stock-sdk 1.2.2 → 1.3.0-beta.1

package/README.md

@@ -42,12 +42,13 @@
 
 ## 特性
 
-- ✅ **零依赖**，轻量级（压缩后 < 10KB）
+- ✅ **零依赖**，轻量级（压缩后 < 20KB）
 - ✅ 支持 **浏览器** 和 **Node.js 18+** 双端运行
 - ✅ 同时提供 **ESM** 和 **CommonJS** 两种模块格式
-- ✅ 完整的 **TypeScript** 类型定义的单元测试覆盖
+- ✅ 完整的 **TypeScript** 类型定义和单元测试覆盖
 - ✅ **A 股、港股、美股、公募基金**实时行情
 - ✅ **历史 K 线**（日/周/月）、**分钟 K 线**（1/5/15/30/60 分钟）和**当日分时走势**数据
+- ✅ **技术指标**：内置 MA、MACD、BOLL、KDJ、RSI、WR 等常用指标计算
 - ✅ **资金流向**、**盘口大单**等扩展数据
 - ✅ 获取全部 **A 股代码列表**（5000+ 只股票）和批量获取**全市场行情**（内置并发控制）
 
@@ -111,9 +112,26 @@ console.log(`共获取 ${allQuotes.length} 只股票`);
 
 | 方法 | 说明 |
 |------|------|
-| [`getHistoryKline`](#gethistoryklinesymbol-options-promisehistorykline) | 历史 K 线（日/周/月） |
-| [`getMinuteKline`](#getminuteklinesymbol-options-promiseminutetimeline--minutekline) | 分钟 K 线（1/5/15/30/60 分钟） |
-| [`getTodayTimeline`](#gettodaytimelinecode-promisetodaytimelineresponse) | 当日分时走势 |
+| [`getHistoryKline`](#gethistoryklinesymbol-options-promisehistorykline) | A 股历史 K 线（日/周/月） |
+| [`getHKHistoryKline`](#gethkhistoryklinesymbol-options-promisehkushistorykline) | 港股历史 K 线（日/周/月） |
+| [`getUSHistoryKline`](#getushistoryklinesymbol-options-promisehkushistorykline) | 美股历史 K 线（日/周/月） |
+| [`getMinuteKline`](#getminuteklinesymbol-options-promiseminutetimeline--minutekline) | A 股分钟 K 线（1/5/15/30/60 分钟） |
+| [`getTodayTimeline`](#gettodaytimelinecode-promisetodaytimelineresponse) | A 股当日分时走势 |
+
+### 技术指标
+
+| 方法 | 说明 |
+|------|------|
+| [`getKlineWithIndicators`](#getklinewithindicatorssymbol-options-promiseklinewithindicators) | 获取带技术指标的 K 线数据 |
+| [`calcMA`](#calcmadata-options-maresult) | 计算均线（SMA/EMA/WMA） |
+| [`calcMACD`](#calcmacddata-options-macdresult) | 计算 MACD |
+| [`calcBOLL`](#calcbolldata-options-bollresult) | 计算布林带 |
+| [`calcKDJ`](#calckdjdata-options-kdjresult) | 计算 KDJ |
+| [`calcRSI`](#calcrsidata-options-rsiresult) | 计算 RSI |
+| [`calcWR`](#calcwrdata-options-wrresult) | 计算威廉指标 |
+| [`calcBIAS`](#calcbiasdata-options-biasresult) | 计算乖离率 |
+| [`calcCCI`](#calcccidata-options-cciresult) | 计算商品通道指数 |
+| [`calcATR`](#calcatrdata-options-atrresult) | 计算平均真实波幅 |
 
 ### 扩展数据
 
@@ -155,20 +173,32 @@ interface FullQuote {
   high: number;           // 最高
   low: number;            // 最低
   volume: number;         // 成交量（手）
-  amount: number;         // 成交额（万）
-  change: number;         // 涨跌额
-  changePercent: number;  // 涨跌幅 %
+  outerVolume: number;    // 外盘
+  innerVolume: number;    // 内盘
   bid: { price: number; volume: number }[];  // 买一~买五
   ask: { price: number; volume: number }[];  // 卖一~卖五
+  time: string;           // 时间戳 yyyyMMddHHmmss
+  change: number;         // 涨跌额
+  changePercent: number;  // 涨跌幅 %
+  volume2: number;        // 成交量（手，字段36）
+  amount: number;         // 成交额（万）
   turnoverRate: number | null;   // 换手率 %
   pe: number | null;             // 市盈率（TTM）
-  pb: number | null;             // 市净率
-  totalMarketCap: number | null; // 总市值（亿）
+  amplitude: number | null;      // 振幅 %
   circulatingMarketCap: number | null; // 流通市值（亿）
-  volumeRatio: number | null;    // 量比
+  totalMarketCap: number | null; // 总市值（亿）
+  pb: number | null;             // 市净率
   limitUp: number | null;        // 涨停价
   limitDown: number | null;      // 跌停价
-  // ... 更多字段见类型定义
+  volumeRatio: number | null;    // 量比
+  avgPrice: number | null;       // 均价
+  peStatic: number | null;       // 市盈率（静）
+  peDynamic: number | null;      // 市盈率（动）
+  high52w: number | null;        // 52周最高价
+  low52w: number | null;         // 52周最低价
+  circulatingShares: number | null; // 流通股本（股）
+  totalShares: number | null;    // 总股本（股）
+  raw: string[];                 // 原始字段数组（供扩展使用）
 }
 ```
 
@@ -269,6 +299,105 @@ const weeklyKlines = await sdk.getHistoryKline('sz000858', {
 
 ---
 
+### `getHKHistoryKline(symbol, options?): Promise<HKUSHistoryKline[]>`
+
+获取港股历史 K 线（日/周/月），数据来源：东方财富。
+
+**参数**
+
+| 参数 | 类型 | 说明 |
+|------|------|------|
+| `symbol` | `string` | 港股代码，5 位数字（如 `'00700'`、`'09988'`） |
+| `options.period` | `'daily' \| 'weekly' \| 'monthly'` | K 线周期，默认 `'daily'` |
+| `options.adjust` | `'' \| 'qfq' \| 'hfq'` | 复权类型，默认 `'hfq'`（后复权） |
+| `options.startDate` | `string` | 开始日期 `YYYYMMDD` |
+| `options.endDate` | `string` | 结束日期 `YYYYMMDD` |
+
+**返回类型**
+
+```typescript
+interface HKUSHistoryKline {
+  date: string;               // 日期 YYYY-MM-DD
+  code: string;               // 股票代码
+  name: string;               // 股票名称
+  open: number | null;        // 开盘价
+  close: number | null;       // 收盘价
+  high: number | null;        // 最高价
+  low: number | null;         // 最低价
+  volume: number | null;      // 成交量
+  amount: number | null;      // 成交额
+  changePercent: number | null;  // 涨跌幅 %
+  change: number | null;         // 涨跌额
+  amplitude: number | null;      // 振幅 %
+  turnoverRate: number | null;   // 换手率 %
+}
+```
+
+**示例**
+
+```typescript
+// 获取腾讯控股日 K 线
+const klines = await sdk.getHKHistoryKline('00700');
+
+// 获取阿里巴巴周 K 线，前复权
+const weeklyKlines = await sdk.getHKHistoryKline('09988', {
+  period: 'weekly',
+  adjust: 'qfq',
+  startDate: '20240101',
+  endDate: '20241231',
+});
+console.log(klines[0].name);   // 腾讯控股
+console.log(klines[0].close);  // 收盘价
+```
+
+---
+
+### `getUSHistoryKline(symbol, options?): Promise<HKUSHistoryKline[]>`
+
+获取美股历史 K 线（日/周/月），数据来源：东方财富。
+
+**参数**
+
+| 参数 | 类型 | 说明 |
+|------|------|------|
+| `symbol` | `string` | 美股代码，格式：`{market}.{ticker}`（如 `'105.MSFT'`、`'106.BABA'`） |
+| `options.period` | `'daily' \| 'weekly' \| 'monthly'` | K 线周期，默认 `'daily'` |
+| `options.adjust` | `'' \| 'qfq' \| 'hfq'` | 复权类型，默认 `'hfq'`（后复权） |
+| `options.startDate` | `string` | 开始日期 `YYYYMMDD` |
+| `options.endDate` | `string` | 结束日期 `YYYYMMDD` |
+
+**市场代码说明**
+
+| 代码 | 说明 | 示例 |
+|------|------|------|
+| `105` | 纳斯达克 | `105.AAPL`（苹果）、`105.MSFT`（微软）、`105.TSLA`（特斯拉） |
+| `106` | 纽交所 | `106.BABA`（阿里巴巴） |
+| `107` | 美国其他 | `107.XXX` |
+
+**示例**
+
+```typescript
+// 获取微软日 K 线
+const klines = await sdk.getUSHistoryKline('105.MSFT');
+
+// 获取苹果周 K 线，前复权
+const weeklyKlines = await sdk.getUSHistoryKline('105.AAPL', {
+  period: 'weekly',
+  adjust: 'qfq',
+  startDate: '20240101',
+  endDate: '20241231',
+});
+console.log(klines[0].name);   // 微软
+console.log(klines[0].close);  // 收盘价
+
+// 获取阿里巴巴月 K 线
+const monthlyKlines = await sdk.getUSHistoryKline('106.BABA', {
+  period: 'monthly',
+});
+```
+
+---
+
 ### `getMinuteKline(symbol, options?): Promise<MinuteTimeline[] | MinuteKline[]>`
 
 获取 A 股分钟 K 线或分时数据，数据来源：东方财富。
@@ -540,6 +669,198 @@ console.log(raw[0].fields);  // ['51', '五 粮 液', '000858', ...]
 
 ---
 
+## 技术指标
+
+### `getKlineWithIndicators(symbol, options): Promise<KlineWithIndicators[]>`
+
+获取带技术指标的 K 线数据。支持 A 股、港股、美股，自动识别市场。
+
+**参数**
+
+| 参数 | 类型 | 说明 |
+|------|------|------|
+| `symbol` | `string` | 股票代码 |
+| `options.market` | `'A' \| 'HK' \| 'US'` | 可选，市场类型（不传则自动识别） |
+| `options.period` | `'daily' \| 'weekly' \| 'monthly'` | 可选，K 线周期，默认 `'daily'` |
+| `options.adjust` | `'' \| 'qfq' \| 'hfq'` | 可选，复权类型，默认 `'hfq'` |
+| `options.startDate` | `string` | 可选，开始日期 `YYYYMMDD` |
+| `options.endDate` | `string` | 可选，结束日期 `YYYYMMDD` |
+| `options.indicators` | `IndicatorOptions` | 技术指标配置 |
+
+**indicators 配置**
+
+```typescript
+interface IndicatorOptions {
+  ma?: MAOptions | boolean;    // 均线
+  macd?: MACDOptions | boolean; // MACD
+  boll?: BOLLOptions | boolean; // 布林带
+  kdj?: KDJOptions | boolean;   // KDJ
+  rsi?: RSIOptions | boolean;   // RSI
+  wr?: WROptions | boolean;     // WR
+}
+
+// 各指标可选参数
+interface MAOptions {
+  periods?: number[];  // 周期数组，默认 [5, 10, 20, 30, 60, 120, 250]
+  type?: 'sma' | 'ema' | 'wma';  // 均线类型，默认 'sma'
+}
+
+interface MACDOptions {
+  short?: number;   // 短期 EMA 周期，默认 12
+  long?: number;    // 长期 EMA 周期，默认 26
+  signal?: number;  // 信号线周期，默认 9
+}
+
+interface BOLLOptions {
+  period?: number;  // 均线周期，默认 20
+  stdDev?: number;  // 标准差倍数，默认 2
+}
+
+interface KDJOptions {
+  period?: number;   // RSV 周期，默认 9
+  kPeriod?: number;  // K 平滑周期，默认 3
+  dPeriod?: number;  // D 平滑周期，默认 3
+}
+
+interface RSIOptions {
+  periods?: number[];  // 周期数组，默认 [6, 12, 24]
+}
+
+interface WROptions {
+  periods?: number[];  // 周期数组，默认 [6, 10]
+}
+
+interface BIASOptions {
+  periods?: number[];  // 周期数组，默认 [6, 12, 24]
+}
+
+interface CCIOptions {
+  period?: number;  // 周期，默认 14
+}
+
+interface ATROptions {
+  period?: number;  // 周期，默认 14
+}
+```
+
+**示例**
+
+```typescript
+// 获取平安银行带技术指标的日 K 线
+const data = await sdk.getKlineWithIndicators('sz000001', {
+  startDate: '20240101',
+  endDate: '20241231',
+  indicators: {
+    ma: { periods: [5, 10, 20, 60] },
+    macd: true,
+    boll: true,
+    kdj: true,
+    rsi: { periods: [6, 12] },
+    wr: true,
+    bias: { periods: [6, 12, 24] },
+    cci: { period: 14 },
+    atr: { period: 14 },
+  }
+});
+
+// 使用数据
+data.forEach(k => {
+  console.log(`${k.date}: ${k.close}`);
+  console.log(`  MA5=${k.ma?.ma5}, MA10=${k.ma?.ma10}`);
+  console.log(`  MACD: DIF=${k.macd?.dif}, DEA=${k.macd?.dea}`);
+  console.log(`  BOLL: 上=${k.boll?.upper}, 中=${k.boll?.mid}, 下=${k.boll?.lower}`);
+  console.log(`  KDJ: K=${k.kdj?.k}, D=${k.kdj?.d}, J=${k.kdj?.j}`);
+  console.log(`  RSI6=${k.rsi?.rsi6}, WR6=${k.wr?.wr6}`);
+  console.log(`  BIAS6=${k.bias?.bias6}, CCI=${k.cci?.cci}, ATR=${k.atr?.atr}`);
+});
+
+// 港股（自动识别）
+const hkData = await sdk.getKlineWithIndicators('00700', {
+  indicators: { ma: true, macd: true }
+});
+
+// 美股（自动识别）
+const usData = await sdk.getKlineWithIndicators('105.MSFT', {
+  indicators: { boll: true, rsi: true }
+});
+```
+
+---
+
+### 独立指标计算函数
+
+SDK 还导出了独立的指标计算函数，可自行传入数据计算：
+
+```typescript
+import {
+  calcMA,
+  calcSMA,
+  calcEMA,
+  calcMACD,
+  calcBOLL,
+  calcKDJ,
+  calcRSI,
+  calcWR,
+  calcBIAS,
+  calcCCI,
+  calcATR,
+  addIndicators,
+} from 'stock-sdk';
+
+// 获取 K 线数据
+const klines = await sdk.getHistoryKline('sz000001');
+const closes = klines.map(k => k.close);
+
+// 计算均线
+const ma = calcMA(closes, { periods: [5, 10, 20], type: 'sma' });
+console.log(ma[10].ma5);  // 第 10 天的 5 日均线
+
+// 计算 MACD
+const macd = calcMACD(closes);
+console.log(macd[50].dif, macd[50].dea, macd[50].macd);
+
+// 计算布林带
+const boll = calcBOLL(closes, { period: 20, stdDev: 2 });
+console.log(boll[30].upper, boll[30].mid, boll[30].lower);
+
+// 计算 KDJ（需要 OHLC 数据）
+const ohlcv = klines.map(k => ({
+  open: k.open, high: k.high, low: k.low, close: k.close
+}));
+const kdj = calcKDJ(ohlcv, { period: 9 });
+console.log(kdj[20].k, kdj[20].d, kdj[20].j);
+
+// 计算乖离率
+const bias = calcBIAS(closes, { periods: [6, 12, 24] });
+console.log(bias[30].bias6, bias[30].bias12, bias[30].bias24);
+
+// 计算 CCI（需要 HLC 数据）
+const hlc = klines.map(k => ({ high: k.high, low: k.low, close: k.close }));
+const cci = calcCCI(hlc, { period: 14 });
+console.log(cci[30].cci);
+
+// 计算 ATR（需要 HLC 数据）
+const atr = calcATR(hlc, { period: 14 });
+console.log(atr[30].atr, atr[30].tr);
+
+// 使用 addIndicators 一次性添加多个指标
+const withIndicators = addIndicators(klines, {
+  ma: { periods: [5, 10] },
+  macd: true,
+  boll: true,
+  bias: true,
+  cci: true,
+  atr: true,
+});
+console.log(withIndicators[50].ma?.ma5);
+console.log(withIndicators[50].macd?.dif);
+console.log(withIndicators[50].bias?.bias6);
+console.log(withIndicators[50].cci?.cci);
+console.log(withIndicators[50].atr?.atr);
+```
+
+---
+
 ## 浏览器直接使用
 
 SDK 使用原生 `TextDecoder` 解码 GBK 编码数据，无需额外 polyfill。

package/dist/index.cjs

@@ -1 +1 @@
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K.getFundFlow(this.client,e)}getPanelLargeOrder(e){return K.getPanelLargeOrder(this.client,e)}getTodayTimeline(e){return K.getTodayTimeline(this.client,e)}getHistoryKline(e,n){return P.getHistoryKline(this.client,e,n)}getMinuteKline(e,n){return P.getMinuteKline(this.client,e,n)}getHKHistoryKline(e,n){return P.getHKHistoryKline(this.client,e,n)}getUSHistoryKline(e,n){return P.getUSHistoryKline(this.client,e,n)}getAShareCodeList(e=!0){return K.getAShareCodeList(this.client,e)}async getAllAShareQuotes(e={}){let n=await this.getAShareCodeList();return this.getAllQuotesByCodes(n,e)}getAllQuotesByCodes(e,n={}){return K.getAllQuotesByCodes(this.client,e,n)}async batchRaw(e){return this.client.getTencentQuote(e)}detectMarket(e){return/^\d{3}\.[A-Z]+$/i.test(e)?"US":/^\d{5}$/.test(e)?"HK":"A"}safeMax(e,n=0){return!e||e.length===0?n:Math.max(...e)}calcRequiredLookback(e){let n=0,s=!1;if(e.ma){let o=typeof e.ma=="object"?e.ma:{},i=o.periods??[5,10,20,30,60,120,250],l=o.type??"sma";n=Math.max(n,this.safeMax(i,20)),l==="ema"&&(s=!0)}if(e.macd){let o=typeof e.macd=="object"?e.macd:{},i=o.long??26,l=o.signal??9;n=Math.max(n,i*3+l),s=!0}if(e.boll){let o=typeof e.boll=="object"&&e.boll.period?e.boll.period:20;n=Math.max(n,o)}if(e.kdj){let o=typeof e.kdj=="object"&&e.kdj.period?e.kdj.period:9;n=Math.max(n,o)}if(e.rsi){let o=typeof e.rsi=="object"&&e.rsi.periods?e.rsi.periods:[6,12,24];n=Math.max(n,this.safeMax(o,14)+1)}if(e.wr){let o=typeof e.wr=="object"&&e.wr.periods?e.wr.periods:[6,10];n=Math.max(n,this.safeMax(o,10))}if(e.bias){let o=typeof e.bias=="object"&&e.bias.periods?e.bias.periods:[6,12,24];n=Math.max(n,this.safeMax(o,12))}if(e.cci){let o=typeof e.cci=="object"&&e.cci.period?e.cci.period:14;n=Math.max(n,o)}if(e.atr){let o=typeof e.atr=="object"&&e.atr.period?e.atr.period:14;n=Math.max(n,o)}return Math.ceil(n*(s?1.5:1.2))}calcActualStartDate(e,n,s=1.5){let r=Math.ceil(n*s),o=new Date(parseInt(e.slice(0,4)),parseInt(e.slice(4,6))-1,parseInt(e.slice(6,8)));o.setDate(o.getDate()-r);let i=o.getFullYear(),l=String(o.getMonth()+1).padStart(2,"0"),a=String(o.getDate()).padStart(2,"0");return`${i}${l}${a}`}dateToTimestamp(e){let n=e.includes("-")?e:`${e.slice(0,4)}-${e.slice(4,6)}-${e.slice(6,8)}`;return new Date(n).getTime()}async getKlineWithIndicators(e,n={}){let{startDate:s,endDate:r,indicators:o={}}=n,i=n.market??this.detectMarket(e),l=this.calcRequiredLookback(o),c={A:1.5,HK:1.46,US:1.45}[i],u=s?this.calcActualStartDate(s,l,c):void 0,d={period:n.period,adjust:n.adjust,startDate:u,endDate:n.endDate},f;switch(i){case"HK":f=await this.getHKHistoryKline(e,d);break;case"US":f=await this.getUSHistoryKline(e,d);break;default:f=await this.getHistoryKline(e,d)}if(s&&f.length<l)switch(i){case"HK":f=await this.getHKHistoryKline(e,{...d,startDate:void 0});break;case"US":f=await this.getUSHistoryKline(e,{...d,startDate:void 0});break;default:f=await this.getHistoryKline(e,{...d,startDate:void 0})}let h=J(f,o);if(s){let g=this.dateToTimestamp(s),y=r?this.dateToTimestamp(r):1/0;return h.filter(R=>{let w=this.dateToTimestamp(R.date);return w>=g&&w<=y})}return h}},Le=z;0&&(module.exports={StockSDK,addIndicators,asyncPool,calcATR,calcBIAS,calcBOLL,calcCCI,calcEMA,calcKDJ,calcMA,calcMACD,calcRSI,calcSMA,calcWMA,calcWR,chunkArray,decodeGBK,parseResponse,safeNumber,safeNumberOrNull});