history 下的分钟数据(*.min,*.min5)、日数据(*.day),[用户目录]\download中 Fin 和 Panhou 的 *.dat 文件都是 hd1.0 格式的数据文件。他们格式基本一致。

Fin 中的 dat 文件只分析了一点,在我这里只存了一点古老的数据,感觉没啥价值。其他的只有个别字段没分析出来,在同花顺中没找到对应的值。

用 010 Editor 的 Template 格式描述如下:

//------------------------------------------------
//--- 010 Editor v10.0.2 Binary Template
//
//      File: 10jqka data file
//   Authors: lx
//   Version: 1.0
//   Purpose: 
//  Category: Database
// File Mask: *.min,*.min5,*.day,*.dat
//  ID Bytes: 68 64 31 2E 30 00
//   History: 
//------------------------------------------------
LittleEndian();
enum FileType {
fUnknown,
fMin,
fDay,
fDat
};
FileType getCurrentFileType() {
local string filename = GetFileName();
local string ext = FileNameGetExtension(filename);
if (Strcmp(ext, ".min") == 0 || Strcmp(ext, ".min5") == 0) {
return fMin;
} else if (Strcmp(ext, ".day") == 0) {
return fDay;
} else if (Strcmp(ext, ".dat") == 0) {
return fDat;
} else {
return fUnknown;
}
}
local FileType fileType = getCurrentFileType();
enum <uint> FieldType {
ftDateTime    = 0x003001,
ftOpening     = 0x007007,   // 开盘价
ftHighestIndex= 0x007008,   // 最高指数
ftLowestIndex = 0x007009,   // 最低指数
ftClose       = 0x00700B,   // 收盘价
ftTradeVolume = 0x007013,   // 成交金额(元)
ftTotalVolume = 0x00700D,   // 成交量(股)
ftBuyTurnover = 0x00700E,   // 外盘
ftSellTurnover= 0x00700F,   // 内盘
ftDate64      = 0x00312D,
};
typedef struct _FieldDef {
BitfieldDisablePadding();
FieldType fieldType:24;
ubyte size:8;
} FieldDef <optimize=false>;
typedef struct _DateTime {
BitfieldDisablePadding();
byte minute: 6;
byte hours: 5;
byte day: 5;
byte month: 4;
short year: 12;
} DateTime <optimize=false, read=readDateTime>;
string readDateTime(DateTime &date) {
string s;
SPrintf(s, "%d-%d-%d %d:%d", date.year + 1900, date.month, date.day, date.hours, date.minute);
return s;
}
typedef struct _Trade {
BitfieldDisablePadding();
uint value: 28;
byte reserved: 4;
} Trade <optimize=false, read=readTrade>;
string readTrade(Trade &trade) {
string s;
SPrintf(s, "%.02f", trade.value / 1000.0);
return s;
}
void defineUnknownField(uint j, ubyte size) {
if (size == 4) {
switch (j) {
case 0: uint field00; break;
case 1: uint field01; break;
case 2: uint field02; break;
case 3: uint field03; break;
case 4: uint field04; break;
case 5: uint field05; break;
case 6: uint field06; break;
case 7: uint field07; break;
case 8: uint field08; break;
case 9: uint field09; break;
case 10: uint field10; break;
case 11: uint field11; break;
case 12: uint field12; break;
case 13: uint field13; break;
case 14: uint field14; break;
case 15: uint field15; break;
case 16: uint field16; break;
case 17: uint field17; break;
case 18: uint field18; break;
case 19: uint field19; break;
case 20: uint field20; break;
case 21: uint field21; break;
case 22: uint field22; break;
case 23: uint field23; break;
case 24: uint field24; break;
case 25: uint field25; break;
case 26: uint field26; break;
case 27: uint field27; break;
case 28: uint field28; break;
case 29: uint field29; break;
case 30: uint field30; break;
case 31: uint field31; break;
case 32: uint field32; break;
case 33: uint field33; break;
case 34: uint field34; break;
case 35: uint field35; break;
case 36: uint field36; break;
case 37: uint field37; break;
case 38: uint field38; break;
case 39: uint field39; break;
}
}
else if (size == 8) {
switch (j) {
case 0: double field00; break;
case 1: double field01; break;
case 2: double field02; break;
case 3: double field03; break;
case 4: double field04; break;
case 5: double field05; break;
case 6: double field06; break;
case 7: double field07; break;
case 8: double field08; break;
case 9: double field09; break;
case 10: double field10; break;
case 11: double field11; break;
case 12: double field12; break;
case 13: double field13; break;
case 14: double field14; break;
case 15: uint64 field15; break;
case 16: uint64 field16; break;
case 17: uint64 field17; break;
case 18: uint64 field18; break;
case 19: uint64 field19; break;
case 20: uint64 field20; break;
case 21: uint64 field21; break;
case 22: uint64 field22; break;
case 23: uint64 field23; break;
case 24: uint64 field24; break;
case 25: uint64 field25; break;
case 26: uint64 field26; break;
case 27: uint64 field27; break;
case 28: uint64 field28; break;
case 29: uint64 field29; break;
case 30: uint64 field30; break;
case 31: uint64 field31; break;
case 32: uint64 field32; break;
case 33: uint64 field33; break;
case 34: uint64 field34; break;
case 35: uint64 field35; break;
case 36: uint64 field36; break;
case 37: uint64 field37; break;
case 38: uint64 field38; break;
case 39: uint64 field39; break;
}
}
else {
Printf("j = %d, size = %d\n", j, size);
Exit(-1);
}
}
typedef struct _Record(uint columnCount, uint columnDefs[], ubyte colSizes[], byte isDateTime) {
BitfieldDisablePadding();
local uint i = 0, j = 0;
for (i = 0; i < columnCount; ++i) {
switch (columnDefs[i]) {
case ftDateTime:
if (fileType == fDay)
uint date;
else if (isDateTime == 1)
DateTime datetime;
else
uint date;
break;
case ftOpening: Trade opening; break;
case ftHighestIndex: Trade highestIndex; break;
case ftLowestIndex: Trade lowestIndex; break;
case ftClose: Trade close; break;
case ftTradeVolume: Trade tradeVolume; break;
case ftTotalVolume: uint totalVolume; break;
case ftBuyTurnover: uint buyTurnover; break;
case ftSellTurnover: uint sellTurnover; break;
case ftDate64: uint64 date; break;
default:
defineUnknownField(j, colSizes[i]);
++j;
}
}
} Record <optimize=false>;
enum <byte> StockType {
stHuA         = 0x11, // 沪A
stHuB         = 0x12, // 沪B
stHuBond      = 0x13, // 债券
stHuFund      = 0x14, // 基金
stHuDelist    = 0x15, // 退市整理
stHuST        = 0x16, // ST股、风险警示
stShenA       = 0x21, // 深A
stShenB       = 0x22, // 深B
stShenBond    = 0x23, // 债券
stShenFund    = 0x24, // 基金
stShenDelist  = 0x25, // 退市整理
stShenST      = 0x26, // ST股、风险警示
};
typedef struct _StockInfo {
BitfieldDisablePadding();
StockType stockType;
char code[9];
uint16 emptyCount;
uint32 startIndex;
uint16 totalCount;
} StockInfo <optimize=false>;
struct Body {
char header[6];
uint32 recordCount;
uint16 recordStartOffset;
uint16 recordLength;
uint16 recordColumnCount;
FieldDef columnDefs[recordColumnCount];
local byte isDateTime = 1;
if (fileType == fDat) {
local int64 pos = FTell();
local int16 temp = ReadUShort(pos);
if (temp == 0) {
FSeek(pos + 32);
isDateTime = 0;
} else {
FSeek(pos);
}
uint16 recordRelOffset;
uint16 stockInfoCount;
StockInfo stockInfos[stockInfoCount];
}
FSeek(recordStartOffset);
local uint tempColDefs[recordColumnCount];
local ubyte tempColSizes[recordColumnCount];
local uint i;
for (i = 0; i < recordColumnCount; ++i) {
tempColDefs[i] = columnDefs[i].fieldType;
tempColSizes[i] = columnDefs[i].size;
}
Record records(recordColumnCount, tempColDefs, tempColSizes, isDateTime)[recordCount];
} body <optimize=false>;

  1. https://zhidao.baidu.com/question/411721633.html
  2. 核新同花顺数据结构
  3. 同花顺的数据格式总览

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