diff --git a/stock-html/sync_kline_5min.py b/stock-html/sync_kline_5min.py index 90a40ae..97201bf 100755 --- a/stock-html/sync_kline_5min.py +++ b/stock-html/sync_kline_5min.py @@ -243,8 +243,9 @@ def fetch_5min_kline_sina(code): l = float(row.get('low', 0)) c = float(row.get('close', 0)) v = int(float(row.get('volume', 0))) + amt = float(row.get('amount', 0)) - rows.append((code, dt, o, h, l, c, v, 0.0, 0.0)) + rows.append((code, dt, o, h, l, c, v, amt, 0.0)) return rows if rows else None except (IndexError, KeyError, ValueError): @@ -366,7 +367,8 @@ def fetch_5min_kline_tencent(code): dt = datetime(today.year, today.month, today.day, h, m, 0) except (ValueError, IndexError): continue - min_data.append((dt, price, vol)) + amt = float(parts[3]) if len(parts) > 3 else 0.0 + min_data.append((dt, price, vol, amt)) if not min_data: return None @@ -375,26 +377,30 @@ def fetch_5min_kline_tencent(code): # 5分钟窗口: 09:30-09:35, 09:35-09:40, ... from collections import defaultdict bars = defaultdict(list) - for dt, price, vol in min_data: + for dt, price, vol, amt in min_data: # 5分钟窗口起始时间 minute = dt.minute bar_min = (minute // 5) * 5 bar_dt = dt.replace(minute=bar_min, second=0) - bars[bar_dt].append((price, vol)) + bars[bar_dt].append((price, vol, amt)) rows = [] prev_vol = 0 + prev_amt = 0 for bar_dt in sorted(bars.keys()): ticks = bars[bar_dt] o = ticks[0][0] # 第一个价格 c = ticks[-1][0] # 最后一个价格 - h = max(p for p, _ in ticks) - l = min(p for p, _ in ticks) - # 腾讯的volume是累积值,取窗口最后的 - 窗口最前的之前 + h = max(p for p, _, _ in ticks) + l = min(p for p, _, _ in ticks) + # 腾讯的volume和amount是累积值,取窗口最后的 - 前一窗口最后的 last_vol = ticks[-1][1] bar_vol = last_vol - prev_vol if prev_vol > 0 else ticks[-1][1] prev_vol = last_vol - rows.append((code, bar_dt, o, h, l, c, max(0, bar_vol), 0.0, 0.0)) + last_amt = ticks[-1][2] + bar_amt = last_amt - prev_amt if prev_amt > 0 else ticks[-1][2] + prev_amt = last_amt + rows.append((code, bar_dt, o, h, l, c, max(0, bar_vol), max(0, bar_amt), 0.0)) return rows if rows else None