admin 發表於 2023-4-18 08:14:54

腾讯股票接口API(4):计算分时线平均值

以茅台为例,通过上一篇《腾讯股票接口API(3)——根据股票代码获取分时数据》中获取到了股票的分时数据:
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数据很多,我们把每分钟的节点单独拿出来分析
[
"0930 2000.00 925",// 这里每个字段指的是上午9:30,价格为2000.00,累计成交量为925
"0931 1981.01 1321"// 这里每个字段指的是上午9:31……
]
这里只返回了时间、当前价格和当前累计成交量,如果要画分时图的均值线,需要自己计算。找了很多文档没有明确说明如何计算,大多数是介绍各种指标,本来不是股民,对这些东西很陌生,有些不太懂,我算了一下午找到了规则,记录一下。

首先在电脑网页上查看了贵州茅台的数据,列了出来,加星号的为返回来的字段,按照猜想计算:
贵州茅台600519.SH
序号        时间*        价格*        均价                 累计成交量*        当前成交量
1        9:30                 2000        2000                          925                925
2        9:31                1981.01        1994.31           1321        396
3        9:32                1984.88        1991.98              1754                433
4        9:33                1980.03        1990.34                2033                279
5        9:34            1988.98        1990.21              2243                210
6        9:35                1979.03        1988.34                2694                451

1. 当前成交量
最好验证的是当前成交量(最后一列)
当前成交量 = 累计成交量 - 上一时间点累计成交量

9:30刚开盘,是第一次成交,当前成交量就是累计成交量,即表中的925
9:31过了1分钟后,成交量 = 1321-925=369
以此类推……
2. 平均价
开盘第一个节点的平均值=当前价格
其实第一个节点平均值 = 当前成交价×当前成交量÷当前成交量
即:2000×925÷925 = 2000。
平均价=当前总成交额 (累计成交额)÷总成交量
总成交额 = 当前成交价×当前成交量+之前累计成交额
以9:31节点为例:
average = ÷ 1321 = 1944.307312 ≈ 1944.31
取两位小数四舍五入为1944.31,结果正是表格中看到的数值,计算公式得到验证,之后的以此类推。


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