage}下跌"
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elif v1 == 0x01:
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desc = f"{stage}平稳"
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else:
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desc = f"{stage}异动"
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val = f"{v2 * 100:.2f}%/{v3:.0f}手"
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elif unusual_type == 0x16:
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# 盘中强势/弱势：v2 = 触发时涨跌幅（09:25 样本与开盘涨幅 49/49 精确一致），
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# v1 为带符号强弱等级（0x01~0x03 强势 1~3 级，0xFD~0xFF 弱势 1~3 级）。
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desc = "盘中强势" if v2 >= 0 else "盘中弱势"
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val = f"{v2 * 100:.2f}%"
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elif unusual_type == 0x1D:
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desc = "急速拉升"
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val = f"{v2 * 100:.2f}%"
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elif unusual_type == 0x1E:
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desc = "急速下跌"
|
||||
val = f"{v2 * 100:.2f}%"
|
||||
else:
|
||||
desc = f"异动类型{unusual_type:#04x}"
|
||||
val = ""
|
||||
@@ -129,10 +185,10 @@ class UnusualCmd(BaseCommand[list[UnusualItem]]):
|
||||
"<H6sBBBHH", body, offset, f"unusual record[{i}]"
|
||||
)
|
||||
|
||||
desc, value = _describe_unusual(unusual_type, body[offset + 15 : offset + 28])
|
||||
|
||||
hour, minute_sec = unpack_from("<BH", body, offset + 29, f"unusual time[{i}]")
|
||||
|
||||
desc, value = _describe_unusual(unusual_type, body[offset + 15 : offset + 28], hour)
|
||||
|
||||
results.append(
|
||||
UnusualItem(
|
||||
index=index,
|
||||
|
||||
@@ -72,6 +72,7 @@ _EXPECTED_KIND: dict[str, str] = {
|
||||
"CALC_HOSTS": "constant",
|
||||
"MAC_HOSTS": "constant",
|
||||
"XDXR_CATEGORY_NAMES": "constant",
|
||||
"UNUSUAL_TYPE_NAMES": "constant",
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,221 @@
|
||||
"""市场异动（0x1237）异动类型解析测试（Issue #62）。
|
||||
|
||||
背景实测（2026-09-01 午间，全市场 SH+SZ 共 12871 条）：
|
||||
- 0x15 仅出现在 09:25:00~09:25:02（竞价撮合时刻），v1 为方向档
|
||||
（0x02 拉升 / 0x03 下跌 / 0x01 平稳，±0.5% 分档），v2 为竞价尾段
|
||||
价格变动（相对昨收，参考时刻收敛于 09:23:30~09:24:00），v3 为竞价
|
||||
匹配量（手，略小于最终撮合量）。pytdx2 把 0x15 标作"尾盘"与实测矛盾，
|
||||
系对 PC 推送协议枚举的错误类推。
|
||||
- 0x16 全天分布，v2 为触发时涨跌幅：09:25 的 49 条样本与当日开盘涨幅
|
||||
（open/pre_close-1）49/49 精确一致；全时段与收盘涨跌幅符号一致率
|
||||
97%~100%。v1 为带符号强弱等级（0x01~0x03 强势、0xFD~0xFF 弱势，
|
||||
六组 v2 区间互不重叠且单调）。
|
||||
- 0x1D / 0x1E 全天分布，v1 恒为 0x00 / 0x01（方向），v2 恒正 / 恒负
|
||||
（阈值下限 ±0.6%），v3 恒 0。
|
||||
"""
|
||||
|
||||
import struct
|
||||
from datetime import time
|
||||
|
||||
from easy_tdx import UNUSUAL_TYPE_NAMES
|
||||
from easy_tdx.mac.commands.unusual import UnusualCmd, _describe_unusual
|
||||
|
||||
|
||||
def _record(
|
||||
utype: int,
|
||||
data_hex: str,
|
||||
hour: int = 9,
|
||||
minute_sec: int = 2500,
|
||||
market: int = 1,
|
||||
code: str = "600551",
|
||||
) -> bytes:
|
||||
"""构造一条 32 字节异动记录（<H6sBBBHH> 头 + 13B 数据区 + 保留 + <BH> 时间）。"""
|
||||
return (
|
||||
struct.pack("<H6sBBBHH", market, code.encode("gbk"), 0, utype, 0, 1, 0)
|
||||
+ bytes.fromhex(data_hex)
|
||||
+ b"\x00" # offset 28：全类型实测恒 0
|
||||
+ struct.pack("<BH", hour, minute_sec)
|
||||
)
|
||||
|
||||
|
||||
def _body(records: list[bytes]) -> bytes:
|
||||
text = ",".join("测试股" for _ in records)
|
||||
return struct.pack("<H", len(records)) + b"".join(records) + text.encode("gbk")
|
||||
|
||||
|
||||
class TestDescribeUnusualKnownTypes:
|
||||
"""既有 15 种类型（0x03~0x0C、0x10~0x14）解析不回归。"""
|
||||
|
||||
def test_type_0x04(self):
|
||||
# 真实样本：605365 立达信 2026-09-01 09:35:11
|
||||
desc, val = _describe_unusual(0x04, bytes.fromhex("00b8d73d3d0000000000000000"))
|
||||
assert desc == "加速拉升"
|
||||
assert val == "4.63%"
|
||||
|
||||
def test_unknown_type_fallback(self):
|
||||
desc, val = _describe_unusual(0x42, bytes.fromhex("00" * 13))
|
||||
assert desc == "异动类型0x42"
|
||||
assert val == ""
|
||||
|
||||
|
||||
class TestType0x15:
|
||||
"""0x15 竞价/尾盘异动（Issue #62）。
|
||||
|
||||
双时刻信号：开盘竞价 09:25（当日 1191 条）与收盘 15:00:01~04（当日 86 条，
|
||||
SH 52 / SZ 29 / BJ 5）都触发；desc 按记录小时区分「竞价/尾盘」前缀。
|
||||
"""
|
||||
|
||||
def test_auction_drop(self):
|
||||
# 真实样本：600551 时代出版 09:25:00，v1=0x03 竞价下跌
|
||||
desc, val = _describe_unusual(0x15, bytes.fromhex("030c9846bc003e1d4700000000"))
|
||||
assert desc == "竞价下跌"
|
||||
assert val == "-1.21%/40254手"
|
||||
|
||||
def test_auction_rise(self):
|
||||
# 真实样本：600127 金健米业 09:25:00，v1=0x02 竞价拉升（尾段自 10.84 冲至 12.05）
|
||||
desc, val = _describe_unusual(0x15, bytes.fromhex("0213d2cd3d00367b4700000000"))
|
||||
assert desc == "竞价拉升"
|
||||
assert val == "10.05%/64310手"
|
||||
|
||||
def test_auction_flat(self):
|
||||
# 真实样本：600410 华胜天成 09:25:01，v1=0x01 竞价平稳（尾段价格未动）
|
||||
desc, val = _describe_unusual(0x15, bytes.fromhex("01000000000098a54500000000"))
|
||||
assert desc == "竞价平稳"
|
||||
assert val == "0.00%/5299手"
|
||||
|
||||
def test_close_rise_uses_tail_prefix(self):
|
||||
# 真实样本：600123 15:00:01（收盘撮合时刻），v1=0x02 尾盘拉升
|
||||
desc, val = _describe_unusual(0x15, bytes.fromhex("027bb4dd3b0004a84500000000"), 15)
|
||||
assert desc == "尾盘拉升"
|
||||
assert val == "0.68%/5376手"
|
||||
|
||||
def test_close_drop_uses_tail_prefix(self):
|
||||
# 真实样本：600221 15:00:01，v1=0x03 尾盘下跌
|
||||
desc, val = _describe_unusual(0x15, bytes.fromhex("03c10ffcbb839c274800000000"), 15)
|
||||
assert desc == "尾盘下跌"
|
||||
assert val == "-0.77%/171634手"
|
||||
|
||||
def test_unknown_sub_type_falls_back(self):
|
||||
desc, _ = _describe_unusual(0x15, struct.pack("<B2fI", 0x77, 0.0, 100.0, 0))
|
||||
assert desc == "竞价异动"
|
||||
desc, _ = _describe_unusual(0x15, struct.pack("<B2fI", 0x77, 0.0, 100.0, 0), 15)
|
||||
assert desc == "尾盘异动"
|
||||
|
||||
|
||||
class TestType0x16:
|
||||
"""0x16 盘中强势/弱势（Issue #62 主体）。"""
|
||||
|
||||
def test_strong_at_auction(self):
|
||||
# 真实样本：600551 时代出版 09:25:00，v2=+5.82% 与当日开盘涨幅精确一致
|
||||
desc, val = _describe_unusual(0x16, bytes.fromhex("010f506e3dcb846e3d00000000"))
|
||||
assert desc == "盘中强势"
|
||||
assert val == "5.82%"
|
||||
|
||||
def test_weak_at_auction(self):
|
||||
# 真实样本：600683 京投发展 09:25:01，v1=0xFF（弱势 1 级），v2=-6.40%
|
||||
desc, val = _describe_unusual(0x16, bytes.fromhex("ffc71d83bd690383bd00000000"))
|
||||
assert desc == "盘中弱势"
|
||||
assert val == "-6.40%"
|
||||
|
||||
def test_new_stock_no_limit(self):
|
||||
# 真实样本：601123 N马矿 09:25:00，新股无涨跌幅限制，v2=+245.86%
|
||||
desc, val = _describe_unusual(0x16, bytes.fromhex("03775a1d404a5b1d4000000000"))
|
||||
assert desc == "盘中强势"
|
||||
assert val == "245.86%"
|
||||
|
||||
|
||||
class TestType0x13:
|
||||
"""0x13 竞价试盘（2026-09-02 破译）。
|
||||
|
||||
v1 为方向：0x00 试买（申报价高于昨收）/ 0x01 试卖（低于昨收）——552 条对照
|
||||
昨收 549 条一致；v2 为申报价、v3 为竞价量（手）。旧实现一律显示「竞价试买」，
|
||||
方向相反的一半记录描述错误。
|
||||
"""
|
||||
|
||||
def test_auction_test_buy(self):
|
||||
# 真实样本：603980 09:15:14，申报价 8.71 高于昨收 7.92（往上试）
|
||||
desc, val = _describe_unusual(0x13, bytes.fromhex("00295c0b41006c354600000000"))
|
||||
assert desc == "竞价试买"
|
||||
assert val == "8.71/11611手"
|
||||
|
||||
def test_auction_test_sell(self):
|
||||
# 真实样本：603900 09:15:17，申报价 6.46 低于昨收 7.17（往下试）
|
||||
desc, val = _describe_unusual(0x13, bytes.fromhex("0152b8ce400000c94300000000"))
|
||||
assert desc == "竞价试卖"
|
||||
assert val == "6.46/402手"
|
||||
|
||||
|
||||
class TestType0x1D0x1E:
|
||||
"""0x1D 急速拉升 / 0x1E 急速下跌（Issue #62 顺带补齐）。"""
|
||||
|
||||
def test_fast_rise(self):
|
||||
# 真实样本：605365 立达信 09:35:08
|
||||
desc, val = _describe_unusual(0x1D, bytes.fromhex("009d50843c0000000000000000"))
|
||||
assert desc == "急速拉升"
|
||||
assert val == "1.62%"
|
||||
|
||||
def test_fast_fall(self):
|
||||
# 真实样本：601123 N马矿 09:35:03
|
||||
desc, val = _describe_unusual(0x1E, bytes.fromhex("019cd393bc0000000000000000"))
|
||||
assert desc == "急速下跌"
|
||||
assert val == "-1.80%"
|
||||
|
||||
|
||||
class TestUnusualCmdParseResponse:
|
||||
def test_parse_new_types_end_to_end(self):
|
||||
body = _body(
|
||||
[
|
||||
_record(0x16, "010f506e3dcb846e3d00000000", 9, 2500),
|
||||
_record(0x15, "030c9846bc003e1d4700000000", 9, 2500),
|
||||
_record(0x1D, "009d50843c0000000000000000", 9, 3508),
|
||||
_record(0x1E, "019cd393bc0000000000000000", 9, 3503),
|
||||
]
|
||||
)
|
||||
items = UnusualCmd(1, 0, 600).parse_response(body)
|
||||
assert len(items) == 4
|
||||
assert [i.desc for i in items] == ["盘中强势", "竞价下跌", "急速拉升", "急速下跌"]
|
||||
assert items[0].value == "5.82%"
|
||||
assert items[1].value == "-1.21%/40254手"
|
||||
assert items[0].time == time(9, 25, 0)
|
||||
assert items[2].time == time(9, 35, 8)
|
||||
assert items[0].unusual_type == 0x16
|
||||
assert all(i.name == "测试股" for i in items)
|
||||
|
||||
def test_parse_close_record_names_tail_prefix(self):
|
||||
"""15:00 的 0x15 记录端到端应得到「尾盘拉升」（真实收盘样本 600123）。"""
|
||||
rec = _record(0x15, "027bb4dd3b0004a84500000000", 15, 1)
|
||||
items = UnusualCmd(1, 0, 600).parse_response(_body([rec]))
|
||||
assert items[0].desc == "尾盘拉升"
|
||||
assert items[0].value == "0.68%/5376手"
|
||||
assert items[0].time == time(15, 0, 1)
|
||||
|
||||
def test_record_layout_unchanged(self):
|
||||
"""记录仍为 32 字节定长，时间槽位于 offset 29。"""
|
||||
rec = _record(0x16, "010f506e3dcb846e3d00000000", 14, 5701)
|
||||
assert len(rec) == 32
|
||||
items = UnusualCmd(1, 0, 600).parse_response(_body([rec]))
|
||||
assert items[0].time == time(14, 57, 1)
|
||||
|
||||
|
||||
class TestTypeNames:
|
||||
def test_names_cover_all_described_types(self):
|
||||
"""映射表应覆盖 _describe_unusual 的全部分支（0x03~0x0C、0x10~0x16、0x1D、0x1E）。"""
|
||||
assert set(UNUSUAL_TYPE_NAMES) == {
|
||||
*range(0x03, 0x0D),
|
||||
*range(0x10, 0x17),
|
||||
0x1D,
|
||||
0x1E,
|
||||
}
|
||||
|
||||
def test_mapped_types_produce_named_desc(self):
|
||||
"""映射表中的类型不应落入"异动类型0x??"兜底分支。"""
|
||||
zeros = bytes.fromhex("00" * 13)
|
||||
for utype in UNUSUAL_TYPE_NAMES:
|
||||
desc, _ = _describe_unusual(utype, zeros)
|
||||
assert not desc.startswith("异动类型"), f"0x{utype:02X} 未实现解析分支"
|
||||
|
||||
def test_top_level_export(self):
|
||||
import easy_tdx
|
||||
|
||||
assert easy_tdx.UNUSUAL_TYPE_NAMES is UNUSUAL_TYPE_NAMES
|
||||
assert UNUSUAL_TYPE_NAMES[0x16] == "盘中强势弱势"
|
||||
Reference in New Issue
Block a user