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fix(turnover): 修复换手率计算，FloatShares 单位是万股导致结果偏大 10000 倍 #27

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fix(turnover): 修复换手率计算，FloatShares 单位是万股导致结果偏大 10000 倍 #27

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fa232bf
fix(turnover): 修复换手率计算，FloatShares 单位是万股需除以 10000
363045841 Jun 16, 2026
7c3189a
Merge remote-tracking branch 'upstream/main' into fix/turnover-divide…
363045841 Jun 20, 2026
3c000a7
fix(StockKLine930): replace FullTransaction with single-page Transact…
363045841 Jun 20, 2026
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12 changes: 6 additions & 6 deletions client_unified.go
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Original file line number Diff line number Diff line change
Expand Up @@ -157,7 +157,7 @@ func (client *Client) StockKLine930(category uint16, market uint8, code string,
// 当前数据是不是当前交易日
data := proto.SecurityBar{}
if cast.ToUint32(v.DateTime.Format("20060102")) == info.Date {
if trans, err := client.StockFullTransaction(market, code); err == nil {
if trans, err := client.StockTransaction(market, code, 0, 1); err == nil {
data.Open = trans[0].Price
data.High = trans[0].Price
data.Low = trans[0].Price
Expand All @@ -172,7 +172,7 @@ func (client *Client) StockKLine930(category uint16, market uint8, code string,
list = append(list, data)
}
} else {
if trans, err := client.StockHistoryFullTransaction(cast.ToUint32(v.DateTime.Format("20060102")), market, code); err == nil {
if trans, err := client.StockHistoryTransaction(cast.ToUint32(v.DateTime.Format("20060102")), market, code, 0, 1); err == nil {
// if len(trans) > 0 && trans[0].Time.Format(time.TimeOnly) < "09:30:00" {
data.Open = trans[0].Price
data.High = trans[0].Price
Expand Down Expand Up @@ -1064,15 +1064,15 @@ func (client *Client) loadFloatSharesMap(qc *Client, keys []stockKey) map[stockK
func applyTurnoverToSecurityQuotes(items []proto.SecurityQuote, shares map[stockKey]float64) {
for i := range items {
if floatShares := shares[stockKey{Market: items[i].Market, Code: items[i].Code}]; floatShares > 0 {
items[i].Turnover = round2(float64(items[i].Vol) * 10000 / floatShares)
items[i].Turnover = round2(float64(items[i].Vol) / floatShares)
}
}
}

func applyTurnoverToQuoteList(items []proto.QuoteListItem, shares map[stockKey]float64) {
for i := range items {
if floatShares := shares[stockKey{Market: items[i].Market, Code: items[i].Code}]; floatShares > 0 {
items[i].Turnover = round2(float64(items[i].Vol) * 10000 / floatShares)
items[i].Turnover = round2(float64(items[i].Vol) / floatShares)
}
}
}
Expand All @@ -1082,15 +1082,15 @@ func applyTurnoverToBars(items []proto.SecurityBar, floatShares float64) {
return
}
for i := range items {
items[i].Turnover = round2(items[i].Vol * 100 / floatShares)
items[i].Turnover = round2(items[i].Vol * 100 / (floatShares * 10000))
}
}

func applyTurnoverToVolumeProfile(reply *proto.GetVolumeProfileReply, floatShares float64) {
if reply == nil || floatShares <= 0 {
return
}
reply.Turnover = round2(float64(reply.Vol) * 10000 / floatShares)
reply.Turnover = round2(float64(reply.Vol) / floatShares)
}

func round2(v float64) float64 {
Expand Down
22 changes: 11 additions & 11 deletions client_unified_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -77,42 +77,42 @@ func TestNewMACExUsesMacExAddressAsPrimary(t *testing.T) {

func TestApplyTurnoverHelpers(t *testing.T) {
shares := map[stockKey]float64{
{Market: types.MarketSZ.Uint8(), Code: "000001"}: 1000000,
{Market: types.MarketSZ.Uint8(), Code: "000001"}: 100000,
}

quotes := []proto.SecurityQuote{{
Market: types.MarketSZ.Uint8(),
Code: "000001",
Vol: 12345,
Vol: 100000,
}}
applyTurnoverToSecurityQuotes(quotes, shares)
if quotes[0].Turnover != 123.45 {
if quotes[0].Turnover != 1.0 {
t.Fatalf("unexpected security quote turnover: %.2f", quotes[0].Turnover)
}

quoteList := []proto.QuoteListItem{{
Market: types.MarketSZ.Uint8(),
Code: "000001",
Vol: 23456,
Vol: 150000,
}}
applyTurnoverToQuoteList(quoteList, shares)
if quoteList[0].Turnover != 234.56 {
if quoteList[0].Turnover != 1.5 {
t.Fatalf("unexpected quote list turnover: %.2f", quoteList[0].Turnover)
}

bars := []proto.SecurityBar{{Vol: 12345}}
applyTurnoverToBars(bars, 1000000)
if bars[0].Turnover != 1.23 {
bars := []proto.SecurityBar{{Vol: 2000000}}
applyTurnoverToBars(bars, 2000)
if bars[0].Turnover != 10.0 {
t.Fatalf("unexpected bar turnover: %.2f", bars[0].Turnover)
}

reply := &proto.GetVolumeProfileReply{
Market: types.MarketSZ.Uint8(),
Code: "000001",
Vol: 34567,
Vol: 200000,
}
applyTurnoverToVolumeProfile(reply, 1000000)
if reply.Turnover != 345.67 {
applyTurnoverToVolumeProfile(reply, 100000)
if reply.Turnover != 2.0 {
t.Fatalf("unexpected volume profile turnover: %.2f", reply.Turnover)
}
}
Expand Down