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minionszywandClaude Sonnet 4.6
283682f6b4
替代年久失修的 pytdx，修复已知 bug，保留未解字段供逆向分析。 主要内容： - codec 层：get_price 变长编码、get_volume 自定义浮点、datetime/frame 解析 - transport 层：同步（socket）+ 异步（asyncio）双实现，共用命令层 - 命令层（11 条）：security_count/list/quotes/bars、minute_time（今日+历史）、 transaction（当日+历史）、xdxr_info、finance_info、company_info - 高层 API：TdxClient + AsyncTdxClient - 单元测试 26 条，全部通过；真实服务器集成测试覆盖全部命令 修复 pytdx Bug #1–5：xdxr 循环读取错误位置、GBK 截断崩溃、 pre_close 误用 get_volume、逐笔/分时未解字段被丢弃 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
107 lines
3.3 KiB
Python
107 lines
3.3 KiB
Python
"""获取 K 线数据命令（支持全部周期）。"""
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import struct
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from ..codec.datetime_ import get_datetime
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from ..codec.price import get_price
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from ..codec.volume import get_volume
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from ..models.bar import SecurityBar
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from ..models.enums import KlineCategory, Market
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from .base import BaseCommand
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class GetSecurityBarsCmd(BaseCommand[list[SecurityBar]]):
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"""获取指定股票的 K 线数据。
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Args:
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market: 市场（SH/SZ）
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code: 6位股票代码（字符串）
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category: K线周期
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start: 起始行（0 = 最新；分页时递增）
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count: 返回条数（最多 800）
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"""
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def __init__(
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self,
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market: Market,
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code: str,
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category: KlineCategory,
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start: int,
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count: int = 800,
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) -> None:
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self.market = market
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self.code = code.encode("utf-8")
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self.category = category
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self.start = start
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self.count = count
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def build_request(self) -> bytes:
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return struct.pack(
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"<HIHHHH6sHHHHIIH",
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0x010C, # 固定
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0x01016408, # 固定
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0x001C, # 固定（payload 长度）
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0x001C, # 固定（payload 长度）
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0x052D, # 命令码：K线
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int(self.market),
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self.code,
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int(self.category),
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1, # 固定
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self.start,
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self.count,
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0, 0, 0, # 填充
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)
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def parse_response(self, body: bytes) -> list[SecurityBar]:
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(ret_count,) = struct.unpack_from("<H", body, 0)
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pos = 2
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bars: list[SecurityBar] = []
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pre_diff_base = 0
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cat = int(self.category)
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for _ in range(ret_count):
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record_start = pos
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year, month, day, hour, minute, pos = get_datetime(cat, body, pos)
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open_diff, pos = get_price(body, pos)
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close_diff, pos = get_price(body, pos)
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high_diff, pos = get_price(body, pos)
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low_diff, pos = get_price(body, pos)
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vol, pos = get_volume(body, pos)
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amount, pos = get_volume(body, pos)
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# 差分还原（与 pytdx 完全一致）
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open_abs = open_diff + pre_diff_base
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close_abs = open_abs + close_diff
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high_abs = open_abs + high_diff
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low_abs = open_abs + low_diff
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pre_diff_base = open_abs + close_diff
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bars.append(
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SecurityBar(
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open=open_abs / 1000.0,
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close=close_abs / 1000.0,
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high=high_abs / 1000.0,
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low=low_abs / 1000.0,
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vol=vol,
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amount=amount,
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year=year,
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month=month,
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day=day,
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hour=hour,
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minute=minute,
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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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class GetIndexBarsCmd(GetSecurityBarsCmd):
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"""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）。
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实际上通达信服务器对股票代码前缀自动判断指数/股票，
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此子类仅作语义区分，无额外逻辑。
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"""
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