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GitHubandClaude Opus 4.7
50491f9aae
- Package directory: src/xmtdx/ -> src/easy_tdx/ - Import path: from easy_tdx import ... - pip install easy-tdx - Add LICENSE (MIT) with upstream attribution (pytdx, xmtdx) - Add NOTICE with detailed attribution - Update all examples, tests, scripts, docs - Bump version to 1.0.0 BREAKING CHANGE: import path changed from `xmtdx` to `easy_tdx` Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
108 lines
3.7 KiB
Python
108 lines
3.7 KiB
Python
"""探测未知字段含义的辅助脚本。"""
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import sys
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from easy_tdx import Market, TdxClient
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def probe_minute_averages(client, market, code):
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"""探测分时数据中 unknown_1 的含义（疑似均价）。"""
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print(f"\nProbing {code} Minute Time unknown_1:")
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bars = client.get_minute_time_data(market, code)
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if not bars:
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return
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# 分时数据无直接成交额，需要用 price × vol 近似
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# 若 unknown_1 == round(price × 100) 则为原始价格单位均价
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print(f" {'分钟':>6} {'price':>8} {'vol':>8} "
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f"{'unknown_1':>12} {'price*100':>10} {'diff':>8}")
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print(f" {'':-<6} {'':-<8} {'':-<8} "
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f"{'':-<12} {'':-<10} {'':-<8}")
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all_exact = 0
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all_close = 0
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for i, b in enumerate(bars):
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price_x100 = int(round(b.price * 100))
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diff = b.unknown_1 - price_x100
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exact = (diff == 0)
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close = (abs(diff) <= 2)
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if exact:
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all_exact += 1
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if close:
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all_close += 1
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flag = " <<< exact" if exact else (" ≈" if close else "")
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print(f" {i+1:>6} {b.price:>8.2f} {b.vol:>8} "
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f"{b.unknown_1:>12} {price_x100:>10} {diff:>+8}{flag}")
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# Count across all bars
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print(f"\n 全部 {len(bars)} 条：")
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print(f" unknown_1 == price*100 (精确): "
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f"{all_exact}/{len(bars)} ({100*all_exact/len(bars):.1f}%)")
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print(f" unknown_1 ≈ price*100 (±2): "
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f"{all_close}/{len(bars)} ({100*all_close/len(bars):.1f}%)")
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# Try another hypothesis: unknown_1 is a cumulative average price (均价)
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total_vol = 0
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total_amount = 0.0
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correct_avg = 0
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for b in bars:
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total_vol += b.vol
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total_amount += b.price * b.vol
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if total_vol > 0:
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avg_x100 = int(round((total_amount / total_vol) * 100))
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if abs(b.unknown_1 - avg_x100) <= 2:
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correct_avg += 1
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print(f" unknown_1 ≈ 累计均价×100 (±2): "
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f"{correct_avg}/{len(bars)} ({100*correct_avg/len(bars):.1f}%)")
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def probe_quote_limits(client, market, code):
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"""探测实时行情中 unknown_5/6 的含义（疑似涨跌停）。"""
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print(f"\nProbing {code} Quote unknown_5/6:")
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quotes = client.get_security_quotes([(market, code)])
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if not quotes:
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return
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for q in quotes:
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print(
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f" {q.market.name:>6} {q.code:>8} {q.pre_close:>10.2f} {q.price:>8.2f} "
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f"u5:{q.unknown_5:>6} u6:{q.unknown_6:>6}"
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)
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def probe_fund_flow_raw(client, market, code):
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"""探测资金流原始数据分布。"""
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print(f"\nProbing {code} Transaction raw unknown_last:")
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# 直接用 get_transaction_data 获取原始记录
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recs = client.get_transaction_data(market, code, 0, 50)
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print(f" {'idx':>4} {'time':>5} {'price':>8} {'vol':>6} {'b/s':>4} {'unknown_last':>14}")
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for i, r in enumerate(recs):
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print(f" {i+1:>4} {r.hour:02d}:{r.minute:02d} {r.price:>8.2f} "
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f"{r.vol:>6} {r.buyorsell:>4} {r.unknown_last:>14}")
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unique = len({r.unknown_last for r in recs})
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print(f"\n Unique unknown_last in 50 recs: {unique}")
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def main():
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host = "180.153.18.170"
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if len(sys.argv) > 1:
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host = sys.argv[1]
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with TdxClient(host) as client:
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# 1. 均价探测
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probe_minute_averages(client, Market.SH, "600000")
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probe_minute_averages(client, Market.SZ, "000001")
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# 2. 涨跌停探测
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probe_quote_limits(client, Market.SH, "600000")
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probe_quote_limits(client, Market.SZ, "000001")
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# 3. 资金流探测
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probe_fund_flow_raw(client, Market.SH, "600000")
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if __name__ == "__main__":
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main()
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