exchange

package
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 Go to latest Published: Sep 2, 2026 License: MIT Imports: 22 Imported by: 0

Documentation

Overview

Package trading 包含交易中的日历和时段相关的功能函数

Index

Constants

View Source 
const (
	HistoricalTransactionDataFirstTime        = "09:25" // 第一个时间
	HistoricalTransactionDataStartTime        = "09:30" // 开盘时间
	HistoricalTransactionDataFinalBiddingTime = "14:57" // 尾盘集合竞价时间
	HistoricalTransactionDataLastTime         = "15:00" // 最后一个时间
)

历史成交数据 historical transaction data

View Source 
const (
	CN = "cn" // A股
	HK = "hk" // 港股
	US = "us" // 美股
)
View Source 
const (
	MarketShangHai string = "sh" // 上海
	MarketShenZhen string = "sz" // 深圳
	MarketBeiJing  string = "bj" // 北京
	MarketHongKong string = "hk" // 香港
	MarketUSA      string = "us" // 美国
)
View Source 
const (
	MARKET_CN_FIRST_DATE     = "19901219"   // 上证指数的第一个交易日
	MARKET_CH_FIRST_LISTTIME = "1990-12-19" // 个股上市日期
)
View Source 
const (
	STOCK = iota // 股票
	INDEX        // 指数
	BLOCK        // 板块
	ETF          // ETF
)
View Source 
const (
	CN_TransactionTimeFormat   = "15:04"        // 分笔成交时间格式
	CN_SERVERTIME_FORMAT       = "15:04:05.000" // 服务器时间格式
	CN_SERVERTIME_SHORT_FORMAT = "15:04:05"     // 服务器时间格式
	TimeStampSecond            = "2006-01-02 15:04:05"
	TimeStampMilli             = "2006-01-02 15:04:05.000"
	TimeStampMicro             = "2006-01-02 15:04:05.000000"
	TimeStampNano              = "2006-01-02 15:04:05.000000000"
)
View Source 
const (
	CN_MarketInitTime          = "09:00:00.000" // A股数据初始化时间
	CN_TradingStartTime        = "09:15:00.000" // A股数据开始时间
	CN_TradingSuspendBeginTime = "11:30:00.000" // A股午间休市开始时间
	CN_TradingSuspendEndTime   = "12:59:59.999" // A股午间休市结束时间
	CN_TradingStopTime         = "15:00:59.999" // A股数据结束时间
	CN_CallAuctionAmBegin      = "09:15:00.000" // 集合竞价-早盘-开始时间
	CN_CallAuctionAmEnd        = "09:27:59.999" // 集合竞价-早盘-结束时间
	CN_CallAuctionAmFinished   = "09:27:00.000" // 集合竞价-早盘-数据结束时间
	CN_CallAuctionTailBegin    = "14:30:00.000" // 尾盘时段-开始
	CN_CallAuctionTailEnd      = "15:01:59.999" // 尾盘时段-结束
	CN_CallAuctionPmBegin      = "14:57:00.000" // 集合竞价-尾盘-开始时间
	CN_CallAuctionPmEnd        = "15:01:59.999" // 集合竞价-尾盘-结束时间
	CN_CallAuctionPmFinished   = "15:01:30.000" // 集合竞价-尾盘-数据结束时间
)

交易日时间相关常量

View Source 
const (
	BEGIN_A_AUCTION   = "09:15:00" // A股上午集合竞价开始时间
	END_A_AUCTION     = "09:25:00" // A股上午集合竞价结束时间
	END_A_AUCTION_SPE = "09:26:00" // A股上午集合竞价结束时间过一分钟
	BEGIN_P_AUCTION   = "14:57:00" // A股下午集合竞价开始时间
	END_P_AUCTION     = "15:01:00" // A股下午集合竞价结束时间
	END_P_AUCTION_SPE = "15:02:00" // A股下午集合竞价结束时间过一分钟
)

集合竞价时间相关常量

View Source 
const (
	CN_DEFAULT_TOTALFZNUM = 240 // A股默认全天交易240分钟
	BEGIN_A_AM_HOUR       = 9   // A股开市-时
	BEGIN_A_AM_MINUTE     = 30  // A股开市-分
	END_A_AM_HOUR         = 11  // A股休市-时
	END_A_AM_MINUTE       = 30  // A股休市-分
	BEGIN_A_PM_HOUR       = 13  // A股开市-时
	BEGIN_A_PM_MINUTE     = 0   // A股开市-分
	END_A_PM_HOUR         = 15  // A股休市-时
	END_A_PM_MINUTE       = 0   // A股休市-分
)

分时数据相关常量

View Source 
const (
	TimeOnly = time.TimeOnly // 时分秒的格式
)
View Source 
const (
	TradingDayDateFormat = "2006-01-02" // 交易日历日期格式

)
View Source 
const (
	TransactionStartTime = "09:30:00" // 交易开始时间
)

Variables

View Source 
var (
	ErrNoUpdateRequired = errors.New("no update required")
)
View Source 
var (
	ErrNumberFormat = exception.New(errnoConfig+1, "数值范围格式错误")
)
View Source 
var (
	ErrRangeFormat = exception.New(errnoConfig+0, "数值范围格式错误")
)

错误信息

View Source 
var (
	ErrTimeFormat = exception.New(errnoConfig+2, "时间范围格式错误")
)

Functions

func AssertBlockBySecurityCode 

func AssertBlockBySecurityCode(securityCode *string) (isBlock bool)

AssertBlockBySecurityCode 断言证券代码是否板块

func AssertETFByMarketAndCode 

func AssertETFByMarketAndCode(marketId MarketType, symbol string) (isETF bool)

AssertETFByMarketAndCode 通过市场id和代码判断是否ETF

func AssertIndexByMarketAndCode 

func AssertIndexByMarketAndCode(marketId MarketType, symbol string) (isIndex bool)

AssertIndexByMarketAndCode 通过市场id和短码判断是否指数

func AssertIndexBySecurityCode 

func AssertIndexBySecurityCode(securityCode string) (isIndex bool)

AssertIndexBySecurityCode 通过证券代码判断是否指数

func AssertStockByMarketAndCode 

func AssertStockByMarketAndCode(marketId MarketType, symbol string) (isStock bool)

AssertStockByMarketAndCode 通过市场id和代码判断是否个股

func AssertStockBySecurityCode 

func AssertStockBySecurityCode(securityCode string) (isStock bool)

AssertStockBySecurityCode 通过证券代码判断是否个股

func CanInitialize 

func CanInitialize(lastModified ...time.Time) (toInit bool)

CanInitialize 数据是否初始化(One-time update)

func CanUpdate 

func CanUpdate(lastModified ...time.Time) (updated bool)

CanUpdate 数据是否可以更新

func CanUpdateInRealtime 

func CanUpdateInRealtime(lastModified ...time.Time) (updateInRealTime bool, status int)

CanUpdateInRealtime 能否实时更新

func CheckCallAuctionClose 

func CheckCallAuctionClose(timestamp time.Time) (canUpdate bool)

CheckCallAuctionClose 检查当前时间是否集合竞价阶段

func CheckCallAuctionCloseFinished 

func CheckCallAuctionCloseFinished(timestamp time.Time) (finished bool)

CheckCallAuctionCloseFinished 检查当前时间是否集合竞价阶段-结束

func CheckCallAuctionOpen 

func CheckCallAuctionOpen(timestamp time.Time) (canUpdate bool)

CheckCallAuctionOpen 检查当前时间是否集合竞价阶段-进行中

func CheckCallAuctionOpenFinished 

func CheckCallAuctionOpenFinished(timestamp time.Time) (finished bool)

CheckCallAuctionOpenFinished 检查当前时间是否集合竞价阶段-结束

func CheckCallAuctionTail 

func CheckCallAuctionTail(timestamp time.Time) (finished bool)

CheckCallAuctionTail 检查当前时间是否集合竞价阶段-结束

func CheckCallAuctionTime 

func CheckCallAuctionTime(timestamp time.Time) (canUpdate bool)

CheckCallAuctionTime 检查当前时间是否集合竞价阶段

func CorrectSecurityCode 

func CorrectSecurityCode(securityCode string) string

CorrectSecurityCode 修正证券代码

func CurrentlyTrading 

func CurrentlyTrading(date ...string) bool

CurrentlyTrading 今天的交易是否已经开始

func DateIsTradingDay 

func DateIsTradingDay(date ...string) bool

DateIsTradingDay date是否交易日?默认是今天

func DateRange 

func DateRange(start, end string) []string

DateRange 在start和end闭区间的所有交易日 

start 开始日期
end 结束日期

func EvaluateYields 

func EvaluateYields(prices, markets []float64, riskFreeRate float64) (beta, alpha float64)

EvaluateYields 评估收益率

func FixTradeDate 

func FixTradeDate(datetime string, format ...string) string

FixTradeDate 强制修正交易日字符串 

默认格式 YYYY-MM-DD, 支持其它格式

func GetCurrentDate 

func GetCurrentDate(date ...string) (currentDate string)

GetCurrentDate 获取数据有效的最后一个交易日, 以9点整划分

func GetCurrentlyDay 

func GetCurrentlyDay() (currentlyDay string)

GetCurrentlyDay 获取数据有效的最后一个交易日, 以9点15分划分

func GetFrontTradeDay 

func GetFrontTradeDay() string

GetFrontTradeDay 获取上一个交易日

func GetLastDayForUpdate 

func GetLastDayForUpdate() string

GetLastDayForUpdate 获取可以更新数据的最后一个交易日

func GetMarket 

func GetMarket(symbol string) string

GetMarket 判断股票ID对应的证券市场匹配规则 

['50', '51', '60', '90', '110'] 为 sh
['00', '12'，'13', '18', '15', '16', '18', '20', '30', '39', '115'] 为 sz
['5', '6', '9'] 开头的为 sh， 其余为 sz

func GetMarketFlag 

func GetMarketFlag(marketId MarketType) string

func GetMarketId 

func GetMarketId(symbol string) uint8

GetMarketId 获得市场ID

func GetSecurityCode 

func GetSecurityCode(market MarketType, symbol string) (securityCode string)

func GetTodayTimeByString 

func GetTodayTimeByString(timeStr string) (time.Time, error)

GetTodayTimeByString 返回当天指定时刻的时间

func IndexList 

func IndexList() []string

IndexList 指数列表

func IndexToday 

func IndexToday() string

IndexToday 当天

func IsHoliday 

func IsHoliday(date string) bool

IsHoliday 是否节假日

func IsTimeInRange 

func IsTimeInRange(timeStr, startStr, endStr string) (bool, error)

func IsTrading 

func IsTrading(date ...string) bool

func LastNDate 

func LastNDate(date string, n ...int) []string

LastNDate 获得指定日期前的N个交易日期数组

func LastTradeDate 

func LastTradeDate() string

LastTradeDate 获得最后一个交易日

func LimitUp 

func LimitUp(securityCode string, price float64) float64

LimitUp 返回涨停板价格

func MarketLimit 

func MarketLimit(securityCode string) float64

MarketLimit 涨跌停板限制

func Minutes 

func Minutes(date ...string) int

Minutes 分钟数

func NextTradeDate 

func NextTradeDate(date string) string

NextTradeDate 获取指定日期的下一个交易日

func ToUint32Date 

func ToUint32Date(datetime string) uint32

ToUint32Date 通达信协议日期为YYYYMMDD格式的十进制整型

func Today 

func Today() string

Today 当日, 区别于IndexToday, IndexToday可能存在调整

func TradeRange deprecated 

func TradeRange(start, end string, threadSafe ...bool) []string

TradeRange 输出交易日范围 

默认是线程安全

Deprecated: 推荐使用 TradingDateRange

func TradeSessionHasEnd 

func TradeSessionHasEnd(date string) bool

TradeSessionHasEnd 是否收盘

func TradeSessionIsPreMarket 

func TradeSessionIsPreMarket(date string) bool

TradeSessionIsPreMarket 是否盘前交易

func TradingDateRange 

func TradingDateRange(start, end string, threadSafe ...bool) []string

TradingDateRange 输出交易日范围 

默认是线程安全, 日期区间为左闭右开

Types

type CalendarDecoder 

type CalendarDecoder struct {
	// contains filtered or unexported fields
}

func NewCalendarDecoder 

func NewCalendarDecoder(data string) *CalendarDecoder

func (*CalendarDecoder) Decode 

func (d *CalendarDecoder) Decode() any

func (*CalendarDecoder) N 

func (d *CalendarDecoder) N() int

func (*CalendarDecoder) S 

func (d *CalendarDecoder) S() []map[string]string

func (*CalendarDecoder) T 

func (d *CalendarDecoder) T() []map[string]string

type DateTimeRange 

type DateTimeRange struct {
	Begin time.Time
	End   time.Time
}

func (*DateTimeRange) Minutes 

func (tr *DateTimeRange) Minutes() int

type FinancialHoliday 

type FinancialHoliday struct {
	Date     string `name:"日期" array:"0"`
	Holiday  string `name:"节日" array:"1"`
	Country  string `name:"地区" array:"2"`
	Exchange string `name:"交易所" array:"3"`
}

FinancialHoliday 金融假日

type KLine 

type KLine struct {
	Date   string  `json:"date" array:"0" name:"日期" dataframe:"date,string"`
	Open   float64 `json:"open" array:"1" name:"开盘价" dataframe:"open,float64"`
	Close  float64 `json:"close" array:"2" name:"收盘价" dataframe:"close,float64"`
	High   float64 `json:"high" array:"3" name:"最高价" dataframe:"high,float64"`
	Low    float64 `json:"low" array:"4" name:"最低价" dataframe:"low,float64"`
	Volume int64   `json:"volume" array:"5" name:"成交量" dataframe:"volume,int64"`
	Amount float64 `json:"amount" array:"6" name:"成交金额" dataframe:"amount,float64"`
}

func A 

func A(code string) ([]KLine, error)

A 下载A股数据

type MarketHours 

type MarketHours struct {
	// contains filtered or unexported fields
}

MarketHours 交易时段

func ExchangeMarketHours 

func ExchangeMarketHours(sessions ...TradingTimeRange) MarketHours

func GetExchangeMarketHours 

func GetExchangeMarketHours(name string) MarketHours

func (*MarketHours) CanStopLoss 

func (this *MarketHours) CanStopLoss(milliseconds ...int64) bool

CanStopLoss 当前时段是否可以进行止损操作 

如果是3个时段, 止损操作在第2时段, 如果是4个时段, 止损在第3个
如果是2个时段, 则是第2个时段, 也就是最后一个时段

func (*MarketHours) CanTakeProfit 

func (this *MarketHours) CanTakeProfit(milliseconds ...int64) bool

CanTakeProfit 当前时段是否可以止盈

func (*MarketHours) GetTimeKind 

func (this *MarketHours) GetTimeKind(milliseconds int64) (TimeKind, int, error)

func (*MarketHours) Index 

func (this *MarketHours) Index(milliseconds ...int64) int

Index 判断timestamp是第几个交易时段

func (*MarketHours) IsTodayLastSession 

func (this *MarketHours) IsTodayLastSession(milliseconds ...int64) bool

IsTodayLastSession 当前时段是否今天最后一个交易时段 

备选函数名 IsTodayFinalSession

func (*MarketHours) IsTrading 

func (this *MarketHours) IsTrading(milliseconds ...int64) bool

IsTrading 是否交易时段

func (MarketHours) MarshalText 

func (this MarketHours) MarshalText() (text []byte, err error)

func (MarketHours) Minutes 

func (this MarketHours) Minutes() int

func (*MarketHours) Parse 

func (this *MarketHours) Parse(text string) error

func (*MarketHours) Size 

func (this *MarketHours) Size() int

Size 获取时段总数

func (MarketHours) String 

func (this MarketHours) String() string

func (*MarketHours) UnmarshalText 

func (this *MarketHours) UnmarshalText(text []byte) error

UnmarshalText 设置默认值调用

func (*MarketHours) UnmarshalYAML 

func (this *MarketHours) UnmarshalYAML(node *yaml.Node) error

UnmarshalYAML YAML自定义解析

type MarketHoursOperator 

type MarketHoursOperator struct {
}

func (MarketHoursOperator) Kind 

func (o MarketHoursOperator) Kind(ms ...int64) (kind TimeKind, index int)

Kind 实现了Operator接口的Kind方法

type MarketType 

type MarketType = uint8
const (
	MarketIdShenZhen MarketType = iota // 深圳
	MarketIdShangHai MarketType = 1    // 上海
	MarketIdBeiJing  MarketType = 2    // 北京
	MarketIdHongKong MarketType = 21   // 香港
	MarketIdUSA      MarketType = 22   // 美国

	StockDelisting = "DELISTING" // 退市
)

func DetectMarket 

func DetectMarket(symbol string) (marketId MarketType, market string, code string)

DetectMarket 检测市场代码

type NumberRange 

type NumberRange struct {
	// contains filtered or unexported fields
}

NumberRange 数值范围 

支持:
1) "1~2",   最小值1, 最大值2
2) "",      最小值默认, 最大值默认
3) "3.82",  最小值, 最大值默认
4) "3.82~", 最小值, 最大值默认
5) "~3.82", 最小值默认, 最大值

func (NumberRange) MarshalText 

func (this NumberRange) MarshalText() (text []byte, err error)

func (*NumberRange) Max 

func (this *NumberRange) Max() float64

func (*NumberRange) Min 

func (this *NumberRange) Min() float64

func (*NumberRange) Parse 

func (this *NumberRange) Parse(text string) error

func (NumberRange) String 

func (this NumberRange) String() string

func (*NumberRange) UnmarshalText 

func (this *NumberRange) UnmarshalText(bytes []byte) error

UnmarshalText 设置默认值调用

func (*NumberRange) UnmarshalYAML 

func (this *NumberRange) UnmarshalYAML(node *yaml.Node) error

UnmarshalYAML YAML自定义解析

func (*NumberRange) Validate 

func (this *NumberRange) Validate(v float64) bool

Validate 验证

type Operator 

type Operator interface {
	// Kind 取得ms所在时段的操作类别和序号
	//	ms是nil的话, 即默认值, 取当前时间戳的毫秒数
	Kind(ms ...int64) (kind TimeKind, index int)
}

Operator 操作员接口

func GetOperator 

func GetOperator() Operator

GetOperator 获取一个Operator实例

type TargetKind 

type TargetKind int

TargetKind 标的类型

func AssertCode 

func AssertCode(securityCode string) TargetKind

AssertCode 判断一个代码类型

type TimeInterval 

type TimeInterval struct {
	// contains filtered or unexported fields
}

TimeInterval 时间范围 

左闭右开[begin, end)

func ExchangeTime 

func ExchangeTime(kind TimeKind, begin, end string) TimeInterval

func (*TimeInterval) IsTrading 

func (this *TimeInterval) IsTrading(milliseconds int64) bool

func (TimeInterval) Minutes 

func (this TimeInterval) Minutes() int

func (*TimeInterval) Parse 

func (this *TimeInterval) Parse(text string) error

Parse 解析文本, 覆盖属性

func (TimeInterval) String 

func (this TimeInterval) String() string

func (*TimeInterval) UnmarshalText 

func (this *TimeInterval) UnmarshalText(text []byte) error

UnmarshalText 设置默认值调用 

由于begin和end字段不可访问, 默认值调用实际无效

func (*TimeInterval) UnmarshalYAML 

func (this *TimeInterval) UnmarshalYAML(node *yaml.Node) error

UnmarshalYAML YAML自定义解析

type TimeKind 

type TimeKind uint64

TimeKind 时段类型 

const (
	CallAuction TimeKind = 1 << iota // 集合竞价
	CanCancel                        // 可撤单
	Trading                          // 交易时段
)
const (
	CallAuctionAndCancel  TimeKind = CallAuction | CanCancel // 集合竞价可撤单
	TradingAndCancel      TimeKind = Trading | CanCancel     // 交易可撤单
	CallAuctionAndTrading TimeKind = CallAuction | Trading   // 集合竞价可撤单

)

func StringToTimeKind 

func StringToTimeKind(timeKindString string) TimeKind

type TimeStatus 

type TimeStatus = int
const (
	ExchangePreMarket   TimeStatus = -1 // 盘前
	ExchangeSuspend     TimeStatus = 0  // 休市中, 交易暂停
	ExchangeTrading     TimeStatus = 1  // 交易中
	ExchangeCallAuction TimeStatus = 2  // 交易中, 集合竞价
	ExchangeClosing     TimeStatus = 3  // 当日收盘, 交易停止
)

type TradingDay 

type TradingDay string

交易日, 固定格式YYYY-MM-DD

func NewTradingDay 

func NewTradingDay(date string) TradingDay

func (TradingDay) String 

func (t TradingDay) String() string

type TradingSession 

type TradingSession struct {
	// contains filtered or unexported fields
}

TradingSession 交易时段

func ExchangeSessions 

func ExchangeSessions(sessions ...TimeInterval) TradingSession

func GetExchange 

func GetExchange(name string) TradingSession

func (*TradingSession) CanStopLoss 

func (this *TradingSession) CanStopLoss(milliseconds ...int64) bool

CanStopLoss 当前时段是否可以进行止损操作 

如果是3个时段, 止损操作在第2时段, 如果是4个时段, 止损在第3个
如果是2个时段, 则是第2个时段, 也就是最后一个时段

func (*TradingSession) CanTakeProfit 

func (this *TradingSession) CanTakeProfit(milliseconds ...int64) bool

CanTakeProfit 当前时段是否可以止盈

func (*TradingSession) Index 

func (this *TradingSession) Index(milliseconds ...int64) int

Index 判断timestamp是第几个交易时段

func (*TradingSession) IsTodayLastSession 

func (this *TradingSession) IsTodayLastSession(milliseconds ...int64) bool

IsTodayLastSession 当前时段是否今天最后一个交易时段 

备选函数名 IsTodayFinalSession

func (*TradingSession) IsTrading 

func (this *TradingSession) IsTrading(milliseconds ...int64) bool

IsTrading 是否交易时段

func (TradingSession) MarshalText 

func (this TradingSession) MarshalText() (text []byte, err error)

func (TradingSession) Minutes 

func (this TradingSession) Minutes() int

func (*TradingSession) Parse 

func (this *TradingSession) Parse(text string) error

func (*TradingSession) Size 

func (this *TradingSession) Size() int

Size 获取时段总数

func (TradingSession) String 

func (this TradingSession) String() string

func (*TradingSession) UnmarshalText 

func (this *TradingSession) UnmarshalText(text []byte) error

UnmarshalText 设置默认值调用

func (*TradingSession) UnmarshalYAML 

func (this *TradingSession) UnmarshalYAML(node *yaml.Node) error

UnmarshalYAML YAML自定义解析

type TradingTimeRange 

type TradingTimeRange struct {
	// contains filtered or unexported fields
}

TradingTimeRange 时间范围 

左闭右开[begin, end)

func ExchangeTradingTimeRange 

func ExchangeTradingTimeRange(kind TimeKind, begin, end string) TradingTimeRange

func (*TradingTimeRange) IsTrading 

func (this *TradingTimeRange) IsTrading(milliseconds int64) bool

func (TradingTimeRange) Minutes 

func (this TradingTimeRange) Minutes() int

func (*TradingTimeRange) Parse 

func (this *TradingTimeRange) Parse(text string) error

Parse 解析文本, 覆盖属性

func (TradingTimeRange) String 

func (this TradingTimeRange) String() string

func (*TradingTimeRange) UnmarshalText 

func (this *TradingTimeRange) UnmarshalText(text []byte) error

UnmarshalText 设置默认值调用 

由于begin和end字段不可访问, 默认值调用实际无效

func (*TradingTimeRange) UnmarshalYAML 

func (this *TradingTimeRange) UnmarshalYAML(node *yaml.Node) error

UnmarshalYAML YAML自定义解析

type ValueRange 

type ValueRange[T ValueType] struct {
	// contains filtered or unexported fields
}

ValueRange 数值范围

func ParseRange 

func ParseRange[T ValueType](text string) ValueRange[T]

func (ValueRange[T]) In 

func (r ValueRange[T]) In(v T) bool

In 检查是否包含在范围内

type ValueType 

type ValueType interface {
	~int | ~float64 | ~string
}

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