mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 16:54:20 +08:00
Justin Gu
00825eb24a
- K-line: daily+ periods output 'date' only, minute periods output 'datetime' - Transactions (tick-by-tick): combine date param + hour/minute into 'datetime' - XdxrRecord, HistoricalFundFlow: year/month/day merged to 'date' - MinuteBar: rename unknown_1 to _unknown_1 (hidden from DataFrame) - MinuteBar: add datetime column computed from bar index (A-share 240-bar pattern) - get_minute_time_data: use history endpoint only (current-day endpoint broken in pytdx too) - Update all examples to reflect new DataFrame column names
71 lines
2.3 KiB
Python
71 lines
2.3 KiB
Python
"""今日分时 / 历史分时数据命令。
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unknown_1 字段：pytdx 中被完全丢弃，保留供分析（疑似均价）。
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"""
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import struct
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from .._binary import unpack_from
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from ..codec.price import get_price
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from ..models.enums import Market
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from ..models.timeseries import MinuteBar
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from .base import BaseCommand
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class GetMinuteTimeDataCmd(BaseCommand[list[MinuteBar]]):
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"""获取今日分时数据（全天 240 条）。"""
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def __init__(self, market: Market, 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("0c1b08000101 0e000e001d05".replace(" ", ""))
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return header + struct.pack("<H6sI", int(self.market), self.code, 0)
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def parse_response(self, body: bytes) -> list[MinuteBar]:
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return _parse_minute_body(body, skip=4)
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class GetHistoryMinuteTimeDataCmd(BaseCommand[list[MinuteBar]]):
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"""获取历史某日分时数据（date 格式 YYYYMMDD）。"""
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def __init__(self, market: Market, 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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# 历史分时：header + pack("<IB6s", date, market, code)
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header = bytes.fromhex("0c013000010 10d000d00b40f".replace(" ", ""))
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return header + struct.pack("<IB6s", self.date, int(self.market), self.code)
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def parse_response(self, body: bytes) -> list[MinuteBar]:
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# 历史分时：pytdx 中 pos 跳过 6 字节（2 num + 4 未知）
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return _parse_minute_body(body, skip=6)
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def _parse_minute_body(body: bytes, skip: int = 4) -> list[MinuteBar]:
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(num,) = unpack_from("<H", body, 0, "minute_time header")
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pos = skip # 今日分时 skip=4，历史分时 skip=6
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last_price = 0
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bars: list[MinuteBar] = []
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for _ in range(num):
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record_start = pos
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price_diff, pos = get_price(body, pos)
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unknown_1, pos = get_price(body, pos) # pytdx 原丢弃，保留
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vol, pos = get_price(body, pos)
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last_price += price_diff
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bars.append(
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MinuteBar(
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price=last_price / 100.0,
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vol=vol,
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_unknown_1=unknown_1,
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_raw=body[record_start:pos],
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)
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)
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return bars
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