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腾讯股票接口API(4):计算分时线平均值

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發表於 2023-4-18 08:14:54 | 只看該作者 回帖獎勵 |倒序瀏覽 |閱讀模式
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:
  1. {"code":0,"msg":"","data":{"sh600519":{"data":{"data":["0930 2000.00 925","0931 1981.01 1321","0932 1984.88 1754","0933 1980.03 2033","0934 1988.98 2243","0935 1979.03 2694","0936 1981.01 3102","0937 1984.50 3430","0938 1982.97 3542","0939 1987.69 3709","0940 1991.88 3959","0941 1994.94 4240","0942 2000.01 4499","0943 2003.02 4781","0944 2002.06 5038","0945 1999.98 5260","0946 1999.01 5390","0947 1999.00 5469","0948 1999.86 5683","0949 2000.00 5987","0950 2008.00 6186","0951 2014.99 6487","0952 2013.90 6643","0953 2014.00 6830","0954 2012.00 6985","0955 2014.81 7153","0956 2018.99 7374","0957 2022.00 7666","0958 2024.25 8011","0959 2032.00 8418","1000 2035.00 8841","1001 2032.99 9305","1002 2030.15 9562","1003 2033.24 9751","1004 2031.90 9931","1005 2028.80 10140","1006 2024.00 10311","1007 2026.55 10568","1008 2028.80 10794","1009 2023.10 10921","1010 2029.99 11129","1011 2028.53 11326","1012 2028.05 11496","1013 2028.01 11694","1014 2033.94 11881","1015 2037.00 12169","1016 2039.59 12502","1017 2037.00 12851","1018 2036.50 13010","1019 2036.45 13171","1020 2038.00 13457","1021 2039.86 13700","1022 2040.74 14107","1023 2038.91 14506","1024 2038.08 14773","1025 2036.00 15021","1026 2032.20 15189","1027 2034.91 15308","1028 2035.98 15442","1029 2038.00 15594","1030 2039.00 15712","1031 2041.00 15915","1032 2042.77 16068","1033 2045.26 16301","1034 2045.30 16524","1035 2046.00 16703","1036 2049.00 16941","1037 2049.00 17293","1038 2045.30 17514","1039 2043.63 17646","1040 2047.00 17759","1041 2045.31 17836","1042 2048.00 17929","1043 2046.01 18059","1044 2048.00 18173","1045 2046.00 18270","1046 2043.50 18447","1047 2036.63 18659","1048 2035.51 18798","1049 2035.51 18980","1050 2036.00 19124","1051 2037.07 19194","1052 2040.00 19283","1053 2040.80 19331","1054 2036.00 19439","1055 2031.98 19569","1056 2032.00 19649","1057 2032.99 19695","1058 2031.13 19761","1059 2030.11 19832","1100 2028.00 20048","1101 2032.03 20143","1102 2028.13 20228","1103 2030.00 20313","1104 2035.00 20369","1105 2033.00 20436","1106 2028.00 20501","1107 2028.03 20561","1108 2028.37 20614","1109 2029.01 20649","1110 2030.03 20724","1111 2029.12 20764","1112 2025.00 20899","1113 2023.15 20994","1114 2023.66 21048","1115 2025.00 21074","1116 2026.11 21109","1117 2024.61 21144","1118 2020.75 21257","1119 2021.01 21309","1120 2022.00 21354","1121 2021.98 21392","1122 2023.09 21430","1123 2027.99 21471","1124 2023.00 21519","1125 2022.31 21575","1126 2022.31 21655","1127 2022.04 21710","1128 2024.40 21762","1129 2027.58 21819","1130 2027.58 21819","1300 2026.01 21973","1301 2026.00 22004","1302 2025.09 22043","1303 2026.19 22071","1304 2028.00 22111","1305 2024.97 22200","1306 2025.00 22268","1307 2025.46 22302","1308 2026.81 22323","1309 2027.48 22340","1310 2027.50 22416","1311 2027.00 22457","1312 2025.09 22493","1313 2025.10 22524","1314 2023.00 22639","1315 2020.09 22743","1316 2020.09 22821","1317 2021.26 22849","1318 2023.11 22870","1319 2022.00 22917","1320 2020.00 23044","1321 2020.32 23113","1322 2027.00 23220","1323 2025.08 23239","1324 2026.89 23276","1325 2027.00 23302","1326 2026.94 23320","1327 2029.96 23506","1328 2029.99 23558","1329 2030.00 23583","1330 2028.10 23628","1331 2027.00 23657","1332 2029.90 23692","1333 2030.46 23735","1334 2030.03 23761","1335 2029.90 23804","1336 2029.21 23839","1337 2029.02 23868","1338 2031.00 23918","1339 2032.12 23973","1340 2034.98 24008","1341 2036.00 24097","1342 2035.77 24149","1343 2031.98 24209","1344 2033.00 24242","1345 2033.85 24273","1346 2033.87 24300","1347 2036.91 24336","1348 2038.88 24408","1349 2041.77 24527","1350 2042.66 24663","1351 2043.00 24918","1352 2042.01 25099","1353 2042.10 25182","1354 2041.78 25287","1355 2039.62 25376","1356 2038.12 25444","1357 2038.51 25510","1358 2039.00 25557","1359 2039.00 25599","1400 2041.19 25699","1401 2038.00 25901","1402 2033.00 26034","1403 2034.12 26079","1404 2035.50 26135","1405 2030.20 26253","1406 2032.96 26396","1407 2030.40 26505","1408 2033.01 26580","1409 2035.00 26628","1410 2039.00 26802","1411 2039.88 26869","1412 2038.00 26915","1413 2037.07 26996","1414 2036.00 27082","1415 2036.48 27134","1416 2038.33 27197","1417 2039.98 27327","1418 2039.00 27522","1419 2035.00 27594","1420 2032.15 27730","1421 2035.10 27773","1422 2032.93 27850","1423 2034.10 27873","1424 2038.00 27917","1425 2037.88 27954","1426 2036.10 28041","1427 2037.88 28077","1428 2036.10 28146","1429 2036.07 28275","1430 2038.97 28321","1431 2039.86 28450","1432 2040.02 28635","1433 2040.89 28726","1434 2038.98 28935","1435 2035.00 29044","1436 2035.00 29109","1437 2034.34 29162","1438 2034.10 29277","1439 2034.37 29364","1440 2030.10 29514","1441 2031.00 29638","1442 2031.88 29705","1443 2032.00 29730","1444 2033.90 29768","1445 2034.97 29812","1446 2034.00 29857","1447 2033.00 29903","1448 2030.10 30005","1449 2030.03 30120","1450 2031.13 30227","1451 2030.99 30308","1452 2030.01 30498","1453 2030.07 30596","1454 2030.02 30748","1455 2030.48 30845","1456 2030.49 30957","1457 2030.35 30960","1458 2030.35 30960","1459 2030.35 30960","1500 2030.36 31375"],"date":"20210317"},"qt":{"sh600519":["1","\u8d35\u5dde\u8305\u53f0","600519","2030.36","2010.50","2000.00","31375","14519","16856","2030.36","57","2030.35","16","2030.34","1","2030.33","1","2030.31","9","2030.37","1","2030.39","1","2030.44","1","2030.46","1","2030.48","1","","20210317152415","19.86","0.99","2050.00","1976.01","2030.36\/31375\/6352656523","31375","635266","0.25","57.21","","2050.00","1976.01","3.68","25505.34","25505.34","17.18","2211.55","1809.45","0.64","79","2024.75","56.55","61.90","","","1.08","635265.6523","0.0000","0"," ","GP-A","1.62","","0.84","30.03","25.68"],"market":["2021-03-17 15:24:02|HK_open_\u4ea4\u6613\u4e2d|SH_close_\u5df2\u6536\u76d8|SZ_close_\u5df2\u6536\u76d8|US_close_\u672a\u5f00\u76d8|SQ_close_\u5df2\u4f11\u5e02|DS_close_\u5df2\u4f11\u5e02|ZS_close_\u5df2\u4f11\u5e02|NEWSH_close_\u5df2\u6536\u76d8|NEWSZ_close_\u5df2\u6536\u76d8|NEWHK_open_\u4ea4\u6613\u4e2d|NEWUS_close_\u672a\u5f00\u76d8|REPO_open_\u4ea4\u6613\u4e2d|UK_close_\u672a\u5f00\u76d8|KCB_open_\u76d8\u540e\u4ea4\u6613\u4e2d|IT_close_\u76d8\u524d\u4ea4\u6613|MY_open_\u4ea4\u6613\u4e2d|EU_close_\u672a\u5f00\u76d8|AH_open_\u4ea4\u6613\u4e2d|DE_close_\u672a\u5f00\u76d8|JW_open_\u4ea4\u6613\u4e2d|CYB_open_\u76d8\u540e\u4ea4\u6613\u4e2d|USA_close_\u672a\u5f00\u76d8|USB_close_\u672a\u5f00\u76d8"],"zjlx":["sh600519","586945.00","595877.00","-8932.00","-1.41","48320.97","39389.38","8931.59","1.41","635265.97","3995571.0","4061600.0","\u8d35\u5dde\u8305\u53f0","20210317","20210316^554781.00^549393.00","20210315^933319.00^1003224.00","20210312^813402.00^812756.00","20210311^1107124.00^1100350.00"]},"mx_price":{"price":"","mx":""}}}}
複製代碼
数据很多,我们把每分钟的节点单独拿出来分析
  1. [
  2. "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
  3. "0931 1981.01 1321"// 这里每个字段指的是上午9:31……
  4. ]
複製代碼
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 = [1981.01 ×(1321 - 925)+ 2000 × 925] ÷ 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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