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feat: add examples (01-08), fix index bars parsing, add ruff hook

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- 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>
This commit is contained in:
GitHub
2026-05-21 18:36:50 +08:00
co-authored by Claude Opus 4.7
parent ace1099ab0
commit 7fd6e610cf
27 changed files with 735 additions and 47 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/xmtdx/__init__.py
+6
View File
@@ -35,6 +35,8 @@ from .models import (
TransactionRecord,
XdxrRecord,
)
from .ex.client import AsyncExTdxClient, ExTdxClient
from .ex.models import KNOWN_EX_HOSTS
from .transport.sync import KNOWN_HOSTS, ping_all
__all__ = [
@@ -59,6 +61,10 @@ __all__ = [
"TdxConnectionError",
"TdxDecodeError",
"TdxCommandError",
# 扩展行情
"ExTdxClient",
"AsyncExTdxClient",
"KNOWN_EX_HOSTS",
# 工具
"ping_all",
"KNOWN_HOSTS",
src/xmtdx/client.py
+145 -43
View File
@@ -1,7 +1,11 @@
"""高层行情 API：TdxClient（同步）和 AsyncTdxClient（asyncio）。"""
import json
import logging
import asyncio
from dataclasses import asdict
from datetime import datetime
from pathlib import Path
from collections.abc import Awaitable, Callable
from types import TracebackType
from typing import TypeVar
@@ -124,6 +128,43 @@ def _historical_fund_flow_from_records(
# 同步客户端
# ============================================================
_CACHE_DIR = Path.home() / ".xmtdx" / "cache"
_CACHE_MAX_AGE = 86400 # 1 天
def _serialize_stocks(stocks: list[SecurityInfo]) -> list[dict]:
return [{k: v for k, v in asdict(s).items() if k != "_raw"} for s in stocks]
def _deserialize_stocks(data: list[dict]) -> list[SecurityInfo]:
return [SecurityInfo(**{**d, "market": Market(d["market"])}) for d in data]
def _load_cache() -> list[SecurityInfo] | None:
path = _CACHE_DIR / "security_list_all.json"
if not path.exists():
return None
try:
raw = json.loads(path.read_text("utf-8"))
updated = datetime.fromisoformat(raw["updated"])
if (datetime.now() - updated).total_seconds() > _CACHE_MAX_AGE:
return None
return _deserialize_stocks(raw["data"])
except Exception:
return None
def _save_cache(stocks: list[SecurityInfo]) -> None:
_CACHE_DIR.mkdir(parents=True, exist_ok=True)
data = {
"updated": datetime.now().isoformat(),
"count": len(stocks),
"data": _serialize_stocks(stocks),
}
(_CACHE_DIR / "security_list_all.json").write_text(
json.dumps(data, ensure_ascii=False), "utf-8"
)
class TdxClient:
"""同步通达信行情客户端，支持 IP 优选与断线自动重连。
@@ -233,46 +274,68 @@ class TdxClient:
"""获取证券列表（每页约1000条，按 start 分页）。"""
return self._execute(GetSecurityListCmd(market, start))
def get_security_list_all(self) -> list[SecurityInfo]:
def get_security_list_all(self, pages: int | str = "all") -> list[SecurityInfo]:
"""获取沪深 A 股完整证券列表，并自动挂载行业信息。
Args:
pages: 拉取页数。每个市场每页 1000 条。
"all" 拉取全部（默认，结果会缓存到本地文件）。
整数 N 表示每个市场只拉前 N 页，不缓存。
注意：
`Market.BJ` 的证券列表请求长期存在服务器超时问题，当前版本暂不纳入此方法。
若需 BJ 名单，应改由 `base_info.zip` 等文件离线解析获得。
"""
# 1. 尝试获取行业配置
industry_map = {}
log = logging.getLogger(__name__)
if pages == "all":
cached = _load_cache()
if cached is not None:
log.info("从缓存加载沪深 A 股列表，共 %d 只", len(cached))
return cached
# 计算每个市场的最大起始偏移
def _max_start(count: int) -> int:
if pages == "all":
return count
return min(count, int(pages) * 1000)
# 尝试获取行业配置
industry_map: dict[str, tuple[str, str]] = {}
try:
cfg_data = self.get_report_file("tdxhy.cfg")
if cfg_data:
industry_map = parse_tdxhy_cfg(cfg_data)
log.info("行业配置已加载，共 %d 条映射", len(industry_map))
except Exception:
pass
log.warning("无法获取 tdxhy.cfg，行业字段将为空")
all_stocks: list[SecurityInfo] = []
# 注意：Market.BJ 证券列表请求常年超时，短期降级为仅 SH/SZ；
# BJ 列表需解析 base_info.zip 获得（待实现）。
for market in [Market.SH, Market.SZ]:
count = self.get_security_count(market)
for start in range(0, count, 1000):
stocks = self.get_security_list(market, start)
limit = _max_start(count)
total_pages = (limit + 999) // 1000
for page_idx, start in enumerate(range(0, limit, 1000)):
try:
stocks = self.get_security_list(market, start)
except Exception:
log.warning("%s 第 %d/%d 页获取失败，跳过", market.name, page_idx + 1, total_pages)
continue
log.info("%s 第 %d/%d 页: %d 条", market.name, page_idx + 1, total_pages, len(stocks))
for s in stocks:
# 精确 A 股过滤规则
is_a_share = False
if market == Market.SH:
# 沪市 A 股：60xxxx, 68xxxx
if s.code.startswith(("60", "68")):
is_a_share = True
elif market == Market.SZ:
# 深市 A 股：00xxxx, 30xxxx
if s.code.startswith(("00", "30")):
is_a_share = True
is_a_share = (
(market == Market.SH and s.code.startswith(("60", "68")))
or (market == Market.SZ and s.code.startswith(("00", "30")))
)
if is_a_share:
# 挂载行业信息
if s.code in industry_map:
s.industry_tdx, s.industry_sw = industry_map[s.code]
all_stocks.append(s)
log.info("沪深 A 股总数: %d", len(all_stocks))
if pages == "all":
_save_cache(all_stocks)
return all_stocks
def get_security_quotes(
@@ -440,15 +503,20 @@ class TdxClient:
`suspended_count` 是 `total - up - down - neutral` 的残差估算值，
用于保证计数守恒，不应视为协议已明确验证的停牌字段。
"""
# 通达信中 880005 是全市场行情统计代码
quotes = self.get_security_quotes([(Market.SH, "880005")])
# 通达信中 880005 是全市场行情统计，880001 是总市值指数，880006 是涨跌停统计
quotes = self.get_security_quotes([
(Market.SH, "880005"), (Market.SH, "880001"), (Market.SH, "880006"),
])
if not quotes:
raise RuntimeError("无法获取市场统计数据")
q = quotes[0]
up = int(q.price)
down = int(q.pre_close)
down = int(q.open)
neutral = int(q.low)
total = int(q.high)
market_cap = quotes[1].price * 1e10 if len(quotes) > 1 else 0.0
limit_down = int(quotes[2].open) if len(quotes) > 2 else 0
limit_up = int(quotes[2].price) if len(quotes) > 2 else 0
return MarketStat(
up_count=up,
down_count=down,
@@ -457,6 +525,9 @@ class TdxClient:
total_count=total,
total_amount=q.amount,
total_volume=q.vol,
total_market_cap=market_cap,
limit_up_count=limit_up,
limit_down_count=limit_down,
)
def _collect_transaction_records(
@@ -668,41 +739,64 @@ class AsyncTdxClient:
async def get_security_list(self, market: Market, start: int) -> list[SecurityInfo]:
return await self._execute(GetSecurityListCmd(market, start))
async def get_security_list_all(self) -> list[SecurityInfo]:
async def get_security_list_all(self, pages: int | str = "all") -> list[SecurityInfo]:
"""获取沪深 A 股完整证券列表，并自动挂载行业信息。
Args:
pages: 拉取页数。每个市场每页 1000 条。
"all" 拉取全部（默认，结果会缓存到本地文件）。
整数 N 表示每个市场只拉前 N 页，不缓存。
注意：
`Market.BJ` 的证券列表请求长期存在服务器超时问题，当前版本暂不纳入此方法。
若需 BJ 名单，应改由 `base_info.zip` 等文件离线解析获得。
"""
industry_map = {}
log = logging.getLogger(__name__)
if pages == "all":
cached = _load_cache()
if cached is not None:
log.info("从缓存加载沪深 A 股列表，共 %d 只", len(cached))
return cached
def _max_start(count: int) -> int:
if pages == "all":
return count
return min(count, int(pages) * 1000)
industry_map: dict[str, tuple[str, str]] = {}
try:
cfg_data = await self.get_report_file("tdxhy.cfg")
if cfg_data:
industry_map = parse_tdxhy_cfg(cfg_data)
log.info("行业配置已加载，共 %d 条映射", len(industry_map))
except Exception:
pass
log.warning("无法获取 tdxhy.cfg，行业字段将为空")
all_stocks: list[SecurityInfo] = []
# 注意：Market.BJ 证券列表请求常年超时，短期降级为仅 SH/SZ；
# BJ 列表需解析 base_info.zip 获得（待实现）。
for market in [Market.SH, Market.SZ]:
count = await self.get_security_count(market)
for start in range(0, count, 1000):
stocks = await self.get_security_list(market, start)
limit = _max_start(count)
total_pages = (limit + 999) // 1000
for page_idx, start in enumerate(range(0, limit, 1000)):
try:
stocks = await self.get_security_list(market, start)
except Exception:
log.warning("%s 第 %d/%d 页获取失败，跳过", market.name, page_idx + 1, total_pages)
continue
log.info("%s 第 %d/%d 页: %d 条", market.name, page_idx + 1, total_pages, len(stocks))
for s in stocks:
is_a_share = False
if market == Market.SH:
if s.code.startswith(("60", "68")):
is_a_share = True
elif market == Market.SZ:
if s.code.startswith(("00", "30")):
is_a_share = True
is_a_share = (
(market == Market.SH and s.code.startswith(("60", "68")))
or (market == Market.SZ and s.code.startswith(("00", "30")))
)
if is_a_share:
if s.code in industry_map:
s.industry_tdx, s.industry_sw = industry_map[s.code]
all_stocks.append(s)
log.info("沪深 A 股总数: %d", len(all_stocks))
if pages == "all":
_save_cache(all_stocks)
return all_stocks
async def get_security_quotes(
@@ -836,15 +930,20 @@ class AsyncTdxClient:
`suspended_count` 是 `total - up - down - neutral` 的残差估算值，
用于保证计数守恒，不应视为协议已明确验证的停牌字段。
"""
# 通达信中 880005 是全市场行情统计代码
quotes = await self.get_security_quotes([(Market.SH, "880005")])
# 通达信中 880005 是全市场行情统计，880001 是总市值指数，880006 是涨跌停统计
quotes = await self.get_security_quotes([
(Market.SH, "880005"), (Market.SH, "880001"), (Market.SH, "880006"),
])
if not quotes:
raise RuntimeError("无法获取市场统计数据")
q = quotes[0]
up = int(q.price)
down = int(q.pre_close)
down = int(q.open)
neutral = int(q.low)
total = int(q.high)
market_cap = quotes[1].price * 1e10 if len(quotes) > 1 else 0.0
limit_down = int(quotes[2].open) if len(quotes) > 2 else 0
limit_up = int(quotes[2].price) if len(quotes) > 2 else 0
return MarketStat(
up_count=up,
down_count=down,
@@ -853,6 +952,9 @@ class AsyncTdxClient:
total_count=total,
total_amount=q.amount,
total_volume=q.vol,
total_market_cap=market_cap,
limit_up_count=limit_up,
limit_down_count=limit_down,
)
async def _collect_transaction_records(
src/xmtdx/commands/security_bars.py
+50 -3
View File
@@ -103,8 +103,55 @@ class GetSecurityBarsCmd(BaseCommand[list[SecurityBar]]):
class GetIndexBarsCmd(GetSecurityBarsCmd):
"""获取指数 K 线（请求格式与股票 K 线相同，服务器端按指数逻辑处理）。
"""获取指数 K 线。
实际上通达信服务器对股票代码前缀自动判断指数/股票，
此子类仅作语义区分，无额外逻辑。
请求格式与股票 K 线相同，但响应每条记录在 vol+amt 后多 4 字节
（上涨家数 uint16 + 下跌家数 uint16），必须跳过否则后续记录错位。
"""
def parse_response(self, body: bytes) -> list[SecurityBar]:
(ret_count,) = unpack_from("<H", body, 0, "security_bars header")
pos = 2
bars: list[SecurityBar] = []
pre_diff_base = 0
cat = int(self.category)
for _ in range(ret_count):
record_start = pos
year, month, day, hour, minute, pos = get_datetime(cat, body, pos)
open_diff, pos = get_price(body, pos)
close_diff, pos = get_price(body, pos)
high_diff, pos = get_price(body, pos)
low_diff, pos = get_price(body, pos)
vol, pos = get_volume(body, pos)
amount, pos = get_volume(body, pos)
# 指数记录额外 4 字节：上涨家数 + 下跌家数（各 uint16 LE）
pos += 4
open_abs = open_diff + pre_diff_base
close_abs = open_abs + close_diff
high_abs = open_abs + high_diff
low_abs = open_abs + low_diff
pre_diff_base = open_abs + close_diff
bars.append(
SecurityBar(
open=open_abs / 1000.0,
close=close_abs / 1000.0,
high=high_abs / 1000.0,
low=low_abs / 1000.0,
vol=vol,
amount=amount,
year=year,
month=month,
day=day,
hour=hour,
minute=minute,
_raw=body[record_start:pos],
)
)
return bars
src/xmtdx/models/stats.py
+3
View File
@@ -12,6 +12,9 @@ class MarketStat:
total_count: int # 总计（包含停牌）
total_amount: float # 总成交额
total_volume: float # 总成交量
total_market_cap: float # 总市值（亿元），来自 880001 收盘价，÷100 得万亿
limit_up_count: int # 涨停家数，来自 880006 close
limit_down_count: int # 跌停家数，来自 880006 open
@dataclass