印度股票K线、实时行情与IPO新股数据对接指南-CSDN博客

本文链接：https://blog.csdn.net/2503_90608203/article/details/146976525

一、前言：金融数据接口的价值

在量化交易、金融分析应用开发中，获取准确的K线、实时行情和IPO新股数据是基础需求。本文将详细介绍如何使用StockTV API对接这三类核心金融数据，并提供完整的代码实现方案。

二、环境准备与API密钥获取

1. 申请API密钥

访问StockTV官网注册账号并申请API Key，或通过Telegram联系客服获取测试密钥。

# 配置示例
API_KEY = "your_api_key_here"  # 替换为实际API密钥
BASE_URL = "https://api.stocktv.top"

2. 安装必要库

pip install requests websocket-client pandas matplotlib

三、K线数据对接实战

1. 获取K线数据接口

import requests
import pandas as pd

def get_kline_data(symbol, interval="1d", limit=100):
    """
    获取K线数据
    :param symbol: 股票/期货代码
    :param interval: 时间间隔(1m/5m/15m/1h/1d等)
    :param limit: 数据条数
    """
    url = f"{BASE_URL}/stock/kline"
    params = {
        "symbol": symbol,
        "interval": interval,
        "limit": limit,
        "key": API_KEY
    }
    response = requests.get(url, params=params)
    return response.json()

# 示例：获取腾讯控股日K数据
data = get_kline_data("00700.HK", interval="1d")
df = pd.DataFrame(data['data'])
df['time'] = pd.to_datetime(df['time'], unit='ms')  # 转换时间戳
print(df.head())

2. K线数据可视化

import matplotlib.pyplot as plt

def plot_kline(df):
    plt.figure(figsize=(12,6))
    plt.title('K线图')
    plt.xlabel('日期')
    plt.ylabel('价格')
    
    # 绘制蜡烛图
    for idx, row in df.iterrows():
        color = 'red' if row['close'] > row['open'] else 'green'
        plt.plot([idx, idx], [row['low'], row['high']], color=color)
        plt.plot([idx-0.2, idx+0.2], [row['open'], row['open']], color=color)
        plt.plot([idx-0.2, idx+0.2], [row['close'], row['close']], color=color)
    
    plt.xticks(rotation=45)
    plt.grid()
    plt.show()

plot_kline(df)

四、实时行情数据对接方案

1. WebSocket实时数据订阅

import websocket
import json
import threading

class RealTimeData:
    def __init__(self):
        self.ws = None
        
    def on_message(self, ws, message):
        data = json.loads(message)
        print(f"实时数据更新: {data}")
        
    def on_error(self, ws, error):
        print(f"连接错误: {error}")
        
    def on_close(self, ws):
        print("连接关闭")
        
    def on_open(self, ws):
        print("连接建立")
        # 订阅腾讯控股和阿里巴巴股票
        subscribe_msg = {
            "action": "subscribe",
            "symbols": ["00700.HK", "09988.HK"]
        }
        ws.send(json.dumps(subscribe_msg))
    
    def start(self):
        websocket.enableTrace(True)
        self.ws = websocket.WebSocketApp(
            f"wss://ws-api.stocktv.top/connect?key={API_KEY}",
            on_message=self.on_message,
            on_error=self.on_error,
            on_close=self.on_close,
            on_open=self.on_open
        )
        self.ws.run_forever()

# 启动实时数据连接
rtd = RealTimeData()
thread = threading.Thread(target=rtd.start)
thread.start()

2. 实时数据处理示例

import sqlite3

class DataProcessor:
    def __init__(self):
        self.conn = sqlite3.connect('market_data.db')
        self.create_table()
    
    def create_table(self):
        cursor = self.conn.cursor()
        cursor.execute('''
        CREATE TABLE IF NOT EXISTS realtime_data (
            symbol TEXT,
            price REAL,
            volume INTEGER,
            timestamp INTEGER,
            PRIMARY KEY (symbol, timestamp)
        )
        ''')
        self.conn.commit()
    
    def process_message(self, data):
        cursor = self.conn.cursor()
        cursor.execute('''
        INSERT OR REPLACE INTO realtime_data 
        VALUES (?, ?, ?, ?)
        ''', (data['symbol'], data['price'], data['volume'], data['timestamp']))
        self.conn.commit()

# 使用示例
processor = DataProcessor()

# 在on_message回调中调用
# processor.process_message(data)

五、IPO新股数据对接

1. 获取IPO新股日历

def get_ipo_calendar(country_id=44, limit=10):
    """
    获取IPO新股日历
    :param country_id: 国家ID(44为印尼)
    :param limit: 返回数量
    """
    url = f"{BASE_URL}/stock/getIpo"
    params = {
        "countryId": country_id,
        "limit": limit,
        "key": API_KEY
    }
    response = requests.get(url, params=params)
    return response.json()

# 示例：获取近期IPO新股
ipo_data = get_ipo_calendar()
for ipo in ipo_data['data']:
    print(f"{ipo['company']} ({ipo['symbol']}) - 发行价: {ipo['ipoPrice']}")

2. IPO数据分析示例

import matplotlib.pyplot as plt

def analyze_ipo_data():
    data = get_ipo_calendar(limit=50)
    df = pd.DataFrame(data['data'])
    
    # 计算首日涨跌幅
    df['first_day_change'] = (df['last'] - df['ipoPrice']) / df['ipoPrice'] * 100
    
    # 绘制分布图
    plt.figure(figsize=(10,6))
    plt.hist(df['first_day_change'], bins=20, edgecolor='black')
    plt.title('IPO首日涨跌幅分布')
    plt.xlabel('涨跌幅(%)')
    plt.ylabel('数量')
    plt.grid(True)
    plt.show()
    
    return df

ipo_stats = analyze_ipo_data()

六、系统集成与优化建议

1. 系统架构设计

2. 性能优化建议

缓存机制：对K线等低频数据使用Redis缓存

import redis
r = redis.Redis(host='localhost', port=6379, db=0)

def get_cached_kline(symbol, interval):
    cache_key = f"kline:{symbol}:{interval}"
    cached = r.get(cache_key)
    if cached:
        return json.loads(cached)
    else:
        data = get_kline_data(symbol, interval)
        r.setex(cache_key, 300, json.dumps(data))  # 缓存5分钟
        return data

批量处理：减少API调用次数

def batch_get_symbols(symbols):
    url = f"{BASE_URL}/stock/batch"
    params = {
        "symbols": ",".join(symbols),
        "key": API_KEY
    }
    return requests.get(url, params=params).json()

错误处理：实现自动重试机制

from tenacity import retry, stop_after_attempt, wait_exponential

@retry(stop=stop_after_attempt(3), wait=wait_exponential(multiplier=1, min=4, max=10))
def safe_api_call(url, params):
    response = requests.get(url, params=params, timeout=5)
    response.raise_for_status()
    return response.json()