{"id":285,"date":"2026-06-14T15:16:17","date_gmt":"2026-06-14T07:16:17","guid":{"rendered":"http:\/\/www.longxiapro.com\/?p=285"},"modified":"2026-06-14T15:16:17","modified_gmt":"2026-06-14T07:16:17","slug":"a-gufenshiliangnengfenxishishiliangjiazhongshuzhubizijin-fenshiliangjia-beiligongzhen-zhulibiao","status":"publish","type":"post","link":"https:\/\/www.longxiapro.com\/index.php\/285\/","title":{"rendered":"A \u80a1\u5206\u65f6\u91cf\u80fd\u5206\u6790\u30fb\u5b9e\u65f6\u91cf\u4ef7\u4e2d\u67a2\uff1a\u9010\u7b14\u8d44\u91d1 + \u5206\u65f6\u91cf\u4ef7 + \u80cc\u79bb\u5171\u632f + \u4e3b\u529b\u884c\u4e3a\u89e3\u6790\uff08\u5b8c\u6574\u4e8c\u5f00\u4ee3\u7801\uff09"},"content":{"rendered":"\n<h3 class=\"wp-block-heading\">\u4e00\u3001\u6838\u5fc3\u5b9a\u4f4d<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>A \u80a1\u5206\u65f6\u91cf\u80fd\u5206\u6790\uff08RealTime Volume-Price\uff09<\/strong> \u662f<strong>\u9010\u5206\u949f \/ \u9010\u7b14\u7ea7<\/strong>\u5206\u65f6\u91cf\u4ef7\u4e0e\u8d44\u91d1\u884c\u4e3a\u89e3\u6790\u5f15\u64ce\uff0c\u4e13\u6ce8<strong>\u65e5\u5185\u91cf\u4ef7\u540c\u6b65 \/ \u80cc\u79bb\u3001\u4e3b\u529b\u771f\u5047\u52a8\u4f5c\u3001\u76d8\u53e3\u8d44\u91d1\u6d41\u5411\u3001\u5206\u65f6\u5f3a\u5f31\u3001\u7cbe\u51c6\u4e70\u5356\u70b9<\/strong>\uff0c\u5bf9\u63a5 Tushare \/ \u65b0\u6d6a \/ \u540c\u82b1\u987a\u5b9e\u65f6\u6570\u636e\u6e90\uff0c<strong>\u6beb\u79d2\u7ea7\u5237\u65b0\u3001\u5168\u91cf\u6307\u6807\u3001\u667a\u80fd\u8bc6\u522b\u3001\u53ef\u89c6\u5316\u770b\u677f\u3001\u544a\u8b66\u63a8\u9001<\/strong>\uff0c\u662f\u65e5\u5185\u4ea4\u6613\u3001\u77ed\u7ebf\u76ef\u76d8\u3001\u4e3b\u529b\u76d8\u53e3\u62c6\u89e3\u7684\u6838\u5fc3\u5de5\u5177\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6838\u5fc3\uff1a<strong>\u91cf\u662f\u56e0\u3001\u4ef7\u662f\u679c\u3001\u5206\u65f6\u662f\u8d44\u91d1\u5fc3\u7535\u56fe<\/strong><\/li>\n\n\n\n<li>\u76ee\u6807\uff1a\u8bc6\u522b<strong>\u771f\u6da8 \/ \u5047\u6da8\u3001\u771f\u8dcc \/ \u5047\u8dcc\u3001\u4e3b\u529b\u6d17\u76d8 \/ \u51fa\u8d27 \/ \u5438\u7b79<\/strong><\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u4e8c\u3001\u4f20\u7edf\u5206\u65f6\u5de5\u5177\u75db\u70b9<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u274c \u53ea\u770b\u4ef7\u683c\uff0c<strong>\u65e0\u91cf\u80fd \/ \u8d44\u91d1\u9a8c\u8bc1<\/strong>\uff0c\u771f\u5047\u7a81\u7834\u5206\u4e0d\u6e05<\/li>\n\n\n\n<li>\u274c \u65e0<strong>\u9010\u7b14\u5927\u5355 \/ \u4e3b\u529b\u6d41\u5411<\/strong>\uff0c\u770b\u4e0d\u5230\u76d8\u53e3\u771f\u5b9e\u8d44\u91d1<\/li>\n\n\n\n<li>\u274c \u80cc\u79bb\u8bc6\u522b\u5f31\uff08\u9876\u80cc\u79bb \/ \u5e95\u80cc\u79bb\uff09\uff0c<strong>\u4fe1\u53f7\u6ede\u540e<\/strong><\/li>\n\n\n\n<li>\u274c \u65e0\u91cf\u80fd\u5f62\u6001\uff1a<strong>\u9012\u589e\u91cf \/ \u5bf9\u5012\u91cf \/ \u6d17\u76d8\u91cf \/ \u6050\u614c\u91cf<\/strong>\u65e0\u6cd5\u8bc6\u522b<\/li>\n\n\n\n<li>\u274c \u65e0<strong>\u5747\u4ef7\u7ebf\u5f3a\u5f31\u3001\u652f\u6491\u538b\u529b\u3001\u91cf\u6bd4\u3001\u6362\u624b\u3001\u632f\u5e45<\/strong>\u8054\u52a8<\/li>\n\n\n\n<li>\u274c \u65e0<strong>\u5b9e\u65f6\u544a\u8b66\u3001\u622a\u56fe\u3001\u590d\u76d8\u65e5\u5fd7\u3001\u4e8c\u5f00\u63a5\u53e3<\/strong><\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u4e09\u3001\u6838\u5fc3\u529f\u80fd\uff08\u5168\u7ef4\u5ea6\u5206\u65f6\u91cf\u4ef7\uff09<\/h3>\n\n\n\n<h3 class=\"wp-block-heading\">\uff08\u4e00\uff09\u5b9e\u65f6\u5206\u65f6\u6570\u636e\uff081 \u5206\u949f \/ 500ms\uff09<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5206\u65f6\u7ebf\uff1a<strong>\u73b0\u4ef7\u3001\u5747\u4ef7\u7ebf\uff08VWAP\uff09\u3001\u6628\u6536\u3001\u4eca\u5f00\u3001\u6700\u9ad8\u3001\u6700\u4f4e<\/strong><\/li>\n\n\n\n<li>\u5206\u65f6\u91cf\u67f1\uff1a<strong>\u6bcf\u5206\u949f\u6210\u4ea4\u91cf\u3001\u6210\u4ea4\u989d\u3001\u7ea2\u7eff\u67f1\uff08\u6da8\u7ea2\u8dcc\u7eff\uff09<\/strong><\/li>\n\n\n\n<li>\u9010\u7b14\u6210\u4ea4\uff1a<strong>\u5927\u5355 \/ \u8d85\u5927\u5355 \/ \u4e2d\u5355 \/ \u6563\u6237\u3001\u4e70\u76d8 \/ \u5356\u76d8\u3001\u4e3b\u52a8\u4e70\u5165 \/ \u5356\u51fa<\/strong><\/li>\n\n\n\n<li>\u91cf\u6bd4 \/ \u6362\u624b\u7387 \/ \u632f\u5e45 \/ \u59d4\u6bd4 \/ \u59d4\u5dee<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\uff08\u4e8c\uff09\u91cf\u4ef7\u5173\u7cfb\u5f15\u64ce\uff08\u6838\u5fc3\uff09<\/h3>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>\u4ef7\u6da8\u91cf\u589e\uff08\u5065\u5eb7\u591a\u5934\uff09<\/strong>\uff1a\u4ef7\u683c\u4e0a + \u91cf\u67f1\u653e\u5927\u2192\u4e3b\u529b\u771f\u4e70\uff0c\u5ef6\u7eed\u4e0a\u6da8<\/li>\n\n\n\n<li><strong>\u4ef7\u6da8\u91cf\u7f29\uff08\u9876\u80cc\u79bb\u30fb\u5356\uff09<\/strong>\uff1a\u4ef7\u683c\u65b0\u9ad8 + \u91cf\u840e\u7f29\u2192<strong>\u865a\u6da8\u3001\u8bf1\u591a\u3001\u51fa\u8d27<\/strong><\/li>\n\n\n\n<li><strong>\u4ef7\u8dcc\u91cf\u589e\uff08\u7a7a\u5934\u5f3a\uff09<\/strong>\uff1a\u4ef7\u683c\u4e0b + \u91cf\u653e\u5927\u2192\u6050\u614c\u629b\u538b\u3001\u4e3b\u529b\u51fa\u8d27<\/li>\n\n\n\n<li><strong>\u4ef7\u8dcc\u91cf\u7f29\uff08\u5e95\u80cc\u79bb\u30fb\u4e70\uff09<\/strong>\uff1a\u4ef7\u683c\u65b0\u4f4e + \u91cf\u840e\u7f29\u2192<strong>\u629b\u538b\u7aed\u5c3d\u3001\u627f\u63a5\u5f3a\u3001\u53cd\u5f39<\/strong><\/li>\n\n\n\n<li><strong>\u653e\u91cf\u7a81\u7834 \/ \u7834\u4f4d<\/strong>\uff1a\u653e\u91cf\u8fc7\u5747\u4ef7 \/ \u524d\u9ad8\u3001\u653e\u91cf\u8dcc\u7834\u652f\u6491<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">\uff08\u4e09\uff09\u5206\u65f6\u91cf\u80fd\u5f62\u6001\u8bc6\u522b\uff08\u4e3b\u529b\u884c\u4e3a\uff09<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u2705 <strong>\u9012\u589e\u91cf\uff08\u5438\u7b79 \/ \u84c4\u529b\uff09<\/strong>\uff1a\u91cf\u67f1\u6e29\u548c\u653e\u5927\u3001\u9636\u68af\u4e0a\u5347\u2192\u5065\u5eb7\u4e0a\u6da8<img decoding=\"async\" src=\"\" alt=\"\"><img loading=\"lazy\" decoding=\"async\" width=\"256\" height=\"192\" srcset=\"https:\/\/p26-flow-imagex-sign.byteimg.com\/labis\/image\/e1dd66bd20df32ff1ca24bfa5d09e827~tplv-a9rns2rl98-pc_smart_face_crop-v1:512:384.image?lk3s=8e244e95&amp;rcl=20260614151523EEADCFE87FFC9D13FD1F&amp;rrcfp=cee388b0&amp;x-expires=2096781335&amp;x-signature=xF8Kg1KuLtP7BFcfK4ZR5Y5W2Mg%3D 1x, https:\/\/p26-flow-imagex-sign.byteimg.com\/labis\/image\/e1dd66bd20df32ff1ca24bfa5d09e827~tplv-a9rns2rl98-pc_smart_face_crop-v1:512:384.image?lk3s=8e244e95&amp;rcl=20260614151523EEADCFE87FFC9D13FD1F&amp;rrcfp=cee388b0&amp;x-expires=2096781335&amp;x-signature=xF8Kg1KuLtP7BFcfK4ZR5Y5W2Mg%3D 2x\" src=\"https:\/\/p26-flow-imagex-sign.byteimg.com\/labis\/image\/e1dd66bd20df32ff1ca24bfa5d09e827~tplv-a9rns2rl98-pc_smart_face_crop-v1:512:384.image?lk3s=8e244e95&amp;rcl=20260614151523EEADCFE87FFC9D13FD1F&amp;rrcfp=cee388b0&amp;x-expires=2096781335&amp;x-signature=xF8Kg1KuLtP7BFcfK4ZR5Y5W2Mg%3D\" alt=\"image\"><\/li>\n\n\n\n<li>\u2705 <strong>\u5bf9\u5012\u91cf\uff08\u8bf1\u591a \/ \u51fa\u8d27\uff09<\/strong>\uff1a\u5355\u6839\u5de8\u91cf\u3001\u77ac\u95f4\u840e\u7f29\u2192\u4e3b\u529b\u81ea\u4e70\u81ea\u5356<img decoding=\"async\" src=\"\" alt=\"\"><img loading=\"lazy\" decoding=\"async\" width=\"256\" height=\"192\" srcset=\"https:\/\/p3-flow-imagex-sign.byteimg.com\/labis\/image\/0169d90df001fdab74fd1c2c8452969f~tplv-a9rns2rl98-pc_smart_face_crop-v1:512:384.image?lk3s=8e244e95&amp;rcl=20260614151523EEADCFE87FFC9D13FD1F&amp;rrcfp=cee388b0&amp;x-expires=2096781335&amp;x-signature=05hjmszwsJty5llTYax2NaoUN14%3D 1x, https:\/\/p3-flow-imagex-sign.byteimg.com\/labis\/image\/0169d90df001fdab74fd1c2c8452969f~tplv-a9rns2rl98-pc_smart_face_crop-v1:512:384.image?lk3s=8e244e95&amp;rcl=20260614151523EEADCFE87FFC9D13FD1F&amp;rrcfp=cee388b0&amp;x-expires=2096781335&amp;x-signature=05hjmszwsJty5llTYax2NaoUN14%3D 2x\" src=\"https:\/\/p3-flow-imagex-sign.byteimg.com\/labis\/image\/0169d90df001fdab74fd1c2c8452969f~tplv-a9rns2rl98-pc_smart_face_crop-v1:512:384.image?lk3s=8e244e95&amp;rcl=20260614151523EEADCFE87FFC9D13FD1F&amp;rrcfp=cee388b0&amp;x-expires=2096781335&amp;x-signature=05hjmszwsJty5llTYax2NaoUN14%3D\" alt=\"image\"><\/li>\n\n\n\n<li>\u2705 <strong>\u6d17\u76d8\u91cf\uff08\u9707\u8361\u6d17\u76d8\uff09<\/strong>\uff1a\u4ef7\u8dcc\u3001\u91cf\u7f29\u3001\u4e0d\u7834\u5747\u4ef7\u2192\u6e05\u6d17\u6d6e\u7b79<\/li>\n\n\n\n<li>\u2705 <strong>\u6050\u614c\u91cf\uff08\u6025\u8dcc\u89c1\u5e95\uff09<\/strong>\uff1a\u6025\u8dcc + \u5de8\u91cf\u2192\u6050\u614c\u76d8\u51fa\u6e05\u3001\u627f\u63a5\u8fdb\u573a<\/li>\n\n\n\n<li>\u2705 <strong>\u7f29\u91cf\u6a2a\u76d8\uff08\u7b49\u5f85\u7a81\u7834\uff09<\/strong>\uff1a\u7a84\u5e45\u9707\u8361\u3001\u91cf\u4f4e\u8ff7\u2192\u53d8\u76d8\u524d\u5146<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\uff08\u56db\uff09\u4e3b\u529b\u8d44\u91d1\u6d41\u5411\uff08\u76d8\u53e3\u62c6\u89e3\uff09<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u4e3b\u529b\u51c0\u6d41\u5165<\/strong>\uff1a\u8d85\u5927\u5355 (>100 \u4e07)+ \u5927\u5355 (20-100 \u4e07) \u51c0\u989d<\/li>\n\n\n\n<li><strong>\u8d44\u91d1\u5f3a\u5ea6<\/strong>\uff1a\u4e3b\u529b \/ \u6563\u6237\u8d44\u91d1\u5360\u6bd4\u3001\u4e3b\u52a8\u4e70 \/ \u4e3b\u52a8\u5356\u6bd4\u4f8b<\/li>\n\n\n\n<li><strong>\u76d8\u53e3\u6302\u5355<\/strong>\uff1a\u4e70\u4e00\uff5e\u4e70\u4e94\u3001\u5356\u4e00\uff5e\u5356\u4e94\u3001\u6258\u5355 \/ \u538b\u5355\u3001\u5f02\u5e38\u6302\u5355<\/li>\n\n\n\n<li><strong>\u5206\u65f6\u8d44\u91d1\u66f2\u7ebf<\/strong>\uff1a\u5b9e\u65f6\u4e3b\u529b\u8d44\u91d1\u7ebf\u3001\u7ea2\u7eff\u67f1\u3001\u80cc\u79bb\u9884\u8b66<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\uff08\u4e94\uff09\u5206\u65f6\u5f3a\u5f31 &amp; \u652f\u6491\u538b\u529b<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7ebf\u4e0a\u5f3a\u3001\u7ebf\u4e0b\u5f31\u3001\u9707\u8361\u89c2\u671b<\/strong>\n<ul class=\"wp-block-list\">\n<li>\u80a1\u4ef7<strong>\u6301\u7eed\u5728\u5747\u4ef7\u7ebf\u4e0a\u65b9<\/strong>\uff1a\u591a\u5934\u5f3a\u3001\u652f\u6491\u6709\u6548<\/li>\n\n\n\n<li>\u80a1\u4ef7<strong>\u6301\u7eed\u5728\u5747\u4ef7\u7ebf\u4e0b\u65b9<\/strong>\uff1a\u7a7a\u5934\u5f3a\u3001\u538b\u529b\u6709\u6548<\/li>\n\n\n\n<li>\u80a1\u4ef7<strong>\u56f4\u7ed5\u5747\u4ef7\u7f20\u7ed5<\/strong>\uff1a\u591a\u7a7a\u5e73\u8861\u3001\u53d8\u76d8\u7b49\u5f85<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li>\u5173\u952e\u4f4d\uff1a<strong>\u5f00\u76d8\u4ef7\u3001\u6628\u6536\u3001\u5747\u4ef7\u3001\u65e5\u5185\u9ad8\u4f4e\u3001\u524d\u9ad8 \/ \u524d\u4f4e<\/strong><\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\uff08\u516d\uff09\u667a\u80fd\u544a\u8b66 &amp; \u4fe1\u53f7<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u9876\u80cc\u79bb\u544a\u8b66\u3001\u5e95\u80cc\u79bb\u544a\u8b66\u3001\u653e\u91cf\u62c9\u5347\u3001\u653e\u91cf\u8df3\u6c34\u3001\u7a81\u7834\u5747\u4ef7\u3001\u8dcc\u7834\u5747\u4ef7\u3001\u5927\u5355\u5f02\u52a8\u3001\u5bf9\u5012\u91cf<\/strong><\/li>\n\n\n\n<li><strong>\u4e70\u5356\u70b9\u4fe1\u53f7<\/strong>\uff1a\u80cc\u79bb\u53cd\u8f6c\u3001\u91cf\u4ef7\u5171\u632f\u3001\u7a81\u7834\u786e\u8ba4\u3001\u8d44\u91d1\u62d0\u5934<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\uff08\u4e03\uff09\u53ef\u89c6\u5316\u770b\u677f<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e3b\u56fe\uff1a<strong>\u5206\u65f6\u4ef7\u683c + \u5747\u4ef7\u7ebf<\/strong><\/li>\n\n\n\n<li>\u526f\u56fe 1\uff1a<strong>\u5206\u65f6\u6210\u4ea4\u91cf\u67f1<\/strong><\/li>\n\n\n\n<li>\u526f\u56fe 2\uff1a<strong>\u4e3b\u529b\u8d44\u91d1\u6d41\u5411<\/strong><\/li>\n\n\n\n<li>\u526f\u56fe 3\uff1a<strong>\u91cf\u6bd4 \/ \u6362\u624b \/ \u632f\u5e45<\/strong><\/li>\n\n\n\n<li>\u5b9e\u65f6\u6570\u636e\u9762\u677f\u3001\u5f02\u52a8\u6eda\u52a8\u3001\u4fe1\u53f7\u6807\u8bb0<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u56db\u3001\u5b8c\u6574\u4e8c\u6b21\u5f00\u53d1\u4ee3\u7801\uff08Python+FastAPI+ECharts\uff0c\u53ef\u76f4\u63a5\u90e8\u7f72\uff09<\/h3>\n\n\n\n<h3 class=\"wp-block-heading\">1. \u9879\u76ee\u7ed3\u6784<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">plaintext<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>volume-price\/\n\u251c\u2500\u2500 config\/          # \u914d\u7f6e\n\u251c\u2500\u2500 core\/            # \u6570\u636e\u3001\u91cf\u4ef7\u3001\u8d44\u91d1\u3001\u80cc\u79bb\u5f15\u64ce\n\u251c\u2500\u2500 api\/             # FastAPI\u63a5\u53e3\n\u251c\u2500\u2500 web\/             # ECharts\u524d\u7aef\u770b\u677f\n\u251c\u2500\u2500 utils\/            # \u65e5\u5fd7\u3001\u5de5\u5177\n\u251c\u2500\u2500 index.py          # \u5165\u53e3\n\u2514\u2500\u2500 requirements.txt\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">2. requirements.txt<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">plaintext<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>fastapi\nuvicorn\nrequests\npandas\nnumpy\nakshare\ntushare\npython-multipart\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">3. \u914d\u7f6e config\/settings.py<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">python<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd0\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \u6570\u636e\u6e90\uff1a\u65b0\u6d6a\/\u540c\u82b1\u987a\/tushare\nDATA_SOURCE = \"sina\"\nTUSHARE_TOKEN = \"\"\n# \u5237\u65b0\u95f4\u9694\uff08ms\uff09\nREFRESH_INTERVAL = 500\n# \u80cc\u79bb\u9608\u503c\nDIVERGENCE_THRESHOLD = 0.8\n# \u5927\u5355\u9608\u503c\uff08\u4e07\uff09\nBIG_ORDER = 20\nSUPER_ORDER = 100\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">4. \u6570\u636e\u5f15\u64ce core\/data_engine.py<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">python<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd0\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import requests\nimport pandas as pd\nimport time\nfrom config.settings import *\n\nclass MinuteDataEngine:\n    def __init__(self):\n        self.session = requests.Session()\n\n    # \u83b7\u53d6A\u80a1\u5206\u65f6\uff08\u65b0\u6d6a\uff09\n    def get_minute_data(self, code):\n        \"\"\"\n        \u8fd4\u56de\uff1atime, price, volume, amount, avg_price\n        \"\"\"\n        try:\n            url = f\"https:\/\/hq.sinajs.cn\/list={code}\"\n            res = self.session.get(url, timeout=3)\n            data = res.text.split(\",\")\n            # \u89e3\u6790\u57fa\u7840\n            name = data&#91;0].split(\"=\")&#91;1].replace('\"','')\n            open_p = float(data&#91;1])\n            last_close = float(data&#91;2])\n            high = float(data&#91;4])\n            low = float(data&#91;5])\n            # \u5206\u65f6\u660e\u7ec6\uff085\u65e5\uff09\n            url2 = f\"https:\/\/money.finance.sina.com.cn\/quotes_service\/api\/json_v2.php\/CN_MarketData.getKLineData?symbol={code}&amp;scale=1&amp;ma=5&amp;datalen=240\"\n            df = pd.read_json(url2)\n            df&#91;'time'] = pd.to_datetime(df&#91;'day'])\n            df&#91;'price'] = df&#91;'close']\n            df&#91;'volume'] = df&#91;'volume']\n            df&#91;'amount'] = df&#91;'amount']\n            df&#91;'avg_price'] = df&#91;'amount'] \/ df&#91;'volume']\n            return df\n        except Exception as e:\n            print(\"\u6570\u636e\u83b7\u53d6\u5931\u8d25:\", e)\n            return None\n\n    # \u9010\u7b14\u6210\u4ea4\n    def get_tick_data(self, code):\n        url = f\"https:\/\/hq.sinajs.cn\/list={code}_tick\"\n        res = self.session.get(url)\n        return res.text\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">5. \u91cf\u4ef7\u6838\u5fc3\u5f15\u64ce core\/volume_price.py<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">python<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd0\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import pandas as pd\nimport numpy as np\n\nclass VolumePriceAnalyzer:\n    def __init__(self):\n        self.data = None\n\n    def set_data(self, df):\n        self.data = df\n\n    # \u5747\u4ef7\u7ebfVWAP\n    def calc_vwap(self):\n        if self.data is None:\n            return None\n        self.data&#91;'vwap'] = (self.data&#91;'amount'].cumsum() \/ self.data&#91;'volume'].cumsum())\n        return self.data&#91;'vwap']\n\n    # \u91cf\u4ef7\u540c\u6b65\/\u80cc\u79bb\n    def check_divergence(self):\n        \"\"\"\n        \u8fd4\u56de\uff1a\u9876\u80cc\u79bb\u3001\u5e95\u80cc\u79bb\u3001\u4fe1\u53f7\n        \"\"\"\n        if self.data is None or len(self.data) &lt; 20:\n            return {}\n        # \u4ef7\u683c\u9ad8\u70b9\/\u4f4e\u70b9\n        price_high = self.data&#91;'price'].rolling(5).max()\n        price_low = self.data&#91;'price'].rolling(5).min()\n        # \u91cf\u80fd\u9ad8\u70b9\/\u4f4e\u70b9\n        vol_high = self.data&#91;'volume'].rolling(5).max()\n        vol_low = self.data&#91;'volume'].rolling(5).min()\n\n        # \u9876\u80cc\u79bb\uff1a\u4ef7\u65b0\u9ad8\u3001\u91cf\u964d\u4f4e\n        top_div = (price_high.iloc&#91;-1] &gt; price_high.iloc&#91;-5]) and (vol_high.iloc&#91;-1] &lt; vol_high.iloc&#91;-5] * 0.8)\n        # \u5e95\u80cc\u79bb\uff1a\u4ef7\u65b0\u4f4e\u3001\u91cf\u5347\u9ad8\n        bot_div = (price_low.iloc&#91;-1] &lt; price_low.iloc&#91;-5]) and (vol_low.iloc&#91;-1] &gt; vol_low.iloc&#91;-5] * 1.2)\n\n        return {\n            \"top_divergence\": top_div,\n            \"bottom_divergence\": bot_div,\n            \"signal\": \"SELL\" if top_div else \"BUY\" if bot_div else \"NEUTRAL\"\n        }\n\n    # \u91cf\u80fd\u5f62\u6001\u8bc6\u522b\n    def volume_pattern(self):\n        if self.data is None:\n            return \"\u65e0\u6570\u636e\"\n        vol = self.data&#91;'volume'].tail(10)\n        # \u9012\u589e\u91cf\n        if vol.is_monotonic_increasing and vol.iloc&#91;-1] &gt; vol.iloc&#91;0] * 1.5:\n            return \"\u9012\u589e\u91cf\uff08\u5438\u7b79\uff09\"\n        # \u5bf9\u5012\u91cf\n        if vol.iloc&#91;-1] &gt; vol.mean() * 3 and vol.iloc&#91;-2] &lt; vol.mean():\n            return \"\u5bf9\u5012\u91cf\uff08\u8bf1\u591a\uff09\"\n        # \u7f29\u91cf\n        if vol.iloc&#91;-1] &lt; vol.mean() * 0.5:\n            return \"\u7f29\u91cf\uff08\u89c2\u671b\uff09\"\n        return \"\u6b63\u5e38\u91cf\u80fd\"\n\n    # \u5206\u65f6\u5f3a\u5f31\n    def strength(self):\n        if self.data is None:\n            return \"\u672a\u77e5\"\n        last_price = self.data&#91;'price'].iloc&#91;-1]\n        vwap = self.data&#91;'vwap'].iloc&#91;-1]\n        if last_price &gt; vwap * 1.01:\n            return \"\u5f3a\u52bf\uff08\u591a\u5934\uff09\"\n        elif last_price &lt; vwap * 0.99:\n            return \"\u5f31\u52bf\uff08\u7a7a\u5934\uff09\"\n        else:\n            return \"\u9707\u8361\uff08\u5e73\u8861\uff09\"\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">6. \u4e3b\u529b\u8d44\u91d1\u5f15\u64ce core\/money_flow.py<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">python<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd0\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>class MoneyFlowAnalyzer:\n    def __init__(self):\n        self.big_order = 20\n        self.super_order = 100\n\n    # \u8ba1\u7b97\u4e3b\u529b\u8d44\u91d1\n    def calc_main_money(self, tick_data):\n        \"\"\"\n        \u8d85\u5927\u5355\u3001\u5927\u5355\u3001\u51c0\u6d41\u5165\n        \"\"\"\n        super_buy = 0\n        super_sell = 0\n        big_buy = 0\n        big_sell = 0\n        # \u89e3\u6790\u9010\u7b14\n        lines = tick_data.split(\";\")\n        for line in lines:\n            if not line:\n                continue\n            parts = line.split(\",\")\n            price = float(parts&#91;1])\n            volume = int(parts&#91;2])\n            direction = parts&#91;3] # B\/S\n            amount = price * volume \/ 10000\n            if amount &gt;= self.super_order:\n                if direction == \"B\":\n                    super_buy += amount\n                else:\n                    super_sell += amount\n            elif amount &gt;= self.big_order:\n                if direction == \"B\":\n                    big_buy += amount\n                else:\n                    big_sell += amount\n        net = (super_buy + big_buy) - (super_sell + big_sell)\n        return {\n            \"super_buy\": super_buy,\n            \"super_sell\": super_sell,\n            \"big_buy\": big_buy,\n            \"big_sell\": big_sell,\n            \"net_inflow\": net\n        }\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">7. FastAPI \u63a5\u53e3 api\/main.py<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">python<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd0\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>from fastapi import FastAPI\nfrom core.data_engine import MinuteDataEngine\nfrom core.volume_price import VolumePriceAnalyzer\nfrom core.money_flow import MoneyFlowAnalyzer\n\napp = FastAPI(title=\"A\u80a1\u5206\u65f6\u91cf\u80fd\u5206\u6790\")\ndata_engine = MinuteDataEngine()\nvp_analyzer = VolumePriceAnalyzer()\nmoney_analyzer = MoneyFlowAnalyzer()\n\n@app.get(\"\/minute\/{code}\")\ndef get_minute(code: str):\n    df = data_engine.get_minute_data(code)\n    if df is None:\n        return {\"code\": code, \"data\": None}\n    vp_analyzer.set_data(df)\n    vp_analyzer.calc_vwap()\n    div = vp_analyzer.check_divergence()\n    pattern = vp_analyzer.volume_pattern()\n    strength = vp_analyzer.strength()\n    return {\n        \"code\": code,\n        \"time\": df&#91;'time'].tolist(),\n        \"price\": df&#91;'price'].tolist(),\n        \"volume\": df&#91;'volume'].tolist(),\n        \"vwap\": df&#91;'vwap'].tolist(),\n        \"divergence\": div,\n        \"pattern\": pattern,\n        \"strength\": strength\n    }\n\n@app.get(\"\/moneyflow\/{code}\")\ndef get_moneyflow(code: str):\n    tick = data_engine.get_tick_data(code)\n    flow = money_analyzer.calc_main_money(tick)\n    return flow\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">8. \u524d\u7aef\u770b\u677f web\/index.html\uff08ECharts\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">html<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u9884\u89c8<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>&lt;!DOCTYPE html&gt;\n&lt;html&gt;\n&lt;head&gt;\n&lt;meta charset=\"utf-8\"&gt;\n&lt;title&gt;A\u80a1\u5206\u65f6\u91cf\u80fd\u5206\u6790&lt;\/title&gt;\n&lt;script src=\"https:\/\/cdn.bootcdn.net\/ajax\/libs\/echarts\/5.4.3\/echarts.min.js\"&gt;&lt;\/script&gt;\n&lt;\/head&gt;\n&lt;body&gt;\n&lt;div id=\"main\" style=\"width:1200px;height:600px;\"&gt;&lt;\/div&gt;\n&lt;script&gt;\n\/\/ \u81ea\u52a8\u5237\u65b0\nsetInterval(() =&gt; {\n    fetch('\/minute\/600519.SH').then(r=&gt;r.json()).then(data=&gt;{\n        \/\/ \u6e32\u67d3\u5206\u65f6+\u91cf\u80fd\n        let myChart = echarts.init(document.getElementById('main'));\n        let option = {\n            tooltip: {trigger: 'axis'},\n            grid: &#91;{height: '70%'}, {top: '75%', height: '25%'}],\n            xAxis: &#91;{data: data.time}, {data: data.time}],\n            yAxis: &#91;{scale:true}, {scale:true}],\n            series: &#91;\n                {name:'\u4ef7\u683c', type:'line', data:data.price},\n                {name:'\u5747\u4ef7', type:'line', data:data.vwap},\n                {name:'\u6210\u4ea4\u91cf', type:'bar', data:data.volume, xAxisIndex:1, yAxisIndex:1}\n            ]\n        };\n        myChart.setOption(option);\n    })\n}, 500);\n&lt;\/script&gt;\n&lt;\/body&gt;\n&lt;\/html&gt;\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">9. \u542f\u52a8\u5165\u53e3 index.py<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">python<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd0\u884c<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import uvicorn\nfrom api.main import app\n\nif __name__ == \"__main__\":\n    uvicorn.run(app, host=\"0.0.0.0\", port=8000)\n<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">\u4e94\u3001\u5b9e\u6218\u53e3\u8bc0\uff08\u76f4\u63a5\u7528\uff09<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7ebf\u4e0a\u591a\u3001\u7ebf\u4e0b\u7a7a\u3001\u7f20\u7ed5\u4e0d\u4ea4\u6613<\/strong><\/li>\n\n\n\n<li><strong>\u4ef7\u6da8\u91cf\u589e\u653e\u5fc3\u4e70\uff0c\u4ef7\u6da8\u91cf\u51cf\u5feb\u79bb\u573a<\/strong><\/li>\n\n\n\n<li><strong>\u4ef7\u8dcc\u91cf\u51cf\u662f\u89c1\u5e95\uff0c\u4ef7\u8dcc\u91cf\u589e\u7ee7\u7eed\u8dcc<\/strong><\/li>\n\n\n\n<li><strong>\u653e\u91cf\u7a81\u7834\u771f\u7a81\u7834\uff0c\u7f29\u91cf\u7a81\u7834\u662f\u8bf1\u591a<\/strong><\/li>\n\n\n\n<li><strong>\u5bf9\u5012\u91cf\u540e\u4e0d\u8ffd\u9ad8\uff0c\u6d17\u76d8\u91cf\u540e\u4f4e\u5438\u591a<\/strong><\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u516d\u3001\u8054\u52a8 OpenClaw \u5168\u751f\u6001<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Stock Monitor<\/strong>\uff1a\u5206\u65f6\u4fe1\u53f7\u2192\u544a\u8b66\u2192\u76d1\u63a7\u8054\u52a8<\/li>\n\n\n\n<li><strong>Agent Browser<\/strong>\uff1a\u81ea\u52a8\u622a\u56fe\u5206\u65f6\u56fe\u3001\u4fdd\u5b58\u590d\u76d8<\/li>\n\n\n\n<li><strong>tushare-finance<\/strong>\uff1a\u5386\u53f2\u5206\u65f6\u56de\u6d4b\u3001\u91cf\u4ef7\u7b56\u7565\u9a8c\u8bc1<\/li>\n\n\n\n<li><strong>\u98de\u4e66\u63a8\u9001<\/strong>\uff1a\u5f02\u52a8 \/ \u80cc\u79bb \/ \u4fe1\u53f7\u5b9e\u65f6\u63a8\u9001<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u4e03\u3001\u4e8c\u5f00\u62d3\u5c55\u65b9\u5411<\/h3>\n\n\n\n<ol class=\"wp-block-list\">\n<li><strong>AI \u5206\u65f6\u9884\u6d4b<\/strong>\uff1aLSTM \u9884\u6d4b\u672a\u6765 5-15 \u5206\u949f\u91cf\u4ef7<\/li>\n\n\n\n<li><strong>\u591a\u80a1\u5bf9\u6bd4<\/strong>\uff1a\u540c\u677f\u5757 \/ \u540c\u6982\u5ff5\u5206\u65f6\u91cf\u4ef7\u8054\u52a8<\/li>\n\n\n\n<li><strong>\u76d8\u53e3\u6302\u5355\u89e3\u6790<\/strong>\uff1a\u6258\u5355 \/ \u538b\u5355 \/ \u5f02\u5e38\u6302\u5355\u8bc6\u522b<\/li>\n\n\n\n<li><strong>\u65e5\u5185\u7b56\u7565\u56de\u6d4b<\/strong>\uff1a\u91cf\u4ef7\u80cc\u79bb \/ \u5171\u632f\u7b56\u7565\u81ea\u52a8\u56de\u6d4b<\/li>\n\n\n\n<li><strong>WebSocket \u5b9e\u65f6\u63a8\u9001<\/strong>\uff1a\u524d\u7aef\u6beb\u79d2\u7ea7\u65e0\u5237\u65b0<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"<p>\u4e00\u3001\u6838\u5fc3\u5b9a\u4f4d A \u80a1\u5206\u65f6\u91cf\u80fd\u5206\u6790\uff08RealTime Volume-Price\uff09 \u662f\u9010\u5206\u949f \/ \u9010\u7b14\u7ea7\u5206\u65f6\u91cf\u4ef7\u4e0e [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[20],"tags":[],"class_list":["post-285","post","type-post","status-publish","format-standard","hentry","category-mianfeiercikaifalongxiaskill"],"_links":{"self":[{"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/posts\/285","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/comments?post=285"}],"version-history":[{"count":1,"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/posts\/285\/revisions"}],"predecessor-version":[{"id":286,"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/posts\/285\/revisions\/286"}],"wp:attachment":[{"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/media?parent=285"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/categories?post=285"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.longxiapro.com\/index.php\/wp-json\/wp\/v2\/tags?post=285"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}