通达信股票天和5分钟数据格式分析, 参考: http://alantop.5166.info/gpdatasoft/gpformat/gpformat.htm

stock5Min.c

#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#include <string.h>


struct stock5Min
{
    unsigned short  monthDay;            // 月日
    unsigned short  hourMin;             // 小时, 分钟
    float open;             //开盘价，单位：分
    float high;             //最高价，单位：分
    float low;              //最低价，单位：分
    float close;            //收盘价，单位：分
    float amount;              //交易金额，单位：元
    uint32_t vol;              //成交量，单位：股
    uint32_t reserv;            //保留，有时用来保存上一交易日收盘价 
};

void printDay(struct stock5Min *day)
{
    printf("日期: %d-%d %02d:%02d, ", day->monthDay/100, day->monthDay%100, day->hourMin/60, day->hourMin%60);
    printf("开盘价: %.2f, 最高价: %.2f, 最低价: %.2f, 收盘价: %.2f, ", day->open, day->high, day->low, day->close);
    printf("交易金额: %f, 交易量: %d\n", day->amount, day->vol);
}

int main() 
{
    FILE *p;
    int i = 0;
    char *file = "./sh600004.lc5";
    struct stock5Min *day = malloc(sizeof(struct stock5Min));

    p = fopen(file, "r");
    if (p) {
        fseek(p, 0, SEEK_END);
        uint64_t iFileLen = ftell(p)/(sizeof(struct stock5Min));
        rewind(p);
        for (i = 0; i < iFileLen; i++) {
            memset(day, 0, sizeof(struct stock5Min));
            fread(day, sizeof(struct stock5Min), 1, p);
            printDay(day);
        }

    } else {
        printf("Read File: %s Error!\n", file);
    }

    printf("size: %d, month: %d, Day: %d\n", sizeof(struct stock5Min), 205/100, 205%100);
    printf("size: %d, month: %d, Day: %d\n", sizeof(struct stock5Min), 205/100, 205%100);
    free(day);
    fclose(p);
    return 0;
}

stockDay.c

#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#include <string.h>


struct stockDay
{
    uint32_t date;             //日期
    uint32_t open;             //开盘价，单位：分
    uint32_t high;             //最高价，单位：分
    uint32_t low;              //最低价，单位：分
    uint32_t close;            //收盘价，单位：分
    float amount;              //交易金额，单位：元
    uint32_t vol;              //成交量，单位：股
    int32_t reserv;            //保留，有时用来保存上一交易日收盘价 
};

void printDay(struct stockDay *day)
{
    printf("日期: %d, ", day->date);
    printf("开盘价: %.2f, 最高价: %.2f, 最低价: %.2f, 收盘价: %.2f, ", day->open/100.0, day->high/100.0, day->low/100.0, day->close/100.0);
    printf("交易金额: %f, 交易量: %d\n", day->amount, day->vol);
}

int main() 
{
    FILE *p;
    int i = 0;
    char *file = "./sh600529.day";
    struct stockDay *day = malloc(sizeof(struct stockDay));

    p = fopen(file, "r");
    if (p) {
        fseek(p, 0, SEEK_END);
        uint64_t iFileLen = ftell(p)/(sizeof(struct stockDay));
        rewind(p);
        for (i = 0; i < iFileLen; i++) {
            memset(day, 0, sizeof(struct stockDay));
            fread(day, sizeof(struct stockDay), 1, p);
            printDay(day);
        }

    } else {
        printf("Read File: %s Error!\n", file);
    }

    free(day);
    fclose(p);
    return 0;
}

stockDay.go

package main

import (
	"bytes"
	"encoding/binary"
	"fmt"
	"io/ioutil"
	"unsafe"
)

type StockDay struct {
	date   uint32  //日期
	open   uint32  //开盘价，单位：分
	high   uint32  //最高价，单位：分
	low    uint32  //最低价，单位：分
	cls    uint32  //收盘价，单位：分
	amount float32 //交易金额，单位：元
	vol    uint32  //成交量，单位：股
	reserv int32   //保留，有时用来保存上一交易日收盘价 
}

func main() {
	contents, _ := ioutil.ReadFile("./sh887001.day")
	//println(string(contents));
	var day StockDay
	size := int(unsafe.Sizeof(day))
	fmt.Printf("sizeof: %d, days: %d\n", size, len(contents)/size)
	for i := 0; i < len(contents); i += 32 {
		buf := bytes.NewBuffer(contents[i : i+4])
		err := binary.Read(buf, binary.LittleEndian, &day.date)
		if err != nil {
			fmt.Println("binary.Read failed: ", err)
		}
		buf = bytes.NewBuffer(contents[i+4 : i+8])
		err = binary.Read(buf, binary.LittleEndian, &day.open)

		buf = bytes.NewBuffer(contents[i+8 : i+12])
		err = binary.Read(buf, binary.LittleEndian, &day.high)

		buf = bytes.NewBuffer(contents[i+12 : i+16])
		err = binary.Read(buf, binary.LittleEndian, &day.low)

		buf = bytes.NewBuffer(contents[i+16 : i+20])
		err = binary.Read(buf, binary.LittleEndian, &day.cls)

		buf = bytes.NewBuffer(contents[i+20 : i+24])
		err = binary.Read(buf, binary.LittleEndian, &day.amount)

		buf = bytes.NewBuffer(contents[i+24 : i+28])
		err = binary.Read(buf, binary.LittleEndian, &day.vol)

		fmt.Printf("%v\n", day)
	}
}