fix #1; update rustdx version in rustdx-cmd

.gitignore

@@ -1,5 +1,6 @@
 assets
 target
+rustdx.log
 rustdx-cmd/rustdx.log
 rustdx-cmd/stocks.csv
 rustdx-cmd/eastmoney.csv

README.md

@@ -20,16 +20,6 @@
 
 具体文档待补充。
 
-## TODO
-
-近期计划：
-- [] 【rustdx】增加 day 前复权测试用例（有些特例 #000001# 上市日因子不是 1，需要 fix bug）
-- [] 【rustdx-cmd】针对 ClickHouse 和复权情况下，数据录入与导出子命令
-
-远期计划：
-- [] 【rustdx】增加数据源
-- [] 【rustdx-cmd】拆分非 tdx 数据源到新 crate
-
 ## rustdx-cmd
 
 ### 安装

rustdx-cmd/Cargo.toml

@@ -28,7 +28,7 @@ simplelog   = {version ="0.10", optional = true}
 miniz_oxide = {version ="0.4", optional = true}
 
 [dependencies.rustdx]
-version  = "0.2.1"
+version  = "0.2.3"
 optional = true
 path = "../"
 

src/file/day/mod.rs

@@ -1,6 +1,7 @@
 use std::path::Path;
 
 #[cfg(feature = "serde")]
+#[cfg_attr(docsrs, doc(cfg(feature = "serde")))]
 pub mod fq;
 
 /// 解析 `*.day` 文件中的一条日线数据，即其 32 个字节所代表的所有信息。
@@ -12,14 +13,14 @@ pub mod fq;
 /// [`serde_type::Day`]: crate::serde_type::Day
 #[derive(Debug, Clone, Copy)]
 pub struct Day {
-    pub date:   u32,
-    pub code:   u32,
-    pub open:   f32,
-    pub high:   f32,
-    pub low:    f32,
-    pub close:  f32,
+    pub date: u32,
+    pub code: u32,
+    pub open: f32,
+    pub high: f32,
+    pub low: f32,
+    pub close: f32,
     pub amount: f32,
-    pub vol:    u32,
+    pub vol: u32,
 }
 
 impl Day {
@@ -46,18 +47,20 @@ impl Day {
     /// 日：20210810%10000%100 = 10
     pub fn from_bytes(code: u32, arr: &[u8]) -> Self {
         use crate::bytes_helper::{f32_from_le_bytes, u32_from_le_bytes};
-        Self { date: u32_from_le_bytes(arr, 0),
-               open: u32_from_le_bytes(arr, 4) as f32 / 100.,
-               high: u32_from_le_bytes(arr, 8) as f32 / 100.,
-               low: u32_from_le_bytes(arr, 12) as f32 / 100.,
-               close: u32_from_le_bytes(arr, 16) as f32 / 100.,
-               amount: f32_from_le_bytes(arr, 20),
-               vol: u32_from_le_bytes(arr, 24),
-               code }
+        Self {
+            date: u32_from_le_bytes(arr, 0),
+            open: u32_from_le_bytes(arr, 4) as f32 / 100.,
+            high: u32_from_le_bytes(arr, 8) as f32 / 100.,
+            low: u32_from_le_bytes(arr, 12) as f32 / 100.,
+            close: u32_from_le_bytes(arr, 16) as f32 / 100.,
+            amount: f32_from_le_bytes(arr, 20),
+            vol: u32_from_le_bytes(arr, 24),
+            code,
+        }
     }
 
     /// 一次性以**同步**方式读取单个 `*.day` 文件所有数据，然后转化成 Vec。
-    pub fn file_into_vec<P: AsRef<Path>>(code: u32, p: P) -> Result<Vec<Day>, crate::Error> {
+    pub fn file_into_vec<P: AsRef<Path>>(code: u32, p: P) -> crate::Result<Vec<Day>> {
         Ok(std::fs::read(p)?.chunks_exact(32).map(|b| Self::from_bytes(code, b)).collect())
     }
 
@@ -73,20 +76,24 @@ impl Day {
     /// 6 位字符串的股票代码；%Y-%m-%d 字符串格式的日期；f64 类型的成交额；u64 类型的 vol 。
     #[cfg(feature = "serde")]
     pub fn into_serde_type(self) -> crate::serde_type::Day {
-        crate::serde_type::Day { code:   format!("{:06}", self.code),
-                                 date:   self.date_string(),
-                                 open:   self.open,
-                                 high:   self.high,
-                                 low:    self.low,
-                                 close:  self.close,
-                                 // 单位：元
-                                 amount: self.amount,
-                                 // 转换成手：方便与其他数据源汇合
-                                 vol:    self.vol as f32 / 100., }
+        crate::serde_type::Day {
+            code: format!("{:06}", self.code),
+            date: self.date_string(),
+            open: self.open,
+            high: self.high,
+            low: self.low,
+            close: self.close,
+            // 单位：元
+            amount: self.amount,
+            // 转换成手：方便与其他数据源汇合
+            vol: self.vol as f32 / 100.,
+        }
     }
 
     /// `%Y-%m-%d` 格式的日期
-    pub fn date_string(&self) -> String { crate::bytes_helper::date_string(self.date) }
+    pub fn date_string(&self) -> String {
+        crate::bytes_helper::date_string(self.date)
+    }
 
     /// `[年, 月, 日]` 格式的日期
     pub fn ymd_arr(&self) -> [u32; 3] {

src/file/gbbq/fq.rs

@@ -4,49 +4,62 @@ use crate::file::day::Day;
 #[cfg(feature = "serde")]
 #[derive(Debug, Clone, serde::Deserialize)]
 pub struct Factor {
-    pub date:     String,
-    pub code:     String,
+    pub date: String,
+    pub code: String,
     #[serde(rename(deserialize = "close"))]
     pub preclose: f64,
-    pub factor:   f64,
+    pub factor: f64,
 }
 
 #[cfg(feature = "serde")]
 impl Factor {
     /// 根据前收、收盘价（最新价）和前一日的因子计算当日的复权因子。
     #[inline]
-    pub fn compute_factor(&self, close: f64) -> f64 { self.factor * (close / self.preclose) }
+    pub fn compute_factor(&self, close: f64) -> f64 {
+        self.factor * (close / self.preclose)
+    }
 }
 
 #[derive(Debug, Clone, Copy)]
 pub struct Fq {
-    pub code:     u32,
+    pub code: u32,
     /// 年月日
-    pub date:     u32,
-    pub factor:   f64,
-    pub close:    f64,
+    pub date: u32,
+    pub factor: f64,
+    pub close: f64,
     pub preclose: f64,
-    pub trading:  bool,
-    pub xdxr:     bool,
+    pub trading: bool,
+    pub xdxr: bool,
 }
 
 impl Fq {
-    /// preclose: days.clone().next()?.close
-    /// factor: 1.
-    pub fn new(days: impl Iterator<Item = Day> + ExactSizeIterator + Clone, g1: &[Gbbq])
-               -> Option<Vec<Fq>> {
+    /// 从上市日开始计算复权。
+    ///
+    /// ## 注意
+    /// 1. 上市日因子为 1。所以如果存在除权日先于上市日，直接舍弃先于上市日的除权日，
+    ///    比如 #000001#、#601975#。
+    /// 2. 解析后的交易日天数、除权日天数会在 debug build 下校验。
+    pub fn new(
+        days: impl Iterator<Item = Day> + ExactSizeIterator + Clone, g1: &[Gbbq],
+    ) -> Option<Vec<Fq>> {
         let count = days.len();
         let mut fqs: Vec<Fq> = Vec::with_capacity(count + 128);
         let mut preclose = days.clone().next()?.close as f64;
         let mut factor = 1.;
         let mut gbbq = g1.iter();
         let mut xdxr = gbbq.next()?;
         let mut last = false;
+        let mut first = 0usize;
 
-        for d in days {
+        for (i, d) in days.enumerate() {
             while !last && d.date > xdxr.date {
                 // 因为停牌或某种原因导致下个交易日晚于除权日
-                fqs.push(Self::_0(d, xdxr, preclose, &mut factor, false, true));
+                if i == 0 {
+                    // 为了让上市日因子为 1
+                    first += 1;
+                } else {
+                    fqs.push(Self::_0(d, xdxr, preclose, &mut factor, false, true));
+                }
                 if let Some(x) = gbbq.next() {
                     xdxr = x;
                 } else if !last {
@@ -69,27 +82,33 @@ impl Fq {
         }
 
         // 确保所有数据都被正确解析：必须满足两个条件
-        debug_assert_eq!(count,
-                         fqs.iter().filter(|f| f.trading).count(),
-                         "{} 交易日天数不正确",
-                         g1[0].code);
-        debug_assert_eq!(if g1[g1.len() - 1].date <= fqs.last().unwrap().date {
-                             g1.len()
-                         } else {
-                             g1.iter().take_while(|g| g.date <= fqs.last().unwrap().date).count()
-                         },
-                         fqs.iter().filter(|f| f.xdxr).count(),
-                         "{} 除权除息日天数不正确：\nleft: {:?}\nright: {:?}",
-                         g1[0].code,
-                         g1,
-                         fqs.iter().filter(|f| f.xdxr).collect::<Vec<_>>());
+        debug_assert_eq!(
+            count,
+            fqs.iter().filter(|f| f.trading).count(),
+            "{} 交易日天数不正确",
+            g1[0].code
+        );
+        debug_assert_eq!(
+            if g1.last().unwrap().date <= fqs.last().unwrap().date {
+                g1.len()
+            } else {
+                // gbbq 最新日期大于 day 文件最新日期
+                g1.iter().take_while(|g| g.date <= fqs.last().unwrap().date).count()
+            },
+            fqs.iter().filter(|f| f.xdxr).count() + first,
+            "{} 除权除息日天数不正确：\nleft: {:?}\nright: {:?}",
+            g1[0].code,
+            g1,
+            fqs.iter().filter(|f| f.xdxr).collect::<Vec<_>>()
+        );
 
         Some(fqs)
     }
 
-    pub fn concat(days: impl Iterator<Item = Day> + ExactSizeIterator + Clone, g1: &[Gbbq],
-                  mut preclose: f64, mut factor: f64)
-                  -> Option<Vec<Fq>> {
+    pub fn concat(
+        days: impl Iterator<Item = Day> + ExactSizeIterator + Clone, g1: &[Gbbq],
+        mut preclose: f64, mut factor: f64,
+    ) -> Option<Vec<Fq>> {
         let count = days.len();
         let mut fqs: Vec<Fq> = Vec::with_capacity(count + 128);
         let mut gbbq = g1.iter();
@@ -122,52 +141,63 @@ impl Fq {
         }
 
         // 确保所有数据都被正确解析：必须满足两个条件
-        debug_assert_eq!(count,
-                         fqs.iter().filter(|f| f.trading).count(),
-                         "{} 交易日天数不正确",
-                         g1[0].code);
-        debug_assert_eq!(g1.iter()
-                           .filter(|g| g.date >= fqs.first().unwrap().date
-                                       && g.date <= fqs.last().unwrap().date)
-                           .count(),
-                         fqs.iter().filter(|f| f.xdxr).count(),
-                         "{} 除权除息日天数不正确：\nleft: {:?}\nright: {:?}",
-                         g1[0].code,
-                         g1,
-                         fqs.iter().filter(|f| f.xdxr).collect::<Vec<_>>());
+        debug_assert_eq!(
+            count,
+            fqs.iter().filter(|f| f.trading).count(),
+            "{} 交易日天数不正确",
+            g1[0].code
+        );
+        debug_assert_eq!(
+            g1.iter()
+                .filter(
+                    |g| g.date >= fqs.first().unwrap().date && g.date <= fqs.last().unwrap().date
+                )
+                .count(),
+            fqs.iter().filter(|f| f.xdxr).count(),
+            "{} 除权除息日天数不正确：\nleft: {:?}\nright: {:?}",
+            g1[0].code,
+            g1,
+            fqs.iter().filter(|f| f.xdxr).collect::<Vec<_>>()
+        );
 
         Some(fqs)
     }
 
     pub fn no_gbbq(days: impl Iterator<Item = Day> + ExactSizeIterator + Clone) -> Option<Vec<Fq>> {
         let mut preclose = days.clone().next()?.close as f64;
         let mut factor = 1.;
-        Some(days.map(|d| {
-                     let close = d.close as f64;
-                     factor *= close / preclose;
-                     let fq = Self { close,
-                                     factor,
-                                     preclose,
-                                     trading: true,
-                                     xdxr: false,
-                                     code: d.code,
-                                     date: d.date };
-                     preclose = close;
-                     fq
-                 })
-                 .collect())
+        Some(
+            days.map(|d| {
+                let close = d.close as f64;
+                factor *= close / preclose;
+                let fq = Self {
+                    close,
+                    factor,
+                    preclose,
+                    trading: true,
+                    xdxr: false,
+                    code: d.code,
+                    date: d.date,
+                };
+                preclose = close;
+                fq
+            })
+            .collect(),
+        )
     }
 
     #[inline]
     fn _0(d: Day, g: &Gbbq, preclose: f64, factor: &mut f64, trading: bool, xdxr: bool) -> Self {
         let [preclose, close, pct] = g.compute_pre_pct(d.close, preclose, xdxr);
         *factor *= pct;
-        Self { close,
-               preclose,
-               trading,
-               xdxr,
-               code: d.code,
-               date: d.date,
-               factor: *factor }
+        Self {
+            close,
+            preclose,
+            trading,
+            xdxr,
+            code: d.code,
+            date: d.date,
+            factor: *factor,
+        }
     }
 }

tests/fq.rs

@@ -0,0 +1,18 @@
+use insta::assert_debug_snapshot;
+
+#[test]
+fn day_sz000001() -> rustdx::Result<()> {
+    use rustdx::file::{
+        day::Day,
+        gbbq::{Fq, Gbbq},
+    };
+    let day_src = std::fs::read("tests/assets/sz000001.day")?;
+    let days = day_src.chunks_exact(32).map(|arr| Day::from_bytes(1, arr));
+
+    let mut gbbq_src = std::fs::read("tests/assets/gbbq")?;
+    let stock_gbbq = Gbbq::filter_hashmap(Gbbq::iter(&mut gbbq_src[4..]));
+
+    let fq = Fq::new(days, stock_gbbq.get(&1).unwrap()).unwrap();
+    assert_debug_snapshot!(&fq[..3]);
+    Ok(())
+}