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GitHubandClaude Opus 4.7
9c5672b4d2
- Add ExTdxClient/AsyncExTdxClient for futures, HK stocks, etc (port 7727) - Add offline module: read daily bars, minute bars, blocks, gbbq, financials from local TDX installation directory (inspired by pytdx) - Add examples 09 (file download) and 10 (offline data reading) - Rewrite README with comprehensive API docs and code examples - Add TdxFileNotFoundError and TdxOfflineError exceptions Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
75 lines
2.2 KiB
Python
75 lines
2.2 KiB
Python
"""获取扩展行情K线数据。"""
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import struct
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from ...codec.datetime_ import get_datetime
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from ...commands.base import BaseCommand
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from ..models import ExInstrumentBar
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class GetExInstrumentBarsCmd(BaseCommand[list[ExInstrumentBar]]):
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"""获取K线数据（扩展行情版本，支持期货/港股等）。"""
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def __init__(
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self,
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category: int,
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market: int,
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code: str,
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start: int = 0,
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count: int = 700,
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) -> None:
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self.category = category
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self.market = market
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self.code = code.encode("utf-8")
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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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header = bytes.fromhex("01 01 08 6a 01 01 16 00 16 00 ff 23")
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return header + struct.pack(
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"<B9sHHIH",
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self.market,
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self.code,
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self.category,
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1,
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self.start,
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self.count,
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)
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def parse_response(self, body: bytes) -> list[ExInstrumentBar]:
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pos = 18 # skip 18-byte header
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if pos + 2 > len(body):
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return []
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(ret_count,) = struct.unpack("<H", body[pos : pos + 2])
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pos += 2
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results: list[ExInstrumentBar] = []
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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(self.category, body, pos)
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if pos + 28 > len(body):
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break
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(open_p, high, low, close_p, position, trade, _price) = struct.unpack(
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"<ffffIIf",
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body[pos : pos + 28],
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)
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(amount,) = struct.unpack("<f", body[pos + 16 : pos + 20])
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pos += 28
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results.append(
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ExInstrumentBar(
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open=open_p,
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high=high,
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low=low,
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close=close_p,
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position=position,
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trade=trade,
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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 results
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