eltdx 3.2.2__tar.gz → 3.2.3__tar.gz

{eltdx-3.2.2 → eltdx-3.2.3}/Cargo.lock

@@ -77,7 +77,7 @@ dependencies = [
 
 [[package]]
 name = "eltdx-protocol"
-version = "3.2.2"
+version = "3.2.3"
 dependencies = [
  "bytes",
  "encoding_rs",
@@ -91,7 +91,7 @@ dependencies = [
 
 [[package]]
 name = "eltdx-python"
-version = "3.2.2"
+version = "3.2.3"
 dependencies = [
  "eltdx-protocol",
  "eltdx-runtime",
@@ -101,7 +101,7 @@ dependencies = [
 
 [[package]]
 name = "eltdx-runtime"
-version = "3.2.2"
+version = "3.2.3"
 dependencies = [
  "bytes",
  "eltdx-protocol",

{eltdx-3.2.2 → eltdx-3.2.3}/Cargo.toml

@@ -3,7 +3,7 @@ resolver = "2"
 members = ["crates/eltdx-protocol", "crates/eltdx-runtime", "crates/eltdx-python"]
 
 [workspace.package]
-version = "3.2.2"
+version = "3.2.3"
 edition = "2021"
 rust-version = "1.89"
 license = "MIT"

{eltdx-3.2.2 → eltdx-3.2.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: eltdx
-Version: 3.2.2
+Version: 3.2.3
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers
 Classifier: Programming Language :: Python :: 3
@@ -104,12 +104,13 @@ eltdx 默认按“想拿什么数据”组织入口。普通调用优先使用
 | 五档实时刷新 | 为代码列表建立或刷新实时五档 | [`client.quotes.get_depth()`](docs/methods/7709-增量刷新推送队列.md) | `7709 原生协议` |
 | push 队列 | 读取未匹配的实时更新帧 | [`client.quotes.poll_push()`](docs/methods/7709-增量刷新推送队列.md) | `7709 原生协议` |
 | K 线与复权 | 分钟/日/周/月/季/年 K 线、自动分页、前/后/定点复权 | [`client.bars.get()`](docs/methods/7709-K线周期线.md) | `7709 原生协议` |
+| 退市 K 线 | 退市股票日线、不复权、批量查询、自动分页 | [`client.delisted_bars.get()`](docs/methods/7709-退市K线日线接口.md) | `0x052B 原生协议` |
 | 当日分时 | 当日每分钟价格、成交量和均价 | [`client.minutes.today()`](docs/methods/7709-当日分时.md) | `7709 原生协议` |
 | 当日成交明细 | 自动分页合并的当日完整成交记录 | [`client.trades.all_today()`](docs/methods/7709-当日成交明细.md) | `7709 原生协议` |
 | 集合竞价 | 竞价过程、09:25 撮合、前收盘参考价、开盘价/量/额/涨幅 | [`client.helpers.auction_data()`](docs/helpers/竞价数据.md) | `7709` + `Helpers 封装` |
 | 股本变迁 | 除权除息、股本变化、增发和回购记录 | [`client.corporate.capital_changes()`](docs/methods/7709-股本变迁GBBQ.md) | `7709 原生协议` |
 | 财务基础 | 流通/总股本、EPS、资产、负债、收入和利润 | [`client.corporate.finance_batch()`](docs/methods/7709-财务基础信息.md) | `7709 原生协议` |
-| 本地复权系数 | 为已有本地不复权 K 线提供前/后复权所需系数 | [`client.corporate.adjustment_factors()`](docs/methods/7709-本地复权系数.md) | `7709 本地计算` |
+| 本地复权系数 | 基于权息记录为已有不复权 K 线提供本地计算和审计系数 | [`client.corporate.adjustment_factors()`](docs/methods/7709-本地复权系数.md) | `0x000f 本地计算` |
 | 特殊品种限制 | 特殊品种涨跌停限制表 | [`client.limits.special()`](docs/methods/7709-特殊品种涨跌停限制.md) | `7709 原生协议` |
 | F10 公司概况 | 发行上市信息、上市日期、发行价、募资额和承销商 | [`client.f10.company_profile()`](docs/methods/F10-公司概况.md) | `7615 原生 Entry` |
 | 个股概念 | 某只股票所属的热点题材和入选原因 | [`client.helpers.stock_topics()`](docs/helpers/个股概念板块.md) | `7615` + `Helpers 封装` |
@@ -231,12 +232,13 @@ print(f10.company_profile("000034").rows[0])
 | 心跳           | `client.session.heartbeat()`                               | [`0x0004`](docs/COMMANDS_7709.md#cmd-0x0004)                                                | 返回服务端心跳响应；长连接默认后台 30 秒保活，也可手动调用                                | [文档](docs/methods/7709-心跳.md)         |
 | 市场代码数量       | `client.codes.count(market)` / `client.codes.a_share_count(market)`                 | [`0x044e`](docs/COMMANDS_7709.md#cmd-0x044e) / [`0x044d`](docs/COMMANDS_7709.md#cmd-0x044d) | 分别返回整个市场代码表条数或仅 A 股数量；前者不限证券品种                              | [文档](docs/methods/7709-代码数量.md)       |
 | 代码表          | `client.codes.all(market, ...)` / `client.codes.all_a_shares()` / `client.codes.list(market, ...)` | [`0x044d`](docs/COMMANDS_7709.md#cmd-0x044d)                                                | 推荐自动翻页取全量；也可直接取 A 股、ETF、指数，或手动控制单页                         | [文档](docs/methods/7709-代码表.md)        |
-| 批量行情快照       | `client.quotes.get_snapshots()`            | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) | 原生一次性基础快照，返回现价、成交量额和已确认的一档盘口                   | [文档](docs/methods/7709-批量快照.md)       |
-| 完整行情 / 五档盘口 | `client.helpers.full_quotes()` | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) + [`0x0547`](docs/COMMANDS_7709.md#cmd-0x0547) | 普通用户推荐入口，自动组合基础快照与实时五档 | [文档](docs/helpers/完整行情.md) |
+| 批量行情快照       | `client.quotes.get_snapshots()`            | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) | 返回现价、成交量额和一档盘口（买一、卖一）                   | [文档](docs/methods/7709-批量快照.md)       |
+| 完整行情 / 五档盘口 | `client.helpers.full_quotes()` | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) + [`0x0547`](docs/COMMANDS_7709.md#cmd-0x0547) | 查询完整当前行情，自动组合基础快照与实时五档 | [文档](docs/helpers/完整行情.md) |
 | 原生批量行情       | `client.quotes.legacy()`                              | [`0x053e`](docs/COMMANDS_7709.md#cmd-0x053e)                                                | 原生旧版完整快照，保留五档盘口和协议状态原始字段                    | [文档](docs/methods/7709-旧版批量行情.md)     |
 | 五档刷新 / 推送队列 | `client.quotes.get_depth()` / `client.quotes.refresh()` / `client.quotes.poll_push()` | [`0x0547`](docs/COMMANDS_7709.md#cmd-0x0547) | 原生五档快捷入口、游标刷新与推送队列；面向高级实时更新场景 | [文档](docs/methods/7709-增量刷新推送队列.md) |
 | 分类行情         | `client.quotes.list_by_category()`                         | [`0x054b`](docs/COMMANDS_7709.md#cmd-0x054b)                                                | 按市场或板块分页返回行情列表；可按涨幅、价格、成交额等服务端排序                               | [文档](docs/methods/7709-分类行情.md)       |
 | K 线 / 周期线    | `client.bars.get(code_or_codes, ..., all_pages=False)` | [`0x052d`](docs/COMMANDS_7709.md#cmd-0x052d) | 单页或自动分页返回 K 线；支持单只或多只证券并发查询，以及分钟、日、周、月、季、年线和服务端复权参数 | [文档](docs/methods/7709-K线周期线.md) |
+| 退市 K 线 | `client.delisted_bars.get(code, ..., all_pages=False, batch_size=None)` | [`0x052b`](docs/COMMANDS_7709.md#cmd-0x052b) | 退市股票的不复权日线，支持单只或批量查询、自动分页 | [文档](docs/methods/7709-退市K线日线接口.md) |
 | 当日分时         | `client.minutes.today()`                  | [`0x0537`](docs/COMMANDS_7709.md#cmd-0x0537)                                                | 返回主站当前保存的每分钟价格、成交量、均价等分时序列                                       | [文档](docs/methods/7709-当日分时.md)       |
 | 指定日期历史分时     | `client.minutes.history()`        | [`0x0fb4`](docs/COMMANDS_7709.md#cmd-0x0fb4)                                                | 按日期返回某天的分时价格和分钟成交量，适合补单日历史分时                                   | [文档](docs/methods/7709-指定日期历史分时.md)   |
 | 近期历史分时       | `client.minutes.recent()`                                  | [`0x0feb`](docs/COMMANDS_7709.md#cmd-0x0feb)                                                | 返回服务端近期窗口内的历史分时；适合查较近交易日的分钟走势                                  | [文档](docs/methods/7709-近期历史分时.md)     |
@@ -268,6 +270,7 @@ client.bars.get("sz000001", period="week", count=100)
 client.bars.get("sz000001", period="year", count=20)
 client.bars.get("sz000001", period="1m", count=240)
 client.bars.get("sz000001", period="day", adjust="qfq", count=200)
+client.bars.get("sz000001", period="day", adjust="hfq", count=200)
 client.bars.get("sz000001", period="day", adjust="fixed_qfq", anchor_date="2024-06-03")
 client.bars.get("sz000001", period="day", all_pages=True, page_size=800)
 ```
@@ -283,6 +286,10 @@ client.bars.get("sz000001", period="day", all_pages=True, page_size=800)
 | `adjust`      | `fixed_qfq` / `fixed_hfq`                 | 定点前复权 / 定点后复权，需要配合 `anchor_date`  |
 | `anchor_date` | `YYYY-MM-DD`、`YYYYMMDD`、`date`            | 定点复权基准日期，仅定点复权时需要                 |
 
+直接查询前复权和后复权 K 线，使用 `client.bars.get(..., adjust="qfq" / "hfq")`。已有不复权 K 线、需要本地计算或审计时，使用 `client.corporate.adjustment_factors()`；本地计算与服务端复权价格可能存在差异。
+
+将本地系数应用到一段完整不复权 K 线时，必须把第一根 K 线日期传给 `start_date`，并建议把最后一根 K 线日期传给 `anchor_date`。`start_date=None` 会使用全部有日期的权息事件，可能累计早于服务端第一根可用 K 线的记录，直接用于后复权会产生错误基准。即使日期范围正确，本地 `0x000f` 计算与服务端 `0x052d` 的累计精度和舍入顺序仍可能带来约 `0.01～0.02` 元差异；需要服务端口径时请直接使用 `bars.get(adjust=...)`。
+
 ## F10 资料接口
 
 | 功能           | 调用方法                                                    | 底层 Entry                                                                              | 返回内容 / 用途                                    | 文档                                  |
@@ -460,7 +467,7 @@ python scripts/smoke/export_auction_925_daily.py --code sz000001 --start 2026-04
 | 底层协议和 F10 Entry | [7709 命令](docs/COMMANDS_7709.md) · [7615 F10](docs/F10_7615.md) |
 | 连接、测速、并发和故障排查 | [调试指南](docs/DEBUG_GUIDE.md) · [架构](docs/ARCHITECTURE.md) |
 | MCP 安装、工具和资源 | [MCP 文档](docs/MCP.md) |
-| 当前版本、变更和旧 API 迁移 | [v3.2.2](docs/releases/v3.2.2.md) · [变更记录](docs/CHANGELOG.md) · [迁移说明](docs/MIGRATION_FROM_OLD.md) |
+| 当前版本、变更和旧 API 迁移 | [v3.2.3](docs/releases/v3.2.3.md) · [变更记录](docs/CHANGELOG.md) · [迁移说明](docs/MIGRATION_FROM_OLD.md) |
 
 ## 常用问题
 
@@ -494,9 +501,7 @@ print(auction.open_price, auction.open_change_pct, auction.open_amount)
 
 ## 联系
 
-- QQ 群：[点击链接加入群聊](https://qm.qq.com/q/zAjpZsvfzy)
-
-- 邮箱：[dapaoxixixi@163.com](mailto:dapaoxixixi@163.com)
+- 交流群：[点击链接加入群聊](https://qm.qq.com/q/zAjpZsvfzy)
 
 ## 许可证
 

{eltdx-3.2.2 → eltdx-3.2.3}/README.md

@@ -65,12 +65,13 @@ eltdx 默认按“想拿什么数据”组织入口。普通调用优先使用
 | 五档实时刷新 | 为代码列表建立或刷新实时五档 | [`client.quotes.get_depth()`](docs/methods/7709-增量刷新推送队列.md) | `7709 原生协议` |
 | push 队列 | 读取未匹配的实时更新帧 | [`client.quotes.poll_push()`](docs/methods/7709-增量刷新推送队列.md) | `7709 原生协议` |
 | K 线与复权 | 分钟/日/周/月/季/年 K 线、自动分页、前/后/定点复权 | [`client.bars.get()`](docs/methods/7709-K线周期线.md) | `7709 原生协议` |
+| 退市 K 线 | 退市股票日线、不复权、批量查询、自动分页 | [`client.delisted_bars.get()`](docs/methods/7709-退市K线日线接口.md) | `0x052B 原生协议` |
 | 当日分时 | 当日每分钟价格、成交量和均价 | [`client.minutes.today()`](docs/methods/7709-当日分时.md) | `7709 原生协议` |
 | 当日成交明细 | 自动分页合并的当日完整成交记录 | [`client.trades.all_today()`](docs/methods/7709-当日成交明细.md) | `7709 原生协议` |
 | 集合竞价 | 竞价过程、09:25 撮合、前收盘参考价、开盘价/量/额/涨幅 | [`client.helpers.auction_data()`](docs/helpers/竞价数据.md) | `7709` + `Helpers 封装` |
 | 股本变迁 | 除权除息、股本变化、增发和回购记录 | [`client.corporate.capital_changes()`](docs/methods/7709-股本变迁GBBQ.md) | `7709 原生协议` |
 | 财务基础 | 流通/总股本、EPS、资产、负债、收入和利润 | [`client.corporate.finance_batch()`](docs/methods/7709-财务基础信息.md) | `7709 原生协议` |
-| 本地复权系数 | 为已有本地不复权 K 线提供前/后复权所需系数 | [`client.corporate.adjustment_factors()`](docs/methods/7709-本地复权系数.md) | `7709 本地计算` |
+| 本地复权系数 | 基于权息记录为已有不复权 K 线提供本地计算和审计系数 | [`client.corporate.adjustment_factors()`](docs/methods/7709-本地复权系数.md) | `0x000f 本地计算` |
 | 特殊品种限制 | 特殊品种涨跌停限制表 | [`client.limits.special()`](docs/methods/7709-特殊品种涨跌停限制.md) | `7709 原生协议` |
 | F10 公司概况 | 发行上市信息、上市日期、发行价、募资额和承销商 | [`client.f10.company_profile()`](docs/methods/F10-公司概况.md) | `7615 原生 Entry` |
 | 个股概念 | 某只股票所属的热点题材和入选原因 | [`client.helpers.stock_topics()`](docs/helpers/个股概念板块.md) | `7615` + `Helpers 封装` |
@@ -192,12 +193,13 @@ print(f10.company_profile("000034").rows[0])
 | 心跳           | `client.session.heartbeat()`                               | [`0x0004`](docs/COMMANDS_7709.md#cmd-0x0004)                                                | 返回服务端心跳响应；长连接默认后台 30 秒保活，也可手动调用                                | [文档](docs/methods/7709-心跳.md)         |
 | 市场代码数量       | `client.codes.count(market)` / `client.codes.a_share_count(market)`                 | [`0x044e`](docs/COMMANDS_7709.md#cmd-0x044e) / [`0x044d`](docs/COMMANDS_7709.md#cmd-0x044d) | 分别返回整个市场代码表条数或仅 A 股数量；前者不限证券品种                              | [文档](docs/methods/7709-代码数量.md)       |
 | 代码表          | `client.codes.all(market, ...)` / `client.codes.all_a_shares()` / `client.codes.list(market, ...)` | [`0x044d`](docs/COMMANDS_7709.md#cmd-0x044d)                                                | 推荐自动翻页取全量；也可直接取 A 股、ETF、指数，或手动控制单页                         | [文档](docs/methods/7709-代码表.md)        |
-| 批量行情快照       | `client.quotes.get_snapshots()`            | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) | 原生一次性基础快照，返回现价、成交量额和已确认的一档盘口                   | [文档](docs/methods/7709-批量快照.md)       |
-| 完整行情 / 五档盘口 | `client.helpers.full_quotes()` | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) + [`0x0547`](docs/COMMANDS_7709.md#cmd-0x0547) | 普通用户推荐入口，自动组合基础快照与实时五档 | [文档](docs/helpers/完整行情.md) |
+| 批量行情快照       | `client.quotes.get_snapshots()`            | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) | 返回现价、成交量额和一档盘口（买一、卖一）                   | [文档](docs/methods/7709-批量快照.md)       |
+| 完整行情 / 五档盘口 | `client.helpers.full_quotes()` | [`0x054c`](docs/COMMANDS_7709.md#cmd-0x054c) + [`0x0547`](docs/COMMANDS_7709.md#cmd-0x0547) | 查询完整当前行情，自动组合基础快照与实时五档 | [文档](docs/helpers/完整行情.md) |
 | 原生批量行情       | `client.quotes.legacy()`                              | [`0x053e`](docs/COMMANDS_7709.md#cmd-0x053e)                                                | 原生旧版完整快照，保留五档盘口和协议状态原始字段                    | [文档](docs/methods/7709-旧版批量行情.md)     |
 | 五档刷新 / 推送队列 | `client.quotes.get_depth()` / `client.quotes.refresh()` / `client.quotes.poll_push()` | [`0x0547`](docs/COMMANDS_7709.md#cmd-0x0547) | 原生五档快捷入口、游标刷新与推送队列；面向高级实时更新场景 | [文档](docs/methods/7709-增量刷新推送队列.md) |
 | 分类行情         | `client.quotes.list_by_category()`                         | [`0x054b`](docs/COMMANDS_7709.md#cmd-0x054b)                                                | 按市场或板块分页返回行情列表；可按涨幅、价格、成交额等服务端排序                               | [文档](docs/methods/7709-分类行情.md)       |
 | K 线 / 周期线    | `client.bars.get(code_or_codes, ..., all_pages=False)` | [`0x052d`](docs/COMMANDS_7709.md#cmd-0x052d) | 单页或自动分页返回 K 线；支持单只或多只证券并发查询，以及分钟、日、周、月、季、年线和服务端复权参数 | [文档](docs/methods/7709-K线周期线.md) |
+| 退市 K 线 | `client.delisted_bars.get(code, ..., all_pages=False, batch_size=None)` | [`0x052b`](docs/COMMANDS_7709.md#cmd-0x052b) | 退市股票的不复权日线，支持单只或批量查询、自动分页 | [文档](docs/methods/7709-退市K线日线接口.md) |
 | 当日分时         | `client.minutes.today()`                  | [`0x0537`](docs/COMMANDS_7709.md#cmd-0x0537)                                                | 返回主站当前保存的每分钟价格、成交量、均价等分时序列                                       | [文档](docs/methods/7709-当日分时.md)       |
 | 指定日期历史分时     | `client.minutes.history()`        | [`0x0fb4`](docs/COMMANDS_7709.md#cmd-0x0fb4)                                                | 按日期返回某天的分时价格和分钟成交量，适合补单日历史分时                                   | [文档](docs/methods/7709-指定日期历史分时.md)   |
 | 近期历史分时       | `client.minutes.recent()`                                  | [`0x0feb`](docs/COMMANDS_7709.md#cmd-0x0feb)                                                | 返回服务端近期窗口内的历史分时；适合查较近交易日的分钟走势                                  | [文档](docs/methods/7709-近期历史分时.md)     |
@@ -229,6 +231,7 @@ client.bars.get("sz000001", period="week", count=100)
 client.bars.get("sz000001", period="year", count=20)
 client.bars.get("sz000001", period="1m", count=240)
 client.bars.get("sz000001", period="day", adjust="qfq", count=200)
+client.bars.get("sz000001", period="day", adjust="hfq", count=200)
 client.bars.get("sz000001", period="day", adjust="fixed_qfq", anchor_date="2024-06-03")
 client.bars.get("sz000001", period="day", all_pages=True, page_size=800)
 ```
@@ -244,6 +247,10 @@ client.bars.get("sz000001", period="day", all_pages=True, page_size=800)
 | `adjust`      | `fixed_qfq` / `fixed_hfq`                 | 定点前复权 / 定点后复权，需要配合 `anchor_date`  |
 | `anchor_date` | `YYYY-MM-DD`、`YYYYMMDD`、`date`            | 定点复权基准日期，仅定点复权时需要                 |
 
+直接查询前复权和后复权 K 线，使用 `client.bars.get(..., adjust="qfq" / "hfq")`。已有不复权 K 线、需要本地计算或审计时，使用 `client.corporate.adjustment_factors()`；本地计算与服务端复权价格可能存在差异。
+
+将本地系数应用到一段完整不复权 K 线时，必须把第一根 K 线日期传给 `start_date`，并建议把最后一根 K 线日期传给 `anchor_date`。`start_date=None` 会使用全部有日期的权息事件，可能累计早于服务端第一根可用 K 线的记录，直接用于后复权会产生错误基准。即使日期范围正确，本地 `0x000f` 计算与服务端 `0x052d` 的累计精度和舍入顺序仍可能带来约 `0.01～0.02` 元差异；需要服务端口径时请直接使用 `bars.get(adjust=...)`。
+
 ## F10 资料接口
 
 | 功能           | 调用方法                                                    | 底层 Entry                                                                              | 返回内容 / 用途                                    | 文档                                  |
@@ -421,7 +428,7 @@ python scripts/smoke/export_auction_925_daily.py --code sz000001 --start 2026-04
 | 底层协议和 F10 Entry | [7709 命令](docs/COMMANDS_7709.md) · [7615 F10](docs/F10_7615.md) |
 | 连接、测速、并发和故障排查 | [调试指南](docs/DEBUG_GUIDE.md) · [架构](docs/ARCHITECTURE.md) |
 | MCP 安装、工具和资源 | [MCP 文档](docs/MCP.md) |
-| 当前版本、变更和旧 API 迁移 | [v3.2.2](docs/releases/v3.2.2.md) · [变更记录](docs/CHANGELOG.md) · [迁移说明](docs/MIGRATION_FROM_OLD.md) |
+| 当前版本、变更和旧 API 迁移 | [v3.2.3](docs/releases/v3.2.3.md) · [变更记录](docs/CHANGELOG.md) · [迁移说明](docs/MIGRATION_FROM_OLD.md) |
 
 ## 常用问题
 
@@ -455,9 +462,7 @@ print(auction.open_price, auction.open_change_pct, auction.open_amount)
 
 ## 联系
 
-- QQ 群：[点击链接加入群聊](https://qm.qq.com/q/zAjpZsvfzy)
-
-- 邮箱：[dapaoxixixi@163.com](mailto:dapaoxixixi@163.com)
+- 交流群：[点击链接加入群聊](https://qm.qq.com/q/zAjpZsvfzy)
 
 ## 许可证
 

eltdx-3.2.3/crates/eltdx-protocol/src/commands/delisted_bars.rs

@@ -0,0 +1,230 @@
+use bytes::Bytes;
+
+use crate::commands::klines::KlineBar;
+use crate::error::ProtocolError;
+use crate::frame::RequestFrame;
+use crate::limits::{MAX_KLINE_PAGE_SIZE, MAX_RESPONSE_PAYLOAD_SIZE};
+use crate::unit::{
+    consume_price, get_volume, little_u16, little_u32, milli_to_float, DateTimeParts,
+    NormalizedCode,
+};
+
+pub const TYPE_DELISTED_KLINES: u16 = 0x052b;
+
+#[derive(Clone, Debug, Eq, PartialEq)]
+pub struct DelistedKlinesRequest {
+    pub code: NormalizedCode,
+    pub start: u16,
+    pub count: u16,
+    pub include_raw: bool,
+}
+
+impl DelistedKlinesRequest {
+    pub fn new(
+        code: NormalizedCode,
+        start: u16,
+        count: u16,
+        include_raw: bool,
+    ) -> Result<Self, ProtocolError> {
+        if count == 0 || count > MAX_KLINE_PAGE_SIZE {
+            return Err(ProtocolError::invalid_argument(
+                "count",
+                format!("count must be between 1 and {MAX_KLINE_PAGE_SIZE}"),
+            ));
+        }
+        Ok(Self {
+            code,
+            start,
+            count,
+            include_raw,
+        })
+    }
+
+    pub fn frame(&self, msg_id: u32) -> RequestFrame {
+        let mut data = Vec::with_capacity(12);
+        data.extend_from_slice(&u16::from(self.code.market().id()).to_le_bytes());
+        data.extend_from_slice(self.code.number().as_bytes());
+        data.extend_from_slice(&self.start.to_le_bytes());
+        data.extend_from_slice(&self.count.to_le_bytes());
+        RequestFrame::new(msg_id, TYPE_DELISTED_KLINES, data)
+    }
+}
+
+#[derive(Clone, Debug, PartialEq)]
+pub struct DelistedKlineSeries {
+    pub request: DelistedKlinesRequest,
+    pub bars: Vec<KlineBar>,
+    pub raw_payload: Bytes,
+}
+
+pub fn parse_delisted_klines_payload(
+    payload: &[u8],
+    request: DelistedKlinesRequest,
+) -> Result<DelistedKlineSeries, ProtocolError> {
+    if payload.len() > MAX_RESPONSE_PAYLOAD_SIZE {
+        return Err(ProtocolError::LimitExceeded {
+            resource: "delisted klines",
+            actual: payload.len(),
+            limit: MAX_RESPONSE_PAYLOAD_SIZE,
+        });
+    }
+    if payload.len() < 2 {
+        return Err(ProtocolError::invalid_data(
+            "delisted klines",
+            "invalid payload",
+        ));
+    }
+    let count = usize::from(little_u16(&payload[..2])?);
+    if count > request.count.into() || count > payload.len().saturating_sub(2) / 17 {
+        return Err(ProtocolError::invalid_data(
+            "delisted klines",
+            "truncated kline record",
+        ));
+    }
+
+    let mut offset = 2_usize;
+    let mut last_close_milli = 0_i64;
+    let mut bars = Vec::with_capacity(count);
+    for _ in 0..count {
+        let record_start = offset;
+        let date_raw = read_u32(payload, offset, "truncated date")?;
+        offset += 4;
+        let date = crate::unit::DateParts::from_yyyymmdd(date_raw)
+            .ok_or_else(|| ProtocolError::invalid_data("delisted klines", "invalid date"))?;
+        let time = DateTimeParts::shanghai(date, 0, 0, 0)?;
+        let (open_delta_raw, next) = consume_price(payload, offset)?;
+        offset = next;
+        let (close_delta_raw, next) = consume_price(payload, offset)?;
+        offset = next;
+        let (high_delta_raw, next) = consume_price(payload, offset)?;
+        offset = next;
+        let (low_delta_raw, next) = consume_price(payload, offset)?;
+        offset = next;
+        let previous_close = if bars.is_empty() {
+            None
+        } else {
+            Some(last_close_milli)
+        };
+        let open_price_milli = checked_add(last_close_milli, open_delta_raw)?;
+        let close_price_milli = checked_add(open_price_milli, close_delta_raw)?;
+        let high_price_milli = checked_add(open_price_milli, high_delta_raw)?;
+        let low_price_milli = checked_add(open_price_milli, low_delta_raw)?;
+        if low_price_milli > open_price_milli.min(close_price_milli)
+            || high_price_milli < open_price_milli.max(close_price_milli)
+            || low_price_milli > high_price_milli
+        {
+            return Err(ProtocolError::invalid_data(
+                "delisted klines",
+                "invalid OHLC",
+            ));
+        }
+        let (volume_shares, next) = consume_price(payload, offset)?;
+        offset = next;
+        if volume_shares < 0 || volume_shares > i64::from(u32::MAX) {
+            return Err(ProtocolError::invalid_data(
+                "delisted klines",
+                "invalid volume",
+            ));
+        }
+        let volume_raw = volume_shares as u32;
+        let amount_raw = read_u32(payload, offset, "truncated amount")?;
+        offset += 4;
+        let _unknown_suffix = payload
+            .get(offset..offset.saturating_add(4))
+            .ok_or_else(|| ProtocolError::invalid_data("delisted klines", "truncated suffix"))?;
+        offset += 4;
+        last_close_milli = close_price_milli;
+        bars.push(KlineBar {
+            time,
+            open: milli_to_float(open_price_milli),
+            close: milli_to_float(close_price_milli),
+            high: milli_to_float(high_price_milli),
+            low: milli_to_float(low_price_milli),
+            open_price_milli,
+            close_price_milli,
+            high_price_milli,
+            low_price_milli,
+            last_close_price_milli: previous_close,
+            volume_raw,
+            amount_raw,
+            volume_wire_value: f64::from(volume_raw),
+            volume_lots: f64::from(volume_raw) / 100.0,
+            amount: get_volume(amount_raw),
+            open_delta_raw,
+            close_delta_raw,
+            high_delta_raw,
+            low_delta_raw,
+            up_count: None,
+            down_count: None,
+            record_hex: encode_hex(&payload[record_start..offset]),
+        });
+    }
+    if offset != payload.len() {
+        return Err(ProtocolError::invalid_data(
+            "delisted klines",
+            format!(
+                "unexpected trailing payload bytes: {}",
+                payload.len() - offset
+            ),
+        ));
+    }
+    Ok(DelistedKlineSeries {
+        request,
+        bars,
+        raw_payload: Bytes::copy_from_slice(payload),
+    })
+}
+
+fn read_u32(data: &[u8], offset: usize, message: &'static str) -> Result<u32, ProtocolError> {
+    little_u32(
+        data.get(offset..offset.saturating_add(4))
+            .ok_or_else(|| ProtocolError::invalid_data("delisted klines", message))?,
+    )
+}
+
+fn checked_add(left: i64, right: i64) -> Result<i64, ProtocolError> {
+    left.checked_add(right)
+        .ok_or_else(|| ProtocolError::invalid_data("delisted klines", "price overflow"))
+}
+
+fn encode_hex(data: &[u8]) -> String {
+    const DIGITS: &[u8; 16] = b"0123456789abcdef";
+    let mut output = String::with_capacity(data.len() * 2);
+    for byte in data {
+        output.push(char::from(DIGITS[usize::from(*byte >> 4)]));
+        output.push(char::from(DIGITS[usize::from(*byte & 0x0f)]));
+    }
+    output
+}
+
+#[cfg(test)]
+mod tests {
+    use super::{parse_delisted_klines_payload, DelistedKlinesRequest};
+    use crate::unit::NormalizedCode;
+
+    #[test]
+    fn request_matches_verified_052b_body() -> Result<(), crate::ProtocolError> {
+        let request =
+            DelistedKlinesRequest::new(NormalizedCode::parse("sz000038")?, 800, 20, false)?;
+        let frame = request.frame(7);
+        assert_eq!(
+            frame.data.as_ref(),
+            &[0, 0, b'0', b'0', b'0', b'0', b'3', b'8', 0x20, 0x03, 0x14, 0]
+        );
+        Ok(())
+    }
+
+    #[test]
+    fn parses_one_verified_daily_record() -> Result<(), crate::ProtocolError> {
+        let request = DelistedKlinesRequest::new(NormalizedCode::parse("sz000038")?, 0, 1, false)?;
+        let payload = bytes::Bytes::from_static(&[
+            1, 0, 0x18, 0xb1, 0x34, 0x01, 0xb8, 0x33, 0xb4, 0x02, 0x88, 0x03, 0x00, 0x84, 0xe4,
+            0x9a, 0x04, 0xdb, 0xb8, 0x67, 0x4b, 0, 0, 1, 0,
+        ]);
+        let parsed = parse_delisted_klines_payload(&payload, request)?;
+        assert_eq!(parsed.bars.len(), 1);
+        assert_eq!(parsed.bars[0].close_price_milli, 3500);
+        assert_eq!(parsed.bars[0].volume_raw, 4_413_700);
+        Ok(())
+    }
+}

{eltdx-3.2.2 → eltdx-3.2.3}/crates/eltdx-protocol/src/commands/mod.rs

@@ -1,5 +1,6 @@
 pub mod auctions;
 pub mod corporate;
+pub mod delisted_bars;
 pub mod klines;
 pub mod limits;
 pub mod minutes;

{eltdx-3.2.2 → eltdx-3.2.3}/crates/eltdx-protocol/src/request.rs

@@ -3,6 +3,7 @@ use crate::commands::{
     corporate::{
         CapitalChangesRequest, FinanceBatchRequest, TYPE_CAPITAL_CHANGES, TYPE_FINANCE_BATCH,
     },
+    delisted_bars::{DelistedKlinesRequest, TYPE_DELISTED_KLINES},
     klines::{KlinesRequest, TYPE_KLINES},
     limits::{SpecialLimitsRequest, TYPE_SPECIAL_LIMITS},
     minutes::{
@@ -25,7 +26,7 @@ use crate::commands::{
 use crate::error::ProtocolError;
 use crate::frame::RequestFrame;
 
-pub const SUPPORTED_COMMAND_CODES: [u16; 22] = [
+pub const SUPPORTED_COMMAND_CODES: [u16; 23] = [
     TYPE_HEARTBEAT,
     TYPE_HANDSHAKE,
     TYPE_CAPITAL_CHANGES,
@@ -34,6 +35,7 @@ pub const SUPPORTED_COMMAND_CODES: [u16; 22] = [
     TYPE_SECURITY_COUNT,
     TYPE_SPECIAL_LIMITS,
     TYPE_INTRADAY_AUX,
+    TYPE_DELISTED_KLINES,
     TYPE_KLINES,
     TYPE_TODAY_INTRADAY,
     TYPE_LEGACY_QUOTES,
@@ -60,6 +62,7 @@ pub enum CommandRequest {
     SecurityCount(SecurityCountRequest),
     SpecialLimits(SpecialLimitsRequest),
     IntradayAux(IntradayAuxRequest),
+    DelistedKlines(DelistedKlinesRequest),
     Klines(KlinesRequest),
     TodayIntraday(TodayIntradayRequest),
     LegacyQuotes(LegacyQuotesRequest),
@@ -87,6 +90,7 @@ impl CommandRequest {
             Self::SecurityCount(_) => TYPE_SECURITY_COUNT,
             Self::SpecialLimits(_) => TYPE_SPECIAL_LIMITS,
             Self::IntradayAux(_) => TYPE_INTRADAY_AUX,
+            Self::DelistedKlines(_) => TYPE_DELISTED_KLINES,
             Self::Klines(_) => TYPE_KLINES,
             Self::TodayIntraday(_) => TYPE_TODAY_INTRADAY,
             Self::LegacyQuotes(_) => TYPE_LEGACY_QUOTES,
@@ -118,6 +122,7 @@ impl CommandRequest {
             Self::SecurityCount(request) => request.frame(msg_id),
             Self::SpecialLimits(request) => request.frame(msg_id),
             Self::IntradayAux(request) => request.frame(msg_id),
+            Self::DelistedKlines(request) => request.frame(msg_id),
             Self::Klines(request) => request.frame(msg_id),
             Self::TodayIntraday(request) => request.frame(msg_id),
             Self::LegacyQuotes(request) => return request.frame(msg_id),
@@ -148,6 +153,7 @@ pub const fn is_supported_command(command: u16) -> bool {
             | TYPE_SECURITY_COUNT
             | TYPE_SPECIAL_LIMITS
             | TYPE_INTRADAY_AUX
+            | TYPE_DELISTED_KLINES
             | TYPE_KLINES
             | TYPE_TODAY_INTRADAY
             | TYPE_LEGACY_QUOTES
@@ -171,6 +177,7 @@ mod tests {
     use crate::commands::{
         auctions::AuctionSeriesRequest,
         corporate::{CapitalChangesRequest, FinanceBatchRequest},
+        delisted_bars::DelistedKlinesRequest,
         klines::{KlineKind, KlinesRequest},
         limits::SpecialLimitsRequest,
         minutes::{
@@ -191,8 +198,8 @@ mod tests {
     use crate::ProtocolError;
 
     #[test]
-    fn exact_twenty_one_command_codes_are_registered() {
-        assert_eq!(SUPPORTED_COMMAND_CODES.len(), 22);
+    fn exact_twenty_three_command_codes_are_registered() {
+        assert_eq!(SUPPORTED_COMMAND_CODES.len(), 23);
         assert!(SUPPORTED_COMMAND_CODES
             .windows(2)
             .all(|pair| pair[0] < pair[1]));
@@ -220,6 +227,7 @@ mod tests {
                 CommandRequest::CapitalChanges(value) => assert!(!value.include_raw),
                 CommandRequest::FinanceBatch(value) => assert!(!value.include_raw()),
                 CommandRequest::IntradayAux(value) => assert!(!value.include_raw),
+                CommandRequest::DelistedKlines(value) => assert!(!value.include_raw),
                 CommandRequest::Klines(value) => assert!(!value.include_raw),
                 CommandRequest::TodayIntraday(value) => assert!(!value.include_raw),
                 CommandRequest::AuctionSeries(value) => assert!(!value.include_raw),
@@ -237,6 +245,7 @@ mod tests {
                 CommandRequest::CapitalChanges(value) => value.include_raw,
                 CommandRequest::FinanceBatch(value) => value.include_raw(),
                 CommandRequest::IntradayAux(value) => value.include_raw,
+                CommandRequest::DelistedKlines(value) => value.include_raw,
                 CommandRequest::Klines(value) => value.include_raw,
                 CommandRequest::TodayIntraday(value) => value.include_raw,
                 CommandRequest::AuctionSeries(value) => value.include_raw,
@@ -270,6 +279,7 @@ mod tests {
                 code.clone(),
                 IntradayAuxKind::BuySellStrength,
             )),
+            CommandRequest::DelistedKlines(DelistedKlinesRequest::new(code.clone(), 0, 1, false)?),
             CommandRequest::Klines(KlinesRequest::new(
                 code.clone(),
                 KlinePeriod::normalize("day")?,
@@ -320,6 +330,7 @@ mod tests {
                 IntradayAuxKind::BuySellStrength,
                 true,
             )),
+            CommandRequest::DelistedKlines(DelistedKlinesRequest::new(code.clone(), 0, 1, true)?),
             CommandRequest::Klines(KlinesRequest::with_include_raw(
                 code.clone(),
                 KlinePeriod::normalize("day")?,

{eltdx-3.2.2 → eltdx-3.2.3}/crates/eltdx-protocol/src/response.rs

@@ -4,6 +4,7 @@ use crate::commands::{
         parse_capital_changes_payload, parse_finance_batch_payload, CapitalChangeBatch,
         FinanceBatch,
     },
+    delisted_bars::{parse_delisted_klines_payload, DelistedKlineSeries},
     klines::{parse_klines_payload, KlineSeries},
     limits::{parse_special_limits_payload, SpecialLimitPage},
     minutes::{
@@ -38,6 +39,7 @@ pub enum CommandResponse {
     SecurityCount(u16),
     SpecialLimits(SpecialLimitPage),
     IntradayAux(MinuteAuxSeries),
+    DelistedKlines(DelistedKlineSeries),
     Klines(KlineSeries),
     TodayIntraday(MinuteSeries<TodayIntradayRequest>),
     LegacyQuotes(Vec<LegacyQuote>),
@@ -77,6 +79,9 @@ impl CommandResponse {
             CommandRequest::IntradayAux(request) => {
                 parse_intraday_aux_payload(payload, request).map(Self::IntradayAux)
             }
+            CommandRequest::DelistedKlines(request) => {
+                parse_delisted_klines_payload(payload, request).map(Self::DelistedKlines)
+            }
             CommandRequest::Klines(request) => {
                 parse_klines_payload(payload, request).map(Self::Klines)
             }

{eltdx-3.2.2 → eltdx-3.2.3}/crates/eltdx-python/src/request.rs

@@ -6,6 +6,7 @@ use eltdx_protocol::commands::{
     corporate::{
         CapitalChangesRequest, FinanceBatchRequest, TYPE_CAPITAL_CHANGES, TYPE_FINANCE_BATCH,
     },
+    delisted_bars::{DelistedKlinesRequest, TYPE_DELISTED_KLINES},
     klines::{KlineKind, KlinesRequest, TYPE_KLINES},
     limits::{SpecialLimitsRequest, TYPE_SPECIAL_LIMITS},
     minutes::{
@@ -69,6 +70,7 @@ pub fn from_python(
         TYPE_SECURITY_COUNT => security_count(py, payload),
         TYPE_SPECIAL_LIMITS => special_limits(payload),
         TYPE_INTRADAY_AUX => intraday_aux(payload),
+        TYPE_DELISTED_KLINES => delisted_klines(payload),
         TYPE_KLINES => klines(payload),
         TYPE_TODAY_INTRADAY => today_intraday(payload),
         TYPE_LEGACY_QUOTES => legacy_quotes(payload),
@@ -191,6 +193,30 @@ fn klines(payload: Payload<'_, '_>) -> PyResult<CommandRequest> {
     .map(CommandRequest::Klines)
 }
 
+fn delisted_klines(payload: Payload<'_, '_>) -> PyResult<CommandRequest> {
+    let value = required(payload, &["code"], "code")?;
+    let text = string_value(&value, "code")?;
+    let text = text.trim();
+    // The terminal's T prefix marks delisting; it is not part of the wire code.
+    let number = if text.len() == 7 && (text.starts_with('T') || text.starts_with('t')) {
+        &text[1..]
+    } else {
+        text
+    };
+    let code = protocol(NormalizedCode::parse(number))?;
+    let start = u16_field(payload, &["start"], 0, 0, u16::MAX)?;
+    let count = u16_field(
+        payload,
+        &["count"],
+        MAX_KLINE_PAGE_SIZE,
+        1,
+        MAX_KLINE_PAGE_SIZE,
+    )?;
+    let include_raw = bool_field(payload, "include_raw", false)?;
+    protocol(DelistedKlinesRequest::new(code, start, count, include_raw))
+        .map(CommandRequest::DelistedKlines)
+}
+
 fn today_intraday(payload: Payload<'_, '_>) -> PyResult<CommandRequest> {
     let code = required_code(payload, "code")?;
     let reserved_tail_raw = match get(payload, &["reserved_tail_raw"])? {