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切换股票数据源为 Tushare

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This commit is contained in:
fish
2026-07-04 13:01:00 +08:00
parent 1bea3c0538
commit b1776a1c2f
5 changed files with 604 additions and 258 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/internal/config/config.go
+7 -12
View File
@@ -10,6 +10,8 @@ import (
"github.com/joho/godotenv"
)
const defaultTushareToken = "76efd8465f9f2591aa42a385268e06acf6b80b7a15be2267ad2281b7"
type Config struct {
DatabaseURL string
JWTSecret string
@@ -18,8 +20,7 @@ type Config struct {
AllowedOrigins []string
// 股票数据源
TickFlowAPIKey string
TickFlowBaseURL string
TushareToken string
DataSyncEnabled bool
DataSyncTime string // HH:MM
DataSyncWeekdays bool
@@ -57,14 +58,9 @@ func Load() (*Config, error) {
}
}
tickFlowAPIKey := os.Getenv("TICKFLOW_API_KEY")
if tickFlowAPIKey == "" {
tickFlowAPIKey = "tk_94a20304993f45b5b0e376b9767597cc"
}
tickFlowBaseURL := os.Getenv("TICKFLOW_BASE_URL")
if tickFlowBaseURL == "" {
tickFlowBaseURL = "https://api.tickflow.org"
tushareToken := os.Getenv("TUSHARE_TOKEN")
if tushareToken == "" {
tushareToken = defaultTushareToken
}
dataSyncEnabled := strings.ToLower(os.Getenv("DATA_SYNC_ENABLED")) != "false"
@@ -80,8 +76,7 @@ func Load() (*Config, error) {
JWTExpirationHours: expHours,
Port: port,
AllowedOrigins: allowedOrigins,
TickFlowAPIKey: tickFlowAPIKey,
TickFlowBaseURL: tickFlowBaseURL,
TushareToken: tushareToken,
DataSyncEnabled: dataSyncEnabled,
DataSyncTime: dataSyncTime,
DataSyncWeekdays: dataSyncWeekdays,
backend/internal/datasource/tickflow.go
-241
View File
@@ -1,241 +0,0 @@
package datasource
import (
"bytes"
"encoding/json"
"fmt"
"io"
"net/http"
"strings"
"time"
"stock-user-system/internal/config"
)
const (
defaultTimeout = 60 * time.Second
maxRetries = 3
retryBaseDelay = 1 * time.Second
)
// Quote 对应 tickflow /v1/quotes 返回的单条行情数据。
type Quote struct {
Symbol string `json:"symbol"`
Name string `json:"name"`
Open float64 `json:"open"`
High float64 `json:"high"`
Low float64 `json:"low"`
Close float64 `json:"last_price"`
PrevClose float64 `json:"prev_close"`
Volume int64 `json:"volume"`
Amount float64 `json:"amount"`
Timestamp int64 `json:"timestamp"`
Region string `json:"region"`
Ext struct {
ChangePct float64 `json:"change_pct"`
TurnoverRate float64 `json:"turnover_rate"`
Name string `json:"name"`
} `json:"ext"`
}
// ChangePct 优先使用 ext.change_pct（tickflow 返回小数，如 0.30 = 30%），
// 否则根据 close/prev_close 计算并统一返回小数形式。
func (q *Quote) ChangePct() float64 {
if q.Ext.ChangePct != 0 {
return q.Ext.ChangePct
}
if q.PrevClose != 0 {
return (q.Close - q.PrevClose) / q.PrevClose
}
return 0
}
// TurnoverRate 返回 ext.turnover_rate（仅 A 股有效）。
func (q *Quote) TurnoverRate() float64 {
return q.Ext.TurnoverRate
}
// DisplayName 优先使用 ext.name，否则使用 symbol。
func (q *Quote) DisplayName() string {
if q.Ext.Name != "" {
return q.Ext.Name
}
if q.Name != "" {
return q.Name
}
return q.Symbol
}
// UniverseDetail 对应 /v1/universes/:id 返回的标的池详情。
type UniverseDetail struct {
ID string `json:"id"`
Name string `json:"name"`
SymbolCount int `json:"symbol_count"`
Symbols []string `json:"symbols"`
}
// KlineData 对应 /v1/klines/batch 返回的单标的历史 K 线（紧凑列式）。
type KlineData struct {
Symbol string `json:"-"`
Name string `json:"-"`
Timestamp []int64 `json:"timestamp"`
Open []float64 `json:"open"`
High []float64 `json:"high"`
Low []float64 `json:"low"`
Close []float64 `json:"close"`
Volume []int64 `json:"volume"`
Amount []float64 `json:"amount"`
}
// Client 封装 tickflow HTTP API 调用。
type Client struct {
baseURL string
apiKey string
client *http.Client
}
// NewClient 从配置创建 tickflow 客户端。
func NewClient(cfg *config.Config) *Client {
return &Client{
baseURL: strings.TrimRight(cfg.TickFlowBaseURL, "/"),
apiKey: cfg.TickFlowAPIKey,
client: &http.Client{Timeout: defaultTimeout},
}
}
// GetUniverse 获取指定标的池的完整代码列表。
func (c *Client) GetUniverse(id string) (*UniverseDetail, error) {
path := fmt.Sprintf("/v1/universes/%s", id)
var detail UniverseDetail
if err := c.request("GET", path, nil, nil, &detail); err != nil {
return nil, err
}
return &detail, nil
}
// GetQuotesByUniverses 按标的池批量获取行情快照。
func (c *Client) GetQuotesByUniverses(universes []string) ([]Quote, error) {
body := map[string]any{"universes": universes}
var quotes []Quote
if err := c.request("POST", "/v1/quotes", nil, body, &quotes); err != nil {
return nil, err
}
return quotes, nil
}
// GetQuotesBySymbols 按代码列表批量获取行情快照。
func (c *Client) GetQuotesBySymbols(symbols []string) ([]Quote, error) {
body := map[string]any{"symbols": symbols}
var quotes []Quote
if err := c.request("POST", "/v1/quotes", nil, body, &quotes); err != nil {
return nil, err
}
return quotes, nil
}
// GetKlinesBatch 批量获取多只股票的历史日 K 线。
// symbols 最多 100 只（tickflow 限制）。
func (c *Client) GetKlinesBatch(symbols []string, period string, startMs, endMs int64) (map[string]KlineData, error) {
if len(symbols) == 0 {
return nil, nil
}
if len(symbols) > 100 {
return nil, fmt.Errorf("GetKlinesBatch supports up to 100 symbols, got %d", len(symbols))
}
params := map[string]any{
"symbols": strings.Join(symbols, ","),
"period": period,
"adjust": "none",
"start_time": startMs,
"end_time": endMs,
"count": 10000,
}
var result map[string]KlineData
if err := c.request("GET", "/v1/klines/batch", params, nil, &result); err != nil {
return nil, err
}
for sym, data := range result {
data.Symbol = sym
result[sym] = data
}
return result, nil
}
func (c *Client) request(method, path string, params, body map[string]any, result any) error {
url := c.baseURL + path
var lastErr error
for attempt := 0; attempt <= maxRetries; attempt++ {
if attempt > 0 {
time.Sleep(retryBaseDelay * time.Duration(1<<(attempt-1)))
}
var bodyReader io.Reader
if len(body) > 0 && (method == "POST" || method == "PUT") {
data, err := json.Marshal(body)
if err != nil {
return err
}
bodyReader = bytes.NewReader(data)
}
req, err := http.NewRequest(method, url, bodyReader)
if err != nil {
return err
}
if c.apiKey != "" {
req.Header.Set("x-api-key", c.apiKey)
}
req.Header.Set("Accept", "application/json")
req.Header.Set("Content-Type", "application/json")
if len(params) > 0 {
q := req.URL.Query()
for k, v := range params {
q.Set(k, fmt.Sprintf("%v", v))
}
req.URL.RawQuery = q.Encode()
}
resp, err := c.client.Do(req)
if err != nil {
lastErr = err
continue
}
respBody, err := io.ReadAll(resp.Body)
resp.Body.Close()
if err != nil {
lastErr = err
continue
}
if resp.StatusCode >= 500 || resp.StatusCode == 429 {
lastErr = fmt.Errorf("tickflow %s %s returned %d: %s", method, path, resp.StatusCode, string(respBody))
continue
}
if resp.StatusCode >= 400 {
return fmt.Errorf("tickflow %s %s returned %d: %s", method, path, resp.StatusCode, string(respBody))
}
var wrapper struct {
Data json.RawMessage `json:"data"`
}
if err := json.Unmarshal(respBody, &wrapper); err != nil {
return fmt.Errorf("decode tickflow response: %w", err)
}
if result != nil {
if err := json.Unmarshal(wrapper.Data, result); err != nil {
return fmt.Errorf("decode tickflow data: %w", err)
}
}
return nil
}
if lastErr != nil {
return fmt.Errorf("tickflow request failed after %d retries: %w", maxRetries, lastErr)
}
return fmt.Errorf("tickflow request failed")
}
backend/internal/datasource/tushare.go
+594
View File
@@ -0,0 +1,594 @@
package datasource
import (
"bytes"
"encoding/json"
"fmt"
"io"
"net/http"
"sort"
"strconv"
"strings"
"sync"
"time"
"stock-user-system/internal/config"
)
const (
tushareBaseURL = "http://api.tushare.pro"
chinaTZ = "Asia/Shanghai"
defaultTimeout = 60 * time.Second
maxRetries = 3
retryBaseDelay = 1 * time.Second
)
var chinaLoc, _ = time.LoadLocation(chinaTZ)
// Quote 对应行情接口返回的单条行情数据。
type Quote struct {
Symbol string `json:"symbol"`
Name string `json:"name"`
Open float64 `json:"open"`
High float64 `json:"high"`
Low float64 `json:"low"`
Close float64 `json:"last_price"`
PrevClose float64 `json:"prev_close"`
Volume int64 `json:"volume"`
Amount float64 `json:"amount"`
Timestamp int64 `json:"timestamp"`
Region string `json:"region"`
Ext struct {
ChangePct float64 `json:"change_pct"`
TurnoverRate float64 `json:"turnover_rate"`
Name string `json:"name"`
} `json:"ext"`
}
// ChangePct 优先使用 ext.change_pct（统一返回小数形式）。
func (q *Quote) ChangePct() float64 {
if q.Ext.ChangePct != 0 {
return q.Ext.ChangePct
}
if q.PrevClose != 0 {
return (q.Close - q.PrevClose) / q.PrevClose
}
return 0
}
// TurnoverRate 返回 ext.turnover_rate（Tushare 当前未单独获取，可能为 0）。
func (q *Quote) TurnoverRate() float64 {
return q.Ext.TurnoverRate
}
// DisplayName 优先使用 ext.name，否则使用 symbol。
func (q *Quote) DisplayName() string {
if q.Ext.Name != "" {
return q.Ext.Name
}
if q.Name != "" {
return q.Name
}
return q.Symbol
}
// UniverseDetail 对应标的池详情。
type UniverseDetail struct {
ID string `json:"id"`
Name string `json:"name"`
SymbolCount int `json:"symbol_count"`
Symbols []string `json:"symbols"`
}
// KlineData 对应单标的历史日 K 线（紧凑列式）。
type KlineData struct {
Symbol string `json:"-"`
Name string `json:"-"`
Timestamp []int64 `json:"timestamp"`
Open []float64 `json:"open"`
High []float64 `json:"high"`
Low []float64 `json:"low"`
Close []float64 `json:"close"`
Volume []int64 `json:"volume"`
Amount []float64 `json:"amount"`
}
// Tushare 股票代码后缀到 region 的映射。
var regionBySuffix = map[string]string{
".SH": "CN_SH",
".SZ": "CN_SZ",
".BJ": "CN_BJ",
}
// knownIndexSymbols 已知的核心指数代码，历史 K 线同步时需要使用 index_daily 接口。
var knownIndexSymbols = map[string]bool{
"000001.SH": true,
"399001.SZ": true,
"399006.SZ": true,
"000688.SH": true,
}
// indexNames 已知核心指数的中文名称。
var indexNames = map[string]string{
"000001.SH": "上证指数",
"399001.SZ": "深证成指",
"399006.SZ": "创业板指",
"000688.SH": "科创50",
}
// Client 封装 Tushare Pro HTTP API 调用，接口语义与旧 tickflow 客户端保持一致，
// 方便 stock_sync 服务直接切换数据源。
type Client struct {
token string
baseURL string
client *http.Client
nameCache map[string]string
cacheMu sync.RWMutex
}
// NewClient 从配置创建 Tushare 客户端。
func NewClient(cfg *config.Config) *Client {
return &Client{
token: cfg.TushareToken,
baseURL: tushareBaseURL,
client: &http.Client{Timeout: defaultTimeout},
nameCache: make(map[string]string),
}
}
// GetUniverse 获取指定标的池的完整代码列表。Tushare 没有标的池概念，
// 这里固定返回全部 A 股（list_status=L），忽略传入的 id。
func (c *Client) GetUniverse(id string) (*UniverseDetail, error) {
params := map[string]any{
"list_status": "L",
"fields": "ts_code,name",
}
fields, items, err := c.call("stock_basic", params)
if err != nil {
return nil, fmt.Errorf("stock_basic: %w", err)
}
col := buildColumnMap(fields)
idxCode := col["ts_code"]
idxName := col["name"]
symbols := make([]string, 0, len(items))
c.cacheMu.Lock()
for _, row := range items {
code := stringAt(row, idxCode)
name := stringAt(row, idxName)
if code == "" {
continue
}
symbols = append(symbols, code)
if name != "" {
c.nameCache[code] = name
}
}
c.cacheMu.Unlock()
return &UniverseDetail{
ID: id,
Name: "A股全市场",
SymbolCount: len(symbols),
Symbols: symbols,
}, nil
}
// GetQuotesByUniverses 按标的池批量获取行情快照。Tushare 不支持按标的池查询，
// 这里返回最新交易日的全部 A 股日 K 数据。
func (c *Client) GetQuotesByUniverses(universes []string) ([]Quote, error) {
_ = universes
// 名称缓存失败不影响行情同步，忽略错误
_ = c.ensureNameCache()
latestDate, err := c.latestTradeDate()
if err != nil {
return nil, fmt.Errorf("get latest trade date: %w", err)
}
params := map[string]any{
"trade_date": latestDate,
}
fields, items, err := c.call("daily", params)
if err != nil {
return nil, fmt.Errorf("daily: %w", err)
}
return c.rowsToQuotes(fields, items, latestDate, false)
}
// GetQuotesBySymbols 按代码列表批量获取行情快照。用于获取核心指数日 K。
func (c *Client) GetQuotesBySymbols(symbols []string) ([]Quote, error) {
if len(symbols) == 0 {
return nil, nil
}
latestDate, err := c.latestTradeDate()
if err != nil {
return nil, fmt.Errorf("get latest trade date: %w", err)
}
params := map[string]any{
"ts_code": strings.Join(symbols, ","),
"trade_date": latestDate,
}
fields, items, err := c.call("index_daily", params)
if err != nil {
return nil, fmt.Errorf("index_daily: %w", err)
}
return c.rowsToQuotes(fields, items, latestDate, true)
}
// GetKlinesBatch 批量获取多只股票的历史日 K 线。
// Tushare 的 daily 接口按单代码查询历史数据效率更高，因此内部串行/并发调用。
func (c *Client) GetKlinesBatch(symbols []string, period string, startMs, endMs int64) (map[string]KlineData, error) {
if len(symbols) == 0 {
return nil, nil
}
if period != "" && period != "1d" {
return nil, fmt.Errorf("tushare only supports 1d period, got %q", period)
}
startDate := msToTushareDate(startMs)
endDate := msToTushareDate(endMs)
result := make(map[string]KlineData, len(symbols))
var mu sync.Mutex
var wg sync.WaitGroup
// Tushare 免费/付费账号有频率限制，默认 4 并发，避免触发限流。
sem := make(chan struct{}, 4)
var errMu sync.Mutex
var firstErr error
for _, sym := range symbols {
wg.Add(1)
sem <- struct{}{}
go func(symbol string) {
defer wg.Done()
defer func() { <-sem }()
data, err := c.getKlines(symbol, startDate, endDate)
if err != nil {
errMu.Lock()
if firstErr == nil {
firstErr = err
}
errMu.Unlock()
return
}
mu.Lock()
result[symbol] = data
mu.Unlock()
}(sym)
}
wg.Wait()
if firstErr != nil {
return result, firstErr
}
return result, nil
}
func (c *Client) getKlines(symbol, startDate, endDate string) (KlineData, error) {
apiName := "daily"
if knownIndexSymbols[symbol] {
apiName = "index_daily"
}
params := map[string]any{
"ts_code": symbol,
"start_date": startDate,
"end_date": endDate,
}
fields, items, err := c.call(apiName, params)
if err != nil {
return KlineData{}, err
}
col := buildColumnMap(fields)
data := KlineData{
Symbol: symbol,
Timestamp: make([]int64, 0, len(items)),
Open: make([]float64, 0, len(items)),
High: make([]float64, 0, len(items)),
Low: make([]float64, 0, len(items)),
Close: make([]float64, 0, len(items)),
Volume: make([]int64, 0, len(items)),
Amount: make([]float64, 0, len(items)),
}
for _, row := range items {
tradeDate := stringAt(row, col["trade_date"])
ts := tushareDateToMs(tradeDate)
if ts == 0 {
continue
}
data.Timestamp = append(data.Timestamp, ts)
data.Open = append(data.Open, floatAt(row, col["open"]))
data.High = append(data.High, floatAt(row, col["high"]))
data.Low = append(data.Low, floatAt(row, col["low"]))
data.Close = append(data.Close, floatAt(row, col["close"]))
// Tushare 成交量单位为"手"，成交金额单位为"千元"
data.Volume = append(data.Volume, int64(floatAt(row, col["vol"])*100))
data.Amount = append(data.Amount, floatAt(row, col["amount"])*1000)
}
// 按时间升序排列所有列
indices := make([]int, len(data.Timestamp))
for i := range indices {
indices[i] = i
}
sort.SliceStable(indices, func(i, j int) bool {
return data.Timestamp[indices[i]] < data.Timestamp[indices[j]]
})
reorder := func(src []int64) []int64 {
dst := make([]int64, len(src))
for i, idx := range indices {
dst[i] = src[idx]
}
return dst
}
reorderF := func(src []float64) []float64 {
dst := make([]float64, len(src))
for i, idx := range indices {
dst[i] = src[idx]
}
return dst
}
data.Timestamp = reorder(data.Timestamp)
data.Open = reorderF(data.Open)
data.High = reorderF(data.High)
data.Low = reorderF(data.Low)
data.Close = reorderF(data.Close)
data.Volume = reorder(data.Volume)
data.Amount = reorderF(data.Amount)
return data, nil
}
// ensureNameCache 如果名称缓存为空，则通过 stock_basic 加载一次。
func (c *Client) ensureNameCache() error {
c.cacheMu.RLock()
hasData := len(c.nameCache) > 0
c.cacheMu.RUnlock()
if hasData {
return nil
}
_, err := c.GetUniverse("CN_Equity_A")
return err
}
// displayName 返回股票名称；索引使用内置名称，股票从缓存读取，缺失则返回 symbol。
func (c *Client) displayName(symbol string) string {
if name, ok := indexNames[symbol]; ok {
return name
}
c.cacheMu.RLock()
name, ok := c.nameCache[symbol]
c.cacheMu.RUnlock()
if ok && name != "" {
return name
}
return symbol
}
func (c *Client) rowsToQuotes(fields []string, items [][]any, tradeDate string, isIndex bool) ([]Quote, error) {
col := buildColumnMap(fields)
quotes := make([]Quote, 0, len(items))
for _, row := range items {
symbol := stringAt(row, col["ts_code"])
if symbol == "" {
continue
}
vol := floatAt(row, col["vol"])
amount := floatAt(row, col["amount"])
changePct := floatAt(row, col["pct_chg"]) / 100
quote := Quote{
Symbol: symbol,
Name: c.displayName(symbol),
Open: floatAt(row, col["open"]),
High: floatAt(row, col["high"]),
Low: floatAt(row, col["low"]),
Close: floatAt(row, col["close"]),
PrevClose: floatAt(row, col["pre_close"]),
Volume: int64(vol * 100),
Amount: amount * 1000,
Timestamp: tushareDateToMs(tradeDate),
Region: regionFromSymbol(symbol),
Ext: struct {
ChangePct float64 `json:"change_pct"`
TurnoverRate float64 `json:"turnover_rate"`
Name string `json:"name"`
}{
ChangePct: changePct,
Name: c.displayName(symbol),
},
}
quotes = append(quotes, quote)
}
return quotes, nil
}
// latestTradeDate 返回最近一个交易日的日期字符串（YYYYMMDD）。
func (c *Client) latestTradeDate() (string, error) {
today := time.Now().In(chinaLoc).Format("20060102")
params := map[string]any{
"exchange": "SSE",
"start_date": "20200101",
"end_date": today,
"is_open": "1",
}
fields, items, err := c.call("trade_cal", params)
if err != nil {
return "", err
}
col := buildColumnMap(fields)
idxDate, ok := col["cal_date"]
if !ok {
return "", fmt.Errorf("trade_cal response missing cal_date field")
}
latest := ""
for _, row := range items {
date := stringAt(row, idxDate)
if date > latest {
latest = date
}
}
if latest == "" {
return "", fmt.Errorf("no trade date found")
}
return latest, nil
}
// call 调用 Tushare Pro API，返回字段名与数据行。
func (c *Client) call(apiName string, params map[string]any) ([]string, [][]any, error) {
reqBody := map[string]any{
"api_name": apiName,
"token": c.token,
"params": params,
"fields": "",
}
data, err := json.Marshal(reqBody)
if err != nil {
return nil, nil, err
}
var lastErr error
for attempt := 0; attempt <= maxRetries; attempt++ {
if attempt > 0 {
time.Sleep(retryBaseDelay * time.Duration(1<<(attempt-1)))
}
req, err := http.NewRequest("POST", c.baseURL, bytes.NewReader(data))
if err != nil {
return nil, nil, err
}
req.Header.Set("Content-Type", "application/json")
req.Header.Set("Accept", "application/json")
resp, err := c.client.Do(req)
if err != nil {
lastErr = err
continue
}
respBody, err := io.ReadAll(resp.Body)
resp.Body.Close()
if err != nil {
lastErr = err
continue
}
if resp.StatusCode >= 500 || resp.StatusCode == 429 {
lastErr = fmt.Errorf("tushare %s returned %d: %s", apiName, resp.StatusCode, string(respBody))
continue
}
if resp.StatusCode >= 400 {
return nil, nil, fmt.Errorf("tushare %s returned %d: %s", apiName, resp.StatusCode, string(respBody))
}
var wrapper struct {
Code int `json:"code"`
Msg string `json:"msg"`
Data *struct {
Fields []string `json:"fields"`
Items [][]any `json:"items"`
} `json:"data"`
}
if err := json.Unmarshal(respBody, &wrapper); err != nil {
return nil, nil, fmt.Errorf("decode tushare response: %w", err)
}
if wrapper.Code != 0 {
return nil, nil, fmt.Errorf("tushare %s error %d: %s", apiName, wrapper.Code, wrapper.Msg)
}
if wrapper.Data == nil {
return nil, nil, nil
}
return wrapper.Data.Fields, wrapper.Data.Items, nil
}
if lastErr != nil {
return nil, nil, fmt.Errorf("tushare %s failed after %d retries: %w", apiName, maxRetries, lastErr)
}
return nil, nil, fmt.Errorf("tushare %s request failed", apiName)
}
func buildColumnMap(fields []string) map[string]int {
m := make(map[string]int, len(fields))
for i, f := range fields {
m[f] = i
}
return m
}
func stringAt(row []any, idx int) string {
if idx < 0 || idx >= len(row) || row[idx] == nil {
return ""
}
switch v := row[idx].(type) {
case string:
return v
case []byte:
return string(v)
default:
return fmt.Sprintf("%v", v)
}
}
func floatAt(row []any, idx int) float64 {
if idx < 0 || idx >= len(row) || row[idx] == nil {
return 0
}
switch v := row[idx].(type) {
case float64:
return v
case float32:
return float64(v)
case int:
return float64(v)
case int64:
return float64(v)
case string:
f, _ := strconv.ParseFloat(v, 64)
return f
default:
f, _ := strconv.ParseFloat(fmt.Sprintf("%v", v), 64)
return f
}
}
func regionFromSymbol(symbol string) string {
for suffix, region := range regionBySuffix {
if strings.HasSuffix(symbol, suffix) {
return region
}
}
return "CN"
}
func msToTushareDate(ms int64) string {
return time.UnixMilli(ms).In(chinaLoc).Format("20060102")
}
func tushareDateToMs(date string) int64 {
if len(date) != 8 {
return 0
}
t, err := time.ParseInLocation("20060102", date, chinaLoc)
if err != nil {
return 0
}
return t.UnixMilli()
}