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fix(client): 历史资金流当日行全零 + 主力净额列缺失（issue #52）
三个根因（全部实测核实）： 1. Category 22 直连接口为虚构协议——52 台已知服务器中 46 台可达的 全部仅回 2 字节空包，从未成功过；移除死代码与臆造解析格式。 2. 历史逐笔接口当日数据要收盘清算后才有，日 K 盘中已含当日 bar， 故 start=0 的最新一行恒为全 0——当日 bar 改走当日实时逐笔接口。 3. main_net_inflow 此前仅为 dataclass property，asdict 静默丢弃， 返回 DataFrame 无主力净额列——新增 _fund_flow_df_with_net 物化 （history 紧随 date 列、当日快照放首列）。 sync + async 双客户端同步修改；更新示例与三份文档；重写/新增回归 测试（当日实时逐笔路径、主力净额列断言）。
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@@ -329,10 +329,10 @@ c.get_block_info(filename: str) -> list[TdxBlock]
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### get_fund_flow
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```python
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c.get_fund_flow(market: Market, code: str) -> FundFlow
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c.get_fund_flow(market: Market, code: str) -> pd.DataFrame
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```
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获取个股当日资金流向（基于 L1 逐笔数据统计）。
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获取个股当日资金流向（基于 L1 逐笔数据统计）。返回含 `main_net_inflow`（主力净流入）列。
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**资金分级**：
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| 级别 | 单笔成交额 |
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@@ -346,10 +346,12 @@ c.get_fund_flow(market: Market, code: str) -> FundFlow
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```python
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c.get_history_fund_flow(market: Market, code: str,
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start: int, count: int) -> list[HistoricalFundFlow]
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start: int, count: int) -> pd.DataFrame
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```
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获取历史日线资金流向序列。优先走直连接口，若服务器不支持则自动回退为逐笔成交重算。
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获取历史日线资金流向序列，由"日K线取日期 + 逐笔成交重算"实现（标准服务器
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无资金流专用指令，Issue #52）。当日 bar 盘中取当日实时逐笔。返回列含
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`main_net_inflow`（主力净流入，单位元）。
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---
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@@ -260,6 +260,7 @@
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| 字段名 | 中文 | 类型 | 说明 |
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|--------|------|------|------|
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| `main_net_inflow` | 主力净流入 | `float` | 列：超大+大净额（Issue #52 起物化为列） |
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| `super_in` | 超大单流入 | `float` | 单笔 >100 万 |
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| `super_out` | 超大单流出 | `float` | |
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| `large_in` | 大单流入 | `float` | 20~100 万 |
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@@ -268,7 +269,6 @@
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| `medium_out` | 中单流出 | `float` | |
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| `small_in` | 小单流入 | `float` | ≤4 万 |
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| `small_out` | 小单流出 | `float` | |
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| `main_net_inflow` | 主力净流入 | `float` | 属性：超大+大 |
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| `total_net_inflow` | 全单净流入 | `float` | 属性：全部 |
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---
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@@ -277,7 +277,7 @@
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来源：`get_history_fund_flow()`
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字段同 FundFlow，额外包含：
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字段同 FundFlow（`main_net_inflow` 同样物化为列，紧随 `date` 之后），额外包含：
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| 字段名 | 中文 | 类型 |
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|--------|------|------|
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@@ -231,12 +231,15 @@ gotdx 同样命名为 `Unknown`，pytdx 直接 `pos += 9`。
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fixture 中 87 条记录全部为 0x00（87/87）。无其他可能值样本，推测为保留/对齐字节。
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gotdx 命名为 `Unknown`，pytdx 注释 `# noused`。
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### 4.3 fund_flow 9字节响应头部（已确认：同 xdxr_info 格式）
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### 4.3 fund_flow（Category 22）——已证伪并移除（Issue #52）
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**位置**：`commands/fund_flow.py:45`
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**位置**：`commands/fund_flow.py`（已删除）
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与 xdxr_info 相同的 9 字节头部格式：prefix(2) + market(1) + code(6)。
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后接 uint16 num（记录数量），然后是 36 字节/条的固定记录。
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曾有实现假设 0x052D + category=22 为"历史资金流向"指令，并按
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"9 字节头 + uint16 num + 36 字节/条"解析。**2026-08-26 实测**（Issue #52）：
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全部 46 台可达标准行情服务器对该请求仅回 2 字节 body（`0000` 或 `2003`），
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即 0 条记录 / ret_count 撒谎空包，从未在任何环境返回过有效数据。
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响应格式属臆造，该命令已删除；资金流改为"日K取日期 + 逐笔成交重算"。
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gotdx 未实现此命令。
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@@ -374,7 +377,7 @@ xdxr_info 9字节头部（fixture 验证）：
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xdxr_info 每条1字节 padding：
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- 87 条记录全部为 0x00，保留/对齐字节
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fund_flow 9字节头部：同 xdxr_info 格式（prefix + market + code）
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fund_flow 9字节头部：~~同 xdxr_info 格式~~ 2026-08-26 证伪（见 4.3，命令已删除）
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block 384字节头部：gotdx 命名"头信息, 忽略"，所有实现跳过
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@@ -2,18 +2,20 @@
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使用 TdxClient 标准协议客户端，调用 get_history_fund_flow() 获取个股历史每日资金流向。
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返回 HistoricalFundFlow DataFrame，每行代表一个交易日的资金流向数据。
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优先走 Category 22 直连接口；若服务器返回空，自动回退为日K线+逐笔重算。
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实现为"日K线取日期 + 逐笔成交重算"（通达信标准服务器无资金流专用指令，
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Category 22 实测全部服务器仅回空包，见 Issue #52）。
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DataFrame 列说明:
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date str 交易日期（datetime）
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super_in float 超大单流入（元）
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super_out float 超大单流出（元）
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large_in float 大单流入（元）
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large_out float 大单流出（元）
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medium_in float 中单流入（元）
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medium_out float 中单流出（元）
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small_in float 小单流入（元）
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small_out float 小单流出（元）
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date str 交易日期（datetime）
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main_net_inflow float 主力净流入 = (超大单+大单)流入 - 流出（元）
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super_in float 超大单流入（元）
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super_out float 超大单流出（元）
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large_in float 大单流入（元）
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large_out float 大单流出（元）
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medium_in float 中单流入（元）
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medium_out float 中单流出（元）
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small_in float 小单流入（元）
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small_out float 小单流出（元）
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资金级别划分（按单笔成交金额）:
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超大单: > 100 万元
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@@ -24,7 +26,7 @@ DataFrame 列说明:
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数据特点:
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- start 为偏移量，0=最近交易日，count 为请求数量
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- 金额单位为元
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- 部分服务器不支持 Category 22，此时自动回退到逐笔重算模式（较慢）
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- 当日行情：盘中走当日实时逐笔接口（收盘清算后历史逐笔接口才有当日数据）
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"""
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from easy_tdx import Market, TdxClient
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+70
-42
@@ -39,7 +39,6 @@ from .commands.base import BaseCommand
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from .commands.block_info import GetBlockInfoCmd, GetBlockInfoMetaCmd
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from .commands.company_info import GetCompanyInfoCategoryCmd, GetCompanyInfoContentCmd
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from .commands.finance_info import GetFinanceInfoCmd
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from .commands.fund_flow import GetHistoryFundFlowCmd
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from .commands.minute_time import GetHistoryMinuteTimeDataCmd
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from .commands.report_file import GetReportFileCmd
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from .commands.security_bars import GetIndexBarsCmd, GetSecurityBarsCmd
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@@ -87,6 +86,26 @@ def _today_in_shanghai() -> int:
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return int(datetime.now(_SHANGHAI_TZ).strftime("%Y%m%d"))
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def _fund_flow_df_with_net(df: pd.DataFrame) -> pd.DataFrame:
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"""为资金流 DataFrame 物化主力净额列。
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``HistoricalFundFlow.main_net_inflow`` / ``FundFlow.main_net_inflow`` 是
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dataclass property，``_to_df`` 的 asdict 会静默丢弃（Issue #52：用户
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"取不到主力净额"的直接原因），这里显式物化为 ``main_net_inflow`` 列
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（单位：元，正=净流入）。放在 date 列之后（无 date 时放首列）。
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"""
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if df.empty or "super_in" not in df.columns:
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return df
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out = df.copy()
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pos = 1 if "date" in out.columns else 0
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out.insert(
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pos,
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"main_net_inflow",
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(out["super_in"] + out["large_in"]) - (out["super_out"] + out["large_out"]),
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)
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return out
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def _record_signature(
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record: TransactionRecord,
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) -> tuple[int, int, float, int, int, int]:
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@@ -871,31 +890,32 @@ class TdxClient:
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return all_recs
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def get_fund_flow(self, market: Market, code: str) -> pd.DataFrame:
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"""获取个股当日资金流向分布（基于 L1 逐笔数据统计）。"""
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"""获取个股当日资金流向分布（基于 L1 逐笔数据统计）。
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返回列含 ``main_net_inflow``（主力净流入，单位元）。
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"""
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records = self._collect_transaction_records(
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lambda start, page_size: self._execute(
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GetTransactionDataCmd(market, code, start, page_size)
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),
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2000,
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)
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return _to_df(_classify_fund_flow(records))
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return _fund_flow_df_with_net(_to_df(_classify_fund_flow(records)))
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def _fetch_fund_flow_records(
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self, market: Market, code: str, start: int, count: int
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) -> list[HistoricalFundFlow]:
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"""在当前 host 上获取资金流记录（直连 + K 线回退）。
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"""在当前 host 上获取资金流记录（日 K 线取日期 + 逐笔成交重算）。
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优先走 Category 22 直连接口；空则回退为"日 K 线取日期 + 历史逐笔成交重算"。
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返回空列表代表该 host 既无直连数据也无 K 线数据（或解析失败）。
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通达信标准行情服务器没有"历史资金流向"专用指令：曾经的 Category 22
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直连请求实测在全部已知服务器上仅返回 2 字节空包（Issue #52），已移除。
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资金流一律由逐笔成交重算：历史日期走历史逐笔接口；当日成交在历史逐笔
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接口里要收盘清算后才有，当日 bar 盘中改走当日实时逐笔接口——此前当日
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行恒为全 0，用户"取不到最新主力净额"的直接原因（Issue #52）。
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返回空列表代表该 host 无 K 线数据（或解析失败）。
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"""
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try:
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direct = self._execute(GetHistoryFundFlowCmd(market, code, start, count))
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except Exception:
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direct = []
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if direct:
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return list(direct)
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bars = self._execute(GetSecurityBarsCmd(market, code, KlineCategory.DAY, start, count))
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today = _today_in_shanghai()
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results: list[HistoricalFundFlow] = []
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for bar in bars:
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date = _date_from_bar(bar)
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@@ -904,9 +924,12 @@ class TdxClient:
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def _fetch_page(
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page_start: int, page_size: int, _d: int = date
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) -> list[TransactionRecord]:
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return self._execute(
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GetHistoryTransactionDataCmd(market, code, _d, page_start, page_size)
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)
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cmd: BaseCommand[list[TransactionRecord]]
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if _d == today:
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cmd = GetTransactionDataCmd(market, code, page_start, page_size)
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else:
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cmd = GetHistoryTransactionDataCmd(market, code, _d, page_start, page_size)
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return self._execute(cmd)
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records = self._collect_transaction_records(_fetch_page, 800)
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results.append(_historical_fund_flow_from_records(date, records))
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@@ -917,10 +940,13 @@ class TdxClient:
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) -> pd.DataFrame:
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"""获取个股历史日线资金流向序列。
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优先走 Category 22 直连接口；若服务器返回空列表，则自动回退为
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"日 K 线取日期 + 历史逐笔成交重算资金流"的兼容实现。
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实现："日 K 线取日期 + 逐笔成交重算资金流"。通达信标准服务器无
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资金流专用指令（Category 22 实测全空，见 Issue #52）；当日 bar 盘中
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走当日实时逐笔接口，收盘清算后走历史逐笔接口。
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空数据故障转移（v1.20.5，Issue #41）：当前 host 直连与 K 线回退均空时，
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返回列含 ``main_net_inflow``（主力净流入 = 超大单+大单净额，单位元）。
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空数据故障转移（v1.20.5，Issue #41）：当前 host 无 K 线数据时，
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按延迟顺序逐台实测找首台返回有效数据的服务器。部分服务器对常见标的也会
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返回 ret_count 撒谎的空 body（日志"K线响应为空（声称 800 条...）"），
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此前直接返回空 DataFrame，用户拿不到数据；现复用 K 线故障转移的同源逻辑。
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@@ -931,14 +957,14 @@ class TdxClient:
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# 空数据故障转移：与 get_security_bars / get_index_bars 同源逻辑。
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if not results and self._auto_reconnect:
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results = self._fund_flow_failover(market, code, start, count)
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return _to_df(results)
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return _fund_flow_df_with_net(_to_df(results))
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def _fund_flow_failover(
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self, market: Market, code: str, start: int, count: int
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) -> list[HistoricalFundFlow]:
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"""资金流空数据故障转移：逐台实测找首台返回有效数据的服务器。
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与 ``_find_host_returning_data`` 区别：资金流获取涉及多命令（直连 / K 线 +
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与 ``_find_host_returning_data`` 区别：资金流获取涉及多命令（K 线 +
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逐笔），无法用单个 cmd 复用泛化版；这里以内联 ``_try`` 在每台候选上跑完
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整 ``_fetch_fund_flow_records``，返回首台非空结果。全失败返回空列表。
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"""
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@@ -1536,33 +1562,31 @@ class AsyncTdxClient(AsyncHeartbeatMixin):
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return all_recs
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async def get_fund_flow(self, market: Market, code: str) -> pd.DataFrame:
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"""获取个股当日资金流向分布（基于 L1 逐笔数据统计）。"""
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"""获取个股当日资金流向分布（基于 L1 逐笔数据统计）。
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返回列含 ``main_net_inflow``（主力净流入，单位元）。
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"""
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records = await self._collect_transaction_records(
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lambda start, page_size: self._execute(
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GetTransactionDataCmd(market, code, start, page_size)
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),
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2000,
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)
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return _to_df(_classify_fund_flow(records))
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return _fund_flow_df_with_net(_to_df(_classify_fund_flow(records)))
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async def _fetch_fund_flow_records(
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self, market: Market, code: str, start: int, count: int
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) -> list[HistoricalFundFlow]:
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"""在当前 host 上获取资金流记录（直连 + K 线回退，async）。
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"""在当前 host 上获取资金流记录（日 K 线取日期 + 逐笔成交重算，async）。
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|
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优先走 Category 22 直连接口；空则回退为"日 K 线取日期 + 历史逐笔成交重算"。
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返回空列表代表该 host 既无直连数据也无 K 线数据（或解析失败）。
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同步版说明：无 Category 22 直连（实测全空，Issue #52）；当日 bar 盘中
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走当日实时逐笔接口，收盘清算后走历史逐笔接口。
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返回空列表代表该 host 无 K 线数据（或解析失败）。
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"""
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try:
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direct = await self._execute(GetHistoryFundFlowCmd(market, code, start, count))
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except Exception:
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direct = []
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if direct:
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return list(direct)
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bars = await self._execute(
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GetSecurityBarsCmd(market, code, KlineCategory.DAY, start, count)
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)
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today = _today_in_shanghai()
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results: list[HistoricalFundFlow] = []
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for bar in bars:
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date = _date_from_bar(bar)
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@@ -1571,9 +1595,12 @@ class AsyncTdxClient(AsyncHeartbeatMixin):
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async def _fetch_page(
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page_start: int, page_size: int, _d: int = date
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) -> list[TransactionRecord]:
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return await self._execute(
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GetHistoryTransactionDataCmd(market, code, _d, page_start, page_size)
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)
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cmd: BaseCommand[list[TransactionRecord]]
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if _d == today:
|
||||
cmd = GetTransactionDataCmd(market, code, page_start, page_size)
|
||||
else:
|
||||
cmd = GetHistoryTransactionDataCmd(market, code, _d, page_start, page_size)
|
||||
return await self._execute(cmd)
|
||||
|
||||
records = await self._collect_transaction_records(_fetch_page, 800)
|
||||
results.append(_historical_fund_flow_from_records(date, records))
|
||||
@@ -1584,24 +1611,25 @@ class AsyncTdxClient(AsyncHeartbeatMixin):
|
||||
) -> pd.DataFrame:
|
||||
"""获取个股历史日线资金流向序列。
|
||||
|
||||
优先走 Category 22 直连接口；若服务器返回空列表，则自动回退为
|
||||
"日 K 线取日期 + 历史逐笔成交重算资金流"的兼容实现。
|
||||
实现："日 K 线取日期 + 逐笔成交重算资金流"；当日 bar 盘中走当日实时
|
||||
逐笔接口。返回列含 ``main_net_inflow``（主力净流入，单位元）。
|
||||
|
||||
空数据故障转移（v1.20.5，Issue #41）：当前 host 直连与 K 线回退均空时，
|
||||
空数据故障转移（v1.20.5，Issue #41）：当前 host 无 K 线数据时，
|
||||
按延迟顺序逐台实测找首台返回有效数据的服务器。
|
||||
"""
|
||||
results = await self._fetch_fund_flow_records(market, code, start, count)
|
||||
if not results and self._auto_reconnect:
|
||||
results = await self._fund_flow_failover(market, code, start, count)
|
||||
return _to_df(results)
|
||||
return _fund_flow_df_with_net(_to_df(results))
|
||||
|
||||
async def _fund_flow_failover(
|
||||
self, market: Market, code: str, start: int, count: int
|
||||
) -> list[HistoricalFundFlow]:
|
||||
"""资金流空数据故障转移（async）：逐台实测找首台返回有效数据的服务器。
|
||||
|
||||
与 ``_find_host_returning_data`` 区别：资金流获取涉及多命令，无法用单个
|
||||
cmd 复用泛化版；这里以内联 ``_try`` 在每台候选上跑完整 ``_fetch_fund_flow_records``。
|
||||
与 ``_find_host_returning_data`` 区别：资金流获取涉及多命令（K 线 +
|
||||
逐笔），无法用单个 cmd 复用泛化版；这里以内联 ``_try`` 在每台候选上
|
||||
跑完整 ``_fetch_fund_flow_records``。
|
||||
"""
|
||||
bad_host = self._host
|
||||
ranked = await asyncio.to_thread(ping_all, get_known_hosts(), self._port, 5.0)
|
||||
|
||||
@@ -1,79 +0,0 @@
|
||||
"""历史资金流向命令 (Category 22)。"""
|
||||
|
||||
import struct
|
||||
|
||||
from ..codec.volume import _decode_volume
|
||||
from ..models.enums import Market
|
||||
from ..models.stats import HistoricalFundFlow
|
||||
from .base import BaseCommand
|
||||
|
||||
|
||||
class GetHistoryFundFlowCmd(BaseCommand[list[HistoricalFundFlow]]):
|
||||
"""获取历史日线资金流向序列。"""
|
||||
|
||||
def __init__(self, market: Market, code: str, start: int, count: int) -> None:
|
||||
self.market = market
|
||||
self.code = code.encode("utf-8")
|
||||
self.start = start
|
||||
self.count = count
|
||||
|
||||
def build_request(self) -> bytes:
|
||||
# Header (12 bytes) + Payload (28 bytes) = 40 bytes
|
||||
return struct.pack(
|
||||
"<HIHHHH6sHHHHIIH",
|
||||
0x010C,
|
||||
0x01016408,
|
||||
0x001C,
|
||||
0x001C,
|
||||
0x052D,
|
||||
int(self.market),
|
||||
self.code,
|
||||
22,
|
||||
1,
|
||||
self.start,
|
||||
self.count,
|
||||
0,
|
||||
0,
|
||||
0,
|
||||
)
|
||||
|
||||
def parse_response(self, body: bytes) -> list[HistoricalFundFlow]:
|
||||
# 响应格式：9字节头 + 2字节数量 + 每条记录 36 字节
|
||||
if len(body) < 11:
|
||||
return []
|
||||
|
||||
(num,) = struct.unpack("<H", body[9:11])
|
||||
pos = 11
|
||||
results = []
|
||||
|
||||
for _ in range(num):
|
||||
if len(body) < pos + 36:
|
||||
break
|
||||
|
||||
# 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)
|
||||
raw_data = struct.unpack("<IIIIIIIII", body[pos : pos + 36])
|
||||
|
||||
raw_date = raw_data[0]
|
||||
year = raw_date // 10000
|
||||
month = (raw_date // 100) % 100
|
||||
day = raw_date % 100
|
||||
|
||||
results.append(
|
||||
HistoricalFundFlow(
|
||||
year=year,
|
||||
month=month,
|
||||
day=day,
|
||||
super_in=_decode_volume(raw_data[1]),
|
||||
large_in=_decode_volume(raw_data[2]),
|
||||
medium_in=_decode_volume(raw_data[3]),
|
||||
small_in=_decode_volume(raw_data[4]),
|
||||
super_out=_decode_volume(raw_data[5]),
|
||||
large_out=_decode_volume(raw_data[6]),
|
||||
medium_out=_decode_volume(raw_data[7]),
|
||||
small_out=_decode_volume(raw_data[8]),
|
||||
)
|
||||
)
|
||||
pos += 36
|
||||
|
||||
return results
|
||||
@@ -1,8 +1,9 @@
|
||||
"""针对本轮 A 股增强功能的单元测试。"""
|
||||
|
||||
import asyncio
|
||||
import struct
|
||||
from datetime import datetime, timedelta
|
||||
from unittest.mock import patch
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
import pandas as pd
|
||||
|
||||
@@ -46,6 +47,8 @@ def test_get_fund_flow_logic(_mock_conn_cls):
|
||||
assert flow["super_in"].iloc[0] == 1010000.0
|
||||
assert flow["large_out"].iloc[0] == 250000.0
|
||||
assert flow["small_in"].iloc[0] == 10000.0
|
||||
# 当日资金流同样物化主力净额列（Issue #52）
|
||||
assert flow["main_net_inflow"].iloc[0] == 1010000.0 - 250000.0
|
||||
|
||||
|
||||
def test_classify_fund_flow_exact_thresholds_use_lower_bucket():
|
||||
@@ -194,31 +197,9 @@ def test_get_market_stat_mapping(_mock_conn_cls):
|
||||
assert stat["total_market_cap"].iloc[0] == 1186.579 * 1e10
|
||||
|
||||
|
||||
def test_get_history_fund_flow_parsing():
|
||||
"""测试历史资金流序列解析逻辑。"""
|
||||
from easy_tdx.commands.fund_flow import GetHistoryFundFlowCmd
|
||||
|
||||
body = bytearray(9)
|
||||
body.extend(struct.pack("<H", 1))
|
||||
|
||||
date = 20250108
|
||||
record = struct.pack("<IIIIIIIII", date, 100, 200, 300, 400, 500, 600, 700, 800)
|
||||
body.extend(record)
|
||||
|
||||
cmd = GetHistoryFundFlowCmd(Market.SH, "600000", 0, 1)
|
||||
res = cmd.parse_response(bytes(body))
|
||||
|
||||
assert len(res) == 1
|
||||
assert res[0].year == 2025
|
||||
assert res[0].month == 1
|
||||
assert res[0].day == 8
|
||||
|
||||
|
||||
@patch("easy_tdx.client.TdxConnection")
|
||||
def test_get_history_fund_flow_fallback(_mock_conn_cls):
|
||||
"""Category 22 空回包时，自动回退到历史逐笔重算。"""
|
||||
from easy_tdx.commands.fund_flow import GetHistoryFundFlowCmd
|
||||
|
||||
"""资金流由日K取日期 + 历史逐笔重算；返回含 main_net_inflow 列。"""
|
||||
client = TdxClient("127.0.0.1")
|
||||
|
||||
bars = [
|
||||
@@ -236,8 +217,6 @@ def test_get_history_fund_flow_fallback(_mock_conn_cls):
|
||||
}
|
||||
|
||||
def mock_execute(cmd):
|
||||
if isinstance(cmd, GetHistoryFundFlowCmd):
|
||||
return []
|
||||
if isinstance(cmd, GetSecurityBarsCmd):
|
||||
return bars
|
||||
if isinstance(cmd, GetHistoryTransactionDataCmd):
|
||||
@@ -251,11 +230,65 @@ def test_get_history_fund_flow_fallback(_mock_conn_cls):
|
||||
|
||||
assert isinstance(flows, pd.DataFrame)
|
||||
assert len(flows) == 2
|
||||
# 主力净额列必须存在（Issue #52：asdict 丢弃 property 导致此前无此列）
|
||||
assert "main_net_inflow" in flows.columns
|
||||
assert flows.columns[1] == "main_net_inflow"
|
||||
row0 = flows.iloc[0]
|
||||
assert row0["super_in"] == 1010000.0
|
||||
assert row0["large_out"] == 250000.0
|
||||
assert row0["main_net_inflow"] == (1010000.0 + 0.0) - (0.0 + 250000.0)
|
||||
row1 = flows.iloc[1]
|
||||
assert row1["small_in"] == 10000.0
|
||||
# 仅小单流入，不计入主力净额
|
||||
assert row1["main_net_inflow"] == 0.0
|
||||
|
||||
|
||||
@patch("easy_tdx.client.TdxConnection")
|
||||
def test_get_history_fund_flow_today_uses_realtime_ticks(_mock_conn_cls):
|
||||
"""当日 bar 盘中取当日实时逐笔（Issue #52：历史逐笔当日恒空致整行为 0）。"""
|
||||
now = datetime.now(ZoneInfo("Asia/Shanghai"))
|
||||
|
||||
client = TdxClient("127.0.0.1")
|
||||
yesterday = now - timedelta(days=1)
|
||||
bars = [
|
||||
# 顺序与服务器一致：旧 → 新，最新一根是今天
|
||||
SecurityBar(10, 10, 10, 10, 0, 0, yesterday.year, yesterday.month, yesterday.day, 15, 0),
|
||||
SecurityBar(10, 10, 10, 10, 0, 0, now.year, now.month, now.day, 15, 0),
|
||||
]
|
||||
history_txn = {
|
||||
yesterday.year * 10000 + yesterday.month * 100 + yesterday.day: [
|
||||
TransactionRecord(10, 0, 10.0, 10, 0, 0)
|
||||
]
|
||||
}
|
||||
realtime_txn = [TransactionRecord(13, 0, 100.0, 101, 0, 0)]
|
||||
|
||||
seen_cmds = []
|
||||
|
||||
def mock_execute(cmd):
|
||||
seen_cmds.append(type(cmd).__name__)
|
||||
if isinstance(cmd, GetSecurityBarsCmd):
|
||||
return bars
|
||||
if isinstance(cmd, GetTransactionDataCmd):
|
||||
if cmd.start > 0:
|
||||
return []
|
||||
return realtime_txn
|
||||
if isinstance(cmd, GetHistoryTransactionDataCmd):
|
||||
if cmd.start > 0:
|
||||
return []
|
||||
return history_txn.get(cmd.date, [])
|
||||
return []
|
||||
|
||||
with patch.object(TdxClient, "_execute", side_effect=mock_execute):
|
||||
flows = client.get_history_fund_flow(Market.SH, "600000", 0, 2)
|
||||
|
||||
assert len(flows) == 2
|
||||
assert "GetTransactionDataCmd" in seen_cmds
|
||||
today_row = flows.iloc[-1]
|
||||
# 今日行来自实时逐笔：100 元 × 101 手 × 100 = 超大单流入 1010000
|
||||
assert today_row["super_in"] == 1010000.0
|
||||
assert today_row["main_net_inflow"] == 1010000.0
|
||||
# 昨日行来自历史逐笔：小单流入 10000
|
||||
assert flows.iloc[0]["small_in"] == 10000.0
|
||||
|
||||
|
||||
@patch("easy_tdx.client.TdxConnection")
|
||||
|
||||
@@ -1,10 +1,8 @@
|
||||
"""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 easy_tdx.codec.price_rules import compute_price_limits
|
||||
from easy_tdx.commands.fund_flow import GetHistoryFundFlowCmd
|
||||
from easy_tdx.commands.security_bars import GetSecurityBarsCmd
|
||||
from easy_tdx.commands.security_list import GetSecurityListCmd
|
||||
from easy_tdx.commands.security_quotes import GetSecurityQuotesCmd
|
||||
@@ -38,33 +36,6 @@ def test_security_bars_exact_layout():
|
||||
assert len(req) == 38
|
||||
|
||||
|
||||
def test_history_fund_flow_exact_layout():
|
||||
"""验证历史资金流请求包布局与 K 线一致，只差 category=22。"""
|
||||
cmd = GetHistoryFundFlowCmd(Market.SH, "600000", 0, 10)
|
||||
req = cmd.build_request()
|
||||
# Header: 0x010C, 0x01016408, 0x1C, 0x1C
|
||||
# Payload: 0x052D, 1 (Market.SH), "600000", 22, 1, 0, 10, 0, 0, 0
|
||||
expected = struct.pack(
|
||||
"<HIHHHH6sHHHHIIH",
|
||||
0x010C,
|
||||
0x01016408,
|
||||
0x001C,
|
||||
0x001C,
|
||||
0x052D,
|
||||
1,
|
||||
b"600000",
|
||||
22,
|
||||
1,
|
||||
0,
|
||||
10,
|
||||
0,
|
||||
0,
|
||||
0,
|
||||
)
|
||||
assert req == expected
|
||||
assert len(req) == 38
|
||||
|
||||
|
||||
def test_security_list_request_length():
|
||||
"""验证证券列表请求包载荷长度为 6 字节。"""
|
||||
cmd = GetSecurityListCmd(Market.SH, 0)
|
||||
@@ -157,32 +128,3 @@ def test_compute_price_limits_for_newly_listed_stocks():
|
||||
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("easy_tdx.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])
|
||||
|
||||
Reference in New Issue
Block a user