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rainx avatar rainx commented on July 23, 2024

修复了，对期货了解不多，简单看了一下数据的结构，类似是这样的，

nature字段的值分为3类 10000以下， 10000 to 20000 , 20000 to 30000, 所以可以通过 //10000将数据分类，我把这个字段拆成了 nature_mark = nature // 10000 , nature_value = nature % 10000 两个字段..
具体的含义您可以再帮忙看看，期货的我的确不太了解.. 已经更新的代码到 1.30了

https://github.com/rainx/pytdx/blob/master/ChangeLog.md

In [14]: print(api.to_df(api.get_transaction_data(30, "RB1709")))
     hour  minute    price  volume  zengcang  nature  nature_mark  \
0      20      59  4122000       8        -8   20000            2   
1      21       0  4101000       2         2   10001            1   
2      21       0  4072000      24         0   10003            1   
3      21       0  4079000       2         0   10013            1   
4      21       0  4080000       2         0      14            0   
5      21       0  4089000       2        -2      36            0   


     nature_value  
0               0  
1               1  
2               3  
3              13  
4              14  
5              36

from pytdx.

rainx avatar rainx commented on July 23, 2024

@zzeric 请帮忙验证一下

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zzeric avatar zzeric commented on July 23, 2024

nature_value对应的是秒
nature_mark对应的行情软件里性质栏的颜色 0红色 1绿色 2白色

0红 and zengcang > 0 #多开
0红 and zengcang < 0 and volume == abs(zengcang) #双平
0红 and zengcang < 0 and volume > abs(zengcang) #空平
0红 and zengcang == 0 #多换

1绿 and zengcang > 0 #空开
1绿 and zengcang < 0 and volume == abs(zengcang) #双平
1绿 and zengcang < 0 and volume > abs(zengcang) #多平
1绿 and zengcang == 0 #空换

2白 and zengcang > 0 and volume > zengcang #开仓
2白 and zengcang > 0 and volume == zengcang #双开
2白 and zengcang == 0 #换手
2白 and zengcang < 0 and volume > abs(zengcang) #平仓
2白 and zengcang < 0 and volume == abs(zengcang) #双平

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rainx avatar rainx commented on July 23, 2024

@zzeric 多谢..

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zzeric avatar zzeric commented on July 23, 2024

get_history_transaction_data也有同样的问题

from pytdx.

zzeric avatar zzeric commented on July 23, 2024

`# coding=utf-8

from pytdx.parser.base import BaseParser
from pytdx.helper import get_datetime, get_volume, get_price, get_time
from collections import OrderedDict
import struct
import six

class GetTransactionData(BaseParser):

def setParams(self, market, code, start, count):
    if type(code) is six.text_type:
        code = code.encode("utf-8")
    pkg = bytearray.fromhex('01 01 08 00 03 01 12 00 12 00 fc 23')
    pkg.extend(struct.pack("<B9siH", market, code, start, count))
    self.send_pkg = pkg
    self.date = date

def parseResponse(self, body_buf):

    pos = 0
    market, code, _, num = struct.unpack('<B9s4sH', body_buf[pos: pos + 16])
    pos += 16
    result = []
    for i in range(num):

        (raw_time, price, volume, zengcang, nature) = struct.unpack("<HIIiH", body_buf[pos: pos + 16])

        pos += 16
        year = self.date // 10000
        month = self.date % 10000 // 100
        day = self.date % 100
        hour = raw_time // 60
        minute = raw_time % 60
        second = direction % 10000
        from datetime import datetime
        date = datetime(year,month,day,hour,minute,second)
        value = direction // 10000
        if value == 0:
            direction = 1
            if zengcang > 0:
                nature = "多开"
            elif zengcang == 0:
                nature = "多换"
            else:
                if volume == -zengcang:
                    nature = "双平"
                else:
                    nature = "空平"
        elif value == 1:
            direction = -1
            if zengcang > 0:
                nature = "空开"
            elif zengcang == 0:
                nature = "空换"
            else:
                if volume == -zengcang:
                    nature = "双平"
                else:
                    nature = "多平"
        else:
            direction = 0
            if zengcang> 0:
                if volume > zengcang:
                    nature = "开仓"
                elif volume == zengcang:
                    nature = "双开"
            elif zengcang < 0:
                if volume > -zengcang:
                    nature = "平仓"
                elif volume == -zengcang:
                    nature = "双平"
            else:
                nature = "换手"

        result.append(OrderedDict([
            ("date", date),
            ("price", price),
            ("volume", volume),
            ("zengcang", zengcang),
            ("direction",direction ),
            ("nature",nature)
        ]))

    return result

`

from pytdx.

zzeric avatar zzeric commented on July 23, 2024

`# coding=utf-8

from pytdx.parser.base import BaseParser
from pytdx.helper import get_datetime, get_volume, get_price
from collections import OrderedDict
import struct

class GetHistoryTransactionData(BaseParser):

def setParams(self, market, code, date, start, count):
    # if type(code) is six.text_type:
    code = code.encode("utf-8")

    # if type(date) is (type(date) is six.text_type) or (type(date) is six.binary_type):
    #     date = int(date)

    # pkg1 = bytearray.fromhex('01 01 30 00 02 01 16 00 16 00 06 24 3b c8 33 01 1f 30 30 30 32 30 00 00 00 01 00 00 00 00 f0 00')
    pkg = bytearray.fromhex('01 01 30 00 02 01 16 00 16 00 06 24')
    pkg.extend(struct.pack("<IB9siH", date, market, code, start, count))
    self.send_pkg = pkg
    self.date = date

def parseResponse(self, body_buf):

    pos = 0
    market, code, _, num = struct.unpack('<B9s4sH', body_buf[pos: pos + 16])
    pos += 16
    result = []
    for i in range(num):

        (raw_time, price, volume, zengcang, direction) = struct.unpack("<HIIiH", body_buf[pos: pos + 16])

        pos += 16
        year = self.date // 10000
        month = self.date % 10000 // 100
        day = self.date % 100
        hour = raw_time // 60
        minute = raw_time % 60
        second = direction % 10000
        from datetime import datetime
        date = datetime(year,month,day,hour,minute,second)
        value = direction // 10000
        if value == 0:
            direction = 1
            if zengcang > 0:
                nature = "多开"
            elif zengcang == 0:
                nature = "多换"
            else:
                if volume == -zengcang:
                    nature = "双平"
                else:
                    nature = "空平"
        elif value == 1:
            direction = -1
            if zengcang > 0:
                nature = "空开"
            elif zengcang == 0:
                nature = "空换"
            else:
                if volume == -zengcang:
                    nature = "双平"
                else:
                    nature = "多平"
        else:
            direction = 0
            if zengcang> 0:
                if volume > zengcang:
                    nature = "开仓"
                elif volume == zengcang:
                    nature = "双开"
            elif zengcang < 0:
                if volume > -zengcang:
                    nature = "平仓"
                elif volume == -zengcang:
                    nature = "双平"
            else:
                nature = "换手"

        result.append(OrderedDict([
            ("date", date),
            ("price", price),
            ("volume", volume),
            ("zengcang", zengcang),
            ("direction",direction ),
            ("nature",nature)
        ]))

    return result

`

from pytdx.

rainx avatar rainx commented on July 23, 2024

收到... 感谢..

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rainx avatar rainx commented on July 23, 2024

创建了新的分支 https://github.com/rainx/pytdx/tree/fix_issue_31 处理此问题， 简单测试了一下代码

1 不知道第一段 GetTransactionData 里的date 代表什么，当日的时间么？我在获取当日行情的时候加了second字段， 因为不确定 GetTransactionData 是否就是只限于获取当日的行情（目前看来应该是获取当日的，保守期间暂时还没有加）
2 由于扩展行情的品类比较多，有一些品类，如港股， second = direction % 10000 会得到 512 ,这样在进行 date = datetime(year,month,day,hour,minute,second) 操作的时候会出错，所以修改了一下。
3 由于已经有不少人在使用这个接口返回的数据，所以暂时对原油的字段就不做修改了，增加了natrue_name 字段，来保存类似 平仓 空开 空换 等信息。
代码在：

https://github.com/rainx/pytdx/blob/fix_issue_31/pytdx/parser/ex_get_history_transaction_data.py
https://github.com/rainx/pytdx/blob/fix_issue_31/pytdx/parser/ex_get_transaction_data.py

请帮忙验证

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rainx avatar rainx commented on July 23, 2024

@zzeric

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zzeric avatar zzeric commented on July 23, 2024

GetTransactionData是当天的, 港股没试过

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rainx avatar rainx commented on July 23, 2024

已经修复并合并到主干了， 后续升级的时候会一起发布

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