├── .gitignore ├── .prettierrc.yaml ├── README.md ├── package.json ├── src ├── index.ts ├── libs │ ├── local-storage.ts │ └── progress.ts └── types.ts ├── tsconfig.json ├── tslint.json └── yarn.lock /.gitignore: -------------------------------------------------------------------------------- 1 | node_modules 2 | .idea 3 | dist 4 | wow-stocks-db.json 5 | -------------------------------------------------------------------------------- /.prettierrc.yaml: -------------------------------------------------------------------------------- 1 | semi: false # 不添加分号 2 | singleQuote: true # js 内使用单引号 3 | trailingComma: 'all' # 末尾总是添加逗号 4 | arrowParens: 'always' # 参数总是用括号包裹 -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # wow-stocks 2 | 3 | 实时获取所有 A 股现在 + 过去的行情数据，可基于它来做量化交易的行情服务，也可以用来实时选股。 4 | 5 | ## 示例 6 | 7 | ```javascript 8 | import { update } from 'wow-stocks' 9 | import { ma, cross } from 'wow-stock-calculator' 10 | 11 | update({ length: 90 }).then(({ watch }) => { 12 | watch((stocks) => { 13 | // 获取当前 5 日均线上穿 10 日均线的所有股票 14 | console.log( 15 | stocks.filter((stock) => { 16 | const ma5 = ma(stock.close, 5) 17 | const ma10 = ma(stock.close, 10) 18 | const ma5CrossMa10 = cross(ma5, ma10) 19 | return ma5CrossMa10[ma5CrossMa10.length - 1] 20 | }), 21 | ) 22 | }) 23 | }) 24 | ``` 25 | 26 | ## 文档 27 | 28 | https://aweiu.com/documents/wow-stocks/ 29 | -------------------------------------------------------------------------------- /package.json: -------------------------------------------------------------------------------- 1 | { 2 | "name": "wow-stocks", 3 | "version": "1.0.0", 4 | "description": "实时获取所有 A 股现在 + 过去的行情数据，可基于它来做量化交易的行情服务，也可以用来实时选股", 5 | "keywords": [ 6 | "stock", 7 | "quotation", 8 | "share", 9 | "trade", 10 | "quantization" 11 | ], 12 | "scripts": { 13 | "test": "ts-node-dev src/test.ts" 14 | }, 15 | "main": "dist/index.js", 16 | "typings": "dist/index.d.ts", 17 | "author": "aweiu", 18 | "license": "ISC", 19 | "repository": { 20 | "type": "git", 21 | "url": "git+https://github.com/aweiu/wow-stocks" 22 | }, 23 | "dependencies": { 24 | "cli-progress": "^3.0.0", 25 | "fecha": "^3.0.3", 26 | "set-promise-interval": "^1.0.8", 27 | "wow-stock-quotation": "^0.1.9" 28 | }, 29 | "devDependencies": { 30 | "@types/cli-progress": "^1.8.1", 31 | "@types/node": "^11.13.8", 32 | "prettier": "^1.17.0", 33 | "ts-node-dev": "^1.0.0-pre.42", 34 | "tslint": "^5.16.0", 35 | "tslint-config-prettier": "^1.18.0", 36 | "tslint-plugin-prettier": "^2.0.1", 37 | "typescript": "3.5.3", 38 | "wow-stock-calculator": "^0.1.8" 39 | } 40 | } 41 | -------------------------------------------------------------------------------- /src/index.ts: -------------------------------------------------------------------------------- 1 | import setPromiseInterval, { clearPromiseInterval } from 'set-promise-interval' 2 | import { 3 | getHistory, 4 | getRealTimeAll, 5 | getRealTimeCodes, 6 | getTradeDates, 7 | updateAllCodes, 8 | } from 'wow-stock-quotation' 9 | import { Quotation, RealTimeQuotation } from 'wow-stock-quotation/dist/types' 10 | import LocalStorage from './libs/local-storage' 11 | import Progress from './libs/progress' 12 | import { Histories, Option, UpdateType } from './types' 13 | // tslint:disable-next-line:no-var-requires 14 | const fecha = require('fecha') 15 | 16 | type PromiseReturnType any> = ReturnType extends Promise< 17 | infer R 18 | > 19 | ? R 20 | : ReturnType 21 | 22 | let progress!: Progress 23 | const localStorage = new LocalStorage('./wow-stocks-db.json') 24 | const histories = localStorage.getItem('histories') || {} 25 | const FIELDS: Array = [ 26 | 'open', 27 | 'high', 28 | 'low', 29 | 'close', 30 | 'volume', 31 | 'amount', 32 | 'turnover', 33 | ] 34 | 35 | async function getPreviousTradeDate() { 36 | const now = new Date() 37 | const startDate = fecha.format( 38 | now.getTime() - 1000 * 60 * 60 * 24 * 9, // 查询最近 10 天的交易日 39 | 'YYYY-MM-DD', 40 | ) 41 | const endDate = fecha.format(now, 'YYYY-MM-DD') 42 | const tradeDates = await getTradeDates(startDate, endDate) 43 | return tradeDates[tradeDates.length - 2] 44 | } 45 | 46 | async function incrementalUpdate( 47 | realTimeQuotation: RealTimeQuotation, 48 | length: number, 49 | ) { 50 | const historyCodes = Object.keys(histories) 51 | if (historyCodes.length === 0) return 52 | const previousTradeDate = await getPreviousTradeDate() 53 | for (const code of historyCodes) { 54 | const now = realTimeQuotation[code] 55 | const history = histories[code] 56 | if ( 57 | now && 58 | history._length === length && 59 | history._lastDate === previousTradeDate && 60 | previousTradeDate !== now.date // 当天是交易日但是还没有开盘 61 | ) { 62 | history._lastDate = now.date 63 | // 非停牌的数据 64 | if (!now.suspended) { 65 | const slice = history.open.length === length 66 | for (const field of FIELDS) { 67 | const arr = history[field].concat(now[field]) 68 | history[field] = slice ? arr.slice(1) : arr 69 | } 70 | progress.tick(code, UpdateType.Incremental) 71 | } 72 | } 73 | } 74 | } 75 | 76 | function fullUpdate(realTimeQuotation: RealTimeQuotation, length: number) { 77 | const codes = Object.keys(realTimeQuotation) 78 | const lastDate = realTimeQuotation[codes[0]].date 79 | const updateCodes: string[] = [] 80 | for (const code of codes) { 81 | const history = histories[code] 82 | if ( 83 | !history || 84 | history._lastDate !== lastDate || 85 | history._length !== length 86 | ) { 87 | updateCodes.push(code) 88 | } 89 | } 90 | if (updateCodes.length === 0) return Promise.resolve() 91 | return getHistory(updateCodes, (data, code) => { 92 | // @ts-ignore 93 | const history: Histories[''] = { _length: length, _lastDate: lastDate } 94 | for (const field of FIELDS) history[field] = [] 95 | const availableData = data.filter(({ suspended }) => !suspended) 96 | availableData.splice(0, availableData.length - length) 97 | for (const _history of availableData) { 98 | for (const field of FIELDS) { 99 | history[field].push(_history[field]) 100 | } 101 | } 102 | histories[code] = history 103 | progress.tick(code, UpdateType.Full) 104 | }) 105 | } 106 | 107 | export async function update({ 108 | length, 109 | forceSkip, 110 | progressBar = true, 111 | callback, 112 | codes, 113 | }: Option) { 114 | const getRealTimeQuotation = () => 115 | codes ? getRealTimeCodes(codes) : getRealTimeAll() 116 | 117 | if (!forceSkip) { 118 | const updatedCodes = new Set() 119 | const save = () => { 120 | if (updatedCodes.size > 0) localStorage.setItem('histories', histories) 121 | } 122 | const onSigint = () => { 123 | save() 124 | process.exit() 125 | } 126 | 127 | progress = new Progress(progressBar, (info) => { 128 | if (info.type !== UpdateType.Cache) updatedCodes.add(info.code) 129 | if (callback) callback(info) 130 | }) 131 | if (!codes) await updateAllCodes() 132 | const realTimeQuotation = await getRealTimeQuotation() 133 | const updateCodes = Object.keys(realTimeQuotation) 134 | progress.setTotal(updateCodes.length) 135 | process.addListener('SIGINT', onSigint) 136 | try { 137 | await incrementalUpdate(realTimeQuotation, length) // 先尝试增量更新 138 | await fullUpdate(realTimeQuotation, length) // 全量补充 139 | save() 140 | // 剩下的都是未更新的股票，统一做进度提示 141 | const cacheCodes = updateCodes.filter((code) => !updatedCodes.has(code)) 142 | for (const code of cacheCodes) progress.tick(code, UpdateType.Cache) 143 | } catch (e) { 144 | save() 145 | throw e 146 | } finally { 147 | process.removeListener('SIGINT', onSigint) 148 | } 149 | } 150 | 151 | // 可以基于行情搞事情了！ 152 | const get = async () => { 153 | const data = [] 154 | const realTimeQuotation = await getRealTimeQuotation() 155 | for (const code of Object.keys(realTimeQuotation)) { 156 | const now = realTimeQuotation[code] 157 | if (now.suspended) continue 158 | const history = histories[code] 159 | for (const field of FIELDS) { 160 | history[field][history[field].length - 1] = now[field] 161 | } 162 | data.push({ code, ...history }) 163 | } 164 | return data 165 | } 166 | 167 | const watch = (callback: (data: PromiseReturnType) => any) => { 168 | const id = setPromiseInterval(async () => { 169 | try { 170 | await callback(await get()) 171 | } catch (e) { 172 | // 忽略 173 | } 174 | }, 1000) 175 | return () => clearPromiseInterval(id) 176 | } 177 | 178 | return { get, watch } 179 | } 180 | -------------------------------------------------------------------------------- /src/libs/local-storage.ts: -------------------------------------------------------------------------------- 1 | import fs = require('fs') 2 | 3 | export default class LocalStorage { 4 | private dbPath: string 5 | private data: any 6 | 7 | constructor(dbPath: string) { 8 | this.dbPath = dbPath 9 | try { 10 | this.data = JSON.parse(fs.readFileSync(this.dbPath, 'utf8')) 11 | } catch (e) { 12 | this.data = {} 13 | } 14 | } 15 | 16 | public getItem(key: string): T { 17 | return this.data[key] 18 | } 19 | 20 | public setItem(key: string, value: any) { 21 | this.data[key] = value 22 | fs.writeFileSync(this.dbPath, JSON.stringify(this.data)) 23 | } 24 | } 25 | -------------------------------------------------------------------------------- /src/libs/progress.ts: -------------------------------------------------------------------------------- 1 | import * as cliProgress from 'cli-progress' 2 | import { Option, UpdateType } from '../types' 3 | 4 | export default class Progress { 5 | private total = 0 6 | private value = 0 7 | private progress?: cliProgress.Bar 8 | private callback?: Option['callback'] 9 | 10 | constructor(print: boolean, callback?: Option['callback']) { 11 | if (print) { 12 | this.progress = new cliProgress.Bar({ 13 | format: 14 | '{prefix} [{bar}] {percentage}% {eta}秒 {value}/{total} {suffix}', 15 | barCompleteChar: '=', 16 | barIncompleteChar: '-', 17 | stopOnComplete: true, 18 | }) 19 | this.progress.start(Infinity, 0, { prefix: '数据准备中', suffix: '' }) 20 | } 21 | this.callback = callback 22 | } 23 | 24 | get isCompleted() { 25 | return this.value >= this.total 26 | } 27 | 28 | tick(code: string, type: UpdateType) { 29 | this.value++ 30 | if (this.progress) { 31 | const typeStr = ['Cache', 'Incremental', 'Full'] 32 | this.progress.increment(1, { 33 | prefix: 34 | // @ts-ignore 35 | this.isCompleted ? '更新完毕' : '数据更新中', 36 | suffix: `${code}(${typeStr[type]})`, 37 | }) 38 | } 39 | if (this.callback) { 40 | this.callback({ 41 | value: this.value, 42 | total: this.total, 43 | code, 44 | type, 45 | }) 46 | } 47 | } 48 | 49 | setTotal(total: number) { 50 | if (this.progress) this.progress.setTotal(total) 51 | this.total = total 52 | } 53 | 54 | stop() { 55 | if (this.progress) this.progress.stop() 56 | } 57 | } 58 | -------------------------------------------------------------------------------- /src/types.ts: -------------------------------------------------------------------------------- 1 | export enum UpdateType { 2 | Cache, 3 | Incremental, 4 | Full, 5 | } 6 | 7 | export interface Histories { 8 | [code: string]: { 9 | _lastDate: string 10 | _length: number 11 | open: number[] 12 | high: number[] 13 | low: number[] 14 | close: number[] 15 | volume: number[] 16 | amount: number[] 17 | turnover: number[] 18 | } 19 | } 20 | 21 | export interface Option { 22 | length: number 23 | forceSkip?: boolean 24 | progressBar?: boolean 25 | codes?: string[] 26 | callback?: (info: { 27 | value: number 28 | total: number 29 | code: string 30 | type: UpdateType 31 | }) => any 32 | } 33 | -------------------------------------------------------------------------------- /tsconfig.json: -------------------------------------------------------------------------------- 1 | { 2 | "compilerOptions": { 3 | "strict": true, 4 | "moduleResolution": "node", 5 | "module": "commonjs", 6 | "target": "es2017", 7 | "declaration": true, 8 | "outDir": "./dist" 9 | }, 10 | "include": ["src"] 11 | } 12 | -------------------------------------------------------------------------------- /tslint.json: -------------------------------------------------------------------------------- 1 | { 2 | "extends": ["tslint:latest", "tslint-config-prettier"], 3 | "rulesDirectory": ["tslint-plugin-prettier"], 4 | 5 | "rules": { 6 | "prettier": true, 7 | "no-console": false, 8 | "no-shadowed-variable": false, 9 | "object-literal-sort-keys": false, 10 | "interface-name": false, 11 | "member-access": false, 12 | "curly": false, 13 | "ordered-imports": false, 14 | "no-submodule-imports": false, 15 | "no-implicit-dependencies": false, 16 | "variable-name": [false, "allow-pascal-case"] 17 | } 18 | } 19 | -------------------------------------------------------------------------------- /yarn.lock: -------------------------------------------------------------------------------- 1 | # THIS IS AN AUTOGENERATED FILE. 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