def on_default_handler(self, header: ResponseHeader, body: Buffer):
"""
如果没有匹配处理器则由此处理
:param header:
:param body:
:return:
"""
if header.event_id == 0x0B:
print("注册模拟设备成功的信息: %s." % str(binascii.b2a_hex(body.bytes())))
elif header.event_id == 0x0FDB:
notice = struct.unpack("<116s", body.bytes()[0xb2:0x126])
print("收到代理服务器的公告信息:%s ..." % notice[0].decode('gbk'))
callback_proc = self.get_handler(EVENT_READY)
if callback_proc is not None:
callback_proc()
elif header.event_id == 0x000D:
self.market = ResponseMarketInfo.parse(body)
print("市场最新交易信息: 券商名称:%s, 最后交易时间:%d" %
(self.market.server_name, self.market.date_sz))
elif header.event_id == 0x044E:
count = body.read_format("<H")[0]
if header.cmd_id == 0x6B:
print("收到sz市场股票数量为: %d." % count)
self.stock_sz_count = count
elif header.cmd_id == 0x6C:
print("收到sh市场股票数量为: %d." % count)
self.stock_sh_count = count
else:
# 收到未知封包
print("收到未知封包, event_id = %d, content: %s." %
(header.event_id, str(binascii.b2a_hex(body.bytes()))))
def handle_read(self):
super(TdxReportClient, self).handle_read()
while True:
try:
if self.in_buffer.length() <= 0:
break
header_size = ResponseHeader.length()
header = self.in_buffer.peek_bytes(header_size)
if len(header) < header_size:
self.get_handler(0)(header=Buffer(header))
break
"""
L: 封包标识
B: 是否压缩的标识
H: 索引(股票索引)
B: 判断封包类型(此字段与发送的字段相同，靠这个字段可以确定封包的功能)
H: 未知标识
H: 事件标识，靠此字段可以确定封包的类别
2H: 分别是封包长度, 解压所需要的空间大小
"""
obj_header = ResponseHeader.parse(Buffer(header))
if self.in_buffer.length(
) < obj_header.body_length + header_size:
# 如果封包不足则等待下一次接收后继续再判断，直至封包完整再继续解析
break
self.in_buffer.read_bytes(header_size)
compress_data = self.in_buffer.read_bytes(
obj_header.body_length)
if obj_header.is_compress:
decompiler = zlib.decompressobj()
content = decompiler.decompress(compress_data)
else:
content = compress_data
# print("收到 content: %s." % str(binascii.b2a_hex(content)))
handle_proc = self.get_handler(obj_header.event_id)
if handle_proc is None:
self.get_handler(0)(header=obj_header,
body=Buffer(content))
else:
handle_proc(header=obj_header, body=Buffer(content))
except StopIteration:
sys.exit()
except Exception as ex:
print("发生未知错误: %s" % str(ex))
def on_download(self, header: ResponseHeader, body: Buffer):
length = body.read_format("<I")[0] # 移除body大小字段, 只保留文件内容
content = body.bytes()
if self.current_report_offset is 0:
fp = open(self.current_save_report, 'wb+')
else:
fp = open(self.current_save_report, 'ab+')
self.current_report_offset += length
with fp as outfile:
outfile.write(content)
fp.close()
self.send(next(self.data_gen))
def parse(cls, data: Buffer, _fund: bool = False):
"""
解析
:param data:
:param bool _fund: 是否是基金
:return:
"""
data_stock = data.read_format(cls.__identity)
stock_day = ResponseStockDays()
stock_day.date = "%d%02d%02d" % (data_stock[0] / 10000, data_stock[0] %
10000 / 100, data_stock[0] % 100)
precision = 100.00
if _fund:
precision = 1000.00
stock_day.open = data_stock[1] / precision
stock_day.high = data_stock[2] / precision
stock_day.low = data_stock[3] / precision
stock_day.close = data_stock[4] / precision
stock_day.amount = data_stock[5]
stock_day.volume = data_stock[6]
return stock_day
def on_stock_bonus(self, header: ResponseHeader, body: Buffer):
"""处理权息封包"""
idx = 0
current_df_list = []
stocks_count = body.read_format("<H")[0]
self.bonus_idx += stocks_count
while idx < stocks_count:
idx += 1
bonus_idx = 0
body.read_bytes(7) # 跳过股票代码和市场的字节
bonus_count = body.read_format("<H")[0]
while bonus_idx < bonus_count:
stock_bonus = ResponseStockBonus.parse(body)
bonus_item = [
stock_bonus.code, stock_bonus.date, stock_bonus.market,
stock_bonus.type, stock_bonus.money, stock_bonus.price,
stock_bonus.count, stock_bonus.rate
]
current_df_list.append(bonus_item)
bonus_idx += 1
data_bonus = pd.DataFrame(current_df_list,
columns=[
"code", "date", "market", "type",
"money", "price", "count", "rate"
])
self.data_bonus = pd.concat([self.data_bonus, data_bonus],
ignore_index=True)
print("收到 %d 只股票的高送转信息." % stocks_count)
if header.idx == 0x1100:
print("保存权息数据")
self.data_bonus.to_csv(config.get("files").get("bonus"),
index=False,
mode="w",
encoding='utf8',
float_format="%.6f")
# 数据更新完毕, 解除事件绑定
self.bonus_idx = 0
self.proxy.del_handler(header.event_id)
print("权息数据更新完毕")
self.proxy.close()
else:
self.update_bonus()
def on_default_handler(header: ResponseHeader, body: Buffer):
"""
如果没有匹配处理器则由此处理
:param header:
:param body:
:return:
"""
print("收到未知封包, event_id = %d, content: %s." %
(header.event_id, str(binascii.b2a_hex(body.bytes()))))
def on_base(self, header: ResponseHeader, body: Buffer):
"""更新市场股票基础信息列表"""
idx = 0
current_df_list = []
market_type = 0 if header.cmd_id == 0x6D else 1 # 0表示深市，1表示沪市
stocks_count = body.read_format("<H")[0]
while idx < stocks_count:
obj_stock_base = ResponseStockBase.parse(body)
stock_item = [
obj_stock_base.code, obj_stock_base.name, market_type,
obj_stock_base.unknown1, obj_stock_base.unknown2,
obj_stock_base.unknown3, obj_stock_base.price,
obj_stock_base.bonus1, obj_stock_base.bonus2
]
current_df_list.append(stock_item)
idx += 1
data_stocks = pd.DataFrame(current_df_list,
columns=[
'code', 'name', 'market', 'unknown1',
'unknown2', 'unknown3', 'price',
'bonus1', 'bonus2'
])
self.data_stocks = pd.concat([self.data_stocks, data_stocks],
ignore_index=True)
if len(self.data_stocks) >= (self.proxy.stock_sz_count +
self.proxy.stock_sh_count):
# 保存数据信息
print("保存基础数据...")
self.data_stocks.to_csv(config.get("files").get("stock_list"),
index=False,
mode="w",
encoding='utf8',
float_format="%.3f")
# 解绑事件处理器
self.proxy.del_handler(header.event_id)
# 开始更新股票权息数据
self.update_bonus()
return
self.proxy.send(next(self.data_gen))
def on_history(self, header: ResponseHeader, body: Buffer):
"""处理日线封包"""
current_df_list = []
is_st = 0
stock_code = self.data_stocks.ix[header.idx]['code']
stock_name = self.data_stocks.ix[header.idx]['name']
market = int(self.data_stocks.ix[header.idx]['market'])
if header.cmd_id != 0x87:
# 只处理日线数据
return
if stock_name.startswith("ST") or stock_name.startswith("SST") or \
stock_name.startswith("*ST") or stock_name.startswith("S*ST"):
is_st = 1
# 日线数据
item_count = body.read_format("<HL")[1] / ResponseStockDays.length()
idx = 0
while idx < item_count:
if stocks.type_with_code(stock_code) == 2:
item = ResponseStockDays.parse(body, _fund=True)
else:
item = ResponseStockDays.parse(body)
current_df_list.append([
item.date,
int(market), stock_code, stock_name, item.open, item.low,
item.high, item.close, item.volume, item.amount, is_st
])
idx += 1
print("获取 %d-%s 的日线数据" % (market, stock_code))
hs_df = pd.DataFrame(current_df_list,
columns=[
'date', 'market', 'code', 'name', 'open',
'low', 'high', 'close', 'volume', 'amount',
'st'
])
self.__db_client.insert_json(hs_df)
self.proxy.send(next(self.data_gen))
def parse(cls, data: Buffer):
"""
解析
:param data:
:return:
"""
market_info = ResponseMarketInfo()
server_info = data.read_format(cls.__identity)
market_info.date_sz = server_info[11]
market_info.last_flag_sz = server_info[12]
market_info.data_sh = server_info[13]
market_info.last_flag_sh = server_info[14]
market_info.server_name = str(server_info[18].decode('gbk'))
market_info.domain_url = str(server_info[19].decode('ascii'))
return market_info
def parse(cls, data: Buffer):
"""
解析应答封包
:param data:
:return:
"""
header = ResponseHeader()
data_header = data.read_format(cls.__identity)
header.pkg_flag = data_header[0]
header.is_compress = data_header[1] & 0x10 != 0
header.idx = data_header[2]
header.cmd_id = data_header[3]
header.unknown = data_header[4]
header.event_id = data_header[5]
header.body_length = data_header[6]
header.body_max_length = data_header[7]
return header
def parse(cls, data: Buffer):
"""
解析
:param data:
:return:
"""
data_stock = data.read_format(cls.__identity)
stock_base = ResponseStockBase()
stock_base.code = "%s" % data_stock[0].decode('gbk')
stock_base.unknown1 = data_stock[1]
stock_base.name = "%s" % data_stock[2].decode('gbk').replace("\00", "")
stock_base.unknown2 = data_stock[3]
stock_base.unknown3 = data_stock[4]
stock_base.price = data_stock[5]
stock_base.bonus1 = data_stock[6]
stock_base.bonus2 = data_stock[7]
return stock_base
def parse(cls, data: Buffer):
"""
解析
:param data:
:return:
"""
data_stock = data.read_format(cls.__identity)
stock_bonus = ResponseStockBonus()
stock_bonus.market = data_stock[0]
stock_bonus.code = "%s" % data_stock[1].decode('ascii')
stock_bonus.date = "%d%02d%02d" % (data_stock[3] / 10000, data_stock[3]
% 10000 / 100, data_stock[3] % 100)
stock_bonus.type = data_stock[4]
stock_bonus.money = data_stock[5]
stock_bonus.price = data_stock[6]
stock_bonus.count = data_stock[7]
stock_bonus.rate = data_stock[8]
return stock_bonus
def on_report_list(self, header: ResponseHeader, body: Buffer):
body.read_format("<I")
content = body.bytes().decode("utf-8")
self.cw_list = content.split('\n')
self.__callback_proc()