hikyuu 2.6.2__py3-none-win_amd64.whl → 2.6.5__py3-none-win_amd64.whl

hikyuu/data/common.py

@@ -227,7 +227,7 @@ def historyfinancialreader(filepath):
     stock_header = struct.unpack(header_pack_format, data_header)
     max_count = stock_header[2]
     file_date = stock_header[1]
-    print(file_date)
+    # print(file_date)
     report_size = stock_header[4]
     report_fields_count = int(report_size / 4)
     report_pack_format = '<{}f'.format(report_fields_count)

hikyuu/data/common_mysql.py

@@ -209,9 +209,28 @@ def get_lastdatetime(connect, tablename):
     cur = connect.cursor()
     cur.execute("select max(date) from {}".format(tablename))
     a = cur.fetchone()
+    cur.close()
     return a[0]
 
 
+def get_last_krecord(connect, tablename):
+    """获取最后一条K线记录
+    返回：(date, open, close, high, low, amount, volume)
+    """
+    try:
+        cur = connect.cursor()
+        cur.execute(
+            "select `date`, `open`, `high`, `low`, `close`, `amount`, `count` from {} order by date desc limit 1".format(tablename))
+        a = cur.fetchone()
+        cur.close()
+        # hku_info(f"{tablename} {a}")
+        if not a:
+            return None
+        return (a[0], a[1], a[2], a[3], a[4], a[5], a[6])
+    except:
+        return None
+
+
 def update_extern_data(connect, market, code, data_type):
     """更新周线、月线、15分钟线等扩展数据索引"""
     def getWeekDate(olddate):

hikyuu/data/common_pytdx.py

@@ -61,6 +61,7 @@ def ping(ip, port=7709, multithread=False, timeout=1):
             x = api.get_security_bars(7, 0, '000001', 800, 100)
             if x:
                 success = True
+            api.close()
     except Exception as e:
         print(e)
         pass
@@ -89,6 +90,7 @@ def search_best_tdx():
                     values[x[0]['close']] = [host]
                 else:
                     values[x[0]['close']].append(host)
+            api.close()
     ret = []
     for _, host in values.items():
         if len(host) > len(ret):

hikyuu/data/common_sqlite3.py

@@ -27,6 +27,7 @@ import sqlite3
 from pathlib import Path
 
 from .common import MARKETID, get_stktype_list, get_new_holidays
+from hikyuu.util import hku_info
 
 
 def is_exist_db(connect):

hikyuu/data/hku_config_template.py

@@ -167,6 +167,12 @@ time_start_date = 2023-12-11
 [weight]
 enable = True
 
+[finance]
+enable = True
+
+[block]
+enable = True
+
 [tdx]
 enable = False
 ;dir = d:/TdxW_HuaTai
@@ -187,6 +193,14 @@ enable = False
 ;usr = root
 ;pwd = 
 
+[taos]
+enable = False
+;tmpdir = D:/stock
+;host = 127.0.0.1
+;port = 6030
+;usr = root
+;pwd = 
+
 [sched]
 time = 18:00:00
 

hikyuu/data/mysql_upgrade/0028.sql

@@ -0,0 +1,95 @@
+DELETE FROM `hku_base`.`holiday`;
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (1, 20210101);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (2, 20210211);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (3, 20210212);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (4, 20210215);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (5, 20210216);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (6, 20210217);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (7, 20210405);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (8, 20210501);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (9, 20210503);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (10, 20210504);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (11, 20210505);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (12, 20210614);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (13, 20210920);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (14, 20210921);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (15, 20211001);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (16, 20211004);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (17, 20211005);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (18, 20211006);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (19, 20211007);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (20, 20220103);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (21, 20220131);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (22, 20220201);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (23, 20220202);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (24, 20220203);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (25, 20220204);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (26, 20220205);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (27, 20220404);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (28, 20220405);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (29, 20220502);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (30, 20220503);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (31, 20220504);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (32, 20220603);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (33, 20220912);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (34, 20221003);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (35, 20221004);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (36, 20221005);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (37, 20221006);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (38, 20221007);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (39, 20230102);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (40, 20230123);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (41, 20230124);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (42, 20230125);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (43, 20230126);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (44, 20230127);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (45, 20230405);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (46, 20230501);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (47, 20230502);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (48, 20230503);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (49, 20230622);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (50, 20230623);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (51, 20230929);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (52, 20231002);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (53, 20231003);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (54, 20231004);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (55, 20231005);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (56, 20231006);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (57, 20240101);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (58, 20240212);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (59, 20240213);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (60, 20240214);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (61, 20240215);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (62, 20240216);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (63, 20240404);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (64, 20240405);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (65, 20240501);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (66, 20240502);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (67, 20240503);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (68, 20240610);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (69, 20240916);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (70, 20240917);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (71, 20241001);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (72, 20241002);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (73, 20241003);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (74, 20241004);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (75, 20241007);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (76, 20250101);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (77, 20250128);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (78, 20250129);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (79, 20250130);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (80, 20250131);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (81, 20250203);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (82, 20250204);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (83, 20250404);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (84, 20250501);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (85, 20250502);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (86, 20250505);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (87, 20250602);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (88, 20251001);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (89, 20251002);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (90, 20251003);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (91, 20251006);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (92, 20251007);
+INSERT INTO `hku_base`.`holiday` (`id`, `date`) VALUES (93, 20251008);
+UPDATE `hku_base`.`version` set `version` = 28;

hikyuu/data/pytdx_to_h5.py

@@ -29,7 +29,7 @@ import sqlite3
 from pytdx.hq import TDXParams
 
 from hikyuu.util.mylog import get_default_logger, hku_error, hku_debug
-
+from hikyuu import Datetime
 from hikyuu.data.common import *
 from hikyuu.data.common_pytdx import to_pytdx_market, pytdx_get_day_trans
 from hikyuu.data.common_sqlite3 import (
@@ -191,7 +191,10 @@ def guess_day_n_step(last_datetime):
     if n < 1:
         last_m = last_date // 100 - last_y * 100
         last_d = last_date - (last_y * 10000 + last_m * 100)
-        step = (today - datetime.date(last_y, last_m, last_d)).days
+        step = (today - datetime.date(last_y, last_m, last_d)).days + 1
+        if step > 800:
+            n = 1
+            step = 800
 
     return (n, step)
 
@@ -204,10 +207,10 @@ def guess_1min_n_step(last_datetime):
     last_m = last_date // 100 - last_y * 100
     last_d = last_date - (last_y * 10000 + last_m * 100)
 
-    n = int((today - datetime.date(last_y, last_m, last_d)).days * 240 // 800)
+    n = int(((today - datetime.date(last_y, last_m, last_d)).days * 240 + 1) // 800)
     step = 800
     if n < 1:
-        step = (today - datetime.date(last_y, last_m, last_d)).days * 240
+        step = (today - datetime.date(last_y, last_m, last_d)).days * 240 + 1
     elif n > 99:
         n = 99
 
@@ -222,10 +225,10 @@ def guess_5min_n_step(last_datetime):
     last_m = last_date // 100 - last_y * 100
     last_d = last_date - (last_y * 10000 + last_m * 100)
 
-    n = int((today - datetime.date(last_y, last_m, last_d)).days * 48 // 800)
+    n = int(((today - datetime.date(last_y, last_m, last_d)).days * 48 + 1) // 800)
     step = 800
     if n < 1:
-        step = (today - datetime.date(last_y, last_m, last_d)).days * 48
+        step = (today - datetime.date(last_y, last_m, last_d)).days * 48 + 1
     elif n > 99:
         n = 99
 
@@ -270,6 +273,12 @@ def import_one_stock_data(connect, api, h5file, market, ktype, stock_record, sta
 
     get_bars = api.get_index_bars if stktype == STOCKTYPE.INDEX else api.get_security_bars
 
+    need_check = False
+    last_krecord = None
+    if table.nrows > 0:
+        need_check = True
+        last_krecord = table[-1]
+
     add_record_count = 0
 
     row = table.row
@@ -277,7 +286,7 @@ def import_one_stock_data(connect, api, h5file, market, ktype, stock_record, sta
         bar_list = get_bars(pytdx_kline_type, pytdx_market, code, n * 800, step)
         n -= 1
         if bar_list is None:
-            # print(code, "invalid!!")
+            print(code, "invalid!!")
             continue
 
         for bar in bar_list:
@@ -293,6 +302,34 @@ def import_one_stock_data(connect, api, h5file, market, ktype, stock_record, sta
                 hku_error("Failed translate datetime: {}, from {}! {}".format(bar, api.ip, e))
                 continue
 
+            if need_check and bar_datetime == last_datetime:
+                # print(f'{bar_datetime} {ktype} {market}{code}')
+                if abs(last_krecord['openPrice']*0.001 - bar["open"]) / (last_krecord['openPrice']*0.001) > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord open: {last_krecord['openPrice']*0.001}, bar: {bar['open']}")
+                    return 0
+                if abs(last_krecord['highPrice']*0.001 - bar["high"]) / (last_krecord['highPrice']*0.001) > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord high: {last_krecord['highPrice']*0.001}, bar: {bar['high']}")
+                    return 0
+                if abs(last_krecord['lowPrice']*0.001 - bar["low"]) / (last_krecord['lowPrice']*0.001) > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord low: {last_krecord['lowPrice']*0.001}, bar: {bar['low']}")
+                    return 0
+                if abs(last_krecord['closePrice']*0.001 - bar["close"]) / (last_krecord['closePrice']*0.001) > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord close: {last_krecord['closePrice']*0.001}, bar: {bar['close']}")
+                    return 0
+                if ktype == 'DAY' and last_krecord['transAmount'] != 0.0 and abs(last_krecord['transAmount'] - round(bar["amount"]*0.001)) / last_krecord['transAmount'] > 0.1:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord amount: {last_krecord['transAmount']}, bar: {bar['amount']*0.001}")
+                    return 0
+                if ktype == 'DAY' and last_krecord['transAmount'] != 0.0 and abs(last_krecord['transCount'] - round(bar["vol"])) / last_krecord['transCount'] > 0.1:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord count: {last_krecord['transCount']}, bar: {bar['vol']}")
+                    return 0
+                continue
+
             if today_datetime >= bar_datetime > last_datetime \
                     and bar['high'] >= bar['open'] >= bar['low'] > 0 \
                     and bar['high'] >= bar['close'] >= bar['low'] > 0 \
@@ -584,7 +621,7 @@ if __name__ == '__main__':
     starttime = time.time()
 
     dest_dir = "d:\\stock"
-    tdx_server = '119.147.212.81'
+    tdx_server = '180.101.48.170'
     tdx_port = 7709
     quotations = ['stock', 'fund']
 
@@ -601,10 +638,11 @@ if __name__ == '__main__':
     add_count = import_index_name(connect)
     print("指数个数：", add_count)
     """
-    print("导入股票代码表")
-    add_count = import_stock_name(connect, api, 'SH', quotations)
-    # add_count += import_stock_name(connect, api, 'SZ', quotations)
-    print("新增股票数：", add_count)
+    # print("导入股票代码表")
+    # add_count = import_stock_name(connect, api, 'SH', quotations)
+    # # add_count += import_stock_name(connect, api, 'SZ', quotations)
+    # print("新增股票数：", add_count)
+
     """
     print("\n导入上证日线数据")
     add_count = import_data(connect, 'SH', 'DAY', quotations, api, dest_dir, progress=ProgressBar)
@@ -613,11 +651,13 @@ if __name__ == '__main__':
     print("\n导入深证日线数据")
     add_count = import_data(connect, 'SZ', 'DAY', quotations, api, dest_dir, progress=ProgressBar)
     print("\n导入数量：", add_count)
+    """
 
     print("\n导入上证5分钟线数据")
-    add_count = import_data(connect, 'SH', '5MIN', quotations, api, dest_dir, progress=ProgressBar)
+    add_count = import_data(connect, 'SH', 'DAY', quotations, api, dest_dir, progress=ProgressBar)
     print("\n导入数量：", add_count)
 
+    """
     print("\n导入深证5分钟线数据")
     add_count = import_data(connect, 'SZ', '5MIN', quotations, api, dest_dir, progress=ProgressBar)
     print("\n导入数量：", add_count)

hikyuu/data/pytdx_to_mysql.py

@@ -31,6 +31,7 @@ from hikyuu.util.mylog import hku_error, hku_debug
 
 import mysql.connector
 
+from hikyuu import Datetime
 from .common import *
 from .common_pytdx import to_pytdx_market, pytdx_get_day_trans
 from .common_mysql import (
@@ -40,6 +41,7 @@ from .common_mysql import (
     get_stock_list,
     get_table,
     get_lastdatetime,
+    get_last_krecord,
     update_extern_data,
 )
 from .weight_to_mysql import qianlong_import_weight
@@ -238,8 +240,10 @@ def guess_day_n_step(last_datetime):
     if n < 1:
         last_m = last_date // 100 - last_y * 100
         last_d = last_date - (last_y * 10000 + last_m * 100)
-        step = (today - datetime.date(last_y, last_m, last_d)).days
-
+        step = (today - datetime.date(last_y, last_m, last_d)).days + 1
+        if step > 800:
+            n = 1
+            step = 800
     return (n, step)
 
 
@@ -251,10 +255,10 @@ def guess_1min_n_step(last_datetime):
     last_m = last_date // 100 - last_y * 100
     last_d = last_date - (last_y * 10000 + last_m * 100)
 
-    n = int((today - datetime.date(last_y, last_m, last_d)).days * 240 // 800)
+    n = int(((today - datetime.date(last_y, last_m, last_d)).days * 240 + 1) // 800)
     step = 800
     if n < 1:
-        step = (today - datetime.date(last_y, last_m, last_d)).days * 240
+        step = (today - datetime.date(last_y, last_m, last_d)).days * 240 + 1
     elif n > 99:
         n = 99
 
@@ -269,10 +273,10 @@ def guess_5min_n_step(last_datetime):
     last_m = last_date // 100 - last_y * 100
     last_d = last_date - (last_y * 10000 + last_m * 100)
 
-    n = int((today - datetime.date(last_y, last_m, last_d)).days * 48 // 800)
+    n = int(((today - datetime.date(last_y, last_m, last_d)).days * 48 + 1) // 800)
     step = 800
     if n < 1:
-        step = (today - datetime.date(last_y, last_m, last_d)).days * 48
+        step = (today - datetime.date(last_y, last_m, last_d)).days * 48 + 1
     elif n > 99:
         n = 99
 
@@ -288,9 +292,11 @@ def import_one_stock_data(
     stockid, marketid, code, valid, stktype = stock_record[:5]
     hku_debug("{}{}".format(market, code))
     table = get_table(connect, market, code, ktype)
-    last_datetime = get_lastdatetime(connect, table)
-    if last_datetime is None:
-        last_datetime = startDate
+    last_krecord = get_last_krecord(connect, table)
+    last_datetime = startDate if last_krecord is None else last_krecord[0]
+    # last_datetime = get_lastdatetime(connect, table)
+    # if last_datetime is None:
+    #     last_datetime = startDate
 
     today = datetime.date.today()
     if ktype == "DAY":
@@ -342,6 +348,33 @@ def import_one_stock_data(
                 hku_error("Failed translate datetime: {}, from {}! {}".format(bar, api.ip, e))
                 continue
 
+            if last_krecord is not None and bar_datetime == last_datetime:
+                if abs(last_krecord[1] - bar["open"]) / last_krecord[1] > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord open: {last_krecord[1]}, bar: {bar['open']}")
+                    return 0
+                if abs(last_krecord[2] - bar["high"]) / last_krecord[2] > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord high: {last_krecord[2]}, bar: {bar['high']}")
+                    return 0
+                if abs(last_krecord[3] - bar["low"]) / last_krecord[3] > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord low: {last_krecord[3]}, bar: {bar['low']}")
+                    return 0
+                if abs(last_krecord[4] - bar["close"]) / last_krecord[4] > 0.02:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord close: {last_krecord[4]}, bar: {bar['close']}")
+                    return 0
+                if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[5] - bar["amount"]*0.001) / last_krecord[5] > 0.1:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord amount: {last_krecord[5]}, bar: {bar['amount']*0.001}")
+                    return 0
+                if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[6] - bar["vol"]) / last_krecord[6] > 0.1:
+                    hku_error(
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord count: {last_krecord[6]}, bar: {bar['vol']}")
+                    return 0
+                continue
+
             if (
                 today_datetime >= bar_datetime > last_datetime
                 and bar["high"] >= bar["open"] >= bar["low"] > 0