mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 15:44:18 +08:00
Justin Gu
d01b11fa74
- Add write_daily.py: encode/append daily bars to .day files - Add write_ex_daily.py: encode/append extended market daily bars - Add write_min_bar.py: encode/append minute bars (.5/.lc1/.lc5) - Add sync-daily CLI: sync single stock with pagination support - Add sync-all CLI: one-command sync for all SH/SZ .day files - Update README with sync commands and Python write API docs - 50 new unit tests covering encode round-trip, append dedup, edge cases - Bump version 1.5.0 -> 1.6.0
94 lines
2.3 KiB
Python
94 lines
2.3 KiB
Python
"""离线扩展市场日线写入 —— 将 ExDailyBar 编码并追加到 .day 文件。"""
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from __future__ import annotations
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from pathlib import Path
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from .ex_daily_bar import _EX_DAILY_FMT, ExDailyBar
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__all__ = [
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"encode_ex_daily_bar",
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"append_ex_daily_bars",
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"get_last_ex_bar_date",
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"sync_ex_daily_bars",
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]
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def encode_ex_daily_bar(bar: ExDailyBar) -> bytes:
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"""将 ExDailyBar 编码为 32 字节扩展市场 .day 记录。
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扩展市场价格直接为 float32，无需系数转换。
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"""
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date_int = bar.year * 10000 + bar.month * 100 + bar.day
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return _EX_DAILY_FMT.pack(
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date_int,
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bar.open,
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bar.high,
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bar.low,
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bar.close,
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bar.amount,
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bar.vol,
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bar.settlement,
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)
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def get_last_ex_bar_date(filepath: str | Path) -> int | None:
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"""读取扩展市场 .day 文件最后一条记录的日期。
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Returns:
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YYYYMMDD 整数，文件为空或太短时返回 None。
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"""
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filepath = Path(filepath)
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if not filepath.is_file():
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return None
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size = filepath.stat().st_size
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if size < _EX_DAILY_FMT.size:
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return None
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with filepath.open("rb") as f:
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f.seek(size - _EX_DAILY_FMT.size)
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last_record = f.read(_EX_DAILY_FMT.size)
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(date_int, *_) = _EX_DAILY_FMT.unpack(last_record)
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return date_int
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def _bar_date_int(bar: ExDailyBar) -> int:
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return bar.year * 10000 + bar.month * 100 + bar.day
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def append_ex_daily_bars(
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filepath: str | Path,
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bars: list[ExDailyBar],
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) -> int:
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"""将扩展市场 bars 追加写入 .day 文件，自动跳过重复日期。
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Returns:
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实际写入的记录数。
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"""
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filepath = Path(filepath)
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last_date = get_last_ex_bar_date(filepath)
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new_bars = (
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[b for b in bars if _bar_date_int(b) > last_date] if last_date is not None else list(bars)
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)
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if not new_bars:
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return 0
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encoded = b"".join(encode_ex_daily_bar(b) for b in new_bars)
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with filepath.open("ab") as f:
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f.write(encoded)
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return len(new_bars)
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def sync_ex_daily_bars(
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filepath: str | Path,
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server_bars: list[ExDailyBar],
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) -> int:
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"""将服务端获取的扩展市场日线同步写入本地 .day 文件。
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Returns:
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实际写入的记录数。
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"""
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return append_ex_daily_bars(filepath, server_bars)
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