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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>
83 lines
2.2 KiB
Python
83 lines
2.2 KiB
Python
"""扩展市场日线数据读取（期货、港股等 .day 文件）。"""
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import struct
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from dataclasses import dataclass, field
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from pathlib import Path
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from ..exceptions import TdxFileNotFoundError
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# 日期(4B) 开盘(4Bf) 最高(4Bf) 最低(4Bf) 收盘(4Bf) 成交额(4B) 成交量(4B) 结算价(4Bf)
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_EX_DAILY_FMT = struct.Struct("<IffffIIf")
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@dataclass
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class ExDailyBar:
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"""扩展市场日线（期货/港股等，含结算价）。"""
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open: float
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high: float
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low: float
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close: float
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amount: int
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vol: int
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settlement: float
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hk_stock_amount: float
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year: int
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month: int
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day: int
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_raw: bytes = field(default=b"", repr=False, compare=False)
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def read_ex_daily_bars(filepath: str | Path) -> list[ExDailyBar]:
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"""从本地扩展市场 .day 文件读取日线数据。
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文件位于 vipdoc/ds/ 目录下，如 29#A1801.day。
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Args:
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filepath: .day 文件路径。
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Returns:
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ExDailyBar 列表（按时间升序）。
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"""
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filepath = Path(filepath)
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if not filepath.is_file():
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raise TdxFileNotFoundError(f"扩展市场日线文件不存在: {filepath}")
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data = filepath.read_bytes()
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if len(data) < _EX_DAILY_FMT.size:
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return []
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results: list[ExDailyBar] = []
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record_size = _EX_DAILY_FMT.size
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for offset in range(0, len(data) - record_size + 1, record_size):
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raw = data[offset : offset + record_size]
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date_int, op, hi, lo, cl, amt, vol, settlement = _EX_DAILY_FMT.unpack(raw)
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# 第 5 个字段（成交额位置）重新解释为 float 作为港股量
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hk_bytes = struct.pack("<I", amt)
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(hk_stock_amount,) = struct.unpack("<f", hk_bytes)
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year = date_int // 10000
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month = (date_int % 10000) // 100
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day = date_int % 100
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results.append(
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ExDailyBar(
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open=op,
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high=hi,
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low=lo,
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close=cl,
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amount=vol,
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vol=vol,
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settlement=settlement,
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hk_stock_amount=hk_stock_amount,
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year=year,
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month=month,
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day=day,
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_raw=raw,
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)
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)
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return results
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