Core library for dumping TDX .day files, with optional feature to calculate dif, dea, macd and so on.

This is a Rust library for dumping TDX .day files. It can be used to extract data from the files and calculate technical indicators such as DIF, DEA, MACD, etc.

Usage:

Extracting data from raw files

• Extracting data from a single file:

use tdx_rs::{DailyData, DayLineBuilder};
/* 
    Assuming path = "C:/new_tdx/vipdoc/sh/lda"
*/
let file = "C:/new_tdx/vipdoc/sh/lda/sh000001.day";

let day_line: Vec<DailyData> = DayLineBuilder::from_path(file)
    .unwrap()
    .query_days(QUERY_DAYS as u64)
    .build()
    .into();
println!("{:#?}", day_line);

• Extracting data from multiple files:

use tdx_rs::{DailyData, DayLineBuilder};
use glob::glob;

/* 
    Assuming path = "C:/new_tdx/vipdoc/sh/lda"
*/
let path = format!("{}/*.day", path);
for entry in glob().expect("Failed to read glob pattern") {
    let path = entry?.as_os_str(&path).to_str().unwrap().to_owned();
    files.push(path);
}

for file in files {
    let day_line: Vec<DailyData> = DayLineBuilder::from_path(file)
        .unwrap()
        .query_days(QUERY_DAYS as u64)
        .build()
        .into();

    println!("{:#?}", day_line);
}

Calculating technical indicators

• calculating short macd with 12, 26, 9:

/* 
    Assuming directory = "C:/new_tdx/vipdoc/sh/lda"
*/
let file = "C:/new_tdx/vipdoc/sh/lda/sh000001.day";
const QUERY_DAYS: u64 = 300;

let day_line: Vec<DailyData> = DayLineBuilder::from_path(file)
    .unwrap()
    .query_days(QUERY_DAYS)
    .build()
    .into();

let macd: Vec<ShortIndicator> = tdx_rs::short_macd(&day_line);
println!("{:#?}", macd);

• calculating long macd with 24, 52, 18:

/* 
    Assuming directory = "C:/new_tdx/vipdoc/sh/lda"
*/
let file = "C:/new_tdx/vipdoc/sh/lda/sh000001.day";
const QUERY_DAYS: u64 = 300;

let day_line: Vec<DailyData> = DayLineBuilder::from_path(file)
    .unwrap()
    .query_days(QUERY_DAYS)
    .build()
    .into();

let macd = tdx_rs::combined_macd(&day_line);
println!("{:#?}", macd);