大智慧日线数据文件格式分析

最新推荐文章于 2021-01-28 21:00:42 发布

starsky2006

最新推荐文章于 2021-01-28 21:00:42 发布

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分类专栏：证券开发文章标签： integer string function constructor float 存储

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文件位置

/dzh2/data/sh/DAY.DAT

/dzh2/data/sz/DAY.DAT

/dzh2/data/hs/DAY.DAT

数据格式

说明：数据格式几乎与分析家相同

（1）、文件头部信息

起止地址	数据内容	数据含义	数据类型
00 - 03	F4 9B 13 FC	文件标志	int
04 - 07	00 06 00 00	未知	int
08 - 0B	00 00 00 00	保留	int
0C - 0F	97 04 00 00	证券总数	int
10 - 13	00 18 00 00	总块数	int
14 - 17	DB 17 00 00	已用块数	int

（2）、股票数据分配记录，开始于0x0018h

起止地址	数据内容	数据含义	数据类型
18 - 21	31 41 30 30 30...FF	证券代码	byte[10]
22 - 25	B0 09 00 00	日线记录数	int
26 - 57	00 00 BA 03...FF FF	记录块号	word [25]

（3）、股票数据记录块，开始于0x41000

起止地址	数据内容	数据含义	数据类型
41000 - 41003	80 47 B2 2B	日期	int
41004 - 41007	B9 1E 25 41	开盘价	float
41008 - 4100B	CD CC 4C 41	最高价	float
4100C - 4100F	EC 51 18 41	最低价	float
41010 - 41013	9A 99 41 41	收盘价	float
41014 - 41017	80 06 B2 47	成交量	float
41018 - 4101B	40 1C BC 4C	成交金额	float
4101C - 4101D	00 00	上涨家数	word
4101E - 4101F	00 00	下跌家数	word

注意：

1）、起止地址、数据内容为十六进制，数据类型为 Delphi 下之定义。

2）、从18h开始至40017h每64byte为一条股票数据分配记录，含义如上表18h - 57h所示；

3）、从41000h开始每8KB为一股票数据存储块，每个股票数据存储块共存储256条日线记录，每一条记录的长度为32 byte（含义如上表；上涨家数及下跌家数只对指数有效）；

4）、从41000h开始的8KB（1024 * 8 = 8192）为第0号数据存储块，以后类推；

5）、系统对每个股票日线数据存储以存储块为单位进行分配。

记录块号计算方法：

char[0] = 0x00 第一个记录块起始地址为：41000h + 0x0000 * 0x2000 = 41000h；

char[1] = 0x03BA 第二个记录块起始地址为：41000h + 0x03BA * 0x2000 = 0x00077F78

6）、具体应用实例分析家数据管理程序。

7) 、日期字段的意义为：实际日期 = StrToDate(^1970-01-01^)+(日期字段 div 86400)；即“日期字段”除以86400（60s * 60m * 24h = 86400s）所得数为实际日期距1970年01月01日的天数。

示例代码

示例：显示日线数据文件信息

说明：显示大智慧日线数据文件中头部信息、块索引信息、数据记录信息。

unit uDataBuffer;

interface

uses

SysUtils,Classes;

type

TCustomStringBuffer = class

private

FBuffer: PChar;

FBufferSize: Integer;

FContent: string;

function GetContent: string;

procedure SetBufferSize(Value: Integer);

procedure SetContent(const Value: string);

protected

procedure DoBufferChange; virtual;

procedure ClearBuffer; virtual;

public

constructor Create;

//---

function ReadFile(const AFileName: string): Boolean;

function SaveFile(const AFileName: string; const Append: Boolean = false):

Boolean;

//---

property Buffer: PChar read FBuffer;

property BufferSize: Integer read FBufferSize write SetBufferSize;

property Content: string read GetContent write SetContent;

end;

TRecordStream = class(TCustomStringBuffer)

private

FCount: Integer;

FDataSize: Integer;

function GetDatas(Index: Integer): Pointer;

procedure SetCount(const Value: Integer);

protected

procedure ClearBuffer; override;

procedure DoBufferChange; override;

//---

property Datas[Index: Integer]: Pointer read GetDatas;

property DataSize: Integer write FDataSize;

public

property Count: Integer read FCount write SetCount;

end;

function OpenToFile(const AFileName: string; const AMode: Integer; const AIsAppend: Boolean = false): integer;

function ReadFormFile(const AFileName: string): string;

function SaveToFile(const AFileName,AContent: string; const AIsAppend: Boolean

= false): Boolean;

implementation

function OpenToFile(const AFileName: string; const AMode: Integer; const AIsAppend: Boolean = false): integer;

const

CNT_OpenCount = 20;

CNT_OpenOutTime = 30;

//---

function _OpenWrite: integer;

var

i,AFileHandle: integer;

APath: string;

begin

if FileExists(AFileName) then

begin

for i := 0 to CNT_OpenCount do

begin

if AIsAppend then

AFileHandle := FileOpen(AFileName,fmOpenWrite or fmShareExclusive)

else

AFileHandle := FileCreate(AFileName);

if AFileHandle < 0 then

sleep(CNT_OpenOutTime)

else

Break;

end;

end

else

begin

APath := ExtractFilePath(AFileName);

if not DirectoryExists(APath) then

ForceDirectories(APath);

//---

AFileHandle := FileCreate(AFileName);

end;

//---

Result := AFileHandle;

end;

//---

function _OpenRead: integer;

var

i,AFileHandle: integer;

begin

Result := -1;

//---

if not FileExists(AFileName) then

Exit;

//---

for i := 0 to CNT_OpenCount do

begin

AFileHandle := FileOpen(AFileName,fmOpenRead or fmShareDenyNone);

if AFileHandle < 0 then

sleep(CNT_OpenOutTime)

else

Break;

end;

//---

Result := AFileHandle;

end;

begin

Result := -1;

//---

if Trim(AFileName) = '' then

Exit;

//---

if AMode = fmOpenWrite then

Result := _OpenWrite

else

Result := _OpenRead;

end;

function ReadFormFile(const AFileName: string): string;

var

AFileHandle,ABufferSize: integer;

begin

Result := '';

//---

AFileHandle := OpenToFile(AFileName,fmOpenRead);

if AFileHandle < 0 then

Exit;

//---

try

ABufferSize := FileSeek(AFileHandle,0,soFromEnd);

if ABufferSize = 0 then

Exit;

//---

SetLength(Result,ABufferSize);

//---

FileSeek(AFileHandle,0,soFromBeginning);

FileRead(AFileHandle,Pchar(Result)^,ABufferSize);

finally

FileClose(AFileHandle);

end;

function SaveToFile(const AFileName,AContent: string; const AIsAppend: Boolean

= false): Boolean;

var

AFileHandle: integer;

begin

result := false;

//---

if Length(AContent) = 0 then

Exit;

//---

try

AFileHandle := OpenToFile(AFileName,fmOpenWrite,AIsAppend);

if AFileHandle < 0 then

Exit;

//---

try

if AIsAppend then

FileSeek(AFileHandle,0,soFromEnd)

else

FileSeek(AFileHandle,0,soFromBeginning);

FileWrite(AFileHandle,Pchar(AContent)^,Length(AContent));

finally

FileClose(AFileHandle);

end;

//---

Result := true;

except

on E: Exception do

begin

Result := false;

end;

procedure TCustomStringBuffer.ClearBuffer;

begin

FBufferSize := 0;

end;

constructor TCustomStringBuffer.Create;

begin

FBufferSize := 0;

end;

procedure TCustomStringBuffer.DoBufferChange;

begin

FBuffer := PChar(FContent);

end;

function TCustomStringBuffer.GetContent: string;

begin

if FBufferSize = 0 then

Result := ''

else

Result := FContent;

end;

function TCustomStringBuffer.ReadFile(const AFileName: string): Boolean;

begin

self.Content := ReadFormFile(AFileName);

Result := self.BufferSize > 0;

end;

function TCustomStringBuffer.SaveFile(const AFileName: string; const Append:

Boolean = false): Boolean;

begin

result := SaveToFile(AFileName,self.Content,Append);

end;

procedure TCustomStringBuffer.SetBufferSize(Value: Integer);

begin

FBufferSize := Value;

if FBufferSize < 0 then

FBufferSize := 0;

//---

if FBufferSize > 0 then

SetLength(FContent,Value);

//---

DoBufferChange;

end;

procedure TCustomStringBuffer.SetContent(const Value: string);

begin

FContent := Value;

FBufferSize := Length(FContent);

//---

DoBufferChange;

end;

procedure TRecordStream.ClearBuffer;

begin

inherited;

//---

FCount := 0;

end;

procedure TRecordStream.DoBufferChange;

//---

procedure _RefreshCount;

begin

FCount := FBufferSize div FDataSize;

if FDataSize * FCount <> FBufferSize then

self.ClearBuffer;

end;

begin

inherited;

//---

if FDataSize <= 0 then

self.ClearBuffer

else

_RefreshCount;

end;

function TRecordStream.GetDatas(Index: Integer): Pointer;

begin

Result := FBuffer + Index * FDataSize;

end;

procedure TRecordStream.SetCount(const Value: Integer);

begin

FCount := Value;

if FCount < 0 then

FCount := 0;

//---

self.BufferSize := FDataSize * FCount;

end;

end.

unit uDayData;

interface

uses

uDataBuffer;

const

CNT_BlockSize = 1024 * 8;

type

TFileHead_Day = packed record

FileSign: Integer; //--文件标志

FileInfo1: Integer;

FileInfo2: Integer;

StockCount: Integer; //--证券总数

BlockTotalCount: Integer; //--总块数

BlockUseCount: Integer; //--已用块数

end;

PTFileHead_Day = ^TFileHead_Day;

TIndexRecord_Day = packed record

StockCode: array[0..9] of char; //--证券代码

RecordCount: Integer; //--日线记录数

BlockIndexs: array[0..24] of word; //--记录块号

end;

PTIndexRecord_Day = ^TIndexRecord_Day;

TDataRecord_Day = packed record

rq: Integer; //--日期

kp: single; //--开盘

zg: single; //--最高

zd: single; //--最低

sp: single; //--收盘

sl: single; //--成交数量

je: single; //--成交金额

zj: Word; //--上涨家数

dj: Word; //--下跌家数

end;

PTDataRecord_Day = ^TDataRecord_Day;

{日线数据}

TStockDataStream_Day = class(TCustomStringBuffer)

private

FFileHead: TFileHead_Day;

FIndexCount: Integer;

FIndexSize: Integer;

FIndexStartAddress: Pchar;

FDataCount: Integer;

FDataSize: Integer;

FDataStartAddress: Pchar;

function GetDatas(Index: Integer): PTDataRecord_Day;

function GetHead: PTFileHead_Day;

function GetIndexs(Index: Integer): PTIndexRecord_Day;

protected

procedure ClearBuffer; override;

procedure DoBufferChange; override;

public

constructor Create;

//---

property Head: PTFileHead_Day read GetHead;

property Datas[Index: Integer]: PTDataRecord_Day read GetDatas;

property DataCount: Integer read FDataCount;

property Indexs[Index: Integer]: PTIndexRecord_Day read GetIndexs;

property IndexCount: Integer read FIndexCount;

end;

implementation

constructor TStockDataStream_Day.Create;

begin

inherited;

//---

FIndexSize := sizeof(TIndexRecord_Day);

FDataSize := sizeof(TDataRecord_Day);

end;

procedure TStockDataStream_Day.ClearBuffer;

begin

inherited;

//---

FIndexCount := 0;

FDataCount := 0;

end;

procedure TStockDataStream_Day.DoBufferChange;

const

CNT_IndexStartAddress = $00018;

CNT_DataStartAddress = $41000;

//---

function _ReadFileHead: Boolean;

begin

Result := self.BufferSize > CNT_IndexStartAddress;

if Result then

Move(self.Buffer^,FFileHead,SizeOf(FFileHead));

end;

//---

function _ReadIndex: Boolean;

begin

FIndexStartAddress := self.Buffer + CNT_IndexStartAddress;

FIndexCount := FFileHead.StockCount;

Result := self.BufferSize > CNT_IndexStartAddress + SizeOf(TIndexRecord_Day) * FIndexCount;

end;

//---

function _ReadData: Boolean;

begin

FDataStartAddress := self.Buffer + CNT_DataStartAddress;

FDataCount := (CNT_BlockSize * FFileHead.BlockUseCount) div SizeOf(TDataRecord_Day);

Result := self.BufferSize >= CNT_DataStartAddress + SizeOf(TDataRecord_Day) * FDataCount;

end;

begin

inherited;

//---

if FDataSize <= 0 then

self.ClearBuffer

else

begin

if not (_ReadFileHead and _ReadIndex and _ReadData) then

self.ClearBuffer;

end;

function TStockDataStream_Day.GetDatas(Index: Integer): PTDataRecord_Day;

begin

Result := Pointer(FDataStartAddress + FDataSize * Index);

end;

function TStockDataStream_Day.GetHead: PTFileHead_Day;

begin

Result := @FFileHead;

end;

function TStockDataStream_Day.GetIndexs(Index: Integer): PTIndexRecord_Day;

begin

Result := Pointer(FIndexStartAddress + FIndexSize * Index);

end;

end.

unit Unit1;

interface

uses

Windows,Messages,SysUtils,Variants,Classes,Graphics,Controls,Forms,

Dialogs,StdCtrls,ExtCtrls;

type

TForm1 = class(TForm)

Button1: TButton;

ListBox1: TListBox;

GroupBox1: TGroupBox;

OpenDialog1: TOpenDialog;

RadioGroup1: TRadioGroup;

Panel1: TPanel;

procedure FormCreate(Sender: TObject);

procedure Button1Click(Sender: TObject);

private

procedure ShowHqData(const AFile: string; const AListBox: TListBox);

public

procedure ShowData(const AFile: string; const AListBox: TListBox);

end;

var

Form1: TForm1;

implementation

uses uDayData;

{$R *.dfm}

procedure TForm1.FormCreate(Sender: TObject);

begin

SendMessage(ListBox1.Handle,LB_SetHorizontalExtent,2000,longint(0));

end;

procedure TForm1.Button1Click(Sender: TObject);

begin

with self.OpenDialog1 do

begin

if Execute then

ShowData(FileName,ListBox1);

end;

procedure TForm1.ShowData(const AFile: string; const AListBox: TListBox);

begin

case RadioGroup1.ItemIndex of

0: ShowHqData(AFile,AListBox);

end;

procedure TForm1.ShowHqData(const AFile: string; const AListBox: TListBox);

var

AStream: TStockDataStream_Day;

//---

procedure _ShowHead;

begin

with AStream.Head^ do

AListBox.Items.Add(Format('文件标志:%d 股票数量:%d 总块数:%d 已用块数:%d', [FileSign,StockCount,BlockTotalCount,BlockUseCount]));

end;

//---

procedure _ShowIndex;

var

i,j: Integer;

AText: string;

begin

with AListBox.Items,AStream do

begin

Add('--------索引---------');

//---

for i := 0 to IndexCount - 1 do

begin

with Indexs[i]^ do

begin

AText := '';

for j := Low(BlockIndexs) to High(BlockIndexs) do

begin

if BlockIndexs[j] <> $FFFF then

AText := Format('%s %.2d', [AText,BlockIndexs[j]]);

end;

//---

Add(Format('%.3d 证券代码:%s 记录数量:%d 记录块号:%s', [i,StockCode,RecordCount,AText]));

end;

//---

procedure _ShowData;

var

i,ABlockID,ACurBlockID: Integer;

AStartDate: TDate;

ACurDate: string;

begin

AStartDate := StrToDate('1970-01-01');

//---

with AListBox.Items,AStream do

begin

ABlockID := 0;

Add(Format('--------块%d---------', [ABlockID]));

//---

for i := 0 to DataCount - 1 do

begin

with Datas[i]^ do

begin

ACurBlockID := i * SizeOf(TDataRecord_Day) div CNT_BlockSize;

if ABlockID <> ACurBlockID then

begin

ABlockID := ACurBlockID;

Add(Format('--------块%d---------', [ABlockID]));

end;

//---

if rq > 0 then

ACurDate := DateToStr(AStartDate + rq div 86400)

else

ACurDate := '0';

Add(Format('%.3d %s 开%.2f 高%.2f 低%.2f 收%.2f 量%.2f 额%.2f 上%d 下%d', [i,ACurDate,

kp,zg,zd,sp,sl,je,zj,dj]));

end;

//---

Add('*****************');

Add(Format('--------已用块%d---------', [ABlockID]));

end;

begin

AStream := TStockDataStream_Day.Create;

try

with AListBox.Items do

begin

BeginUpdate;

Clear;

with AStream do

begin

if ReadFile(AFile) then

begin

_ShowHead;

_ShowIndex;

_ShowData;

end;

EndUpdate;

end;

finally

AStream.Free;

end;

end.

starsky2006

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大智慧日线数据文件格式分析

文件位置/dzh2/data/sh/DAY.DAT/dzh2/data/sz/DAY.DAT/dzh2/data/hs/DAY.DAT 数据格式说明：数据格式几乎与分析家相同（1）、文件头部信息起止地址数据内容数据含义数据类型00 - 03F4 9B 13 FC文件
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