diff --git a/data/cache/cache.go b/data/cache/cache.go deleted file mode 100644 index 2e337b52533e08a1d4af64cd3bb89cf0f580cb40..0000000000000000000000000000000000000000 --- a/data/cache/cache.go +++ /dev/null @@ -1,64 +0,0 @@ -package cache - -import ( - "gitee.com/quant1x/pandas/data/category" - "os" - "path/filepath" -) - -const ( - INFO_PATH = "info" - DAY_PATH = "day" -) - -type CacheType int - -const ( - CACHE_TARS CacheType = iota - CACHE_CSV -) - -var ( - // CACHE_ROOT_PATH cache路径 - CACHE_ROOT_PATH = category.DATA_ROOT_PATH - CACHE_TYPE CacheType -) - -func init() { - CACHE_TYPE = CACHE_CSV -} - -// CheckFilepath -// 检查filename 文件路径, 如果不存在就创建 -func CheckFilepath(filename string) error { - path := filepath.Dir(filename) - dir, err := os.Stat(path) - if err != nil { - return err - } - if dir.IsDir() { - return nil - } - return os.MkdirAll(path, category.CACHE_DIR_MODE) -} - -// Init -// 初始化缓存路径 -func Init(path string) error { - err := os.MkdirAll(path, category.CACHE_DIR_MODE) - if err != nil { - return err - } - CACHE_ROOT_PATH = path - return nil -} - -// GetInfoPath 证券信息路径 -func GetInfoPath() string { - return CACHE_ROOT_PATH + "/" + INFO_PATH -} - -// GetDayPath 历史数据-日线缓存路径 -func GetDayPath() string { - return CACHE_ROOT_PATH + "/" + DAY_PATH -} diff --git a/data/cache/cache_fast.go b/data/cache/cache_fast.go deleted file mode 100644 index b2ae6304dc2a7948d04346580ae04b724251d146..0000000000000000000000000000000000000000 --- a/data/cache/cache_fast.go +++ /dev/null @@ -1,112 +0,0 @@ -package cache - -import ( - "errors" - "gitee.com/quant1x/pandas" - "gitee.com/quant1x/pandas/data/category" - "github.com/mymmsc/gox/logger" - "os" - "strings" - "syscall" -) - -type FastCache struct { - filename string - f *os.File - size int64 - Data []byte -} - -func Open(filename string) (*FastCache, error) { - _ = CheckFilepath(filename) - f, err := os.OpenFile(filename, os.O_RDONLY, category.CACHE_FILE_MODE) - if err != nil { - return nil, err - } - fileinfo, err := f.Stat() - if err != nil { - return nil, err - } - filelength := fileinfo.Size() - data, err := syscall.Mmap(int(f.Fd()), 0, int(filelength), syscall.PROT_READ, syscall.MAP_SHARED) - if nil != err { - return nil, err - } - - return &FastCache{ - filename: filename, - f: f, - size: filelength, - Data: data, - }, nil -} - -func Create(filename string, size int64) (*FastCache, error) { - _ = CheckFilepath(filename) - f, err := os.OpenFile(filename, os.O_RDWR|os.O_CREATE, category.CACHE_FILE_MODE) - if nil != err { - return nil, err - } - err = f.Truncate(size) - if err != nil { - return nil, err - } - data, err := syscall.Mmap(int(f.Fd()), 0, int(size), syscall.PROT_READ|syscall.PROT_WRITE, syscall.MAP_SHARED) - if nil != err { - return nil, err - } - - return &FastCache{ - filename: filename, - f: f, - size: size, - Data: data, - }, nil -} - -func (fc *FastCache) Close() { - if fc != nil && fc.f != nil { - _ = syscall.Munmap(fc.Data) - _ = fc.f.Close() - } -} - -// GetCacheFilename 获取缓存的文件名 -func GetCacheFilename(fullCode string) string { - fullCode = strings.TrimSpace(fullCode) - if len(fullCode) != 7 && len(fullCode) != 8 { - return fullCode - } - pos := len(fullCode) - 3 - fullCode = strings.ToLower(fullCode) - // 组织存储路径 - filename := GetDayPath() + "/" + fullCode[0:pos] + "/" + fullCode - if CACHE_TYPE == CACHE_CSV { - filename += ".csv" - } - return filename -} - -func GetCache(fullCode string) *os.File { - filename := GetCacheFilename(fullCode) - file, err := os.Open(filename) - if err != nil { - //ENOENT (2) - if errors.Is(err, syscall.ENOENT) { - logger.Debugf("code[%s]: K线数据文件不存在", fullCode) - return nil - } else { - logger.Errorf("code[%s]: K线数据文件操作失败:%v", fullCode, err) - return nil - } - } - return file -} - -// KLine 加载K线 -func KLine(code string) pandas.DataFrame { - filename := GetCacheFilename(code) - df := pandas.ReadCSV(filename) - _ = df.SetNames("date", "open", "high", "low", "close", "volume") - return df -} diff --git a/data/cache/cache_test.go b/data/cache/cache_test.go deleted file mode 100644 index 9bc8d8e378946f14e135d3031ade3e4a41a9b1b6..0000000000000000000000000000000000000000 --- a/data/cache/cache_test.go +++ /dev/null @@ -1,29 +0,0 @@ -package cache - -import "testing" - -func TestCheckFilepath(t *testing.T) { - type args struct { - filename string - } - tests := []struct { - name string - args args - wantErr bool - }{ - { - name: "t01", - args: args{ - "a.csv", - }, - wantErr: false, - }, - } - for _, tt := range tests { - t.Run(tt.name, func(t *testing.T) { - if err := CheckFilepath(tt.args.filename); (err != nil) != tt.wantErr { - t.Errorf("CheckFilepath() error = %v, wantErr %v", err, tt.wantErr) - } - }) - } -} diff --git a/data/category/config.go b/data/category/config.go deleted file mode 100644 index c11a3de18f93ebe157b88ee309330f107c68c2d8..0000000000000000000000000000000000000000 --- a/data/category/config.go +++ /dev/null @@ -1,31 +0,0 @@ -package category - -import ( - "github.com/mymmsc/gox/logger" - "os" -) - -const ( - // DATA_ROOT_PATH 数据根路径 - DATA_ROOT_PATH = "/opt/data/ctp" - // KLINE_PATH 日线数据文件路径 - KLINE_PATH = DATA_ROOT_PATH + "/day" - // CACHE_DIR_MODE 目录权限 - CACHE_DIR_MODE os.FileMode = 0755 - // CACHE_FILE_MODE 文件权限 - CACHE_FILE_MODE os.FileMode = 0644 - - // DEBUG 调试开关 - DEBUG = false - - // LOG_ROOT_PATH 日志路径 - LOG_ROOT_PATH = "/opt/logs/ctp" -) - -func init() { - // 创建目录 - if err := os.MkdirAll(KLINE_PATH, CACHE_DIR_MODE); err != nil { - panic(err) - } - logger.SetLogPath(LOG_ROOT_PATH) -} diff --git a/data/category/time.go b/data/category/time.go deleted file mode 100644 index acfffee3153c4e63e8c7b3ae4a20a91d806be4e1..0000000000000000000000000000000000000000 --- a/data/category/time.go +++ /dev/null @@ -1,23 +0,0 @@ -package category - -const ( - // USEC_PER_SEC number of microseconds per second - USEC_PER_SEC int64 = 1000000 - // MsecPerSec number of milliseconds per second - MsecPerSec int64 = 1000 - // SecondOfDay 一天的秒数 - SecondOfDay int64 = 24 * 60 * 60 - // MillisecondsOfDay 一天的毫秒数 - MillisecondsOfDay int64 = SecondOfDay * MsecPerSec - // RealTimenterval 实时数据间隔时间, 单位毫秒 - RealTimenterval int64 = 5 * 1000 - - // NullState 正常状态, 字符串"01" - NullState = "00" - NormalState = "01" - - // 历史数据获取的时间, 时, 分, 秒 - HistoryUpdateHour = 17 - HistoryUpdateMin = 0 - HistoryUpdateSec = 0 -) diff --git a/data/category/time_test.go b/data/category/time_test.go deleted file mode 100644 index 8f529ebfb9f01cd0bd2f999faca97c1cbb5b0fec..0000000000000000000000000000000000000000 --- a/data/category/time_test.go +++ /dev/null @@ -1,39 +0,0 @@ -package category - -import ( - "fmt" - "github.com/mymmsc/gox/util" - "testing" - "time" -) - -func Test_realTimeData(t *testing.T) { - x := time.Date(2017, 02, 27, 17, 30, 20, 20, time.Local) - fmt.Println(x.Format(util.Timestamp)) - for i := 0; i < 10; i++ { - x = time.Now() - fmt.Println(x.Format(util.DateFormat)) - fmt.Println(x.Format(util.TimeFormat)) - fmt.Println(x.Format(util.Timestamp)) - time.Sleep(time.Millisecond * 100) - } - - tt, _ := time.Parse("2006 Jan 02 15:04:05", "2012 Dec 07 12:15:30.018273645") - trunc := []time.Duration{ - time.Nanosecond, - time.Microsecond, - time.Millisecond, - time.Second, - 2 * time.Second, - time.Minute, - 10 * time.Minute, - time.Hour, - time.Hour * 16, - time.Hour * 24, - } - - for _, d := range trunc { - fmt.Printf("1: t.Truncate(%6s) = %s\n", d, tt.Truncate(d).Format("2006-01-02 15:04:05.999999999")) - fmt.Printf("2: t.Truncate(%6s) = %s\n", d, tt.Truncate(d).Format("2006-01-02 15:04:05.000000000")) - } -} diff --git a/data/constant/Qot_Common.pb.go b/data/constant/Qot_Common.pb.go deleted file mode 100644 index 7606fcf4c1860b847576e9a8da5ac6b2f87960c6..0000000000000000000000000000000000000000 --- a/data/constant/Qot_Common.pb.go +++ /dev/null @@ -1,6072 +0,0 @@ -package constant - -import ( - protoreflect "google.golang.org/protobuf/reflect/protoreflect" - protoimpl "google.golang.org/protobuf/runtime/protoimpl" - reflect "reflect" - sync "sync" -) - -const ( - // Verify that this generated code is sufficiently up-to-date. - _ = protoimpl.EnforceVersion(20 - protoimpl.MinVersion) - // Verify that runtime/protoimpl is sufficiently up-to-date. - _ = protoimpl.EnforceVersion(protoimpl.MaxVersion - 20) -) - -type QotMarket int32 - -const ( - QotMarket_QotMarket_Unknown QotMarket = 0 //未知市场 - QotMarket_QotMarket_HK_Security QotMarket = 1 //香港市场 - QotMarket_QotMarket_HK_Future QotMarket = 2 //港期货(已废弃，使用QotMarket_HK_Security即可) - QotMarket_QotMarket_US_Security QotMarket = 11 //美国市场 - QotMarket_QotMarket_CNSH_Security QotMarket = 21 //沪股市场 - QotMarket_QotMarket_CNSZ_Security QotMarket = 22 //深股市场 - QotMarket_QotMarket_SG_Security QotMarket = 31 //新加坡市场 - QotMarket_QotMarket_JP_Security QotMarket = 41 //日本市场 -) - -// Enum value maps for QotMarket. -var ( - QotMarket_name = map[int32]string{ - 0: "QotMarket_Unknown", - 1: "QotMarket_HK_Security", - 2: "QotMarket_HK_Future", - 11: "QotMarket_US_Security", - 21: "QotMarket_CNSH_Security", - 22: "QotMarket_CNSZ_Security", - 31: "QotMarket_SG_Security", - 41: "QotMarket_JP_Security", - } - QotMarket_value = map[string]int32{ - "QotMarket_Unknown": 0, - "QotMarket_HK_Security": 1, - "QotMarket_HK_Future": 2, - "QotMarket_US_Security": 11, - "QotMarket_CNSH_Security": 21, - "QotMarket_CNSZ_Security": 22, - "QotMarket_SG_Security": 31, - "QotMarket_JP_Security": 41, - } -) - -func (x QotMarket) Enum() *QotMarket { - p := new(QotMarket) - *p = x - return p -} - -func (x QotMarket) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (QotMarket) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[0].Descriptor() -} - -func (QotMarket) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[0] -} - -func (x QotMarket) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *QotMarket) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = QotMarket(num) - return nil -} - -// Deprecated: Use QotMarket.Descriptor instead. -func (QotMarket) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{0} -} - -type SecurityType int32 - -const ( - SecurityType_SecurityType_Unknown SecurityType = 0 //未知 - SecurityType_SecurityType_Bond SecurityType = 1 //债券 - SecurityType_SecurityType_Bwrt SecurityType = 2 //一揽子权证 - SecurityType_SecurityType_Eqty SecurityType = 3 //正股 - SecurityType_SecurityType_Trust SecurityType = 4 //信托,基金 - SecurityType_SecurityType_Warrant SecurityType = 5 //窝轮 - SecurityType_SecurityType_Index SecurityType = 6 //指数 - SecurityType_SecurityType_Plate SecurityType = 7 //板块 - SecurityType_SecurityType_Drvt SecurityType = 8 //期权 - SecurityType_SecurityType_PlateSet SecurityType = 9 //板块集 - SecurityType_SecurityType_Future SecurityType = 10 //期货 -) - -// Enum value maps for SecurityType. -var ( - SecurityType_name = map[int32]string{ - 0: "SecurityType_Unknown", - 1: "SecurityType_Bond", - 2: "SecurityType_Bwrt", - 3: "SecurityType_Eqty", - 4: "SecurityType_Trust", - 5: "SecurityType_Warrant", - 6: "SecurityType_Index", - 7: "SecurityType_Plate", - 8: "SecurityType_Drvt", - 9: "SecurityType_PlateSet", - 10: "SecurityType_Future", - } - SecurityType_value = map[string]int32{ - "SecurityType_Unknown": 0, - "SecurityType_Bond": 1, - "SecurityType_Bwrt": 2, - "SecurityType_Eqty": 3, - "SecurityType_Trust": 4, - "SecurityType_Warrant": 5, - "SecurityType_Index": 6, - "SecurityType_Plate": 7, - "SecurityType_Drvt": 8, - "SecurityType_PlateSet": 9, - "SecurityType_Future": 10, - } -) - -func (x SecurityType) Enum() *SecurityType { - p := new(SecurityType) - *p = x - return p -} - -func (x SecurityType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (SecurityType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[1].Descriptor() -} - -func (SecurityType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[1] -} - -func (x SecurityType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *SecurityType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = SecurityType(num) - return nil -} - -// Deprecated: Use SecurityType.Descriptor instead. -func (SecurityType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{1} -} - -type PlateSetType int32 - -const ( - PlateSetType_PlateSetType_All PlateSetType = 0 //所有板块 - PlateSetType_PlateSetType_Industry PlateSetType = 1 //行业板块 - PlateSetType_PlateSetType_Region PlateSetType = 2 //地域板块,港美股市场的地域分类数据暂为空 - PlateSetType_PlateSetType_Concept PlateSetType = 3 //概念板块 - PlateSetType_PlateSetType_Other PlateSetType = 4 //其他板块, 仅用于3207（获取股票所属板块）协议返回,不可作为其他协议的请求参数 -) - -// Enum value maps for PlateSetType. -var ( - PlateSetType_name = map[int32]string{ - 0: "PlateSetType_All", - 1: "PlateSetType_Industry", - 2: "PlateSetType_Region", - 3: "PlateSetType_Concept", - 4: "PlateSetType_Other", - } - PlateSetType_value = map[string]int32{ - "PlateSetType_All": 0, - "PlateSetType_Industry": 1, - "PlateSetType_Region": 2, - "PlateSetType_Concept": 3, - "PlateSetType_Other": 4, - } -) - -func (x PlateSetType) Enum() *PlateSetType { - p := new(PlateSetType) - *p = x - return p -} - -func (x PlateSetType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (PlateSetType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[2].Descriptor() -} - -func (PlateSetType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[2] -} - -func (x PlateSetType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *PlateSetType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = PlateSetType(num) - return nil -} - -// Deprecated: Use PlateSetType.Descriptor instead. -func (PlateSetType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{2} -} - -type WarrantType int32 - -const ( - WarrantType_WarrantType_Unknown WarrantType = 0 //未知 - WarrantType_WarrantType_Buy WarrantType = 1 //认购 - WarrantType_WarrantType_Sell WarrantType = 2 //认沽 - WarrantType_WarrantType_Bull WarrantType = 3 //牛 - WarrantType_WarrantType_Bear WarrantType = 4 //熊 - WarrantType_WarrantType_InLine WarrantType = 5 //界内证 -) - -// Enum value maps for WarrantType. -var ( - WarrantType_name = map[int32]string{ - 0: "WarrantType_Unknown", - 1: "WarrantType_Buy", - 2: "WarrantType_Sell", - 3: "WarrantType_Bull", - 4: "WarrantType_Bear", - 5: "WarrantType_InLine", - } - WarrantType_value = map[string]int32{ - "WarrantType_Unknown": 0, - "WarrantType_Buy": 1, - "WarrantType_Sell": 2, - "WarrantType_Bull": 3, - "WarrantType_Bear": 4, - "WarrantType_InLine": 5, - } -) - -func (x WarrantType) Enum() *WarrantType { - p := new(WarrantType) - *p = x - return p -} - -func (x WarrantType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (WarrantType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[3].Descriptor() -} - -func (WarrantType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[3] -} - -func (x WarrantType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *WarrantType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = WarrantType(num) - return nil -} - -// Deprecated: Use WarrantType.Descriptor instead. -func (WarrantType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{3} -} - -type OptionType int32 - -const ( - OptionType_OptionType_Unknown OptionType = 0 //未知 - OptionType_OptionType_Call OptionType = 1 //涨 - OptionType_OptionType_Put OptionType = 2 //跌 -) - -// Enum value maps for OptionType. -var ( - OptionType_name = map[int32]string{ - 0: "OptionType_Unknown", - 1: "OptionType_Call", - 2: "OptionType_Put", - } - OptionType_value = map[string]int32{ - "OptionType_Unknown": 0, - "OptionType_Call": 1, - "OptionType_Put": 2, - } -) - -func (x OptionType) Enum() *OptionType { - p := new(OptionType) - *p = x - return p -} - -func (x OptionType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (OptionType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[4].Descriptor() -} - -func (OptionType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[4] -} - -func (x OptionType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *OptionType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = OptionType(num) - return nil -} - -// Deprecated: Use OptionType.Descriptor instead. -func (OptionType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{4} -} - -type IndexOptionType int32 - -const ( - IndexOptionType_IndexOptionType_Unknown IndexOptionType = 0 //未知 - IndexOptionType_IndexOptionType_Normal IndexOptionType = 1 //正常普通的指数期权 - IndexOptionType_IndexOptionType_Small IndexOptionType = 2 //小型指数期权 -) - -// Enum value maps for IndexOptionType. -var ( - IndexOptionType_name = map[int32]string{ - 0: "IndexOptionType_Unknown", - 1: "IndexOptionType_Normal", - 2: "IndexOptionType_Small", - } - IndexOptionType_value = map[string]int32{ - "IndexOptionType_Unknown": 0, - "IndexOptionType_Normal": 1, - "IndexOptionType_Small": 2, - } -) - -func (x IndexOptionType) Enum() *IndexOptionType { - p := new(IndexOptionType) - *p = x - return p -} - -func (x IndexOptionType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (IndexOptionType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[5].Descriptor() -} - -func (IndexOptionType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[5] -} - -func (x IndexOptionType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *IndexOptionType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = IndexOptionType(num) - return nil -} - -// Deprecated: Use IndexOptionType.Descriptor instead. -func (IndexOptionType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{5} -} - -type OptionAreaType int32 - -const ( - OptionAreaType_OptionAreaType_Unknown OptionAreaType = 0 //未知 - OptionAreaType_OptionAreaType_American OptionAreaType = 1 //美式 - OptionAreaType_OptionAreaType_European OptionAreaType = 2 //欧式 - OptionAreaType_OptionAreaType_Bermuda OptionAreaType = 3 //百慕大 -) - -// Enum value maps for OptionAreaType. -var ( - OptionAreaType_name = map[int32]string{ - 0: "OptionAreaType_Unknown", - 1: "OptionAreaType_American", - 2: "OptionAreaType_European", - 3: "OptionAreaType_Bermuda", - } - OptionAreaType_value = map[string]int32{ - "OptionAreaType_Unknown": 0, - "OptionAreaType_American": 1, - "OptionAreaType_European": 2, - "OptionAreaType_Bermuda": 3, - } -) - -func (x OptionAreaType) Enum() *OptionAreaType { - p := new(OptionAreaType) - *p = x - return p -} - -func (x OptionAreaType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (OptionAreaType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[6].Descriptor() -} - -func (OptionAreaType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[6] -} - -func (x OptionAreaType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *OptionAreaType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = OptionAreaType(num) - return nil -} - -// Deprecated: Use OptionAreaType.Descriptor instead. -func (OptionAreaType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{6} -} - -type QotMarketState int32 - -const ( - QotMarketState_QotMarketState_None QotMarketState = 0 // 无交易,美股未开盘 - QotMarketState_QotMarketState_Auction QotMarketState = 1 // 竞价 - QotMarketState_QotMarketState_WaitingOpen QotMarketState = 2 // 早盘前等待开盘 - QotMarketState_QotMarketState_Morning QotMarketState = 3 // 早盘 - QotMarketState_QotMarketState_Rest QotMarketState = 4 // 午间休市 - QotMarketState_QotMarketState_Afternoon QotMarketState = 5 // 午盘 - QotMarketState_QotMarketState_Closed QotMarketState = 6 // 收盘 - QotMarketState_QotMarketState_PreMarketBegin QotMarketState = 8 // 盘前 - QotMarketState_QotMarketState_PreMarketEnd QotMarketState = 9 // 盘前结束 - QotMarketState_QotMarketState_AfterHoursBegin QotMarketState = 10 // 盘后 - QotMarketState_QotMarketState_AfterHoursEnd QotMarketState = 11 // 盘后结束 - QotMarketState_QotMarketState_NightOpen QotMarketState = 13 // 夜市开盘 - QotMarketState_QotMarketState_NightEnd QotMarketState = 14 // 夜市收盘 - QotMarketState_QotMarketState_FutureDayOpen QotMarketState = 15 // 期货日市开盘 - QotMarketState_QotMarketState_FutureDayBreak QotMarketState = 16 // 期货日市休市 - QotMarketState_QotMarketState_FutureDayClose QotMarketState = 17 // 期货日市收盘 - QotMarketState_QotMarketState_FutureDayWaitForOpen QotMarketState = 18 // 期货日市等待开盘 - QotMarketState_QotMarketState_HkCas QotMarketState = 19 // 盘后竞价,港股市场增加CAS机制对应的市场状态 - QotMarketState_QotMarketState_FutureNightWait QotMarketState = 20 // 夜市等待开盘 - QotMarketState_QotMarketState_FutureAfternoon QotMarketState = 21 // 期货下午开盘 - //美国期货新增加状态 - QotMarketState_QotMarketState_FutureSwitchDate QotMarketState = 22 // 期货切交易日 - QotMarketState_QotMarketState_FutureOpen QotMarketState = 23 // 期货开盘 - QotMarketState_QotMarketState_FutureBreak QotMarketState = 24 // 期货中盘休息 - QotMarketState_QotMarketState_FutureBreakOver QotMarketState = 25 // 期货休息后开盘 - QotMarketState_QotMarketState_FutureClose QotMarketState = 26 // 期货收盘 - //科创板新增状态 - QotMarketState_QotMarketState_StibAfterHoursWait QotMarketState = 27 // 科创板的盘后撮合时段 - QotMarketState_QotMarketState_StibAfterHoursBegin QotMarketState = 28 // 科创板的盘后交易开始 - QotMarketState_QotMarketState_StibAfterHoursEnd QotMarketState = 29 // 科创板的盘后交易结束 -) - -// Enum value maps for QotMarketState. -var ( - QotMarketState_name = map[int32]string{ - 0: "QotMarketState_None", - 1: "QotMarketState_Auction", - 2: "QotMarketState_WaitingOpen", - 3: "QotMarketState_Morning", - 4: "QotMarketState_Rest", - 5: "QotMarketState_Afternoon", - 6: "QotMarketState_Closed", - 8: "QotMarketState_PreMarketBegin", - 9: "QotMarketState_PreMarketEnd", - 10: "QotMarketState_AfterHoursBegin", - 11: "QotMarketState_AfterHoursEnd", - 13: "QotMarketState_NightOpen", - 14: "QotMarketState_NightEnd", - 15: "QotMarketState_FutureDayOpen", - 16: "QotMarketState_FutureDayBreak", - 17: "QotMarketState_FutureDayClose", - 18: "QotMarketState_FutureDayWaitForOpen", - 19: "QotMarketState_HkCas", - 20: "QotMarketState_FutureNightWait", - 21: "QotMarketState_FutureAfternoon", - 22: "QotMarketState_FutureSwitchDate", - 23: "QotMarketState_FutureOpen", - 24: "QotMarketState_FutureBreak", - 25: "QotMarketState_FutureBreakOver", - 26: "QotMarketState_FutureClose", - 27: "QotMarketState_StibAfterHoursWait", - 28: "QotMarketState_StibAfterHoursBegin", - 29: "QotMarketState_StibAfterHoursEnd", - } - QotMarketState_value = map[string]int32{ - "QotMarketState_None": 0, - "QotMarketState_Auction": 1, - "QotMarketState_WaitingOpen": 2, - "QotMarketState_Morning": 3, - "QotMarketState_Rest": 4, - "QotMarketState_Afternoon": 5, - "QotMarketState_Closed": 6, - "QotMarketState_PreMarketBegin": 8, - "QotMarketState_PreMarketEnd": 9, - "QotMarketState_AfterHoursBegin": 10, - "QotMarketState_AfterHoursEnd": 11, - "QotMarketState_NightOpen": 13, - "QotMarketState_NightEnd": 14, - "QotMarketState_FutureDayOpen": 15, - "QotMarketState_FutureDayBreak": 16, - "QotMarketState_FutureDayClose": 17, - "QotMarketState_FutureDayWaitForOpen": 18, - "QotMarketState_HkCas": 19, - "QotMarketState_FutureNightWait": 20, - "QotMarketState_FutureAfternoon": 21, - "QotMarketState_FutureSwitchDate": 22, - "QotMarketState_FutureOpen": 23, - "QotMarketState_FutureBreak": 24, - "QotMarketState_FutureBreakOver": 25, - "QotMarketState_FutureClose": 26, - "QotMarketState_StibAfterHoursWait": 27, - "QotMarketState_StibAfterHoursBegin": 28, - "QotMarketState_StibAfterHoursEnd": 29, - } -) - -func (x QotMarketState) Enum() *QotMarketState { - p := new(QotMarketState) - *p = x - return p -} - -func (x QotMarketState) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (QotMarketState) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[7].Descriptor() -} - -func (QotMarketState) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[7] -} - -func (x QotMarketState) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *QotMarketState) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = QotMarketState(num) - return nil -} - -// Deprecated: Use QotMarketState.Descriptor instead. -func (QotMarketState) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{7} -} - -// 交易日查询市场 -type TradeDateMarket int32 - -const ( - TradeDateMarket_TradeDateMarket_Unknown TradeDateMarket = 0 //未知 - TradeDateMarket_TradeDateMarket_HK TradeDateMarket = 1 //港股市场 - TradeDateMarket_TradeDateMarket_US TradeDateMarket = 2 //美股市场 - TradeDateMarket_TradeDateMarket_CN TradeDateMarket = 3 //A股市场 - TradeDateMarket_TradeDateMarket_NT TradeDateMarket = 4 //深（沪）股通 - TradeDateMarket_TradeDateMarket_ST TradeDateMarket = 5 //港股通（深、沪） -) - -// Enum value maps for TradeDateMarket. -var ( - TradeDateMarket_name = map[int32]string{ - 0: "TradeDateMarket_Unknown", - 1: "TradeDateMarket_HK", - 2: "TradeDateMarket_US", - 3: "TradeDateMarket_CN", - 4: "TradeDateMarket_NT", - 5: "TradeDateMarket_ST", - } - TradeDateMarket_value = map[string]int32{ - "TradeDateMarket_Unknown": 0, - "TradeDateMarket_HK": 1, - "TradeDateMarket_US": 2, - "TradeDateMarket_CN": 3, - "TradeDateMarket_NT": 4, - "TradeDateMarket_ST": 5, - } -) - -func (x TradeDateMarket) Enum() *TradeDateMarket { - p := new(TradeDateMarket) - *p = x - return p -} - -func (x TradeDateMarket) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (TradeDateMarket) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[8].Descriptor() -} - -func (TradeDateMarket) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[8] -} - -func (x TradeDateMarket) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *TradeDateMarket) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = TradeDateMarket(num) - return nil -} - -// Deprecated: Use TradeDateMarket.Descriptor instead. -func (TradeDateMarket) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{8} -} - -// 交易日类型 -type TradeDateType int32 - -const ( - TradeDateType_TradeDateType_Whole TradeDateType = 0 //全天交易 - TradeDateType_TradeDateType_Morning TradeDateType = 1 //上午交易，下午休市 - TradeDateType_TradeDateType_Afternoon TradeDateType = 2 //下午交易，上午休市 -) - -// Enum value maps for TradeDateType. -var ( - TradeDateType_name = map[int32]string{ - 0: "TradeDateType_Whole", - 1: "TradeDateType_Morning", - 2: "TradeDateType_Afternoon", - } - TradeDateType_value = map[string]int32{ - "TradeDateType_Whole": 0, - "TradeDateType_Morning": 1, - "TradeDateType_Afternoon": 2, - } -) - -func (x TradeDateType) Enum() *TradeDateType { - p := new(TradeDateType) - *p = x - return p -} - -func (x TradeDateType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (TradeDateType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[9].Descriptor() -} - -func (TradeDateType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[9] -} - -func (x TradeDateType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *TradeDateType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = TradeDateType(num) - return nil -} - -// Deprecated: Use TradeDateType.Descriptor instead. -func (TradeDateType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{9} -} - -type RehabType int32 - -const ( - RehabType_RehabType_None RehabType = 0 //不复权 - RehabType_RehabType_Forward RehabType = 1 //前复权 - RehabType_RehabType_Backward RehabType = 2 //后复权 -) - -// Enum value maps for RehabType. -var ( - RehabType_name = map[int32]string{ - 0: "RehabType_None", - 1: "RehabType_Forward", - 2: "RehabType_Backward", - } - RehabType_value = map[string]int32{ - "RehabType_None": 0, - "RehabType_Forward": 1, - "RehabType_Backward": 2, - } -) - -func (x RehabType) Enum() *RehabType { - p := new(RehabType) - *p = x - return p -} - -func (x RehabType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (RehabType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[10].Descriptor() -} - -func (RehabType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[10] -} - -func (x RehabType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *RehabType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = RehabType(num) - return nil -} - -// Deprecated: Use RehabType.Descriptor instead. -func (RehabType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{10} -} - -// 枚举值兼容旧协议定义 -type KLType int32 - -const ( - KLType_KLType_Unknown KLType = 0 //未知 - KLType_KLType_1Min KLType = 1 //1分K - KLType_KLType_Day KLType = 2 //日K - KLType_KLType_Week KLType = 3 //周K - KLType_KLType_Month KLType = 4 //月K - KLType_KLType_Year KLType = 5 //年K - KLType_KLType_5Min KLType = 6 //5分K - KLType_KLType_15Min KLType = 7 //15分K - KLType_KLType_30Min KLType = 8 //30分K - KLType_KLType_60Min KLType = 9 //60分K - KLType_KLType_3Min KLType = 10 //3分K - KLType_KLType_Quarter KLType = 11 //季K -) - -// Enum value maps for KLType. -var ( - KLType_name = map[int32]string{ - 0: "KLType_Unknown", - 1: "KLType_1Min", - 2: "KLType_Day", - 3: "KLType_Week", - 4: "KLType_Month", - 5: "KLType_Year", - 6: "KLType_5Min", - 7: "KLType_15Min", - 8: "KLType_30Min", - 9: "KLType_60Min", - 10: "KLType_3Min", - 11: "KLType_Quarter", - } - KLType_value = map[string]int32{ - "KLType_Unknown": 0, - "KLType_1Min": 1, - "KLType_Day": 2, - "KLType_Week": 3, - "KLType_Month": 4, - "KLType_Year": 5, - "KLType_5Min": 6, - "KLType_15Min": 7, - "KLType_30Min": 8, - "KLType_60Min": 9, - "KLType_3Min": 10, - "KLType_Quarter": 11, - } -) - -func (x KLType) Enum() *KLType { - p := new(KLType) - *p = x - return p -} - -func (x KLType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (KLType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[11].Descriptor() -} - -func (KLType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[11] -} - -func (x KLType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *KLType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = KLType(num) - return nil -} - -// Deprecated: Use KLType.Descriptor instead. -func (KLType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{11} -} - -type KLFields int32 - -const ( - KLFields_KLFields_None KLFields = 0 // - KLFields_KLFields_High KLFields = 1 //最高价 - KLFields_KLFields_Open KLFields = 2 //开盘价 - KLFields_KLFields_Low KLFields = 4 //最低价 - KLFields_KLFields_Close KLFields = 8 //收盘价 - KLFields_KLFields_LastClose KLFields = 16 //昨收价 - KLFields_KLFields_Volume KLFields = 32 //成交量 - KLFields_KLFields_Turnover KLFields = 64 //成交额 - KLFields_KLFields_TurnoverRate KLFields = 128 //换手率 - KLFields_KLFields_PE KLFields = 256 //市盈率 - KLFields_KLFields_ChangeRate KLFields = 512 //涨跌幅 -) - -// Enum value maps for KLFields. -var ( - KLFields_name = map[int32]string{ - 0: "KLFields_None", - 1: "KLFields_High", - 2: "KLFields_Open", - 4: "KLFields_Low", - 8: "KLFields_Close", - 16: "KLFields_LastClose", - 32: "KLFields_Volume", - 64: "KLFields_Turnover", - 128: "KLFields_TurnoverRate", - 256: "KLFields_PE", - 512: "KLFields_ChangeRate", - } - KLFields_value = map[string]int32{ - "KLFields_None": 0, - "KLFields_High": 1, - "KLFields_Open": 2, - "KLFields_Low": 4, - "KLFields_Close": 8, - "KLFields_LastClose": 16, - "KLFields_Volume": 32, - "KLFields_Turnover": 64, - "KLFields_TurnoverRate": 128, - "KLFields_PE": 256, - "KLFields_ChangeRate": 512, - } -) - -func (x KLFields) Enum() *KLFields { - p := new(KLFields) - *p = x - return p -} - -func (x KLFields) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (KLFields) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[12].Descriptor() -} - -func (KLFields) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[12] -} - -func (x KLFields) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *KLFields) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = KLFields(num) - return nil -} - -// Deprecated: Use KLFields.Descriptor instead. -func (KLFields) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{12} -} - -// 订阅类型 -// 枚举值兼容旧协议定义 -type SubType int32 - -const ( - SubType_SubType_None SubType = 0 - SubType_SubType_Basic SubType = 1 //基础报价 - SubType_SubType_OrderBook SubType = 2 //摆盘 - SubType_SubType_Ticker SubType = 4 //逐笔 - SubType_SubType_RT SubType = 5 //分时 - SubType_SubType_KL_Day SubType = 6 //日K - SubType_SubType_KL_5Min SubType = 7 //5分K - SubType_SubType_KL_15Min SubType = 8 //15分K - SubType_SubType_KL_30Min SubType = 9 //30分K - SubType_SubType_KL_60Min SubType = 10 //60分K - SubType_SubType_KL_1Min SubType = 11 //1分K - SubType_SubType_KL_Week SubType = 12 //周K - SubType_SubType_KL_Month SubType = 13 //月K - SubType_SubType_Broker SubType = 14 //经纪队列 - SubType_SubType_KL_Qurater SubType = 15 //季K - SubType_SubType_KL_Year SubType = 16 //年K - SubType_SubType_KL_3Min SubType = 17 //3分K - SubType_SubType_OrderDetail SubType = 18 //委托明细 -) - -// Enum value maps for SubType. -var ( - SubType_name = map[int32]string{ - 0: "SubType_None", - 1: "SubType_Basic", - 2: "SubType_OrderBook", - 4: "SubType_Ticker", - 5: "SubType_RT", - 6: "SubType_KL_Day", - 7: "SubType_KL_5Min", - 8: "SubType_KL_15Min", - 9: "SubType_KL_30Min", - 10: "SubType_KL_60Min", - 11: "SubType_KL_1Min", - 12: "SubType_KL_Week", - 13: "SubType_KL_Month", - 14: "SubType_Broker", - 15: "SubType_KL_Qurater", - 16: "SubType_KL_Year", - 17: "SubType_KL_3Min", - 18: "SubType_OrderDetail", - } - SubType_value = map[string]int32{ - "SubType_None": 0, - "SubType_Basic": 1, - "SubType_OrderBook": 2, - "SubType_Ticker": 4, - "SubType_RT": 5, - "SubType_KL_Day": 6, - "SubType_KL_5Min": 7, - "SubType_KL_15Min": 8, - "SubType_KL_30Min": 9, - "SubType_KL_60Min": 10, - "SubType_KL_1Min": 11, - "SubType_KL_Week": 12, - "SubType_KL_Month": 13, - "SubType_Broker": 14, - "SubType_KL_Qurater": 15, - "SubType_KL_Year": 16, - "SubType_KL_3Min": 17, - "SubType_OrderDetail": 18, - } -) - -func (x SubType) Enum() *SubType { - p := new(SubType) - *p = x - return p -} - -func (x SubType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (SubType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[13].Descriptor() -} - -func (SubType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[13] -} - -func (x SubType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *SubType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = SubType(num) - return nil -} - -// Deprecated: Use SubType.Descriptor instead. -func (SubType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{13} -} - -type TickerDirection int32 - -const ( - TickerDirection_TickerDirection_Unknown TickerDirection = 0 //未知 - TickerDirection_TickerDirection_Bid TickerDirection = 1 //外盘 - TickerDirection_TickerDirection_Ask TickerDirection = 2 //内盘 - TickerDirection_TickerDirection_Neutral TickerDirection = 3 //中性盘 -) - -// Enum value maps for TickerDirection. -var ( - TickerDirection_name = map[int32]string{ - 0: "TickerDirection_Unknown", - 1: "TickerDirection_Bid", - 2: "TickerDirection_Ask", - 3: "TickerDirection_Neutral", - } - TickerDirection_value = map[string]int32{ - "TickerDirection_Unknown": 0, - "TickerDirection_Bid": 1, - "TickerDirection_Ask": 2, - "TickerDirection_Neutral": 3, - } -) - -func (x TickerDirection) Enum() *TickerDirection { - p := new(TickerDirection) - *p = x - return p -} - -func (x TickerDirection) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (TickerDirection) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[14].Descriptor() -} - -func (TickerDirection) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[14] -} - -func (x TickerDirection) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *TickerDirection) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = TickerDirection(num) - return nil -} - -// Deprecated: Use TickerDirection.Descriptor instead. -func (TickerDirection) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{14} -} - -type TickerType int32 - -const ( - TickerType_TickerType_Unknown TickerType = 0 //未知 - TickerType_TickerType_Automatch TickerType = 1 //自动对盘 - TickerType_TickerType_Late TickerType = 2 //开市前成交盘 - TickerType_TickerType_NoneAutomatch TickerType = 3 //非自动对盘 - TickerType_TickerType_InterAutomatch TickerType = 4 //同一证券商自动对盘 - TickerType_TickerType_InterNoneAutomatch TickerType = 5 //同一证券商非自动对盘 - TickerType_TickerType_OddLot TickerType = 6 //碎股交易 - TickerType_TickerType_Auction TickerType = 7 //竞价交易 - TickerType_TickerType_Bulk TickerType = 8 //批量交易 - TickerType_TickerType_Crash TickerType = 9 //现金交易 - TickerType_TickerType_CrossMarket TickerType = 10 //跨市场交易 - TickerType_TickerType_BulkSold TickerType = 11 //批量卖出 - TickerType_TickerType_FreeOnBoard TickerType = 12 //离价交易 - TickerType_TickerType_Rule127Or155 TickerType = 13 //第127条交易（纽交所规则）或第155条交易 - TickerType_TickerType_Delay TickerType = 14 //延迟交易 - TickerType_TickerType_MarketCenterClosePrice TickerType = 15 //中央收市价 - TickerType_TickerType_NextDay TickerType = 16 //隔日交易 - TickerType_TickerType_MarketCenterOpening TickerType = 17 //中央开盘价交易 - TickerType_TickerType_PriorReferencePrice TickerType = 18 //前参考价 - TickerType_TickerType_MarketCenterOpenPrice TickerType = 19 //中央开盘价 - TickerType_TickerType_Seller TickerType = 20 //卖方 - TickerType_TickerType_T TickerType = 21 //T类交易(盘前和盘后交易) - TickerType_TickerType_ExtendedTradingHours TickerType = 22 //延长交易时段 - TickerType_TickerType_Contingent TickerType = 23 //合单交易 - TickerType_TickerType_AvgPrice TickerType = 24 //平均价成交 - TickerType_TickerType_OTCSold TickerType = 25 //场外售出 - TickerType_TickerType_OddLotCrossMarket TickerType = 26 //碎股跨市场交易 - TickerType_TickerType_DerivativelyPriced TickerType = 27 //衍生工具定价 - TickerType_TickerType_ReOpeningPriced TickerType = 28 //再开盘定价 - TickerType_TickerType_ClosingPriced TickerType = 29 //收盘定价 - TickerType_TickerType_ComprehensiveDelayPrice TickerType = 30 //综合延迟价格 - TickerType_TickerType_Overseas TickerType = 31 //交易的一方不是香港交易所的成员，属于场外交易 -) - -// Enum value maps for TickerType. -var ( - TickerType_name = map[int32]string{ - 0: "TickerType_Unknown", - 1: "TickerType_Automatch", - 2: "TickerType_Late", - 3: "TickerType_NoneAutomatch", - 4: "TickerType_InterAutomatch", - 5: "TickerType_InterNoneAutomatch", - 6: "TickerType_OddLot", - 7: "TickerType_Auction", - 8: "TickerType_Bulk", - 9: "TickerType_Crash", - 10: "TickerType_CrossMarket", - 11: "TickerType_BulkSold", - 12: "TickerType_FreeOnBoard", - 13: "TickerType_Rule127Or155", - 14: "TickerType_Delay", - 15: "TickerType_MarketCenterClosePrice", - 16: "TickerType_NextDay", - 17: "TickerType_MarketCenterOpening", - 18: "TickerType_PriorReferencePrice", - 19: "TickerType_MarketCenterOpenPrice", - 20: "TickerType_Seller", - 21: "TickerType_T", - 22: "TickerType_ExtendedTradingHours", - 23: "TickerType_Contingent", - 24: "TickerType_AvgPrice", - 25: "TickerType_OTCSold", - 26: "TickerType_OddLotCrossMarket", - 27: "TickerType_DerivativelyPriced", - 28: "TickerType_ReOpeningPriced", - 29: "TickerType_ClosingPriced", - 30: "TickerType_ComprehensiveDelayPrice", - 31: "TickerType_Overseas", - } - TickerType_value = map[string]int32{ - "TickerType_Unknown": 0, - "TickerType_Automatch": 1, - "TickerType_Late": 2, - "TickerType_NoneAutomatch": 3, - "TickerType_InterAutomatch": 4, - "TickerType_InterNoneAutomatch": 5, - "TickerType_OddLot": 6, - "TickerType_Auction": 7, - "TickerType_Bulk": 8, - "TickerType_Crash": 9, - "TickerType_CrossMarket": 10, - "TickerType_BulkSold": 11, - "TickerType_FreeOnBoard": 12, - "TickerType_Rule127Or155": 13, - "TickerType_Delay": 14, - "TickerType_MarketCenterClosePrice": 15, - "TickerType_NextDay": 16, - "TickerType_MarketCenterOpening": 17, - "TickerType_PriorReferencePrice": 18, - "TickerType_MarketCenterOpenPrice": 19, - "TickerType_Seller": 20, - "TickerType_T": 21, - "TickerType_ExtendedTradingHours": 22, - "TickerType_Contingent": 23, - "TickerType_AvgPrice": 24, - "TickerType_OTCSold": 25, - "TickerType_OddLotCrossMarket": 26, - "TickerType_DerivativelyPriced": 27, - "TickerType_ReOpeningPriced": 28, - "TickerType_ClosingPriced": 29, - "TickerType_ComprehensiveDelayPrice": 30, - "TickerType_Overseas": 31, - } -) - -func (x TickerType) Enum() *TickerType { - p := new(TickerType) - *p = x - return p -} - -func (x TickerType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (TickerType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[15].Descriptor() -} - -func (TickerType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[15] -} - -func (x TickerType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *TickerType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = TickerType(num) - return nil -} - -// Deprecated: Use TickerType.Descriptor instead. -func (TickerType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{15} -} - -type DarkStatus int32 - -const ( - DarkStatus_DarkStatus_None DarkStatus = 0 //无暗盘交易 - DarkStatus_DarkStatus_Trading DarkStatus = 1 //暗盘交易中 - DarkStatus_DarkStatus_End DarkStatus = 2 //暗盘交易结束 -) - -// Enum value maps for DarkStatus. -var ( - DarkStatus_name = map[int32]string{ - 0: "DarkStatus_None", - 1: "DarkStatus_Trading", - 2: "DarkStatus_End", - } - DarkStatus_value = map[string]int32{ - "DarkStatus_None": 0, - "DarkStatus_Trading": 1, - "DarkStatus_End": 2, - } -) - -func (x DarkStatus) Enum() *DarkStatus { - p := new(DarkStatus) - *p = x - return p -} - -func (x DarkStatus) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (DarkStatus) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[16].Descriptor() -} - -func (DarkStatus) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[16] -} - -func (x DarkStatus) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *DarkStatus) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = DarkStatus(num) - return nil -} - -// Deprecated: Use DarkStatus.Descriptor instead. -func (DarkStatus) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{16} -} - -type SecurityStatus int32 - -const ( - SecurityStatus_SecurityStatus_Unknown SecurityStatus = 0 //未知 - SecurityStatus_SecurityStatus_Normal SecurityStatus = 1 //正常状态 - SecurityStatus_SecurityStatus_Listing SecurityStatus = 2 //待上市 - SecurityStatus_SecurityStatus_Purchasing SecurityStatus = 3 //申购中 - SecurityStatus_SecurityStatus_Subscribing SecurityStatus = 4 //认购中 - SecurityStatus_SecurityStatus_BeforeDrakTradeOpening SecurityStatus = 5 //暗盘开盘前 - SecurityStatus_SecurityStatus_DrakTrading SecurityStatus = 6 //暗盘交易中 - SecurityStatus_SecurityStatus_DrakTradeEnd SecurityStatus = 7 //暗盘已收盘 - SecurityStatus_SecurityStatus_ToBeOpen SecurityStatus = 8 //待开盘 - SecurityStatus_SecurityStatus_Suspended SecurityStatus = 9 //停牌 - SecurityStatus_SecurityStatus_Called SecurityStatus = 10 //已收回 - SecurityStatus_SecurityStatus_ExpiredLastTradingDate SecurityStatus = 11 //已过最后交易日 - SecurityStatus_SecurityStatus_Expired SecurityStatus = 12 //已过期 - SecurityStatus_SecurityStatus_Delisted SecurityStatus = 13 //已退市 - SecurityStatus_SecurityStatus_ChangeToTemporaryCode SecurityStatus = 14 //公司行动中，交易关闭，转至临时代码交易 - SecurityStatus_SecurityStatus_TemporaryCodeTradeEnd SecurityStatus = 15 //临时买卖结束，交易关闭 - SecurityStatus_SecurityStatus_ChangedPlateTradeEnd SecurityStatus = 16 //已转板，旧代码交易关闭 - SecurityStatus_SecurityStatus_ChangedCodeTradeEnd SecurityStatus = 17 //已换代码，旧代码交易关闭 - SecurityStatus_SecurityStatus_RecoverableCircuitBreaker SecurityStatus = 18 //可恢复性熔断 - SecurityStatus_SecurityStatus_UnRecoverableCircuitBreaker SecurityStatus = 19 //不可恢复性熔断 - SecurityStatus_SecurityStatus_AfterCombination SecurityStatus = 20 //盘后撮合 - SecurityStatus_SecurityStatus_AfterTransation SecurityStatus = 21 //盘后交易 -) - -// Enum value maps for SecurityStatus. -var ( - SecurityStatus_name = map[int32]string{ - 0: "SecurityStatus_Unknown", - 1: "SecurityStatus_Normal", - 2: "SecurityStatus_Listing", - 3: "SecurityStatus_Purchasing", - 4: "SecurityStatus_Subscribing", - 5: "SecurityStatus_BeforeDrakTradeOpening", - 6: "SecurityStatus_DrakTrading", - 7: "SecurityStatus_DrakTradeEnd", - 8: "SecurityStatus_ToBeOpen", - 9: "SecurityStatus_Suspended", - 10: "SecurityStatus_Called", - 11: "SecurityStatus_ExpiredLastTradingDate", - 12: "SecurityStatus_Expired", - 13: "SecurityStatus_Delisted", - 14: "SecurityStatus_ChangeToTemporaryCode", - 15: "SecurityStatus_TemporaryCodeTradeEnd", - 16: "SecurityStatus_ChangedPlateTradeEnd", - 17: "SecurityStatus_ChangedCodeTradeEnd", - 18: "SecurityStatus_RecoverableCircuitBreaker", - 19: "SecurityStatus_UnRecoverableCircuitBreaker", - 20: "SecurityStatus_AfterCombination", - 21: "SecurityStatus_AfterTransation", - } - SecurityStatus_value = map[string]int32{ - "SecurityStatus_Unknown": 0, - "SecurityStatus_Normal": 1, - "SecurityStatus_Listing": 2, - "SecurityStatus_Purchasing": 3, - "SecurityStatus_Subscribing": 4, - "SecurityStatus_BeforeDrakTradeOpening": 5, - "SecurityStatus_DrakTrading": 6, - "SecurityStatus_DrakTradeEnd": 7, - "SecurityStatus_ToBeOpen": 8, - "SecurityStatus_Suspended": 9, - "SecurityStatus_Called": 10, - "SecurityStatus_ExpiredLastTradingDate": 11, - "SecurityStatus_Expired": 12, - "SecurityStatus_Delisted": 13, - "SecurityStatus_ChangeToTemporaryCode": 14, - "SecurityStatus_TemporaryCodeTradeEnd": 15, - "SecurityStatus_ChangedPlateTradeEnd": 16, - "SecurityStatus_ChangedCodeTradeEnd": 17, - "SecurityStatus_RecoverableCircuitBreaker": 18, - "SecurityStatus_UnRecoverableCircuitBreaker": 19, - "SecurityStatus_AfterCombination": 20, - "SecurityStatus_AfterTransation": 21, - } -) - -func (x SecurityStatus) Enum() *SecurityStatus { - p := new(SecurityStatus) - *p = x - return p -} - -func (x SecurityStatus) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (SecurityStatus) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[17].Descriptor() -} - -func (SecurityStatus) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[17] -} - -func (x SecurityStatus) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *SecurityStatus) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = SecurityStatus(num) - return nil -} - -// Deprecated: Use SecurityStatus.Descriptor instead. -func (SecurityStatus) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{17} -} - -type HolderCategory int32 - -const ( - HolderCategory_HolderCategory_Unknow HolderCategory = 0 //未知 - HolderCategory_HolderCategory_Agency HolderCategory = 1 //机构 - HolderCategory_HolderCategory_Fund HolderCategory = 2 //基金 - HolderCategory_HolderCategory_SeniorManager HolderCategory = 3 //高管 -) - -// Enum value maps for HolderCategory. -var ( - HolderCategory_name = map[int32]string{ - 0: "HolderCategory_Unknow", - 1: "HolderCategory_Agency", - 2: "HolderCategory_Fund", - 3: "HolderCategory_SeniorManager", - } - HolderCategory_value = map[string]int32{ - "HolderCategory_Unknow": 0, - "HolderCategory_Agency": 1, - "HolderCategory_Fund": 2, - "HolderCategory_SeniorManager": 3, - } -) - -func (x HolderCategory) Enum() *HolderCategory { - p := new(HolderCategory) - *p = x - return p -} - -func (x HolderCategory) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (HolderCategory) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[18].Descriptor() -} - -func (HolderCategory) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[18] -} - -func (x HolderCategory) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *HolderCategory) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = HolderCategory(num) - return nil -} - -// Deprecated: Use HolderCategory.Descriptor instead. -func (HolderCategory) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{18} -} - -// 推送数据的分类，目前只有逐笔在使用 -type PushDataType int32 - -const ( - PushDataType_PushDataType_Unknow PushDataType = 0 - PushDataType_PushDataType_Realtime PushDataType = 1 //实时推送的数据 - PushDataType_PushDataType_ByDisConn PushDataType = 2 //对后台行情连接断开期间拉取补充的数据 最多50个 - PushDataType_PushDataType_Cache PushDataType = 3 //非实时非连接断开补充数据 -) - -// Enum value maps for PushDataType. -var ( - PushDataType_name = map[int32]string{ - 0: "PushDataType_Unknow", - 1: "PushDataType_Realtime", - 2: "PushDataType_ByDisConn", - 3: "PushDataType_Cache", - } - PushDataType_value = map[string]int32{ - "PushDataType_Unknow": 0, - "PushDataType_Realtime": 1, - "PushDataType_ByDisConn": 2, - "PushDataType_Cache": 3, - } -) - -func (x PushDataType) Enum() *PushDataType { - p := new(PushDataType) - *p = x - return p -} - -func (x PushDataType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (PushDataType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[19].Descriptor() -} - -func (PushDataType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[19] -} - -func (x PushDataType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *PushDataType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = PushDataType(num) - return nil -} - -// Deprecated: Use PushDataType.Descriptor instead. -func (PushDataType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{19} -} - -// 窝轮排序 -type SortField int32 - -const ( - SortField_SortField_Unknow SortField = 0 - SortField_SortField_Code SortField = 1 //代码 - SortField_SortField_CurPrice SortField = 2 //最新价 - SortField_SortField_PriceChangeVal SortField = 3 //涨跌额 - SortField_SortField_ChangeRate SortField = 4 //涨跌幅% - SortField_SortField_Status SortField = 5 //状态 - SortField_SortField_BidPrice SortField = 6 //买入价 - SortField_SortField_AskPrice SortField = 7 //卖出价 - SortField_SortField_BidVol SortField = 8 //买量 - SortField_SortField_AskVol SortField = 9 //卖量 - SortField_SortField_Volume SortField = 10 //成交量 - SortField_SortField_Turnover SortField = 11 //成交额 - SortField_SortField_Amplitude SortField = 30 //振幅% - //以下排序字段只支持用于Qot_GetWarrant协议 - SortField_SortField_Score SortField = 12 //综合评分 - SortField_SortField_Premium SortField = 13 //溢价% - SortField_SortField_EffectiveLeverage SortField = 14 //有效杠杆 - SortField_SortField_Delta SortField = 15 //对冲值,仅认购认沽支持该字段 - SortField_SortField_ImpliedVolatility SortField = 16 //引伸波幅,仅认购认沽支持该字段 - SortField_SortField_Type SortField = 17 //类型 - SortField_SortField_StrikePrice SortField = 18 //行权价 - SortField_SortField_BreakEvenPoint SortField = 19 //打和点 - SortField_SortField_MaturityTime SortField = 20 //到期日 - SortField_SortField_ListTime SortField = 21 //上市日期 - SortField_SortField_LastTradeTime SortField = 22 //最后交易日 - SortField_SortField_Leverage SortField = 23 //杠杆比率 - SortField_SortField_InOutMoney SortField = 24 //价内/价外% - SortField_SortField_RecoveryPrice SortField = 25 //收回价,仅牛熊证支持该字段 - SortField_SortField_ChangePrice SortField = 26 // 换股价 - SortField_SortField_Change SortField = 27 //换股比率 - SortField_SortField_StreetRate SortField = 28 //街货比% - SortField_SortField_StreetVol SortField = 29 //街货量 - SortField_SortField_WarrantName SortField = 31 // 窝轮名称 - SortField_SortField_Issuer SortField = 32 //发行人 - SortField_SortField_LotSize SortField = 33 // 每手 - SortField_SortField_IssueSize SortField = 34 //发行量 - SortField_SortField_UpperStrikePrice SortField = 45 //上限价，仅用于界内证 - SortField_SortField_LowerStrikePrice SortField = 46 //下限价，仅用于界内证 - SortField_SortField_InLinePriceStatus SortField = 47 //界内界外，仅用于界内证 - //以下排序字段只支持用于Qot_GetPlateSecurity协议，并仅支持美股 - SortField_SortField_PreCurPrice SortField = 35 //盘前最新价 - SortField_SortField_AfterCurPrice SortField = 36 //盘后最新价 - SortField_SortField_PrePriceChangeVal SortField = 37 //盘前涨跌额 - SortField_SortField_AfterPriceChangeVal SortField = 38 //盘后涨跌额 - SortField_SortField_PreChangeRate SortField = 39 //盘前涨跌幅% - SortField_SortField_AfterChangeRate SortField = 40 //盘后涨跌幅% - SortField_SortField_PreAmplitude SortField = 41 //盘前振幅% - SortField_SortField_AfterAmplitude SortField = 42 //盘后振幅% - SortField_SortField_PreTurnover SortField = 43 //盘前成交额 - SortField_SortField_AfterTurnover SortField = 44 //盘后成交额 - //以下排序字段只支持用于Qot_GetPlateSecurity协议，并仅支持期货 - SortField_SortField_LastSettlePrice SortField = 48 //昨结 - SortField_SortField_Position SortField = 49 //持仓量 - SortField_SortField_PositionChange SortField = 50 //日增仓 -) - -// Enum value maps for SortField. -var ( - SortField_name = map[int32]string{ - 0: "SortField_Unknow", - 1: "SortField_Code", - 2: "SortField_CurPrice", - 3: "SortField_PriceChangeVal", - 4: "SortField_ChangeRate", - 5: "SortField_Status", - 6: "SortField_BidPrice", - 7: "SortField_AskPrice", - 8: "SortField_BidVol", - 9: "SortField_AskVol", - 10: "SortField_Volume", - 11: "SortField_Turnover", - 30: "SortField_Amplitude", - 12: "SortField_Score", - 13: "SortField_Premium", - 14: "SortField_EffectiveLeverage", - 15: "SortField_Delta", - 16: "SortField_ImpliedVolatility", - 17: "SortField_Type", - 18: "SortField_StrikePrice", - 19: "SortField_BreakEvenPoint", - 20: "SortField_MaturityTime", - 21: "SortField_ListTime", - 22: "SortField_LastTradeTime", - 23: "SortField_Leverage", - 24: "SortField_InOutMoney", - 25: "SortField_RecoveryPrice", - 26: "SortField_ChangePrice", - 27: "SortField_Change", - 28: "SortField_StreetRate", - 29: "SortField_StreetVol", - 31: "SortField_WarrantName", - 32: "SortField_Issuer", - 33: "SortField_LotSize", - 34: "SortField_IssueSize", - 45: "SortField_UpperStrikePrice", - 46: "SortField_LowerStrikePrice", - 47: "SortField_InLinePriceStatus", - 35: "SortField_PreCurPrice", - 36: "SortField_AfterCurPrice", - 37: "SortField_PrePriceChangeVal", - 38: "SortField_AfterPriceChangeVal", - 39: "SortField_PreChangeRate", - 40: "SortField_AfterChangeRate", - 41: "SortField_PreAmplitude", - 42: "SortField_AfterAmplitude", - 43: "SortField_PreTurnover", - 44: "SortField_AfterTurnover", - 48: "SortField_LastSettlePrice", - 49: "SortField_Position", - 50: "SortField_PositionChange", - } - SortField_value = map[string]int32{ - "SortField_Unknow": 0, - "SortField_Code": 1, - "SortField_CurPrice": 2, - "SortField_PriceChangeVal": 3, - "SortField_ChangeRate": 4, - "SortField_Status": 5, - "SortField_BidPrice": 6, - "SortField_AskPrice": 7, - "SortField_BidVol": 8, - "SortField_AskVol": 9, - "SortField_Volume": 10, - "SortField_Turnover": 11, - "SortField_Amplitude": 30, - "SortField_Score": 12, - "SortField_Premium": 13, - "SortField_EffectiveLeverage": 14, - "SortField_Delta": 15, - "SortField_ImpliedVolatility": 16, - "SortField_Type": 17, - "SortField_StrikePrice": 18, - "SortField_BreakEvenPoint": 19, - "SortField_MaturityTime": 20, - "SortField_ListTime": 21, - "SortField_LastTradeTime": 22, - "SortField_Leverage": 23, - "SortField_InOutMoney": 24, - "SortField_RecoveryPrice": 25, - "SortField_ChangePrice": 26, - "SortField_Change": 27, - "SortField_StreetRate": 28, - "SortField_StreetVol": 29, - "SortField_WarrantName": 31, - "SortField_Issuer": 32, - "SortField_LotSize": 33, - "SortField_IssueSize": 34, - "SortField_UpperStrikePrice": 45, - "SortField_LowerStrikePrice": 46, - "SortField_InLinePriceStatus": 47, - "SortField_PreCurPrice": 35, - "SortField_AfterCurPrice": 36, - "SortField_PrePriceChangeVal": 37, - "SortField_AfterPriceChangeVal": 38, - "SortField_PreChangeRate": 39, - "SortField_AfterChangeRate": 40, - "SortField_PreAmplitude": 41, - "SortField_AfterAmplitude": 42, - "SortField_PreTurnover": 43, - "SortField_AfterTurnover": 44, - "SortField_LastSettlePrice": 48, - "SortField_Position": 49, - "SortField_PositionChange": 50, - } -) - -func (x SortField) Enum() *SortField { - p := new(SortField) - *p = x - return p -} - -func (x SortField) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (SortField) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[20].Descriptor() -} - -func (SortField) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[20] -} - -func (x SortField) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *SortField) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = SortField(num) - return nil -} - -// Deprecated: Use SortField.Descriptor instead. -func (SortField) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{20} -} - -// 窝轮发行人 -type Issuer int32 - -const ( - Issuer_Issuer_Unknow Issuer = 0 //未知 - Issuer_Issuer_SG Issuer = 1 //法兴 - Issuer_Issuer_BP Issuer = 2 //法巴 - Issuer_Issuer_CS Issuer = 3 //瑞信 - Issuer_Issuer_CT Issuer = 4 //花旗 - Issuer_Issuer_EA Issuer = 5 //东亚 - Issuer_Issuer_GS Issuer = 6 //高盛 - Issuer_Issuer_HS Issuer = 7 //汇丰 - Issuer_Issuer_JP Issuer = 8 //摩通 - Issuer_Issuer_MB Issuer = 9 //麦银 - Issuer_Issuer_SC Issuer = 10 //渣打 - Issuer_Issuer_UB Issuer = 11 //瑞银 - Issuer_Issuer_BI Issuer = 12 //中银 - Issuer_Issuer_DB Issuer = 13 //德银 - Issuer_Issuer_DC Issuer = 14 //大和 - Issuer_Issuer_ML Issuer = 15 //美林 - Issuer_Issuer_NM Issuer = 16 //野村 - Issuer_Issuer_RB Issuer = 17 //荷合 - Issuer_Issuer_RS Issuer = 18 //苏皇 - Issuer_Issuer_BC Issuer = 19 //巴克莱 - Issuer_Issuer_HT Issuer = 20 //海通 - Issuer_Issuer_VT Issuer = 21 //瑞通 - Issuer_Issuer_KC Issuer = 22 //比联 - Issuer_Issuer_MS Issuer = 23 //摩利 - Issuer_Issuer_GJ Issuer = 24 //国君 -) - -// Enum value maps for Issuer. -var ( - Issuer_name = map[int32]string{ - 0: "Issuer_Unknow", - 1: "Issuer_SG", - 2: "Issuer_BP", - 3: "Issuer_CS", - 4: "Issuer_CT", - 5: "Issuer_EA", - 6: "Issuer_GS", - 7: "Issuer_HS", - 8: "Issuer_JP", - 9: "Issuer_MB", - 10: "Issuer_SC", - 11: "Issuer_UB", - 12: "Issuer_BI", - 13: "Issuer_DB", - 14: "Issuer_DC", - 15: "Issuer_ML", - 16: "Issuer_NM", - 17: "Issuer_RB", - 18: "Issuer_RS", - 19: "Issuer_BC", - 20: "Issuer_HT", - 21: "Issuer_VT", - 22: "Issuer_KC", - 23: "Issuer_MS", - 24: "Issuer_GJ", - } - Issuer_value = map[string]int32{ - "Issuer_Unknow": 0, - "Issuer_SG": 1, - "Issuer_BP": 2, - "Issuer_CS": 3, - "Issuer_CT": 4, - "Issuer_EA": 5, - "Issuer_GS": 6, - "Issuer_HS": 7, - "Issuer_JP": 8, - "Issuer_MB": 9, - "Issuer_SC": 10, - "Issuer_UB": 11, - "Issuer_BI": 12, - "Issuer_DB": 13, - "Issuer_DC": 14, - "Issuer_ML": 15, - "Issuer_NM": 16, - "Issuer_RB": 17, - "Issuer_RS": 18, - "Issuer_BC": 19, - "Issuer_HT": 20, - "Issuer_VT": 21, - "Issuer_KC": 22, - "Issuer_MS": 23, - "Issuer_GJ": 24, - } -) - -func (x Issuer) Enum() *Issuer { - p := new(Issuer) - *p = x - return p -} - -func (x Issuer) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (Issuer) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[21].Descriptor() -} - -func (Issuer) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[21] -} - -func (x Issuer) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *Issuer) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = Issuer(num) - return nil -} - -// Deprecated: Use Issuer.Descriptor instead. -func (Issuer) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{21} -} - -// 窝轮上市日 -type IpoPeriod int32 - -const ( - IpoPeriod_IpoPeriod_Unknow IpoPeriod = 0 //未知 - IpoPeriod_IpoPeriod_Today IpoPeriod = 1 //今日上市 - IpoPeriod_IpoPeriod_Tomorrow IpoPeriod = 2 //明日上市 - IpoPeriod_IpoPeriod_Nextweek IpoPeriod = 3 //未来一周上市 - IpoPeriod_IpoPeriod_Lastweek IpoPeriod = 4 //过去一周上市 - IpoPeriod_IpoPeriod_Lastmonth IpoPeriod = 5 //过去一月上市 -) - -// Enum value maps for IpoPeriod. -var ( - IpoPeriod_name = map[int32]string{ - 0: "IpoPeriod_Unknow", - 1: "IpoPeriod_Today", - 2: "IpoPeriod_Tomorrow", - 3: "IpoPeriod_Nextweek", - 4: "IpoPeriod_Lastweek", - 5: "IpoPeriod_Lastmonth", - } - IpoPeriod_value = map[string]int32{ - "IpoPeriod_Unknow": 0, - "IpoPeriod_Today": 1, - "IpoPeriod_Tomorrow": 2, - "IpoPeriod_Nextweek": 3, - "IpoPeriod_Lastweek": 4, - "IpoPeriod_Lastmonth": 5, - } -) - -func (x IpoPeriod) Enum() *IpoPeriod { - p := new(IpoPeriod) - *p = x - return p -} - -func (x IpoPeriod) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (IpoPeriod) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[22].Descriptor() -} - -func (IpoPeriod) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[22] -} - -func (x IpoPeriod) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *IpoPeriod) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = IpoPeriod(num) - return nil -} - -// Deprecated: Use IpoPeriod.Descriptor instead. -func (IpoPeriod) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{22} -} - -// 窝轮价外/内,界内证表示界内界外 -type PriceType int32 - -const ( - PriceType_PriceType_Unknow PriceType = 0 - PriceType_PriceType_Outside PriceType = 1 //价外，界内证表示界外 - PriceType_PriceType_WithIn PriceType = 2 //价内，界内证表示界内 -) - -// Enum value maps for PriceType. -var ( - PriceType_name = map[int32]string{ - 0: "PriceType_Unknow", - 1: "PriceType_Outside", - 2: "PriceType_WithIn", - } - PriceType_value = map[string]int32{ - "PriceType_Unknow": 0, - "PriceType_Outside": 1, - "PriceType_WithIn": 2, - } -) - -func (x PriceType) Enum() *PriceType { - p := new(PriceType) - *p = x - return p -} - -func (x PriceType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (PriceType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[23].Descriptor() -} - -func (PriceType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[23] -} - -func (x PriceType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *PriceType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = PriceType(num) - return nil -} - -// Deprecated: Use PriceType.Descriptor instead. -func (PriceType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{23} -} - -// 窝轮状态 -type WarrantStatus int32 - -const ( - WarrantStatus_WarrantStatus_Unknow WarrantStatus = 0 //未知 - WarrantStatus_WarrantStatus_Normal WarrantStatus = 1 //正常状态 - WarrantStatus_WarrantStatus_Suspend WarrantStatus = 2 //停牌 - WarrantStatus_WarrantStatus_StopTrade WarrantStatus = 3 //终止交易 - WarrantStatus_WarrantStatus_PendingListing WarrantStatus = 4 //等待上市 -) - -// Enum value maps for WarrantStatus. -var ( - WarrantStatus_name = map[int32]string{ - 0: "WarrantStatus_Unknow", - 1: "WarrantStatus_Normal", - 2: "WarrantStatus_Suspend", - 3: "WarrantStatus_StopTrade", - 4: "WarrantStatus_PendingListing", - } - WarrantStatus_value = map[string]int32{ - "WarrantStatus_Unknow": 0, - "WarrantStatus_Normal": 1, - "WarrantStatus_Suspend": 2, - "WarrantStatus_StopTrade": 3, - "WarrantStatus_PendingListing": 4, - } -) - -func (x WarrantStatus) Enum() *WarrantStatus { - p := new(WarrantStatus) - *p = x - return p -} - -func (x WarrantStatus) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (WarrantStatus) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[24].Descriptor() -} - -func (WarrantStatus) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[24] -} - -func (x WarrantStatus) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *WarrantStatus) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = WarrantStatus(num) - return nil -} - -// Deprecated: Use WarrantStatus.Descriptor instead. -func (WarrantStatus) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{24} -} - -type CompanyAct int32 - -const ( - CompanyAct_CompanyAct_None CompanyAct = 0 //无 - CompanyAct_CompanyAct_Split CompanyAct = 1 //拆股 - CompanyAct_CompanyAct_Join CompanyAct = 2 //合股 - CompanyAct_CompanyAct_Bonus CompanyAct = 4 //送股 - CompanyAct_CompanyAct_Transfer CompanyAct = 8 //转赠股 - CompanyAct_CompanyAct_Allot CompanyAct = 16 //配股 - CompanyAct_CompanyAct_Add CompanyAct = 32 //增发股 - CompanyAct_CompanyAct_Dividend CompanyAct = 64 //现金分红 - CompanyAct_CompanyAct_SPDividend CompanyAct = 128 //特别股息 -) - -// Enum value maps for CompanyAct. -var ( - CompanyAct_name = map[int32]string{ - 0: "CompanyAct_None", - 1: "CompanyAct_Split", - 2: "CompanyAct_Join", - 4: "CompanyAct_Bonus", - 8: "CompanyAct_Transfer", - 16: "CompanyAct_Allot", - 32: "CompanyAct_Add", - 64: "CompanyAct_Dividend", - 128: "CompanyAct_SPDividend", - } - CompanyAct_value = map[string]int32{ - "CompanyAct_None": 0, - "CompanyAct_Split": 1, - "CompanyAct_Join": 2, - "CompanyAct_Bonus": 4, - "CompanyAct_Transfer": 8, - "CompanyAct_Allot": 16, - "CompanyAct_Add": 32, - "CompanyAct_Dividend": 64, - "CompanyAct_SPDividend": 128, - } -) - -func (x CompanyAct) Enum() *CompanyAct { - p := new(CompanyAct) - *p = x - return p -} - -func (x CompanyAct) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (CompanyAct) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[25].Descriptor() -} - -func (CompanyAct) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[25] -} - -func (x CompanyAct) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *CompanyAct) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = CompanyAct(num) - return nil -} - -// Deprecated: Use CompanyAct.Descriptor instead. -func (CompanyAct) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{25} -} - -// 行情权限 -type QotRight int32 - -const ( - QotRight_QotRight_Unknow QotRight = 0 //未知 - QotRight_QotRight_Bmp QotRight = 1 //Bmp，无法订阅 - QotRight_QotRight_Level1 QotRight = 2 //Level1 - QotRight_QotRight_Level2 QotRight = 3 //Level2 - QotRight_QotRight_SF QotRight = 4 //SF高级行情 - QotRight_QotRight_No QotRight = 5 //无权限 -) - -// Enum value maps for QotRight. -var ( - QotRight_name = map[int32]string{ - 0: "QotRight_Unknow", - 1: "QotRight_Bmp", - 2: "QotRight_Level1", - 3: "QotRight_Level2", - 4: "QotRight_SF", - 5: "QotRight_No", - } - QotRight_value = map[string]int32{ - "QotRight_Unknow": 0, - "QotRight_Bmp": 1, - "QotRight_Level1": 2, - "QotRight_Level2": 3, - "QotRight_SF": 4, - "QotRight_No": 5, - } -) - -func (x QotRight) Enum() *QotRight { - p := new(QotRight) - *p = x - return p -} - -func (x QotRight) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (QotRight) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[26].Descriptor() -} - -func (QotRight) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[26] -} - -func (x QotRight) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *QotRight) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = QotRight(num) - return nil -} - -// Deprecated: Use QotRight.Descriptor instead. -func (QotRight) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{26} -} - -// 提醒类型 -type PriceReminderType int32 - -const ( - PriceReminderType_PriceReminderType_Unknown PriceReminderType = 0 // 未知 - PriceReminderType_PriceReminderType_PriceUp PriceReminderType = 1 // 价格涨到 - PriceReminderType_PriceReminderType_PriceDown PriceReminderType = 2 // 价格跌到 - PriceReminderType_PriceReminderType_ChangeRateUp PriceReminderType = 3 // 日涨幅超（该字段为百分比字段，设置时填 20 表示 20%） - PriceReminderType_PriceReminderType_ChangeRateDown PriceReminderType = 4 // 日跌幅超（该字段为百分比字段，设置时填 20 表示 20%） - PriceReminderType_PriceReminderType_5MinChangeRateUp PriceReminderType = 5 // 5 分钟涨幅超（该字段为百分比字段，设置时填 20 表示 20%） - PriceReminderType_PriceReminderType_5MinChangeRateDown PriceReminderType = 6 // 5 分钟跌幅超（该字段为百分比字段，设置时填 20 表示 20%） - PriceReminderType_PriceReminderType_VolumeUp PriceReminderType = 7 // 成交量超过 - PriceReminderType_PriceReminderType_TurnoverUp PriceReminderType = 8 // 成交额超过 - PriceReminderType_PriceReminderType_TurnoverRateUp PriceReminderType = 9 // 换手率超过（该字段为百分比字段，设置时填 20 表示 20%） - PriceReminderType_PriceReminderType_BidPriceUp PriceReminderType = 10 // 买一价高于 - PriceReminderType_PriceReminderType_AskPriceDown PriceReminderType = 11 // 卖一价低于 - PriceReminderType_PriceReminderType_BidVolUp PriceReminderType = 12 // 买一量高于 - PriceReminderType_PriceReminderType_AskVolUp PriceReminderType = 13 // 卖一量高于 - PriceReminderType_PriceReminderType_3MinChangeRateUp PriceReminderType = 14 // 3 分钟涨幅超（该字段为百分比字段，设置时填 20 表示 20%） - PriceReminderType_PriceReminderType_3MinChangeRateDown PriceReminderType = 15 // 3 分钟跌幅超（该字段为百分比字段，设置时填 20 表示 20%） -) - -// Enum value maps for PriceReminderType. -var ( - PriceReminderType_name = map[int32]string{ - 0: "PriceReminderType_Unknown", - 1: "PriceReminderType_PriceUp", - 2: "PriceReminderType_PriceDown", - 3: "PriceReminderType_ChangeRateUp", - 4: "PriceReminderType_ChangeRateDown", - 5: "PriceReminderType_5MinChangeRateUp", - 6: "PriceReminderType_5MinChangeRateDown", - 7: "PriceReminderType_VolumeUp", - 8: "PriceReminderType_TurnoverUp", - 9: "PriceReminderType_TurnoverRateUp", - 10: "PriceReminderType_BidPriceUp", - 11: "PriceReminderType_AskPriceDown", - 12: "PriceReminderType_BidVolUp", - 13: "PriceReminderType_AskVolUp", - 14: "PriceReminderType_3MinChangeRateUp", - 15: "PriceReminderType_3MinChangeRateDown", - } - PriceReminderType_value = map[string]int32{ - "PriceReminderType_Unknown": 0, - "PriceReminderType_PriceUp": 1, - "PriceReminderType_PriceDown": 2, - "PriceReminderType_ChangeRateUp": 3, - "PriceReminderType_ChangeRateDown": 4, - "PriceReminderType_5MinChangeRateUp": 5, - "PriceReminderType_5MinChangeRateDown": 6, - "PriceReminderType_VolumeUp": 7, - "PriceReminderType_TurnoverUp": 8, - "PriceReminderType_TurnoverRateUp": 9, - "PriceReminderType_BidPriceUp": 10, - "PriceReminderType_AskPriceDown": 11, - "PriceReminderType_BidVolUp": 12, - "PriceReminderType_AskVolUp": 13, - "PriceReminderType_3MinChangeRateUp": 14, - "PriceReminderType_3MinChangeRateDown": 15, - } -) - -func (x PriceReminderType) Enum() *PriceReminderType { - p := new(PriceReminderType) - *p = x - return p -} - -func (x PriceReminderType) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (PriceReminderType) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[27].Descriptor() -} - -func (PriceReminderType) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[27] -} - -func (x PriceReminderType) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *PriceReminderType) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = PriceReminderType(num) - return nil -} - -// Deprecated: Use PriceReminderType.Descriptor instead. -func (PriceReminderType) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{27} -} - -// 提醒频率 -type PriceReminderFreq int32 - -const ( - PriceReminderFreq_PriceReminderFreq_Unknown PriceReminderFreq = 0 // 未知 - PriceReminderFreq_PriceReminderFreq_Always PriceReminderFreq = 1 // 持续提醒 - PriceReminderFreq_PriceReminderFreq_OnceADay PriceReminderFreq = 2 // 每日一次 - PriceReminderFreq_PriceReminderFreq_OnlyOnce PriceReminderFreq = 3 // 仅提醒一次 -) - -// Enum value maps for PriceReminderFreq. -var ( - PriceReminderFreq_name = map[int32]string{ - 0: "PriceReminderFreq_Unknown", - 1: "PriceReminderFreq_Always", - 2: "PriceReminderFreq_OnceADay", - 3: "PriceReminderFreq_OnlyOnce", - } - PriceReminderFreq_value = map[string]int32{ - "PriceReminderFreq_Unknown": 0, - "PriceReminderFreq_Always": 1, - "PriceReminderFreq_OnceADay": 2, - "PriceReminderFreq_OnlyOnce": 3, - } -) - -func (x PriceReminderFreq) Enum() *PriceReminderFreq { - p := new(PriceReminderFreq) - *p = x - return p -} - -func (x PriceReminderFreq) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (PriceReminderFreq) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[28].Descriptor() -} - -func (PriceReminderFreq) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[28] -} - -func (x PriceReminderFreq) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *PriceReminderFreq) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = PriceReminderFreq(num) - return nil -} - -// Deprecated: Use PriceReminderFreq.Descriptor instead. -func (PriceReminderFreq) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{28} -} - -// 资产类别 -type AssetClass int32 - -const ( - AssetClass_AssetClass_Unknow AssetClass = 0 //未知 - AssetClass_AssetClass_Stock AssetClass = 1 //股票 - AssetClass_AssetClass_Bond AssetClass = 2 //债券 - AssetClass_AssetClass_Commodity AssetClass = 3 //商品 - AssetClass_AssetClass_CurrencyMarket AssetClass = 4 //货币市场 - AssetClass_AssetClass_Future AssetClass = 5 //期货 - AssetClass_AssetClass_Swap AssetClass = 6 //掉期 -) - -// Enum value maps for AssetClass. -var ( - AssetClass_name = map[int32]string{ - 0: "AssetClass_Unknow", - 1: "AssetClass_Stock", - 2: "AssetClass_Bond", - 3: "AssetClass_Commodity", - 4: "AssetClass_CurrencyMarket", - 5: "AssetClass_Future", - 6: "AssetClass_Swap", - } - AssetClass_value = map[string]int32{ - "AssetClass_Unknow": 0, - "AssetClass_Stock": 1, - "AssetClass_Bond": 2, - "AssetClass_Commodity": 3, - "AssetClass_CurrencyMarket": 4, - "AssetClass_Future": 5, - "AssetClass_Swap": 6, - } -) - -func (x AssetClass) Enum() *AssetClass { - p := new(AssetClass) - *p = x - return p -} - -func (x AssetClass) String() string { - return protoimpl.X.EnumStringOf(x.Descriptor(), protoreflect.EnumNumber(x)) -} - -func (AssetClass) Descriptor() protoreflect.EnumDescriptor { - return file_Qot_Common_proto_enumTypes[29].Descriptor() -} - -func (AssetClass) Type() protoreflect.EnumType { - return &file_Qot_Common_proto_enumTypes[29] -} - -func (x AssetClass) Number() protoreflect.EnumNumber { - return protoreflect.EnumNumber(x) -} - -// Deprecated: Do not use. -func (x *AssetClass) UnmarshalJSON(b []byte) error { - num, err := protoimpl.X.UnmarshalJSONEnum(x.Descriptor(), b) - if err != nil { - return err - } - *x = AssetClass(num) - return nil -} - -// Deprecated: Use AssetClass.Descriptor instead. -func (AssetClass) EnumDescriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{29} -} - -// 两个字段确定一支股票 -type Security struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Market *int32 `protobuf:"varint,1,req,name=market" json:"market,omitempty"` //QotMarket,股票市场 - Code *string `protobuf:"bytes,2,req,name=code" json:"code,omitempty"` //股票代码 -} - -func (x *Security) Reset() { - *x = Security{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[0] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *Security) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*Security) ProtoMessage() {} - -func (x *Security) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[0] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use Security.ProtoReflect.Descriptor instead. -func (*Security) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{0} -} - -func (x *Security) GetMarket() int32 { - if x != nil && x.Market != nil { - return *x.Market - } - return 0 -} - -func (x *Security) GetCode() string { - if x != nil && x.Code != nil { - return *x.Code - } - return "" -} - -type KLine struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Time *string `protobuf:"bytes,1,req,name=time" json:"time,omitempty"` //时间戳字符串 - IsBlank *bool `protobuf:"varint,2,req,name=isBlank" json:"isBlank,omitempty"` //是否是空内容的点,若为ture则只有时间信息 - HighPrice *float64 `protobuf:"fixed64,3,opt,name=highPrice" json:"highPrice,omitempty"` //最高价 - OpenPrice *float64 `protobuf:"fixed64,4,opt,name=openPrice" json:"openPrice,omitempty"` //开盘价 - LowPrice *float64 `protobuf:"fixed64,5,opt,name=lowPrice" json:"lowPrice,omitempty"` //最低价 - ClosePrice *float64 `protobuf:"fixed64,6,opt,name=closePrice" json:"closePrice,omitempty"` //收盘价 - LastClosePrice *float64 `protobuf:"fixed64,7,opt,name=lastClosePrice" json:"lastClosePrice,omitempty"` //昨收价 - Volume *int64 `protobuf:"varint,8,opt,name=volume" json:"volume,omitempty"` //成交量 - Turnover *float64 `protobuf:"fixed64,9,opt,name=turnover" json:"turnover,omitempty"` //成交额 - TurnoverRate *float64 `protobuf:"fixed64,10,opt,name=turnoverRate" json:"turnoverRate,omitempty"` //换手率（该字段为百分比字段，展示为小数表示） - Pe *float64 `protobuf:"fixed64,11,opt,name=pe" json:"pe,omitempty"` //市盈率 - ChangeRate *float64 `protobuf:"fixed64,12,opt,name=changeRate" json:"changeRate,omitempty"` //涨跌幅（该字段为百分比字段，默认不展示%，如20实际对应20%） - Timestamp *float64 `protobuf:"fixed64,13,opt,name=timestamp" json:"timestamp,omitempty"` //时间戳 -} - -func (x *KLine) Reset() { - *x = KLine{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[1] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *KLine) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*KLine) ProtoMessage() {} - -func (x *KLine) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[1] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use KLine.ProtoReflect.Descriptor instead. -func (*KLine) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{1} -} - -func (x *KLine) GetTime() string { - if x != nil && x.Time != nil { - return *x.Time - } - return "" -} - -func (x *KLine) GetIsBlank() bool { - if x != nil && x.IsBlank != nil { - return *x.IsBlank - } - return false -} - -func (x *KLine) GetHighPrice() float64 { - if x != nil && x.HighPrice != nil { - return *x.HighPrice - } - return 0 -} - -func (x *KLine) GetOpenPrice() float64 { - if x != nil && x.OpenPrice != nil { - return *x.OpenPrice - } - return 0 -} - -func (x *KLine) GetLowPrice() float64 { - if x != nil && x.LowPrice != nil { - return *x.LowPrice - } - return 0 -} - -func (x *KLine) GetClosePrice() float64 { - if x != nil && x.ClosePrice != nil { - return *x.ClosePrice - } - return 0 -} - -func (x *KLine) GetLastClosePrice() float64 { - if x != nil && x.LastClosePrice != nil { - return *x.LastClosePrice - } - return 0 -} - -func (x *KLine) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -func (x *KLine) GetTurnover() float64 { - if x != nil && x.Turnover != nil { - return *x.Turnover - } - return 0 -} - -func (x *KLine) GetTurnoverRate() float64 { - if x != nil && x.TurnoverRate != nil { - return *x.TurnoverRate - } - return 0 -} - -func (x *KLine) GetPe() float64 { - if x != nil && x.Pe != nil { - return *x.Pe - } - return 0 -} - -func (x *KLine) GetChangeRate() float64 { - if x != nil && x.ChangeRate != nil { - return *x.ChangeRate - } - return 0 -} - -func (x *KLine) GetTimestamp() float64 { - if x != nil && x.Timestamp != nil { - return *x.Timestamp - } - return 0 -} - -type OptionBasicQotExData struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - StrikePrice *float64 `protobuf:"fixed64,1,req,name=strikePrice" json:"strikePrice,omitempty"` //行权价 - ContractSize *int32 `protobuf:"varint,2,req,name=contractSize" json:"contractSize,omitempty"` //每份合约数(整型数据) - ContractSizeFloat *float64 `protobuf:"fixed64,17,opt,name=contractSizeFloat" json:"contractSizeFloat,omitempty"` //每份合约数（浮点型数据） - OpenInterest *int32 `protobuf:"varint,3,req,name=openInterest" json:"openInterest,omitempty"` //未平仓合约数 - ImpliedVolatility *float64 `protobuf:"fixed64,4,req,name=impliedVolatility" json:"impliedVolatility,omitempty"` //隐含波动率（该字段为百分比字段，默认不展示%，如20实际对应20%） - Premium *float64 `protobuf:"fixed64,5,req,name=premium" json:"premium,omitempty"` //溢价（该字段为百分比字段，默认不展示%，如20实际对应20%） - Delta *float64 `protobuf:"fixed64,6,req,name=delta" json:"delta,omitempty"` //希腊值 Delta - Gamma *float64 `protobuf:"fixed64,7,req,name=gamma" json:"gamma,omitempty"` //希腊值 Gamma - Vega *float64 `protobuf:"fixed64,8,req,name=vega" json:"vega,omitempty"` //希腊值 Vega - Theta *float64 `protobuf:"fixed64,9,req,name=theta" json:"theta,omitempty"` //希腊值 Theta - Rho *float64 `protobuf:"fixed64,10,req,name=rho" json:"rho,omitempty"` //希腊值 Rho - NetOpenInterest *int32 `protobuf:"varint,11,opt,name=netOpenInterest" json:"netOpenInterest,omitempty"` //净未平仓合约数，仅港股期权适用 - ExpiryDateDistance *int32 `protobuf:"varint,12,opt,name=expiryDateDistance" json:"expiryDateDistance,omitempty"` //距离到期日天数，负数表示已过期 - ContractNominalValue *float64 `protobuf:"fixed64,13,opt,name=contractNominalValue" json:"contractNominalValue,omitempty"` //合约名义金额，仅港股期权适用 - OwnerLotMultiplier *float64 `protobuf:"fixed64,14,opt,name=ownerLotMultiplier" json:"ownerLotMultiplier,omitempty"` //相等正股手数，指数期权无该字段，仅港股期权适用 - OptionAreaType *int32 `protobuf:"varint,15,opt,name=optionAreaType" json:"optionAreaType,omitempty"` //OptionAreaType，期权类型（按行权时间） - ContractMultiplier *float64 `protobuf:"fixed64,16,opt,name=contractMultiplier" json:"contractMultiplier,omitempty"` //合约乘数 - IndexOptionType *int32 `protobuf:"varint,18,opt,name=indexOptionType" json:"indexOptionType,omitempty"` //IndexOptionType，指数期权类型 -} - -func (x *OptionBasicQotExData) Reset() { - *x = OptionBasicQotExData{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[2] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *OptionBasicQotExData) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*OptionBasicQotExData) ProtoMessage() {} - -func (x *OptionBasicQotExData) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[2] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use OptionBasicQotExData.ProtoReflect.Descriptor instead. -func (*OptionBasicQotExData) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{2} -} - -func (x *OptionBasicQotExData) GetStrikePrice() float64 { - if x != nil && x.StrikePrice != nil { - return *x.StrikePrice - } - return 0 -} - -func (x *OptionBasicQotExData) GetContractSize() int32 { - if x != nil && x.ContractSize != nil { - return *x.ContractSize - } - return 0 -} - -func (x *OptionBasicQotExData) GetContractSizeFloat() float64 { - if x != nil && x.ContractSizeFloat != nil { - return *x.ContractSizeFloat - } - return 0 -} - -func (x *OptionBasicQotExData) GetOpenInterest() int32 { - if x != nil && x.OpenInterest != nil { - return *x.OpenInterest - } - return 0 -} - -func (x *OptionBasicQotExData) GetImpliedVolatility() float64 { - if x != nil && x.ImpliedVolatility != nil { - return *x.ImpliedVolatility - } - return 0 -} - -func (x *OptionBasicQotExData) GetPremium() float64 { - if x != nil && x.Premium != nil { - return *x.Premium - } - return 0 -} - -func (x *OptionBasicQotExData) GetDelta() float64 { - if x != nil && x.Delta != nil { - return *x.Delta - } - return 0 -} - -func (x *OptionBasicQotExData) GetGamma() float64 { - if x != nil && x.Gamma != nil { - return *x.Gamma - } - return 0 -} - -func (x *OptionBasicQotExData) GetVega() float64 { - if x != nil && x.Vega != nil { - return *x.Vega - } - return 0 -} - -func (x *OptionBasicQotExData) GetTheta() float64 { - if x != nil && x.Theta != nil { - return *x.Theta - } - return 0 -} - -func (x *OptionBasicQotExData) GetRho() float64 { - if x != nil && x.Rho != nil { - return *x.Rho - } - return 0 -} - -func (x *OptionBasicQotExData) GetNetOpenInterest() int32 { - if x != nil && x.NetOpenInterest != nil { - return *x.NetOpenInterest - } - return 0 -} - -func (x *OptionBasicQotExData) GetExpiryDateDistance() int32 { - if x != nil && x.ExpiryDateDistance != nil { - return *x.ExpiryDateDistance - } - return 0 -} - -func (x *OptionBasicQotExData) GetContractNominalValue() float64 { - if x != nil && x.ContractNominalValue != nil { - return *x.ContractNominalValue - } - return 0 -} - -func (x *OptionBasicQotExData) GetOwnerLotMultiplier() float64 { - if x != nil && x.OwnerLotMultiplier != nil { - return *x.OwnerLotMultiplier - } - return 0 -} - -func (x *OptionBasicQotExData) GetOptionAreaType() int32 { - if x != nil && x.OptionAreaType != nil { - return *x.OptionAreaType - } - return 0 -} - -func (x *OptionBasicQotExData) GetContractMultiplier() float64 { - if x != nil && x.ContractMultiplier != nil { - return *x.ContractMultiplier - } - return 0 -} - -func (x *OptionBasicQotExData) GetIndexOptionType() int32 { - if x != nil && x.IndexOptionType != nil { - return *x.IndexOptionType - } - return 0 -} - -// 美股支持盘前盘后数据 -// 科创板仅支持盘后数据：成交量，成交额 -type PreAfterMarketData struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Price *float64 `protobuf:"fixed64,1,opt,name=price" json:"price,omitempty"` // 盘前或盘后 - 价格 - HighPrice *float64 `protobuf:"fixed64,2,opt,name=highPrice" json:"highPrice,omitempty"` // 盘前或盘后 - 最高价 - LowPrice *float64 `protobuf:"fixed64,3,opt,name=lowPrice" json:"lowPrice,omitempty"` // 盘前或盘后 - 最低价 - Volume *int64 `protobuf:"varint,4,opt,name=volume" json:"volume,omitempty"` // 盘前或盘后 - 成交量 - Turnover *float64 `protobuf:"fixed64,5,opt,name=turnover" json:"turnover,omitempty"` // 盘前或盘后 - 成交额 - ChangeVal *float64 `protobuf:"fixed64,6,opt,name=changeVal" json:"changeVal,omitempty"` // 盘前或盘后 - 涨跌额 - ChangeRate *float64 `protobuf:"fixed64,7,opt,name=changeRate" json:"changeRate,omitempty"` // 盘前或盘后 - 涨跌幅（该字段为百分比字段，默认不展示%，如20实际对应20%） - Amplitude *float64 `protobuf:"fixed64,8,opt,name=amplitude" json:"amplitude,omitempty"` // 盘前或盘后 - 振幅（该字段为百分比字段，默认不展示%，如20实际对应20%） -} - -func (x *PreAfterMarketData) Reset() { - *x = PreAfterMarketData{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[3] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *PreAfterMarketData) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*PreAfterMarketData) ProtoMessage() {} - -func (x *PreAfterMarketData) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[3] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use PreAfterMarketData.ProtoReflect.Descriptor instead. -func (*PreAfterMarketData) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{3} -} - -func (x *PreAfterMarketData) GetPrice() float64 { - if x != nil && x.Price != nil { - return *x.Price - } - return 0 -} - -func (x *PreAfterMarketData) GetHighPrice() float64 { - if x != nil && x.HighPrice != nil { - return *x.HighPrice - } - return 0 -} - -func (x *PreAfterMarketData) GetLowPrice() float64 { - if x != nil && x.LowPrice != nil { - return *x.LowPrice - } - return 0 -} - -func (x *PreAfterMarketData) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -func (x *PreAfterMarketData) GetTurnover() float64 { - if x != nil && x.Turnover != nil { - return *x.Turnover - } - return 0 -} - -func (x *PreAfterMarketData) GetChangeVal() float64 { - if x != nil && x.ChangeVal != nil { - return *x.ChangeVal - } - return 0 -} - -func (x *PreAfterMarketData) GetChangeRate() float64 { - if x != nil && x.ChangeRate != nil { - return *x.ChangeRate - } - return 0 -} - -func (x *PreAfterMarketData) GetAmplitude() float64 { - if x != nil && x.Amplitude != nil { - return *x.Amplitude - } - return 0 -} - -type FutureBasicQotExData struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - LastSettlePrice *float64 `protobuf:"fixed64,1,req,name=lastSettlePrice" json:"lastSettlePrice,omitempty"` //昨结 - Position *int32 `protobuf:"varint,2,req,name=position" json:"position,omitempty"` //持仓量 - PositionChange *int32 `protobuf:"varint,3,req,name=positionChange" json:"positionChange,omitempty"` //日增仓 - ExpiryDateDistance *int32 `protobuf:"varint,4,opt,name=expiryDateDistance" json:"expiryDateDistance,omitempty"` //距离到期日天数 -} - -func (x *FutureBasicQotExData) Reset() { - *x = FutureBasicQotExData{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[4] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *FutureBasicQotExData) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*FutureBasicQotExData) ProtoMessage() {} - -func (x *FutureBasicQotExData) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[4] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use FutureBasicQotExData.ProtoReflect.Descriptor instead. -func (*FutureBasicQotExData) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{4} -} - -func (x *FutureBasicQotExData) GetLastSettlePrice() float64 { - if x != nil && x.LastSettlePrice != nil { - return *x.LastSettlePrice - } - return 0 -} - -func (x *FutureBasicQotExData) GetPosition() int32 { - if x != nil && x.Position != nil { - return *x.Position - } - return 0 -} - -func (x *FutureBasicQotExData) GetPositionChange() int32 { - if x != nil && x.PositionChange != nil { - return *x.PositionChange - } - return 0 -} - -func (x *FutureBasicQotExData) GetExpiryDateDistance() int32 { - if x != nil && x.ExpiryDateDistance != nil { - return *x.ExpiryDateDistance - } - return 0 -} - -type WarrantBasicQotExData struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Delta *float64 `protobuf:"fixed64,1,opt,name=delta" json:"delta,omitempty"` //对冲值,仅认购认沽支持该字段 - ImpliedVolatility *float64 `protobuf:"fixed64,2,opt,name=impliedVolatility" json:"impliedVolatility,omitempty"` //引申波幅,仅认购认沽支持该字段 - Premium *float64 `protobuf:"fixed64,3,req,name=premium" json:"premium,omitempty"` //溢价（该字段为百分比字段，默认不展示%，如20实际对应20%） -} - -func (x *WarrantBasicQotExData) Reset() { - *x = WarrantBasicQotExData{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[5] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *WarrantBasicQotExData) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*WarrantBasicQotExData) ProtoMessage() {} - -func (x *WarrantBasicQotExData) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[5] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use WarrantBasicQotExData.ProtoReflect.Descriptor instead. -func (*WarrantBasicQotExData) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{5} -} - -func (x *WarrantBasicQotExData) GetDelta() float64 { - if x != nil && x.Delta != nil { - return *x.Delta - } - return 0 -} - -func (x *WarrantBasicQotExData) GetImpliedVolatility() float64 { - if x != nil && x.ImpliedVolatility != nil { - return *x.ImpliedVolatility - } - return 0 -} - -func (x *WarrantBasicQotExData) GetPremium() float64 { - if x != nil && x.Premium != nil { - return *x.Premium - } - return 0 -} - -type BasicQot struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Security *Security `protobuf:"bytes,1,req,name=security" json:"security,omitempty"` //股票 - IsSuspended *bool `protobuf:"varint,2,req,name=isSuspended" json:"isSuspended,omitempty"` //是否停牌 - ListTime *string `protobuf:"bytes,3,req,name=listTime" json:"listTime,omitempty"` //上市日期字符串 - PriceSpread *float64 `protobuf:"fixed64,4,req,name=priceSpread" json:"priceSpread,omitempty"` //价差 - UpdateTime *string `protobuf:"bytes,5,req,name=updateTime" json:"updateTime,omitempty"` //最新价的更新时间字符串，对其他字段不适用 - HighPrice *float64 `protobuf:"fixed64,6,req,name=highPrice" json:"highPrice,omitempty"` //最高价 - OpenPrice *float64 `protobuf:"fixed64,7,req,name=openPrice" json:"openPrice,omitempty"` //开盘价 - LowPrice *float64 `protobuf:"fixed64,8,req,name=lowPrice" json:"lowPrice,omitempty"` //最低价 - CurPrice *float64 `protobuf:"fixed64,9,req,name=curPrice" json:"curPrice,omitempty"` //最新价 - LastClosePrice *float64 `protobuf:"fixed64,10,req,name=lastClosePrice" json:"lastClosePrice,omitempty"` //昨收价 - Volume *int64 `protobuf:"varint,11,req,name=volume" json:"volume,omitempty"` //成交量 - Turnover *float64 `protobuf:"fixed64,12,req,name=turnover" json:"turnover,omitempty"` //成交额 - TurnoverRate *float64 `protobuf:"fixed64,13,req,name=turnoverRate" json:"turnoverRate,omitempty"` //换手率（该字段为百分比字段，默认不展示%，如20实际对应20%） - Amplitude *float64 `protobuf:"fixed64,14,req,name=amplitude" json:"amplitude,omitempty"` //振幅（该字段为百分比字段，默认不展示%，如20实际对应20%） - DarkStatus *int32 `protobuf:"varint,15,opt,name=darkStatus" json:"darkStatus,omitempty"` //DarkStatus, 暗盘交易状态 - OptionExData *OptionBasicQotExData `protobuf:"bytes,16,opt,name=optionExData" json:"optionExData,omitempty"` //期权特有字段 - ListTimestamp *float64 `protobuf:"fixed64,17,opt,name=listTimestamp" json:"listTimestamp,omitempty"` //上市日期时间戳 - UpdateTimestamp *float64 `protobuf:"fixed64,18,opt,name=updateTimestamp" json:"updateTimestamp,omitempty"` //最新价的更新时间戳，对其他字段不适用 - PreMarket *PreAfterMarketData `protobuf:"bytes,19,opt,name=preMarket" json:"preMarket,omitempty"` //盘前数据 - AfterMarket *PreAfterMarketData `protobuf:"bytes,20,opt,name=afterMarket" json:"afterMarket,omitempty"` //盘后数据 - SecStatus *int32 `protobuf:"varint,21,opt,name=secStatus" json:"secStatus,omitempty"` //SecurityStatus, 股票状态 - FutureExData *FutureBasicQotExData `protobuf:"bytes,22,opt,name=futureExData" json:"futureExData,omitempty"` //期货特有字段 - WarrantExData *WarrantBasicQotExData `protobuf:"bytes,23,opt,name=warrantExData" json:"warrantExData,omitempty"` //窝轮特有字段 -} - -func (x *BasicQot) Reset() { - *x = BasicQot{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[6] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *BasicQot) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*BasicQot) ProtoMessage() {} - -func (x *BasicQot) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[6] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use BasicQot.ProtoReflect.Descriptor instead. -func (*BasicQot) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{6} -} - -func (x *BasicQot) GetSecurity() *Security { - if x != nil { - return x.Security - } - return nil -} - -func (x *BasicQot) GetIsSuspended() bool { - if x != nil && x.IsSuspended != nil { - return *x.IsSuspended - } - return false -} - -func (x *BasicQot) GetListTime() string { - if x != nil && x.ListTime != nil { - return *x.ListTime - } - return "" -} - -func (x *BasicQot) GetPriceSpread() float64 { - if x != nil && x.PriceSpread != nil { - return *x.PriceSpread - } - return 0 -} - -func (x *BasicQot) GetUpdateTime() string { - if x != nil && x.UpdateTime != nil { - return *x.UpdateTime - } - return "" -} - -func (x *BasicQot) GetHighPrice() float64 { - if x != nil && x.HighPrice != nil { - return *x.HighPrice - } - return 0 -} - -func (x *BasicQot) GetOpenPrice() float64 { - if x != nil && x.OpenPrice != nil { - return *x.OpenPrice - } - return 0 -} - -func (x *BasicQot) GetLowPrice() float64 { - if x != nil && x.LowPrice != nil { - return *x.LowPrice - } - return 0 -} - -func (x *BasicQot) GetCurPrice() float64 { - if x != nil && x.CurPrice != nil { - return *x.CurPrice - } - return 0 -} - -func (x *BasicQot) GetLastClosePrice() float64 { - if x != nil && x.LastClosePrice != nil { - return *x.LastClosePrice - } - return 0 -} - -func (x *BasicQot) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -func (x *BasicQot) GetTurnover() float64 { - if x != nil && x.Turnover != nil { - return *x.Turnover - } - return 0 -} - -func (x *BasicQot) GetTurnoverRate() float64 { - if x != nil && x.TurnoverRate != nil { - return *x.TurnoverRate - } - return 0 -} - -func (x *BasicQot) GetAmplitude() float64 { - if x != nil && x.Amplitude != nil { - return *x.Amplitude - } - return 0 -} - -func (x *BasicQot) GetDarkStatus() int32 { - if x != nil && x.DarkStatus != nil { - return *x.DarkStatus - } - return 0 -} - -func (x *BasicQot) GetOptionExData() *OptionBasicQotExData { - if x != nil { - return x.OptionExData - } - return nil -} - -func (x *BasicQot) GetListTimestamp() float64 { - if x != nil && x.ListTimestamp != nil { - return *x.ListTimestamp - } - return 0 -} - -func (x *BasicQot) GetUpdateTimestamp() float64 { - if x != nil && x.UpdateTimestamp != nil { - return *x.UpdateTimestamp - } - return 0 -} - -func (x *BasicQot) GetPreMarket() *PreAfterMarketData { - if x != nil { - return x.PreMarket - } - return nil -} - -func (x *BasicQot) GetAfterMarket() *PreAfterMarketData { - if x != nil { - return x.AfterMarket - } - return nil -} - -func (x *BasicQot) GetSecStatus() int32 { - if x != nil && x.SecStatus != nil { - return *x.SecStatus - } - return 0 -} - -func (x *BasicQot) GetFutureExData() *FutureBasicQotExData { - if x != nil { - return x.FutureExData - } - return nil -} - -func (x *BasicQot) GetWarrantExData() *WarrantBasicQotExData { - if x != nil { - return x.WarrantExData - } - return nil -} - -type TimeShare struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Time *string `protobuf:"bytes,1,req,name=time" json:"time,omitempty"` //时间字符串 - Minute *int32 `protobuf:"varint,2,req,name=minute" json:"minute,omitempty"` //距离0点过了多少分钟 - IsBlank *bool `protobuf:"varint,3,req,name=isBlank" json:"isBlank,omitempty"` //是否是空内容的点,若为ture则只有时间信息 - Price *float64 `protobuf:"fixed64,4,opt,name=price" json:"price,omitempty"` //当前价 - LastClosePrice *float64 `protobuf:"fixed64,5,opt,name=lastClosePrice" json:"lastClosePrice,omitempty"` //昨收价 - AvgPrice *float64 `protobuf:"fixed64,6,opt,name=avgPrice" json:"avgPrice,omitempty"` //均价 - Volume *int64 `protobuf:"varint,7,opt,name=volume" json:"volume,omitempty"` //成交量 - Turnover *float64 `protobuf:"fixed64,8,opt,name=turnover" json:"turnover,omitempty"` //成交额 - Timestamp *float64 `protobuf:"fixed64,9,opt,name=timestamp" json:"timestamp,omitempty"` //时间戳 -} - -func (x *TimeShare) Reset() { - *x = TimeShare{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[7] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *TimeShare) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*TimeShare) ProtoMessage() {} - -func (x *TimeShare) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[7] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use TimeShare.ProtoReflect.Descriptor instead. -func (*TimeShare) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{7} -} - -func (x *TimeShare) GetTime() string { - if x != nil && x.Time != nil { - return *x.Time - } - return "" -} - -func (x *TimeShare) GetMinute() int32 { - if x != nil && x.Minute != nil { - return *x.Minute - } - return 0 -} - -func (x *TimeShare) GetIsBlank() bool { - if x != nil && x.IsBlank != nil { - return *x.IsBlank - } - return false -} - -func (x *TimeShare) GetPrice() float64 { - if x != nil && x.Price != nil { - return *x.Price - } - return 0 -} - -func (x *TimeShare) GetLastClosePrice() float64 { - if x != nil && x.LastClosePrice != nil { - return *x.LastClosePrice - } - return 0 -} - -func (x *TimeShare) GetAvgPrice() float64 { - if x != nil && x.AvgPrice != nil { - return *x.AvgPrice - } - return 0 -} - -func (x *TimeShare) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -func (x *TimeShare) GetTurnover() float64 { - if x != nil && x.Turnover != nil { - return *x.Turnover - } - return 0 -} - -func (x *TimeShare) GetTimestamp() float64 { - if x != nil && x.Timestamp != nil { - return *x.Timestamp - } - return 0 -} - -type SecurityStaticBasic struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Security *Security `protobuf:"bytes,1,req,name=security" json:"security,omitempty"` //股票 - Id *int64 `protobuf:"varint,2,req,name=id" json:"id,omitempty"` //股票ID - LotSize *int32 `protobuf:"varint,3,req,name=lotSize" json:"lotSize,omitempty"` //每手数量,期权以及期货类型表示合约乘数 - SecType *int32 `protobuf:"varint,4,req,name=secType" json:"secType,omitempty"` //Qot_Common.SecurityType,股票类型 - Name *string `protobuf:"bytes,5,req,name=name" json:"name,omitempty"` //股票名字 - ListTime *string `protobuf:"bytes,6,req,name=listTime" json:"listTime,omitempty"` //上市时间字符串 - Delisting *bool `protobuf:"varint,7,opt,name=delisting" json:"delisting,omitempty"` //是否退市 - ListTimestamp *float64 `protobuf:"fixed64,8,opt,name=listTimestamp" json:"listTimestamp,omitempty"` //上市时间戳 -} - -func (x *SecurityStaticBasic) Reset() { - *x = SecurityStaticBasic{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[8] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *SecurityStaticBasic) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*SecurityStaticBasic) ProtoMessage() {} - -func (x *SecurityStaticBasic) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[8] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use SecurityStaticBasic.ProtoReflect.Descriptor instead. -func (*SecurityStaticBasic) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{8} -} - -func (x *SecurityStaticBasic) GetSecurity() *Security { - if x != nil { - return x.Security - } - return nil -} - -func (x *SecurityStaticBasic) GetId() int64 { - if x != nil && x.Id != nil { - return *x.Id - } - return 0 -} - -func (x *SecurityStaticBasic) GetLotSize() int32 { - if x != nil && x.LotSize != nil { - return *x.LotSize - } - return 0 -} - -func (x *SecurityStaticBasic) GetSecType() int32 { - if x != nil && x.SecType != nil { - return *x.SecType - } - return 0 -} - -func (x *SecurityStaticBasic) GetName() string { - if x != nil && x.Name != nil { - return *x.Name - } - return "" -} - -func (x *SecurityStaticBasic) GetListTime() string { - if x != nil && x.ListTime != nil { - return *x.ListTime - } - return "" -} - -func (x *SecurityStaticBasic) GetDelisting() bool { - if x != nil && x.Delisting != nil { - return *x.Delisting - } - return false -} - -func (x *SecurityStaticBasic) GetListTimestamp() float64 { - if x != nil && x.ListTimestamp != nil { - return *x.ListTimestamp - } - return 0 -} - -type WarrantStaticExData struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Type *int32 `protobuf:"varint,1,req,name=type" json:"type,omitempty"` //Qot_Common.WarrantType,窝轮类型 - Owner *Security `protobuf:"bytes,2,req,name=owner" json:"owner,omitempty"` //所属正股 -} - -func (x *WarrantStaticExData) Reset() { - *x = WarrantStaticExData{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[9] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *WarrantStaticExData) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*WarrantStaticExData) ProtoMessage() {} - -func (x *WarrantStaticExData) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[9] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use WarrantStaticExData.ProtoReflect.Descriptor instead. -func (*WarrantStaticExData) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{9} -} - -func (x *WarrantStaticExData) GetType() int32 { - if x != nil && x.Type != nil { - return *x.Type - } - return 0 -} - -func (x *WarrantStaticExData) GetOwner() *Security { - if x != nil { - return x.Owner - } - return nil -} - -type OptionStaticExData struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Type *int32 `protobuf:"varint,1,req,name=type" json:"type,omitempty"` //Qot_Common.OptionType,期权 - Owner *Security `protobuf:"bytes,2,req,name=owner" json:"owner,omitempty"` //标的股 - StrikeTime *string `protobuf:"bytes,3,req,name=strikeTime" json:"strikeTime,omitempty"` //行权日 - StrikePrice *float64 `protobuf:"fixed64,4,req,name=strikePrice" json:"strikePrice,omitempty"` //行权价 - Suspend *bool `protobuf:"varint,5,req,name=suspend" json:"suspend,omitempty"` //是否停牌 - Market *string `protobuf:"bytes,6,req,name=market" json:"market,omitempty"` //发行市场名字 - StrikeTimestamp *float64 `protobuf:"fixed64,7,opt,name=strikeTimestamp" json:"strikeTimestamp,omitempty"` //行权日时间戳 - IndexOptionType *int32 `protobuf:"varint,8,opt,name=indexOptionType" json:"indexOptionType,omitempty"` //Qot_Common.IndexOptionType, 指数期权的类型，仅在指数期权有效 -} - -func (x *OptionStaticExData) Reset() { - *x = OptionStaticExData{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[10] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *OptionStaticExData) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*OptionStaticExData) ProtoMessage() {} - -func (x *OptionStaticExData) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[10] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use OptionStaticExData.ProtoReflect.Descriptor instead. -func (*OptionStaticExData) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{10} -} - -func (x *OptionStaticExData) GetType() int32 { - if x != nil && x.Type != nil { - return *x.Type - } - return 0 -} - -func (x *OptionStaticExData) GetOwner() *Security { - if x != nil { - return x.Owner - } - return nil -} - -func (x *OptionStaticExData) GetStrikeTime() string { - if x != nil && x.StrikeTime != nil { - return *x.StrikeTime - } - return "" -} - -func (x *OptionStaticExData) GetStrikePrice() float64 { - if x != nil && x.StrikePrice != nil { - return *x.StrikePrice - } - return 0 -} - -func (x *OptionStaticExData) GetSuspend() bool { - if x != nil && x.Suspend != nil { - return *x.Suspend - } - return false -} - -func (x *OptionStaticExData) GetMarket() string { - if x != nil && x.Market != nil { - return *x.Market - } - return "" -} - -func (x *OptionStaticExData) GetStrikeTimestamp() float64 { - if x != nil && x.StrikeTimestamp != nil { - return *x.StrikeTimestamp - } - return 0 -} - -func (x *OptionStaticExData) GetIndexOptionType() int32 { - if x != nil && x.IndexOptionType != nil { - return *x.IndexOptionType - } - return 0 -} - -type FutureStaticExData struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - LastTradeTime *string `protobuf:"bytes,1,req,name=lastTradeTime" json:"lastTradeTime,omitempty"` //最后交易日，只有非主连期货合约才有该字段 - LastTradeTimestamp *float64 `protobuf:"fixed64,2,opt,name=lastTradeTimestamp" json:"lastTradeTimestamp,omitempty"` //最后交易日时间戳，只有非主连期货合约才有该字段 - IsMainContract *bool `protobuf:"varint,3,req,name=isMainContract" json:"isMainContract,omitempty"` //是否主连合约 -} - -func (x *FutureStaticExData) Reset() { - *x = FutureStaticExData{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[11] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *FutureStaticExData) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*FutureStaticExData) ProtoMessage() {} - -func (x *FutureStaticExData) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[11] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use FutureStaticExData.ProtoReflect.Descriptor instead. -func (*FutureStaticExData) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{11} -} - -func (x *FutureStaticExData) GetLastTradeTime() string { - if x != nil && x.LastTradeTime != nil { - return *x.LastTradeTime - } - return "" -} - -func (x *FutureStaticExData) GetLastTradeTimestamp() float64 { - if x != nil && x.LastTradeTimestamp != nil { - return *x.LastTradeTimestamp - } - return 0 -} - -func (x *FutureStaticExData) GetIsMainContract() bool { - if x != nil && x.IsMainContract != nil { - return *x.IsMainContract - } - return false -} - -type SecurityStaticInfo struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Basic *SecurityStaticBasic `protobuf:"bytes,1,req,name=basic" json:"basic,omitempty"` //基本股票静态信息 - WarrantExData *WarrantStaticExData `protobuf:"bytes,2,opt,name=warrantExData" json:"warrantExData,omitempty"` //窝轮额外股票静态信息 - OptionExData *OptionStaticExData `protobuf:"bytes,3,opt,name=optionExData" json:"optionExData,omitempty"` //期权额外股票静态信息 - FutureExData *FutureStaticExData `protobuf:"bytes,4,opt,name=futureExData" json:"futureExData,omitempty"` //期货额外股票静态信息 -} - -func (x *SecurityStaticInfo) Reset() { - *x = SecurityStaticInfo{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[12] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *SecurityStaticInfo) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*SecurityStaticInfo) ProtoMessage() {} - -func (x *SecurityStaticInfo) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[12] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use SecurityStaticInfo.ProtoReflect.Descriptor instead. -func (*SecurityStaticInfo) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{12} -} - -func (x *SecurityStaticInfo) GetBasic() *SecurityStaticBasic { - if x != nil { - return x.Basic - } - return nil -} - -func (x *SecurityStaticInfo) GetWarrantExData() *WarrantStaticExData { - if x != nil { - return x.WarrantExData - } - return nil -} - -func (x *SecurityStaticInfo) GetOptionExData() *OptionStaticExData { - if x != nil { - return x.OptionExData - } - return nil -} - -func (x *SecurityStaticInfo) GetFutureExData() *FutureStaticExData { - if x != nil { - return x.FutureExData - } - return nil -} - -type Broker struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Id *int64 `protobuf:"varint,1,req,name=id" json:"id,omitempty"` //经纪ID - Name *string `protobuf:"bytes,2,req,name=name" json:"name,omitempty"` //经纪名称 - Pos *int32 `protobuf:"varint,3,req,name=pos" json:"pos,omitempty"` //经纪档位 - //以下为SF行情特有字段 - OrderID *int64 `protobuf:"varint,4,opt,name=orderID" json:"orderID,omitempty"` //交易所订单ID，与交易接口返回的订单ID并不一样 - Volume *int64 `protobuf:"varint,5,opt,name=volume" json:"volume,omitempty"` //订单股数 -} - -func (x *Broker) Reset() { - *x = Broker{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[13] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *Broker) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*Broker) ProtoMessage() {} - -func (x *Broker) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[13] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use Broker.ProtoReflect.Descriptor instead. -func (*Broker) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{13} -} - -func (x *Broker) GetId() int64 { - if x != nil && x.Id != nil { - return *x.Id - } - return 0 -} - -func (x *Broker) GetName() string { - if x != nil && x.Name != nil { - return *x.Name - } - return "" -} - -func (x *Broker) GetPos() int32 { - if x != nil && x.Pos != nil { - return *x.Pos - } - return 0 -} - -func (x *Broker) GetOrderID() int64 { - if x != nil && x.OrderID != nil { - return *x.OrderID - } - return 0 -} - -func (x *Broker) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -type Ticker struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Time *string `protobuf:"bytes,1,req,name=time" json:"time,omitempty"` //时间字符串 - Sequence *int64 `protobuf:"varint,2,req,name=sequence" json:"sequence,omitempty"` // 唯一标识 - Dir *int32 `protobuf:"varint,3,req,name=dir" json:"dir,omitempty"` //TickerDirection, 买卖方向 - Price *float64 `protobuf:"fixed64,4,req,name=price" json:"price,omitempty"` //价格 - Volume *int64 `protobuf:"varint,5,req,name=volume" json:"volume,omitempty"` //成交量 - Turnover *float64 `protobuf:"fixed64,6,req,name=turnover" json:"turnover,omitempty"` //成交额 - RecvTime *float64 `protobuf:"fixed64,7,opt,name=recvTime" json:"recvTime,omitempty"` //收到推送数据的本地时间戳，用于定位延迟 - Type *int32 `protobuf:"varint,8,opt,name=type" json:"type,omitempty"` //TickerType, 逐笔类型 - TypeSign *int32 `protobuf:"varint,9,opt,name=typeSign" json:"typeSign,omitempty"` //逐笔类型符号 - PushDataType *int32 `protobuf:"varint,10,opt,name=pushDataType" json:"pushDataType,omitempty"` //用于区分推送情况 - Timestamp *float64 `protobuf:"fixed64,11,opt,name=timestamp" json:"timestamp,omitempty"` //时间戳 -} - -func (x *Ticker) Reset() { - *x = Ticker{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[14] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *Ticker) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*Ticker) ProtoMessage() {} - -func (x *Ticker) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[14] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use Ticker.ProtoReflect.Descriptor instead. -func (*Ticker) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{14} -} - -func (x *Ticker) GetTime() string { - if x != nil && x.Time != nil { - return *x.Time - } - return "" -} - -func (x *Ticker) GetSequence() int64 { - if x != nil && x.Sequence != nil { - return *x.Sequence - } - return 0 -} - -func (x *Ticker) GetDir() int32 { - if x != nil && x.Dir != nil { - return *x.Dir - } - return 0 -} - -func (x *Ticker) GetPrice() float64 { - if x != nil && x.Price != nil { - return *x.Price - } - return 0 -} - -func (x *Ticker) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -func (x *Ticker) GetTurnover() float64 { - if x != nil && x.Turnover != nil { - return *x.Turnover - } - return 0 -} - -func (x *Ticker) GetRecvTime() float64 { - if x != nil && x.RecvTime != nil { - return *x.RecvTime - } - return 0 -} - -func (x *Ticker) GetType() int32 { - if x != nil && x.Type != nil { - return *x.Type - } - return 0 -} - -func (x *Ticker) GetTypeSign() int32 { - if x != nil && x.TypeSign != nil { - return *x.TypeSign - } - return 0 -} - -func (x *Ticker) GetPushDataType() int32 { - if x != nil && x.PushDataType != nil { - return *x.PushDataType - } - return 0 -} - -func (x *Ticker) GetTimestamp() float64 { - if x != nil && x.Timestamp != nil { - return *x.Timestamp - } - return 0 -} - -type OrderBookDetail struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - OrderID *int64 `protobuf:"varint,1,req,name=orderID" json:"orderID,omitempty"` //交易所订单ID，与交易接口返回的订单ID并不一样 - Volume *int64 `protobuf:"varint,2,req,name=volume" json:"volume,omitempty"` //订单股数 -} - -func (x *OrderBookDetail) Reset() { - *x = OrderBookDetail{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[15] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *OrderBookDetail) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*OrderBookDetail) ProtoMessage() {} - -func (x *OrderBookDetail) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[15] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use OrderBookDetail.ProtoReflect.Descriptor instead. -func (*OrderBookDetail) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{15} -} - -func (x *OrderBookDetail) GetOrderID() int64 { - if x != nil && x.OrderID != nil { - return *x.OrderID - } - return 0 -} - -func (x *OrderBookDetail) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -type OrderBook struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Price *float64 `protobuf:"fixed64,1,req,name=price" json:"price,omitempty"` //委托价格 - Volume *int64 `protobuf:"varint,2,req,name=volume" json:"volume,omitempty"` //委托数量 - OrederCount *int32 `protobuf:"varint,3,req,name=orederCount" json:"orederCount,omitempty"` //委托订单个数 - DetailList []*OrderBookDetail `protobuf:"bytes,4,rep,name=detailList" json:"detailList,omitempty"` //订单信息，SF行情特有 -} - -func (x *OrderBook) Reset() { - *x = OrderBook{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[16] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *OrderBook) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*OrderBook) ProtoMessage() {} - -func (x *OrderBook) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[16] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use OrderBook.ProtoReflect.Descriptor instead. -func (*OrderBook) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{16} -} - -func (x *OrderBook) GetPrice() float64 { - if x != nil && x.Price != nil { - return *x.Price - } - return 0 -} - -func (x *OrderBook) GetVolume() int64 { - if x != nil && x.Volume != nil { - return *x.Volume - } - return 0 -} - -func (x *OrderBook) GetOrederCount() int32 { - if x != nil && x.OrederCount != nil { - return *x.OrederCount - } - return 0 -} - -func (x *OrderBook) GetDetailList() []*OrderBookDetail { - if x != nil { - return x.DetailList - } - return nil -} - -type OrderDetail struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - OrderCount *int32 `protobuf:"varint,1,req,name=orderCount" json:"orderCount,omitempty"` //委托订单个数 - OrderVol []float64 `protobuf:"fixed64,2,rep,name=orderVol" json:"orderVol,omitempty"` //每笔委托的委托量，注意：当前只会返回最多前50笔委托的委托数量 -} - -func (x *OrderDetail) Reset() { - *x = OrderDetail{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[17] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *OrderDetail) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*OrderDetail) ProtoMessage() {} - -func (x *OrderDetail) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[17] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use OrderDetail.ProtoReflect.Descriptor instead. -func (*OrderDetail) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{17} -} - -func (x *OrderDetail) GetOrderCount() int32 { - if x != nil && x.OrderCount != nil { - return *x.OrderCount - } - return 0 -} - -func (x *OrderDetail) GetOrderVol() []float64 { - if x != nil { - return x.OrderVol - } - return nil -} - -// 持股变动 -type ShareHoldingChange struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - HolderName *string `protobuf:"bytes,1,req,name=holderName" json:"holderName,omitempty"` //持有者名称（机构名称 或 基金名称 或 高管姓名） - HoldingQty *float64 `protobuf:"fixed64,2,req,name=holdingQty" json:"holdingQty,omitempty"` //当前持股数量 - HoldingRatio *float64 `protobuf:"fixed64,3,req,name=holdingRatio" json:"holdingRatio,omitempty"` //当前持股百分比（该字段为百分比字段，默认不展示%，如20实际对应20%） - ChangeQty *float64 `protobuf:"fixed64,4,req,name=changeQty" json:"changeQty,omitempty"` //较上一次变动数量 - ChangeRatio *float64 `protobuf:"fixed64,5,req,name=changeRatio" json:"changeRatio,omitempty"` //较上一次变动百分比（该字段为百分比字段，默认不展示%，如20实际对应20%。是相对于自身的比例，而不是总的。如总股本1万股，持有100股，持股百分比是1%，卖掉50股，变动比例是50%，而不是0.5%） - Time *string `protobuf:"bytes,6,req,name=time" json:"time,omitempty"` //发布时间(YYYY-MM-DD HH:MM:SS字符串) - Timestamp *float64 `protobuf:"fixed64,7,opt,name=timestamp" json:"timestamp,omitempty"` //时间戳 -} - -func (x *ShareHoldingChange) Reset() { - *x = ShareHoldingChange{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[18] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *ShareHoldingChange) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*ShareHoldingChange) ProtoMessage() {} - -func (x *ShareHoldingChange) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[18] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use ShareHoldingChange.ProtoReflect.Descriptor instead. -func (*ShareHoldingChange) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{18} -} - -func (x *ShareHoldingChange) GetHolderName() string { - if x != nil && x.HolderName != nil { - return *x.HolderName - } - return "" -} - -func (x *ShareHoldingChange) GetHoldingQty() float64 { - if x != nil && x.HoldingQty != nil { - return *x.HoldingQty - } - return 0 -} - -func (x *ShareHoldingChange) GetHoldingRatio() float64 { - if x != nil && x.HoldingRatio != nil { - return *x.HoldingRatio - } - return 0 -} - -func (x *ShareHoldingChange) GetChangeQty() float64 { - if x != nil && x.ChangeQty != nil { - return *x.ChangeQty - } - return 0 -} - -func (x *ShareHoldingChange) GetChangeRatio() float64 { - if x != nil && x.ChangeRatio != nil { - return *x.ChangeRatio - } - return 0 -} - -func (x *ShareHoldingChange) GetTime() string { - if x != nil && x.Time != nil { - return *x.Time - } - return "" -} - -func (x *ShareHoldingChange) GetTimestamp() float64 { - if x != nil && x.Timestamp != nil { - return *x.Timestamp - } - return 0 -} - -type SubInfo struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - SubType *int32 `protobuf:"varint,1,req,name=subType" json:"subType,omitempty"` //Qot_Common.SubType,订阅类型 - SecurityList []*Security `protobuf:"bytes,2,rep,name=securityList" json:"securityList,omitempty"` //订阅该类型行情的股票 -} - -func (x *SubInfo) Reset() { - *x = SubInfo{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[19] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *SubInfo) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*SubInfo) ProtoMessage() {} - -func (x *SubInfo) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[19] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use SubInfo.ProtoReflect.Descriptor instead. -func (*SubInfo) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{19} -} - -func (x *SubInfo) GetSubType() int32 { - if x != nil && x.SubType != nil { - return *x.SubType - } - return 0 -} - -func (x *SubInfo) GetSecurityList() []*Security { - if x != nil { - return x.SecurityList - } - return nil -} - -type ConnSubInfo struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - SubInfoList []*SubInfo `protobuf:"bytes,1,rep,name=subInfoList" json:"subInfoList,omitempty"` //该连接订阅信息 - UsedQuota *int32 `protobuf:"varint,2,req,name=usedQuota" json:"usedQuota,omitempty"` //该连接已经使用的订阅额度 - IsOwnConnData *bool `protobuf:"varint,3,req,name=isOwnConnData" json:"isOwnConnData,omitempty"` //用于区分是否是自己连接的数据 -} - -func (x *ConnSubInfo) Reset() { - *x = ConnSubInfo{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[20] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *ConnSubInfo) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*ConnSubInfo) ProtoMessage() {} - -func (x *ConnSubInfo) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[20] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use ConnSubInfo.ProtoReflect.Descriptor instead. -func (*ConnSubInfo) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{20} -} - -func (x *ConnSubInfo) GetSubInfoList() []*SubInfo { - if x != nil { - return x.SubInfoList - } - return nil -} - -func (x *ConnSubInfo) GetUsedQuota() int32 { - if x != nil && x.UsedQuota != nil { - return *x.UsedQuota - } - return 0 -} - -func (x *ConnSubInfo) GetIsOwnConnData() bool { - if x != nil && x.IsOwnConnData != nil { - return *x.IsOwnConnData - } - return false -} - -type PlateInfo struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Plate *Security `protobuf:"bytes,1,req,name=plate" json:"plate,omitempty"` //板块 - Name *string `protobuf:"bytes,2,req,name=name" json:"name,omitempty"` //板块名字 - PlateType *int32 `protobuf:"varint,3,opt,name=plateType" json:"plateType,omitempty"` //PlateSetType 板块类型, 仅3207（获取股票所属板块）协议返回该字段 -} - -func (x *PlateInfo) Reset() { - *x = PlateInfo{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[21] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *PlateInfo) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*PlateInfo) ProtoMessage() {} - -func (x *PlateInfo) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[21] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use PlateInfo.ProtoReflect.Descriptor instead. -func (*PlateInfo) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{21} -} - -func (x *PlateInfo) GetPlate() *Security { - if x != nil { - return x.Plate - } - return nil -} - -func (x *PlateInfo) GetName() string { - if x != nil && x.Name != nil { - return *x.Name - } - return "" -} - -func (x *PlateInfo) GetPlateType() int32 { - if x != nil && x.PlateType != nil { - return *x.PlateType - } - return 0 -} - -type Rehab struct { - state protoimpl.MessageState - sizeCache protoimpl.SizeCache - unknownFields protoimpl.UnknownFields - - Time *string `protobuf:"bytes,1,req,name=time" json:"time,omitempty"` //时间字符串 - CompanyActFlag *int64 `protobuf:"varint,2,req,name=companyActFlag" json:"companyActFlag,omitempty"` //公司行动(CompanyAct)组合标志位,指定某些字段值是否有效 - FwdFactorA *float64 `protobuf:"fixed64,3,req,name=fwdFactorA" json:"fwdFactorA,omitempty"` //前复权因子A - FwdFactorB *float64 `protobuf:"fixed64,4,req,name=fwdFactorB" json:"fwdFactorB,omitempty"` //前复权因子B - BwdFactorA *float64 `protobuf:"fixed64,5,req,name=bwdFactorA" json:"bwdFactorA,omitempty"` //后复权因子A - BwdFactorB *float64 `protobuf:"fixed64,6,req,name=bwdFactorB" json:"bwdFactorB,omitempty"` //后复权因子B - SplitBase *int32 `protobuf:"varint,7,opt,name=splitBase" json:"splitBase,omitempty"` //拆股(例如，1拆5，Base为1，Ert为5) - SplitErt *int32 `protobuf:"varint,8,opt,name=splitErt" json:"splitErt,omitempty"` - JoinBase *int32 `protobuf:"varint,9,opt,name=joinBase" json:"joinBase,omitempty"` //合股(例如，50合1，Base为50，Ert为1) - JoinErt *int32 `protobuf:"varint,10,opt,name=joinErt" json:"joinErt,omitempty"` - BonusBase *int32 `protobuf:"varint,11,opt,name=bonusBase" json:"bonusBase,omitempty"` //送股(例如，10送3, Base为10,Ert为3) - BonusErt *int32 `protobuf:"varint,12,opt,name=bonusErt" json:"bonusErt,omitempty"` - TransferBase *int32 `protobuf:"varint,13,opt,name=transferBase" json:"transferBase,omitempty"` //转赠股(例如，10转3, Base为10,Ert为3) - TransferErt *int32 `protobuf:"varint,14,opt,name=transferErt" json:"transferErt,omitempty"` - AllotBase *int32 `protobuf:"varint,15,opt,name=allotBase" json:"allotBase,omitempty"` //配股(例如，10送2, 配股价为6.3元, Base为10, Ert为2, Price为6.3) - AllotErt *int32 `protobuf:"varint,16,opt,name=allotErt" json:"allotErt,omitempty"` - AllotPrice *float64 `protobuf:"fixed64,17,opt,name=allotPrice" json:"allotPrice,omitempty"` - AddBase *int32 `protobuf:"varint,18,opt,name=addBase" json:"addBase,omitempty"` //增发股(例如，10送2, 增发股价为6.3元, Base为10, Ert为2, Price为6.3) - AddErt *int32 `protobuf:"varint,19,opt,name=addErt" json:"addErt,omitempty"` - AddPrice *float64 `protobuf:"fixed64,20,opt,name=addPrice" json:"addPrice,omitempty"` - Dividend *float64 `protobuf:"fixed64,21,opt,name=dividend" json:"dividend,omitempty"` //现金分红(例如，每10股派现0.5元,则该字段值为0.05) - SpDividend *float64 `protobuf:"fixed64,22,opt,name=spDividend" json:"spDividend,omitempty"` //特别股息(例如，每10股派特别股息0.5元,则该字段值为0.05) - Timestamp *float64 `protobuf:"fixed64,23,opt,name=timestamp" json:"timestamp,omitempty"` //时间戳 -} - -func (x *Rehab) Reset() { - *x = Rehab{} - if protoimpl.UnsafeEnabled { - mi := &file_Qot_Common_proto_msgTypes[22] - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - ms.StoreMessageInfo(mi) - } -} - -func (x *Rehab) String() string { - return protoimpl.X.MessageStringOf(x) -} - -func (*Rehab) ProtoMessage() {} - -func (x *Rehab) ProtoReflect() protoreflect.Message { - mi := &file_Qot_Common_proto_msgTypes[22] - if protoimpl.UnsafeEnabled && x != nil { - ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x)) - if ms.LoadMessageInfo() == nil { - ms.StoreMessageInfo(mi) - } - return ms - } - return mi.MessageOf(x) -} - -// Deprecated: Use Rehab.ProtoReflect.Descriptor instead. -func (*Rehab) Descriptor() ([]byte, []int) { - return file_Qot_Common_proto_rawDescGZIP(), []int{22} -} - -func (x *Rehab) GetTime() string { - if x != nil && x.Time != nil { - return *x.Time - } - return "" -} - -func (x *Rehab) GetCompanyActFlag() int64 { - if x != nil && x.CompanyActFlag != nil { - return *x.CompanyActFlag - } - return 0 -} - -func (x *Rehab) GetFwdFactorA() float64 { - if x != nil && x.FwdFactorA != nil { - return *x.FwdFactorA - } - return 0 -} - -func (x *Rehab) GetFwdFactorB() float64 { - if x != nil && x.FwdFactorB != nil { - return *x.FwdFactorB - } - return 0 -} - -func (x *Rehab) GetBwdFactorA() float64 { - if x != nil && x.BwdFactorA != nil { - return *x.BwdFactorA - } - return 0 -} - -func (x *Rehab) GetBwdFactorB() float64 { - if x != nil && x.BwdFactorB != nil { - return *x.BwdFactorB - } - return 0 -} - -func (x *Rehab) GetSplitBase() int32 { - if x != nil && x.SplitBase != nil { - return *x.SplitBase - } - return 0 -} - -func (x *Rehab) GetSplitErt() int32 { - if x != nil && x.SplitErt != nil { - return *x.SplitErt - } - return 0 -} - -func (x *Rehab) GetJoinBase() int32 { - if x != nil && x.JoinBase != nil { - return *x.JoinBase - } - return 0 -} - -func (x *Rehab) GetJoinErt() int32 { - if x != nil && x.JoinErt != nil { - return *x.JoinErt - } - return 0 -} - -func (x *Rehab) GetBonusBase() int32 { - if x != nil && x.BonusBase != nil { - return *x.BonusBase - } - return 0 -} - -func (x *Rehab) GetBonusErt() int32 { - if x != nil && x.BonusErt != nil { - return *x.BonusErt - } - return 0 -} - -func (x *Rehab) GetTransferBase() int32 { - if x != nil && x.TransferBase != nil { - return *x.TransferBase - } - return 0 -} - -func (x *Rehab) GetTransferErt() int32 { - if x != nil && x.TransferErt != nil { - return *x.TransferErt - } - return 0 -} - -func (x *Rehab) GetAllotBase() int32 { - if x != nil && x.AllotBase != nil { - return *x.AllotBase - } - return 0 -} - -func (x *Rehab) GetAllotErt() int32 { - if x != nil && x.AllotErt != nil { - return *x.AllotErt - } - return 0 -} - -func (x *Rehab) GetAllotPrice() float64 { - if x != nil && x.AllotPrice != nil { - return *x.AllotPrice - } - return 0 -} - 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0x6d, - 0x6d, 0x6f, 0x6e, -} - -var ( - file_Qot_Common_proto_rawDescOnce sync.Once - file_Qot_Common_proto_rawDescData = file_Qot_Common_proto_rawDesc -) - -func file_Qot_Common_proto_rawDescGZIP() []byte { - file_Qot_Common_proto_rawDescOnce.Do(func() { - file_Qot_Common_proto_rawDescData = protoimpl.X.CompressGZIP(file_Qot_Common_proto_rawDescData) - }) - return file_Qot_Common_proto_rawDescData -} - -var file_Qot_Common_proto_enumTypes = make([]protoimpl.EnumInfo, 30) -var file_Qot_Common_proto_msgTypes = make([]protoimpl.MessageInfo, 23) -var file_Qot_Common_proto_goTypes = []interface{}{ - (QotMarket)(0), // 0: Qot_Common.QotMarket - (SecurityType)(0), // 1: Qot_Common.SecurityType - (PlateSetType)(0), // 2: Qot_Common.PlateSetType - (WarrantType)(0), // 3: Qot_Common.WarrantType - (OptionType)(0), // 4: Qot_Common.OptionType - (IndexOptionType)(0), // 5: Qot_Common.IndexOptionType - (OptionAreaType)(0), // 6: Qot_Common.OptionAreaType - (QotMarketState)(0), // 7: Qot_Common.QotMarketState - (TradeDateMarket)(0), // 8: Qot_Common.TradeDateMarket - (TradeDateType)(0), // 9: Qot_Common.TradeDateType - (RehabType)(0), // 10: Qot_Common.RehabType - (KLType)(0), // 11: Qot_Common.KLType - (KLFields)(0), // 12: Qot_Common.KLFields - (SubType)(0), // 13: Qot_Common.SubType - (TickerDirection)(0), // 14: Qot_Common.TickerDirection - (TickerType)(0), // 15: Qot_Common.TickerType - (DarkStatus)(0), // 16: Qot_Common.DarkStatus - (SecurityStatus)(0), // 17: Qot_Common.SecurityStatus - (HolderCategory)(0), // 18: Qot_Common.HolderCategory - (PushDataType)(0), // 19: Qot_Common.PushDataType - (SortField)(0), // 20: Qot_Common.SortField - (Issuer)(0), // 21: Qot_Common.Issuer - (IpoPeriod)(0), // 22: Qot_Common.IpoPeriod - (PriceType)(0), // 23: Qot_Common.PriceType - (WarrantStatus)(0), // 24: Qot_Common.WarrantStatus - (CompanyAct)(0), // 25: Qot_Common.CompanyAct - (QotRight)(0), // 26: Qot_Common.QotRight - (PriceReminderType)(0), // 27: Qot_Common.PriceReminderType - (PriceReminderFreq)(0), // 28: Qot_Common.PriceReminderFreq - (AssetClass)(0), // 29: Qot_Common.AssetClass - (*Security)(nil), // 30: Qot_Common.Security - (*KLine)(nil), // 31: Qot_Common.KLine - (*OptionBasicQotExData)(nil), // 32: Qot_Common.OptionBasicQotExData - (*PreAfterMarketData)(nil), // 33: Qot_Common.PreAfterMarketData - (*FutureBasicQotExData)(nil), // 34: Qot_Common.FutureBasicQotExData - (*WarrantBasicQotExData)(nil), // 35: Qot_Common.WarrantBasicQotExData - (*BasicQot)(nil), // 36: Qot_Common.BasicQot - (*TimeShare)(nil), // 37: Qot_Common.TimeShare - (*SecurityStaticBasic)(nil), // 38: Qot_Common.SecurityStaticBasic - (*WarrantStaticExData)(nil), // 39: Qot_Common.WarrantStaticExData - (*OptionStaticExData)(nil), // 40: Qot_Common.OptionStaticExData - (*FutureStaticExData)(nil), // 41: Qot_Common.FutureStaticExData - (*SecurityStaticInfo)(nil), // 42: Qot_Common.SecurityStaticInfo - (*Broker)(nil), // 43: Qot_Common.Broker - (*Ticker)(nil), // 44: Qot_Common.Ticker - (*OrderBookDetail)(nil), // 45: Qot_Common.OrderBookDetail - (*OrderBook)(nil), // 46: Qot_Common.OrderBook - (*OrderDetail)(nil), // 47: Qot_Common.OrderDetail - (*ShareHoldingChange)(nil), // 48: Qot_Common.ShareHoldingChange - (*SubInfo)(nil), // 49: Qot_Common.SubInfo - (*ConnSubInfo)(nil), // 50: Qot_Common.ConnSubInfo - (*PlateInfo)(nil), // 51: Qot_Common.PlateInfo - (*Rehab)(nil), // 52: Qot_Common.Rehab -} -var file_Qot_Common_proto_depIdxs = []int32{ - 30, // 0: Qot_Common.BasicQot.security:type_name -> Qot_Common.Security - 32, // 1: Qot_Common.BasicQot.optionExData:type_name -> Qot_Common.OptionBasicQotExData - 33, // 2: Qot_Common.BasicQot.preMarket:type_name -> Qot_Common.PreAfterMarketData - 33, // 3: Qot_Common.BasicQot.afterMarket:type_name -> Qot_Common.PreAfterMarketData - 34, // 4: Qot_Common.BasicQot.futureExData:type_name -> Qot_Common.FutureBasicQotExData - 35, // 5: Qot_Common.BasicQot.warrantExData:type_name -> Qot_Common.WarrantBasicQotExData - 30, // 6: Qot_Common.SecurityStaticBasic.security:type_name -> Qot_Common.Security - 30, // 7: Qot_Common.WarrantStaticExData.owner:type_name -> Qot_Common.Security - 30, // 8: Qot_Common.OptionStaticExData.owner:type_name -> Qot_Common.Security - 38, // 9: Qot_Common.SecurityStaticInfo.basic:type_name -> Qot_Common.SecurityStaticBasic - 39, // 10: Qot_Common.SecurityStaticInfo.warrantExData:type_name -> Qot_Common.WarrantStaticExData - 40, // 11: Qot_Common.SecurityStaticInfo.optionExData:type_name -> Qot_Common.OptionStaticExData - 41, // 12: Qot_Common.SecurityStaticInfo.futureExData:type_name -> Qot_Common.FutureStaticExData - 45, // 13: Qot_Common.OrderBook.detailList:type_name -> Qot_Common.OrderBookDetail - 30, // 14: Qot_Common.SubInfo.securityList:type_name -> Qot_Common.Security - 49, // 15: Qot_Common.ConnSubInfo.subInfoList:type_name -> Qot_Common.SubInfo - 30, // 16: Qot_Common.PlateInfo.plate:type_name -> Qot_Common.Security - 17, // [17:17] is the sub-list for method output_type - 17, // [17:17] is the sub-list for method input_type - 17, // [17:17] is the sub-list for extension type_name - 17, // [17:17] is the sub-list for extension extendee - 0, // [0:17] is the sub-list for field type_name -} - -func init() { file_Qot_Common_proto_init() } -func file_Qot_Common_proto_init() { - if File_Qot_Common_proto != nil { - return - } - if !protoimpl.UnsafeEnabled { - file_Qot_Common_proto_msgTypes[0].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*Security); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[1].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*KLine); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[2].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*OptionBasicQotExData); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[3].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*PreAfterMarketData); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[4].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*FutureBasicQotExData); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[5].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*WarrantBasicQotExData); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[6].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*BasicQot); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[7].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*TimeShare); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[8].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*SecurityStaticBasic); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[9].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*WarrantStaticExData); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[10].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*OptionStaticExData); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[11].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*FutureStaticExData); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[12].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*SecurityStaticInfo); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[13].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*Broker); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[14].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*Ticker); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[15].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*OrderBookDetail); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[16].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*OrderBook); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[17].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*OrderDetail); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[18].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*ShareHoldingChange); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[19].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*SubInfo); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[20].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*ConnSubInfo); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[21].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*PlateInfo); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - file_Qot_Common_proto_msgTypes[22].Exporter = func(v interface{}, i int) interface{} { - switch v := v.(*Rehab); i { - case 0: - return &v.state - case 1: - return &v.sizeCache - case 2: - return &v.unknownFields - default: - return nil - } - } - } - type x struct{} - out := protoimpl.TypeBuilder{ - File: protoimpl.DescBuilder{ - GoPackagePath: reflect.TypeOf(x{}).PkgPath(), - RawDescriptor: file_Qot_Common_proto_rawDesc, - NumEnums: 30, - NumMessages: 23, - NumExtensions: 0, - NumServices: 0, - }, - GoTypes: file_Qot_Common_proto_goTypes, - DependencyIndexes: file_Qot_Common_proto_depIdxs, - EnumInfos: file_Qot_Common_proto_enumTypes, - MessageInfos: file_Qot_Common_proto_msgTypes, - }.Build() - File_Qot_Common_proto = out.File - file_Qot_Common_proto_rawDesc = nil - file_Qot_Common_proto_goTypes = nil - file_Qot_Common_proto_depIdxs = nil -} diff --git a/data/market.go b/data/market.go deleted file mode 100644 index 27db52632d434b046b20efe70fac71960d1bbf0e..0000000000000000000000000000000000000000 --- a/data/market.go +++ /dev/null @@ -1,114 +0,0 @@ -package data - -import ( - "fmt" - "gitee.com/quant1x/pandas/data/category" - "github.com/mymmsc/gox/logger" -) - -func init() { - logger.SetLogPath(category.LOG_ROOT_PATH) -} - -func GetCodeList() []string { - fullCodes := make([]string, 0) - // 指数 - indexes := []string{"sh000001", - "sh000905", "sz399001", "sz399006"} - fullCodes = append(fullCodes, indexes...) - - // 更新代码 - // 上海 - // sh600000-sh600999 - { - var ( - codeBegin = 600000 - codeEnd = 600999 - ) - for i := codeBegin; i <= codeEnd; i++ { - fc := fmt.Sprintf("sh%d", i) - fullCodes = append(fullCodes, fc) - } - } - // sh601000-sh601999 - { - var ( - codeBegin = 601000 - codeEnd = 601999 - ) - for i := codeBegin; i <= codeEnd; i++ { - fc := fmt.Sprintf("sh%d", i) - fullCodes = append(fullCodes, fc) - } - } - // sh603000-sh603999 - { - var ( - codeBegin = 603000 - codeEnd = 603999 - ) - for i := codeBegin; i <= codeEnd; i++ { - fc := fmt.Sprintf("sh%d", i) - fullCodes = append(fullCodes, fc) - } - } - // sh688000-sh688999 - { - var ( - codeBegin = 688000 - codeEnd = 688999 - ) - for i := codeBegin; i <= codeEnd; i++ { - fc := fmt.Sprintf("sh%d", i) - fullCodes = append(fullCodes, fc) - } - } - // 深圳证券交易所 - // 深圳主板: sz000000-sz000999 - { - var ( - codeBegin = 0 - codeEnd = 999 - ) - for i := codeBegin; i <= codeEnd; i++ { - fc := fmt.Sprintf("sz000%03d", i) - fullCodes = append(fullCodes, fc) - } - } - // 中小板: sz002000-sz002999 - { - var ( - codeBegin = 2000 - codeEnd = 2999 - ) - for i := codeBegin; i <= codeEnd; i++ { - fc := fmt.Sprintf("sz00%04d", i) - fullCodes = append(fullCodes, fc) - } - } - // 创业板: sz300000-sz300999 - { - var ( - codeBegin = 300000 - codeEnd = 300999 - ) - for i := codeBegin; i <= codeEnd; i++ { - fc := fmt.Sprintf("sz%06d", i) - fullCodes = append(fullCodes, fc) - } - } - //fullCodes = fullCodes[0:0] - // 港股: hk00001-hk09999 - //{ - // var ( - // codeBegin = 1 - // codeEnd = 9999 - // ) - // for i := codeBegin; i <= codeEnd; i++ { - // fc := fmt.Sprintf("hk%05d", i) - // fullCodes = append(fullCodes, fc) - // } - //} - - return fullCodes -} diff --git a/data/security/resources/hk.json b/data/security/resources/hk.json deleted file mode 100644 index 1a27529ba858d00a222abe48c43719a69b1653f0..0000000000000000000000000000000000000000 --- a/data/security/resources/hk.json +++ /dev/null @@ -1,36038 +0,0 @@ -[ - { - "security": { - "market": 1, - "code": "00001" - }, - "id": 4440996184065, - "lotSize": 500, - "secType": 3, - "name": "长和", - "listTime": "2015-03-18", - "delisting": false, - "listTimestamp": 1426608000 - }, - { - "security": { - "market": 1, - "code": "00002" - }, - "id": 2, - "lotSize": 500, - "secType": 3, - "name": "中电控股", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00003" - }, - "id": 3, - "lotSize": 1000, - "secType": 3, - "name": "香港中华煤气", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00004" - }, - "id": 4, - "lotSize": 1000, - "secType": 3, - "name": "九龙仓集团", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00005" - }, - "id": 5, - "lotSize": 400, - "secType": 3, - "name": "汇丰控股", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00006" - }, - "id": 6, - "lotSize": 500, - "secType": 3, - "name": "电能实业", - "listTime": "1976-08-16", - "delisting": false, - "listTimestamp": 208972800 - }, - { - "security": { - "market": 1, - "code": "00007" - }, - "id": 48133698486279, - "lotSize": 2000, - "secType": 3, - "name": "智富资源投资", - "listTime": "2000-09-08", - "delisting": false, - "listTimestamp": 968342400 - }, - { - "security": { - "market": 1, - "code": "00008" - }, - "id": 38890928865288, - "lotSize": 1000, - "secType": 3, - "name": "电讯盈科", - "listTime": "1994-10-18", - "delisting": false, - "listTimestamp": 782409600 - }, - { - "security": { - "market": 1, - "code": "00009" - }, - "id": 49718541418505, - "lotSize": 6000, - "secType": 3, - "name": "金奥国际", - "listTime": "2001-09-12", - "delisting": false, - "listTimestamp": 1000224000 - }, - { - "security": { - "market": 1, - "code": "00010" - }, - "id": 4355096838154, - "lotSize": 1000, - "secType": 3, - "name": "恒隆集团", - "listTime": "1972-10-12", - "delisting": false, - "listTimestamp": 87667200 - }, - { - "security": { - "market": 1, - "code": "00011" - }, - "id": 3865470566411, - "lotSize": 100, - "secType": 3, - "name": "恒生银行", - "listTime": "1972-06-20", - "delisting": false, - "listTimestamp": 77817600 - }, - { - "security": { - "market": 1, - "code": "00012" - }, - "id": 18124761989132, - "lotSize": 1000, - "secType": 3, - "name": "恒基地产", - "listTime": "1981-07-23", - "delisting": false, - "listTimestamp": 364665600 - }, - { - "security": { - "market": 1, - "code": "00013" - }, - "id": 80723910328333, - "lotSize": 500, - "secType": 3, - "name": "和黄医药", - "listTime": "2021-06-30", - "delisting": false, - "listTimestamp": 1624982400 - }, - { - "security": { - "market": 1, - "code": "00014" - }, - "id": 18369575125006, - "lotSize": 1000, - "secType": 3, - "name": "希慎兴业", - "listTime": "1981-09-18", - "delisting": false, - "listTimestamp": 369590400 - }, - { - "security": { - "market": 1, - "code": "00016" - }, - "id": 4209067950096, - "lotSize": 500, - "secType": 3, - "name": "新鸿基地产", - "listTime": "1972-09-08", - "delisting": false, - "listTimestamp": 84729600 - }, - { - "security": { - "market": 1, - "code": "00017" - }, - "id": 4535485464593, - "lotSize": 1000, - "secType": 3, - "name": "新世界发展", - "listTime": "1972-11-23", - "delisting": false, - "listTimestamp": 91296000 - }, - { - "security": { - "market": 1, - "code": "00018" - }, - "id": 27646704484370, - "lotSize": 2000, - "secType": 3, - "name": "东方报业集团", - "listTime": "1987-08-18", - "delisting": false, - "listTimestamp": 556214400 - }, - { - "security": { - "market": 1, - "code": "00019" - }, - "id": 19, - "lotSize": 500, - "secType": 3, - "name": "太古股份公司A", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00021" - }, - "id": 21, - "lotSize": 5000, - "secType": 3, - "name": "大中华地产控股", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00022" - }, - "id": 4625679777814, - "lotSize": 40000, - "secType": 3, - "name": "茂盛控股", - "listTime": "1972-12-14", - "delisting": false, - "listTimestamp": 93110400 - }, - { - "security": { - "market": 1, - "code": "00023" - }, - "id": 23, - "lotSize": 200, - "secType": 3, - "name": "东亚银行", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00024" - }, - "id": 21492016349208, - "lotSize": 2000, - "secType": 3, - "name": "宝威控股", - "listTime": "1983-09-15", - "delisting": false, - "listTimestamp": 432403200 - }, - { - "security": { - "market": 1, - "code": "00025" - }, - "id": 23411866730521, - "lotSize": 2000, - "secType": 3, - "name": "其士国际", - "listTime": "1984-12-05", - "delisting": false, - "listTimestamp": 471024000 - }, - { - "security": { - "market": 1, - "code": "00026" - }, - "id": 26, - "lotSize": 200, - "secType": 3, - "name": "中华汽车", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00027" - }, - "id": 34136400068635, - "lotSize": 1000, - "secType": 3, - "name": "银河娱乐", - "listTime": "1991-10-07", - "delisting": false, - "listTimestamp": 686764800 - }, - { - "security": { - "market": 1, - "code": "00028" - }, - "id": 26989574488092, - "lotSize": 1000, - "secType": 3, - "name": "天安", - "listTime": "1987-03-18", - "delisting": false, - "listTimestamp": 542995200 - }, - { - "security": { - "market": 1, - "code": "00029" - }, - "id": 29, - "lotSize": 2000, - "secType": 3, - "name": "达力集团", - "listTime": "1973-01-25", - "delisting": false, - "listTimestamp": 96739200 - }, - { - "security": { - "market": 1, - "code": "00030" - }, - "id": 34144990003230, - "lotSize": 2000, - "secType": 3, - "name": "万隆控股集团", - "listTime": "1991-10-09", - "delisting": false, - "listTimestamp": 686937600 - }, - { - "security": { - "market": 1, - "code": "00031" - }, - "id": 18266495909919, - "lotSize": 2000, - "secType": 3, - "name": "航天控股", - "listTime": "1981-08-25", - "delisting": false, - "listTimestamp": 367516800 - }, - { - "security": { - "market": 1, - "code": "00032" - }, - "id": 7172595384352, - "lotSize": 1000, - "secType": 3, - "name": "港通控股", - "listTime": "1974-07-30", - "delisting": false, - "listTimestamp": 144345600 - }, - { - "security": { - "market": 1, - "code": "00033" - }, - "id": 59420872540193, - "lotSize": 6000, - "secType": 3, - "name": "安山金控", - "listTime": "2007-11-19", - "delisting": false, - "listTimestamp": 1195401600 - }, - { - "security": { - "market": 1, - "code": "00034" - }, - "id": 40003325394978, - "lotSize": 1000, - "secType": 3, - "name": "九龙建业", - "listTime": "1995-07-04", - "delisting": false, - "listTimestamp": 804787200 - }, - { - "security": { - "market": 1, - "code": "00035" - }, - "id": 4264902524963, - "lotSize": 1000, - "secType": 3, - "name": "远东发展", - "listTime": "1972-09-21", - "delisting": false, - "listTimestamp": 85852800 - }, - { - "security": { - "market": 1, - "code": "00036" - }, - "id": 4883377815588, - "lotSize": 3000, - "secType": 3, - "name": "远东控股国际", - "listTime": "1973-02-12", - "delisting": false, - "listTimestamp": 98294400 - }, - { - "security": { - "market": 1, - "code": "00037" - }, - "id": 14899241549861, - "lotSize": 2000, - "secType": 3, - "name": "远东酒店实业", - "listTime": "1979-07-03", - "delisting": false, - "listTimestamp": 299779200 - }, - { - "security": { - "market": 1, - "code": "00038" - }, - "id": 43095701848102, - "lotSize": 2000, - "secType": 3, - "name": "第一拖拉机股份", - "listTime": "1997-06-23", - "delisting": false, - "listTimestamp": 866995200 - }, - { - "security": { - "market": 1, - "code": "00039" - }, - "id": 48692044234791, - "lotSize": 8000, - "secType": 3, - "name": "中国北大荒", - "listTime": "2001-01-16", - "delisting": false, - "listTimestamp": 979574400 - }, - { - "security": { - "market": 1, - "code": "00040" - }, - "id": 22741851832360, - "lotSize": 1000, - "secType": 3, - "name": "金山工业", - "listTime": "1984-07-02", - "delisting": false, - "listTimestamp": 457545600 - }, - { - "security": { - "market": 1, - "code": "00041" - }, - "id": 41, - "lotSize": 1000, - "secType": 3, - "name": "鹰君", - "listTime": "1972-10-26", - "delisting": false, - "listTimestamp": 88876800 - }, - { - "security": { - "market": 1, - "code": "00042" - }, - "id": 40011915329578, - "lotSize": 2000, - "secType": 3, - "name": "东北电气", - "listTime": "1995-07-06", - "delisting": false, - "listTimestamp": 804960000 - }, - { - "security": { - "market": 1, - "code": "00043" - }, - "id": 28737626177579, - "lotSize": 2000, - "secType": 3, - "name": "卜蜂国际", - "listTime": "1988-04-28", - "delisting": false, - "listTimestamp": 578160000 - }, - { - "security": { - "market": 1, - "code": "00045" - }, - "id": 45, - "lotSize": 500, - "secType": 3, - "name": "大酒店", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00046" - }, - "id": 44508746088494, - "lotSize": 2000, - "secType": 3, - "name": "科联系统", - "listTime": "1998-05-18", - "delisting": false, - "listTimestamp": 895420800 - }, - { - "security": { - "market": 1, - "code": "00047" - }, - "id": 60116657242159, - "lotSize": 4000, - "secType": 3, - "name": "合兴集团", - "listTime": "2008-04-29", - "delisting": false, - "listTimestamp": 1209398400 - }, - { - "security": { - "market": 1, - "code": "00048" - }, - "id": 63909113364528, - "lotSize": 10000, - "secType": 3, - "name": "中国汽车内饰", - "listTime": "2010-09-29", - "delisting": false, - "listTimestamp": 1285689600 - }, - { - "security": { - "market": 1, - "code": "00050" - }, - "id": 50, - "lotSize": 1000, - "secType": 3, - "name": "香港小轮(集团)", - "listTime": "1970-01-01", - "delisting": false, - "listTimestamp": 0 - }, - { - "security": { - "market": 1, - "code": "00051" - }, - "id": 51, - "lotSize": 1000, - "secType": 3, - "name": "海港企业", - "listTime": "1971-02-15", - "delisting": false, - "listTimestamp": 35395200 - }, - { - "security": { - "market": 1, - "code": "00052" - }, - "id": 34144990003252, - "lotSize": 500, - "secType": 3, - "name": "大快活", - "listTime": "1991-10-09", - "delisting": false, - "listTimestamp": 686937600 - }, - { - "security": { - "market": 1, - "code": "00053" - }, - "id": 20912195764277, - "lotSize": 1000, - "secType": 3, - "name": "国浩集团", - "listTime": "1983-05-03", - "delisting": false, - "listTimestamp": 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"id": 62590558404681, - "lotSize": 1000, - "secType": 3, - "name": "亚洲果业", - "listTime": "2009-11-26", - "delisting": false, - "listTimestamp": 1259164800 - }, - { - "security": { - "market": 1, - "code": "00075" - }, - "id": 23313082482763, - "lotSize": 2000, - "secType": 3, - "name": "渝太地产", - "listTime": "1984-11-12", - "delisting": false, - "listTimestamp": 469036800 - }, - { - "security": { - "market": 1, - "code": "00076" - }, - "id": 23102629085260, - "lotSize": 4000, - "secType": 3, - "name": "谊砾控股", - "listTime": "1984-09-24", - "delisting": false, - "listTimestamp": 464803200 - }, - { - "security": { - "market": 1, - "code": "00077" - }, - "id": 53781580480589, - "lotSize": 2000, - "secType": 3, - "name": "进智公共交通", - "listTime": "2004-04-15", - "delisting": false, - "listTimestamp": 1081958400 - }, - { - "security": { - "market": 1, - "code": "00078" - }, - "id": 78, - "lotSize": 2000, - "secType": 3, - "name": "富豪酒店", - "listTime": "1980-11-03", - "delisting": false, - 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\ No newline at end of file diff --git a/data/security/static.go b/data/security/static.go deleted file mode 100644 index 243f131b99975c42652112316bcf2671ebb78752..0000000000000000000000000000000000000000 --- a/data/security/static.go +++ /dev/null @@ -1,244 +0,0 @@ -package security - -import ( - "embed" - "encoding/json" - "fmt" - "gitee.com/quant1x/pandas/data/category" - "gitee.com/quant1x/pandas/data/constant" - "gitee.com/quant1x/pandas/utils" - "github.com/mymmsc/gox/errors" - "github.com/mymmsc/gox/logger" - "os" -) - -const ( - MARKET_SH string = "sh" // 上海 - MARKET_SZ string = "sz" // 深圳 - MARKET_HK string = "hk" // 香港 -) - -var ( - // ResourcesPath 资源路径 - ResourcesPath = "resources" - // MarketName 市场名称 - MarketName = map[string]string{ - MARKET_SH: "上海", - MARKET_SZ: "深圳", - MARKET_HK: "香港", - } - MarketSecurity = map[string]int32{ - MARKET_SH: int32(constant.QotMarket_QotMarket_CNSH_Security), - MARKET_SZ: int32(constant.QotMarket_QotMarket_CNSZ_Security), - MARKET_HK: int32(constant.QotMarket_QotMarket_HK_Security), - } - // 证券市场缓存 - cacheSecurity = map[string]StaticBasic{} -) - -var ( - // ErrCacheNotExist 没有缓存 - ErrCacheNotExist = errors.New("Cache not exist") - // ErrCodeNotExist 证券代码不存在 - ErrCodeNotExist = errors.New("Securities code does not exist") -) - -func GetStockCode(market string, code string) string { - return fmt.Sprintf("%s%s", market, code) -} - -//go:embed resources/* -var resources embed.FS - -// Security 两个字段确定一支股票 -type Security struct { - Market int32 `json:"market,omitempty"` //QotMarket,股票市场 - Code string `json:"code,omitempty"` //股票代码 -} - -type StaticBasic struct { - Security Security `json:"security,omitempty"` //股票 - Id int64 `json:"id,omitempty"` //股票ID - LotSize int32 `json:"lotSize,omitempty"` //每手数量,期权以及期货类型表示合约乘数 - SecType int32 `json:"secType,omitempty"` //Qot_Common.SecurityType,股票类型 - Name string `json:"name,omitempty"` //股票名字 - ListTime string `json:"listTime,omitempty"` //上市时间字符串 - Delisting bool `json:"delisting,omitempty"` //是否退市 - ListTimestamp float64 `json:"listTimestamp,omitempty"` //上市时间戳, 秒数 - CCass string `json:"cCass,omitempty"` //CCASS股份编号 - ASecurity bool `json:aSecurity,omitempty` //是否A股通 -} - -// 生成指数静态信息 -func genIndexStaticInfo(market, code, name, listTime string, id int64, lotSize int32) (*StaticBasic, error) { - marketSecurity, ok := MarketSecurity[market] - if !ok { - return nil, ErrCodeNotExist - } - fullCode := GetStockCode(market, code) - listTimestamp, err := utils.ParseTime(listTime) - if err != nil { - return nil, err - } - return &StaticBasic{ - Security: Security{ - Market: marketSecurity, - Code: fullCode, - }, - Id: id, - LotSize: lotSize, - SecType: int32(constant.SecurityType_SecurityType_Index), - Name: name, - ListTime: listTime, - Delisting: false, - ListTimestamp: float64(listTimestamp.Unix()), - }, nil -} - -func init() { - logger.Infof("开始初始化市场静态数据...") - // 1.上海指数 - // 上证综合指数 000001.sh - /*code := GetStockCode(MARKET_SH, "000001") - listTime := "1990-12-19" - listTimestamp, _ := utils.ParseTime(listTime) - index := StaticBasic{ - Security: Security{ - Market: int32(constant.QotMarket_QotMarket_CNSH_Security), - Code: code, - }, - Id: 1000001, - LotSize: 100, - SecType: int32(constant.SecurityType_SecurityType_Index), - Name: "上证指数", - ListTime: listTime, - Delisting: false, - ListTimestamp: float64(listTimestamp.Unix()), - }*/ - - index, err := genIndexStaticInfo(MARKET_SH, "000001", "上证指数", "1990-12-19", 1000001, 100) - if err == nil && index != nil { - cacheSecurity[index.Security.Code] = *index - } - - // 中证500 sh000905 2007-01-15 - /*code = GetStockCode(MARKET_SH, "000905") - listTime = "2007-01-15" - listTimestamp, _ = utils.ParseTime(listTime) - index = StaticBasic{ - Security: Security{ - Market: int32(constant.QotMarket_QotMarket_CNSH_Security), - Code: code, - }, - Id: 1000905, - LotSize: 100, - SecType: int32(constant.SecurityType_SecurityType_Index), - Name: "中证500", - ListTime: listTime, - Delisting: false, - ListTimestamp: float64(listTimestamp.Unix()), - } - cacheSecurity[code] = index*/ - index, err = genIndexStaticInfo(MARKET_SH, "000905", "中证500", "2007-01-15", 1000905, 100) - if err == nil && index != nil { - cacheSecurity[index.Security.Code] = *index - } - - // 2. 深圳指数 - // 深证成指, sz399001, 1993-01-03 - /*code = GetStockCode(MARKET_SZ, "399001") - listTime = "1993-01-03" - listTimestamp, _ = utils.ParseTime(listTime) - index = StaticBasic{ - Security: Security{ - Market: int32(constant.QotMarket_QotMarket_CNSZ_Security), - Code: code, - }, - Id: 2399001, - LotSize: 100, - SecType: int32(constant.SecurityType_SecurityType_Index), - Name: "深证成指", - ListTime: listTime, - Delisting: false, - ListTimestamp: float64(listTimestamp.Unix()), - } - cacheSecurity[code] = index*/ - index, err = genIndexStaticInfo(MARKET_SZ, "399001", "深证成指", "1993-01-03", 2399001, 100) - if err == nil && index != nil { - cacheSecurity[index.Security.Code] = *index - } - // 创业板指, sz399006, 2010-06-02 - /*code = GetStockCode(MARKET_SZ, "399006") - listTime = "2010-06-02" - listTimestamp, _ = utils.ParseTime(listTime) - index = StaticBasic{ - Security: Security{ - Market: int32(constant.QotMarket_QotMarket_CNSZ_Security), - Code: code, - }, - Id: 2399001, - LotSize: 100, - SecType: int32(constant.SecurityType_SecurityType_Index), - Name: "创业板指", - ListTime: listTime, - Delisting: false, - ListTimestamp: float64(listTimestamp.Unix()), - } - cacheSecurity[code] = index*/ - index, err = genIndexStaticInfo(MARKET_SZ, "399006", "创业板指", "2010-06-02", 2399006, 100) - if err == nil && index != nil { - cacheSecurity[index.Security.Code] = *index - } - // 3. 香港指数 恒生指数时间不准确 - // 4. 加载 上海的个股信息 - for market, name := range MarketName { - logger.Infof("开始加载 %s 个股静态信息...", name) - list, err := GetStaticBasic(market) - if err != nil { - logger.Errorf("上海个股信息加载失败") - } else { - for _, item := range list { - if item.Delisting || item.ListTimestamp == 0.00 { - // 跳过退市和时间戳为0的个股 - continue - } - code := GetStockCode(market, item.Security.Code) - cacheSecurity[code] = item - } - } - logger.Infof("开始加载 %s 个股静态信息...OK", name) - } - logger.Infof("开始初始化市场静态数据...OK") -} - -func GetStaticBasic(market string) (list []StaticBasic, err error) { - filename := fmt.Sprintf("%s/%s.json", ResourcesPath, market) - fileBuf, err := resources.ReadFile(filename) - if err != nil { - logger.Debugf("market[%s]: K线数据文件不存在", market) - return nil, ErrCacheNotExist - } - err = json.Unmarshal(fileBuf, &list) - return -} - -func GetBasicInfo(code string) (*StaticBasic, error) { - info, ok := cacheSecurity[code] - if !ok || info.Delisting { - return nil, ErrCodeNotExist - } - return &info, nil -} - -func WriteBasicInfo(market string, array []byte) { - filename := fmt.Sprintf("%s/%s.json", ResourcesPath, market) - fw, err := os.OpenFile("data/security/"+filename, os.O_CREATE|os.O_WRONLY|os.O_TRUNC, category.CACHE_FILE_MODE) - if err != nil { - logger.Debugf("filename[%s]: JSON文件打开失败", filename, err) - } - defer fw.Close() - _, err = fw.Write(array) - if err != nil { - logger.Debugf("filename[%s]: JSON文件写入失败", filename, err) - } -} diff --git a/dataframe_type.go b/dataframe_type.go index 7e725f03c90db0700f4575ace2d61b35787ae220..3279026b37da76c3e818f7ac6bc5106db2c74957 100644 --- a/dataframe_type.go +++ b/dataframe_type.go @@ -2,8 +2,8 @@ package pandas import ( "fmt" - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" + "github.com/mymmsc/gox/exception" "reflect" "strconv" "strings" @@ -66,7 +66,7 @@ func findTypeByString(arr []string) (stat.Type, error) { } hasStrings = true } - if stringLengthEqual == 0 { + if !hasFloats && stringLengthEqual == 0 { hasStrings = true } // 类型优先级, string > bool > float > int, string 为默认类型 diff --git a/exception/errors.go b/exception/errors.go deleted file mode 100644 index bfcccaef9a87e7cc2fb2d50a0f6422fffb5102af..0000000000000000000000000000000000000000 --- a/exception/errors.go +++ /dev/null @@ -1,29 +0,0 @@ -package exception - -import "fmt" - -type Throwable interface { - error - Code() int -} - -type Exception struct { - Throwable - code int - message string -} - -func New(code int, message string) *Exception { - return &Exception{ - code: code, - message: message, - } -} - -func (this Exception) Error() string { - return fmt.Sprintf("#%d, message=%s", this.code, this.message) -} - -func (this Exception) Code() int { - return this.code -} diff --git a/formula/avedev.go b/formula/avedev.go index b404535772e5a98896f2b4118ce370be029d9fe9..39c9c6520d428d2294466051b261593576c7de09 100644 --- a/formula/avedev.go +++ b/formula/avedev.go @@ -7,12 +7,12 @@ import ( // AVEDEV 平均绝对偏差, (序列与其平均值的绝对差的平均值) // // AVEDEV(S,N) 返回平均绝对偏差 -func AVEDEV(S stat.Series, N any) any { +func AVEDEV(S stat.Series, N any) stat.Series { return S.Rolling(N).Apply(func(X stat.Series, W stat.DType) stat.DType { x := X.DTypes() x1 := X.Mean() r := stat.Sub(x, x1) r = stat.Abs(r) return stat.Mean(r) - }).Values() + }) } diff --git a/formula/avedev_test.go b/formula/avedev_test.go index 532b3ab6d66c7272f2d2429744d8d50938126018..a975d8bbd9d68362c0dcc7d7e192d905ce692e33 100644 --- a/formula/avedev_test.go +++ b/formula/avedev_test.go @@ -3,6 +3,7 @@ package formula import ( "fmt" "gitee.com/quant1x/pandas" + "gitee.com/quant1x/pandas/data/cache" "testing" ) @@ -11,13 +12,12 @@ func TestAVEDEV(t *testing.T) { Y := pandas.NewSeriesWithoutType("y", y) fmt.Println(AVEDEV(Y, 5)) - csv := "~/.quant1x/data/cn/002528.csv" - df := pandas.ReadCSV(csv) + df := cache.KLine("sz002528") df.SetNames("data", "open", "close", "high", "low", "volume", "amount", "zf", "zdf", "zde", "hsl") fmt.Println(df) fmt.Println(df.Names()) df.SetName("收盘", "close") - CLOSE := df.Col("close") + CLOSE := df.ColAsNDArray("close") c1 := AVEDEV(CLOSE, 5) C := pandas.NewSeriesWithoutType("c1", c1) diff --git a/formula/barslast.go b/formula/barslast.go index a22002181acfbfaef1447334ba15f1f58557aef8..7369beaef8aa964673037c5d2a1f09b65c15181f 100644 --- a/formula/barslast.go +++ b/formula/barslast.go @@ -4,7 +4,9 @@ import ( "gitee.com/quant1x/pandas/stat" ) -// BARSLAST 为了测试SMA,BARSLAST必须要先实现, 给SMA提供序列换参数, 以便验证, python那边还没实现 +// BARSLAST 上一次条件成立到当前的周期, BARSLAST(C/REF(C,1)>=1.1) 上一次涨停到今天的天数 +// +// 为了测试SMA,BARSLAST必须要先实现, 给SMA提供序列换参数, 以便验证, python那边还没实现 func BARSLAST(S stat.Series) []stat.DType { fs := S.DTypes() as := stat.Repeat[stat.DType](1, S.Len()) diff --git a/formula/barslast_test.go b/formula/barslast_test.go new file mode 100644 index 0000000000000000000000000000000000000000..b483fb7030e8abee44885b512598f020701af29c --- /dev/null +++ b/formula/barslast_test.go @@ -0,0 +1,14 @@ +package formula + +import ( + "fmt" + "gitee.com/quant1x/pandas/stat" + "testing" +) + +func TestBARSLAST(t *testing.T) { + f0 := []float64{1, 2, 3, 4, 5, 6, 0, 8, 9, 10, 11, 12} + i0 := CompareGt(f0, 100) + s0 := stat.NewSeries[bool](i0...) + fmt.Println(BARSLAST(s0)) +} diff --git a/formula/comparison.go b/formula/comparison.go index 2ef4a6d23a9968b9a54776265aa3f05191afcb98..bcc5b53806e04a2d50b6e6ee938445718d60fbc5 100644 --- a/formula/comparison.go +++ b/formula/comparison.go @@ -1,11 +1,31 @@ package formula import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" + "github.com/mymmsc/gox/exception" "github.com/viterin/vek" ) +// EQ 相等 +func EQ(S1, S2 stat.Series) []bool { + var d []bool + switch S1.Type() { + case stat.SERIES_TYPE_BOOL: + d = stat.Equal[bool](S1.Values().([]bool), S2.Values().([]bool)) + case stat.SERIES_TYPE_STRING: + d = stat.Equal[string](S1.Values().([]string), S2.Values().([]string)) + default: + f1 := S1.DTypes() + f2 := S2.DTypes() + d = stat.Equal[stat.DType](f1, f2) + } + return d +} + +func EQ2(S1 []stat.DType, S2 int) []bool { + return vek.EqNumber(S1, stat.DType(S2)) +} + func AND[T stat.Number | ~bool](a, b []T) []bool { return stat.And(a, b) } diff --git a/formula/count.go b/formula/count.go index c3d430b634b50ee590cc18905de9ac618f62da94..84ea8ab8bf62ed4eb2c6743ac4d1ceba69bcb70b 100644 --- a/formula/count.go +++ b/formula/count.go @@ -20,22 +20,3 @@ func COUNT(S []bool, N int) []int { } return ret } - -func COUNT_V2(S stat.Series, N any) stat.Series { - return S.Rolling(N).Count() -} - -// COUNT_v1 一般性比较 -func COUNT_v1(S stat.Series, N any) []stat.Int { - //values := S.DTypes() - return S.Rolling(N).Apply(func(X stat.Series, W stat.DType) stat.DType { - x := X.DTypes() - n := 0 - for _, v := range x { - if v != 0 { - n++ - } - } - return stat.DType(n) - }).Ints() -} diff --git a/formula/count_test.go b/formula/count_test.go index cddf06e2be62609b00e463eaa684cd7f31230629..39e887922f4441dc81e8baf10c56266152e54d52 100644 --- a/formula/count_test.go +++ b/formula/count_test.go @@ -9,38 +9,6 @@ import ( func TestCOUNT(t *testing.T) { f0 := []float64{1, 2, 3, 4, 5, 6, 0, 8, 9, 10, 11, 12} i0 := CompareGte(f0, 1) - s0 := pandas.NewSeriesWithoutType("f0", i0) - fmt.Println(COUNT_v1(s0, 5)) - //s2 := []float64{1, 2, 3, 4, 3, 3, 2, 1, stat.DTypeNaN, stat.DTypeNaN, stat.DTypeNaN, stat.DTypeNaN} - //fmt.Println(s2) - ////stat.Fill(s2, 1.0, true) - ////fmt.Println(s2) - //fmt.Println(DMA(s0, s2)) - //csv := "~/.quant1x/data/cn/002528.csv" - //df := pandas.ReadCSV(csv) - //df.SetNames("data", "open", "close", "high", "low", "volume", "amount", "zf", "zdf", "zde", "hsl") - //fmt.Println(df) - //CLOSE := df.Col("close") - // - //cs := CLOSE.Values().([]float32) - //REF10 := REF(CLOSE, 10).([]float32) - //v1 := vek32.Div(cs, REF10) - //df01 := pandas.NewSeries(pandas.SERIES_TYPE_FLOAT32, "x", v1) - //x0 := make([]stat.DType, CLOSE.Len()) - //df01.Apply(func(idx int, v any) { - // f := v.(float32) - // t := stat.DType(0) - // if f >= 1.05 { - // t = stat.DType(1) - // } - // x0[idx] = t - //}) - //n := BARSLAST(pandas.NewSeries(pandas.SERIES_TYPE_FLOAT32, "", x0)) - //fmt.Println(n[len(n)-10:]) - //x := DMA(CLOSE, pandas.NewSeries(pandas.SERIES_TYPE_DTYPE, "", n)) - // - ////x := EMA(CLOSE, 7) - //sx := pandas.NewSeries(pandas.SERIES_TYPE_DTYPE, "x", x) - //df = pandas.NewDataFrame(CLOSE, sx) - //fmt.Println(df) + s0 := pandas.NewSeriesWithoutType("f0", i0).Values().([]bool) + fmt.Println(COUNT(s0, 5)) } diff --git a/formula/dma_test.go b/formula/dma_test.go index 96d198a152e65dd7aa85d92889993a261cfd27cc..2dc2156412102e15ad91162a36cb1e823219ce6d 100644 --- a/formula/dma_test.go +++ b/formula/dma_test.go @@ -4,7 +4,6 @@ import ( "fmt" "gitee.com/quant1x/pandas" "gitee.com/quant1x/pandas/stat" - "github.com/viterin/vek/vek32" "testing" ) @@ -21,11 +20,11 @@ func TestDMA(t *testing.T) { df := pandas.ReadCSV(csv) df.SetNames("data", "open", "close", "high", "low", "volume", "amount", "zf", "zdf", "zde", "hsl") fmt.Println(df) - CLOSE := df.Col("close") + CLOSE := df.ColAsNDArray("close") - cs := CLOSE.Values().([]float32) - REF10 := REF(CLOSE, 10).([]float32) - d1 := vek32.Div(cs, REF10) + cs := CLOSE + REF10 := REF(CLOSE, 10) + d1 := cs.Div(REF10) df01 := pandas.NewSeries(stat.SERIES_TYPE_FLOAT32, "x", d1) x0 := make([]stat.DType, CLOSE.Len()) df01.Apply(func(idx int, v any) { diff --git a/formula/ema.go b/formula/ema.go index ac8310c0438225c9eb996cae6008ea69a4a9b7ad..ef568c0b73a9ff09d17adb31ef49673947351df2 100644 --- a/formula/ema.go +++ b/formula/ema.go @@ -1,8 +1,8 @@ package formula import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" + "github.com/mymmsc/gox/exception" ) // EMA 指数移动平均,为了精度 S>4*N EMA至少需要120周期 diff --git a/formula/ema_test.go b/formula/ema_test.go index 970e5f7514d88d160d02bf742dbc5b0fb41e6cd6..8cddf866fae9a13068820c958259606dc94d84f2 100644 --- a/formula/ema_test.go +++ b/formula/ema_test.go @@ -4,7 +4,6 @@ import ( "fmt" "gitee.com/quant1x/pandas" "gitee.com/quant1x/pandas/stat" - "github.com/viterin/vek/vek32" "testing" ) @@ -17,11 +16,11 @@ func TestEMA(t *testing.T) { df.SetNames("data", "open", "close", "high", "low", "volume", "amount", "zf", "zdf", "zde", "hsl") fmt.Println(df) //df.SetName("收盘", "close") - CLOSE := df.Col("close") + CLOSE := df.ColAsNDArray("close") - cs := CLOSE.Values().([]float32) - REF10 := REF(CLOSE, 10).([]float32) - d1 := vek32.Div(cs, REF10) + cs := CLOSE + REF10 := REF(CLOSE, 10) + d1 := cs.Div(REF10) df01 := pandas.NewSeries(stat.SERIES_TYPE_FLOAT32, "x", d1) x0 := make([]stat.DType, CLOSE.Len()) df01.Apply(func(idx int, v any) { diff --git a/formula/filter.go b/formula/filter.go index 18fc92f5e027417f79f2532d0de1b97defb4dda5..3ccff1d961ed4e03fa9fd85234f45e57b7594148 100644 --- a/formula/filter.go +++ b/formula/filter.go @@ -1,8 +1,8 @@ package formula import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" + "github.com/mymmsc/gox/exception" ) // FILTER 过滤连续出现的信号 diff --git a/formula/if.go b/formula/if.go index a1119030ebb64d5f572623df85e0bc58a2b97cf9..7df6c420539d0bd4275e98b7ab6c73b8503f59b4 100644 --- a/formula/if.go +++ b/formula/if.go @@ -1,7 +1,6 @@ package formula import ( - "gitee.com/quant1x/pandas" "gitee.com/quant1x/pandas/stat" ) @@ -12,11 +11,11 @@ func IF(S, A, B stat.Series) stat.Series { // IFF 序列布尔判断 return=A if S==True else B func IFF(S, A, B stat.Series) stat.Series { - s := S.Floats() - a := A.Floats() - b := B.Floats() + s := S.DTypes() + a := A.DTypes() + b := B.DTypes() ret := stat.Where(s, a, b) - return pandas.NewSeries(stat.SERIES_TYPE_FLOAT32, "", ret) + return stat.NewSeries[stat.DType](ret...) } // IFN 序列布尔判断 return=A if S==False else B diff --git a/formula/ma.go b/formula/ma.go index 4ae4fe8324b6821069a392a8752903b8281dfdb9..0d397707d70e3d346481a967a6995573207c4f8e 100644 --- a/formula/ma.go +++ b/formula/ma.go @@ -9,3 +9,7 @@ import ( func MA(S stat.Series, N any) []stat.DType { return S.Rolling(N).Mean().DTypes() } + +func MA2(S stat.Series, N any) stat.Series { + return S.Rolling(N).Mean() +} diff --git a/formula/ref.go b/formula/ref.go index 315b3f2fbfd542a52fd47669d590c03aaf28f701..3b4ae4425293aa54c3042b61176d44325105ccac 100644 --- a/formula/ref.go +++ b/formula/ref.go @@ -1,35 +1,14 @@ package formula import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" ) // REF 引用前N的序列 func REF(S stat.Series, N any) stat.Series { - var X []stat.DType - switch v := N.(type) { - case int: - X = stat.Repeat[stat.DType](stat.DType(v), S.Len()) - case stat.Series: - vs := v.DTypes() - X = stat.Align(vs, stat.DTypeNaN, S.Len()) - default: - panic(exception.New(1, "error window")) - } - return S.Ref(X) + return S.Ref(N) } -func REF2[T stat.GenericType](S []T, N any) []T { - sLen := len(S) - var X []stat.DType - switch v := N.(type) { - case int: - X = stat.Repeat[stat.DType](stat.DType(v), sLen) - case []stat.DType: - X = stat.Align(v, stat.DTypeNaN, sLen) - default: - panic(exception.New(1, "error window")) - } - return stat.Shift2[T](S, X) +func REF2[T stat.BaseType](S []T, N any) []T { + return stat.Shift[T](S, N) } diff --git a/formula/ref_test.go b/formula/ref_test.go index 9e3ab563b110ae848ce1d68167c6f46b32e0d16d..5c5c7ac9fddee0dfb29af575d2ec015defbb9948 100644 --- a/formula/ref_test.go +++ b/formula/ref_test.go @@ -31,7 +31,7 @@ func TestREF(t *testing.T) { D := df2.Col("d") // 2日前的D值 - r2 := REF(D, 2) + r2 := REF(D, 1) fmt.Println(r2) _ = A diff --git a/formula/sma.go b/formula/sma.go index 5bd96931ba6671de2c824fc27586aaa9fc0ae06e..a21c7e00291084bc1ba55e05c6007df493b7e603 100644 --- a/formula/sma.go +++ b/formula/sma.go @@ -1,8 +1,8 @@ package formula import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" + "github.com/mymmsc/gox/exception" ) // SMA 中国式的SMA,至少需要120周期才精确 (雪球180周期) alpha=1/(1+com) diff --git a/formula/sma_test.go b/formula/sma_test.go index 8c38b069873ad8d398b1f2853ef8c9dfab3c274d..65d8390e6918f420f4ba598b300e4d637d75f259 100644 --- a/formula/sma_test.go +++ b/formula/sma_test.go @@ -4,7 +4,6 @@ import ( "fmt" "gitee.com/quant1x/pandas" "gitee.com/quant1x/pandas/stat" - "github.com/viterin/vek/vek32" "testing" ) @@ -18,10 +17,10 @@ func TestSMA(t *testing.T) { fmt.Println(df) fmt.Println(df.Names()) df.SetName("收盘", "close") - CLOSE := df.Col("close") - cs := CLOSE.Values().([]float32) - REF10 := REF(CLOSE, 10).([]float32) - d1 := vek32.Div(cs, REF10) + CLOSE := df.ColAsNDArray("close") + cs := CLOSE + REF10 := REF(CLOSE, 10) + d1 := cs.Div(REF10) //as := stat.Repeat[float32](1, CLOSE.Len()) //bs := stat.Repeat[float32](0, CLOSE.Len()) df01 := pandas.NewSeries(stat.SERIES_TYPE_FLOAT32, "x", d1) diff --git a/formula/wma.go b/formula/wma.go index ca838669f2db170313326112b54ce3a8da046b06..4c011ec89b9cedef88ad43c016c8b42c12e6616a 100644 --- a/formula/wma.go +++ b/formula/wma.go @@ -1,8 +1,8 @@ package formula import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" + "github.com/mymmsc/gox/exception" ) // WMA 通达信S序列的N日加权移动平均 Yn = (1*X1+2*X2+3*X3+...+n*Xn)/(1+2+3+...+Xn) diff --git a/go.mod b/go.mod index 46618d932b611c95f2c6e9a1c7ec3473e5eb0e09..eea5c22d7cf0913072ca9459a2445f23dd60d897 100644 --- a/go.mod +++ b/go.mod @@ -3,10 +3,11 @@ module gitee.com/quant1x/pandas go 1.20 require ( - gitee.com/quant1x/gotdx v1.1.2 + gitee.com/quant1x/data v0.7.1 + gitee.com/quant1x/gotdx v1.1.3 github.com/chewxy/math32 v1.10.1 github.com/huandu/go-clone v1.4.1 - github.com/mymmsc/gox v1.3.1 + github.com/mymmsc/gox v1.3.3 github.com/olekukonko/tablewriter v0.0.5 github.com/qianlnk/pgbar v0.0.0-20210208085217-8c19b9f2477e github.com/shirou/gopsutil/v3 v3.23.1 diff --git a/go.sum b/go.sum index c4eb32a5c924c14d1978ed42278f5e321614b44d..807279f004cab349b5b3efb9c2788b53cc0f91dc 100644 --- a/go.sum +++ b/go.sum @@ -1,5 +1,10 @@ -gitee.com/quant1x/gotdx v1.1.2 h1:iahnhbUYuuKHVxFqjYNOzBZJ53JHOU6Whc1I0a4tfKI= -gitee.com/quant1x/gotdx v1.1.2/go.mod h1:4FDJznsZfYH1kV00GMD/NxYdeYsSp7NE4RedUxritxs= +gitee.com/quant1x/data v0.7.1 h1:7oVeMBDt5MgQqUbnNXe1TVesMSy7KrlsZLuehzEv7zE= +gitee.com/quant1x/data v0.7.1/go.mod h1:qNaMmFQATzSvi8tlEcvBHZZ9+9Me6fB8JvjiQNq2GTk= +gitee.com/quant1x/gotdx v1.1.3 h1:0PQ11bb/CuPfnc+eLE4wRkkGF2V5h9NmMzgsQXmf3eU= +gitee.com/quant1x/gotdx v1.1.3/go.mod h1:4FDJznsZfYH1kV00GMD/NxYdeYsSp7NE4RedUxritxs= +github.com/andybalholm/brotli v1.0.4 h1:V7DdXeJtZscaqfNuAdSRuRFzuiKlHSC/Zh3zl9qY3JY= +github.com/bytedance/sonic v1.7.0 h1:P7DyGrkLbVDzcuqagPsSFnAwwljjhmB3qVF5wzmHOxE= +github.com/chenzhuoyu/base64x v0.0.0-20221115062448-fe3a3abad311 h1:qSGYFH7+jGhDF8vLC+iwCD4WpbV1EBDSzWkJODFLams= github.com/chewxy/math32 v1.10.1 h1:LFpeY0SLJXeaiej/eIp2L40VYfscTvKh/FSEZ68uMkU= github.com/chewxy/math32 v1.10.1/go.mod h1:dOB2rcuFrCn6UHrze36WSLVPKtzPMRAQvBvUwkSsLqs= github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= @@ -9,6 +14,10 @@ github.com/frankban/quicktest v1.11.2 h1:mjwHjStlXWibxOohM7HYieIViKyh56mmt3+6viy github.com/frankban/quicktest v1.11.2/go.mod h1:K+q6oSqb0W0Ininfk863uOk1lMy69l/P6txr3mVT54s= github.com/go-ole/go-ole v1.2.6 h1:/Fpf6oFPoeFik9ty7siob0G6Ke8QvQEuVcuChpwXzpY= github.com/go-ole/go-ole v1.2.6/go.mod h1:pprOEPIfldk/42T2oK7lQ4v4JSDwmV0As9GaiUsvbm0= +github.com/go-playground/locales v0.13.0 h1:HyWk6mgj5qFqCT5fjGBuRArbVDfE4hi8+e8ceBS/t7Q= +github.com/go-playground/universal-translator v0.17.0 h1:icxd5fm+REJzpZx7ZfpaD876Lmtgy7VtROAbHHXk8no= +github.com/go-playground/validator/v10 v10.4.1 h1:pH2c5ADXtd66mxoE0Zm9SUhxE20r7aM3F26W0hOn+GE= +github.com/goccy/go-json v0.10.0 h1:mXKd9Qw4NuzShiRlOXKews24ufknHO7gx30lsDyokKA= github.com/golang/protobuf v1.5.0/go.mod h1:FsONVRAS9T7sI+LIUmWTfcYkHO4aIWwzhcaSAoJOfIk= github.com/google/btree v1.0.0 h1:0udJVsspx3VBr5FwtLhQQtuAsVc79tTq0ocGIPAU6qo= github.com/google/btree v1.0.0/go.mod h1:lNA+9X1NB3Zf8V7Ke586lFgjr2dZNuvo3lPJSGZ5JPQ= @@ -17,30 +26,37 @@ github.com/google/go-cmp v0.5.5/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/ github.com/google/go-cmp v0.5.6/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE= github.com/google/go-cmp v0.5.9 h1:O2Tfq5qg4qc4AmwVlvv0oLiVAGB7enBSJ2x2DqQFi38= github.com/google/go-cmp v0.5.9/go.mod h1:17dUlkBOakJ0+DkrSSNjCkIjxS6bF9zb3elmeNGIjoY= +github.com/guonaihong/gout v0.3.6 h1:H/pBLv1wbd5W3xQGBLqUp66SVyTc1tPtS6HU/FnqYzo= github.com/huandu/go-assert v1.1.5 h1:fjemmA7sSfYHJD7CUqs9qTwwfdNAx7/j2/ZlHXzNB3c= github.com/huandu/go-assert v1.1.5/go.mod h1:yOLvuqZwmcHIC5rIzrBhT7D3Q9c3GFnd0JrPVhn/06U= github.com/huandu/go-clone v1.4.1 h1:QQYjiLadyxOvdwgZoH8f1xGkvvf4+Cm8be7fo9W2QQA= github.com/huandu/go-clone v1.4.1/go.mod h1:ReGivhG6op3GYr+UY3lS6mxjKp7MIGTknuU5TbTVaXE= +github.com/json-iterator/go v1.1.9 h1:9yzud/Ht36ygwatGx56VwCZtlI/2AD15T1X2sjSuGns= +github.com/klauspost/cpuid/v2 v2.0.9 h1:lgaqFMSdTdQYdZ04uHyN2d/eKdOMyi2YLSvlQIBFYa4= github.com/kr/pretty v0.1.0/go.mod h1:dAy3ld7l9f0ibDNOQOHHMYYIIbhfbHSm3C4ZsoJORNo= github.com/kr/pretty v0.2.1 h1:Fmg33tUaq4/8ym9TJN1x7sLJnHVwhP33CNkpYV/7rwI= github.com/kr/pretty v0.2.1/go.mod h1:ipq/a2n7PKx3OHsz4KJII5eveXtPO4qwEXGdVfWzfnI= github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ= github.com/kr/text v0.1.0 h1:45sCR5RtlFHMR4UwH9sdQ5TC8v0qDQCHnXt+kaKSTVE= github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI= +github.com/leodido/go-urn v1.2.0 h1:hpXL4XnriNwQ/ABnpepYM/1vCLWNDfUNts8dX3xTG6Y= github.com/lufia/plan9stats v0.0.0-20211012122336-39d0f177ccd0 h1:6E+4a0GO5zZEnZ81pIr0yLvtUWk2if982qA3F3QD6H4= github.com/lufia/plan9stats v0.0.0-20211012122336-39d0f177ccd0/go.mod h1:zJYVVT2jmtg6P3p1VtQj7WsuWi/y4VnjVBn7F8KPB3I= +github.com/mattn/go-isatty v0.0.14 h1:yVuAays6BHfxijgZPzw+3Zlu5yQgKGP2/hcQbHb7S9Y= github.com/mattn/go-runewidth v0.0.9/go.mod h1:H031xJmbD/WCDINGzjvQ9THkh0rPKHF+m2gUSrubnMI= github.com/mattn/go-runewidth v0.0.14 h1:+xnbZSEeDbOIg5/mE6JF0w6n9duR1l3/WmbinWVwUuU= github.com/mattn/go-runewidth v0.0.14/go.mod h1:Jdepj2loyihRzMpdS35Xk/zdY8IAYHsh153qUoGf23w= +github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd h1:TRLaZ9cD/w8PVh93nsPXa1VrQ6jlwL5oN8l14QlcNfg= github.com/modern-go/reflect2 v1.0.2 h1:xBagoLtFs94CBntxluKeaWgTMpvLxC4ur3nMaC9Gz0M= github.com/modern-go/reflect2 v1.0.2/go.mod h1:yWuevngMOJpCy52FWWMvUC8ws7m/LJsjYzDa0/r8luk= -github.com/mymmsc/gox v1.3.1 h1:CM6bGBuf5+UK/af06Dv8U8becBlh6jyZ0RP2kEsYT84= -github.com/mymmsc/gox v1.3.1/go.mod h1:A67NVxiHB3ZBcRfZVjvDfIVTUe5JaUjuy/F70ucUtdk= +github.com/mymmsc/gox v1.3.3 h1:vEAbeLSIu7kXuToazLtnfxajDCDHA4TwekxZcH+Ltm0= +github.com/mymmsc/gox v1.3.3/go.mod h1:A67NVxiHB3ZBcRfZVjvDfIVTUe5JaUjuy/F70ucUtdk= github.com/niemeyer/pretty v0.0.0-20200227124842-a10e7caefd8e/go.mod h1:zD1mROLANZcx1PVRCS0qkT7pwLkGfwJo4zjcN/Tysno= github.com/olekukonko/tablewriter v0.0.5 h1:P2Ga83D34wi1o9J6Wh1mRuqd4mF/x/lgBS7N7AbDhec= github.com/olekukonko/tablewriter v0.0.5/go.mod h1:hPp6KlRPjbx+hW8ykQs1w3UBbZlj6HuIJcUGPhkA7kY= github.com/peterbourgon/diskv v2.0.1+incompatible h1:UBdAOUP5p4RWqPBg048CAvpKN+vxiaj6gdUUzhl4XmI= github.com/peterbourgon/diskv v2.0.1+incompatible/go.mod h1:uqqh8zWWbv1HBMNONnaR/tNboyR3/BZd58JJSHlUSCU= +github.com/pkg/errors v0.9.1 h1:FEBLx1zS214owpjy7qsBeixbURkuhQAwrK5UwLGTwt4= github.com/pkg/profile v1.5.0 h1:042Buzk+NhDI+DeSAA62RwJL8VAuZUMQZUjCsRz1Mug= github.com/pkg/profile v1.5.0/go.mod h1:qBsxPvzyUincmltOk6iyRVxHYg4adc0OFOv72ZdLa18= github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM= @@ -76,14 +92,18 @@ github.com/tklauser/go-sysconf v0.3.11 h1:89WgdJhk5SNwJfu+GKyYveZ4IaJ7xAkecBo+Kd github.com/tklauser/go-sysconf v0.3.11/go.mod h1:GqXfhXY3kiPa0nAXPDIQIWzJbMCB7AmcWpGR8lSZfqI= github.com/tklauser/numcpus v0.6.0 h1:kebhY2Qt+3U6RNK7UqpYNA+tJ23IBEGKkB7JQBfDYms= github.com/tklauser/numcpus v0.6.0/go.mod h1:FEZLMke0lhOUG6w2JadTzp0a+Nl8PF/GFkQ5UVIcaL4= +github.com/twitchyliquid64/golang-asm v0.15.1 h1:SU5vSMR7hnwNxj24w34ZyCi/FmDZTkS4MhqMhdFk5YI= github.com/viterin/partial v1.0.0 h1:e6z0cWJ+SddpXHoLU4ikIDrsI/ZE+p+hqMsB++8IfwE= github.com/viterin/partial v1.0.0/go.mod h1:K9y+kVePpmfZN510YNHoUs+6scZ2K7BLojfI8aW2nw0= github.com/viterin/vek v0.4.0 h1:P34BWVGd3pSZFma9SE+G1pTucMGtw9p79I+Hull/+Ao= github.com/viterin/vek v0.4.0/go.mod h1:hVXEX7pnI4acHRhtFhmuBapUxhQ3TetMEp68jjxExBs= github.com/yusufpapurcu/wmi v1.2.2 h1:KBNDSne4vP5mbSWnJbO+51IMOXJB67QiYCSBrubbPRg= github.com/yusufpapurcu/wmi v1.2.2/go.mod h1:SBZ9tNy3G9/m5Oi98Zks0QjeHVDvuK0qfxQmPyzfmi0= +golang.org/x/arch v0.0.0-20210923205945-b76863e36670 h1:18EFjUmQOcUvxNYSkA6jO9VAiXCnxFY6NyDX0bHDmkU= +golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9 h1:psW17arqaxU48Z5kZ0CQnkZWQJsqcURM6tKiBApRjXI= golang.org/x/exp v0.0.0-20220907003533-145caa8ea1d0 h1:17k44ji3KFYG94XS5QEFC8pyuOlMh3IoR+vkmTZmJJs= golang.org/x/exp v0.0.0-20220907003533-145caa8ea1d0/go.mod h1:cyybsKvd6eL0RnXn6p/Grxp8F5bW7iYuBgsNCOHpMYE= +golang.org/x/net v0.0.0-20200114155413-6afb5195e5aa h1:F+8P+gmewFQYRk6JoLQLwjBCTu3mcIURZfNkVweuRKA= golang.org/x/sys v0.0.0-20190916202348-b4ddaad3f8a3/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20201204225414-ed752295db88/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.2.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= @@ -106,6 +126,7 @@ gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15/go.mod h1:Co6ibVJAznAaIkqp8 gopkg.in/check.v1 v1.0.0-20200902074654-038fdea0a05b/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk= gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= +gopkg.in/yaml.v2 v2.2.8 h1:obN1ZagJSUGI0Ek/LBmuj4SNLPfIny3KsKFopxRdj10= gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA= gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= diff --git a/push-gitee.sh b/push-gitee.sh index 8de5ab107a70736416f3a49ff4024b26a75fbebf..55a33a84bbc6761a481ec9ad7d2f7c7c290240da 100755 --- a/push-gitee.sh +++ b/push-gitee.sh @@ -3,6 +3,7 @@ set -e git remote set-url origin https://gitee.com/quant1x/pandas.git -git push --all -git push --tags -git remote -vv \ No newline at end of file +git checkout master +git fetch --all +git pull --all +git remote prune origin diff --git a/series.go b/series.go index 60c7a3eb6183836b0b805deca563c737e7f17380..9709c4520243b0f10df12d10b177a6389fc9c85a 100644 --- a/series.go +++ b/series.go @@ -19,6 +19,36 @@ type NDFrame struct { values any // 只能是一个一维slice, 在所有的运算中, values强制转换成float64切片 } +func (self *NDFrame) And(x any) stat.Series { + //TODO implement me + panic("implement me") +} + +func (self *NDFrame) Eq(x any) stat.Series { + //TODO implement me + panic("implement me") +} + +func (self *NDFrame) Gt(x any) stat.Series { + //TODO implement me + panic("implement me") +} + +func (self *NDFrame) Gte(x any) stat.Series { + //TODO implement me + panic("implement me") +} + +func (self *NDFrame) Lt(x any) stat.Series { + //TODO implement me + panic("implement me") +} + +func (self *NDFrame) Lte(x any) stat.Series { + //TODO implement me + panic("implement me") +} + //""" //N-dimensional analogue of DataFrame. Store multi-dimensional in a //size-mutable, labeled data structure @@ -94,23 +124,6 @@ func assign[T stat.GenericType](frame *NDFrame, idx, size int, v T) { frame.rows += 1 } -// Repeat 重复生成a -func Repeat[T stat.GenericType](a T, n int) []T { - dst := make([]T, n) - for i := 0; i < n; i++ { - dst[i] = a - } - return dst -} - -// Repeat2 重复生成a -func Repeat2[T stat.GenericType](dst []T, a T, n int) []T { - for i := 0; i < n; i++ { - dst[i] = a - } - return dst -} - func (self *NDFrame) Name() string { return self.name } @@ -230,51 +243,40 @@ func (self *NDFrame) Repeat(x any, repeats int) stat.Series { switch values := self.values.(type) { case []bool: _ = values - vs := Repeat(stat.AnyToBool(x), repeats) + vs := stat.Repeat(stat.AnyToBool(x), repeats) return NewNDFrame(self.name, vs...) case []string: - vs := Repeat(stat.AnyToString(x), repeats) + vs := stat.Repeat(stat.AnyToString(x), repeats) return NewNDFrame(self.name, vs...) case []int64: - vs := Repeat(stat.AnyToInt64(x), repeats) + vs := stat.Repeat(stat.AnyToInt64(x), repeats) return NewNDFrame(self.name, vs...) case []float32: - vs := Repeat(stat.AnyToFloat32(x), repeats) + vs := stat.Repeat(stat.AnyToFloat32(x), repeats) return NewNDFrame(self.name, vs...) default: //case []float64: - vs := Repeat(stat.AnyToFloat64(x), repeats) + vs := stat.Repeat(stat.AnyToFloat64(x), repeats) return NewNDFrame(self.name, vs...) } } func (self *NDFrame) Shift(periods int) stat.Series { - var d stat.Series - d = stat.Clone(self).(stat.Series) - //return Shift[float64](&d, periods, func() float64 { - // return Nil2Float64 - //}) switch values := self.values.(type) { case []bool: - _ = values - return Shift[bool](&d, periods, func() bool { - return stat.BoolNaN - }) + d := stat.Shift[bool](values, periods) + return NewSeries(stat.SERIES_TYPE_BOOL, self.Name(), d) case []string: - return Shift[string](&d, periods, func() string { - return stat.StringNaN - }) + d := stat.Shift[string](values, periods) + return NewSeries(stat.SERIES_TYPE_STRING, self.Name(), d) case []int64: - return Shift[int64](&d, periods, func() int64 { - return stat.Nil2Int64 - }) + d := stat.Shift[int64](values, periods) + return NewSeries(stat.SERIES_TYPE_INT64, self.Name(), d) case []float32: - return Shift[float32](&d, periods, func() float32 { - return stat.Nil2Float32 - }) + d := stat.Shift[float32](values, periods) + return NewSeries(stat.SERIES_TYPE_FLOAT32, self.Name(), d) default: //case []float64: - return Shift[float64](&d, periods, func() float64 { - return stat.Nil2Float64 - }) + d := stat.Shift[float64](values.([]float64), periods) + return NewSeries(stat.SERIES_TYPE_FLOAT64, self.Name(), d) } } diff --git a/series_ref.go b/series_ref.go index f4e49f9027791a8c715d95fa4abaf8bcdf3cbaf8..030be9768a8bed2ab2f552f9fde1124e644cae34 100644 --- a/series_ref.go +++ b/series_ref.go @@ -1,53 +1,26 @@ package pandas import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" ) func (self *NDFrame) Ref(param any) (s stat.Series) { - var N []float32 - switch v := param.(type) { - case int: - N = stat.Repeat[float32](float32(v), self.Len()) - case []float32: - N = stat.Align(v, stat.Nil2Float32, self.Len()) - case stat.Series: - vs := v.Values() - N = stat.SliceToFloat32(vs) - N = stat.Align(N, stat.Nil2Float32, self.Len()) - default: - panic(exception.New(1, "error window")) - } - var d stat.Series - d = stat.Clone(self).(stat.Series) - //return Shift[float64](&d, periods, func() float64 { - // return Nil2Float64 - //}) switch values := self.values.(type) { case []bool: - _ = values - return Shift2[bool](&d, N, func() bool { - return stat.BoolNaN - }) + d := stat.Shift[bool](values, param) + return NewSeries(stat.SERIES_TYPE_BOOL, self.Name(), d) case []string: - return Shift2[string](&d, N, func() string { - return stat.StringNaN - }) + d := stat.Shift[string](values, param) + return NewSeries(stat.SERIES_TYPE_STRING, self.Name(), d) case []int64: - return Shift2[int64](&d, N, func() int64 { - return stat.Nil2Int64 - }) + d := stat.Shift[int64](values, param) + return NewSeries(stat.SERIES_TYPE_INT32, self.Name(), d) case []float32: - return Shift2[float32](&d, N, func() float32 { - return stat.Nil2Float32 - }) + d := stat.Shift[float32](values, param) + return NewSeries(stat.SERIES_TYPE_FLOAT32, self.Name(), d) default: //case []float64: - return Shift2[float64](&d, N, func() float64 { - return stat.Nil2Float64 - }) + d := stat.Shift[float64](values.([]float64), param) + return NewSeries(stat.SERIES_TYPE_FLOAT64, self.Name(), d) } - - return d } diff --git a/series_rolling.go b/series_rolling.go index 8c8854d3563c7c8b963e6e334b384eb5024e76cd..732678bcb9833fe14d398a76ed37d378a018c140 100644 --- a/series_rolling.go +++ b/series_rolling.go @@ -1,8 +1,8 @@ package pandas import ( - "gitee.com/quant1x/pandas/exception" "gitee.com/quant1x/pandas/stat" + "github.com/mymmsc/gox/exception" ) // Rolling RollingAndExpandingMixin diff --git a/series_shift.go b/series_shift.go deleted file mode 100644 index f71109e7015f82cd6639c0d49dce79edf5710660..0000000000000000000000000000000000000000 --- a/series_shift.go +++ /dev/null @@ -1,64 +0,0 @@ -package pandas - -import ( - "gitee.com/quant1x/pandas/stat" - "math" -) - -// Shift series切片, 使用可选的时间频率按所需的周期数移动索引 -func Shift[T stat.GenericType](s *stat.Series, periods int, cbNan func() T) stat.Series { - var d stat.Series - d = stat.Clone(*s).(stat.Series) - if periods == 0 { - return d - } - - values := d.Values().([]T) - - var ( - naVals []T - dst []T - src []T - ) - - if shlen := int(math.Abs(float64(periods))); shlen < len(values) { - if periods > 0 { - naVals = values[:shlen] - dst = values[shlen:] - src = values - } else { - naVals = values[len(values)-shlen:] - dst = values[:len(values)-shlen] - src = values[shlen:] - } - copy(dst, src) - } else { - naVals = values - } - for i := range naVals { - naVals[i] = cbNan() - } - _ = naVals - return d -} - -// Shift2 series切片, 使用可选的时间频率按所需的周期数移动索引 -func Shift2[T stat.GenericType](s *stat.Series, N []float32, cbNan func() T) stat.Series { - var d stat.Series - d = stat.Clone(*s).(stat.Series) - if len(N) == 0 { - return d - } - S := (*s).Values().([]T) - values := d.Values().([]T) - for i, _ := range S { - x := N[i] - if stat.Float32IsNaN(x) || int(x) > i { - values[i] = cbNan() - continue - } - values[i] = S[i-int(x)] - } - - return d -} diff --git a/stat/align.go b/stat/align.go index 45d20ac4e02641b96d9168cb0e00cdaf9fbc52c7..9507ce947acac68b7def5d08404a2f39fd94813e 100644 --- a/stat/align.go +++ b/stat/align.go @@ -6,7 +6,9 @@ package stat func Align[T BaseType](x []T, a T, dLen int) []T { d := []T{} xLen := len(x) - if xLen >= dLen { + if xLen == dLen { + return x + } else if xLen > dLen { // 截断 d = make([]T, dLen) copy(d, x[0:dLen]) diff --git a/stat/arithmetics.go b/stat/arithmetics.go index 7ca24fbcbfb9e6bcf3473e5bbdced8796af4df4a..bf1c82fe0d0953a4ef41885101af0b5782a104d1 100644 --- a/stat/arithmetics.go +++ b/stat/arithmetics.go @@ -68,21 +68,38 @@ func unaryOperations2[T Number, E Number](x []T, f32 func([]float32) E, f64 func // calculate func binaryOperations[T Number](x []T, y any, f32 func(x, y []float32) []float32, f64 func(x, y []float64) []float64, cany func(x, y []T) []T) []T { var d any - xLen := len(x) + length := len(x) var s any = x switch vs := s.(type) { case []float32: - f32s := AnyToSlice[float32](y, xLen) + f32s := AnyToSlice[float32](y, length) d = f32(vs, f32s) case []float64: - f64s := AnyToSlice[float64](y, xLen) + f64s := AnyToSlice[float64](y, length) d = f64(vs, f64s) default: - //panic(ErrUnsupportedType) - ts := AnyToSlice[T](y, xLen) - d = cany(x, ts) + ys := AnyToSlice[T](y, length) + d = cany(x, ys) } return d.([]T) } +func binaryOperations2[T BaseType, E BaseType](x, y []T, f32 func(x, y []float32) []E, f64 func(x, y []float64) []E, cany func(x, y []T) []E) []E { + var d any + length := len(x) + var s any = x + switch vs := s.(type) { + case []float32: + f32s := AnyToSlice[float32](y, length) + d = f32(vs, f32s) + case []float64: + f64s := AnyToSlice[float64](y, length) + d = f64(vs, f64s) + default: + ys := AnyToSlice[T](y, length) + d = cany(x, ys) + } + return d.([]E) +} + // 三元运算 triple operations diff --git a/stat/equal.go b/stat/equal.go new file mode 100644 index 0000000000000000000000000000000000000000..9050945e08a5f949bd11fab73a52b11f02d4fb51 --- /dev/null +++ b/stat/equal.go @@ -0,0 +1,71 @@ +package stat + +import ( + "github.com/viterin/vek" + "github.com/viterin/vek/vek32" +) + +// Equal 比较相等 +func Equal[T BaseType](x, y []T) []bool { + return binaryOperations2[T, bool](x, y, vek32.Eq, vek.Eq, __eq_go[T]) +} + +func __eq_go[T BaseType](x, y []T) []bool { + length := len(x) + d := make([]bool, length) + for i := 0; i < length; i++ { + if x[i] == y[i] { + d[i] = true + } + } + return d +} + +//// CompareGt 比较 v > x +//func CompareGt(v []DType, x any) []bool { +// return __compare(v, x, vek.Gt) +//} +// +//// CompareGte 比较 v >= x +//func CompareGte(v []DType, x any) []bool { +// return __compare(v, x, vek.Gte) +//} +// +//// CompareLt 比较 v < x +//func CompareLt(v []DType, x any) []bool { +// return __compare(v, x, vek.Lt) +//} +// +//// CompareLte 比较 v <= x +//func CompareLte(v []DType, x any) []bool { +// return __compare(v, x, vek.Lte) +//} +// +//// __compare 比较 v 和 x +//func __compare(v []DType, x any, comparator func(x, y []float64) []bool) []bool { +// vlen := len(v) +// +// // 处理默认值 +// defaultValue := DType(0) +// var X []DType +// switch vx := x.(type) { +// case int: +// X = Repeat[DType](DType(vx), vlen) +// case []DType: +// xlen := len(vx) +// if vlen < xlen { +// vlen = xlen +// } +// X = Align[DType](vx, defaultValue, vlen) +// case Series: +// vs := vx.DTypes() +// xlen := len(vs) +// if vlen < xlen { +// vlen = xlen +// } +// X = Align(vs, defaultValue, vlen) +// default: +// panic(exception.New(1, "error window")) +// } +// return comparator(v, X) +//} diff --git a/stat/equal_test.go b/stat/equal_test.go new file mode 100644 index 0000000000000000000000000000000000000000..99a490c3428fce77a90b4780217dba96ea556c30 --- /dev/null +++ b/stat/equal_test.go @@ -0,0 +1,12 @@ +package stat + +import ( + "fmt" + "testing" +) + +func TestEqual(t *testing.T) { + d1 := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10} + d2 := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10} + fmt.Println(Equal[float64](d1, d2)) +} diff --git a/stat/errors.go b/stat/errors.go index 92f4252ede495560d7789dbcbb45720061a194ac..bcf8e00f6599d02b8d878dc1f174305b50bc654b 100644 --- a/stat/errors.go +++ b/stat/errors.go @@ -1,7 +1,7 @@ package stat import ( - "gitee.com/quant1x/pandas/exception" + "github.com/mymmsc/gox/exception" "reflect" ) diff --git a/stat/ndarray.go b/stat/ndarray.go index f300cc0a6c859eeab565bd85f22597fdb514ffa2..c9f83bfcf518865b56af25750b40a1ca554afeab 100644 --- a/stat/ndarray.go +++ b/stat/ndarray.go @@ -1,8 +1,7 @@ package stat import ( - "gitee.com/quant1x/pandas/exception" - gc "github.com/huandu/go-clone" + "github.com/mymmsc/gox/exception" "reflect" ) @@ -79,7 +78,7 @@ func (self NDArray[T]) Subset(start, end int, opt ...any) Series { vs = vvs.Interface() rows = vv.Len() if __optCopy && rows > 0 { - vs = gc.Clone(vs) + vs = Clone(vs) //vs = slices.Clone(vs) } rows = vvs.Len() @@ -169,14 +168,14 @@ func (self NDArray[T]) Logic(f func(idx int, v any) bool) []bool { return d } -func (self NDArray[T]) Diff(param any) Series { - d := Diff2(self, param) +func (self NDArray[T]) Diff(n any) Series { + d := Diff2(self, n) return NDArray[T](d) } -func (self NDArray[T]) Ref(param any) Series { +func (self NDArray[T]) Ref(n any) Series { values := self.Values().([]T) - d := Shift3(values, param) + d := Shift(values, n) return NDArray[T](d) } diff --git a/stat/ndarray_fromnumeric.go b/stat/ndarray_fromnumeric.go index 62154876567c4791d81ff93ec21d5a0421a980cd..48f5155611140427c669811a2ad0077b48040960 100644 --- a/stat/ndarray_fromnumeric.go +++ b/stat/ndarray_fromnumeric.go @@ -1,5 +1,7 @@ package stat +import "github.com/viterin/vek" + func (self NDArray[T]) ArgMax() int { return ArgMax2(self) } @@ -20,6 +22,8 @@ func (self NDArray[T]) Add(x any) Series { b = Repeat[DType](sx, length) //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) default: panic(Throw(x)) } @@ -40,6 +44,8 @@ func (self NDArray[T]) Sub(x any) Series { b = Repeat[DType](sx, length) //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) default: panic(Throw(x)) } @@ -60,6 +66,8 @@ func (self NDArray[T]) Mul(x any) Series { b = Repeat[DType](sx, length) //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) default: panic(Throw(x)) } @@ -80,6 +88,8 @@ func (self NDArray[T]) Div(x any) Series { b = Repeat[DType](sx, length) //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) default: panic(Throw(x)) } @@ -87,3 +97,135 @@ func (self NDArray[T]) Div(x any) Series { s := Div(a, b) return NDArray[DType](s) } + +func (self NDArray[T]) Eq(x any) Series { + length := self.Len() + var b []DType + switch sx := x.(type) { + case Series: + b = sx.DTypes() + case int: + b = Repeat[DType](DType(sx), length) + case DType: + b = Repeat[DType](sx, length) + //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: + // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) + default: + panic(Throw(x)) + } + a := self.DTypes() + s := Equal(a, b) + return NDArray[bool](s) +} + +func (self NDArray[T]) Gt(x any) Series { + length := self.Len() + var b []DType + switch sx := x.(type) { + case Series: + b = sx.DTypes() + case int: + b = Repeat[DType](DType(sx), length) + case DType: + b = Repeat[DType](sx, length) + //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: + // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) + default: + panic(Throw(x)) + } + a := self.DTypes() + s := vek.Gt(a, b) + return NDArray[bool](s) +} + +func (self NDArray[T]) Gte(x any) Series { + length := self.Len() + var b []DType + switch sx := x.(type) { + case Series: + b = sx.DTypes() + case int: + b = Repeat[DType](DType(sx), length) + case DType: + b = Repeat[DType](sx, length) + //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: + // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) + default: + panic(Throw(x)) + } + a := self.DTypes() + s := vek.Gte(a, b) + return NDArray[bool](s) +} + +func (self NDArray[T]) Lt(x any) Series { + length := self.Len() + var b []DType + switch sx := x.(type) { + case Series: + b = sx.DTypes() + case int: + b = Repeat[DType](DType(sx), length) + case DType: + b = Repeat[DType](sx, length) + //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: + // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) + default: + panic(Throw(x)) + } + a := self.DTypes() + s := vek.Lt(a, b) + return NDArray[bool](s) +} + +func (self NDArray[T]) Lte(x any) Series { + length := self.Len() + var b []DType + switch sx := x.(type) { + case Series: + b = sx.DTypes() + case int: + b = Repeat[DType](DType(sx), length) + case DType: + b = Repeat[DType](sx, length) + //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: + // b = Repeat[DType](DType(sx), length) + case []DType: + b = Align[DType](sx, DTypeNaN, length) + default: + panic(Throw(x)) + } + a := self.DTypes() + s := vek.Lte(a, b) + return NDArray[bool](s) +} + +func (self NDArray[T]) And(x any) Series { + length := self.Len() + var b []bool + switch sx := x.(type) { + case Series: + b = ToBool(sx) + case int: + b = Repeat[bool](integer2Bool(sx), length) + case DType: + b = Repeat[bool](integer2Bool(sx), length) + //case int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, uintptr, float32, float64: + // b = Repeat[DType](DType(sx), length) + case []DType: + b = __NumberToBool_S(sx) + default: + panic(Throw(x)) + } + a := ToBool(self) + s := vek.And(a, b) + return NDArray[bool](s) +} diff --git a/stat/params.go b/stat/params.go index 63d5d8e501533492a4a9e2ba9bbb0e555ff4231d..47c4a607a522bb7efebe7aa4a71400e2e861779c 100644 --- a/stat/params.go +++ b/stat/params.go @@ -14,7 +14,7 @@ func AnyToSlice[T BaseType](A any, n int) []T { case []T: d = Align(v, typeDefault[T](), n) default: - panic(ErrUnsupportedType) + panic(Throw(A)) } return d.([]T) } diff --git a/stat/rolling.go b/stat/rolling.go index 1ff78a50c75e151860fc3758a386619b32ff6cd7..72443e4eda482a35017b3eceda2631bab0370425 100644 --- a/stat/rolling.go +++ b/stat/rolling.go @@ -1,7 +1,7 @@ package stat import ( - "gitee.com/quant1x/pandas/exception" + "github.com/mymmsc/gox/exception" ) // Rolling returns an array with elements that roll beyond the last position are re-introduced at the first. diff --git a/stat/series.go b/stat/series.go index 3bc6a9a700995314b229175ae3241bd4218e5e76..390f8690a673cfb19ed895b3fea9df3a92b1e34d 100644 --- a/stat/series.go +++ b/stat/series.go @@ -5,6 +5,10 @@ import ( "reflect" ) +// Series +// +// Data structure for 1-dimensional cross-sectional and time series data +// 一维横截面和时间序列数据的数据结构 type Series interface { // Name 取得series名称 Name() string @@ -55,9 +59,9 @@ type Series interface { FillNa(v any, inplace bool) Series // Ref 引用其它周期的数据 - Ref(param any) (s Series) + Ref(periods any) (s Series) // Shift index by desired number of periods with an optional time freq. - // 使用可选的时间频率按所需的周期数移动索引. + // 使用可选的时间频率按所需的周期数移动索引. Shift(periods int) Series // Rolling 序列化版本 Rolling(param any) RollingAndExpandingMixin @@ -94,6 +98,12 @@ type Series interface { Sub(x any) Series Mul(x any) Series Div(x any) Series + Eq(x any) Series + Gt(x any) Series + Gte(x any) Series + Lt(x any) Series + Lte(x any) Series + And(x any) Series } // DetectTypeBySlice 检测类型 diff --git a/stat/series_convert.go b/stat/series_convert.go index 7e2f9f0f8b7d8250a9e7bcd9df43a30ac59ca6ce..f6460020ea570527b6fb4b3f5cc2f9342b90fdba 100644 --- a/stat/series_convert.go +++ b/stat/series_convert.go @@ -64,7 +64,7 @@ func ToBool(s Series) []bool { case SERIES_TYPE_FLOAT32: return __NumberToBool_S(values.([]float32)) case SERIES_TYPE_FLOAT64: - return __NumberToBool_S(values.([]int64)) + return __NumberToBool_S(values.([]float64)) case SERIES_TYPE_INT32: return __NumberToBool_S(values.([]int32)) case SERIES_TYPE_INT64: diff --git a/stat/shift.go b/stat/shift.go index d8bd265b052ff97ecc9cff9f47d3b3a88618cb83..e214e2027f99aa1e04c1a9535ccdb43cb3935722 100644 --- a/stat/shift.go +++ b/stat/shift.go @@ -1,13 +1,55 @@ package stat import ( - "gitee.com/quant1x/pandas/exception" + "github.com/mymmsc/gox/exception" "golang.org/x/exp/slices" "math" ) -// Shift series切片, 使用可选的时间频率按所需的周期数移动索引 -func Shift[T BaseType](S []T, periods int) []T { +// Shift 使用可选的时间频率按所需的周期数移动索引 +// +// param 支持前后移动 +func Shift[T BaseType](S []T, N any) []T { + length := len(S) + var _n []DType + switch v := N.(type) { + case int: + if v == 0 { + return S + } + _n = Repeat[DType](DType(v), length) + case DType: + if v == 0 || DTypeIsNaN(v) { + return S + } + _n = Repeat[DType](DType(v), length) + case []int: + _n = Slice2DType(v) + _n = Align(_n, DTypeNaN, length) + case []DType: + _n = Align(v, DTypeNaN, length) + default: + panic(exception.New(1, "error window")) + } + var d []T + d = slices.Clone(S) + values := d + for i, _ := range S { + x := _n[i] + pos := int(x) + if DTypeIsNaN(x) || i-pos >= length || i-pos < 0 { + values[i] = typeDefault[T]() + continue + } + values[i] = S[i-pos] + } + + return d +} + +// ShiftN series切片, 使用可选的时间频率按所需的周期数移动索引 +// Deprecated: 不推荐使用 +func ShiftN[T BaseType](S []T, periods int) []T { d := slices.Clone(S) if periods == 0 { return d @@ -40,55 +82,3 @@ func Shift[T BaseType](S []T, periods int) []T { _ = naVals return d } - -// Shift2 series切片, 使用可选的时间频率按所需的周期数移动索引 -func Shift2[T GenericType](S []T, N []DType) []T { - var d []T - d = slices.Clone(S) - if len(N) == 0 { - return d - } - values := d - for i, _ := range S { - x := N[i] - if DTypeIsNaN(x) || int(x) > i { - values[i] = typeDefault[T]() - continue - } - values[i] = S[i-int(x)] - } - - return d -} - -// Shift3 series切片, 使用可选的时间频率按所需的周期数移动索引 -// -// param不支持负值 -func Shift3[T BaseType](S []T, param any) []T { - sLen := len(S) - var N []DType - switch v := param.(type) { - case int: - N = Repeat[DType](DType(v), sLen) - case []DType: - N = Align(v, DTypeNaN, sLen) - default: - panic(exception.New(1, "error window")) - } - var d []T - d = slices.Clone(S) - if len(N) == 0 { - return d - } - values := d - for i, _ := range S { - x := N[i] - if DTypeIsNaN(x) || int(x) > i { - values[i] = typeDefault[T]() - continue - } - values[i] = S[i-int(x)] - } - - return d -} diff --git a/stat/shift_test.go b/stat/shift_test.go new file mode 100644 index 0000000000000000000000000000000000000000..a1ea4d318d02260cb8464ef24f46ccb080c3e370 --- /dev/null +++ b/stat/shift_test.go @@ -0,0 +1,21 @@ +package stat + +import ( + "fmt" + "testing" +) + +func TestShift(t *testing.T) { + d := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10} + fmt.Println(ShiftN(d, 1)) + fmt.Println(ShiftN(d, -1)) + n1 := []int{1, 1, 1, 1, 1, 1, 1, 1, 1, 1} + fmt.Println(Shift(d, n1)) + n2 := []int{-1, -1, -1, -1, -1, -1, -1, -1, -1, -1} + fmt.Println(Shift(d, n2)) + + n3 := []int{3, 3, 3, 3, 3, 3, 3, 3, 3, 3} + fmt.Println(Shift(d, n3)) + n4 := []int{1, -1, 1, -1, 1, -1, -1, -1, -1, 3} + fmt.Println(Shift(d, n4)) +} diff --git a/stat/type_float32.go b/stat/type_float32.go index 38b5fec19d71a2480f10360c439548ea9eaea627..1de6d5e6601e4ecab633a749082ec26430fca1c5 100644 --- a/stat/type_float32.go +++ b/stat/type_float32.go @@ -2,7 +2,7 @@ package stat import ( "fmt" - "gitee.com/quant1x/pandas/exception" + "github.com/mymmsc/gox/exception" "github.com/mymmsc/gox/logger" "github.com/viterin/vek/vek32" "math" diff --git a/stat/type_float64.go b/stat/type_float64.go index 251ce30650fd8e5ff165946dbad3ccbafad7ce43..b56821ebcb6037f742ba663652746f608fd43351 100644 --- a/stat/type_float64.go +++ b/stat/type_float64.go @@ -2,7 +2,7 @@ package stat import ( "fmt" - "gitee.com/quant1x/pandas/exception" + "github.com/mymmsc/gox/exception" "github.com/mymmsc/gox/logger" "github.com/viterin/vek" "math" diff --git a/strategy/base.go b/strategy/base.go index c8819ed11d92d1052d889687bed45cbda95ab617..4ed77dd7285abd48c28a727cc6210fc60de3a2d0 100644 --- a/strategy/base.go +++ b/strategy/base.go @@ -15,9 +15,7 @@ var ( ) func init() { - //fmt.Println("reflect_array init...") mapTag = make(map[reflect.Type]map[int]string) - //fmt.Println("reflect_array init...OK") } func initTag(t reflect.Type, tagName string) map[int]string { @@ -44,77 +42,7 @@ func initTag(t reflect.Type, tagName string) map[int]string { return ma } -/* -func Convert(data []string, v interface{}) error { - val := reflect.ValueOf(v) - //t := reflect.TypeOf(v) - //fieldNum := val.NumField() - //_ = fieldNum - obj := reflect.ValueOf(v) - t := val.Type() - if val.Kind() == reflect.Ptr { - t = t.Elem() - obj = obj.Elem() - } - ma := initTag(t, "name") - if ma == nil { - return errors.New("can not Convert") - } - dl := len(data) - for i := 0; i < dl; i++ { - field, ok := ma[i] - if ok { - dv := data[i] - ov := obj.FieldByName(field.Name) - if ov.CanSet() { - var value interface{} - switch ov.Interface().(type) { - case string: - value = string(dv) - case int8: - t := api.ParseInt(dv) - value = int8(t) - case int16: - t := api.ParseInt(dv) - value = int16(t) - case int32: - t := api.ParseInt(dv) - value = int32(t) - case int64: - t := api.ParseInt(dv) - value = int64(t) - case uint8: - t := api.ParseUint(dv) - value = uint8(t) - case uint16: - t := api.ParseUint(dv) - value = uint16(t) - case uint32: - t := api.ParseUint(dv) - value = uint32(t) - case uint64: - t := api.ParseUint(dv) - value = t - case float32: - t := api.ParseFloat(dv) - value = float32(t) - case float64: - t := api.ParseFloat(dv) - value = t - case bool: - t, _ := strconv.ParseBool(dv) - value = t - default: - value = dv - } - ov.Set(reflect.ValueOf(value)) - } - } - } - return nil -} -*/ -// 策略结果 +// ResultInfo 策略结果 type ResultInfo struct { Code string `name:"证券代码" json:"code" csv:"code" array:"0"` Name string `name:"证券名称" json:"name" csv:"name" array:"1"` diff --git a/tdx/tdx.go b/tdx/tdx.go deleted file mode 100644 index 494e6f82c6ff9a8031fddfb8de62b49d9f9b6dc6..0000000000000000000000000000000000000000 --- a/tdx/tdx.go +++ /dev/null @@ -1,131 +0,0 @@ -package tdx - -import ( - "gitee.com/quant1x/gotdx/proto" - "gitee.com/quant1x/gotdx/quotes" - "gitee.com/quant1x/pandas" - "gitee.com/quant1x/pandas/stat" - "strings" -) - -var ( - stdApi *quotes.StdApi = nil -) - -func prepare() *quotes.StdApi { - if stdApi == nil { - std_api, err := quotes.NewStdApi() - if err != nil { - return nil - } - stdApi = std_api - } - return stdApi -} - -func startsWith(str string, prefixs []string) bool { - if len(str) == 0 || len(prefixs) == 0 { - return false - } - for _, prefix := range prefixs { - if strings.HasPrefix(str, prefix) { - return true - } - } - return false -} - -// 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 getStockMarket(symbol string) string { - //:param string: False 返回市场ID，否则市场缩写名称 - //:param symbol: 股票ID, 若以 'sz', 'sh' 开头直接返回对应类型，否则使用内置规则判断 - //:return 'sh' or 'sz' - - market := "sh" - if startsWith(symbol, []string{"sh", "sz", "SH", "SZ"}) { - market = strings.ToLower(symbol[0:2]) - } else if startsWith(symbol, []string{"50", "51", "60", "68", "90", "110", "113", "132", "204"}) { - market = "sh" - } else if startsWith(symbol, []string{"00", "12", "13", "18", "15", "16", "18", "20", "30", "39", "115", "1318"}) { - market = "sz" - } else if startsWith(symbol, []string{"5", "6", "9", "7"}) { - market = "sh" - } else if startsWith(symbol, []string{"4", "8"}) { - market = "bj" - } - return market -} - -func getStockMarketId(symbol string) uint8 { - market := getStockMarket(symbol) - marketId := proto.MarketShangHai - if market == "sh" { - marketId = proto.MarketShangHai - } else if market == "sz" { - marketId = proto.MarketShenZhen - } else if market == "bj" { - marketId = proto.MarketBeiJing - } - //# logger.debug(f"market => {market}") - - return marketId -} - -// GetKLine 获取日K线 -func GetKLine(code string, start uint16, count uint16) pandas.DataFrame { - api := prepare() - - marketId := getStockMarketId(code) - data, _ := api.GetKLine(marketId, code, proto.KLINE_TYPE_RI_K, start, count) - df := pandas.LoadStructs(data.List) - df = df.Select([]string{"Open", "Close", "High", "Low", "Vol", "Amount", "DateTime"}) - err := df.SetNames("open", "close", "high", "low", "vol", "amount", "date") - if err != nil { - return pandas.DataFrame{} - } - - return df -} - -// GetKLine 获取日K线 -func GetKLineAll(code string) pandas.DataFrame { - api := prepare() - - marketId := getStockMarketId(code) - history := make([]quotes.SecurityBar, 0) - count := uint16(800) - step := uint16(800) - start := uint16(0) - hs := make([]quotes.SecurityBarsReply, 0) - for { - data, err := api.GetKLine(marketId, code, proto.KLINE_TYPE_RI_K, uint16(start), uint16(count)) - if err != nil { - panic("接口异常") - } - hs = append(hs, (*data)) - if data.Count < count { - // 已经是最早的记录 - // 需要排序 - break - } - start += step - } - hs = stat.Reverse(hs) - for _, v := range hs { - history = append(history, v.List...) - } - - //data, _ := api.GetKLine(marketId, code, proto.KLINE_TYPE_RI_K, start, count) - df := pandas.LoadStructs(history) - df = df.Select([]string{"Open", "Close", "High", "Low", "Vol", "Amount", "DateTime"}) - err := df.SetNames("open", "close", "high", "low", "vol", "amount", "date") - if err != nil { - return pandas.DataFrame{} - } - - return df -} diff --git a/tdx/tdx_test.go b/tdx/tdx_test.go deleted file mode 100644 index 1c11c5e4e9892438986f3227a28fc9982ece59f3..0000000000000000000000000000000000000000 --- a/tdx/tdx_test.go +++ /dev/null @@ -1,30 +0,0 @@ -package tdx - -import ( - "fmt" - "testing" -) - -func TestGetKLine(t *testing.T) { - code := "000002" - data := GetKLine(code, 0, 5) - df := data - //date := df.Col("date") - //t1 := date.Map(func(element pandas.Element) pandas.Element { - // e := element.String()[0:10] - // element.Set(e) - // return element - //}) - //df = df.Mutate(t1) - fmt.Println(df) - len := df.Nrow() - df1 := df.Select([]int{0}) - df.Col("date") - fmt.Println(df1) - //df = df.Concat(df1) - fmt.Println(df) - - df = GetKLineAll(code) - fmt.Println(df) - _ = len -} diff --git a/tests/abstract.go b/tests/abstract.go deleted file mode 100644 index 9257efec3bab15dd7878fcc30edcd31f37604c38..0000000000000000000000000000000000000000 --- a/tests/abstract.go +++ /dev/null @@ -1,77 +0,0 @@ -package tests - -import "fmt" - -type Person struct { -} - -func (this *Person) Eat() { - fmt.Println("Person Eat") -} - -func (this *Person) Run() { - fmt.Println("Person Run") -} - -func (this *Person) Sleep() { - fmt.Println("Person Sleep") -} - -type Man struct { - Person -} - -func (this *Man) Eat() { - // 类似于Java的 super.Eat() - this.Person.Eat() - fmt.Println("Man Eat") -} - -func (this *Man) Run() { - fmt.Println("Man Run") -} - -// 抽象的用法: 函数指针 - -type AbstractDog struct { - Sleep func() -} - -func (this *AbstractDog) Eat() { - fmt.Println("AbstractDog Eat") - this.Sleep() -} - -func (this *AbstractDog) Run() { - fmt.Println("AbstractDog Run") -} - -// Akita 秋田犬 -type Akita struct { - AbstractDog -} - -func NewAkita() *Akita { - ptr := &Akita{} - ptr.AbstractDog.Sleep = ptr.Sleep - return ptr -} - -func (this *Akita) Sleep() { - fmt.Println("Akita Sleep") -} - -// Labrador 拉布拉多犬 -type Labrador struct { - AbstractDog -} - -func NewLabrador() *Labrador { - ptr := &Labrador{} - ptr.AbstractDog.Sleep = ptr.Sleep - return ptr -} - -func (this *Labrador) Sleep() { - fmt.Println("Labrador Sleep") -} diff --git a/tests/abstract_test.go b/tests/abstract_test.go deleted file mode 100644 index 59c3cff335440bf2734cc644f99e832871b24a03..0000000000000000000000000000000000000000 --- a/tests/abstract_test.go +++ /dev/null @@ -1,19 +0,0 @@ -package tests - -import "testing" - -func TestAbstract(t *testing.T) { - m := &Man{} - m.Eat() - m.Run() - m.Sleep() - -} - -func TestAbstract2(t *testing.T) { - akita := NewAkita() - akita.Eat() - - labrador := NewLabrador() - labrador.Eat() -} diff --git a/utils/utils.go b/utils/utils.go index 69104ff770856e3bf7731284f8c5b88cfa8b76f9..fd5e5c8fb46a73359a7500621fc31b836cada341 100644 --- a/utils/utils.go +++ b/utils/utils.go @@ -2,8 +2,6 @@ package utils import ( "math" - "reflect" - "unsafe" ) func WantFloat(got, want float64) bool { @@ -20,28 +18,3 @@ func SliceWantFloat(got, want []float64) bool { } return b == len(got) } - -// ChanIsClosed 判断channel是否关闭 -func ChanIsClosed(ch any) bool { - if reflect.TypeOf(ch).Kind() != reflect.Chan { - - panic("only channels!") - - } - cptr := *(*uintptr)(unsafe.Pointer( - unsafe.Pointer(uintptr(unsafe.Pointer(&ch)) + unsafe.Sizeof(uint(0))), - )) - // this function will return true if chan.closed > 0 - // see hchan on https://github.com/golang/go/blob/master/src/runtime/chan.go - // type hchan struct { - // qcount uint // total data in the queue - // dataqsiz uint // size of the circular queue - // buf unsafe.Pointer // points to an array of dataqsiz elements - // elemsize uint16 - // closed uint32 - // ** - cptr += unsafe.Sizeof(uint(0)) * 2 - cptr += unsafe.Sizeof(unsafe.Pointer(uintptr(0))) - cptr += unsafe.Sizeof(uint16(0)) - return *(*uint32)(unsafe.Pointer(cptr)) > 0 -} diff --git a/v1/builtin.go b/v1/builtin.go deleted file mode 100644 index 9a58cef188a996656b77fcacdfaaec5efb961934..0000000000000000000000000000000000000000 --- a/v1/builtin.go +++ /dev/null @@ -1,167 +0,0 @@ -package v1 - -import ( - gc "github.com/huandu/go-clone" - "math" - "reflect" - "strings" -) - -// 收敛统一初始化 -const ( - quant1xPath = "~/.quant1x" // quant1x默认 - tmpDir = quant1xPath + "/tmp" // 临时路径 -) - -// 全局变量定义 - -var ( - // Nil2Float64 nil指针转换float64 - Nil2Float64 = float64(0) - // Nil2Float32 nil指针转换float32 - Nil2Float32 = float32(0) -) - -func init() { - Nil2Float64 = math.NaN() - // 这个转换是对的, NaN对float32也有效 - Nil2Float32 = float32(Nil2Float64) -} - -// NaN returns an IEEE 754 “not-a-number” value. -func NaN() float64 { - return math.NaN() -} - -// IsNaN float64是否NaN -func IsNaN(f float64) bool { - return math.IsNaN(f) || math.IsInf(f, 0) -} - -// IsEmpty Code to test if string is empty -func IsEmpty(s string) bool { - if strings.TrimSpace(s) == "" { - return true - } else { - return false - } -} - -// Clone 克隆一个any -func clone(v any) any { - return gc.Clone(v) -} - -func isPoint(v any) bool { - kind := reflect.ValueOf(v).Kind() - return reflect.Pointer == kind -} - -var ( - //kindNames = []string{ - // reflect.Invalid: "invalid", - // reflect.Bool: "bool", - // reflect.Int: "int", - // reflect.Int8: "int8", - // reflect.Int16: "int16", - // reflect.Int32: "int32", - // reflect.Int64: "int64", - // reflect.Uint: "uint", - // reflect.Uint8: "uint8", - // reflect.Uint16: "uint16", - // reflect.Uint32: "uint32", - // reflect.Uint64: "uint64", - // reflect.Uintptr: "uintptr", - // reflect.Float32: "float32", - // reflect.Float64: "float64", - // reflect.Complex64: "complex64", - // reflect.Complex128: "complex128", - // reflect.Array: "array", - // reflect.Chan: "chan", - // reflect.Func: "func", - // reflect.Interface: "interface", - // reflect.Map: "map", - // reflect.Pointer: "ptr", - // reflect.Slice: "slice", - // reflect.String: "string", - // reflect.UnsafePointer: "unsafe.Pointer", - //} - - sKindInvalid = "invalid" - sKindBool = "bool" - sKindInt = "int" - sKindInt8 = "int8" - sKindInt16 = "int16" - sKindInt32 = "int32" - sKindInt64 = "int64" - sKindUint = "uint" - sKindUint8 = "uint8" - sKindUint16 = "uint16" - sKindUint32 = "uint32" - sKindUint64 = "uint64" - sKindUintptr = "uintptr" - sKindFloat32 = "float32" - sKindFloat64 = "float64" - sKindComplex64 = "complex64" - sKindComplex128 = "complex128" - sKindArray = "array" - sKindChan = "chan" - sKindFunc = "func" - sKindInterface = "interface" - sKindMap = "map" - sKindPointer = "ptr" - sKindSlice = "slice" - sKindString = "string" - sKindUnsafePointer = "unsafe.Pointer" - // 缓存Kind对应关系 - mapKind = map[string]reflect.Kind{ - sKindInvalid: reflect.Invalid, - sKindBool: reflect.Bool, - sKindInt: reflect.Int, - sKindInt8: reflect.Int8, - sKindInt16: reflect.Int16, - sKindInt32: reflect.Int32, - sKindInt64: reflect.Int64, - sKindUint: reflect.Uint, - sKindUint8: reflect.Uint8, - sKindUint16: reflect.Uint16, - sKindUint32: reflect.Uint32, - sKindUint64: reflect.Uint64, - sKindUintptr: reflect.Uintptr, - sKindFloat32: reflect.Float32, - sKindFloat64: reflect.Float64, - sKindComplex64: reflect.Complex64, - sKindComplex128: reflect.Complex128, - sKindArray: reflect.Array, - sKindChan: reflect.Chan, - sKindFunc: reflect.Func, - sKindInterface: reflect.Interface, - sKindMap: reflect.Map, - sKindPointer: reflect.Pointer, - sKindSlice: reflect.Slice, - sKindString: reflect.String, - sKindUnsafePointer: reflect.UnsafePointer, - } -) - -func checkoutRawType(frame any) Type { - ft := reflect.TypeOf(frame) - strType := ft.String() - pos := strings.LastIndexByte(strType, '[') - if pos < 0 { - return SERIES_TYPE_INVAILD - } - strType = strType[pos+1:] - pos = strings.LastIndexByte(strType, ']') - if pos < 0 { - return SERIES_TYPE_INVAILD - } - strType = strings.TrimSpace(strType[:pos]) - if len(strType) < 1 { - return SERIES_TYPE_INVAILD - } - if t, ok := mapKind[strType]; ok { - return t - } - return SERIES_TYPE_INVAILD -} diff --git a/v1/builtin_test.go b/v1/builtin_test.go deleted file mode 100644 index dc85afc60f165c7b43a260d5f629941baf6dd6d8..0000000000000000000000000000000000000000 --- a/v1/builtin_test.go +++ /dev/null @@ -1,87 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" - "testing" -) - -func TestIsEmpty(t *testing.T) { - type args struct { - s string - } - tests := []struct { - name string - args args - want bool - }{ - { - name: "test: 字符串左右两边空格", - args: args{ - s: " a ", - }, - want: false, - }, - { - name: "test: 单空格", - args: args{ - s: " ", - }, - want: true, - }, - { - name: "test: 双空格", - args: args{ - s: " ", - }, - want: true, - }, - { - name: "test: 多空格", - args: args{ - s: " ", - }, - want: true, - }, - { - name: "test: tab", - args: args{ - s: "\t", - }, - want: true, - }, - { - name: "test: 空格和tab", - args: args{ - s: " \t", - }, - want: true, - }, - { - name: "test: tab和空格", - args: args{ - s: " \t", - }, - want: true, - }, - } - for _, tt := range tests { - t.Run(tt.name, func(t *testing.T) { - if got := IsEmpty(tt.args.s); got != tt.want { - t.Errorf("IsEmpty() = %v, want %v", got, tt.want) - } - }) - } -} - -func TestPoint(t *testing.T) { - var p1 *int - fmt.Printf("*int = nil, result=%v\n", isPoint(p1)) - a := 1 - p1 = &a - fmt.Printf("*int = nil, result=%v\n", isPoint(p1)) - - var p2 *stat.BigFloat - fmt.Printf("*BigFloat = nil, result=%v\n", isPoint(p2)) - -} diff --git a/v1/dataframe.go b/v1/dataframe.go deleted file mode 100644 index bdfeb6a5c4d871e18682e7382dab834fe8d637c5..0000000000000000000000000000000000000000 --- a/v1/dataframe.go +++ /dev/null @@ -1,232 +0,0 @@ -package v1 - -import ( - "fmt" - "sort" -) - -// DataFrame 以gota的DataFrame的方法为主, 兼顾新流程, 避免单元格元素结构化 -type DataFrame struct { - columns []Series - ncols int - nrows int - - // deprecated: Use Error() instead - Err error -} - -// NewDataFrame is the generic DataFrame constructor -func NewDataFrame(se ...Series) DataFrame { - if se == nil || len(se) == 0 { - return DataFrame{Err: fmt.Errorf("empty DataFrame")} - } - - columns := make([]Series, len(se)) - for i, s := range se { - var d Series - if s.Type() == SERIES_TYPE_INT64 { - d = NewSeries(SERIES_TYPE_INT64, s.Name(), s.Values()) - } else if s.Type() == SERIES_TYPE_BOOL { - d = NewSeries(SERIES_TYPE_BOOL, s.Name(), s.Values()) - } else if s.Type() == SERIES_TYPE_STRING { - d = NewSeries(SERIES_TYPE_STRING, s.Name(), s.Values()) - } else if s.Type() == SERIES_TYPE_FLOAT32 { - d = NewSeries(SERIES_TYPE_FLOAT32, s.Name(), s.Values()) - } else { - d = NewSeries(SERIES_TYPE_FLOAT64, s.Name(), s.Values()) - } - columns[i] = d - } - nrows, ncols, err := checkColumnsDimensions(columns...) - if err != nil { - return DataFrame{Err: err} - } - - // Fill DataFrame base structure - df := DataFrame{ - columns: columns, - ncols: ncols, - nrows: nrows, - } - colnames := df.Names() - fixColnames(colnames) - for i, colname := range colnames { - df.columns[i].Rename(colname) - } - return df -} - -// Dims retrieves the dimensions of a DataFrame. -func (self DataFrame) Dims() (int, int) { - return self.Nrow(), self.Ncol() -} - -// Nrow returns the number of rows on a DataFrame. -func (self DataFrame) Nrow() int { - return self.nrows -} - -// Ncol returns the number of columns on a DataFrame. -func (self DataFrame) Ncol() int { - return self.ncols -} - -// Returns error or nil if no error occured -func (self DataFrame) Error() error { - return self.Err -} - -// 检查列的尺寸 -func checkColumnsDimensions(se ...Series) (nrows, ncols int, err error) { - ncols = len(se) - nrows = -1 - if se == nil || ncols == 0 { - err = fmt.Errorf("no Series given") - return - } - for i, s := range se { - //if s.Err != nil { - // err = fmt.Errorf("error on series %d: %v", i, s.Err) - // return - //} - if nrows == -1 { - nrows = s.Len() - } - if nrows != s.Len() { - err = fmt.Errorf("arguments have different dimensions") - return - } - _ = i - } - return -} - -// Types returns the types of the columns on a DataFrame. -func (self DataFrame) Types() []string { - coltypes := make([]string, self.ncols) - for i, s := range self.columns { - coltypes[i] = s.Type().String() - } - return coltypes -} - -// Records return the string record representation of a DataFrame. -func (self DataFrame) Records() [][]string { - var records [][]string - records = append(records, self.Names()) - if self.ncols == 0 || self.nrows == 0 { - return records - } - var tRecords [][]string - for _, col := range self.columns { - tRecords = append(tRecords, col.Records()) - } - records = append(records, transposeRecords(tRecords)...) - return records -} - -// Getters/Setters for DataFrame fields -// ==================================== - -// Names returns the name of the columns on a DataFrame. -func (self DataFrame) Names() []string { - colnames := make([]string, self.ncols) - for i, s := range self.columns { - colnames[i] = s.Name() - } - return colnames -} - -func transposeRecords(x [][]string) [][]string { - n := len(x) - if n == 0 { - return x - } - m := len(x[0]) - y := make([][]string, m) - for i := 0; i < m; i++ { - z := make([]string, n) - for j := 0; j < n; j++ { - z[j] = x[j][i] - } - y[i] = z - } - return y -} - -// fixColnames assigns a name to the missing column names and makes it so that the -// column names are unique. -func fixColnames(colnames []string) { - // Find duplicated and missing colnames - dupnamesidx := make(map[string][]int) - var missingnames []int - for i := 0; i < len(colnames); i++ { - a := colnames[i] - if a == "" { - missingnames = append(missingnames, i) - continue - } - // for now, dupnamesidx contains the indices of *all* the columns - // the columns with unique locations will be removed after this loop - dupnamesidx[a] = append(dupnamesidx[a], i) - } - // NOTE: deleting a map key in a range is legal and correct in Go. - for k, places := range dupnamesidx { - if len(places) < 2 { - delete(dupnamesidx, k) - } - } - // Now: dupnameidx contains only keys that appeared more than once - - // Autofill missing column names - counter := 0 - for _, i := range missingnames { - proposedName := fmt.Sprintf("X%d", counter) - for findInStringSlice(proposedName, colnames) != -1 { - counter++ - proposedName = fmt.Sprintf("X%d", counter) - } - colnames[i] = proposedName - counter++ - } - - // Sort map keys to make sure it always follows the same order - var keys []string - for k := range dupnamesidx { - keys = append(keys, k) - } - sort.Strings(keys) - - // Add a suffix to the duplicated colnames - for _, name := range keys { - idx := dupnamesidx[name] - if name == "" { - name = "X" - } - counter := 0 - for _, i := range idx { - proposedName := fmt.Sprintf("%s_%d", name, counter) - for findInStringSlice(proposedName, colnames) != -1 { - counter++ - proposedName = fmt.Sprintf("%s_%d", name, counter) - } - colnames[i] = proposedName - counter++ - } - } -} - -func findInStringSlice(str string, s []string) int { - for i, e := range s { - if e == str { - return i - } - } - return -1 -} - -// Read/Write Methods -// ================= - -// LoadOption is the type used to configure the load of elements -type LoadOption func(*loadOptions) diff --git a/v1/dataframe_csv.go b/v1/dataframe_csv.go deleted file mode 100644 index fbc2be66baa7071ed6fc090ab70d091ad363768c..0000000000000000000000000000000000000000 --- a/v1/dataframe_csv.go +++ /dev/null @@ -1,105 +0,0 @@ -package v1 - -import ( - "encoding/csv" - "github.com/mymmsc/gox/api" - "github.com/mymmsc/gox/logger" - "github.com/mymmsc/gox/util/homedir" - "io" - "os" -) - -// ReadCSV reads a CSV file from a io.Reader and builds a DataFrame with the -// resulting records. -// 支持文件名和io两种方式读取数据 -func ReadCSV(in any, options ...LoadOption) DataFrame { - var ( - reader io.Reader - filename string - ) - switch param := in.(type) { - case io.Reader: - reader = param - case string: - filename = param - } - - if !IsEmpty(filename) { - filepath, err := homedir.Expand(filename) - if err != nil { - logger.Errorf("%s, error=%+v\n", filename, err) - return DataFrame{} - } - csvFile, err := os.Open(filepath) - if err != nil { - logger.Errorf("%s, error=%+v\n", filename, err) - return DataFrame{} - } - defer api.CloseQuietly(csvFile) - reader = csvFile - } - - csvReader := csv.NewReader(reader) - cfg := loadOptions{ - delimiter: ',', - lazyQuotes: false, - comment: 0, - } - for _, option := range options { - option(&cfg) - } - - csvReader.Comma = cfg.delimiter - csvReader.LazyQuotes = cfg.lazyQuotes - csvReader.Comment = cfg.comment - - records, err := csvReader.ReadAll() - if err != nil { - return DataFrame{Err: err} - } - return LoadRecords(records, options...) -} - -// WriteCSV writes the DataFrame to the given io.Writer as a CSV file. -// 支持文件名和io两种方式写入数据 -func (self DataFrame) WriteCSV(out any, options ...WriteOption) error { - var ( - writer io.Writer - filename string - ) - switch param := out.(type) { - case io.Writer: - writer = param - case string: - filename = param - } - - if !IsEmpty(filename) { - filepath, err := homedir.Expand(filename) - if err != nil { - return err - } - csvFile, err := os.Create(filepath) - if err != nil { - return err - } - defer api.CloseQuietly(csvFile) - writer = csvFile - } - // Set the default write options - cfg := writeOptions{ - writeHeader: true, - } - - // Set any custom write options - for _, option := range options { - option(&cfg) - } - - records := self.Records() - if !cfg.writeHeader { - records = records[1:] - } - - return csv.NewWriter(writer).WriteAll(records) -} diff --git a/v1/dataframe_csv_test.go b/v1/dataframe_csv_test.go deleted file mode 100644 index c46aac5e2c3981b3039bc28dba6f35e010f092c4..0000000000000000000000000000000000000000 --- a/v1/dataframe_csv_test.go +++ /dev/null @@ -1,89 +0,0 @@ -package v1 - -import ( - "bytes" - "encoding/json" - "fmt" - "strings" - "testing" -) - -func TestCsv(t *testing.T) { - csvStr := ` -Country,Date,Age,Amount,Id,close -"United States",2012-02-01,50,112.1,01234,1.23 -"United States",2012-02-01,32,321.31,54320,1.23 -"United Kingdom",2012-02-01,17,18.2,12345,1.23 -"United States",2012-02-01,32,321.31,54320,1.23 -"United Kingdom",2012-02-01,NA,18.2,12345,1.23 -"United States",2012-02-01,32,321.31,54320,1.23 -"United States",2012-02-01,32,321.31,54320,1.23 -Spain,2012-02-01,66,555.42,00241,1.23 -` - df := ReadCSV(strings.NewReader(csvStr)) - fmt.Println(df) - filename := "../testfiles/test-tutorials-w01.csv" - _ = df.WriteCSV(filename) - buf := new(bytes.Buffer) - _ = df.WriteCSV(buf) - df = ReadCSV(filename) - fmt.Println(df) - df.SetNames("a", "b", "c", "d", "e") - //s1 := df.Col("d") - //fmt.Println(s1) - // - //closes := df.Col("d") - //ma5 := closes.RollingV1(5).Mean() - //dframe.NewSeries(closes, dframe.Floats, "") - //fmt.Println(ma5) - d := df.Col("d") - fmt.Println(d) - _ = csvStr - -} - -type T1 struct { - X []int64 `json:"x"` -} - -func TestEwm(t *testing.T) { - //a := make(map[string][]int, 8) - t01 := map[string]int64{ - "x": 1, - } - fmt.Println(t01) - t02 := map[string][]int64{ - "x": {1, 2, 3, 4, 5, 6, 7, 8, 9}, - } - fmt.Println(t02) - text := `{"x":[1,2,3,4,5,6,7,8,9]}` - reader := strings.NewReader(text) - parser := json.NewDecoder(reader) - var t1 T1 - a1 := parser.Decode(&t1) - fmt.Println(a1, t1) - var t2 map[string][]int - a2 := parser.Decode(&t2) - fmt.Println(a2, t2) - //df := dframe.ReadJSON(reader) - //fmt.Println(df) - //values := []int64{1, 2, 3, 4, 5, 6, 7, 8, 9} - //s1 := dframe.NewSeries(values, dframe.Int, "x") - //df = dframe.NewFrame(s1) - //fmt.Println(df) - //xs := df.Col("x") - //r1 := xs.RollingV1(5).Mean() - //fmt.Println(r1) - // - //e1 := xs.EWM(dframe.Alpha{Span: 5, At: dframe.AlphaSpan}, false, false).Mean() - //fmt.Println(e1) - // - //df1 := dframe.NewFrame(e1) - //fmt.Println(df1) - // - //e2 := xs.EWM(dframe.Alpha{Span: 5, At: dframe.AlphaSpan}, true, false).Mean() - //fmt.Println(e2) - // - //df2 := dframe.NewFrame(e1, e2) - //fmt.Println(df2) -} diff --git a/v1/dataframe_excel.go b/v1/dataframe_excel.go deleted file mode 100644 index bd5319648289174de09713d41a601b62162b528c..0000000000000000000000000000000000000000 --- a/v1/dataframe_excel.go +++ /dev/null @@ -1,86 +0,0 @@ -package v1 - -import ( - "fmt" - "github.com/mymmsc/gox/logger" - "github.com/mymmsc/gox/util/homedir" - xlsv1 "github.com/tealeg/xlsx" - xlsv3 "github.com/tealeg/xlsx/v3" - "strings" -) - -// 读取excel文件 -func ReadExcel(filename string, options ...LoadOption) DataFrame { - if IsEmpty(filename) { - return DataFrame{Err: fmt.Errorf("filaname is empty")} - } - - filepath, err := homedir.Expand(filename) - if err != nil { - logger.Errorf("%s, error=%+v\n", filename, err) - return DataFrame{Err: err} - } - //filename := "test.xlsx" - xlFile, err := xlsv1.OpenFile(filepath) - if err != nil { - return DataFrame{Err: err} - } - colnums := make([][]string, 0) - for _, sheet := range xlFile.Sheets { - //fmt.Printf("Sheet Name: %s\n", sheet.Name) - for _, row := range sheet.Rows { - col := make([]string, 0) - for _, cell := range row.Cells { - //cell.SetStringFormula("%s") - if cell.IsTime() { - cell.SetFormat("yyyy-mm-dd") - } else if strings.HasPrefix(cell.Value, "0") { - cell.SetFormat("") - } - text := cell.String() - col = append(col, text) - } - colnums = append(colnums, col) - } - // 只展示第一个sheet - break - } - - return LoadRecords(colnums, options...) -} - -// WriteExcel 支持文件名和io两种方式写入数据 -func (self DataFrame) WriteExcel(filename string, options ...WriteOption) error { - filepath, err := homedir.Expand(filename) - if err != nil { - return err - } - xlFile := xlsv3.NewFile() - sheet, err := xlFile.AddSheet("Sheet(pandas)") - if err != nil { - return err - } - // Set the default write options - cfg := writeOptions{ - writeHeader: true, - } - - // Set any custom write options - for _, option := range options { - option(&cfg) - } - - records := self.Records() - if !cfg.writeHeader { - records = records[1:] - } - for _, cols := range records { - row := sheet.AddRow() - for _, col := range cols { - cell := row.AddCell() - cell.SetString(col) - } - } - - return xlFile.Save(filepath) -} diff --git a/v1/dataframe_excel_test.go b/v1/dataframe_excel_test.go deleted file mode 100644 index 4986a2b9ab71cbc4aaa29b72df4529e65a559acd..0000000000000000000000000000000000000000 --- a/v1/dataframe_excel_test.go +++ /dev/null @@ -1,17 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestReadExcel(t *testing.T) { - filename := "../testfiles/test-excel-r01.xlsx" - df := ReadExcel(filename) - fmt.Println(df) - toFile := "../testfiles/test-excel-w01.xlsx" - err := df.WriteExcel(toFile) - if err != nil { - t.Errorf("write excel=%s, failed", toFile) - } -} diff --git a/v1/dataframe_fillna.go b/v1/dataframe_fillna.go deleted file mode 100644 index 0303a54354f865cfe614ed066e87c40b8de14848..0000000000000000000000000000000000000000 --- a/v1/dataframe_fillna.go +++ /dev/null @@ -1,10 +0,0 @@ -package v1 - -// FillNa dataframe实现FillNa -func (self DataFrame) FillNa(v any, inplace bool) { - for _, series := range self.columns { - if series.Len() > 0 { - series.FillNa(v, inplace) - } - } -} diff --git a/v1/dataframe_indexes.go b/v1/dataframe_indexes.go deleted file mode 100644 index e2c28594e269e4fc99dffdeee26e5d52bbd236e0..0000000000000000000000000000000000000000 --- a/v1/dataframe_indexes.go +++ /dev/null @@ -1,110 +0,0 @@ -package v1 - -import "fmt" - -func parseSelectIndexes(l int, indexes SelectIndexes, colnames []string) ([]int, error) { - var idx []int - switch indexes.(type) { - case []int: - idx = indexes.([]int) - case int: - idx = []int{indexes.(int)} - case []bool: - bools := indexes.([]bool) - if len(bools) != l { - return nil, fmt.Errorf("indexing error: index dimensions mismatch") - } - for i, b := range bools { - if b { - idx = append(idx, i) - } - } - case string: - s := indexes.(string) - i := findInStringSlice(s, colnames) - if i < 0 { - return nil, fmt.Errorf("can't select columns: column name %q not found", s) - } - idx = append(idx, i) - case []string: - xs := indexes.([]string) - for _, s := range xs { - i := findInStringSlice(s, colnames) - if i < 0 { - return nil, fmt.Errorf("can't select columns: column name %q not found", s) - } - idx = append(idx, i) - } - //case Series: - // s := indexes.(Series) - // //if err := s.Err; err != nil { - // // return nil, fmt.Errorf("indexing error: new values has errors: %v", err) - // //} - // //if s.HasNaN() { - // // return nil, fmt.Errorf("indexing error: indexes contain NaN") - // //} - // switch s.Type() { - // case SERIES_TYPE_INT64: - // return s.Ints() - // case series.Bool: - // bools, err := s.Bool() - // if err != nil { - // return nil, fmt.Errorf("indexing error: %v", err) - // } - // return parseSelectIndexes(l, bools, colnames) - // case series.String: - // xs := indexes.(series.Series).Records() - // return parseSelectIndexes(l, xs, colnames) - // default: - // return nil, fmt.Errorf("indexing error: unknown indexing mode") - // } - default: - return nil, fmt.Errorf("indexing error: unknown indexing mode") - } - return idx, nil -} - -// SelectIndexes are the supported indexes used for the DataFrame.Select method. Currently supported are: -// -// int // Matches the given index number -// []int // Matches all given index numbers -// []bool // Matches all columns marked as true -// string // Matches the column with the matching column name -// []string // Matches all columns with the matching column names -// Series [Int] // Same as []int -// Series [Bool] // Same as []bool -// Series [String] // Same as []string -type SelectIndexes interface{} - -// Select the given DataFrame columns -func (df DataFrame) Select(indexes SelectIndexes) DataFrame { - if df.Err != nil { - return df - } - idx, err := parseSelectIndexes(df.ncols, indexes, df.Names()) - if err != nil { - return DataFrame{Err: fmt.Errorf("can't select columns: %v", err)} - } - columns := make([]Series, len(idx)) - for k, i := range idx { - if i < 0 || i >= df.ncols { - return DataFrame{Err: fmt.Errorf("can't select columns: index out of range")} - } - columns[k] = df.columns[i].Copy() - } - nrows, ncols, err := checkColumnsDimensions(columns...) - if err != nil { - return DataFrame{Err: err} - } - df = DataFrame{ - columns: columns, - ncols: ncols, - nrows: nrows, - } - colnames := df.Names() - fixColnames(colnames) - for i, colname := range colnames { - df.columns[i].Rename(colname) - } - return df -} diff --git a/v1/dataframe_join.go b/v1/dataframe_join.go deleted file mode 100644 index acc4a1d20a8ce09e13b94d04f5d2f4270e88b389..0000000000000000000000000000000000000000 --- a/v1/dataframe_join.go +++ /dev/null @@ -1,59 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -func (self DataFrame) align(ss ...Series) []Series { - defaultValue := []Series{} - sLen := len(ss) - if sLen == 0 { - return defaultValue - } - ls := make([]float32, sLen) - for i, v := range ss { - ls[i] = float32(v.Len()) - } - - maxLength := stat.Max(ls) - if maxLength <= 0 { - return defaultValue - } - cols := make([]Series, sLen) - for i, v := range ss { - vt := v.Type() - vn := v.Name() - vs := v.Values() - // 声明any的ns变量用于接收逻辑分支的输出 - // 切片数据不能直接对齐, 需要根据类型指定Nil和NaN默认值 - var ns any - if vt == SERIES_TYPE_BOOL { - ns = stat.Align(vs.([]bool), stat.Nil2Bool, int(maxLength)) - } else if vt == SERIES_TYPE_INT64 { - ns = stat.Align(vs.([]int64), stat.Nil2Int64, int(maxLength)) - } else if vt == SERIES_TYPE_STRING { - ns = stat.Align(vs.([]string), stat.Nil2String, int(maxLength)) - } else if vt == SERIES_TYPE_FLOAT32 { - ns = stat.Align(vs.([]float32), Nil2Float32, int(maxLength)) - } else if vt == SERIES_TYPE_FLOAT64 { - ns = stat.Align(vs.([]float64), Nil2Float64, int(maxLength)) - } - cols[i] = NewSeries(vt, vn, ns) - } - return cols -} - -// Join 默认右连接, 加入一个series -func (self DataFrame) Join(series Series) DataFrame { - if series.Len() < 0 { - return self - } - nCol := self.Ncol() - cols := make([]Series, nCol+1) - cols[len(cols)-1] = series - for i, s := range self.columns { - cols[i] = s - } - cols = self.align(cols...) - df := NewDataFrame(cols...) - self = df - return self -} diff --git a/v1/dataframe_join_test.go b/v1/dataframe_join_test.go deleted file mode 100644 index 2b85185d31dbf57aebee769ee352d4359d5b6f9e..0000000000000000000000000000000000000000 --- a/v1/dataframe_join_test.go +++ /dev/null @@ -1,26 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestDataFrame_Join(t *testing.T) { - type testStruct struct { - A string - B int - C bool - D float32 - } - data := []testStruct{ - {"a", 1, true, 0.0}, - {"b", 2, false, 0.5}, - } - df1 := LoadStructs(data) - fmt.Println(df1) - - // 增加1列 - s_e := GenericSeries[string]("", "a0", "a1", "a2", "a3") - df2 := df1.Join(s_e) - fmt.Println(df2) -} diff --git a/v1/dataframe_map.go b/v1/dataframe_map.go deleted file mode 100644 index 038ccc7019c089cac942d428b3fa71829c8d58c4..0000000000000000000000000000000000000000 --- a/v1/dataframe_map.go +++ /dev/null @@ -1,47 +0,0 @@ -package v1 - -import ( - "fmt" - "sort" -) - -// LoadMaps creates a new DataFrame based on the given maps. This function assumes -// that every map on the array represents a row of observations. -func LoadMaps(maps []map[string]interface{}, options ...LoadOption) DataFrame { - if len(maps) == 0 { - return DataFrame{Err: fmt.Errorf("load maps: empty array")} - } - inStrSlice := func(i string, s []string) bool { - for _, v := range s { - if v == i { - return true - } - } - return false - } - // Detect all colnames - var colnames []string - for _, v := range maps { - for k := range v { - if exists := inStrSlice(k, colnames); !exists { - colnames = append(colnames, k) - } - } - } - sort.Strings(colnames) - records := make([][]string, len(maps)+1) - records[0] = colnames - for k, m := range maps { - row := make([]string, len(colnames)) - for i, colname := range colnames { - element := "" - val, ok := m[colname] - if ok { - element = fmt.Sprint(val) - } - row[i] = element - } - records[k+1] = row - } - return LoadRecords(records, options...) -} diff --git a/v1/dataframe_matrix.go b/v1/dataframe_matrix.go deleted file mode 100644 index e45b0be01e411ee683f4db357e5d2f285fb369f1..0000000000000000000000000000000000000000 --- a/v1/dataframe_matrix.go +++ /dev/null @@ -1,32 +0,0 @@ -package v1 - -import "gonum.org/v1/gonum/mat" - -// LoadMatrix loads the given Matrix as a DataFrame -// TODO: Add Loadoptions -func LoadMatrix(mat mat.Matrix) DataFrame { - nrows, ncols := mat.Dims() - columns := make([]Series, ncols) - for i := 0; i < ncols; i++ { - floats := make([]float64, nrows) - for j := 0; j < nrows; j++ { - floats[j] = mat.At(j, i) - } - columns[i] = NewSeries(SERIES_TYPE_FLOAT64, "", floats) - } - nrows, ncols, err := checkColumnsDimensions(columns...) - if err != nil { - return DataFrame{Err: err} - } - df := DataFrame{ - columns: columns, - ncols: ncols, - nrows: nrows, - } - colnames := df.Names() - fixColnames(colnames) - for i, colname := range colnames { - df.columns[i].Rename(colname) - } - return df -} diff --git a/v1/dataframe_options.go b/v1/dataframe_options.go deleted file mode 100644 index a491d1ea55fdccfc4482e24e312e01da4e3933b3..0000000000000000000000000000000000000000 --- a/v1/dataframe_options.go +++ /dev/null @@ -1,110 +0,0 @@ -package v1 - -type loadOptions struct { - // Specifies which is the default type in case detectTypes is disabled. - defaultType Type - - // If set, the type of each column will be automatically detected unless - // otherwise specified. - detectTypes bool - - // If set, the first row of the tabular structure will be used as column - // names. - hasHeader bool - - // The names to set as columns names. - names []string - - // Defines which values are going to be considered as NaN when parsing from string. - nanValues []string - - // Defines the csv delimiter - delimiter rune - - // EnablesLazyQuotes - lazyQuotes bool - - // Defines the comment delimiter - comment rune - - // The types of specific columns can be specified via column name. - types map[string]Type -} - -// DefaultType sets the defaultType option for loadOptions. -func DefaultType(t Type) LoadOption { - return func(c *loadOptions) { - c.defaultType = t - } -} - -// DetectTypes sets the detectTypes option for loadOptions. -func DetectTypes(b bool) LoadOption { - return func(c *loadOptions) { - c.detectTypes = b - } -} - -// HasHeader sets the hasHeader option for loadOptions. -func HasHeader(b bool) LoadOption { - return func(c *loadOptions) { - c.hasHeader = b - } -} - -// Names sets the names option for loadOptions. -func Names(names ...string) LoadOption { - return func(c *loadOptions) { - c.names = names - } -} - -// NaNValues sets the nanValues option for loadOptions. -func NaNValues(nanValues []string) LoadOption { - return func(c *loadOptions) { - c.nanValues = nanValues - } -} - -// WithTypes sets the types option for loadOptions. -func WithTypes(coltypes map[string]Type) LoadOption { - return func(c *loadOptions) { - c.types = coltypes - } -} - -// WithDelimiter sets the csv delimiter other than ',', for example '\t' -func WithDelimiter(b rune) LoadOption { - return func(c *loadOptions) { - c.delimiter = b - } -} - -// WithLazyQuotes sets csv parsing option to LazyQuotes -func WithLazyQuotes(b bool) LoadOption { - return func(c *loadOptions) { - c.lazyQuotes = b - } -} - -// WithComments sets the csv comment line detect to remove lines -func WithComments(b rune) LoadOption { - return func(c *loadOptions) { - c.comment = b - } -} - -// WriteOption is the type used to configure the writing of elements -type WriteOption func(*writeOptions) - -type writeOptions struct { - // Specifies whether the header is also written - writeHeader bool -} - -// WriteHeader sets the writeHeader option for writeOptions. -func WriteHeader(b bool) WriteOption { - return func(c *writeOptions) { - c.writeHeader = b - } -} diff --git a/v1/dataframe_records.go b/v1/dataframe_records.go deleted file mode 100644 index 6c9a2e333aaf967b87ecefb17543b34ac0842f1f..0000000000000000000000000000000000000000 --- a/v1/dataframe_records.go +++ /dev/null @@ -1,98 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" -) - -// LoadRecords creates a new DataFrame based on the given records. -// 这个方法是从本地缓存文件读取数据的第二步, 数据从形式上只能是字符串 -func LoadRecords(records [][]string, options ...LoadOption) DataFrame { - // Set the default load options - cfg := loadOptions{ - defaultType: SERIES_TYPE_STRING, - detectTypes: true, - hasHeader: true, - nanValues: stat.PossibleNaOfString, - } - - // Set any custom load options - for _, option := range options { - option(&cfg) - } - - if len(records) == 0 { - return DataFrame{Err: fmt.Errorf("load records: empty DataFrame")} - } - if cfg.hasHeader && len(records) <= 1 { - return DataFrame{Err: fmt.Errorf("load records: empty DataFrame")} - } - if cfg.names != nil && len(cfg.names) != len(records[0]) { - if len(cfg.names) > len(records[0]) { - return DataFrame{Err: fmt.Errorf("load records: too many column names")} - } - return DataFrame{Err: fmt.Errorf("load records: not enough column names")} - } - - // Extract headers - headers := make([]string, len(records[0])) - if cfg.hasHeader { - headers = records[0] - records = records[1:] - } - if cfg.names != nil { - headers = cfg.names - } - - types := make([]Type, len(headers)) - rawcols := make([][]string, len(headers)) - for i, colname := range headers { - rawcol := make([]string, len(records)) - for j := 0; j < len(records); j++ { - rawcol[j] = records[j][i] - // 收敛NaN的情况, 统一替换为NaN - if findInStringSlice(rawcol[j], cfg.nanValues) != -1 { - rawcol[j] = "NaN" - } - } - rawcols[i] = rawcol - - t, ok := cfg.types[colname] - if !ok { - t = cfg.defaultType - if cfg.detectTypes { - if l, err := findTypeByString(rawcol); err == nil { - t = l - } - } - } - types[i] = t - } - - columns := make([]Series, len(headers)) - for i, colname := range headers { - cols := rawcols[i] - col := NewSeries(types[i], colname, cols) - //col := NewSeriesWithType(types[i], colname, cols) - //if col.Err != nil { - // return DataFrame{Err: col.Err} - //} - columns[i] = col - } - nrows, ncols, err := checkColumnsDimensions(columns...) - if err != nil { - return DataFrame{Err: err} - } - df := DataFrame{ - columns: columns, - ncols: ncols, - nrows: nrows, - } - - colnames := df.Names() - fixColnames(colnames) - for i, colname := range colnames { - df.columns[i].Rename(colname) - } - return df -} diff --git a/v1/dataframe_remove.go b/v1/dataframe_remove.go deleted file mode 100644 index 46f456d9844d71b3ed83c03e602d98c73b657980..0000000000000000000000000000000000000000 --- a/v1/dataframe_remove.go +++ /dev/null @@ -1,28 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -// Remove 删除一段范围内的记录 -func (self DataFrame) Remove(p stat.ScopeLimit) DataFrame { - rowLen := self.Nrow() - start, end, err := p.Limits(rowLen) - if err != nil { - return self - } - columns := []Series{} - for i := range self.columns { - ht := self.columns[i].Subset(0, start, true) - tail := self.columns[i].Subset(end+1, rowLen).Values() - ht.Append(tail) - columns = append(columns, ht) - } - nrows, ncols, err := checkColumnsDimensions(columns...) - if err != nil { - return DataFrame{Err: err} - } - return DataFrame{ - columns: columns, - ncols: ncols, - nrows: nrows, - } -} diff --git a/v1/dataframe_remove_test.go b/v1/dataframe_remove_test.go deleted file mode 100644 index 63258ffeedb16f6eb49dc92ab2a91fa347c184cc..0000000000000000000000000000000000000000 --- a/v1/dataframe_remove_test.go +++ /dev/null @@ -1,31 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" - "testing" -) - -func TestDataFrame_Remove(t *testing.T) { - type testStruct struct { - A string - B int - C bool - D float64 - } - data := []testStruct{ - {"a", 1, true, 0.0}, - {"b", 2, false, 0.5}, - } - df1 := LoadStructs(data) - fmt.Println(df1) - - // 增加1列 - s_e := GenericSeries[string]("x", "a0", "a1", "a2", "a3", "a4") - df2 := df1.Join(s_e) - fmt.Println(df2) - r := stat.RangeFinite(3, 3) - df3 := df2.Remove(r) - fmt.Println(df3) - -} diff --git a/v1/dataframe_select.go b/v1/dataframe_select.go deleted file mode 100644 index ffbdb772fb135e26a9ab71013f7f7f2e12517193..0000000000000000000000000000000000000000 --- a/v1/dataframe_select.go +++ /dev/null @@ -1,39 +0,0 @@ -package v1 - -import "fmt" - -// Col returns a copy of the Series with the given column name contained in the DataFrame. -// 选取一列 -func (self DataFrame) Col(colname string) Series { - if self.Err != nil { - return NewSeriesWithType(SERIES_TYPE_INVAILD, "") - } - // Check that colname exist on dataframe - idx := findInStringSlice(colname, self.Names()) - if idx < 0 { - return NewSeriesWithType(SERIES_TYPE_INVAILD, "") - } - return self.columns[idx].Copy() -} - -// SetNames changes the column names of a DataFrame to the ones passed as an -// argument. -// 修改全部的列名 -func (self DataFrame) SetNames(colnames ...string) error { - if len(colnames) != self.ncols { - return fmt.Errorf("setting names: wrong dimensions") - } - for k, s := range colnames { - self.columns[k].Rename(s) - } - return nil -} - -// SetName 修改一个series的名称 -func (self DataFrame) SetName(from string, to string) { - for _, s := range self.columns { - if s.Name() == from { - s.Rename(to) - } - } -} diff --git a/v1/dataframe_struct.go b/v1/dataframe_struct.go deleted file mode 100644 index dc0dfad21ab8b294e298543428781598ce5964e7..0000000000000000000000000000000000000000 --- a/v1/dataframe_struct.go +++ /dev/null @@ -1,156 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" - "reflect" - "strings" -) - -// LoadStructs creates a new DataFrame from arbitrary struct slices. -// -// LoadStructs will ignore unexported fields inside an struct. Note also that -// unless otherwise specified the column names will correspond with the name of -// the field. -// -// You can configure each field with the `dataframe:"name[,type]"` struct -// tag. If the name on the tag is the empty string `""` the field name will be -// used instead. If the name is `"-"` the field will be ignored. -// -// Examples: -// -// // field will be ignored -// field int -// -// // Field will be ignored -// Field int `dataframe:"-"` -// -// // Field will be parsed with column name Field and type int -// Field int -// -// // Field will be parsed with column name `field_column` and type int. -// Field int `dataframe:"field_column"` -// -// // Field will be parsed with column name `field` and type string. -// Field int `dataframe:"field,string"` -// -// // Field will be parsed with column name `Field` and type string. -// Field int `dataframe:",string"` -// -// If the struct tags and the given LoadOptions contradict each other, the later -// will have preference over the former. -func LoadStructs(i interface{}, options ...LoadOption) DataFrame { - if i == nil { - return DataFrame{Err: fmt.Errorf("load: can't create DataFrame from value")} - } - - // Set the default load options - cfg := loadOptions{ - defaultType: SERIES_TYPE_STRING, - detectTypes: true, - hasHeader: true, - nanValues: stat.PossibleNaOfString, - } - - // Set any custom load options - for _, option := range options { - option(&cfg) - } - - tpy, val := reflect.TypeOf(i), reflect.ValueOf(i) - switch tpy.Kind() { - case reflect.Slice: - if tpy.Elem().Kind() != reflect.Struct { - return DataFrame{Err: fmt.Errorf( - "load: type %s (%s %s) is not supported, must be []struct", tpy.Name(), tpy.Elem().Kind(), tpy.Kind())} - } - if val.Len() == 0 { - return DataFrame{Err: fmt.Errorf("load: can't create DataFrame from empty slice")} - } - - numFields := val.Index(0).Type().NumField() - var columns []Series - for j := 0; j < numFields; j++ { - // Extract field metadata - if !val.Index(0).Field(j).CanInterface() { - continue - } - field := val.Index(0).Type().Field(j) - fieldName := field.Name - fieldType := field.Type.String() - - // Process struct tags - fieldTags := field.Tag.Get("dataframe") - if fieldTags == "-" { - continue - } - tagOpts := strings.Split(fieldTags, ",") - if len(tagOpts) > 2 { - return DataFrame{Err: fmt.Errorf("malformed struct tag on field %s: %s", fieldName, fieldTags)} - } - if len(tagOpts) > 0 { - if name := strings.TrimSpace(tagOpts[0]); name != "" { - fieldName = name - } - if len(tagOpts) == 2 { - if tagType := strings.TrimSpace(tagOpts[1]); tagType != "" { - fieldType = tagType - } - } - } - - // Handle `types` option - var t Type - if cfgtype, ok := cfg.types[fieldName]; ok { - t = cfgtype - } else { - // Handle `detectTypes` option - if cfg.detectTypes { - // Parse field type - parsedType, err := parseType(fieldType) - if err != nil { - return DataFrame{Err: err} - } - t = parsedType - } else { - t = cfg.defaultType - } - } - - // Create Series for this field - elements := make([]interface{}, val.Len()) - for i := 0; i < val.Len(); i++ { - fieldValue := val.Index(i).Field(j) - elements[i] = fieldValue.Interface() - - // Handle `nanValues` option - if findInStringSlice(fmt.Sprint(elements[i]), cfg.nanValues) != -1 { - elements[i] = nil - } - } - - // Handle `hasHeader` option - if !cfg.hasHeader { - tmp := make([]interface{}, 1) - tmp[0] = fieldName - elements = append(tmp, elements...) - fieldName = "" - } - if t == SERIES_TYPE_STRING { - columns = append(columns, NewSeries(SERIES_TYPE_STRING, fieldName, elements)) - } else if t == SERIES_TYPE_BOOL { - columns = append(columns, NewSeries(SERIES_TYPE_BOOL, fieldName, elements)) - } else if t == SERIES_TYPE_INT64 { - columns = append(columns, NewSeries(SERIES_TYPE_INT64, fieldName, elements)) - } else if t == SERIES_TYPE_FLOAT32 { - columns = append(columns, NewSeries(SERIES_TYPE_FLOAT32, fieldName, elements)) - } else { - // 默认float - columns = append(columns, NewSeries(SERIES_TYPE_FLOAT64, fieldName, elements)) - } - } - return NewDataFrame(columns...) - } - return DataFrame{Err: fmt.Errorf( - "load: type %s (%s) is not supported, must be []struct", tpy.Name(), tpy.Kind())} -} diff --git a/v1/dataframe_subset.go b/v1/dataframe_subset.go deleted file mode 100644 index 85f7bcde15359fece0df224c607c4f2ba08caf2d..0000000000000000000000000000000000000000 --- a/v1/dataframe_subset.go +++ /dev/null @@ -1,43 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -// Subset returns a subset of the rows of the original DataFrame based on the -// Series subsetting indexes. -func (self DataFrame) Subset(start, end int) DataFrame { - if self.Err != nil { - return self - } - columns := make([]Series, self.ncols) - for i, column := range self.columns { - s := column.Subset(start, end) - columns[i] = s - } - nrows, ncols, err := checkColumnsDimensions(columns...) - if err != nil { - return DataFrame{Err: err} - } - return DataFrame{ - columns: columns, - ncols: ncols, - nrows: nrows, - } -} - -// Select 选择一段记录 -func (self DataFrame) SelectRows(p stat.ScopeLimit) DataFrame { - columns := []Series{} - for i := range self.columns { - columns = append(columns, self.columns[i].Select(p)) - } - nrows, ncols, err := checkColumnsDimensions(columns...) - if err != nil { - return DataFrame{Err: err} - } - newDF := DataFrame{ - columns: columns, - ncols: ncols, - nrows: nrows, - } - return newDF -} diff --git a/v1/dataframe_test.go b/v1/dataframe_test.go deleted file mode 100644 index 0d50140b31af2c7371bf0e5f51fc727bd7eea3c1..0000000000000000000000000000000000000000 --- a/v1/dataframe_test.go +++ /dev/null @@ -1,54 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestDataFrameT0(t *testing.T) { - var s1 Series - s1 = NewSeriesFloat64("sales", nil, 50.3, 23.4, 56.2) - fmt.Println(s1) - expected := 4 - - if s1.Len() != expected { - t.Errorf("wrong val: expected: %v actual: %v", expected, s1.Len()) - } - s2 := s1.Shift(-2) - df := NewDataFrame(s1, s2) - fmt.Println(df) - df.FillNa(0.00, true) - fmt.Println(df) - - _ = s2 -} - -func TestLoadStructs(t *testing.T) { - type testStruct struct { - A string - B int - C bool - D float64 - } - type testStructTags struct { - A string `dataframe:"a,string"` - B int `dataframe:"b,string"` - C bool `dataframe:"c,string"` - D float64 `dataframe:"d,string"` - E int `dataframe:"-"` // ignored - f int // ignored - } - data := []testStruct{ - {"a", 1, true, 0.0}, - {"b", 2, false, 0.5}, - } - dataTags := []testStructTags{ - {"a", 1, true, 0.0, 0, 0}, - {"NA", 2, false, 0.5, 1, 3}, - {"NA", 3, false, 1.5, 2, 4}, - } - df1 := LoadStructs(data) - fmt.Println(df1) - df2 := LoadStructs(dataTags) - fmt.Println(df2) -} diff --git a/v1/dataframe_xstring.go b/v1/dataframe_xstring.go deleted file mode 100644 index 58122e2ce9a2333f68d661595d24184858dfca7a..0000000000000000000000000000000000000000 --- a/v1/dataframe_xstring.go +++ /dev/null @@ -1,177 +0,0 @@ -package v1 - -import ( - "fmt" - "strconv" - "strings" - "unicode/utf8" -) - -// String implements the Stringer interface for DataFrame -func (self DataFrame) String() (str string) { - return self.print(true, false, true, true, 10, 70, "DataFrame") -} - -func (self DataFrame) print( - shortRows, shortCols, showDims, showTypes bool, - maxRows int, - maxCharsTotal int, - class string) (str string) { - - addRightPadding := func(s string, nchar int) string { - if utf8.RuneCountInString(s) < nchar { - return s + strings.Repeat(" ", nchar-utf8.RuneCountInString(s)) - } - return s - } - - addLeftPadding := func(s string, nchar int) string { - if utf8.RuneCountInString(s) < nchar { - return strings.Repeat(" ", nchar-utf8.RuneCountInString(s)) + s - } - return s - } - - if self.Err != nil { - str = fmt.Sprintf("%s error: %v", class, self.Err) - return - } - nMinRows := int(maxRows / 2) - nTotal := 0 - nrows, ncols := self.Dims() - if nrows == 0 || ncols == 0 { - str = fmt.Sprintf("Empty %s", class) - return - } - var records [][]string - shortening := false - if shortRows && nrows > maxRows { - shortening = true - dfHead := self.Subset(0, nMinRows) - records = dfHead.Records() - nTotal += dfHead.Nrow() - if shortening { - dots := make([]string, ncols) - for i := 0; i < ncols; i++ { - dots[i] = "..." - } - records = append(records, dots) - } - nTotal += 1 - dfTail := self.Subset(nrows-nMinRows, nrows) - tails := dfTail.Records() - nTotal += dfTail.Nrow() - records = append(records, tails[1:]...) - } else { - records = self.Records() - nTotal += self.Nrow() - } - - if showDims { - str += fmt.Sprintf("[%dx%d] %s\n\n", nrows, ncols, class) - } - - // Add the row numbers - for i := 0; i < nTotal+1; /*self.nrows+1*/ i++ { - add := "" - if i == 0 || (i == nMinRows+1 && shortening) { - // 跳过 - } else if i < nMinRows+1 { - add = strconv.Itoa(i-1) + ":" - } else { - add = strconv.Itoa(nrows-maxRows+i-1) + ":" - } - //fmt.Println(i) - records[i] = append([]string{add}, records[i]...) - } - //if shortening { - // dots := make([]string, ncols+1) - // for i := 1; i < ncols+1; i++ { - // dots[i] = "..." - // } - // records = append(records, dots) - //} - types := self.Types() - typesrow := make([]string, ncols) - for i := 0; i < ncols; i++ { - typesrow[i] = fmt.Sprintf("<%v>", types[i]) - } - typesrow = append([]string{""}, typesrow...) - - if showTypes { - records = append(records, typesrow) - } - - maxChars := make([]int, self.ncols+1) - for i := 0; i < len(records); i++ { - for j := 0; j < self.ncols+1; j++ { - // Escape special characters - records[i][j] = strconv.Quote(records[i][j]) - records[i][j] = records[i][j][1 : len(records[i][j])-1] - - // Detect maximum number of characters per column - if len(records[i][j]) > maxChars[j] { - maxChars[j] = utf8.RuneCountInString(records[i][j]) - } - } - } - maxCols := len(records[0]) - var notShowing []string - if shortCols { - maxCharsCum := 0 - for colnum, m := range maxChars { - maxCharsCum += m - if maxCharsCum > maxCharsTotal { - maxCols = colnum - break - } - } - notShowingNames := records[0][maxCols:] - notShowingTypes := typesrow[maxCols:] - notShowing = make([]string, len(notShowingNames)) - for i := 0; i < len(notShowingNames); i++ { - notShowing[i] = fmt.Sprintf("%s %s", notShowingNames[i], notShowingTypes[i]) - } - } - for i := 0; i < len(records); i++ { - // Add right padding to all elements - records[i][0] = addLeftPadding(records[i][0], maxChars[0]+1) - for j := 1; j < self.ncols; j++ { - records[i][j] = addRightPadding(records[i][j], maxChars[j]) - } - records[i] = records[i][0:maxCols] - if shortCols && len(notShowing) != 0 { - records[i] = append(records[i], "...") - } - // Create the final string - str += strings.Join(records[i], " ") - str += "\n" - } - // 没有显示字段处理逻辑 - if shortCols && len(notShowing) != 0 { - var notShown string - var notShownArr [][]string - cum := 0 - i := 0 - for n, ns := range notShowing { - cum += len(ns) - if cum > maxCharsTotal { - notShownArr = append(notShownArr, notShowing[i:n]) - cum = 0 - i = n - } - } - if i < len(notShowing) { - notShownArr = append(notShownArr, notShowing[i:]) - } - for k, ns := range notShownArr { - notShown += strings.Join(ns, ", ") - if k != len(notShownArr)-1 { - notShown += "," - } - notShown += "\n" - } - str += fmt.Sprintf("\nNot Showing: %s", notShown) - } - return str -} diff --git a/v1/generic.go b/v1/generic.go deleted file mode 100644 index be1e7605a2521e9138908a64838e097646b82388..0000000000000000000000000000000000000000 --- a/v1/generic.go +++ /dev/null @@ -1,345 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - gs "gonum.org/v1/gonum/stat" - "reflect" - "sync" -) - -// NDFrame 这里本意是想做一个父类, 实际的效果是一个抽象类 -type NDFrame struct { - lock sync.RWMutex // 读写锁 - formatter stat.StringFormatter // 字符串格式化工具 - name string // 帧名称 - type_ Type // values元素类型 - copy_ bool // 是否副本 - nilCount int // nil和nan的元素有多少, 这种统计在bool和int64类型中不会大于0, 只对float64及string有效 - rows int // 行数 - values any // 只能是一个一维slice, 在所有的运算中, values强制转换成float64切片 - -} - -//""" -//N-dimensional analogue of DataFrame. Store multi-dimensional in a -//size-mutable, labeled data structure -// -//Parameters -//---------- -//data : BlockManager -//axes : list -//copy : bool, default False -//""" - -func NewNDFrame[E stat.GenericType](name string, rows ...E) *NDFrame { - frame := NDFrame{ - formatter: stat.DefaultFormatter, - name: name, - type_: SERIES_TYPE_INVAILD, - nilCount: 0, - rows: 0, - values: []E{}, - } - // TODO: 不知道rows是否存在全部为空的情况, 只能先创建一个空的slice - frame.values = make([]E, 0) // Warning: filled with 0.0 (not NaN) - // 这个地方可以放心的强制转换, E已经做了类型约束 - size := len(frame.values.([]E)) - for idx, v := range rows { - assign(&frame, idx, size, v) - } - - return &frame -} - -// 赋值 -func assign[T stat.GenericType](frame *NDFrame, idx, size int, v T) { - // 检测类型 - if frame.type_ == SERIES_TYPE_INVAILD { - _type, _ := detectTypes(v) - if _type != SERIES_TYPE_INVAILD { - frame.type_ = _type - } - } - _vv := reflect.ValueOf(v) - _vi := _vv.Interface() - // float和string类型有可能是NaN, 对nil和NaN进行计数 - if frame.Type() == SERIES_TYPE_FLOAT32 && stat.Float32IsNaN(_vi.(float32)) { - frame.nilCount++ - } else if frame.Type() == SERIES_TYPE_FLOAT64 && stat.Float64IsNaN(_vi.(float64)) { - frame.nilCount++ - } else if frame.Type() == SERIES_TYPE_STRING && stat.StringIsNaN(_vi.(string)) { - frame.nilCount++ - // 以下修正string的NaN值, 统一为"NaN" - //_rv := reflect.ValueOf(StringNaN) - //_vv.Set(_rv) // 这样赋值会崩溃 - // TODO:值可修改条件之一: 可被寻址 - // 通过反射修改变量值的前提条件之一: 这个值必须可以被寻址, 简单地说就是这个变量必须能被修改. - // 第一步: 通过变量v反射(v的地址) - _vp := reflect.ValueOf(&v) - // 第二步: 取出v地址的元素(v的值) - _vv := _vp.Elem() - // 判断_vv是否能被修改 - if _vv.CanSet() { - // 修改v的值为新值 - _vv.SetString(stat.StringNaN) - // 执行之后, 通过debug可以看到assign入参的v已经变成了"NaN" - } - } - // 确保只添加了1个元素 - if idx < size { - frame.values.([]T)[idx] = v - } else { - frame.values = append(frame.values.([]T), v) - } - // 行数+1 - frame.rows += 1 -} - -// Repeat 重复生成a -func Repeat[T stat.GenericType](a T, n int) []T { - dst := make([]T, n) - for i := 0; i < n; i++ { - dst[i] = a - } - return dst -} - -// Repeat2 重复生成a -func Repeat2[T stat.GenericType](dst []T, a T, n int) []T { - for i := 0; i < n; i++ { - dst[i] = a - } - return dst -} - -func (self *NDFrame) Name() string { - return self.name -} - -func (self *NDFrame) Rename(n string) { - self.name = n -} - -func (self *NDFrame) Type() Type { - return self.type_ -} - -func (self *NDFrame) Values() any { - return self.values -} - -// NaN 输出默认的NaN -func (self *NDFrame) NaN() any { - switch self.values.(type) { - case []bool: - return stat.BoolNaN - case []string: - return stat.StringNaN - case []int64: - return stat.Nil2Int64 - case []float32: - return stat.Nil2Float32 - case []float64: - return stat.Nil2Float64 - default: - panic(ErrUnsupportedType) - } -} - -func (self *NDFrame) Float() []float32 { - return stat.SliceToFloat32(self.values) -} - -// DTypes 计算以这个函数为主 -func (self *NDFrame) DTypes() []stat.DType { - return stat.Slice2DType(self.Values()) -} - -// AsInt 强制转换成整型 -func (self *NDFrame) AsInt() []stat.Int { - values := self.DTypes() - fs := stat.Fill[stat.DType](values, stat.DType(0)) - ns := stat.DType2Int(fs) - return ns -} - -func (self *NDFrame) Empty() Series { - var frame NDFrame - if self.type_ == stat.SERIES_TYPE_STRING { - frame = NDFrame{ - formatter: self.formatter, - name: self.name, - type_: self.type_, - nilCount: 0, - rows: 0, - values: []string{}, - } - } else if self.type_ == stat.SERIES_TYPE_BOOL { - frame = NDFrame{ - formatter: self.formatter, - name: self.name, - type_: self.type_, - nilCount: 0, - rows: 0, - values: []bool{}, - } - } else if self.type_ == stat.SERIES_TYPE_INT64 { - frame = NDFrame{ - formatter: self.formatter, - name: self.name, - type_: self.type_, - nilCount: 0, - rows: 0, - values: []int64{}, - } - } else if self.type_ == stat.SERIES_TYPE_FLOAT32 { - frame = NDFrame{ - formatter: self.formatter, - name: self.name, - type_: self.type_, - nilCount: 0, - rows: 0, - values: []float32{}, - } - } else if self.type_ == stat.SERIES_TYPE_FLOAT64 { - frame = NDFrame{ - formatter: self.formatter, - name: self.name, - type_: self.type_, - nilCount: 0, - rows: 0, - values: []float64{}, - } - } else { - panic(ErrUnsupportedType) - } - return &frame -} - -func (self *NDFrame) Records() []string { - ret := make([]string, self.Len()) - self.Apply(func(idx int, v any) { - ret[idx] = stat.AnyToString(v) - }) - return ret -} - -func (self *NDFrame) Repeat(x any, repeats int) Series { - switch values := self.values.(type) { - case []bool: - _ = values - vs := Repeat(stat.AnyToBool(x), repeats) - return NewNDFrame(self.name, vs...) - case []string: - vs := Repeat(stat.AnyToString(x), repeats) - return NewNDFrame(self.name, vs...) - case []int64: - vs := Repeat(stat.AnyToInt64(x), repeats) - return NewNDFrame(self.name, vs...) - case []float32: - vs := Repeat(stat.AnyToFloat32(x), repeats) - return NewNDFrame(self.name, vs...) - default: //case []float64: - vs := Repeat(stat.AnyToFloat64(x), repeats) - return NewNDFrame(self.name, vs...) - } -} - -func (self *NDFrame) Shift(periods int) Series { - var d Series - d = clone(self).(Series) - //return Shift[float64](&d, periods, func() float64 { - // return Nil2Float64 - //}) - switch values := self.values.(type) { - case []bool: - _ = values - return Shift[bool](&d, periods, func() bool { - return stat.BoolNaN - }) - case []string: - return Shift[string](&d, periods, func() string { - return stat.StringNaN - }) - case []int64: - return Shift[int64](&d, periods, func() int64 { - return stat.Nil2Int64 - }) - case []float32: - return Shift[float32](&d, periods, func() float32 { - return Nil2Float32 - }) - default: //case []float64: - return Shift[float64](&d, periods, func() float64 { - return Nil2Float64 - }) - } -} - -func (self *NDFrame) Mean() stat.DType { - if self.Len() < 1 { - return NaN() - } - fs := make([]stat.DType, 0) - self.Apply(func(idx int, v any) { - f := stat.Any2DType(v) - fs = append(fs, f) - }) - stdDev := stat.Mean(fs) - return stdDev -} - -func (self *NDFrame) StdDev() stat.DType { - if self.Len() < 1 { - return NaN() - } - values := make([]stat.DType, self.Len()) - self.Apply(func(idx int, v any) { - values[idx] = stat.Any2DType(v) - }) - stdDev := gs.StdDev(values, nil) - return stdDev -} - -func (self *NDFrame) Std() stat.DType { - if self.Len() < 1 { - return NaN() - } - values := make([]stat.DType, self.Len()) - self.Apply(func(idx int, v any) { - values[idx] = stat.Any2DType(v) - }) - stdDev := stat.Std(values) - return stdDev -} - -func (self *NDFrame) FillNa(v any, inplace bool) Series { - values := self.Values() - switch rows := values.(type) { - case []string: - for idx, iv := range rows { - if stat.StringIsNaN(iv) && inplace { - rows[idx] = stat.AnyToString(v) - } - } - case []int64: - for idx, iv := range rows { - if stat.Float64IsNaN(float64(iv)) && inplace { - rows[idx] = stat.AnyToInt64(v) - } - } - case []float32: - for idx, iv := range rows { - if stat.Float32IsNaN(iv) && inplace { - rows[idx] = stat.AnyToFloat32(v) - } - } - case []float64: - for idx, iv := range rows { - if stat.Float64IsNaN(iv) && inplace { - rows[idx] = stat.AnyToFloat64(v) - } - } - } - return self -} diff --git a/v1/generic_append.go b/v1/generic_append.go deleted file mode 100644 index e753d1855334e05a47db09af8e5ab8c05a7dfb5c..0000000000000000000000000000000000000000 --- a/v1/generic_append.go +++ /dev/null @@ -1,54 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "reflect" -) - -// 插入一条记录 -func (self *NDFrame) insert(idx, size int, v any) { - if self.type_ == SERIES_TYPE_BOOL { - val := stat.AnyToBool(v) - assign[bool](self, idx, size, val) - } else if self.type_ == SERIES_TYPE_INT64 { - val := stat.AnyToInt64(v) - assign[int64](self, idx, size, val) - } else if self.type_ == SERIES_TYPE_FLOAT32 { - val := stat.AnyToFloat32(v) - assign[float32](self, idx, size, val) - } else if self.type_ == SERIES_TYPE_FLOAT64 { - val := stat.AnyToFloat64(v) - assign[float64](self, idx, size, val) - } else { - val := stat.AnyToString(v) - assign[string](self, idx, size, val) - } -} - -// Append 批量增加记录 -func (self *NDFrame) Append(values ...any) { - size := 0 - for idx, v := range values { - switch val := v.(type) { - case nil, int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, float32, float64, bool, string: - // 基础类型 - self.insert(idx, size, val) - default: - vv := reflect.ValueOf(val) - vk := vv.Kind() - switch vk { - //case reflect.Invalid: // {interface} nil - // series.assign(idx, size, Nil2Float64) - case reflect.Slice, reflect.Array: // 切片或数组 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - self.insert(idx, size, tv) - } - case reflect.Struct: // 忽略结构体 - continue - default: - self.insert(idx, size, nil) - } - } - } -} diff --git a/v1/generic_apply.go b/v1/generic_apply.go deleted file mode 100644 index 4a8596ab998bfa238164aada7894a46e41733195..0000000000000000000000000000000000000000 --- a/v1/generic_apply.go +++ /dev/null @@ -1,47 +0,0 @@ -package v1 - -import "reflect" - -func (self *NDFrame) Apply(f func(idx int, v any)) { - vv := reflect.ValueOf(self.values) - vk := vv.Kind() - switch vk { - case reflect.Invalid: // {interface} nil - //series.assign(idx, size, Nil2Float64) - case reflect.Slice: // 切片, 不定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - f(i, tv) - } - case reflect.Array: // 数组, 定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - f(i, tv) - } - default: - // 其它类型忽略 - } -} - -func (self *NDFrame) Logic(f func(idx int, v any) bool) []bool { - x := make([]bool, self.Len()) - vv := reflect.ValueOf(self.values) - vk := vv.Kind() - switch vk { - case reflect.Invalid: // {interface} nil - //series.assign(idx, size, Nil2Float64) - case reflect.Slice: // 切片, 不定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - x[i] = f(i, tv) - } - case reflect.Array: // 数组, 定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - x[i] = f(i, tv) - } - default: - // 其它类型忽略 - } - return x -} diff --git a/v1/generic_diff.go b/v1/generic_diff.go deleted file mode 100644 index bd3014634d77a132d9d3ae136b977331a39aa290..0000000000000000000000000000000000000000 --- a/v1/generic_diff.go +++ /dev/null @@ -1,55 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "reflect" -) - -// Diff 元素的第一个离散差 -// First discrete difference of element. -// Calculates the difference of a {klass} element compared with another -// element in the {klass} (default is element in previous row). -func (self *NDFrame) Diff(param any) (s Series) { - if !(self.type_ == SERIES_TYPE_INT64 || self.type_ == SERIES_TYPE_FLOAT32 || self.type_ == SERIES_TYPE_FLOAT64) { - return NewSeries(SERIES_TYPE_INVAILD, "", "") - } - var N []stat.DType - switch v := param.(type) { - case int: - N = stat.Repeat[stat.DType](stat.DType(v), self.Len()) - case Series: - vs := v.DTypes() - N = stat.Align(vs, stat.DTypeNaN, self.Len()) - default: - //periods = 1 - N = stat.Repeat[stat.DType](stat.DType(1), self.Len()) - } - r := RollingAndExpandingMixin{ - window: N, - series: self, - } - var d []stat.DType - var front = stat.DTypeNaN - for _, block := range r.getBlocks() { - vs := reflect.ValueOf(block.Values()) - vl := vs.Len() - if vl == 0 { - d = append(d, stat.DTypeNaN) - continue - } - vf := vs.Index(0).Interface() - vc := vs.Index(vl - 1).Interface() - cu := stat.Any2DType(vc) - cf := stat.Any2DType(vf) - if stat.DTypeIsNaN(cu) || stat.DTypeIsNaN(front) { - front = cf - d = append(d, stat.DTypeNaN) - continue - } - diff := cu - front - d = append(d, diff) - front = cf - } - s = NewSeries(SERIES_TYPE_DTYPE, r.series.Name(), d) - return -} diff --git a/v1/generic_diff_test.go b/v1/generic_diff_test.go deleted file mode 100644 index b940e0487a94f971896f2fa9d292b90be271942e..0000000000000000000000000000000000000000 --- a/v1/generic_diff_test.go +++ /dev/null @@ -1,24 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestNDFrame_Diff(t *testing.T) { - d1 := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12} - s1 := NewNDFrame[float64]("x", d1...) - df := NewDataFrame(s1) - fmt.Println(df) - fmt.Println("------------------------------------------------------------") - N := 1 - fmt.Println("固定的参数, N =", N) - r1 := df.Col("x").Diff(N).Values() - fmt.Println("序列化结果:", r1) - fmt.Println("------------------------------------------------------------") - d2 := []float64{1, 2, 3, 4, 3, 3, 2, 1, Nil2Float64, Nil2Float64, Nil2Float64, Nil2Float64} - s2 := NewSeries(SERIES_TYPE_FLOAT64, "x", d2) - fmt.Printf("序列化参数: %+v\n", s2.Values()) - r2 := df.Col("x").Diff(s2).Values() - fmt.Println("序列化结果:", r2) -} diff --git a/v1/generic_ewm.go b/v1/generic_ewm.go deleted file mode 100644 index b594bedba8a45e9c64ca5b0060b5f68dd90510fb..0000000000000000000000000000000000000000 --- a/v1/generic_ewm.go +++ /dev/null @@ -1,180 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "math" -) - -type AlphaType int - -// https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.ewm.html -const ( - // AlphaAlpha Specify smoothing factor α directly, 0<α≤1. - AlphaAlpha AlphaType = iota - // AlphaCom Specify decay in terms of center of mass, α=1/(1+com), for com ≥ 0. - AlphaCom - // AlphaSpan Specify decay in terms of span, α=2/(span+1), for span ≥ 1. - AlphaSpan - // AlphaHalfLife Specify decay in terms of half-life, α=1−exp(−ln(2)/halflife), for halflife > 0. - AlphaHalfLife -) - -// EW (Factor) 指数加权(EW)计算Alpha 结构属性非0即为有效启动同名算法 -type EW struct { - Com stat.DType // 根据质心指定衰减 - Span stat.DType // 根据跨度指定衰减 - HalfLife stat.DType // 根据半衰期指定衰减 - Alpha stat.DType // 直接指定的平滑因子α - Adjust bool // 除以期初的衰减调整系数以核算 相对权重的不平衡（将 EWMA 视为移动平均线） - IgnoreNA bool // 计算权重时忽略缺失值 - Callback func(idx int) stat.DType -} - -// ExponentialMovingWindow 加权移动窗口 -type ExponentialMovingWindow struct { - data Series // 序列 - atype AlphaType // 计算方式: com/span/halflefe/alpha - param stat.DType // 参数类型为浮点 - adjust bool // 默认为真, 是否调整, 默认真时, 计算序列的EW移动平均线, 为假时, 计算指数加权递归 - ignoreNA bool // 默认为假, 计算权重时是否忽略缺失值NaN - minPeriods int // 默认为0, 窗口中具有值所需的最小观测值数,否则结果为NaN - axis int // {0,1}, 默认为0, 0跨行计算, 1跨列计算 - cb func(idx int) stat.DType -} - -// EWM provides exponential weighted calculations. -func (s *NDFrame) EWM(alpha EW) ExponentialMovingWindow { - atype := AlphaAlpha - param := 0.00 - adjust := alpha.Adjust - ignoreNA := alpha.IgnoreNA - if alpha.Com != 0 { - atype = AlphaCom - param = alpha.Com - } else if alpha.Span != 0 { - atype = AlphaSpan - param = alpha.Span - } else if alpha.HalfLife != 0 { - atype = AlphaHalfLife - param = alpha.HalfLife - } else { - atype = AlphaAlpha - param = alpha.Alpha - } - - dest := NewSeries(SERIES_TYPE_FLOAT64, s.name, s.Values()) - return ExponentialMovingWindow{ - data: dest, - atype: atype, - param: param, - adjust: adjust, - ignoreNA: ignoreNA, - cb: alpha.Callback, - } -} - -func (w ExponentialMovingWindow) Mean() Series { - var alpha stat.DType - - switch w.atype { - case AlphaAlpha: - if w.param <= 0 { - panic("alpha param must be > 0") - } - alpha = w.param - - case AlphaCom: - if w.param <= 0 { - panic("com param must be >= 0") - } - alpha = 1 / (1 + w.param) - - case AlphaSpan: - if w.param < 1 { - panic("span param must be >= 1") - } - alpha = 2 / (w.param + 1) - - case AlphaHalfLife: - if w.param <= 0 { - panic("halflife param must be > 0") - } - alpha = 1 - math.Exp(-math.Ln2/w.param) - } - - return w.applyMean(w.data, alpha) -} - -func (w ExponentialMovingWindow) applyMean(data Series, alpha stat.DType) Series { - if w.adjust { - w.adjustedMean(data, alpha, w.ignoreNA) - } else { - w.notadjustedMean(data, alpha, w.ignoreNA) - } - return data -} - -func (w ExponentialMovingWindow) adjustedMean(data Series, alpha stat.DType, ignoreNA bool) { - var ( - values = data.Values().([]stat.DType) - weight stat.DType = 1 - last = values[0] - ) - - alpha = 1 - alpha - for t := 1; t < len(values); t++ { - - w := alpha*weight + 1 - x := values[t] - if stat.DTypeIsNaN(x) { - if ignoreNA { - weight = w - } - values[t] = last - continue - } - - last = last + (x-last)/(w) - weight = w - values[t] = last - } -} - -func (w ExponentialMovingWindow) notadjustedMean(data Series, alpha stat.DType, ignoreNA bool) { - hasCallback := false - if stat.DTypeIsNaN(alpha) { - hasCallback = true - alpha = w.cb(0) - } - var ( - count int - values = data.Values().([]stat.DType) - //values = data.DTypes() // Dtypes有复制功能 - beta = 1 - alpha - last = values[0] - ) - if stat.Float64IsNaN(last) { - last = 0 - values[0] = last - } - for t := 1; t < len(values); t++ { - x := values[t] - - if stat.DTypeIsNaN(x) { - values[t] = last - continue - } - if hasCallback { - alpha = w.cb(t) - beta = 1 - alpha - } - // yt = (1−α)*y(t−1) + α*x(t) - last = (beta * last) + (alpha * x) - if stat.DTypeIsNaN(last) { - last = values[t-1] - } - values[t] = last - - count++ - } -} diff --git a/v1/generic_fillna.go b/v1/generic_fillna.go deleted file mode 100644 index 34b0d7b114a2559c06a31051d6a80ae5cb6c0d40..0000000000000000000000000000000000000000 --- a/v1/generic_fillna.go +++ /dev/null @@ -1,25 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -// FillNa 填充NaN的元素为v -// inplace为真是修改series元素的值 -// 如果v和Values()返回值的slice类型不一致就会panic -func FillNa[T stat.GenericType](s *NDFrame, v T, inplace bool) *NDFrame { - values := s.Values() - switch rows := values.(type) { - case []string: - for idx, iv := range rows { - if stat.StringIsNaN(iv) && inplace { - rows[idx] = stat.AnyToString(v) - } - } - case []float64: - for idx, iv := range rows { - if stat.Float64IsNaN(iv) && inplace { - rows[idx] = stat.AnyToFloat64(v) - } - } - } - return s -} diff --git a/v1/generic_max.go b/v1/generic_max.go deleted file mode 100644 index 580777888705db9588f64336730e1bd6081a9fdf..0000000000000000000000000000000000000000 --- a/v1/generic_max.go +++ /dev/null @@ -1,113 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -func (self *NDFrame) Max() any { - values := self.Values() - switch rows := values.(type) { - case []bool: - max := false - i := 0 - for idx, iv := range rows { - if iv && !max { - max = iv - i += 1 - } - _ = idx - } - if i > 0 { - return max - } - return false - case []string: - max := "" - hasNaN := false - i := 0 - for idx, iv := range rows { - if stat.StringIsNaN(iv) { - hasNaN = true - break - } - if iv > max { - max = iv - i += 1 - } - _ = idx - } - if hasNaN { - return stat.StringNaN - } else if i > 0 { - return max - } - return stat.StringNaN - case []int64: - max := stat.MinInt64 - //i := 0 - for idx, iv := range rows { - if stat.Float64IsNaN(float64(iv)) { - continue - } - if iv > max { - max = iv - //i = idx - } - _ = idx - } - return max - case []float32: - max := stat.MinFloat32 - hasNan := false - i := 0 - for idx, iv := range rows { - if stat.Float32IsNaN(iv) { - hasNan = true - break - } - if iv > max { - max = iv - i += 1 - } - _ = idx - } - if hasNan { - return Nil2Float32 - } else if i > 0 { - return max - } - return Nil2Float32 - //case []float32: - // if self.Len() == 0 { - // return Nil2Float32 - // } - // return stat.Max(rows) - case []float64: - max := stat.MinFloat64 - hasNaN := false - i := 0 - for idx, iv := range rows { - if stat.Float64IsNaN(iv) { - hasNaN = true - break - } - if iv > max { - max = iv - i += 1 - } - _ = idx - } - if hasNaN { - return Nil2Float64 - } else if i > 0 { - return max - } - return Nil2Float64 - //case []float64: - // if self.Len() == 0 { - // return Nil2Float64 - // } - // return stat.Max(rows) - default: - panic(ErrUnsupportedType) - } - //return Nil2Float64 -} diff --git a/v1/generic_min.go b/v1/generic_min.go deleted file mode 100644 index fb9ac0771451acb50982dbeb9dce978f21ced117..0000000000000000000000000000000000000000 --- a/v1/generic_min.go +++ /dev/null @@ -1,119 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -func (self *NDFrame) Min() any { - values := self.Values() - switch rows := values.(type) { - case []bool: - min := true - i := 0 - for idx, iv := range rows { - if !iv && min { - min = iv - i += 1 - } - _ = idx - } - if i > 0 { - return min - } - return false - case []string: - min := "" - hasNaN := false - i := 0 - for idx, iv := range rows { - if stat.StringIsNaN(iv) { - hasNaN = true - break - } else if i < 1 { - min = iv - i += 1 - } - if iv < min { - min = iv - i += 1 - } - _ = idx - } - if hasNaN { - return stat.StringNaN - } else if i > 0 { - return min - } - return stat.StringNaN - case []int64: - min := stat.MaxInt64 - i := 0 - for idx, iv := range rows { - if stat.Float64IsNaN(float64(iv)) { - continue - } else if i < 1 { - min = iv - i += 1 - } - if iv < min { - min = iv - i += 1 - } - _ = idx - } - return min - case []float32: - min := stat.MaxFloat32 - hasNan := false - i := 0 - for idx, iv := range rows { - if stat.Float32IsNaN(iv) { - hasNan = true - break - } - if iv < min { - min = iv - i += 1 - } - _ = idx - } - if hasNan { - return stat.Nil2Float32 - } else if i > 0 { - return min - } - return stat.Nil2Float32 - //case []float32: - // if self.Len() == 0 { - // return Nil2Float32 - // } - // return stat.Min(rows) - case []float64: - min := stat.MaxFloat64 - hasNaN := false - i := 0 - for idx, iv := range rows { - if stat.Float64IsNaN(iv) { - hasNaN = true - break - } - if iv < min { - min = iv - i += 1 - } - _ = idx - } - if hasNaN { - return stat.Nil2Float64 - } else if i > 0 { - return min - } - return stat.Nil2Float64 - //case []float64: - // if self.Len() == 0 { - // return Nil2Float64 - // } - // return stat.Min(rows) - default: - panic(ErrUnsupportedType) - } - return stat.Nil2Float64 -} diff --git a/v1/generic_range.go b/v1/generic_range.go deleted file mode 100644 index ba467eee40d22c2798d2bcd1e9432986ea508c3a..0000000000000000000000000000000000000000 --- a/v1/generic_range.go +++ /dev/null @@ -1,126 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - gc "github.com/huandu/go-clone" - "reflect" -) - -// Copy 复制一个副本 -func (self *NDFrame) Copy() Series { - vlen := self.Len() - return self.Subset(0, vlen, true) -} - -func (self *NDFrame) Subset(start, end int, opt ...any) Series { - // 默认不copy - var __optCopy bool = false - if len(opt) > 0 { - // 第一个参数为是否copy - if _cp, ok := opt[0].(bool); ok { - __optCopy = _cp - } - } - var vs any - var rows int - vv := reflect.ValueOf(self.values) - vk := vv.Kind() - switch vk { - case reflect.Slice, reflect.Array: // 切片和数组同样的处理逻辑 - vvs := vv.Slice(start, end) - vs = vvs.Interface() - rows = vv.Len() - if __optCopy && rows > 0 { - vs = gc.Clone(vs) - } - rows = vvs.Len() - frame := NDFrame{ - formatter: self.formatter, - name: self.name, - type_: self.type_, - nilCount: 0, - rows: rows, - values: vs, - } - return &frame - default: - // 其它类型忽略 - } - return self.Empty() -} - -func (self *NDFrame) oldSubset(start, end int, opt ...any) Series { - // 默认不copy - var __optCopy bool = false - if len(opt) > 0 { - // 第一个参数为是否copy - if _cp, ok := opt[0].(bool); ok { - __optCopy = _cp - } - } - var vs any - var rows int - switch values := self.values.(type) { - case []bool: - subset := values[start:end] - rows = len(subset) - if !__optCopy { - vs = subset - } else { - _vs := make([]bool, 0) - _vs = append(_vs, subset...) - vs = _vs - } - case []string: - subset := values[start:end] - rows = len(subset) - if !__optCopy { - vs = subset - } else { - _vs := make([]string, 0) - _vs = append(_vs, subset...) - vs = _vs - } - case []int64: - subset := values[start:end] - rows = len(subset) - if !__optCopy { - vs = subset - } else { - _vs := make([]int64, 0) - _vs = append(_vs, subset...) - vs = _vs - } - case []float64: - subset := values[start:end] - rows = len(subset) - if !__optCopy { - vs = subset - } else { - _vs := make([]float64, 0) - _vs = append(_vs, subset...) - vs = _vs - } - } - frame := NDFrame{ - formatter: self.formatter, - name: self.name, - type_: self.type_, - nilCount: 0, - rows: rows, - values: vs, - } - var s Series - s = &frame - return s -} - -// Select 选取一段记录 -func (self *NDFrame) Select(r stat.ScopeLimit) Series { - start, end, err := r.Limits(self.Len()) - if err != nil { - return nil - } - series := self.Subset(start, end+1) - return series -} diff --git a/v1/generic_ref.go b/v1/generic_ref.go deleted file mode 100644 index 83b89f5a192dd988872bdcf7002668bcd983d508..0000000000000000000000000000000000000000 --- a/v1/generic_ref.go +++ /dev/null @@ -1,53 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/exception" - "gitee.com/quant1x/pandas/stat" -) - -func (self *NDFrame) Ref(param any) (s Series) { - var N []float32 - switch v := param.(type) { - case int: - N = stat.Repeat[float32](float32(v), self.Len()) - case []float32: - N = stat.Align(v, Nil2Float32, self.Len()) - case Series: - vs := v.Values() - N = stat.SliceToFloat32(vs) - N = stat.Align(N, Nil2Float32, self.Len()) - default: - panic(exception.New(1, "error window")) - } - - var d Series - d = clone(self).(Series) - //return Shift[float64](&d, periods, func() float64 { - // return Nil2Float64 - //}) - switch values := self.values.(type) { - case []bool: - _ = values - return Shift2[bool](&d, N, func() bool { - return stat.BoolNaN - }) - case []string: - return Shift2[string](&d, N, func() string { - return stat.StringNaN - }) - case []int64: - return Shift2[int64](&d, N, func() int64 { - return stat.Nil2Int64 - }) - case []float32: - return Shift2[float32](&d, N, func() float32 { - return Nil2Float32 - }) - default: //case []float64: - return Shift2[float64](&d, N, func() float64 { - return Nil2Float64 - }) - } - - return d -} diff --git a/v1/generic_rolling.go b/v1/generic_rolling.go deleted file mode 100644 index eb267f8ea4d06de9a4a4fe51a1ba468fa0b8a1bf..0000000000000000000000000000000000000000 --- a/v1/generic_rolling.go +++ /dev/null @@ -1,77 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/exception" - "gitee.com/quant1x/pandas/stat" -) - -// RollingAndExpandingMixin 滚动和扩展静态横切 -type RollingAndExpandingMixin struct { - window []stat.DType - series Series -} - -// Rolling RollingAndExpandingMixin -func (self *NDFrame) Rolling(param any) RollingAndExpandingMixin { - var N []stat.DType - switch v := param.(type) { - case int: - N = stat.Repeat[stat.DType](stat.DType(v), self.Len()) - case []stat.DType: - N = stat.Align(v, stat.DTypeNaN, self.Len()) - case Series: - vs := v.DTypes() - N = stat.Align(vs, stat.DTypeNaN, self.Len()) - default: - panic(exception.New(1, "error window")) - } - w := RollingAndExpandingMixin{ - window: N, - series: self, - } - return w -} - -func (r RollingAndExpandingMixin) getBlocks() (blocks []Series) { - for i := 0; i < r.series.Len(); i++ { - N := r.window[i] - if stat.DTypeIsNaN(N) || int(N) > i+1 { - blocks = append(blocks, r.series.Empty()) - continue - } - window := int(N) - start := i + 1 - window - end := i + 1 - blocks = append(blocks, r.series.Subset(start, end, false)) - } - - return -} - -func (r RollingAndExpandingMixin) Apply_v1(f func(S Series, N stat.DType) stat.DType) (s Series) { - s = r.series.Empty() - for i, block := range r.getBlocks() { - if block.Len() == 0 { - s.Append(stat.DTypeNaN) - continue - } - v := f(block, r.window[i]) - s.Append(v) - } - return -} - -// Apply 接受一个回调 -func (r RollingAndExpandingMixin) Apply(f func(S Series, N stat.DType) stat.DType) (s Series) { - values := make([]stat.DType, r.series.Len()) - for i, block := range r.getBlocks() { - if block.Len() == 0 { - values[i] = stat.DTypeNaN - continue - } - v := f(block, r.window[i]) - values[i] = v - } - s = NewSeries(SERIES_TYPE_DTYPE, r.series.Name(), values) - return -} diff --git a/v1/generic_shift.go b/v1/generic_shift.go deleted file mode 100644 index c93210e27dfd08541e20ce642e583149bb3d1599..0000000000000000000000000000000000000000 --- a/v1/generic_shift.go +++ /dev/null @@ -1,64 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "math" -) - -// Shift series切片, 使用可选的时间频率按所需的周期数移动索引 -func Shift[T stat.GenericType](s *Series, periods int, cbNan func() T) Series { - var d Series - d = clone(*s).(Series) - if periods == 0 { - return d - } - - values := d.Values().([]T) - - var ( - naVals []T - dst []T - src []T - ) - - if shlen := int(math.Abs(float64(periods))); shlen < len(values) { - if periods > 0 { - naVals = values[:shlen] - dst = values[shlen:] - src = values - } else { - naVals = values[len(values)-shlen:] - dst = values[:len(values)-shlen] - src = values[shlen:] - } - copy(dst, src) - } else { - naVals = values - } - for i := range naVals { - naVals[i] = cbNan() - } - _ = naVals - return d -} - -// Shift2 series切片, 使用可选的时间频率按所需的周期数移动索引 -func Shift2[T stat.GenericType](s *Series, N []float32, cbNan func() T) Series { - var d Series - d = clone(*s).(Series) - if len(N) == 0 { - return d - } - S := (*s).Values().([]T) - values := d.Values().([]T) - for i, _ := range S { - x := N[i] - if stat.Float32IsNaN(x) || int(x) > i { - values[i] = cbNan() - continue - } - values[i] = S[i-int(x)] - } - - return d -} diff --git a/v1/generic_sort.go b/v1/generic_sort.go deleted file mode 100644 index ab375905ae8cca84b38e9928c52aef6c3a9a6d0c..0000000000000000000000000000000000000000 --- a/v1/generic_sort.go +++ /dev/null @@ -1,66 +0,0 @@ -package v1 - -// Len 获得行数, 实现sort.Interface接口的获取元素数量方法 -func (self *NDFrame) Len() int { - return self.rows -} - -// Less 实现sort.Interface接口的比较元素方法 -func (self *NDFrame) Less(i, j int) bool { - if self.type_ == SERIES_TYPE_BOOL { - values := self.Values().([]bool) - var ( - a = int(0) - b = int(0) - ) - if values[i] { - a = 1 - } - if values[j] { - b = 1 - } - return a < b - } else if self.type_ == SERIES_TYPE_INT64 { - values := self.Values().([]int64) - return values[i] < values[j] - } else if self.type_ == SERIES_TYPE_FLOAT32 { - values := self.Values().([]float32) - return values[i] < values[j] - } else if self.type_ == SERIES_TYPE_FLOAT64 { - values := self.Values().([]float64) - return values[i] < values[j] - } else if self.type_ == SERIES_TYPE_STRING { - values := self.Values().([]string) - return values[i] < values[j] - } else { - // SERIES_TYPE_INVAILD - // 应该到不了这里, Len()会返回0 - panic(ErrUnsupportedType) - } - return false - -} - -// Swap 实现sort.Interface接口的交换元素方法 -func (self *NDFrame) Swap(i, j int) { - if self.type_ == SERIES_TYPE_BOOL { - values := self.Values().([]bool) - values[i], values[j] = values[j], values[i] - } else if self.type_ == SERIES_TYPE_INT64 { - values := self.Values().([]int64) - values[i], values[j] = values[j], values[i] - } else if self.type_ == SERIES_TYPE_FLOAT32 { - values := self.Values().([]float32) - values[i], values[j] = values[j], values[i] - } else if self.type_ == SERIES_TYPE_FLOAT64 { - values := self.Values().([]float64) - values[i], values[j] = values[j], values[i] - } else if self.type_ == SERIES_TYPE_STRING { - values := self.Values().([]string) - values[i], values[j] = values[j], values[i] - } else { - // SERIES_TYPE_INVAILD - // 应该到不了这里, Len()会返回0 - panic(ErrUnsupportedType) - } -} diff --git a/v1/generic_sum.go b/v1/generic_sum.go deleted file mode 100644 index 1e0151699f086141acc4a76268c8c071213d468e..0000000000000000000000000000000000000000 --- a/v1/generic_sum.go +++ /dev/null @@ -1,8 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -func (self *NDFrame) Sum() stat.DType { - fs := self.DTypes() - return stat.Sum(fs) -} diff --git a/v1/generic_test.go b/v1/generic_test.go deleted file mode 100644 index 78ee20be7b2ede18212e04e07aca1284a988de03..0000000000000000000000000000000000000000 --- a/v1/generic_test.go +++ /dev/null @@ -1,87 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" - "testing" -) - -func TestSeriesFrame(t *testing.T) { - data := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10} - s1 := NewSeries(SERIES_TYPE_FLOAT64, "x", data) - fmt.Printf("%+v\n", s1) - - var d1 any - d1 = data - s2 := NewSeries(SERIES_TYPE_FLOAT64, "x", d1) - fmt.Printf("%+v\n", s2) - - var s3 Series - // s3 = NewSeriesBool("x", data) - s3 = NewSeries(SERIES_TYPE_BOOL, "x", data) - fmt.Printf("%+v\n", s3.Values()) - - var s4 Series - ts4 := GenericSeries[float64]("x", data...) - ts4 = NewSeries(SERIES_TYPE_FLOAT64, "x", data) - s4 = ts4 - fmt.Printf("%+v\n", s4.Values()) -} - -func TestNDFrameNew(t *testing.T) { - // float64 - //d1 := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, NaN(), 12} - d1 := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12} - nd1 := NewNDFrame[float64]("x", d1...) - fmt.Println(nd1) - - r := stat.RangeFinite(-1) - ndr1 := nd1.Select(r) - fmt.Println(ndr1.Values()) - - fmt.Println(nd1.Records()) - nd11 := nd1.Subset(1, 2, true) - fmt.Println(nd11.Records()) - fmt.Println(nd1.Max()) - fmt.Println(nd1.RollingV1(5).Max()) - fmt.Println(nd1.RollingV1(5).Min()) - - nd12 := nd1.RollingV1(5).Mean() - d12 := nd12.Values() - fmt.Println(d12) - - nd13 := nd1.Shift(3) - fmt.Println(nd13.Values()) - nd14 := nd1.RollingV1(5).StdDev() - fmt.Println(nd14.Values()) - - // string - d2 := []string{"1", "2", "3", "4", "5", "6", "7", "8", "9", "10", "nan", "12"} - nd2 := NewNDFrame[string]("x", d2...) - fmt.Println(nd2) - nd21 := nd2.RollingV1(5).Max() - fmt.Println(nd21) - nd2.FillNa(0, true) - fmt.Println(nd2) - fmt.Println(nd2.Records()) - fmt.Println(nd2.Empty()) -} - -func TestRolling2(t *testing.T) { - d1 := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12} - s1 := NewNDFrame[float64]("x", d1...) - df := NewDataFrame(s1) - fmt.Println(df) - fmt.Println("------------------------------------------------------------") - - N := 5 - fmt.Println("固定的参数, N =", N) - r1 := df.Col("x").Rolling(5).Mean().Values() - fmt.Println("序列化结果:", r1) - fmt.Println("------------------------------------------------------------") - d2 := []float64{1, 2, 3, 4, 3, 3, 2, 1, Nil2Float64, Nil2Float64, Nil2Float64, Nil2Float64} - s2 := NewSeries(SERIES_TYPE_FLOAT64, "x", d2) - fmt.Printf("序列化参数: %+v\n", s2.Values()) - r2 := df.Col("x").Rolling(s2).Mean().Values() - fmt.Println("序列化结果:", r2) -} diff --git a/v1/generic_type.go b/v1/generic_type.go deleted file mode 100644 index be3b581ac32496f75cb7813e9b1ffa87c61fdb8e..0000000000000000000000000000000000000000 --- a/v1/generic_type.go +++ /dev/null @@ -1,183 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/exception" - "gitee.com/quant1x/pandas/stat" - "reflect" - "strconv" - "strings" -) - -const ( - MAX_FLOAT32_PRICE = float32(9999.9999) // float32的价最大阀值触发扩展到float64 -) - -var ( - ErrUnsupportedType = exception.New(0, "Unsupported type") -) - -func mustFloat64(f float32) bool { - if f > MAX_FLOAT32_PRICE { - return true - } - return false -} - -func findTypeByString(arr []string) (Type, error) { - var hasFloats, hasInts, hasBools, hasStrings bool - var useFloat32, useFloat64 bool - var stringLengthEqual = -1 - var stringLenth = -1 - for _, str := range arr { - if str == "" || str == "NaN" { - continue - } - tLen := len(str) - if strings.HasPrefix(str, "0") { - stringLengthEqual = 0 - } - if stringLenth < 1 { - if stringLengthEqual == -1 { - stringLenth = tLen - } - } else if stringLengthEqual >= 0 && tLen != stringLenth { - stringLengthEqual += 1 - } - - if _, err := strconv.Atoi(str); err == nil { - hasInts = true - continue - } - if f, err := strconv.ParseFloat(str, 64); err == nil { - hasFloats = true - if float32(f) < stat.MaxFloat32 { - if mustFloat64(float32(f)) { - useFloat64 = true - } else { - useFloat32 = true - } - } - continue - } - if str == "true" || str == "false" { - hasBools = true - continue - } - hasStrings = true - } - if stringLengthEqual == 0 { - hasStrings = true - } - // 类型优先级, string > bool > float > int, string 为默认类型 - switch { - case hasStrings: - return SERIES_TYPE_STRING, nil - case hasBools: - return SERIES_TYPE_BOOL, nil - case useFloat32 && !useFloat64: - return SERIES_TYPE_FLOAT32, nil - case hasFloats: - return SERIES_TYPE_FLOAT64, nil - case hasInts: - return SERIES_TYPE_INT64, nil - default: - return SERIES_TYPE_STRING, fmt.Errorf("couldn't detect type") - } - -} - -// 检测类型 -func detectTypeBySlice(arr ...any) (Type, error) { - var hasFloat32s, hasFloat64s, hasInts, hasBools, hasStrings bool - for _, v := range arr { - switch value := v.(type) { - case string: - hasStrings = true - continue - case float32: - hasFloat32s = true - continue - case float64: - hasFloat64s = true - continue - case int, int32, int64: - hasInts = true - continue - case bool: - hasBools = true - continue - default: - vv := reflect.ValueOf(v) - vk := vv.Kind() - switch vk { - case reflect.Slice, reflect.Array: // 切片或数组 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - t_, err := detectTypeBySlice(tv) - if err == nil { - return t_, nil - } - } - case reflect.Struct: // 忽略结构体 - continue - default: - } - _ = value - } - } - - switch { - case hasStrings: - return SERIES_TYPE_STRING, nil - case hasBools: - return SERIES_TYPE_BOOL, nil - case hasFloat32s: - return SERIES_TYPE_FLOAT32, nil - case hasFloat64s: - return SERIES_TYPE_FLOAT64, nil - case hasInts: - return SERIES_TYPE_INT64, nil - default: - return SERIES_TYPE_STRING, fmt.Errorf("couldn't detect type") - } -} - -func parseType(s string) (Type, error) { - switch s { - case "float", "float32": - return SERIES_TYPE_FLOAT32, nil - case "float64": - return SERIES_TYPE_FLOAT64, nil - case "int", "int64", "int32", "int16", "int8": - return SERIES_TYPE_INT64, nil - case "string": - return SERIES_TYPE_STRING, nil - case "bool": - return SERIES_TYPE_BOOL, nil - } - return SERIES_TYPE_INVAILD, fmt.Errorf("type (%s) is not supported", s) -} - -func detectTypes[T stat.GenericType](v T) (Type, any) { - var _type = SERIES_TYPE_STRING - vv := reflect.ValueOf(v) - vk := vv.Kind() - switch vk { - case reflect.Invalid: - _type = SERIES_TYPE_INVAILD - case reflect.Bool: - _type = SERIES_TYPE_BOOL - case reflect.Int64: - _type = SERIES_TYPE_INT64 - case reflect.Float32: - _type = SERIES_TYPE_FLOAT32 - case reflect.Float64: - _type = SERIES_TYPE_FLOAT64 - case reflect.String: - _type = SERIES_TYPE_STRING - default: - panic(fmt.Errorf("unknown type, %+v", v)) - } - return _type, vv.Interface() -} diff --git a/v1/rolling_count.go b/v1/rolling_count.go deleted file mode 100644 index 39eaa40aab57f4a0d081298bd4462860af152379..0000000000000000000000000000000000000000 --- a/v1/rolling_count.go +++ /dev/null @@ -1,23 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "github.com/viterin/vek" -) - -func (r RollingAndExpandingMixin) Count() (s Series) { - if r.series.Type() != SERIES_TYPE_BOOL { - panic("不支持非bool序列") - } - values := make([]stat.DType, r.series.Len()) - for i, block := range r.getBlocks() { - if block.Len() == 0 { - values[i] = 0 - continue - } - bs := block.Values().([]bool) - values[i] = stat.DType(vek.Count(bs)) - } - s = NewSeries(SERIES_TYPE_DTYPE, r.series.Name(), values) - return -} diff --git a/v1/rolling_max.go b/v1/rolling_max.go deleted file mode 100644 index db7bea06db9071138a6a0a519cd68209ff1b01ec..0000000000000000000000000000000000000000 --- a/v1/rolling_max.go +++ /dev/null @@ -1,19 +0,0 @@ -package v1 - -func (r RollingAndExpandingMixin) Max() (s Series) { - s = r.series.Empty() - for _, block := range r.getBlocks() { - //// 1. 排序处理方式 - //if block.Len() == 0 { - // s.Append(s.NaN()) - // continue - //} - //sort.Sort(block) - //r := RangeFinite(-1) - //_s := block.Select(r) - //s.Append(_s.Values()) - // 2. Series.Max方法 - s.Append(block.Max()) - } - return -} diff --git a/v1/rolling_mean.go b/v1/rolling_mean.go deleted file mode 100644 index 3525ee4c445ff6b9848fc3b02f5c0815e89281cc..0000000000000000000000000000000000000000 --- a/v1/rolling_mean.go +++ /dev/null @@ -1,13 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -// Mean returns the rolling mean. -func (r RollingAndExpandingMixin) Mean() (s Series) { - var d []stat.DType - for _, block := range r.getBlocks() { - d = append(d, block.Mean()) - } - s = NewSeries(SERIES_TYPE_DTYPE, r.series.Name(), d) - return -} diff --git a/v1/rolling_min.go b/v1/rolling_min.go deleted file mode 100644 index 7c901fd7b6d6b9e0dd7a3fdd3e37ccb3cb7b2dcc..0000000000000000000000000000000000000000 --- a/v1/rolling_min.go +++ /dev/null @@ -1,19 +0,0 @@ -package v1 - -func (r RollingAndExpandingMixin) Min() (s Series) { - s = r.series.Empty() - for _, block := range r.getBlocks() { - //// 1. 排序处理方式 - //if block.Len() == 0 { - // s.Append(s.NaN()) - // continue - //} - //sort.Sort(block) - //r := RangeFinite(0, 1) - //_s := block.Select(r) - //s.Append(_s.Values()) - // 2. Series.Max方法 - s.Append(block.Min()) - } - return -} diff --git a/v1/rolling_std.go b/v1/rolling_std.go deleted file mode 100644 index 1e0beb0a75df72651ff9d78e1adfafaa7a8b04c7..0000000000000000000000000000000000000000 --- a/v1/rolling_std.go +++ /dev/null @@ -1,19 +0,0 @@ -package v1 - -func (r RollingAndExpandingMixin) Std() Series { - s := r.series.Empty() - for _, block := range r.getBlocks() { - //// 1. 排序处理方式 - //if block.Len() == 0 { - // s.Append(s.NaN()) - // continue - //} - //sort.Sort(block) - //r := RangeFinite(-1) - //_s := block.Select(r) - //s.Append(_s.Values()) - // 2. Series.Max方法 - s.Append(block.Std()) - } - return s -} diff --git a/v1/rolling_sum.go b/v1/rolling_sum.go deleted file mode 100644 index 151dfafc2e97e608b3921260753e0c915bb520ff..0000000000000000000000000000000000000000 --- a/v1/rolling_sum.go +++ /dev/null @@ -1,12 +0,0 @@ -package v1 - -import "gitee.com/quant1x/pandas/stat" - -func (r RollingAndExpandingMixin) Sum() Series { - var d []stat.DType - for _, block := range r.getBlocks() { - d = append(d, block.Sum()) - } - s := NewSeries(SERIES_TYPE_DTYPE, r.series.Name(), d) - return s -} diff --git a/v1/rolling_v1.go b/v1/rolling_v1.go deleted file mode 100644 index d503f134887770236018ad1e3b2207af7cf131ae..0000000000000000000000000000000000000000 --- a/v1/rolling_v1.go +++ /dev/null @@ -1,102 +0,0 @@ -package v1 - -// RollingWindowV1 is used for rolling window calculations. -// Deprecated: 使用RollingAndExpandingMixin -type RollingWindowV1 struct { - window int - series Series -} - -// RollingV1 滑动窗口 -// Deprecated: 使用RollingAndExpandingMixin -func (self *NDFrame) RollingV1(window int) RollingWindowV1 { - return RollingWindowV1{ - window: window, - series: self, - } -} - -func (r RollingWindowV1) getBlocks() (blocks []Series) { - for i := 1; i <= r.series.Len(); i++ { - if i < r.window { - blocks = append(blocks, r.series.Empty()) - continue - } - - start := i - r.window - end := i - blocks = append(blocks, r.series.Subset(start, end)) - } - - return -} - -// Mean returns the rolling mean. -func (r RollingWindowV1) Mean() (s Series) { - var d []float64 - for _, block := range r.getBlocks() { - d = append(d, block.Mean()) - } - s = NewSeriesFloat64(r.series.Name(), d) - return -} - -// StdDev returns the rolling mean. -func (r RollingWindowV1) StdDev() (s Series) { - var d []float64 - for _, block := range r.getBlocks() { - d = append(d, block.StdDev()) - } - s = NewSeriesFloat64(r.series.Name(), d) - - return -} - -func (r RollingWindowV1) Max() any { - var fs []float64 - var is []int64 - var ss []string - for _, block := range r.getBlocks() { - //d = append(d, block.Max()) - v := block.Max() - switch val := v.(type) { - case float64: - fs = append(fs, val) - case int64: - is = append(is, val) - case string: - ss = append(ss, val) - } - } - if len(ss) > 0 { - return ss - } else if len(is) > 0 { - return is - } else { - return fs - } -} - -func (r RollingWindowV1) Min() any { - var fs []float64 - var is []int64 - var ss []string - for _, block := range r.getBlocks() { - v := block.Min() - switch val := v.(type) { - case float64: - fs = append(fs, val) - case int64: - is = append(is, val) - case string: - ss = append(ss, val) - } - } - if len(ss) > 0 { - return ss - } else if len(is) > 0 { - return is - } else { - return fs - } -} diff --git a/v1/series.go b/v1/series.go deleted file mode 100644 index 0aa307313f0041a9d662d3f4d2bc902548f6d22a..0000000000000000000000000000000000000000 --- a/v1/series.go +++ /dev/null @@ -1,166 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" - "reflect" -) - -// Type is a convenience alias that can be used for a more type safe way of -// reason and use Series types. -type Type = reflect.Kind - -// Supported Series Types -const ( - SERIES_TYPE_INVAILD = reflect.Invalid // 无效类型 - SERIES_TYPE_BOOL = reflect.Bool // 布尔类型 - SERIES_TYPE_INT64 = reflect.Int64 // int64 - SERIES_TYPE_FLOAT32 = reflect.Float32 // float32 - SERIES_TYPE_FLOAT64 = reflect.Float64 // float64 - SERIES_TYPE_DTYPE = SERIES_TYPE_FLOAT64 - SERIES_TYPE_STRING = reflect.String // string -) - -type Series interface { - // Name 取得series名称 - Name() string - // Rename renames the series. - Rename(name string) - // Type returns the type of data the series holds. - // 返回series的数据类型 - Type() Type - // Values 获得全部数据集 - Values() any - - // NaN 输出默认的NaN - NaN() any - // Float 强制转成[]float32 - Float() []float32 - // DTypes 强制转[]stat.DType - DTypes() []stat.DType - // 强制转换成整型 - AsInt() []stat.Int - - // sort.Interface - - // Len 获得行数, 实现sort.Interface接口的获取元素数量方法 - Len() int - // Less 实现sort.Interface接口的比较元素方法 - Less(i, j int) bool - // Swap 实现sort.Interface接口的交换元素方法 - Swap(i, j int) - - // Empty returns an empty Series of the same type - Empty() Series - // Copy 复制 - Copy() Series - // Records returns the elements of a Series as a []string - Records() []string - // Subset 获取子集 - Subset(start, end int, opt ...any) Series - // Repeat elements of an array. - Repeat(x any, repeats int) Series - // Shift index by desired number of periods with an optional time freq. - // 使用可选的时间频率按所需的周期数移动索引. - Shift(periods int) Series - // RollingV1 creates new RollingWindowV1 - // Deprecated: 使用RollingAndExpandingMixin - RollingV1(window int) RollingWindowV1 - // Rolling 序列化版本 - Rolling(param any) RollingAndExpandingMixin - // Mean calculates the average value of a series - Mean() stat.DType - // StdDev calculates the standard deviation of a series - StdDev() stat.DType - // FillNa Fill NA/NaN values using the specified method. - FillNa(v any, inplace bool) Series - // Max 找出最大值 - Max() any - // Min 找出最小值 - Min() any - // Select 选取一段记录 - Select(r stat.ScopeLimit) Series - // Append 增加一批记录 - Append(values ...any) - // Apply 接受一个回调函数 - Apply(f func(idx int, v any)) - // Logic 逻辑处理 - Logic(f func(idx int, v any) bool) []bool - // Diff 元素的第一个离散差 - Diff(param any) (s Series) - // Ref 引用其它周期的数据 - Ref(param any) (s Series) - // Std 计算标准差 - Std() stat.DType - // Sum 计算累和 - Sum() stat.DType - // EWM Provide exponentially weighted (EW) calculations. - // - // Exactly one of ``com``, ``span``, ``halflife``, or ``alpha`` must be - // provided if ``times`` is not provided. If ``times`` is provided, - // ``halflife`` and one of ``com``, ``span`` or ``alpha`` may be provided. - EWM(alpha EW) ExponentialMovingWindow -} - -// NewSeries 指定类型创建序列 -func NewSeries(t Type, name string, vals any) Series { - var series Series - if t == SERIES_TYPE_BOOL { - series = NewSeriesWithType(SERIES_TYPE_BOOL, name, vals) - } else if t == SERIES_TYPE_INT64 { - series = NewSeriesWithType(SERIES_TYPE_INT64, name, vals) - } else if t == SERIES_TYPE_STRING { - series = NewSeriesWithType(SERIES_TYPE_STRING, name, vals) - } else if t == SERIES_TYPE_FLOAT64 { - series = NewSeriesWithType(SERIES_TYPE_FLOAT64, name, vals) - } else { - // 默认全部强制转换成float32 - series = NewSeriesWithType(SERIES_TYPE_FLOAT32, name, vals) - } - return series -} - -//func NewSeries_old(t Type, name string, vals ...interface{}) *Series { -// var series Series -// if t == SERIES_TYPE_BOOL { -// series = NewSeriesBool(name, vals...) -// } else if t == SERIES_TYPE_INT64 { -// series = NewSeriesInt64(name, vals...) -// } else if t == SERIES_TYPE_STRING { -// series = NewSeriesString(name, vals...) -// } else { -// // 默认全部强制转换成float64 -// series = NewSeriesFloat64(name, vals...) -// } -// return &series -//} - -// GenericSeries 泛型方法, 构造序列, 比其它方式对类型的统一性要求更严格 -func GenericSeries[T stat.GenericType](name string, values ...T) Series { - // 第一遍, 确定类型, 找到第一个非nil的值 - var _type Type = SERIES_TYPE_STRING - for _, v := range values { - // 泛型处理这里会出现一个错误, invalid operation: v == nil (mismatched types T and untyped nil) - //if v == nil { - // continue - //} - vv := reflect.ValueOf(v) - vk := vv.Kind() - switch vk { - case reflect.Bool: - _type = SERIES_TYPE_BOOL - case reflect.Int64: - _type = SERIES_TYPE_INT64 - case reflect.Float32: - _type = SERIES_TYPE_FLOAT32 - case reflect.Float64: - _type = SERIES_TYPE_FLOAT64 - case reflect.String: - _type = SERIES_TYPE_STRING - default: - panic(fmt.Errorf("unknown type, %+v", v)) - } - break - } - return NewSeries(_type, name, values) -} diff --git a/v1/series_bool.go b/v1/series_bool.go deleted file mode 100644 index de7cd2cddffef1a2164d6ad938c3c60f00296e96..0000000000000000000000000000000000000000 --- a/v1/series_bool.go +++ /dev/null @@ -1,176 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "reflect" -) - -type SeriesBool struct { - NDFrame - Data []bool -} - -// NewSeriesBool creates a new series with the underlying type as bool. -func NewSeriesBool(name string, vals ...interface{}) *SeriesBool { - series := SeriesBool{ - NDFrame: NDFrame{ - name: name, - nilCount: 0, - formatter: stat.DefaultFormatter, - }, - Data: []bool{}, - } - - series.Data = make([]bool, 0) // Warning: filled with 0.0 (not NaN) - size := len(series.Data) - for idx, v := range vals { - switch val := v.(type) { - case bool: - series.assign(idx, size, val) - case []bool: - for idx, v := range val { - series.assign(idx, size, v) - } - default: // 其它容错处理 - vv := reflect.ValueOf(val) - vk := vv.Kind() - switch vk { - case reflect.Invalid: // {interface} nil - series.assign(idx, size, stat.BoolNaN) - case reflect.Slice: // 切片, 不定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - str := stat.AnyToBool(tv) - series.assign(idx, size, str) - } - case reflect.Array: // 数组, 定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - str := stat.AnyToBool(tv) - series.assign(idx, size, str) - } - case reflect.Struct: // 忽略结构体 - continue - default: - vv := stat.AnyToBool(val) - series.assign(idx, size, vv) - - } - - } - } - - // TODO: 下面这段代码需要仔细研究, 是否存在冗余 - var lVals int - if len(vals) > 0 { - if ss, ok := vals[0].([]bool); ok { - lVals = len(ss) - } else { - lVals = len(vals) - } - } - - if lVals < size { - series.nilCount = series.nilCount + size - lVals - } - - return &series -} - -func (self *SeriesBool) assign(idx, size int, b bool) { - //val := AnyToString(s) - if idx < size { - self.Data[idx] = b - } else { - self.Data = append(self.Data, b) - } -} - -func (self *SeriesBool) Name() string { - return self.name -} - -func (self *SeriesBool) Rename(n string) { - self.name = n -} - -func (self *SeriesBool) Type() Type { - return SERIES_TYPE_BOOL -} - -func (self *SeriesBool) Len() int { - return len(self.Data) -} - -func (self *SeriesBool) Values() any { - return self.Data -} - -func (self *SeriesBool) Empty() Series { - return NewSeriesBool(self.name, []bool{}) -} - -func (self *SeriesBool) Records() []string { - ret := make([]string, self.Len()) - for i := 0; i < self.Len(); i++ { - e := self.Data[i] - ret[i] = bool2String(e) - } - return ret -} - -func (self *SeriesBool) Copy() Series { - vlen := self.Len() - return self.Subset(0, vlen) -} - -func (self *SeriesBool) Subset(start, end int, opt ...any) Series { - var d Series - d = NewSeriesBool(self.name, self.Data[start:end]) - return d -} - -func (self *SeriesBool) Repeat(x any, repeats int) Series { - a := stat.AnyToFloat64(x) - data := Repeat(a, repeats) - var d Series - d = NewSeriesBool(self.name, data) - return d -} - -func (self *SeriesBool) Shift(periods int) Series { - var d Series - d = clone(self).(Series) - return Shift[bool](&d, periods, func() bool { - return stat.BoolNaN - }) -} - -func (self *SeriesBool) RollingV1(window int) RollingWindowV1 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesBool) Mean() float64 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesBool) StdDev() float64 { - //TODO implement me - panic("implement me") -} - -// FillNa bool类型不可能在导入series还是NaN -func (self *SeriesBool) FillNa(v any, inplace bool) Series { - //values := self.Values() - //switch rows := values.(type) { - //case []bool: - // for idx, iv := range rows { - // if IsNaN(float64(iv)) && inplace { - // rows[idx] = AnyToFloat64(v) - // } - // } - //} - return self -} diff --git a/v1/series_bool_test.go b/v1/series_bool_test.go deleted file mode 100644 index 4a7944bdfcb9507f4fca5d483002ee54460cb2d7..0000000000000000000000000000000000000000 --- a/v1/series_bool_test.go +++ /dev/null @@ -1,28 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestNewSeriesBool(t *testing.T) { - var s1 Series - s1 = NewSeriesBool("sales", nil, 50.3, 23.4, 56.2) - fmt.Println(s1) - expected := 4 - - if s1.Len() != expected { - t.Errorf("wrong val: expected: %v actual: %v", expected, s1.Len()) - } - s11 := s1.Copy() - fmt.Println(s11.Values()) - s2 := s1.Shift(2) - fmt.Println(s2.Values()) - - s3 := s1.Repeat(1, 2) - fmt.Println(s3.Values()) - - //s4 := NewSeriesBool("x", []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}) - //d4 := s4.RollingV1(5).Mean() - //fmt.Printf("d4 = %+v\n", d4.Values()) -} diff --git a/v1/series_float32.go b/v1/series_float32.go deleted file mode 100644 index 4c8a17fbafefa187114111229f54e57323bd45c1..0000000000000000000000000000000000000000 --- a/v1/series_float32.go +++ /dev/null @@ -1,85 +0,0 @@ -package v1 - -// TODO:留给于总的作业 -type SeriesFloat32 struct { - NDFrame -} - -func (self *SeriesFloat32) Name() string { - return self.name -} - -func (self *SeriesFloat32) Rename(n string) { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Type() Type { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Len() int { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Values() any { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Empty() Series { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Records() []string { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Copy() Series { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Subset(start, end int, opt ...any) Series { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Repeat(x any, repeats int) Series { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Shift(periods int) Series { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) RollingV1(window int) RollingWindowV1 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Mean() float64 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) StdDev() float64 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) FillNa(v any, inplace bool) { - //TODO implement me - panic("implement me") -} - -func (self *SeriesFloat32) Max() any { - //TODO implement me - panic("implement me") -} diff --git a/v1/series_float64.go b/v1/series_float64.go deleted file mode 100644 index d576ebbc953e33b061253dbf0e56f452c3422dfa..0000000000000000000000000000000000000000 --- a/v1/series_float64.go +++ /dev/null @@ -1,235 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - gs "gonum.org/v1/gonum/stat" - "math" - "reflect" -) - -type SeriesFloat64 struct { - NDFrame - Data []float64 -} - -func NewSeriesFloat64(name string, vals ...interface{}) *SeriesFloat64 { - series := SeriesFloat64{ - NDFrame: NDFrame{ - name: name, - nilCount: 0, - formatter: stat.DefaultFormatter, - }, - Data: []float64{}, - } - - series.Data = make([]float64, 0) // Warning: filled with 0.0 (not NaN) - size := len(series.Data) - for idx, v := range vals { - switch val := v.(type) { - case float64: - series.assign(idx, size, val) - case []float64: - for idx, v := range val { - series.assign(idx, size, v) - } - default: // 其它容错处理 - vv := reflect.ValueOf(val) - vk := vv.Kind() - switch vk { - case reflect.Invalid: // {interface} nil - series.assign(idx, size, Nil2Float64) - case reflect.Slice: // 切片, 不定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - str := stat.AnyToFloat64(tv) - series.assign(idx, size, str) - } - case reflect.Array: // 数组, 定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - av := stat.AnyToFloat64(tv) - series.assign(idx, size, av) - } - case reflect.Struct: // 忽略结构体 - continue - default: - vv := stat.AnyToFloat64(val) - series.assign(idx, size, vv) - } - } - } - - // TODO: 下面这段代码需要仔细研究, 是否存在冗余 - var lVals int - if len(vals) > 0 { - if ss, ok := vals[0].([]float64); ok { - lVals = len(ss) - } else { - lVals = len(vals) - } - } - - if lVals < size { - series.nilCount = series.nilCount + size - lVals - } - - return &series -} - -func (self *SeriesFloat64) assign(idx, size int, f float64) { - if stat.Float64IsNaN(f) { - self.nilCount++ - } - if idx < size { - self.Data[idx] = float64(f) - } else { - self.Data = append(self.Data, float64(f)) - } -} - -func (self *SeriesFloat64) Name() string { - return self.name -} - -func (self *SeriesFloat64) Rename(n string) { - self.lock.RLock() - defer self.lock.RUnlock() - self.name = n -} - -// Type returns the type of data the series holds. -func (self *SeriesFloat64) Type() Type { - return SERIES_TYPE_FLOAT64 -} - -func (self *SeriesFloat64) Len() int { - self.lock.RLock() - defer self.lock.RUnlock() - return len(self.Data) -} - -func (self *SeriesFloat64) Shift(periods int) Series { - var d Series - d = clone(self).(Series) - return Shift[float64](&d, periods, func() float64 { - return Nil2Float64 - }) -} - -// deprecated: 不推荐使用 -func (self *SeriesFloat64) oldShift(periods int) *Series { - var d Series - d = clone(self).(Series) - if periods == 0 { - return &d - } - - values := d.Values().([]float64) - - var ( - naVals []float64 - dst []float64 - src []float64 - ) - - if shlen := int(math.Abs(float64(periods))); shlen < len(values) { - if periods > 0 { - naVals = values[:shlen] - dst = values[shlen:] - src = values - } else { - naVals = values[len(values)-shlen:] - dst = values[:len(values)-shlen] - src = values[shlen:] - } - - copy(dst, src) - } else { - naVals = values - } - - for i := range naVals { - naVals[i] = NaN() - } - - return &d -} - -func (self *SeriesFloat64) Values() any { - return self.Data -} - -func (self *SeriesFloat64) Repeat(x any, repeats int) Series { - a := stat.AnyToFloat64(x) - data := stat.Repeat(a, repeats) - //data := Repeat(a, repeats) - var d Series - d = NewSeriesFloat64(self.name, data) - return d -} - -// Empty returns an empty Series of the same type -func (self *SeriesFloat64) Empty() Series { - return NewSeriesFloat64(self.name, []float64{}) -} - -// Records returns the elements of a Series as a []string -func (self *SeriesFloat64) Records() []string { - ret := make([]string, self.Len()) - for i := 0; i < self.Len(); i++ { - //e := self.elements.Elem(i) - e := self.Data[i] - ret[i] = float64ToString(e) - } - return ret -} - -func (self *SeriesFloat64) Copy() Series { - vlen := self.Len() - return self.Subset(0, vlen) -} - -func (self *SeriesFloat64) Subset(start, end int, opt ...any) Series { - var d Series - d = NewSeriesFloat64(self.name, self.Data[start:end]) - return d -} - -// Rolling creates new RollingWindowV1 -func (self *SeriesFloat64) RollingV1(window int) RollingWindowV1 { - return RollingWindowV1{ - window: window, - series: self, - } -} - -// Mean calculates the average value of a series -func (self *SeriesFloat64) Mean() float64 { - if self.Len() < 1 { - return NaN() - } - stdDev := stat.Mean(self.Data) - return stdDev -} - -func (self *SeriesFloat64) StdDev() float64 { - if self.Len() < 1 { - return NaN() - } - values := self.Values().([]float64) - stdDev := gs.StdDev(values, nil) - return stdDev -} - -func (self *SeriesFloat64) FillNa(v any, inplace bool) Series { - values := self.Values() - switch rows := values.(type) { - case []float64: - for idx, iv := range rows { - if stat.Float64IsNaN(iv) && inplace { - rows[idx] = stat.AnyToFloat64(v) - } - } - } - return self -} diff --git a/v1/series_float64_test.go b/v1/series_float64_test.go deleted file mode 100644 index c89110d7a027ecbf039135503e7aa30914eb9bfa..0000000000000000000000000000000000000000 --- a/v1/series_float64_test.go +++ /dev/null @@ -1,57 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" - "testing" -) - -func TestNewSeriesFloat64(t *testing.T) { - var s1 Series - s1 = NewSeriesFloat64("sales", nil, 50.3, 23.4, 56.2) - fmt.Println(s1) - expected := 4 - - if s1.Len() != expected { - t.Errorf("wrong val: expected: %v actual: %v", expected, s1.Len()) - } - s2 := s1.Shift(2) - fmt.Println(s2.Values()) - - s3 := s1.Repeat(1, 2) - fmt.Println(s3.Values()) - - s4 := NewSeriesFloat64("x", []int64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}) - d4 := s4.RollingV1(5).Mean() - fmt.Printf("d4 = %+v\n", d4.Values()) - - d5 := s4.RollingV1(5).StdDev() - fmt.Printf("d5 = %+v\n", d5.Values()) - - s5 := NewSeriesFloat64("x", []float64{1, 2, 3, 4, 5, 6, 7, 8, 9}) - - e1 := s5.EWM(EW{Span: 5, Adjust: false}).Mean() - fmt.Println(e1) - - e2 := s5.EWM(EW{Span: 5, Adjust: true}).Mean() - fmt.Println(e2) - - e3 := s5.EWM(EW{Com: 5, Adjust: false}).Mean() - fmt.Println(e3) - - e4 := s5.EWM(EW{Com: 5, Adjust: true}).Mean() - fmt.Println(e4) - - e5 := s5.EWM(EW{Alpha: 1 / 5.0, Adjust: false}).Mean() - fmt.Println(e5) -} - -func TestSeriesWhere(t *testing.T) { - c1 := []float64{1, 0, 3, 4, 5, 6, 7, 8, 9, 10} - d1 := []float64{10, 11, 12, 13, 14, 15, 16, 17, 18, 19} - d2 := []float64{20, 21, 22, 23, 24, 25, 26, 27, 28, 29} - - w1 := stat.Where(c1, d1, d2) - fmt.Println(w1) - -} diff --git a/v1/series_generic.go b/v1/series_generic.go deleted file mode 100644 index dda8b1fff5aea4b0384bc64877477457343385a0..0000000000000000000000000000000000000000 --- a/v1/series_generic.go +++ /dev/null @@ -1,93 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "reflect" -) - -// 初始化全局的私有变量 -var ( - rawBool bool = true - typeBool = reflect.TypeOf([]bool{}) - rawInt32 int32 = int32(0) - typeInt32 = reflect.TypeOf([]int32{}) - rawInt64 int64 = int64(0) - typeInt64 = reflect.TypeOf([]int64{}) - rawFloat32 float32 = float32(0) - typeFloat32 = reflect.TypeOf([]float32{}) - rawFloat64 float64 = float64(0) - typeFloat64 = reflect.TypeOf([]float64{}) - typeString = reflect.TypeOf([]string{}) -) - -// NewSeriesWithoutType 不带类型创新一个新series -func NewSeriesWithoutType(name string, values ...interface{}) Series { - _type, err := detectTypeBySlice(values...) - if err != nil { - return nil - } - return NewSeriesWithType(_type, name, values...) -} - -// NewSeriesWithType 通过类型创新一个新series -func NewSeriesWithType(_type Type, name string, values ...interface{}) Series { - frame := NDFrame{ - formatter: stat.DefaultFormatter, - name: name, - type_: SERIES_TYPE_INVAILD, - nilCount: 0, - rows: 0, - //values: []E{}, - } - //_type, err := detectTypeBySlice(values) - //if err != nil { - // return nil - //} - frame.type_ = _type - if frame.type_ == SERIES_TYPE_BOOL { - // bool - frame.values = reflect.MakeSlice(typeBool, 0, 0).Interface() - } else if frame.type_ == SERIES_TYPE_INT64 { - // int64 - frame.values = reflect.MakeSlice(typeInt64, 0, 0).Interface() - } else if frame.type_ == SERIES_TYPE_FLOAT32 { - // float32 - frame.values = reflect.MakeSlice(typeFloat32, 0, 0).Interface() - } else if frame.type_ == SERIES_TYPE_FLOAT64 { - // float64 - frame.values = reflect.MakeSlice(typeFloat64, 0, 0).Interface() - } else { - // string, 字符串最后容错使用 - frame.values = reflect.MakeSlice(typeString, 0, 0).Interface() - } - //series.Data = make([]float64, 0) // Warning: filled with 0.0 (not NaN) - //size := len(series.values) - //size := 0 - //for idx, v := range values { - // switch val := v.(type) { - // case nil, int8, uint8, int16, uint16, int32, uint32, int64, uint64, int, uint, float32, float64, bool, string: - // // 基础类型 - // series_append(&frame, idx, size, val) - // default: - // vv := reflect.ValueOf(val) - // vk := vv.Kind() - // switch vk { - // //case reflect.Invalid: // {interface} nil - // // series.assign(idx, size, Nil2Float64) - // case reflect.Slice, reflect.Array: // 切片或数组 - // for i := 0; i < vv.Len(); i++ { - // tv := vv.Index(i).Interface() - // //series.assign(idx, size, str) - // series_append(&frame, idx, size, tv) - // } - // case reflect.Struct: // 忽略结构体 - // continue - // default: - // series_append(&frame, idx, size, nil) - // } - // } - //} - frame.Append(values...) - - return &frame -} diff --git a/v1/series_generic_test.go b/v1/series_generic_test.go deleted file mode 100644 index 75ac3f9ab2af3581f5a2ec6c792685730a5475ce..0000000000000000000000000000000000000000 --- a/v1/series_generic_test.go +++ /dev/null @@ -1,32 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestCreateSeries(t *testing.T) { - t0 := []any{1, true, "abc", 3.45, NaN()} - df0 := NewSeriesWithoutType("x", t0...) - fmt.Printf("%+v\n", df0) - - s1 := NewSeriesWithoutType("sales", nil, 50.3, 23.4, 56.2) - fmt.Println(s1) - - var values any - values = make([]float64, 0) - values = append(values.([]float64), 1) - fmt.Printf("%+v\n", values) - - //s1 := []string{"1", "2"} - //t1 := SERIES_TYPE_STRING - //if t1 == SERIES_TYPE_STRING { - // s2 := reflect.MakeSlice(typeString, 0, 0).Interface() - // //st1 := reflect.TypeOf(s1) - // //s2 := reflect.New(st1).Interface() - // s2 = append(s2.([]string), "1") - // fmt.Printf("%+v\n", s1) - // fmt.Printf("%+v\n", s2) - //} - -} diff --git a/v1/series_int64.go b/v1/series_int64.go deleted file mode 100644 index b2eeb3f4eea008a45555b079c903f72665d2cd0c..0000000000000000000000000000000000000000 --- a/v1/series_int64.go +++ /dev/null @@ -1,195 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - gs "gonum.org/v1/gonum/stat" - "reflect" -) - -type SeriesInt64 struct { - NDFrame - Data []int64 -} - -// NewSeriesInt64 creates a new series with the underlying type as int64. -func NewSeriesInt64(name string, vals ...interface{}) *SeriesInt64 { - series := SeriesInt64{ - NDFrame: NDFrame{ - name: name, - nilCount: 0, - formatter: stat.DefaultFormatter, - }, - Data: []int64{}, - } - - series.Data = make([]int64, 0) // Warning: filled with 0.0 (not NaN) - size := len(series.Data) - for idx, v := range vals { - switch val := v.(type) { - case int64: - series.assign(idx, size, val) - case []int64: - for idx, v := range val { - series.assign(idx, size, v) - } - default: // 其它容错处理 - vv := reflect.ValueOf(val) - vk := vv.Kind() - switch vk { - case reflect.Invalid: // {interface} nil - series.assign(idx, size, stat.Int64NaN) - case reflect.Slice: // 切片, 不定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - str := stat.AnyToInt64(tv) - series.assign(idx, size, str) - } - case reflect.Array: // 数组, 定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - str := stat.AnyToInt64(tv) - series.assign(idx, size, str) - } - case reflect.Struct: // 忽略结构体 - continue - default: - vv := stat.AnyToInt64(val) - series.assign(idx, size, vv) - } - } - } - - // TODO: 下面这段代码需要仔细研究, 是否存在冗余 - var lVals int - if len(vals) > 0 { - if ss, ok := vals[0].([]int64); ok { - lVals = len(ss) - } else { - lVals = len(vals) - } - } - - if lVals < size { - series.nilCount = series.nilCount + size - lVals - } - - return &series -} - -func (self *SeriesInt64) assign(idx, size int, n int64) { - //if StringIsNaN(self) { - // self = StringNaN - // self.nilCount++ - //} - if idx < size { - self.Data[idx] = int64(n) - } else { - self.Data = append(self.Data, int64(n)) - } -} - -func (self *SeriesInt64) Name() string { - return self.name -} - -func (self *SeriesInt64) Rename(n string) { - self.name = n -} - -func (self *SeriesInt64) Type() Type { - return SERIES_TYPE_INT64 -} - -func (self *SeriesInt64) Shift(periods int) Series { - var d Series - d = clone(self).(Series) - return Shift[int64](&d, periods, func() int64 { - return stat.Int64NaN - }) -} - -func (self *SeriesInt64) Len() int { - self.lock.RLock() - defer self.lock.RUnlock() - return len(self.Data) -} - -func (self *SeriesInt64) Values() any { - return self.Data -} - -func (self *SeriesInt64) Repeat(x any, repeats int) Series { - a := stat.AnyToFloat64(x) - data := Repeat(a, repeats) - var d Series - d = NewSeriesInt64(self.name, data) - return d -} - -func (self *SeriesInt64) Empty() Series { - return NewSeriesInt64(self.name, []int64{}) -} - -// Records returns the elements of a Series as a []string -func (self *SeriesInt64) Records() []string { - ret := make([]string, self.Len()) - for i := 0; i < self.Len(); i++ { - e := self.Data[i] - ret[i] = int64ToString(e) - } - return ret -} - -func (self *SeriesInt64) Copy() Series { - vlen := self.Len() - return self.Subset(0, vlen) -} - -func (self *SeriesInt64) Subset(start, end int, opt ...any) Series { - var d Series - d = NewSeriesInt64(self.name, self.Data[start:end]) - return d -} - -func (self *SeriesInt64) RollingV1(window int) RollingWindowV1 { - return RollingWindowV1{ - window: window, - series: self, - } -} - -func (self *SeriesInt64) Mean() float64 { - if self.Len() < 1 { - return NaN() - } - stdDev := stat.Mean(self.Data) - return float64(stdDev) -} - -func (self *SeriesInt64) StdDev() float64 { - if self.Len() < 1 { - return NaN() - } - // TODO: 每次都需要转换一次, 有没有什么好办法优化? - d := make([]float64, self.Len()) - for i := 0; i < len(d); i++ { - d[i] = float64(self.Data[i]) - } - //values := self.Values().([]int64) - stdDev := gs.StdDev(d, nil) - return stdDev -} - -// FillNa int64没有NaN -func (self *SeriesInt64) FillNa(v any, inplace bool) Series { - values := self.Values() - switch rows := values.(type) { - case []int64: - for idx, iv := range rows { - if stat.Float64IsNaN(float64(iv)) && inplace { - rows[idx] = stat.AnyToInt64(v) - } - } - } - return self -} diff --git a/v1/series_int64_test.go b/v1/series_int64_test.go deleted file mode 100644 index 38de53cf816b6a5b226f1ed7891235373ceec883..0000000000000000000000000000000000000000 --- a/v1/series_int64_test.go +++ /dev/null @@ -1,26 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestNewSeriesInt64(t *testing.T) { - var s1 Series - s1 = NewSeriesInt64("sales", nil, 50.3, 23.4, 56.2) - fmt.Println(s1) - expected := 4 - - if s1.Len() != expected { - t.Errorf("wrong val: expected: %v actual: %v", expected, s1.Len()) - } - s2 := s1.Shift(2) - fmt.Println(s2.Values()) - - s3 := s1.Repeat(1, 2) - fmt.Println(s3.Values()) - - s4 := NewSeriesInt64("x", []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}) - d4 := s4.RollingV1(5).Mean() - fmt.Printf("d4 = %+v\n", d4.Values()) -} diff --git a/v1/series_type.go b/v1/series_type.go deleted file mode 100644 index 733b7044ba62f9cd2d17ba475458c206cfdbb56d..0000000000000000000000000000000000000000 --- a/v1/series_type.go +++ /dev/null @@ -1,36 +0,0 @@ -package v1 - -import ( - "fmt" - "gitee.com/quant1x/pandas/stat" -) - -func bool2String(v bool) string { - if v { - return stat.True2String - } - return stat.False2String -} - -// float64转string -func float64ToString(v float64) string { - if isNaN(v) { - return stat.StringNaN - } - return fmt.Sprintf("%f", v) -} - -func int64ToString(v int64) string { - if stat.Float64IsNaN(float64(v)) { - return stat.StringNaN - } - return fmt.Sprint(v) -} - -// bool转float32 -func boolToFloat32(b bool) float32 { - if b { - return stat.True2Float32 - } - return stat.False2Float32 -} diff --git a/v1/series_xstring.go b/v1/series_xstring.go deleted file mode 100644 index 771c0c74cc155891ad121e2d950809afd84090cb..0000000000000000000000000000000000000000 --- a/v1/series_xstring.go +++ /dev/null @@ -1,181 +0,0 @@ -package v1 - -import ( - "gitee.com/quant1x/pandas/stat" - "reflect" -) - -// SeriesString 字符串类型序列 -type SeriesString struct { - NDFrame - Data []string -} - -// NewSeriesString creates a new series with the underlying type as string. -func NewSeriesString(name string, vals ...interface{}) *SeriesString { - series := SeriesString{ - NDFrame: NDFrame{ - name: name, - nilCount: 0, - formatter: stat.DefaultFormatter, - }, - Data: []string{}, - } - - series.Data = make([]string, 0) // Warning: filled with 0.0 (not NaN) - size := len(series.Data) - for idx, v := range vals { - switch val := v.(type) { - case string: - series.assign(idx, size, val) - case []string: - for idx, v := range val { - series.assign(idx, size, v) - } - default: // 其它容错处理 - vv := reflect.ValueOf(val) - vk := vv.Kind() - switch vk { - case reflect.Invalid: // {interface} nil - series.assign(idx, size, stat.StringNaN) - case reflect.Slice: // 切片, 不定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - str := stat.AnyToString(tv) - series.assign(idx, size, str) - } - case reflect.Array: // 数组, 定长 - for i := 0; i < vv.Len(); i++ { - tv := vv.Index(i).Interface() - str := stat.AnyToString(tv) - series.assign(idx, size, str) - } - case reflect.Struct: // 忽略结构体 - continue - default: - vv := stat.AnyToString(val) - series.assign(idx, size, vv) - } - } - } - - // TODO: 下面这段代码需要仔细研究, 是否存在冗余 - var lVals int - if len(vals) > 0 { - if ss, ok := vals[0].([]string); ok { - lVals = len(ss) - } else { - lVals = len(vals) - } - } - - if lVals < size { - series.nilCount = series.nilCount + size - lVals - } - - return &series -} - -func (self *SeriesString) assign(idx, size int, s string) { - //val := AnyToString(s) - if stat.StringIsNaN(s) { - s = stat.StringNaN - self.nilCount++ - } - if idx < size { - self.Data[idx] = string(s) - } else { - self.Data = append(self.Data, string(s)) - } -} - -func (self *SeriesString) Name() string { - return self.name -} - -func (self *SeriesString) Rename(n string) { - self.name = n -} - -func (self *SeriesString) Type() Type { - return SERIES_TYPE_STRING -} - -func (self *SeriesString) Len() int { - self.lock.RLock() - defer self.lock.RUnlock() - return len(self.Data) -} - -func (self *SeriesString) Values() any { - return self.Data -} - -func (self *SeriesString) Empty() Series { - return NewSeriesString(self.name, []string{}) -} - -func (self *SeriesString) Records() []string { - ret := make([]string, self.Len()) - for i := 0; i < self.Len(); i++ { - e := self.Data[i] - ret[i] = e - } - return ret -} - -func (self *SeriesString) Copy() Series { - vlen := self.Len() - return self.Subset(0, vlen) -} - -func (self *SeriesString) Subset(start, end int, opt ...any) Series { - var d Series - d = NewSeriesString(self.name, self.Data[start:end]) - return d -} - -func (self *SeriesString) Repeat(x any, repeats int) Series { - a := stat.AnyToFloat64(x) - data := Repeat(a, repeats) - var d Series - d = NewSeriesString(self.name, data) - return d -} - -func (self *SeriesString) Shift(periods int) Series { - var d Series - d = clone(self).(Series) - return Shift[string](&d, periods, func() string { - return stat.Nil2String - }) -} - -func (self *SeriesString) RollingV1(window int) RollingWindowV1 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesString) Mean() float64 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesString) StdDev() float64 { - //TODO implement me - panic("implement me") -} - -func (self *SeriesString) FillNa(v any, inplace bool) Series { - values := self.Values() - switch rows := values.(type) { - case []string: - for idx, iv := range rows { - if stat.StringIsNaN(iv) && inplace { - rows[idx] = stat.AnyToString(v) - } - } - } - - return self -} diff --git a/v1/series_xstring_test.go b/v1/series_xstring_test.go deleted file mode 100644 index 640a904b4bcc64818c4f526e61369b3aa3fc0f25..0000000000000000000000000000000000000000 --- a/v1/series_xstring_test.go +++ /dev/null @@ -1,35 +0,0 @@ -package v1 - -import ( - "fmt" - "testing" -) - -func TestNewSeriesString(t *testing.T) { - a3 := [3]string{"nan", "s1", "nan"} - s3 := NewSeriesString("b", a3) - fmt.Println(s3) - - var s1 Series - s1 = NewSeriesString("a", nil, 50.3, 23.4, 56.2) - fmt.Println(s1) - expected := 4 - - if s1.Len() != expected { - t.Errorf("wrong val: expected: %v actual: %v", expected, s1.Len()) - } - - a2 := []string{"", "a", "b", "c"} - s2 := NewSeriesString("b", a2) - fmt.Println(s2) - - //s2 := s1.Shift(2) - //fmt.Println(s2) - // - //s3 := s1.Repeat(1, 2) - //fmt.Println(s3) - // - //s4 := NewSeriesInt64("x", []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}) - //d4 := s4.RollingV1(5).Mean() - //fmt.Printf("d4 = %+v\n", d4.Values()) -} diff --git a/v1/unsafe.go b/v1/unsafe.go deleted file mode 100644 index 832e90f9657b77b2c25ac69e0c4ce73e798ae898..0000000000000000000000000000000000000000 --- a/v1/unsafe.go +++ /dev/null @@ -1,38 +0,0 @@ -// Copyright 2018-20 PJ Engineering and Business Solutions Pty. Ltd. All rights reserved. - -//go:build !js && !appengine && !safe -// +build !js,!appengine,!safe - -package v1 - -import ( - "unsafe" -) - -var ( - // IgnoreParseExceptions 忽略解析异常 - IgnoreParseExceptions bool = true -) - -// SetParseExceptions 设置处理解析异常的开关 -func SetParseExceptions(enabled bool) { - IgnoreParseExceptions = enabled -} - -// nan returns nan. -// See: https://golang.org/pkg/math/#NaN -func nan() float64 { - uvnan := uint64(0x7FF8000000000001) - return *(*float64)(unsafe.Pointer(&uvnan)) -} - -// isNaN returns whether f is NaN. -// See: https://golang.org/pkg/math/#IsNaN -func isNaN(f float64) bool { - return f != f -} - -// isInf returns whether f is +Inf or -Inf. -func isInf(f float64, sign int) bool { - return sign >= 0 && f > 1.797693134862315708145274237317043567981e+308 || sign <= 0 && f < -1.797693134862315708145274237317043567981e+308 -}