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招商证券股票day数据格式分析

January 8th, 2012 No comments

今天没事想把招商证券保存的股票数据提取出来, 后来发现招商证券的软件是采用是通达信做的, 这样直接通过查找通达信的数据格式就搞定了.

主要参考: http://alantop.5166.info/gpdatasoft/gpformat/gpformat.htm#_Toc224993378

通达信日线

每条数据文件占32个字节。每四个字节代表一个变量。如下所示：

 

struct stockDay
{
uint32_t date; //日期
uint32_t open; //开盘价，单位：分
uint32_t high; //最高价，单位：分
uint32_t low; //最低价，单位：分
uint32_t close; //收盘价，单位：分
float amount; //交易金额，单位：元
uint32_t vol; //成交量，单位：股
int32_t reserv; //保留，有时用来保存上一交易日收盘价
};

我分别使用C和Go写了个简单的提取程序.

C代码:

#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#include <string.h>
struct stockDay
{
uint32_t date; //日期
uint32_t open; //开盘价，单位：分
uint32_t high; //最高价，单位：分
uint32_t low; //最低价，单位：分
uint32_t close; //收盘价，单位：分
float amount; //交易金额，单位：元
uint32_t vol; //成交量，单位：股
int32_t reserv; //保留，有时用来保存上一交易日收盘价
};

void printDay(struct stockDay *day)
{
printf(“日期: %d, “, day->date);
printf(“开盘价: %.2f, 最高价: %.2f, 最低价: %.2f, 收盘价: %.2f, “, day->open/100.0, day->high/100.0, day->low/100.0, day->close/100.0);
printf(“交易金额: %f, 交易量: %d\n”, day->amount, day->vol);
}

int main()
{
FILE *p;
int i = 0;
char *file = “./sh600529.day”;
struct stockDay *day = malloc(sizeof(struct stockDay));

p = fopen(file, “r”);
if (p) {
fseek(p, 0, SEEK_END);
uint64_t iFileLen = ftell(p)/(sizeof(struct stockDay));
rewind(p);
for (i = 0; i < iFileLen; i++) {
memset(day, 0, sizeof(struct stockDay));
fread(day, sizeof(struct stockDay), 1, p);
printDay(day);
}

} else {
printf(“Read File: %s Error!\n”, file);
}

free(day);
fclose(p);
return 0;
}

Go的代码:

package main

import (
“bytes”
“encoding/binary”
“fmt”
“io/ioutil”
“unsafe”
)

type StockDay struct {
date uint32 //日期
open uint32 //开盘价，单位：分
high uint32 //最高价，单位：分
low uint32 //最低价，单位：分
cls uint32 //收盘价，单位：分
amount float32 //交易金额，单位：元
vol uint32 //成交量，单位：股
reserv int32 //保留，有时用来保存上一交易日收盘价
}

func main() {
contents, _ := ioutil.ReadFile(“./sh887001.day”)
//println(string(contents));
var day StockDay
size := int(unsafe.Sizeof(day))
fmt.Printf(“sizeof: %d, days: %d\n”, size, len(contents)/size)
for i := 0; i < len(contents); i += 32 {
buf := bytes.NewBuffer(contents[i : i+4])
err := binary.Read(buf, binary.LittleEndian, &day.date)
if err != nil {
fmt.Println(“binary.Read failed: “, err)
}
buf = bytes.NewBuffer(contents[i+4 : i+8])
err = binary.Read(buf, binary.LittleEndian, &day.open)

buf = bytes.NewBuffer(contents[i+8 : i+12])
err = binary.Read(buf, binary.LittleEndian, &day.high)

buf = bytes.NewBuffer(contents[i+12 : i+16])
err = binary.Read(buf, binary.LittleEndian, &day.low)

buf = bytes.NewBuffer(contents[i+16 : i+20])
err = binary.Read(buf, binary.LittleEndian, &day.cls)

buf = bytes.NewBuffer(contents[i+20 : i+24])
err = binary.Read(buf, binary.LittleEndian, &day.amount)

buf = bytes.NewBuffer(contents[i+24 : i+28])
err = binary.Read(buf, binary.LittleEndian, &day.vol)

fmt.Printf(“%v\n”, day)
}
}

 

代码也贴在Github上: https://gist.github.com/1578661

ps: 目前5分钟线的月份和日期对不上, 不知道哪位高手搞过?

–EOF–

 

Categories: golang, Tech.Notes Tags: , , , , , ,