def parseResponse(self, body_buf):
pos = 0
(num, ) = struct.unpack("<H", body_buf[:2])
pos += 2
ticks = []
last_price = 0
for i in range(num):
### ?? get_time
# \x80\x03 = 14:56
hour, minute, pos = get_time(body_buf, pos)
price_raw, pos = get_price(body_buf, pos)
vol, pos = get_price(body_buf, pos)
num, pos = get_price(body_buf, pos)
buyorsell, pos = get_price(body_buf, pos)
_, pos = get_price(body_buf, pos)
last_price = last_price + price_raw
tick = OrderedDict([
("time", "%02d:%02d" % (hour, minute)),
("price", float(last_price) / 100),
("vol", vol),
("num", num),
("buyorsell", buyorsell),
])
ticks.append(tick)
return ticks
def parseResponse(self, body_buf):
pos = 0
(num, ) = struct.unpack("<H", body_buf[:2])
pos += 2
ticks = []
# skip 4 bytes
pos += 4
last_price = 0
for i in range(num):
### ?? get_time
# \x80\x03 = 14:56
hour, minute, pos = get_time(body_buf, pos)
price_raw, pos = get_price(body_buf, pos)
vol, pos = get_price(body_buf, pos)
buyorsell, pos = get_price(body_buf, pos)
_, pos = get_price(body_buf, pos)
last_price = last_price + price_raw
tick = OrderedDict(
[
("time", "%02d:%02d" % (hour, minute)),
("price", float(last_price)/100),
("vol", vol),
("buyorsell", buyorsell),
]
)
ticks.append(tick)
return ticks
def parseResponse(self, body_buf):
pos = 0
(ret_count, ) = struct.unpack("<H", body_buf[0:2])
pos += 2
klines = []
pre_diff_base = 0
for i in range(ret_count):
year, month, day, hour, minute, pos = get_datetime(
self.category, body_buf, pos)
price_open_diff, pos = get_price(body_buf, pos)
price_close_diff, pos = get_price(body_buf, pos)
price_high_diff, pos = get_price(body_buf, pos)
price_low_diff, pos = get_price(body_buf, pos)
(vol_raw, ) = struct.unpack("<I", body_buf[pos:pos + 4])
vol = get_volume(vol_raw)
pos += 4
(dbvol_raw, ) = struct.unpack("<I", body_buf[pos:pos + 4])
dbvol = get_volume(dbvol_raw)
pos += 4
(up_count, down_count) = struct.unpack("<HH",
body_buf[pos:pos + 4])
pos += 4
open = self._cal_price1000(price_open_diff, pre_diff_base)
price_open_diff = price_open_diff + pre_diff_base
close = self._cal_price1000(price_open_diff, price_close_diff)
high = self._cal_price1000(price_open_diff, price_high_diff)
low = self._cal_price1000(price_open_diff, price_low_diff)
pre_diff_base = price_open_diff + price_close_diff
#### 为了避免python处理浮点数的时候，浮点数运算不精确问题，这里引入了多余的代码
kline = OrderedDict([
("open", open), ("close", close), ("high", high), ("low", low),
("vol", vol), ("amount", dbvol), ("year", year),
("month", month), ("day", day), ("hour", hour),
("minute", minute),
("datetime",
"%d-%02d-%02d %02d:%02d" % (year, month, day, hour, minute)),
("up_count", up_count), ("down_count", down_count)
])
klines.append(kline)
return klines
def parseResponse(self, body_buf):
pos = 0
(num, ) = struct.unpack("<H", body_buf[:2])
last_price = 0
pos += 4
prices = []
for i in range(num):
price_raw, pos = get_price(body_buf, pos)
reversed1, pos = get_price(body_buf, pos)
vol, pos = get_price(body_buf, pos)
last_price = last_price + price_raw
price = OrderedDict([("price", float(last_price) / 100),
("vol", vol)])
prices.append(price)
return prices
def parseResponse(self, body_buf):
pos = 0
(num, ) = struct.unpack("<H", body_buf[:2])
last_price = 0
pos += 4
prices = []
for i in range(num):
price_raw, pos = get_price(body_buf, pos)
reversed1, pos = get_price(body_buf, pos)
vol, pos = get_price(body_buf, pos)
last_price = last_price + price_raw
price = OrderedDict(
[
("price", float(last_price)/100),
("vol", vol)
]
)
prices.append(price)
return prices
def parseResponse(self, body_buf):
pos = 0
pos += 2 # skip b1 cb
(num_stock, ) = struct.unpack("<H", body_buf[pos:pos + 2])
pos += 2
stocks = []
for _ in range(num_stock):
# print(body_buf[pos:])
# b'\x00000001\x95\n\x87\x0e\x01\x01\x05\x00\xb1\xb9\xd6\r\xc7\x0e\x8d\xd7\x1a\x84\x04S\x9c<M\xb6\xc8\x0e\x97\x8e\x0c\x00\xae\n\x00\x01\xa0\x1e\x9e\xb3\x03A\x02\x84\xf9\x01\xa8|B\x03\x8c\xd6\x01\xb0lC\x04\xb7\xdb\x02\xac\x7fD\x05\xbb\xb0\x01\xbe\xa0\x01y\x08\x01GC\x04\x00\x00\x95\n'
(market, code, active1) = struct.unpack("<B6sH",
body_buf[pos:pos + 9])
pos += 9
price, pos = get_price(body_buf, pos)
last_close_diff, pos = get_price(body_buf, pos)
open_diff, pos = get_price(body_buf, pos)
high_diff, pos = get_price(body_buf, pos)
low_diff, pos = get_price(body_buf, pos)
# 不确定这里应该是用 get_price 跳过还是直接跳过4个bytes
# if price == 0 and last_close_diff == 0 and open_diff == 0 and high_diff == 0 and low_diff == 0:
# # 这个股票当前应该无法获取信息, 这个时候，这个值一般是0 或者 100
# #reversed_bytes0 = body_buf[pos: pos + 1]
# #pos += 1
# # 感觉这里应该都可以用 get_price ，但是由于一次性改动影响比较大，所以暂时只针对没有行情的股票做改动
# reversed_bytes0, pos = get_price(body_buf, pos)
# else:
# reversed_bytes0 = body_buf[pos: pos + 4]
# pos += 4
reversed_bytes0, pos = get_price(body_buf, pos)
# reversed_bytes0, pos = get_price(body_buf, pos)
# 应该是 -price
reversed_bytes1, pos = get_price(body_buf, pos)
# print('reversed_bytes1:' + str(reversed_bytes1) + ",price" + str(price))
# assert (reversed_bytes1 == -price)
vol, pos = get_price(body_buf, pos)
cur_vol, pos = get_price(body_buf, pos)
(amount_raw, ) = struct.unpack("<I", body_buf[pos:pos + 4])
amount = get_volume(amount_raw)
pos += 4
s_vol, pos = get_price(body_buf, pos)
b_vol, pos = get_price(body_buf, pos)
reversed_bytes2, pos = get_price(body_buf, pos)
reversed_bytes3, pos = get_price(body_buf, pos)
bid1, pos = get_price(body_buf, pos)
ask1, pos = get_price(body_buf, pos)
bid_vol1, pos = get_price(body_buf, pos)
ask_vol1, pos = get_price(body_buf, pos)
bid2, pos = get_price(body_buf, pos)
ask2, pos = get_price(body_buf, pos)
bid_vol2, pos = get_price(body_buf, pos)
ask_vol2, pos = get_price(body_buf, pos)
bid3, pos = get_price(body_buf, pos)
ask3, pos = get_price(body_buf, pos)
bid_vol3, pos = get_price(body_buf, pos)
ask_vol3, pos = get_price(body_buf, pos)
bid4, pos = get_price(body_buf, pos)
ask4, pos = get_price(body_buf, pos)
bid_vol4, pos = get_price(body_buf, pos)
ask_vol4, pos = get_price(body_buf, pos)
bid5, pos = get_price(body_buf, pos)
ask5, pos = get_price(body_buf, pos)
bid_vol5, pos = get_price(body_buf, pos)
ask_vol5, pos = get_price(body_buf, pos)
# (reversed_bytes4, reversed_bytes5, reversed_bytes6,
# reversed_bytes7, reversed_bytes8, reversed_bytes9,
# active2) = struct.unpack("<HbbbbHH", body_buf[pos: pos + 10])
# pos += 10
reversed_bytes4 = struct.unpack("<H", body_buf[pos:pos + 2])
pos += 2
reversed_bytes5, pos = get_price(body_buf, pos)
reversed_bytes6, pos = get_price(body_buf, pos)
reversed_bytes7, pos = get_price(body_buf, pos)
reversed_bytes8, pos = get_price(body_buf, pos)
(reversed_bytes9, active2) = struct.unpack("<hH",
body_buf[pos:pos + 4])
pos += 4
one_stock = OrderedDict([
("market", market),
("code", code.decode("utf-8")),
("active1", active1),
("price", self._cal_price(price, 0)),
("last_close", self._cal_price(price, last_close_diff)),
("open", self._cal_price(price, open_diff)),
("high", self._cal_price(price, high_diff)),
("low", self._cal_price(price, low_diff)),
("reversed_bytes0", reversed_bytes0),
("reversed_bytes1", reversed_bytes1),
("vol", vol),
("cur_vol", cur_vol),
("amount", amount),
("s_vol", s_vol),
("b_vol", b_vol),
("reversed_bytes2", reversed_bytes2),
("reversed_bytes3", reversed_bytes3),
("bid1", self._cal_price(price, bid1)),
("ask1", self._cal_price(price, ask1)),
("bid_vol1", bid_vol1),
("ask_vol1", ask_vol1),
("bid2", self._cal_price(price, bid2)),
("ask2", self._cal_price(price, ask2)),
("bid_vol2", bid_vol2),
("ask_vol2", ask_vol2),
("bid3", self._cal_price(price, bid3)),
("ask3", self._cal_price(price, ask3)),
("bid_vol3", bid_vol3),
("ask_vol3", ask_vol3),
("bid4", self._cal_price(price, bid4)),
("ask4", self._cal_price(price, ask4)),
("bid_vol4", bid_vol4),
("ask_vol4", ask_vol4),
("bid5", self._cal_price(price, bid5)),
("ask5", self._cal_price(price, ask5)),
("bid_vol5", bid_vol5),
("ask_vol5", ask_vol5),
("reversed_bytes4", reversed_bytes4),
("reversed_bytes5", reversed_bytes5),
("reversed_bytes6", reversed_bytes6),
("reversed_bytes7", reversed_bytes7),
("reversed_bytes8", reversed_bytes8),
("reversed_bytes9", reversed_bytes9 / 100.0), # 涨速
("active2", active2)
])
stocks.append(one_stock)
return stocks
def parseResponse(self, body_buf):
pos = 0
pos += 2 # skip b1 cb
(num_stock, ) = struct.unpack("<H", body_buf[pos:pos + 2])
pos += 2
stocks = []
for _ in range(num_stock):
# print(body_buf[pos:])
# b'\x00000001\x95\n\x87\x0e\x01\x01\x05\x00\xb1\xb9\xd6\r\xc7\x0e\x8d\xd7\x1a\x84\x04S\x9c<M\xb6\xc8\x0e\x97\x8e\x0c\x00\xae\n\x00\x01\xa0\x1e\x9e\xb3\x03A\x02\x84\xf9\x01\xa8|B\x03\x8c\xd6\x01\xb0lC\x04\xb7\xdb\x02\xac\x7fD\x05\xbb\xb0\x01\xbe\xa0\x01y\x08\x01GC\x04\x00\x00\x95\n'
(market, code, active1) = struct.unpack("<B6sH",
body_buf[pos:pos + 9])
pos += 9
price, pos = get_price(body_buf, pos)
last_close_diff, pos = get_price(body_buf, pos)
open_diff, pos = get_price(body_buf, pos)
high_diff, pos = get_price(body_buf, pos)
low_diff, pos = get_price(body_buf, pos)
# 不确定这里应该是用 get_price 跳过还是直接跳过4个bytes
reversed_bytes0 = body_buf[pos:pos + 4]
pos += 4
# reversed_bytes0, pos = get_price(body_buf, pos)
# 应该是 -price
reversed_bytes1, pos = get_price(body_buf, pos)
assert (reversed_bytes1 == -price)
vol, pos = get_price(body_buf, pos)
cur_vol, pos = get_price(body_buf, pos)
(amount_raw, ) = struct.unpack("<I", body_buf[pos:pos + 4])
amount = get_volume(amount_raw)
pos += 4
s_vol, pos = get_price(body_buf, pos)
b_vol, pos = get_price(body_buf, pos)
reversed_bytes2, pos = get_price(body_buf, pos)
reversed_bytes3, pos = get_price(body_buf, pos)
bid1, pos = get_price(body_buf, pos)
ask1, pos = get_price(body_buf, pos)
bid_vol1, pos = get_price(body_buf, pos)
ask_vol1, pos = get_price(body_buf, pos)
bid2, pos = get_price(body_buf, pos)
ask2, pos = get_price(body_buf, pos)
bid_vol2, pos = get_price(body_buf, pos)
ask_vol2, pos = get_price(body_buf, pos)
bid3, pos = get_price(body_buf, pos)
ask3, pos = get_price(body_buf, pos)
bid_vol3, pos = get_price(body_buf, pos)
ask_vol3, pos = get_price(body_buf, pos)
bid4, pos = get_price(body_buf, pos)
ask4, pos = get_price(body_buf, pos)
bid_vol4, pos = get_price(body_buf, pos)
ask_vol4, pos = get_price(body_buf, pos)
bid5, pos = get_price(body_buf, pos)
ask5, pos = get_price(body_buf, pos)
bid_vol5, pos = get_price(body_buf, pos)
ask_vol5, pos = get_price(body_buf, pos)
(reversed_bytes4, reversed_bytes5, reversed_bytes6,
reversed_bytes7, reversed_bytes8, reversed_bytes9,
active2) = struct.unpack("<HbbbbHH", body_buf[pos:pos + 10])
pos += 10
# print(int.from_bytes(reversed_bytes0, byteorder='little'))
one_stock = OrderedDict([
("market", market), ("code", code.decode("utf-8")),
("active1", active1), ("price", self._cal_price(price, 0)),
("last_close", self._cal_price(price, last_close_diff)),
("open", self._cal_price(price, open_diff)),
("high", self._cal_price(price, high_diff)),
("low", self._cal_price(price, low_diff)),
("reversed_bytes0", reversed_bytes0),
("reversed_bytes1", reversed_bytes1), ("vol", vol),
("cur_vol", cur_vol), ("amount", amount), ("s_vol", s_vol),
("b_vol", b_vol), ("reversed_bytes2", reversed_bytes2),
("reversed_bytes3", reversed_bytes3),
("bid1", self._cal_price(price, bid1)),
("ask1", self._cal_price(price, ask1)), ("bid_vol1", bid_vol1),
("ask_vol1", ask_vol1), ("bid2", self._cal_price(price, bid2)),
("ask2", self._cal_price(price, ask2)), ("bid_vol2", bid_vol2),
("ask_vol2", ask_vol2), ("bid3", self._cal_price(price, bid3)),
("ask3", self._cal_price(price, ask3)), ("bid_vol3", bid_vol3),
("ask_vol3", ask_vol3), ("bid4", self._cal_price(price, bid4)),
("ask4", self._cal_price(price, ask4)), ("bid_vol4", bid_vol4),
("ask_vol4", ask_vol4), ("bid5", self._cal_price(price, bid5)),
("ask5", self._cal_price(price, ask5)), ("bid_vol5", bid_vol5),
("ask_vol5", ask_vol5), ("reversed_bytes4", reversed_bytes4),
("reversed_bytes5", reversed_bytes5),
("reversed_bytes6", reversed_bytes6),
("reversed_bytes7", reversed_bytes7),
("reversed_bytes8", reversed_bytes8),
("reversed_bytes9", reversed_bytes9), ("active2", active2)
])
stocks.append(one_stock)
return stocks
