{"id":1968,"date":"2026-10-03T20:27:54","date_gmt":"2026-10-03T12:27:54","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/tutorial-new\/v3\/examples\/"},"modified":"2026-10-12T23:33:26","modified_gmt":"2026-10-12T15:33:26","slug":"examples","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/examples\/","title":{"rendered":"3.5 V3 \u5185\u7f6e\u7b56\u7565\u4e00\u89c8"},"content":{"rendered":"\n<style>\n.khq-web-manual{max-width:980px;margin:0 auto;padding:8px 0 36px;line-height:1.82;font-size:16px;color:#243042;word-break:break-word;}\n.khq-web-manual h2{font-size:1.45rem;line-height:1.4;margin:38px 0 14px;padding-top:8px;color:#12345f;border-top:1px solid #e7edf5;}\n.khq-web-manual h3{font-size:1.16rem;line-height:1.5;margin:24px 0 10px;color:#163b68;}\n.khq-web-manual blockquote{margin:18px 0;padding:14px 18px;border-left:4px solid #1e88e5;background:#f4f9ff;color:#36506f;border-radius:0 10px 10px 0;}\n.khq-web-manual code{background:#f3f6fa;border:1px solid #e6edf5;border-radius:5px;padding:.12em .36em;font-size:.92em;}\n.khq-web-manual pre{background:#0f172a;color:#e5edf7;border-radius:12px;padding:16px;overflow:auto;line-height:1.65;border:1px solid #24324a;}\n.khq-web-manual pre code{background:transparent;border:0;color:inherit;padding:0;font-size:.93em;white-space:pre;}\n.khq-tn .khq-tn-table{width:100%;overflow-x:auto;margin:16px 0 22px;}\n.khq-web-manual.khq-tn table{display:table!important;width:100%!important;max-width:100%;border-collapse:collapse!important;margin:0!important;font-size:.96em;border:1px solid #e2e8f0!important;table-layout:auto;}\n.khq-web-manual.khq-tn th,.khq-web-manual.khq-tn td{border:1px solid #e2e8f0!important;padding:10px 12px;vertical-align:top;}\n.khq-web-manual th{background:#f7fafc;color:#173b63;font-weight:600;}\n.khq-web-manual img{max-width:100%;height:auto;border-radius:10px;box-shadow:0 8px 28px rgba(15,35,60,.09);}\n.khq-web-manual a{color:#1167b1;text-decoration:none;border-bottom:1px solid rgba(17,103,177,.25);}\n.khq-web-manual a:hover{border-bottom-color:rgba(17,103,177,.8);}\n.khq-tn .khq-tn-ver{display:flex;flex-wrap:wrap;align-items:center;gap:8px;margin:0 0 16px;font-size:14px;color:#5b6b7c;}\n.khq-tn .ver{display:inline-block;padding:2px 10px;border-radius:999px;font-weight:600;font-size:13px;line-height:1.6;}\n.khq-tn .ver-v2{background:#e8f3ff;color:#0b5cad;border:1px solid #b8d8fb;}\n.khq-tn .ver-v3{background:#fff1e6;color:#b1520a;border:1px solid #f8cfa8;}\n.khq-tn .ver-note{color:#6b7a8c;}\n.khq-tn .khq-tn-video{margin:6px 0 26px;border-radius:14px;overflow:hidden;background:#0f172a;box-shadow:0 10px 30px rgba(15,35,60,.12);}\n.khq-tn .khq-tn-video video{display:block;width:100%;aspect-ratio:16\/9;background:#000;}\n.khq-tn .khq-tn-video .cap{padding:8px 14px;color:#cbd6e4;font-size:13px;}\n.khq-tn .khq-tn-video.empty{background:linear-gradient(135deg,#eef4fb,#f7f9fc);border:1px dashed #b9cbe0;box-shadow:none;}\n.khq-tn .khq-tn-video.empty .ph{aspect-ratio:16\/9;max-height:300px;width:100%;display:flex;flex-direction:column;align-items:center;justify-content:center;gap:6px;color:#4d6480;text-align:center;padding:16px;box-sizing:border-box;}\n.khq-tn .khq-tn-video.empty .play{width:54px;height:54px;border-radius:50%;background:#dbe7f5;color:#7b93b0;display:flex;align-items:center;justify-content:center;font-size:22px;padding-left:4px;box-sizing:border-box;}\n.khq-tn .khq-tn-video.empty span:last-child{font-size:13px;color:#7890ab;}\n.khq-tn .khq-tn-callout{margin:18px 0;padding:12px 16px 4px;border-radius:12px;border:1px solid;}\n.khq-tn .khq-tn-callout .lbl{font-weight:700;font-size:13px;margin-bottom:4px;letter-spacing:.04em;}\n.khq-tn .khq-tn-callout p{margin:0 0 10px;}\n.khq-tn .khq-tn-callout.v3{background:#fff8f1;border-color:#f6d3b0;}\n.khq-tn .khq-tn-callout.v3 .lbl{color:#b1520a;}\n.khq-tn .khq-tn-callout.tip{background:#f3f9ff;border-color:#cfe3f7;}\n.khq-tn .khq-tn-callout.tip .lbl{color:#0b5cad;}\n.khq-tn .khq-tn-callout.warn{background:#fff6f5;border-color:#f3c7c2;}\n.khq-tn .khq-tn-callout.warn .lbl{color:#b3261e;}\n.khq-tn .khq-tn-fig{margin:18px 0 22px;text-align:center;}\n.khq-tn .khq-tn-fig figcaption{margin-top:6px;color:#66758a;font-size:.9em;}\n.khq-tn .khq-tn-fig.pending .ph{border:1px dashed #c7d3e0;border-radius:10px;background:#f7f9fb;color:#8594a6;font-size:14px;padding:34px 16px;}\n.khq-tn p.q{margin:18px 0 4px;}\n.khq-tn .khq-tn-nav{display:grid;grid-template-columns:1fr 1fr;gap:14px;margin-top:40px;padding-top:18px;border-top:1px solid #e7edf5;}\n.khq-tn .khq-tn-nav a{display:block;padding:12px 14px;border:1px solid #e2e8f0;border-radius:12px;border-bottom:1px solid #e2e8f0;color:#163b68;font-weight:600;}\n.khq-tn .khq-tn-nav a:hover{border-color:#9cc3ea;background:#f7fbff;}\n.khq-tn .khq-tn-nav a span{display:block;font-size:12px;font-weight:400;color:#7a8a9c;margin-bottom:2px;}\n.khq-tn .khq-tn-nav a.next{text-align:right;}\n@media (max-width:768px){.khq-web-manual{font-size:15px;padding:0 2px 24px}.khq-web-manual h2{font-size:1.27rem}.khq-web-manual h3{font-size:1.08rem}.khq-web-manual pre{padding:13px;border-radius:10px}.khq-tn .khq-tn-nav{grid-template-columns:1fr}.khq-tn .khq-tn-nav a.next{text-align:left}}\n.khq-tn .khq-tn-figrow{display:grid;grid-template-columns:1fr 1fr;gap:16px;align-items:start;margin:8px 0 20px;}\n.khq-tn .khq-tn-figrow .khq-tn-fig{margin:0;}\n@media (max-width:640px){.khq-tn .khq-tn-figrow{grid-template-columns:1fr;}}\n.khq-tn .khq-tn-fig a{border:0;display:inline-block;cursor:zoom-in;}\n.khq-tn .khq-tn-fig img{max-width:100%;height:auto;border:1px solid #e2e8f0;}\n.khq-tn .khq-tn-v3{position:relative;margin:22px 0;padding:15px 18px 15px 24px;border-radius:14px;background:#fffaf5;border:1px solid #fbd9c2;overflow:hidden;}\n.khq-tn .khq-tn-v3::before{content:\"\";position:absolute;left:0;top:0;bottom:0;width:5px;background:linear-gradient(180deg,#ff8a00,#e52e71);}\n.khq-tn .khq-tn-v3.promo{background:linear-gradient(135deg,#fff6ec 0%,#ffeef4 100%);border-color:#f7c6b0;box-shadow:0 8px 26px rgba(229,46,113,.10);}\n.khq-tn .v3-head{display:flex;align-items:center;flex-wrap:wrap;gap:10px;margin-bottom:6px;}\n.khq-tn .v3-badge{display:inline-block;background:linear-gradient(90deg,#ff8a00,#e52e71);color:#fff;border-radius:999px;padding:1px 11px;font-size:12.5px;font-weight:700;letter-spacing:.5px;line-height:1.8;white-space:nowrap;}\n.khq-tn .v3-title{font-weight:700;color:#8c2d10;font-size:1.04em;}\n.khq-tn .khq-tn-v3.promo .v3-title{font-size:1.12em;background:linear-gradient(90deg,#d95f00,#c41f5f);-webkit-background-clip:text;background-clip:text;color:transparent;}\n.khq-tn .v3-body{color:#4a3a33;}\n.khq-tn .v3-body p{margin:6px 0;}\n.khq-tn .v3-body ul{margin:6px 0 6px 1.2em;padding:0;}\n.khq-tn .v3-body .khq-tn-fig{margin:12px 0 4px;}\n.khq-tn .v3-body .khq-tn-fig img{border-color:#f3d2c2;}\n.khq-tn .v3-body .khq-tn-fig img{max-height:480px;width:auto;object-fit:contain;}\n.khq-tn .v3-body .khq-tn-figrow{margin:10px 0 0;}\n.khq-tn .v3-cta{display:flex;flex-wrap:wrap;gap:10px;margin-top:12px;}\n.khq-tn .v3-btn{display:inline-block;border-radius:999px;padding:7px 18px;font-weight:700;font-size:14.5px;line-height:1.5;text-decoration:none!important;border-bottom:0!important;}\n.khq-tn .v3-btn.primary{background:linear-gradient(90deg,#ff8a00,#e52e71);color:#fff!important;box-shadow:0 6px 16px rgba(229,46,113,.25);}\n.khq-tn .v3-btn.primary:hover{filter:brightness(1.06);}\n.khq-tn .v3-btn.ghost{background:#fff;color:#c2410c!important;border:1px solid #f5b58f!important;}\n.khq-tn .khq-tn-v3grid{margin:22px 0 26px;padding:20px;border-radius:18px;background:linear-gradient(135deg,#1d1433 0%,#3b1732 100%);color:#f4e9ef;}\n.khq-tn .v3-grid-head{display:flex;flex-wrap:wrap;align-items:center;gap:10px;margin-bottom:14px;}\n.khq-tn .v3-grid-head b{font-size:1.2em;color:#fff;}\n.khq-tn .v3-grid-head .v3-sub{flex-basis:100%;color:#d9c3cf;font-size:.95em;}\n.khq-tn .v3-tiles{display:grid;grid-template-columns:repeat(3,1fr);gap:12px;}\n.khq-tn .v3-tile{background:rgba(255,255,255,.06);border:1px solid rgba(255,160,120,.25);border-radius:12px;padding:14px;}\n.khq-tn .v3-ico{font-size:24px;line-height:1.2;}\n.khq-tn .v3-tt{font-weight:700;color:#ffb36b;margin:6px 0 4px;}\n.khq-tn .v3-td{font-size:.93em;color:#efe2ea;line-height:1.65;}\n.khq-tn .v3-v2{margin-top:8px;font-size:.82em;color:#a8909c;}\n.khq-tn .khq-tn-v3grid .v3-note{color:#c9aebb;font-size:.85em;margin:12px 0 0;}\n.khq-tn .khq-tn-v3grid .v3-btn.ghost{background:transparent;color:#ffcfae!important;border-color:rgba(255,190,150,.6)!important;}\n.khq-tn .khq-tn-v3end{display:flex;flex-wrap:wrap;align-items:center;justify-content:space-between;gap:16px;margin:34px 0 8px;padding:18px 22px;border-radius:16px;background:linear-gradient(120deg,#1d1433 0%,#4a1636 100%);color:#f4e9ef;}\n.khq-tn .v3-end-l{flex:1 1 380px;}\n.khq-tn .v3-end-t{display:inline-block;margin-left:8px;font-weight:700;font-size:1.1em;color:#fff;}\n.khq-tn .khq-tn-v3end ul{list-style:none;margin:10px 0 0;padding:0;}\n.khq-tn .khq-tn-v3end li{position:relative;padding-left:22px;margin:4px 0;color:#efe2ea;font-size:.95em;}\n.khq-tn .khq-tn-v3end li::before{content:\"\u2713\";position:absolute;left:0;color:#ffb36b;font-weight:700;}\n.khq-tn .khq-tn-v3end .v3-note{color:#c9aebb;font-size:.82em;margin:8px 0 0;}\n.khq-tn .khq-tn-v3end .v3-cta{flex-direction:column;margin:0;}\n.khq-tn .khq-tn-v3end .v3-btn{text-align:center;}\n.khq-tn .khq-tn-v3end .v3-btn.ghost{background:transparent;color:#ffcfae!important;border-color:rgba(255,190,150,.6)!important;}\n.khq-tn .v3-cases{display:grid;grid-template-columns:1fr 1fr;gap:12px;margin:10px 0 8px;}\n.khq-tn .v3-case{display:block;background:#fff;border:1px solid #f5c7ab;border-radius:12px;padding:12px 14px;text-decoration:none!important;border-bottom:1px solid #f5c7ab!important;transition:box-shadow .15s,transform .15s;}\n.khq-tn .v3-case:hover{box-shadow:0 8px 20px rgba(229,46,113,.14);transform:translateY(-1px);}\n.khq-tn .v3-case .c-t{display:flex;align-items:center;gap:8px;font-weight:700;color:#b33a12;font-size:1.02em;}\n.khq-tn .v3-case .c-tag{font-size:11.5px;font-weight:700;color:#fff;background:linear-gradient(90deg,#ff8a00,#e52e71);border-radius:999px;padding:0 8px;line-height:1.7;}\n.khq-tn .v3-case .c-d{color:#5a4a42;font-size:.92em;line-height:1.65;margin-top:4px;}\n.khq-tn .v3-case .c-go{color:#c2410c;font-size:.9em;font-weight:700;margin-top:6px;}\n.khq-tn .v3-cases > p,.khq-tn .v3-cases > br{display:none;}\n.khq-tn .v3-warn{margin:12px 0 4px;padding:10px 14px;border-radius:10px;background:#fff4e5;border:1px dashed #f0a35e;color:#8a4b12;font-size:.93em;line-height:1.7;}\n.khq-tn .v3-warn b{color:#b45309;}\n@media (max-width:640px){.khq-tn .v3-cases{grid-template-columns:1fr;}}\n@media (max-width:900px){.khq-tn .v3-tiles{grid-template-columns:repeat(2,1fr);}}\n@media (max-width:600px){.khq-tn .v3-tiles{grid-template-columns:1fr;}.khq-tn .khq-tn-v3end .v3-cta{flex-direction:row;}}\n<\/style>\n<style>.khq-tn-ver .plat{display:inline-block;margin-left:6px;padding:1px 8px;border-radius:10px;font-size:.82em;background:#eef3f9;color:#2b4a6f;border:1px solid #d7e2ef}.khq-tn-ver .plat.no{background:#f6f6f6;color:#999;text-decoration:line-through;border-color:#e5e5e5}.khq-web-manual pre{white-space:pre-wrap}<\/style>\n<div class=\"khq-web-manual khq-tn\">\n<style>\n.khq-demo-note{margin:6px 0 14px;padding:7px 12px;border-radius:8px;background:#fff4e5;border:1px solid #ffd59a;border-left:4px solid #f28c28;color:#8a4b00;font-size:.9em;line-height:1.6}\n.khq-demo-top{margin:6px 0 22px;padding:16px 18px;border-radius:12px;background:#fff4e5;border:1px solid #ffc978;border-left:6px solid #f28c28;color:#6b3a00}\n.khq-demo-top b{display:block;font-size:1.08em;margin-bottom:4px;color:#8a4b00}\n<\/style>\n<div class=\"khq-tn-ver\">\u9002\u7528\u7248\u672c <span class=\"ver ver-v3\">V3<\/span> <span class=\"plat\">Windows<\/span><span class=\"plat\">macOS<\/span><span class=\"plat\">Linux<\/span><\/div>\n\n<div class=\"khq-tn-video\" data-tn=\"3.5a\"><video controls preload=\"none\" playsinline poster=\"\/khQuant\/media\/tutorial-new\/tn-3.5a.jpg?v=2a787982\" src=\"\/khQuant\/media\/tutorial-new\/tn-3.5a.mp4?v=2a787982\">\u4f60\u7684\u6d4f\u89c8\u5668\u4e0d\u652f\u6301\u89c6\u9891\u64ad\u653e\uff0c\u53ef\u4ee5<a href=\"\/khQuant\/media\/tutorial-new\/tn-3.5a.mp4?v=2a787982\">\u4e0b\u8f7d\u89c6\u9891<\/a>\u89c2\u770b\u3002<\/video><\/div>\n\n<p class=\"khq-tn-lead\" style=\"font-size:17px;line-height:1.75;color:#163b68;background:#f3f7fc;border-left:4px solid #2b6cb0;padding:12px 18px;border-radius:8px;margin:18px 0 26px;\"><strong>\u672c\u7bc7\u91cd\u70b9\uff1a<\/strong>\u672c\u7bc7\u9010\u4e2a\u5bfc\u8bfb V3 \u81ea\u5e26\u7684 13 \u4e2a\u6848\u4f8b\u7b56\u7565\uff1a\u5404\u81ea\u6f14\u793a\u4ec0\u4e48\u5199\u6cd5\u3001\u600e\u4e48\u8dd1\u3001\u8dd1\u4e4b\u524d\u8981\u51c6\u5907\u4ec0\u4e48\u3002<\/p>\n<div class=\"khq-tn-callout v3\"><div class=\"lbl\">V3 \u4e13\u4eab \u00b7 \u4e13\u680f\u6301\u7eed\u66f4\u65b0<\/div><p>\u9664\u4e86\u4e0b\u9762\u8fd9\u4e9b\u8f6f\u4ef6\u81ea\u5e26\u7684\u6848\u4f8b\u7b56\u7565\uff0c\u66f4\u591a\u3001\u66f4\u65b0\u7684\u7b56\u7565\u6848\u4f8b\u4f1a\u5728<a href=\"https:\/\/khsci.com\/khQuant\/t0grid\/\">\u4e13\u680f<\/a>\u91cc\u6301\u7eed\u66f4\u65b0\uff08\u7b2c\u4e00\u671f\u662f T0 \u7b56\u7565\u4e13\u680f\uff09\uff0c\u8fd9\u662f V3 \u7528\u6237\u7279\u6709\u7684\u3002<\/p><\/div>\n\n<div class=\"khq-tn-callout tip\"><div class=\"lbl\">\u8fd0\u884c\u524d\u586b\u5199\u81ea\u5df1\u7684\u80a1\u7968<\/div><p>\u52a0\u8f7d\u793a\u4f8b .kh \u540e\uff0c\u5728\u300c\u80a1\u7968\u6c60\u8bbe\u7f6e\u300d\u81ea\u884c\u6dfb\u52a0\u6807\u7684\u3001\u4fdd\u5b58\u914d\u7f6e\uff0c\u5e76\u4e0b\u8f7d\u5bf9\u5e94\u5468\u671f\u53ca\u9884\u70ed\u671f\u7684\u6570\u636e\uff0c\u518d\u8fd0\u884c\u3002\u5355\u80a1\u7968\u6848\u4f8b\u586b\u4e00\u53ea\uff0c\u591a\u80a1\u7968\u6848\u4f8b\u53ef\u586b\u591a\u53ea\uff1b\u7f51\u683c\u6848\u4f8b\u586b\u81ea\u5df1\u9009\u62e9\u7684 T+0 ETF\u3002\u65e7\u89c6\u9891\u4e2d\u7684\u80a1\u7968\u662f\u6f14\u793a\u65f6\u624b\u5de5\u8bbe\u7f6e\uff0c\u4e0d\u662f\u65b0\u7248\u968f\u5305\u9ed8\u8ba4\u503c\u3002<\/p><\/div>\n<h2 id=\"demo\">1 \u5148\u8bfb\u8fd9\u91cc\uff1a\u8fd9\u4e9b\u662f\u6f14\u793a\u6848\u4f8b<\/h2>\n<div class=\"khq-demo-top\"><b>\u53ea\u6f14\u793a\u5199\u6cd5\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae<\/b>\u672c\u7bc7\u7684 13 \u4e2a\u6848\u4f8b\u53ea\u7528\u6765\u6f14\u793a khQuant \u7684\u529f\u80fd\u548c\u7b56\u7565\u5199\u6cd5\uff1a\u968f\u5305 .kh \u7684\u80a1\u7968\u6c60\u4e3a\u7a7a\uff0c\u52a0\u8f7d\u540e\u5fc5\u987b\u81ea\u884c\u586b\u5199\u7814\u7a76\u6807\u7684\uff0c\u7b56\u7565\u6848\u4f8b\u7684\u5173\u952e\u53c2\u6570\u7528\u968f\u673a\u6570\u751f\u6210\uff08\u5199\u5e93\u811a\u672c 4-1\u30014-2 \u9664\u5916\uff09\uff0c\u6bcf\u6b21\u56de\u6d4b\u7ed3\u679c\u90fd\u4e0d\u4e00\u6837\u3002\u4e0d\u8981\u628a\u6848\u4f8b\u7684\u56de\u6d4b\u7ed3\u679c\u5f53\u6210\u9009\u80a1\u6216\u4ea4\u6613\u4f9d\u636e\uff1b\u56de\u6d4b\u7ed3\u679c\u53ea\u53cd\u6620\u5386\u53f2\u6570\u636e\uff0c\u4e0d\u4ee3\u8868\u672a\u6765\u6536\u76ca\u3002<\/div>\n<h3>1.1 \u6848\u4f8b\u5728\u54ea\u91cc<\/h3>\n<p>\u7b2c\u4e00\u6b21\u6253\u5f00\u8f6f\u4ef6\u65f6\u4f1a\u590d\u5236\u5230 <code>\u6587\u6863\\KhQuant\\strategies<\/code>\uff08Mac \u5728 <code>~\/KhQuant\/strategies<\/code>\uff0cLinux \u6ca1\u6709\u56fe\u5f62\u754c\u9762\uff0c\u7528 <code>kh init<\/code> \u590d\u5236\uff09\u3002\u8fd0\u884c\u8fc7 <code>kh init<\/code> \u7684\uff0c\u4e5f\u4f1a\u590d\u5236\u4e00\u4efd\u5230\u4f60\u586b\u7684\u7b56\u7565\u76ee\u5f55\u3002\u6bcf\u4e2a\u6848\u4f8b\u662f\u4e00\u5bf9\u540c\u540d\u6587\u4ef6\uff1a<code>.py<\/code> \u662f\u7b56\u7565\u4ee3\u7801\uff0c<code>.kh<\/code> \u662f\u56de\u6d4b\u914d\u7f6e\uff08\u80a1\u7968\u6c60\u3001\u533a\u95f4\u3001\u5468\u671f\u7b49\uff09\uff0c\u5728\u4e3b\u754c\u9762\u300c\u52a0\u8f7d\u914d\u7f6e\u300d\u9009 <code>.kh<\/code> \u5373\u53ef\u30024-1\u30014-2 \u662f\u5199\u6570\u636e\u5e93\u7684\u811a\u672c\uff0c\u53ea\u6709 <code>.py<\/code>\uff0c\u4e0d\u80fd\u5f53\u7b56\u7565\u52a0\u8f7d\u3002<\/p>\n\n<h3>1.2 \u968f\u673a\u53c2\u6570<\/h3>\n<p>\u6bcf\u4e2a\u6848\u4f8b\u7684\u5173\u952e\u53c2\u6570\u90fd\u7528\u968f\u673a\u6570\u751f\u6210\uff0c\u6bd4\u5982\u53cc\u5747\u7ebf\u6848\u4f8b\uff1a<\/p>\n<pre><code>params = {\n    'ma_short': random.randint(3, 10),\n    'ma_long': random.randint(15, 30),\n}<\/code><\/pre>\n<p>\u6240\u4ee5\u540c\u4e00\u4e2a\u914d\u7f6e\u8dd1\u4e24\u6b21\uff0c\u7ed3\u679c\u4f1a\u4e0d\u4e00\u6837\uff08\u5b9e\u6d4b RSI \u6848\u4f8b\u8dd1 4 \u6b21\uff0c\u6536\u76ca\u4ece -0.70% \u5230 +0.34%\uff09\u3002\u65e5\u5fd7\u5f00\u5934\u4f1a\u6253\u5370\u8fd9\u6b21\u62bd\u5230\u7684\u53c2\u6570\u3002\u81ea\u5df1\u7814\u7a76\u65f6\uff0c\u628a\u968f\u673a\u51fd\u6570\u6362\u6210\u56fa\u5b9a\u6570\u503c\uff1a<\/p>\n<pre><code>params = {\n    'ma_short': 5,\n    'ma_long': 20,\n}<\/code><\/pre>\n\n<h2 id=\"list\">2 13 \u4e2a\u6848\u4f8b\u4e00\u89c8<\/h2>\n<div class=\"khq-tn-table\"><table>\n<thead><tr><th style=\"text-align:left;\">\u6848\u4f8b<\/th><th style=\"text-align:left;\">\u6f14\u793a\u4ec0\u4e48<\/th><th style=\"text-align:left;\">\u5468\u671f<\/th><th style=\"text-align:left;\">V2 \u6709<\/th><\/tr><\/thead>\n<tbody>\n<tr><td>\u30101-MA\u3011\u53cc\u5747\u7ebf\u7cbe\u7b80_\u4f7f\u7528khMA\u51fd\u6570<\/td><td>\u6700\u5c0f\u7684\u7b56\u7565\u9aa8\u67b6\uff1a\u4e00\u53ea\u80a1\u7968\u3001\u5747\u7ebf\u6bd4\u5927\u5c0f\u3001\u5168\u4ed3\u8fdb\u51fa<\/td><td>\u65e5\u7ebf<\/td><td>\u6709<\/td><\/tr>\n<tr><td>\u30101-MA\u3011\u53cc\u5747\u7ebf\u591a\u80a1\u7968_\u4f7f\u7528khMA\u51fd\u6570<\/td><td>\u904d\u5386\u80a1\u7968\u6c60\u3001\u534a\u4ed3\u4e70\u5165<\/td><td>\u65e5\u7ebf<\/td><td>\u6709<\/td><\/tr>\n<tr><td>\u30101-MA\u3011\u53cc\u5747\u7ebf\u591a\u80a1\u7968_\u4f7f\u7528MA\u51fd\u6570<\/td><td>\u81ea\u5df1\u53d6\u5386\u53f2\u6570\u636e\uff0c\u518d\u7528 MyTT \u6307\u6807\u51fd\u6570\u8ba1\u7b97<\/td><td>\u65e5\u7ebf<\/td><td>\u6709<\/td><\/tr>\n<tr><td>\u30102-RSI\u3011RSI\u7b56\u7565<\/td><td>\u6307\u6807\u300c\u7a7f\u8d8a\u300d\u5224\u65ad\u3001\u5c0f\u4ed3\u4f4d<\/td><td>\u65e5\u7ebf<\/td><td>\u6709<\/td><\/tr>\n<tr><td>\u30103-T0\u3011T0\u3001\u30103-1\u3011\u56fa\u5b9a\u7f51\u683c\u3001\u30103-2\u3011\u6d6e\u52a8\u7f51\u683c\u3001\u30103-3\u3011\u8de8\u5c42\u8865\u5355\u7f51\u683c<\/td><td>T+0 ETF \u7f51\u683c\u4ea4\u6613<\/td><td>1 \u5206\u949f<\/td><td>\u65e0<\/td><\/tr>\n<tr><td>\u30104-1\u3011\u30104-2\u3011\u5199\u5165\u6570\u636e\u5e93<\/td><td>\u8ba1\u7b97\u6307\u6807\u5e76\u5199\u8fdb\u672c\u5730\u6570\u636e\u5e93\uff08\u811a\u672c\uff0c\u4e0d\u662f\u7b56\u7565\uff09<\/td><td>\u2014<\/td><td>\u65e0<\/td><\/tr>\n<tr><td>\u30104-3\u3011\u30104-4\u3011\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807<\/td><td>\u56de\u6d4b\u65f6\u8bfb\u53d6\u81ea\u5df1\u5199\u8fdb\u53bb\u7684\u6307\u6807<\/td><td>\u65e5\u7ebf<\/td><td>\u65e0<\/td><\/tr>\n<tr><td>\u30105-\u65e5\u5185\u591a\u6b21\u89e6\u53d1\u3011\u65e5\u7ebf\u591a\u6b21\u89e6\u53d1\u9a8c\u8bc1<\/td><td>\u540c\u4e00\u5929\u5148\u5356\u540e\u4e70<\/td><td>\u65e5\u7ebf<\/td><td>\u65e0<\/td><\/tr>\n<\/tbody>\n<\/table><\/div>\n\n<h2 id=\"ma\">3 \u53cc\u5747\u7ebf\uff083 \u4e2a\uff09<\/h2>\n<p>\u4e09\u4e2a\u6848\u4f8b\u7684\u4ea4\u6613\u89c4\u5219\u76f8\u540c\uff1a\u77ed\u5747\u7ebf\u5728\u957f\u5747\u7ebf\u4e4b\u4e0a\u3001\u6ca1\u6709\u6301\u4ed3\u5c31\u4e70\uff1b\u77ed\u5747\u7ebf\u5728\u957f\u5747\u7ebf\u4e4b\u4e0b\u3001\u6709\u6301\u4ed3\u5c31\u5356\u3002\u7b56\u7565\u4ee5\u5f53\u5929\u5f00\u76d8\u4ef7\u4e0b\u5355\uff0c\u5b9e\u9645\u6210\u4ea4\u4ef7\u518d\u6309\u914d\u7f6e\u8ba1\u6ed1\u70b9\uff1a\u672c\u6848\u4f8b\u603b\u6ed1\u70b9 1%\uff0c\u4e70\u5165\u4e0a\u6d6e 0.5%\u3001\u5356\u51fa\u4e0b\u6d6e 0.5%\uff0c\u53e6\u8ba1\u4f63\u91d1\u548c\u5370\u82b1\u7a0e\u3002\u5747\u7ebf\u53ea\u7528\u5230\u524d\u4e00\u5929\u4e3a\u6b62\u7684\u6536\u76d8\u4ef7\uff0c\u6ca1\u6709\u7528\u5230\u672a\u6765\u6570\u636e\u3002<\/p>\n<div class=\"khq-tn-callout tip\"><div class=\"lbl\">\u63d0\u793a<\/div><p>\u8fd9\u91cc\u5224\u65ad\u7684\u662f\u300c\u77ed\u5747\u7ebf\u5728\u4e0d\u5728\u957f\u5747\u7ebf\u4e4b\u4e0a\u300d\u8fd9\u4e2a\u72b6\u6001\uff0c\u4e0d\u662f\u4e25\u683c\u7684\u300c\u4e0a\u7a7f\u300d\u90a3\u4e00\u523b\u3002\u6240\u4ee5\u56de\u6d4b\u7b2c\u4e00\u5929\u53ea\u8981\u77ed\u5747\u7ebf\u5728\u4e0a\u65b9\uff0c\u5c31\u4f1a\u76f4\u63a5\u4e70\u5165\u3002<\/p><\/div>\n<h3>3.1 \u53cc\u5747\u7ebf\u7cbe\u7b80_\u4f7f\u7528khMA\u51fd\u6570<\/h3>\n\n<p>\u53ea\u4ea4\u6613\u4f60\u81ea\u884c\u586b\u5199\u7684\u80a1\u7968\u6c60\u91cc\u7684\u7b2c 1 \u53ea\uff0c\u4e70\u5356\u90fd\u662f\u5168\u4ed3\u3002\u6838\u5fc3\u53ea\u6709\u51e0\u884c\uff08\u8282\u9009\uff0cma_s\u3001ma_l \u7b49\u5b9a\u4e49\u89c1\u6848\u4f8b\u6587\u4ef6\uff09\uff1a<\/p>\n<pre><code>stock_code = khGet(data, \"first_stock\")              # \u80a1\u7968\u6c60\u7b2c 1 \u53ea\ncurrent_price = khPrice(data, stock_code, \"open\")    # \u5f53\u5929\u5f00\u76d8\u4ef7\ncurrent_date_str = khGet(data, \"date_num\")           # \u5f53\u5929\u65e5\u671f\nma_short = khMA(stock_code, ma_s, end_time=current_date_str)\nma_long = khMA(stock_code, ma_l, end_time=current_date_str)\nhas_position = khHas(data, stock_code)\nif ma_short &gt; ma_long and not has_position:\n    signals = generate_signal(data, stock_code, current_price, 1.0, 'buy', \"\u91d1\u53c9\u4e70\u5165\")\nelif ma_short &lt; ma_long and has_position:\n    signals = generate_signal(data, stock_code, current_price, 1.0, 'sell', \"\u6b7b\u53c9\u5356\u51fa\")<\/code><\/pre>\n<p><code>khMA<\/code> \u4e00\u884c\u5c31\u5b8c\u6210\u300c\u53d6\u5386\u53f2\u6536\u76d8\u4ef7 + \u6c42\u5747\u7ebf\u300d\u3002\u914d\u7f6e\uff1a2025-01-01 \u5230 2025-07-03\uff0c\u65e5\u7ebf\uff0c\u524d\u590d\u6743\u3002<\/p>\n<h3>3.2 \u53cc\u5747\u7ebf\u591a\u80a1\u7968_\u4f7f\u7528khMA\u51fd\u6570<\/h3>\n\n<p>\u7528 <code>khGet(data, \"stocks\")<\/code> \u904d\u5386\u4f60\u81ea\u884c\u586b\u5199\u7684\u80a1\u7968\u6c60\uff0c\u6bcf\u6b21\u4e70\u5165\u7528\u5f53\u65f6\u53ef\u7528\u8d44\u91d1\u7684\u4e00\u534a\uff0c\u5356\u51fa\u5168\u90e8\u3002\u5386\u53f2\u6570\u636e\u4e0d\u591f\u7b97\u5747\u7ebf\u7684\u80a1\u7968\u5f53\u5929\u8df3\u8fc7\u3002<\/p>\n<h3>3.3 \u53cc\u5747\u7ebf\u591a\u80a1\u7968_\u4f7f\u7528MA\u51fd\u6570<\/h3>\n\n<p>\u5148\u7528 <code>khHistory<\/code> \u53d6\u4e00\u6bb5\u6536\u76d8\u4ef7\uff0c\u518d\u7528 MyTT \u7684 <code>MA()<\/code> \u8ba1\u7b97\u5747\u7ebf\u3002\u548c\u672c\u8282\u7b2c 2 \u4e2a\u6848\u4f8b\u5bf9\u7167\u7740\u770b\uff0c\u80fd\u7406\u89e3 <code>khMA<\/code> \u5e2e\u4f60\u7701\u6389\u4e86\u54ea\u4e00\u6b65\uff1b\u9700\u8981\u5176\u4ed6\u6307\u6807\uff08MACD\u3001KDJ \u7b49\uff09\u65f6\uff0c\u5c31\u7528\u8fd9\u79cd\u300c\u53d6\u6570\u636e + MyTT \u51fd\u6570\u300d\u7684\u5199\u6cd5\u3002<\/p>\n<div class=\"khq-tn-callout warn\"><div class=\"lbl\">\u6ce8\u610f<\/div><p>\u968f\u5305\u914d\u7f6e\u7684\u80a1\u7968\u6c60\u4e3a\u7a7a\u3002\u52a0\u8f7d\u540e\u5148\u81ea\u884c\u6dfb\u52a0\u7814\u7a76\u6807\u7684\uff0c\u518d\u4e0b\u8f7d\u5bf9\u5e94\u6570\u636e\uff1b\u53ef\u4ee5\u5148\u9009\u5c11\u91cf\u6807\u7684\u719f\u6089\u6d41\u7a0b\u3002CLI \u53ef\u5728 .kh \u7684 data.stock_list \u4e2d\u586b\u5199\u81ea\u5df1\u7684\u4ee3\u7801\uff0c\u6216\u4f7f\u7528 &#8211;stocks \u53c2\u6570\u6307\u5b9a\u3002<\/p><\/div>\n\n<h2 id=\"rsi\">4 RSI\uff081 \u4e2a\uff09<\/h2>\n<p>\u7528 <code>khHistory<\/code> \u53d6\u6536\u76d8\u4ef7\uff0cMyTT \u7684 <code>RSI()<\/code> \u8ba1\u7b97\uff0c\u6bd4\u8f83\u524d\u4e24\u4e2a\u4ea4\u6613\u65e5\u7684 RSI\uff08<code>khHistory<\/code> \u4e0d\u542b\u5f53\u5929\uff09\uff1a<\/p>\n<ul>\n<li>RSI \u7531\u4e0b\u5f80\u4e0a\u7a7f\u8fc7\u4e70\u5165\u7ebf\uff0c\u5e76\u4e14\u6ca1\u6709\u6301\u4ed3 \u2192 \u7528 10% \u7684\u8d44\u91d1\u4e70\u5165\uff1b<\/li>\n<li>RSI \u7531\u4e0a\u5f80\u4e0b\u7a7f\u8fc7\u5356\u51fa\u7ebf\uff0c\u5e76\u4e14\u6709\u6301\u4ed3 \u2192 \u5168\u90e8\u5356\u51fa\u3002<\/li>\n<\/ul>\n<p>\u5468\u671f 10\uff5e20\u3001\u4e70\u5165\u7ebf 25\uff5e45\u3001\u5356\u51fa\u7ebf 55\uff5e75 \u90fd\u662f\u968f\u673a\u7684\u3002\u8fd9\u662f\u771f\u6b63\u7684\u300c\u7a7f\u8d8a\u300d\u5224\u65ad\uff0c\u52a0\u4e0a\u4ed3\u4f4d\u53ea\u6709 10%\uff0c\u6240\u4ee5\u6210\u4ea4\u5f88\u5c11\uff08\u6574\u4e2a\u56de\u6d4b\u533a\u95f4\u7ea6 5 \u4e2a\u6708\u53ea\u6709\u4e24\u4e09\u7b14\uff09\uff0c\u6536\u76ca\u901a\u5e38\u5728 \u00b11% \u9644\u8fd1\uff0c\u8fd9\u662f\u6b63\u5e38\u7684\u3002RSI \u7528\u7684\u662f\u8f83\u77ed\u7684\u4e00\u6bb5\u5386\u53f2\u7b97\u7684\uff0c\u6570\u503c\u548c\u770b\u76d8\u8f6f\u4ef6\u53ef\u80fd\u6709\u5c11\u8bb8\u5dee\u522b\u3002<\/p>\n\n<h2 id=\"t0\">5 T+0 \u7f51\u683c\u4e0e\u65e5\u5185\u591a\u6b21\u89e6\u53d1\uff085 \u4e2a\uff09<\/h2>\n<p class=\"khq-tn-vcap\" style=\"margin:22px 0 6px;font-weight:600;color:#163b68;\">\u25b6 \u672c\u8282\u89c6\u9891\uff1a3.5\uff08\u4e8c\uff09\u00b7 T0 \u4e0e\u65e5\u5185\u591a\u6b21\u89e6\u53d1<\/p><div class=\"khq-tn-video\" data-tn=\"3.5b\"><video controls preload=\"none\" playsinline poster=\"\/khQuant\/media\/tutorial-new\/tn-3.5b.jpg?v=56208393\" src=\"\/khQuant\/media\/tutorial-new\/tn-3.5b.mp4?v=56208393\">\u4f60\u7684\u6d4f\u89c8\u5668\u4e0d\u652f\u6301\u89c6\u9891\u64ad\u653e\uff0c\u53ef\u4ee5<a href=\"\/khQuant\/media\/tutorial-new\/tn-3.5b.mp4?v=56208393\">\u4e0b\u8f7d\u89c6\u9891<\/a>\u89c2\u770b\u3002<\/video><\/div>\n\n<h3>5.1 \u54ea\u4e9b\u54c1\u79cd\u80fd T+0\uff0c\u8f6f\u4ef6\u600e\u4e48\u77e5\u9053<\/h3>\n<h4>5.1.1 \u5185\u7f6e\u7684 T+0 \u6e05\u5355<\/h4>\n<p>\u8f6f\u4ef6\u5224\u65ad\u4e00\u4e2a\u6807\u7684\u80fd\u4e0d\u80fd T+0\uff0c\u53ea\u770b\u5b83\u5728\u4e0d\u5728\u5185\u7f6e\u6e05\u5355 <code>T0\u578bETF.csv<\/code> \u91cc\uff0c\u4e0d\u6309\u4ee3\u7801\u524d\u7f00\u63a8\u65ad\u3002\u6e05\u5355\u5171 333 \u6761\uff0c\u4ee5 ETF \u4e3a\u4e3b\uff0c\u4e5f\u6709\u90e8\u5206 LOF\uff0c\u5206 5 \u7c7b\uff1a<\/p>\n<div class=\"khq-tn-table\"><table>\n<thead><tr><th style=\"text-align:left;\">\u7c7b\u522b<\/th><th style=\"text-align:left;\">\u6761\u6570<\/th><th style=\"text-align:left;\">\u4e3e\u4f8b<\/th><\/tr><\/thead>\n<tbody>\n<tr><td>\u80a1\u7968\u578b\uff08\u8de8\u5883\u3001\u6e2f\u80a1\u901a\uff09<\/td><td>119<\/td><td>513900\u3001159726<\/td><\/tr>\n<tr><td>QDII<\/td><td>117<\/td><td>513050\u3001513100<\/td><\/tr>\n<tr><td>\u503a\u5238\u578b<\/td><td>53<\/td><td>511010\u3001511090<\/td><\/tr>\n<tr><td>\u8d27\u5e01\u578b<\/td><td>27<\/td><td>511690\u3001511860<\/td><\/tr>\n<tr><td>\u53e6\u7c7b\u6295\u8d44\uff08\u9ec4\u91d1\u3001\u5546\u54c1\uff09<\/td><td>17<\/td><td>518880\u3001159985<\/td><\/tr>\n<\/tbody>\n<\/table><\/div>\n<p>\u6e05\u5355\u662f 2025 \u5e74 11 \u6708\u6574\u7406\u7684\uff0c\u8f6f\u4ef6\u4e0d\u4f1a\u81ea\u52a8\u66f4\u65b0\u3002\u4ea4\u6613\u6240\u7684 T+0 \u54c1\u79cd\u6709\u589e\u51cf\u65f6\uff0c\u6e05\u5355\u53ef\u80fd\u6ede\u540e\uff0c\u56de\u6d4b\u91cc\u7684 T+0 \u8d44\u683c\u6309\u5f53\u524d\u6e05\u5355\u7b97\uff0c\u4e0d\u8003\u8651\u67d0\u4e2a\u54c1\u79cd\u5386\u53f2\u4e0a\u4ec0\u4e48\u65f6\u5019\u5f00\u59cb\u652f\u6301 T+0\u3002\u5b9e\u9645\u4ea4\u6613\u524d\u8bf7\u4ee5\u4ea4\u6613\u6240\u6700\u65b0\u516c\u544a\u4e3a\u51c6\u3002<\/p>\n\n<h4>5.1.2 \u4e24\u4e2a\u9884\u8bbe\u80a1\u7968\u6c60<\/h4>\n<p>\u80a1\u7968\u6c60\u8bbe\u7f6e\u91cc\u6709\u300cT0\u578bETF\u300d\uff08\u6574\u4efd\u6e05\u5355\uff09\u548c\u300cT0\u80a1\u7968\u578bETF\u300d\uff08\u5176\u4e2d\u7684\u80a1\u7968\u578b\u90e8\u5206\uff09\u4e24\u4e2a\u9884\u8bbe\u6c60\uff0c\u52fe\u9009\u65f6\u4f1a\u5148\u5f39\u51fa\u300c\u6570\u636e\u6ede\u540e\u63d0\u793a\u300d\uff0c\u63d0\u9192\u6e05\u5355\u53ef\u80fd\u6ede\u540e\u3002\u7528\u8fd9\u4e24\u4e2a\u6c60\u5b50\u56de\u6d4b\uff0c\u6c60\u91cc\u5168\u662f T+0 \u6807\u7684\uff0c\u4f1a\u8fdb\u5165 T+0 \u6a21\u5f0f\u3002<\/p>\n<div class=\"khq-tn-callout tip\"><div class=\"lbl\">\u63d0\u793a<\/div><p>T+0 \u7f51\u683c\u8fd9\u7c7b\u7b56\u7565\u4e00\u822c\u53ea\u76ef\u4e00\u4e24\u53ea\u6d41\u52a8\u6027\u597d\u7684\u54c1\u79cd\u3002\u4e0d\u5efa\u8bae\u76f4\u63a5\u62ff\u6574\u4e2a\u300cT0\u578bETF\u300d\u6c60\u53bb\u8dd1\uff1a\u6570\u636e\u91cf\u5927\u3001\u56de\u6d4b\u6162\uff0c\u6848\u4f8b\u7b56\u7565\u4e5f\u53ea\u4ea4\u6613\u6c60\u91cc\u7684\u7b2c 1 \u53ea\u3002<\/p><\/div>\n\n<h4>5.1.3 \u5728\u7b56\u7565\u91cc\u5224\u65ad<\/h4>\n<p>\u7b56\u7565\u4ee3\u7801\u91cc\u53ef\u4ee5\u8c03\u7528\u8fd9\u51e0\u4e2a\u51fd\u6570\uff08\u4ece <code>khQuantImport<\/code> \u5bfc\u5165\uff09\uff1a<\/p>\n<ul>\n<li><code>is_t0_etf(code)<\/code>\uff1a\u8fd9\u53ea\u6807\u7684\u5728\u4e0d\u5728 T+0 \u6e05\u5355\u91cc\u3002<\/li>\n<li><code>check_t0_support(codes)<\/code>\uff1a\u4e00\u7ec4\u6807\u7684\u7684\u60c5\u51b5\uff0c\u8fd4\u56de\u4e24\u4e2a\u503c\uff1a\u7c7b\u578b <code>all_t0<\/code>\uff08\u5168\u90e8\u662f\uff09\u3001<code>mixed<\/code>\uff08\u90e8\u5206\u662f\uff09\u6216 <code>no_t0<\/code>\uff08\u90fd\u4e0d\u662f\uff09\uff0c\u4ee5\u53ca\u662f\u5426\u6309 T+0 \u8fd0\u884c\uff08\u53ea\u6709 <code>all_t0<\/code> \u65f6\u4e3a <code>True<\/code>\uff09\u3002<\/li>\n<\/ul>\n<p>\u53e6\u6709\u4e00\u4e2a <code>is_etf(code)<\/code>\uff0c\u5b83\u53ea\u6309\u4ee3\u7801\u524d\u7f00\u5224\u65ad\u662f\u4e0d\u662f ETF\uff0c\u548c\u80fd\u4e0d\u80fd T+0 \u6ca1\u6709\u5173\u7cfb\uff0c\u4e0d\u8981\u62ff\u5b83\u5224\u65ad T+0\u3002<\/p>\n\n<h3>5.2 \u80a1\u7968\u6c60\u51b3\u5b9a\u4ea4\u6613\u6a21\u5f0f<\/h3>\n<p>\u6bcf\u6b21\u5f00\u59cb\u8fd0\u884c\u65f6\uff0c\u8f6f\u4ef6\u68c0\u67e5\u4e00\u904d\u80a1\u7968\u6c60\uff1a<\/p>\n<div class=\"khq-tn-table\"><table>\n<thead><tr><th style=\"text-align:left;\">\u80a1\u7968\u6c60<\/th><th style=\"text-align:left;\">\u4ea4\u6613\u6a21\u5f0f<\/th><th style=\"text-align:left;\">\u4f60\u4f1a\u770b\u5230<\/th><\/tr><\/thead>\n<tbody>\n<tr><td>\u5168\u90e8\u5728 T+0 \u6e05\u5355\u91cc<\/td><td>T+0<\/td><td>\u65e5\u5fd7\u300cT+0\u4ea4\u6613\u6a21\u5f0f\u5df2\u542f\u7528\u300d\uff1b\u80a1\u7968\u6c60\u533a\u57df\u6807\u9898\u53d8\u6210\u300c\u80a1\u7968\u6c60\u8bbe\u7f6e &#45; T+0\u4ea4\u6613\u6a21\u5f0f\u300d\uff0c\u5e95\u8272\u53d8\u6210\u6df1\u68d5\u3001\u6807\u9898\u53d8\u6a59\u8272\uff0c\u56de\u6d4b\u7ed3\u675f\u540e\u6062\u590d<\/td><\/tr>\n<tr><td>\u90e8\u5206\u5728\u6e05\u5355\u91cc<\/td><td>\u6574\u6c60 T+1<\/td><td>\u5f39\u51fa\u300cT+0\u6a21\u5f0f\u63d0\u9192\u300d\uff0c\u5199\u660e\u652f\u6301\u548c\u4e0d\u652f\u6301 T+0 \u7684\u5404\u6709\u51e0\u53ea<\/td><\/tr>\n<tr><td>\u90fd\u4e0d\u5728\u6e05\u5355\u91cc<\/td><td>T+1<\/td><td>\u65e5\u5fd7\u300c\u4ea4\u6613\u6a21\u5f0f: T+1\uff08\u6807\u51c6A\u80a1\u4ea4\u6613\u89c4\u5219\uff09\u300d<\/td><\/tr>\n<\/tbody>\n<\/table><\/div>\n<figure class=\"khq-tn-fig\"><a href=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2025\/12\/T0\u6a21\u5f0f\u53d8\u8272.gif\" target=\"_blank\" rel=\"noopener\" title=\"\u70b9\u51fb\u67e5\u770b\u539f\u56fe\"><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2025\/12\/T0\u6a21\u5f0f\u53d8\u8272.gif\" alt=\"\u5168 T+0 \u80a1\u7968\u6c60\u5f00\u59cb\u56de\u6d4b\u540e\uff0c\u80a1\u7968\u6c60\u533a\u57df\u53d8\u6210 T+0 \u6837\u5f0f\" loading=\"lazy\"><\/a><figcaption>\u5168 T+0 \u80a1\u7968\u6c60\u5f00\u59cb\u56de\u6d4b\u540e\uff0c\u80a1\u7968\u6c60\u533a\u57df\u53d8\u6210 T+0 \u6837\u5f0f<\/figcaption><\/figure>\n<p>T+0 \u662f\u6574\u4e2a\u80a1\u7968\u6c60\u4e00\u8d77\u5f00\u6216\u5173\u7684\u3002\u6df7\u5408\u6c60\u91cc\u90a3\u51e0\u53ea T+0 ETF \u4e5f\u6309 T+1 \u5904\u7406\uff0c\u8fd9\u6837\u4e0d\u4f1a\u56e0\u4e3a\u4e2a\u522b\u6807\u7684\u5f53\u5929\u4e70\u5356\u800c\u7b97\u51fa\u865a\u9ad8\u7684\u6536\u76ca\u3002\u300cT+0\u6a21\u5f0f\u63d0\u9192\u300d\u7a97\u53e3\u91cc\u52fe\u4e0a\u300c\u8fd9\u4e2a\u7b56\u7565\u4e0d\u518d\u63d0\u9192\u300d\uff0c\u672c\u6b21\u6253\u5f00\u8f6f\u4ef6\u671f\u95f4\u540c\u4e00\u4e2a\u7b56\u7565\u4e0d\u518d\u5f39\u51fa\u3002<\/p>\n<p>\u7528\u547d\u4ee4\u884c\u6216 Web \u5de5\u4f5c\u53f0\u8fd0\u884c\u65f6\u5224\u5b9a\u89c4\u5219\u76f8\u540c\uff0c\u53ea\u662f\u6ca1\u6709\u5f39\u7a97\u548c\u53d8\u8272\uff0c\u4ece\u8fd0\u884c\u65e5\u5fd7\u91cc\u770b\u4ea4\u6613\u6a21\u5f0f\u3002<\/p>\n\n<h4>5.2.1 \u53ef\u5356\u6570\u91cf\u600e\u4e48\u53d8<\/h4>\n<p>\u6bcf\u53ea\u6301\u4ed3\u6709\u4e24\u4e2a\u6570\uff1a\u6301\u4ed3\u6570\u91cf\u548c\u53ef\u5356\u6570\u91cf\u3002\u5356\u51fa\u65f6\u53ea\u770b\u53ef\u5356\u6570\u91cf\uff0c\u4e0d\u591f\u5c31\u62d2\u5355\uff0c\u65e5\u5fd7\u5199\u300c\u53ef\u7528\u6301\u4ed3\u4e0d\u8db3\u300d\u3002<\/p>\n<div class=\"khq-tn-table\"><table>\n<thead><tr><th style=\"text-align:left;\">\u65f6\u70b9<\/th><th style=\"text-align:left;\">T+0 \u6a21\u5f0f<\/th><th style=\"text-align:left;\">T+1 \u6a21\u5f0f<\/th><\/tr><\/thead>\n<tbody>\n<tr><td>\u4e70\u5165\u6210\u4ea4\u540e<\/td><td>\u53ef\u5356\u6570\u91cf\u7acb\u5373\u52a0\u4e0a\u8fd9\u6b21\u4e70\u5165\u7684\u6570\u91cf<\/td><td>\u53ef\u5356\u6570\u91cf\u4e0d\u53d8<\/td><\/tr>\n<tr><td>\u5356\u51fa\u6210\u4ea4\u540e<\/td><td colspan=\"2\">\u6301\u4ed3\u6570\u91cf\u548c\u53ef\u5356\u6570\u91cf\u90fd\u51cf\u53bb\u5356\u51fa\u91cf<\/td><\/tr>\n<tr><td>\u65b0\u4ea4\u6613\u65e5\u5f00\u59cb<\/td><td>\u4e0d\u53d8<\/td><td>\u53ef\u5356\u6570\u91cf = \u6301\u4ed3\u6570\u91cf\uff08\u6628\u5929\u4e70\u7684\u89e3\u51bb\uff09<\/td><\/tr>\n<\/tbody>\n<\/table><\/div>\n<p>\u6240\u4ee5\u5728 T+0 \u6a21\u5f0f\u4e0b\uff0c\u4e0a\u4e00\u6839\u5206\u949f\u7ebf\u4e70\u5165\u7684\u4efd\u989d\uff0c\u4e0b\u4e00\u6839\u5206\u949f\u7ebf\u5c31\u80fd\u5356\u3002<\/p>\n\n<h4>5.2.2 \u4ef7\u683c\u7cbe\u5ea6\u548c\u8d39\u7528<\/h4>\n<ul>\n<li>\u4ef7\u683c\u7cbe\u5ea6\u6309\u5355\u53ea\u8bc1\u5238\u7b97\uff1a\u573a\u5185\u57fa\u91d1\uff08ETF\u3001LOF\uff093 \u4f4d\u5c0f\u6570\uff0c\u80a1\u7968 2 \u4f4d\uff0c\u548c\u662f\u5426 T+0 \u65e0\u5173\u3002<\/li>\n<li>ETF\u3001\u57fa\u91d1\u5356\u51fa\u514d\u5370\u82b1\u7a0e\uff0c\u4e5f\u514d\u8fc7\u6237\u8d39\uff0c\u7f51\u683c\u7b56\u7565\u7684\u6210\u672c\u4e3b\u8981\u662f\u4f63\u91d1\u548c\u6ed1\u70b9\u3002<\/li>\n<li>\u6ed1\u70b9\u6bd4\u4f8b\u586b\u7684\u662f\u4e70\u5356\u53cc\u8fb9\u5408\u8ba1\uff0c\u6bcf\u8fb9\u5404\u7b97\u4e00\u534a\u3002\u7f51\u683c\u6848\u4f8b\u586b 0.001\uff0c\u5373\u5355\u8fb9 0.05%\uff1b\u65e5\u7ebf\u591a\u6b21\u89e6\u53d1\u6848\u4f8b\u4e3a 0.01\uff0c\u5373\u5355\u8fb9 0.5%\u3002<\/li>\n<\/ul>\n\n<h3 id=\"multi\">5.3 \u65e5\u5185\u591a\u6b21\u89e6\u53d1\u7684\u5b9e\u6218\u5199\u6cd5<\/h3>\n<p>1.8 \u8bb2\u8fc7\uff1a\u89e6\u53d1\u65b9\u5f0f\u9009\u300c\u65e5K\u7ebf\u89e6\u53d1\u300d\u65f6\uff0c\u53ef\u4ee5\u628a\u300c\u65e5\u5185\u89e6\u53d1\u4e0a\u9650\u300d\u8c03\u5230 2\uff5e100\uff0c\u5728 <code>khHandlebar<\/code> \u91cc\u8c03\u7528 <code>khRequestNextDailyTrigger()<\/code> \u7533\u8bf7\u5f53\u5929\u518d\u8fd0\u884c\u4e00\u8f6e\u3002\u8fd9\u91cc\u8865\u5145\u4e09\u70b9\u3002<\/p>\n<h4>5.3.1 \u8fd4\u56de\u503c<\/h4>\n<p><code>khRequestNextDailyTrigger()<\/code> \u7533\u8bf7\u6210\u529f\u8fd4\u56de <code>True<\/code>\uff0c\u4ee5\u4e0b\u60c5\u51b5\u8fd4\u56de <code>False<\/code>\uff0c\u4e0d\u4f1a\u591a\u51fa\u4e00\u8f6e\uff1a<\/p>\n<ul>\n<li>\u89e6\u53d1\u65b9\u5f0f\u4e0d\u662f\u65e5K\u7ebf\u89e6\u53d1\uff08\u5206\u949f\u3001Tick \u89e6\u53d1\u4e0b\u4e0d\u8d77\u4f5c\u7528\uff09\uff1b<\/li>\n<li>\u4eca\u5929\u5df2\u7ecf\u8fd0\u884c\u5230\u4e86\u4e0a\u9650\uff08\u4e0a\u9650\u9ed8\u8ba4 1\uff0c\u8981\u5148\u5728\u754c\u9762\u6216 <code>.kh<\/code> \u91cc\u8c03\u5927\uff09\u3002<\/li>\n<\/ul>\n<p>\u53ea\u6709\u5728 <code>khHandlebar<\/code> \u91cc\u7533\u8bf7\u624d\u4f1a\u591a\u8dd1\u4e00\u8f6e\u3002\u5728\u76d8\u524d\u3001\u76d8\u540e\u56de\u8c03\u91cc\u8c03\u7528\u53ef\u80fd\u4e5f\u8fd4\u56de True\uff0c\u4f46\u4e0d\u4f1a\u591a\u51fa\u4e00\u8f6e\u3002<\/p>\n<h4>5.3.2 \u548c T+0 \u914d\u5408<\/h4>\n<ul>\n<li><strong>T+0 \u6c60<\/strong>\uff1a\u7b2c 1 \u8f6e\u4e70\u5165\uff0c\u7b2c 2 \u8f6e\u5c31\u80fd\u5356\u51fa\u540c\u4e00\u6279\u4efd\u989d\u3002<\/li>\n<li><strong>T+1 \u6c60<\/strong>\uff1a\u7b2c 1 \u8f6e\u4e70\u5165\u7684\uff0c\u7b2c 2 \u8f6e\u5356\u4e0d\u51fa\u3002\u591a\u8f6e\u89e6\u53d1\u5728\u8fd9\u91cc\u7684\u7528\u9014\u662f\u300c\u5148\u5356\u540e\u4e70\u300d\uff1a\u7b2c 1 \u8f6e\u5356\u51fa\uff0c\u7b2c 2 \u8f6e\u7528\u5356\u51fa\u56de\u7b3c\u7684\u8d44\u91d1\u4e70\u5165\u3002\u7b2c 2 \u8f6e\u80fd\u770b\u5230\u7b2c 1 \u8f6e\u6210\u4ea4\u540e\u7684\u8d44\u91d1\u548c\u6301\u4ed3\u3002<\/li>\n<\/ul>\n<h4>5.3.3 \u540c\u4e00\u6839\u65e5\u7ebf\uff0c\u540c\u4e00\u4e2a\u4ef7\u683c<\/h4>\n<p>\u591a\u8f6e\u89e6\u53d1\u6bcf\u4e00\u8f6e\u62ff\u5230\u7684\u90fd\u662f\u540c\u4e00\u6839\u65e5 K \u7ebf\u7684\u6570\u636e\uff0c\u4ef7\u683c\u5b8c\u5168\u76f8\u540c\u3002\u60f3\u5728\u76d8\u4e2d\u4e0d\u540c\u65f6\u95f4\u70b9\u770b\u4ef7\u683c\u3001\u505a\u51b3\u5b9a\uff0c\u7528\u5206\u949f\u6216 Tick \u89e6\u53d1\uff0c\u6216\u8005\u81ea\u5b9a\u4e49\u5b9a\u65f6\u89e6\u53d1\uff08\u89c1 <a href=\"https:\/\/khsci.com\/khQuant\/chapter7\/\">1.8<\/a>\uff09\u30024 \u4e2a T+0 \u7f51\u683c\u6848\u4f8b\u7528\u7684\u90fd\u662f 1 \u5206\u949f\u89e6\u53d1\u3002<\/p>\n\n<h3>5.4 \u81ea\u5e26\u6848\u4f8b<\/h3>\n<p>\u8fd9 5 \u4e2a\u6848\u4f8b\u5728\u7b56\u7565\u76ee\u5f55\u91cc\uff08Windows \u662f <code>\u6587\u6863\\KhQuant\\strategies<\/code>\uff0c\u5176\u4ed6\u5e73\u53f0\u89c1\u672c\u7bc7\u7b2c 1 \u8282\uff09\uff0c\u6bcf\u4e2a\u90fd\u662f <code>.py<\/code> \u7b56\u7565\u52a0 <code>.kh<\/code> \u914d\u7f6e\u3002\u7ecf\u5178\u7f51\u683c\u548c 3-1\uff5e3-3 \u8fd9 4 \u4e2a\u7f51\u683c\u6848\u4f8b\u53ea\u4ea4\u6613\u6c60\u4e2d\u7b2c 1 \u53ea\uff1b\u300c5-\u65e5\u5185\u591a\u6b21\u89e6\u53d1\u300d\u5bf9\u6c60\u4e2d\u6bcf\u53ea\u5206\u522b\u5224\u65ad\u3002\u53c2\u6570\u7528\u968f\u673a\u6570\u751f\u6210\uff0c\u6bcf\u6b21\u8fd0\u884c\u7ed3\u679c\u90fd\u4e0d\u4e00\u6837\uff0c\u7814\u7a76\u65f6\u8bf7\u628a\u968f\u673a\u51fd\u6570\u6362\u6210\u4f60\u60f3\u6d4b\u8bd5\u7684\u56fa\u5b9a\u503c\u3002<\/p>\n<h4>5.4.1 \u30103-T0\u7684ETF\u4ea4\u6613\u7b56\u7565\u3011\u7ecf\u5178\u7f51\u683c<\/h4>\n<p>\u6587\u4ef6\u540d\uff1a<code>\u30103-T0\u7684ETF\u4ea4\u6613\u7b56\u7565\u3011T0<\/code><\/p>\n\n<p>\u7b2c\u4e00\u6b21\u89e6\u53d1\u65f6\u6309\u6bd4\u4f8b\u5efa\u5e95\u4ed3\uff0c\u8bb0\u4e0b\u951a\u70b9\u4ef7\u3002\u4e4b\u540e\u4ef7\u683c\u8dcc\u5230\u951a\u70b9\u4e0b\u65b9\u4e00\u4e2a\u95f4\u8ddd\u5c31\u4e70\u5165\u4e00\u7b14\uff0c\u6da8\u5230\u4e0a\u65b9\u4e00\u4e2a\u95f4\u8ddd\u5c31\u5356\u51fa\u4e00\u7b14\uff0c\u6bcf\u6b21\u6210\u4ea4\u540e\u951a\u70b9\u79fb\u5230\u73b0\u4ef7\u3002<\/p>\n<ul>\n<li>\u914d\u7f6e\uff1a513050.SH\uff0c1 \u5206\u949f\u89e6\u53d1\uff0c1 \u5206\u949f\u524d\u590d\u6743\u6570\u636e\uff0c\u521d\u59cb\u8d44\u91d1 100 \u4e07\uff0c\u56de\u6d4b\u533a\u95f4\u7ea6 6 \u5e74\u3002<\/li>\n<li>\u9700\u8981\u7684\u6570\u636e\uff1a513050.SH \u7684 1 \u5206\u949f\u524d\u590d\u6743\uff1b\u590d\u76d8\u7528\u7684\u4e2a\u80a1\u5206\u6790\u8fd8\u9700\u8981\u65e5\u7ebf\u3002\u533a\u95f4\u5f88\u957f\u3001\u6570\u636e\u91cf\u5927\uff0c\u7b2c\u4e00\u6b21\u8dd1\u5efa\u8bae\u5148\u628a\u533a\u95f4\u7f29\u77ed\u5230\u51e0\u4e2a\u6708\u3002<\/li>\n<\/ul>\n<h4>5.4.2 \u30103-1\u3011\u56fa\u5b9a\u7f51\u683c<\/h4>\n<p>\u6587\u4ef6\u540d\uff1a<code>\u30103-1T0\u7684ETF\u4ea4\u6613\u7b56\u7565\u3011\u56fa\u5b9a\u7f51\u683c\u7b56\u7565<\/code><\/p>\n<p class=\"khq-demo-note\">\u203b \u80a1\u7968\u6c60\u9ed8\u8ba4\u7a7a\uff0c\u52a0\u8f7d\u540e\u8bf7\u81ea\u884c\u6dfb\u52a0\u4e00\u53ea\u7b26\u5408 T+0 \u89c4\u5219\u7684 ETF\u3002<\/p>\n\n<p>\u951a\u70b9\u5efa\u4ed3\u65f6\u5b9a\u4e0b\u540e\u4e0d\u518d\u79fb\u52a8\uff0c\u6309\u56fa\u5b9a\u95f4\u8ddd\u5206\u5c42\uff1a\u4e70\u5728\u4e0b\u4e00\u5c42\u3001\u5356\u5728\u4e0a\u4e00\u5c42\uff0c\u907f\u514d\u5728\u540c\u4e00\u6761\u7ebf\u9644\u8fd1\u6765\u56de\u6210\u4ea4\u3002\u6bcf\u4e00\u6765\u56de\u8de8 2 \u4e2a\u95f4\u8ddd\uff0c\u5229\u6da6\u7ea6\u4e3a\u6d6e\u52a8\u7f51\u683c\u7684 2 \u500d\uff0c\u4f46\u5355\u8fb9\u884c\u60c5\u4f1a\u628a\u7f51\u683c\u7528\u5b8c\u3002<\/p>\n<p><strong>\u6ce8\u610f<\/strong>\uff1a\u8fd9\u4e2a\u6848\u4f8b\u7684\u80a1\u7968\u6c60\u4e3a\u7a7a\uff0c\u52a0\u8f7d\u540e\u5148\u81ea\u884c\u6dfb\u52a0\u4e00\u53ea T+0 ETF\uff0c\u518d\u4e0b\u8f7d\u5bf9\u5e94\u533a\u95f4\uff082025 \u5e74 8 \u6708\uff5e2026 \u5e74 3 \u6708\uff09\u7684 1 \u5206\u949f\u548c\u65e5\u7ebf\u6570\u636e\u3002<\/p>\n<h4>5.4.3 \u30103-2\u3011\u6d6e\u52a8\u7f51\u683c<\/h4>\n<p>\u6587\u4ef6\u540d\uff1a<code>\u30103-2T0\u7684ETF\u4ea4\u6613\u7b56\u7565\u3011\u6d6e\u52a8\u7f51\u7edc\u7b56\u7565<\/code>\uff08\u6587\u4ef6\u540d\u91cc\u5199\u7684\u662f\u300c\u7f51\u7edc\u300d\uff0c\u5b89\u88c5\u5305\u91cc\u5c31\u53eb\u8fd9\u4e2a\uff09<\/p>\n<p class=\"khq-demo-note\">\u203b \u80a1\u7968\u6c60\u9ed8\u8ba4\u7a7a\uff0c\u52a0\u8f7d\u540e\u8bf7\u81ea\u884c\u6dfb\u52a0\u4e00\u53ea\u7b26\u5408 T+0 \u89c4\u5219\u7684 ETF\u3002<\/p>\n\n<p>\u6bcf\u6b21\u6210\u4ea4\u540e\u951a\u70b9\u79fb\u5230\u6210\u4ea4\u4ef7\uff0c\u6bcf\u4e00\u6765\u56de\u53ea\u8de8 1 \u4e2a\u95f4\u8ddd\uff0c\u5229\u6da6\u7ea6\u4e3a\u56fa\u5b9a\u7f51\u683c\u7684\u4e00\u534a\uff0c\u4f46\u8d8b\u52bf\u884c\u60c5\u91cc\u4e0d\u5bb9\u6613\u88ab\u5355\u8fb9\u7528\u5b8c\u3002\u914d\u7f6e\u540c 3-1\uff0c\u80a1\u7968\u6c60\u540c\u6837\u9700\u8981\u5148\u81ea\u884c\u586b\u5199\u3002<\/p>\n<h4>5.4.4 \u30103-3\u3011\u8de8\u5c42\u8865\u5355\u7f51\u683c<\/h4>\n<p>\u6587\u4ef6\u540d\uff1a<code>\u30103-3T0\u7684ETF\u4ea4\u6613\u7b56\u7565\u3011\u8de8\u5c42\u8865\u5355\u7f51\u683c\u7b56\u7565<\/code><\/p>\n<p class=\"khq-demo-note\">\u203b \u80a1\u7968\u6c60\u9ed8\u8ba4\u7a7a\uff0c\u52a0\u8f7d\u540e\u8bf7\u81ea\u884c\u6dfb\u52a0\u4e00\u53ea\u7b26\u5408 T+0 \u89c4\u5219\u7684 ETF\u3002<\/p>\n\n<p>\u5728\u56fa\u5b9a\u7f51\u683c\u7684\u57fa\u7840\u4e0a\uff0c\u4e00\u6839 K \u7ebf\u8de8\u8fc7 N \u5c42\u65f6\uff0c\u4e00\u6b21\u6309 N \u500d\u7684\u5355\u7b14\u91cf\u6210\u4ea4\uff0c\u8865\u4e0a\u88ab\u8df3\u8fc7\u7684\u7f51\u683c\u7ebf\u3002\u4ea4\u6613\u8bb0\u5f55\u91cc\u7684\u539f\u56e0\u4f1a\u5199\u300c\u7f51\u683c\u4e70\u5165 \u8de8N\u5c42\u8865\u5355\u300d\u3002\u914d\u7f6e\u540c 3-1\u3002<\/p>\n<h4>5.4.5 \u30105-\u65e5\u5185\u591a\u6b21\u89e6\u53d1\u3011\u65e5\u7ebf\u5148\u5356\u540e\u4e70<\/h4>\n<p>\u6587\u4ef6\u540d\uff1a<code>\u30105-\u65e5\u5185\u591a\u6b21\u89e6\u53d1\u3011\u65e5\u7ebf\u591a\u6b21\u89e6\u53d1\u9a8c\u8bc1<\/code><\/p>\n\n<p>\u4e24\u53ea\u666e\u901a\u80a1\u7968\uff0c\u6309 T+1 \u8fd0\u884c\uff0c\u65e5K\u7ebf\u89e6\u53d1\u3001\u65e5\u5185\u89e6\u53d1\u4e0a\u9650 2\uff1a<\/p>\n<ol>\n<li>\u7b2c 1 \u8f6e\uff1a\u6301\u4ed3\u4e2d\u6536\u76d8\u4ef7\u8dcc\u7834\u957f\u5747\u7ebf\u7684\u5168\u90e8\u5356\u51fa\uff0c\u7136\u540e\u8c03\u7528 <code>khRequestNextDailyTrigger()<\/code>\u3002<\/li>\n<li>\u7b2c 2 \u8f6e\uff1a\u5bf9\u6ca1\u6709\u6301\u4ed3\u3001\u77ed\u5747\u7ebf\u4e0a\u7a7f\u957f\u5747\u7ebf\u7684\u6807\u7684\uff0c\u7528\u4e00\u5b9a\u6bd4\u4f8b\u7684\u73b0\u91d1\u4e70\u5165\u3002<\/li>\n<\/ol>\n<p>\u8fd9\u4e2a\u6848\u4f8b\u548c T+0 \u65e0\u5173\uff0c\u6f14\u793a\u7684\u662f T+1 \u4e0b\u7684\u6807\u51c6\u7528\u6cd5\u3002\u6570\u636e\u53ea\u8981\u4e24\u53ea\u80a1\u7968\u7684\u65e5\u7ebf\u524d\u590d\u6743\uff0cBaoStock \u5c31\u80fd\u4e0b\uff1b\u7b56\u7565\u8981\u56de\u770b\u6700\u591a\u7ea6 35 \u6839\u65e5\u7ebf\uff0c\u4e0b\u8f7d\u8d77\u70b9\u8981\u6bd4\u56de\u6d4b\u5f00\u59cb\u65e5\u671f\u65e9 2 \u4e2a\u6708\u5de6\u53f3\u3002<\/p>\n\n<h3>5.5 \u7528\u4e2a\u80a1\u5206\u6790\u590d\u76d8<\/h3>\n<p>\u56de\u6d4b\u7ed3\u675f\u540e\uff0c\u5728\u7ed3\u679c\u7a97\u53e3\u70b9\u300c\u4e2a\u80a1\u5206\u6790\u300d\u6807\u7b7e\uff0c\u4f1a\u6253\u5f00\u72ec\u7acb\u7684\u4e2a\u80a1\u5206\u6790\u7a97\u53e3\uff08\u901a\u7528\u529f\u80fd\u89c1 <a href=\"https:\/\/khsci.com\/khQuant\/chapter9\/\">1.10<\/a>\uff09\u3002\u590d\u76d8 T+0 \u65f6\u91cd\u70b9\u770b\uff1a<\/p>\n<figure class=\"khq-tn-fig\"><a href=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2025\/12\/wp_editor_md_6a375d32f90463953e7f0f3935f837a3.jpg\" target=\"_blank\" rel=\"noopener\" title=\"\u70b9\u51fb\u67e5\u770b\u539f\u56fe\"><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2025\/12\/wp_editor_md_6a375d32f90463953e7f0f3935f837a3.jpg\" width=\"1799\" height=\"1200\" alt=\"\u4e2a\u80a1\u5206\u6790\u7a97\u53e3\uff1a\u4e0a\u65b9\u65e5K\u7ebf\u6807\u51fa\u4e70\u5356\u65e5\uff0c\u4e2d\u95f4\u662f\u6bcf\u65e5\u76c8\u4e8f\uff0c\u4e0b\u65b9\u662f\u4ea4\u6613\u660e\u7ec6\" loading=\"lazy\"><\/a><figcaption>\u4e2a\u80a1\u5206\u6790\u7a97\u53e3\uff1a\u4e0a\u65b9\u65e5K\u7ebf\u6807\u51fa\u4e70\u5356\u65e5\uff0c\u4e2d\u95f4\u662f\u6bcf\u65e5\u76c8\u4e8f\uff0c\u4e0b\u65b9\u662f\u4ea4\u6613\u660e\u7ec6<\/figcaption><\/figure>\n<ul>\n<li><strong>\u65e5 K \u7ebf<\/strong>\uff1a\u6709\u4e70\u5165\u7684\u65e5\u5b50\u5728 K \u7ebf\u4e0b\u65b9\u6807\u6a59\u8272 B\uff0c\u6709\u5356\u51fa\u7684\u6807\u9752\u8272 S\u3002\u4e00\u5929\u4e0d\u8bba\u6210\u4ea4\u51e0\u7b14\uff0c\u53ea\u6807\u4e00\u4e2a B\u3001\u4e00\u4e2a S\u3002\u9f20\u6807\u60ac\u505c\u663e\u793a\u5f53\u5929\u7684\u4ef7\u683c\u548c\u5168\u90e8\u4e70\u5356\u3002\u6846\u9009\u653e\u5927\uff0c\u53f3\u952e\u8fd8\u539f\u3002<\/li>\n<li><strong>\u70b9\u67d0\u4e00\u5929<\/strong>\uff1a\u5f39\u51fa\u8fd9\u4e00\u5929\u7684 1 \u5206\u949f\u8d70\u52bf\u56fe\uff0c\u6bcf\u7b14\u4e70\u5356\u90fd\u6807\u5728\u6210\u4ea4\u65f6\u95f4\u5bf9\u5e94\u7684\u5206\u949f\u7ebf\u4e0a\uff0c\u80fd\u770b\u6e05\u540c\u4e00\u5929\u91cc\u4e70\u5356\u7684\u5148\u540e\u548c\u4ef7\u5dee\u3002<\/li>\n<li><strong>\u4ea4\u6613\u660e\u7ec6<\/strong>\uff1a\u6bcf\u7b14\u6210\u4ea4\u7684\u65f6\u95f4\u3001\u65b9\u5411\u3001\u4ef7\u683c\u3001\u6570\u91cf\u3001\u91d1\u989d\u3001\u624b\u7eed\u8d39\u3001\u5df2\u5b9e\u73b0\u76c8\u4e8f\u3001\u6d6e\u52a8\u76c8\u4e8f\u548c\u8d44\u91d1\u53d8\u5316\u3002<\/li>\n<\/ul>\n<figure class=\"khq-tn-fig\"><a href=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2025\/12\/\u65e5K\u7ebf\u5c55\u793a\u529f\u80fd-\u7f29\u653e\u548c\u60ac\u6d6e\u7a97.gif\" target=\"_blank\" rel=\"noopener\" title=\"\u70b9\u51fb\u67e5\u770b\u539f\u56fe\"><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2025\/12\/\u65e5K\u7ebf\u5c55\u793a\u529f\u80fd-\u7f29\u653e\u548c\u60ac\u6d6e\u7a97.gif\" alt=\"\u65e5K\u7ebf\u7684\u6846\u9009\u653e\u5927\u548c\u60ac\u6d6e\u7a97\" loading=\"lazy\"><\/a><figcaption>\u65e5K\u7ebf\u7684\u6846\u9009\u653e\u5927\u548c\u60ac\u6d6e\u7a97<\/figcaption><\/figure>\n<div class=\"khq-tn-callout warn\"><div class=\"lbl\">\u6ce8\u610f<\/div><p>\u4e2a\u80a1\u5206\u6790\u7684\u65e5 K \u7ebf\u8981\u7528<strong>\u65e5\u7ebf<\/strong>\u6570\u636e\uff0c\u65e5\u5185\u8d70\u52bf\u56fe\u5468\u671f\u56fa\u5b9a <strong>1 \u5206\u949f<\/strong>\uff0c\u590d\u6743\u65b9\u5f0f\u4e0e\u56de\u6d4b\u914d\u7f6e\u7684 <code>dividend_type<\/code> \u4e00\u81f4\uff08\u9ed8\u8ba4\u524d\u590d\u6743\uff09\uff0c\u548c\u56de\u6d4b\u7528\u7684\u5468\u671f\u65e0\u5173\u3002T+0 \u7f51\u683c\u6848\u4f8b\u53ea\u4e0b\u4e86 1 \u5206\u949f\u7ebf\u65f6\uff0c\u65e5 K \u7ebf\u4f1a\u663e\u793a\u300c\u65e5K\u7ebf\u52a0\u8f7d\u5931\u8d25\uff0c\u4ec5\u663e\u793a\u6210\u4ea4\u70b9\u300d\uff0c\u70b9\u51fb\u4e5f\u6253\u4e0d\u5f00\u65e5\u5185\u56fe\uff0c\u8bb0\u5f97\u628a\u65e5\u7ebf\u4e00\u8d77\u4e0b\u597d\u3002<\/p><\/div>\n\n<h3>5.6 \u98ce\u9669\u63d0\u793a<\/h3>\n<ul>\n<li>\u6848\u4f8b\u53ea\u6f14\u793a\u8f6f\u4ef6\u529f\u80fd\u548c\u5199\u6cd5\uff0c\u53c2\u6570\u968f\u673a\u751f\u6210\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u7b56\u7565\u63a8\u8350\u6216\u6295\u8d44\u5efa\u8bae\u3002<\/li>\n<li>\u7f51\u683c\u6848\u4f8b\u53ea\u4ea4\u6613\u80a1\u7968\u6c60\u7b2c 1 \u53ea\uff0c\u6ca1\u6709\u6b62\u635f\uff0c\u5355\u8fb9\u884c\u60c5\u4f1a\u628a\u7f51\u683c\u7528\u5b8c\uff0c\u9700\u8981\u81ea\u5df1\u52a0\u4ed3\u4f4d\u63a7\u5236\u3002<\/li>\n<li><code>.kh<\/code> \u91cc\u7684 <code>risk<\/code> \u6bb5\uff08\u4ed3\u4f4d\u4e0a\u9650\u3001\u5355\u7b14\u4e0a\u9650\u3001\u4e8f\u635f\u4e0a\u9650\uff09\u76ee\u524d\u4e0d\u8d77\u4f5c\u7528\uff0c\u4e0d\u8981\u4f9d\u8d56\u5b83\u505a\u98ce\u63a7\u3002<\/li>\n<li>\u8d27\u5e01\u3001\u7eaf\u503a ETF \u65e5\u5185\u6ce2\u52a8\u5f88\u5c0f\uff0c\u901a\u5e38\u8986\u76d6\u4e0d\u4e86\u4ea4\u6613\u6210\u672c\uff0c\u505a\u7f51\u683c\u8981\u9009\u6ce2\u52a8\u548c\u6d41\u52a8\u6027\u90fd\u5408\u9002\u7684\u54c1\u79cd\u3002<\/li>\n<li>T+0 \u8d44\u683c\u4ee5\u4ea4\u6613\u6240\u6700\u65b0\u516c\u544a\u4e3a\u51c6\u3002<\/li>\n<\/ul>\n\n<div class=\"khq-tn-callout tip\"><div class=\"lbl\">\u5ef6\u4f38\u9605\u8bfb\uff1a\u4e24\u4e2a\u4e13\u680f<\/div><ul><li><a href=\"https:\/\/khsci.com\/khQuant\/t0grid\/\" target=\"_blank\" rel=\"noopener\">\u4e13\u680f\u4e00 \u00b7 T0 \u7b56\u7565\u4e13\u680f<\/a>\uff1aT+0 \u7f51\u683c\u7b56\u7565\u7684\u8bbe\u8ba1\u601d\u8def\u548c\u5b9e\u6218\u7ec6\u8282\u3002<\/li><li><a href=\"https:\/\/khsci.com\/khQuant\/jev-t0\/\" target=\"_blank\" rel=\"noopener\">\u4e13\u680f\u4e8c \u00b7 Jev \u6a21\u578b\u91cf\u5316\u4e13\u680f<\/a>\uff08\u4f1a\u5458\u4e13\u4eab\uff09\uff1aETF \u65e5\u5185 T+0\uff0c\u548c\u672c\u8282\u76f4\u63a5\u76f8\u5173\u3002<\/li><\/ul><\/div>\n\n<h2 id=\"indicators\">6 \u81ea\u5b9a\u4e49\u6307\u6807\u8bfb\u5199\uff084 \u4e2a\uff09<\/h2>\n<p class=\"khq-tn-vcap\" style=\"margin:22px 0 6px;font-weight:600;color:#163b68;\">\u25b6 \u672c\u8282\u89c6\u9891\uff1a3.5\uff08\u4e09\uff09\u00b7 \u81ea\u5b9a\u4e49\u6307\u6807\u7684\u5b58\u53d6<\/p><div class=\"khq-tn-video\" data-tn=\"3.5c\"><video controls preload=\"none\" playsinline poster=\"\/khQuant\/media\/tutorial-new\/tn-3.5c.jpg?v=cbd528c9\" src=\"\/khQuant\/media\/tutorial-new\/tn-3.5c.mp4?v=cbd528c9\">\u4f60\u7684\u6d4f\u89c8\u5668\u4e0d\u652f\u6301\u89c6\u9891\u64ad\u653e\uff0c\u53ef\u4ee5<a href=\"\/khQuant\/media\/tutorial-new\/tn-3.5c.mp4?v=cbd528c9\">\u4e0b\u8f7d\u89c6\u9891<\/a>\u89c2\u770b\u3002<\/video><\/div>\n\n<h3>6.1 \u539f\u7406<\/h3>\n<pre><code>SZ\\000001.db\n\u2514\u2500 kline_1d\uff1atime | open high low close volume \u2026 | ma5 | DIF | DEA | MACD\n                    \uff08\u884c\u60c5\uff0c\u4e0b\u8f7d\u65f6\u5199\u5165\uff09              \uff08\u4f60\u5199\u5165\u7684\u6307\u6807\uff09<\/code><\/pre>\n<p>\u5199\u5165\u811a\u672c\u548c\u56de\u6d4b\u8bfb\u7684\u662f\u540c\u4e00\u5f20\u8868\u3002\u91cd\u65b0\u4e0b\u8f7d\u884c\u60c5\u65f6\uff0c\u5df2\u6709\u7684\u6307\u6807\u5217\u4e0d\u4f1a\u88ab\u62b9\u6389\uff1b\u4f46<strong>\u65b0\u4e0b\u8f7d\u7684\u65e5\u671f<\/strong>\u8fd9\u51e0\u5217\u662f\u7a7a\u7684\uff0c\u9700\u8981\u518d\u8dd1\u4e00\u6b21\u5199\u5165\u811a\u672c\u8865\u4e0a\u3002<\/p>\n\n<h3>6.2 \u5199\u5165\uff1akhDuckWrite<\/h3>\n<pre><code>khDuckWrite(stock_list, period, data, fields=None, time_col=\"time\",\n            duckdb_path=None, field_types=None, insert_missing=False, update_time=True,\n            allow_builtin_fields=False)<\/code><\/pre>\n<div class=\"khq-tn-table\"><table>\n<thead><tr><th style=\"text-align:left;\">\u53c2\u6570<\/th><th style=\"text-align:left;\">\u8bf4\u660e<\/th><\/tr><\/thead>\n<tbody>\n<tr><td><code>stock_list<\/code><\/td><td>\u80a1\u7968\u4ee3\u7801\uff0c\u5b57\u7b26\u4e32\u6216\u5217\u8868<\/td><\/tr>\n<tr><td><code>period<\/code><\/td><td><code>'1d'<\/code>\u3001<code>'1m'<\/code>\u3001<code>'5m'<\/code> \u6216 <code>'tick'<\/code>\uff0c\u5199\u8fdb\u5bf9\u5e94\u5468\u671f\u7684\u8868<\/td><\/tr>\n<tr><td><code>data<\/code><\/td><td><code>{\u4ee3\u7801: DataFrame}<\/code>\uff0c\u6216\u4e00\u4e2a DataFrame\uff08\u591a\u53ea\u80a1\u7968\u65f6\u8981\u5e26 <code>stock_code<\/code> \u5217\uff09\u3002\u5fc5\u987b\u6709\u65f6\u95f4\u5217<\/td><\/tr>\n<tr><td><code>fields<\/code><\/td><td>\u8981\u5199\u5165\u7684\u5217\uff1b\u4e0d\u586b\u5219\u5199\u5165\u9664\u65f6\u95f4\u3001\u4ee3\u7801\u5916\u7684\u5168\u90e8\u5217<\/td><\/tr>\n<tr><td><code>duckdb_path<\/code><\/td><td>\u6570\u636e\u76ee\u5f55\u3002\u4e0d\u586b\u65f6\u4f9d\u6b21\u4f7f\u7528\uff1a\u5f53\u524d\u56de\u6d4b\u7684\u6570\u636e\u76ee\u5f55\u3001\u8f6f\u4ef6\u8bbe\u7f6e\u91cc\u7684\u6570\u636e\u76ee\u5f55\uff1b\u90fd\u6ca1\u6709\u65f6\u62a5\u9519<\/td><\/tr>\n<tr><td><code>allow_builtin_fields<\/code><\/td><td>\u9ed8\u8ba4 False\uff1a\u4e0d\u5141\u8bb8\u6539\u5199 <code>close<\/code>\u3001\u590d\u6743\u4ef7\u7b49\u5185\u7f6e\u5217\u3002\u786e\u5b9e\u8981\u5bfc\u5165\u5916\u90e8\u884c\u60c5\u65f6\u624d\u8bbe\u4e3a True<\/td><\/tr>\n<tr><td><code>field_types<\/code><\/td><td>\u6307\u5b9a\u5217\u7c7b\u578b\uff0c\u5982 <code>{'ma5': 'DOUBLE'}<\/code>\uff0c\u4e00\u822c\u4e0d\u7528\u586b\uff0c\u4f1a\u81ea\u52a8\u63a8\u65ad<\/td><\/tr>\n<tr><td><code>insert_missing<\/code><\/td><td>\u9ed8\u8ba4 False\uff1a\u5e93\u91cc\u6ca1\u6709\u7684\u65f6\u95f4\u70b9\u76f4\u63a5\u4e22\u5f03\uff1bTrue \u65f6\u65b0\u589e\u884c\uff08\u65b0\u884c\u53ea\u6709\u65f6\u95f4\u548c\u4f60\u7684\u5b57\u6bb5\uff09<\/td><\/tr>\n<\/tbody>\n<\/table><\/div>\n<p>\u8fd4\u56de <code>{\u4ee3\u7801: {'updated': \u66f4\u65b0\u884c\u6570, 'inserted': \u65b0\u589e\u884c\u6570, 'rows': \u2026, 'fields': &#91;\u2026]}}<\/code>\u3002\u4e09\u6761\u89c4\u5219\uff1a<\/p>\n<ol>\n<li><strong>\u6309\u65f6\u95f4\u5339\u914d<\/strong>\uff1a\u65e5\u7ebf\u5728\u5e93\u91cc\u662f <code>2025-12-30 09:30:00<\/code> \u8fd9\u6837\u7684\u65f6\u95f4\uff0c\u5199\u5165\u65f6\u53ea\u5199\u65e5\u671f\uff08<code>'2025-12-30'<\/code> \u6216 <code>'20251230'<\/code>\uff09\u4e5f\u4f1a\u81ea\u52a8\u5bf9\u9f50\u5230\u5f53\u5929 09:30\u3002\u5206\u949f\u7ebf\u3001tick \u8981\u548c\u5e93\u91cc\u7684\u65f6\u95f4\u5b8c\u5168\u4e00\u81f4\u3002\u5bf9\u4e0d\u4e0a\u7684\u65f6\u95f4\u70b9\u4e0d\u4f1a\u5199\u5165\uff0c\u5e76\u6253\u5370\u8b66\u544a\u3002\u6700\u7a33\u7684\u505a\u6cd5\u662f\u50cf\u6848\u4f8b\u90a3\u6837\uff0c\u5148\u7528 <code>khDuckDB<\/code> \u628a\u8fd9\u53ea\u80a1\u7968\u7684 <code>time<\/code> \u5217\u8bfb\u51fa\u6765\uff0c\u5728\u8fd9\u5f20\u8868\u4e0a\u7b97\u6307\u6807\uff0c\u518d\u5199\u56de\u53bb\u3002<\/li>\n<li><strong>\u8868\u91cc\u6ca1\u6709\u7684\u5217\u81ea\u52a8\u6dfb\u52a0<\/strong>\u3002<\/li>\n<li><strong>\u91cd\u8dd1\u4f1a\u8986\u76d6\u65e7\u503c<\/strong>\uff0c\u4e0d\u4f1a\u4ea7\u751f\u91cd\u590d\u884c\u3002<\/li>\n<\/ol>\n<div class=\"khq-tn-callout tip\"><div class=\"lbl\">\u63d0\u793a<\/div><p>\u5217\u540d\u4e0d\u533a\u5206\u5927\u5c0f\u5199\uff1a\u5df2\u6709 <code>DIF<\/code> \u65f6\u518d\u5199 <code>dif<\/code>\uff0c\u5199\u5165\u7684\u662f\u540c\u4e00\u5217\u3002\u9ed8\u8ba4\u4e0d\u5141\u8bb8\u5199 <code>close<\/code>\u3001<code>open_front<\/code> \u8fd9\u7c7b\u5185\u7f6e\u5217\uff0c\u4ee5\u514d\u8986\u76d6\u539f\u59cb\u884c\u60c5\u3002\u81ea\u5b9a\u4e49\u6307\u6807\u5efa\u8bae\u52a0\u524d\u7f00\uff0c\u5982 <code>MY_MACD<\/code>\u3002<\/p><\/div>\n\n<h3>6.3 \u8bfb\u53d6<\/h3>\n<h4>6.3.1 khDuckDB\uff1a\u6309\u9700\u67e5\u8be2<\/h4>\n<pre><code>khDuckDB(stock_list, period, fields=None, start_time=None, end_time=None,\n         dividend_type='none', duckdb_path=None)<\/code><\/pre>\n<ul>\n<li>\u8fd4\u56de <code>{\u4ee3\u7801: DataFrame}<\/code>\uff0c<code>fields<\/code> \u4e0d\u586b\u8fd4\u56de\u6574\u5f20\u8868\u3002<\/li>\n<li><code>end_time<\/code> \u5199 8 \u4f4d\u65e5\u671f\u65f6<strong>\u5305\u542b\u5f53\u5929<\/strong>\u8fd9\u6839 K \u7ebf\u3002<\/li>\n<li><code>dividend_type<\/code> \u9ed8\u8ba4 <code>'none'<\/code>\uff08\u539f\u59cb\u4ef7\uff09\uff0c\u8981\u524d\u590d\u6743\u5199 <code>'front'<\/code>\uff1b\u81ea\u5b9a\u4e49\u6307\u6807\u5217\u539f\u6837\u8fd4\u56de\uff0c\u4e0d\u505a\u590d\u6743\u3002<\/li>\n<li>\u4e0d\u7ed9 <code>start_time<\/code> \u65f6\uff0c\u7b2c\u4e00\u6b21\u67e5\u8be2\u4f1a\u628a\u8fd9\u53ea\u80a1\u7968\u7684\u6570\u636e\u5168\u90e8\u8bfb\u8fdb\u5185\u5b58\uff0c\u4e4b\u540e\u5728\u5185\u5b58\u91cc\u53d6\uff0c\u901f\u5ea6\u4e0d\u6162\u3002\u7ed9\u4e86 <code>start_time<\/code> \u5219\u6bcf\u6b21\u90fd\u67e5\u5e93\u3002<\/li>\n<li><code>duckdb_path<\/code> \u4e0d\u586b\u65f6\uff0c\u548c <code>khDuckWrite<\/code> \u4e00\u6837\u9ed8\u8ba4\u4f7f\u7528\u56de\u6d4b\u6216\u8f6f\u4ef6\u8bbe\u7f6e\u7684\u6570\u636e\u76ee\u5f55\u3002\u5b83\u4ee5\u53ea\u8bfb\u65b9\u5f0f\u6253\u5f00\u6570\u636e\u5e93\uff0c\u76ee\u5f55\u4e0d\u5b58\u5728\u65f6\u8fd4\u56de\u7a7a\u7ed3\u679c\uff0c\u4e0d\u4f1a\u5efa\u51fa\u7a7a\u5e93\u3002<\/li>\n<li>\u6570\u636e\u5c42\u9762\u51fa\u9519\u65f6\u4e0d\u629b\u5f02\u5e38\uff1a\u8def\u5f84\u4e0d\u5bf9\u8fd4\u56de\u7a7a\u5b57\u5178\uff0c\u5b57\u6bb5\u4e0d\u5b58\u5728\u8fd4\u56de\u7a7a\u8868\uff0c\u65e5\u5fd7\u91cc\u6709\u9519\u8bef\u4fe1\u606f\u3002<\/li>\n<\/ul>\n<h4>6.3.2 khAddExtraFields + khIndex\uff1a\u968f\u884c\u60c5\u8bfb\u5165\uff08\u63a8\u8350\uff09<\/h4>\n<pre><code>def init(stock_codes, init_data):\n    khAddExtraFields(init_data, &#91;\"DIF\", \"DEA\", \"MACD\"])\n\ndef khHandlebar(data):\n    dif = khIndex(data, stock_code, \"DIF\")<\/code><\/pre>\n<p>\u5728 <code>init<\/code> \u91cc\u58f0\u660e\u8981\u7528\u7684\u5217\uff0c\u56de\u6d4b\u5f15\u64ce\u52a0\u8f7d\u884c\u60c5\u65f6\u4f1a\u628a\u8fd9\u4e9b\u5217\u548c\u5f00\u9ad8\u4f4e\u6536\u4e00\u8d77\u8bfb\u8fdb\u5185\u5b58\uff0c\u65e5\u5fd7\u663e\u793a\u300c\u7b56\u7565 init \u6ce8\u5165\u81ea\u5b9a\u4e49\u6307\u6807\u5b57\u6bb5: &#91;&#8217;DIF&#8217;, &#8216;DEA&#8217;, &#8216;MACD&#8217;]\u300d\u3002\u4e4b\u540e <code>khIndex<\/code> \u50cf\u53d6\u6536\u76d8\u4ef7\u4e00\u6837\u53d6\u5f53\u524d\u8fd9\u6839 K \u7ebf\u7684\u503c\uff08\u7a7a\u503c\u8fd4\u56de 0.0\uff09\u3002<\/p>\n<ul>\n<li>\u6307\u6807\u5217\u4e0d\u590d\u6743\uff1a\u524d\u590d\u6743\u56de\u6d4b\u91cc\uff0c<code>khPrice<\/code> \u8fd4\u56de\u524d\u590d\u6743\u4ef7\uff0c<code>khIndex<\/code> \u8fd4\u56de\u5e93\u91cc\u5b58\u7684\u539f\u503c\u3002<\/li>\n<li>\u5982\u679c\u5e93\u91cc<strong>\u6ca1\u6709\u8fd9\u4e00\u5217<\/strong>\uff1a\u8fd9\u53ea\u80a1\u7968\u6574\u53ea\u7684\u884c\u60c5\u90fd\u8bfb\u4e0d\u51fa\u6765\uff08\u65e5\u5fd7\u91cc\u62a5\u4e00\u6761\u9519\u8bef\u300c\u67e5\u8be2\u5931\u8d25 \u2026 Referenced column &#8220;DIF&#8221; not found\u300d\uff09\uff1a\u8fd9\u53ea\u80a1\u7968\u5728\u56de\u6d4b\u91cc\u7b49\u4e8e\u6ca1\u6709\u6570\u636e\uff0c<code>khIndex<\/code> \u8bfb\u5230 0\uff0c\u4e5f\u53d6\u4e0d\u5230\u4ef7\u683c\u3001\u4e0d\u4f1a\u4ea4\u6613\uff1b\u5176\u4ed6\u80a1\u7968\u7167\u5e38\u56de\u6d4b\u3002\u6240\u6709\u80a1\u7968\u90fd\u7f3a\u8fd9\u4e00\u5217\u65f6\uff0c\u56de\u6d4b\u62a5\u300c\u6ca1\u6709\u627e\u5230\u4efb\u4f55\u6709\u6548\u7684\u65f6\u95f4\u70b9\u300d\u5e76\u505c\u6b62\u3002\u8bf7\u5148\u5199\u5165\u3002<\/li>\n<li>\u5e93\u91cc\u81ea\u5e26\u7684\u5217\u4e5f\u80fd\u8fd9\u6837\u8bfb\uff0c\u6bd4\u5982\u65e5\u7ebf\u7684\u6362\u624b\u7387 <code>turn<\/code>\uff08\u54ea\u4e9b\u5217\u6709\u503c\u53d6\u51b3\u4e8e\u6570\u636e\u6e90\uff0c\u89c1 <a href=\"https:\/\/khsci.com\/khQuant\/chapter10\/\">1.4<\/a>\uff09\u3002<\/li>\n<\/ul>\n<div class=\"khq-tn-table\"><table>\n<thead><tr><th style=\"text-align:left;\"><\/th><th style=\"text-align:left;\">khAddExtraFields + khIndex<\/th><th style=\"text-align:left;\">khDuckDB<\/th><\/tr><\/thead>\n<tbody>\n<tr><td>\u53d6\u4ec0\u4e48<\/td><td>\u5f53\u524d\u8fd9\u6839 K \u7ebf\u7684\u503c<\/td><td>\u4efb\u610f\u533a\u95f4\u3001\u4efb\u610f\u80a1\u7968\u7684\u4e00\u6bb5\u5386\u53f2<\/td><\/tr>\n<tr><td>\u901f\u5ea6<\/td><td>\u968f\u884c\u60c5\u4e00\u6b21\u8bfb\u5165\uff0c\u6700\u5feb<\/td><td>\u9996\u6b21\u8bfb\u5168\u91cf\u540e\u8d70\u5185\u5b58\uff0c\u4e5f\u4e0d\u6162<\/td><\/tr>\n<tr><td>\u9700\u8981\u586b\u8def\u5f84<\/td><td>\u4e0d\u9700\u8981\uff0c\u7528\u56de\u6d4b\u7684\u6570\u636e\u76ee\u5f55<\/td><td>\u4e00\u822c\u4e0d\u9700\u8981\uff0c\u9ed8\u8ba4\u7528\u540c\u4e00\u4e2a\u6570\u636e\u76ee\u5f55<\/td><\/tr>\n<tr><td>\u5217\u4e0d\u5b58\u5728\u65f6<\/td><td>\u7f3a\u5217\u7684\u80a1\u7968\u6574\u53ea\u6ca1\u6709\u884c\u60c5\uff1b\u5168\u90e8\u7f3a\u65f6\u56de\u6d4b\u62a5\u9519<\/td><td>\u8fd4\u56de\u7a7a\u8868\uff0c\u7b56\u7565\u91cc\u8981\u81ea\u5df1\u5224\u65ad<\/td><\/tr>\n<\/tbody>\n<\/table><\/div>\n\n<h3>6.4 \u5199\u5165\u65f6\u7684\u6ce8\u610f\u4e8b\u9879<\/h3>\n<ul>\n<li>\u8fd0\u884c\u5199\u5165\u811a\u672c\u524d\uff0c\u5173\u6389\u56de\u6d4b\u3001\u6570\u636e\u7ba1\u7406\u7a97\u53e3\u3001\u5b9a\u65f6\u8865\u5145\u7b49\u4f7f\u7528\u540c\u4e00\u4e2a\u6570\u636e\u76ee\u5f55\u7684\u7a0b\u5e8f\uff1b\u811a\u672c\u8fd0\u884c\u671f\u95f4\u5b83\u4eec\u4e5f\u6253\u4e0d\u5f00\u6570\u636e\u5e93\uff0c\u53cd\u8fc7\u6765\u4e5f\u4e00\u6837\u3002<\/li>\n<li><code>khDuckWrite<\/code> \u6bcf\u53ea\u80a1\u7968\u5199\u5b8c\u4f1a\u7acb\u5373\u843d\u76d8\u3002\u811a\u672c\u91cc\u5982\u679c\u81ea\u5df1\u7528\u522b\u7684\u65b9\u5f0f\u6253\u5f00\u4e86\u6570\u636e\u5e93\uff0c\u7ed3\u675f\u524d\u8bf7\u5173\u95ed\u8fde\u63a5\uff1b\u81ea\u5e26\u6848\u4f8b\u5728\u7ed3\u5c3e\u5df2\u7ecf\u8c03\u7528\u4e86 <code>DuckDBManager.close_instances()<\/code>\u3002<\/li>\n<\/ul>\n<div class=\"khq-tn-callout warn\"><div class=\"lbl\">\u65e7\u7248\u672c\u7528\u6237\u6ce8\u610f<\/div><p>V3.4.1.4 \u53ca\u66f4\u65e9\u7684\u7248\u672c\uff0c<code>khDuckWrite<\/code> \u5199\u5165\u65b0\u5217\u540e\u4e0d\u4f1a\u81ea\u52a8\u843d\u76d8\uff0c\u811a\u672c\u9000\u51fa\u540e\u53ef\u80fd\u7559\u4e0b\u65e0\u6cd5\u8bfb\u53d6\u7684\u4e34\u65f6\u6587\u4ef6\uff0c\u4e4b\u540e\u56de\u6d4b\u8fd9\u4e9b\u80a1\u7968\u4f1a\u5931\u8d25\uff08\u63d0\u793a\u300cFailure while replaying WAL file\u300d\u6216\u300c\u6ca1\u6709\u627e\u5230\u4efb\u4f55\u6709\u6548\u7684\u65f6\u95f4\u70b9\u300d\uff09\u3002\u8bf7\u5347\u7ea7\u5230\u6700\u65b0\u7248\uff1b\u5df2\u7ecf\u51fa\u73b0\u8fd9\u4e2a\u62a5\u9519\u7684\uff0c\u5728\u300c\u6570\u636e\u7ba1\u7406\u300d\u70b9\u5de5\u5177\u680f\u300cWAL\u4fee\u590d\u300d\u6062\u590d\u884c\u60c5\u6570\u636e\uff0c\u518d\u7528\u65b0\u7248\u672c\u91cd\u65b0\u5199\u5165\u6307\u6807\u3002<\/p><\/div>\n\n<h3>6.5 \u6848\u4f8b 4-1\uff1a\u5199\u5165 5 \u65e5\u5747\u7ebf<\/h3>\n<p class=\"khq-demo-note\">\u203b \u5199\u5e93\u811a\u672c\u6ca1\u6709\u968f\u673a\u6570\uff1b\u80a1\u7968\u5217\u8868\u662f\u793a\u4f8b\uff0c\u8bf7\u6362\u6210\u4f60\u4e0b\u8f7d\u8fc7\u7684\u4ee3\u7801\u3002<\/p>\n\n<p>\u30104-1\u5199\u5165\u548c\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807-\u5199\u5165\u6570\u636e\u5e93\u6848\u4f8b\u3011khDuckWrite_simple.py \u7684\u6b65\u9aa4\uff1a<\/p>\n<ol>\n<li>\u7528 <code>khDuckDB<\/code> \u8bfb\u51fa\u4e00\u53ea\u80a1\u7968\u7684 <code>time<\/code> \u548c <code>close<\/code>\uff1b<\/li>\n<li><code>df&#91;\"ma5\"] = df&#91;\"close\"].rolling(5).mean()<\/code>\uff0c\u53bb\u6389\u524d 4 \u884c\u7a7a\u503c\uff1b<\/li>\n<li><code>khDuckWrite(..., fields=&#91;\"ma5\"])<\/code> \u5199\u56de\uff1b<\/li>\n<li>\u518d\u8bfb\u51fa <code>time<\/code>\u3001<code>ma5<\/code>\uff0c\u6253\u5370\u6700\u540e 5 \u884c\u9a8c\u8bc1\u3002<\/li>\n<\/ol>\n<p>\u6570\u636e\u76ee\u5f55\u9ed8\u8ba4\u7528\u8f6f\u4ef6\u8bbe\u7f6e\u91cc\u7684\u76ee\u5f55\uff1b\u8981\u5199\u5230\u522b\u7684\u76ee\u5f55\uff0c\u8bbe\u7f6e\u73af\u5883\u53d8\u91cf <code>DUCKDB_DATA_ROOT<\/code>\uff0c\u6216\u6539\u4ee3\u7801\u91cc\u7684 <code>duckdb_path<\/code>\u3002\u6807\u7684\u9ed8\u8ba4\u7559\u7a7a\uff0c\u8bf7\u5148\u586b\u5199\u4ee3\u7801\u91cc\u7684 <code>stock_list<\/code> \u6216\u8bbe\u7f6e\u73af\u5883\u53d8\u91cf <code>DUCKDB_TEST_STOCK<\/code>\uff1b\u672a\u586b\u5199\u65f6\u53ea\u63d0\u793a\u9000\u51fa\uff0c\u4e0d\u8bfb\u5199\u6570\u636e\u5e93\u3002\u6b63\u5e38\u8f93\u51fa\u7684\u5173\u952e\u51e0\u884c\u7c7b\u4f3c\u4e0b\u9762\u8fd9\u6837\uff08\u6761\u6570\u968f\u4f60\u4e0b\u8f7d\u7684\u6570\u636e\u800c\u5b9a\uff09\uff1a<\/p>\n<pre><code>\u6210\u529f\u8bfb\u53d6\u5230 N \u6761\u57fa\u7840\u6570\u636e\u3002\n&#45;&#45;- 2. \u6570\u636e\u52a0\u5de5\u5b8c\u6bd5\uff0c\u51c6\u5907\u5199\u5165 N \u6761\u65b0\u6570\u636e &#45;&#45;-\n\u5199\u5165\u64cd\u4f5c\u8fd4\u56de\u7ed3\u679c: {'000001.SZ': {'updated': N, 'inserted': 0, 'rows': N, 'fields': &#91;'ma5']}}\n\u3010000001.SZ\u3011\u9a8c\u8bc1\u6210\u529f\uff01\u83b7\u53d6\u5230\u7684\u6700\u65b0 5 \u6761\u6570\u636e\u5982\u4e0b\uff1a<\/code><\/pre>\n<p>\u5199\u5b8c\u5728\u6570\u636e\u7ba1\u7406\u7684\u300cSQL\u67e5\u8be2\u300d\u91cc\u6267\u884c <code>SELECT time, close, ma5 FROM kline_1d ORDER BY time DESC LIMIT 5<\/code>\uff0c\u53ef\u4ee5\u770b\u5230\u65b0\u7684\u4e00\u5217\u3002<\/p>\n<h4>6.5.1 \u600e\u4e48\u8fd0\u884c\u5199\u5165\u811a\u672c\uff08Windows \u5b89\u88c5\u7248\uff09<\/h4>\n<p>4-1\u30014-2 \u662f\u666e\u901a\u7684 Python \u811a\u672c\uff0c\u4e0d\u662f\u7b56\u7565\uff0c\u4e0d\u80fd\u7528\u300c\u52a0\u8f7d\u914d\u7f6e\u300d\u6216 <code>kh run<\/code> \u8fd0\u884c\u3002\u5b89\u88c5\u7248\u6ca1\u6709\u5355\u72ec\u7684 Python\uff0c\u9700\u8981\u81ea\u5df1\u88c5\u4e00\u4e2a\uff0c\u518d\u8ba9\u5b83\u7528\u4e0a khQuant \u5b89\u88c5\u76ee\u5f55\u91cc\u7684\u51fd\u6570\u5e93\u3002\u53ea\u9700\u8981\u51c6\u5907\u4e00\u6b21\uff1a<\/p>\n<ol>\n<li><strong>\u5b89\u88c5 Python 3.11\uff0864 \u4f4d\uff09<\/strong>\uff1a\u4ece Python \u5b98\u7f51\u4e0b\u8f7d 3.11.x \u7684 Windows 64 \u4f4d\u5b89\u88c5\u7a0b\u5e8f\uff0c\u5b89\u88c5\u65f6\u52fe\u9009\u300cAdd python.exe to PATH\u300d\u3002<\/li>\n<li><strong>\u5b89\u88c5\u4f9d\u8d56<\/strong>\uff1a\u6253\u5f00\u547d\u4ee4\u63d0\u793a\u7b26\uff0c\u8fd0\u884c\uff08\u7248\u672c\u53f7\u548c khQuant \u81ea\u5e26\u7684\u4fdd\u6301\u4e00\u81f4\uff09\uff1a\n<pre><code>py -3.11 -m pip install pandas==2.3.1 numpy==2.2.6 duckdb==1.4.3 pytz holidays requests psutil<\/code><\/pre><\/li>\n<li><strong>\u5efa\u4e00\u4e2a\u5de5\u4f5c\u6587\u4ef6\u5939<\/strong>\uff0c\u6bd4\u5982 <code>C:\\khwork<\/code>\uff0c\u5728\u91cc\u9762\u65b0\u5efa <code>run_write.py<\/code>\uff0c\u5185\u5bb9\u5982\u4e0b\uff08khQuant \u88c5\u5728\u522b\u5904\u7684\uff0c\u6539\u7b2c\u4e8c\u884c\u7684\u8def\u5f84\uff09\uff1a\n<pre><code>import os, sys, runpy\nKH = r\"C:\\Program Files (x86)\\khQuant\\_internal\"\nos.add_dll_directory(KH)\nsys.path.append(KH)\nrunpy.run_path(sys.argv&#91;1], run_name=\"__main__\")<\/code><\/pre>\n\u5b83\u7684\u4f5c\u7528\u662f\u8ba9 Python \u80fd\u627e\u5230 khQuant \u7684\u51fd\u6570\u5e93\u548c\u8fd0\u884c\u5e93\uff0c\u518d\u53bb\u8fd0\u884c\u4f60\u6307\u5b9a\u7684\u811a\u672c\u3002<\/li>\n<\/ol>\n<p>\u4e4b\u540e\u6bcf\u6b21\u5199\u5165\uff1a<\/p>\n<ol>\n<li>\u628a 4-1 \u4ece\u5b89\u88c5\u76ee\u5f55\u7684 <code>_internal\\strategies<\/code>\uff08\u9ed8\u8ba4 <code>C:\\Program Files (x86)\\khQuant\\_internal\\strategies<\/code>\uff09\u590d\u5236\u5230 <code>C:\\khwork<\/code>\uff0c\u6539\u540d\u4e3a <code>write_ma5.py<\/code>\u3002\u4ece\u65e7\u7248\u672c\u5347\u7ea7\u4e0a\u6765\u7684\uff0c<code>\u6587\u6863\\KhQuant\\strategies<\/code> \u91cc\u53ef\u80fd\u8fd8\u662f\u65e7\u7248\u7684\u6848\u4f8b\u6587\u4ef6\uff08\u8f6f\u4ef6\u4e0d\u4f1a\u8986\u76d6\u4f60\u5df2\u6709\u7684\u6587\u4ef6\uff09\uff0c\u8bf7\u4ee5\u5b89\u88c5\u76ee\u5f55\u91cc\u7684\u4e3a\u51c6\u3002<\/li>\n<li>\u5173\u6389 khQuant \u7684\u6570\u636e\u7ba1\u7406\u7a97\u53e3\u548c\u6b63\u5728\u8dd1\u7684\u56de\u6d4b\uff0c\u5728 <code>C:\\khwork<\/code> \u8fd0\u884c\uff1a\n<pre><code>cd C:\\khwork\npy -3.11 run_write.py write_ma5.py<\/code><\/pre><\/li>\n<\/ol>\n<p>\u770b\u5230\u300c\u9a8c\u8bc1\u6210\u529f\u300d\u548c\u6700\u540e 5 \u884c\u6570\u636e\uff0c\u5c31\u5199\u597d\u4e86\u30024-2 \u540c\u6837\u5904\u7406\uff0c\u4e5f\u9700\u8981\u5148\u586b\u5199\u81ea\u5df1\u7684\u6807\u7684\u3002\u80a1\u7968\u6c60\u6a21\u5f0f\u9ed8\u8ba4\u5173\u95ed\uff1b\u9700\u8981\u65f6\u6309\u811a\u672c\u6ce8\u91ca\u5207\u6362\uff0c\u5e76\u628a CSV \u8def\u5f84\u6539\u6210\u81ea\u5df1\u7684\u6587\u4ef6\u3002<\/p>\n<div class=\"khq-tn-callout tip\"><div class=\"lbl\">\u63d0\u793a<\/div><p>\u76f4\u63a5\u628a\u811a\u672c\u653e\u5728\u522b\u5904\u7528 Python \u8fd0\u884c\uff0c\u4f1a\u63d0\u793a\u300cNo module named &#8216;khQTTools&#8217;\u300d\uff0c\u8fd9\u5c31\u662f\u6ca1\u901a\u8fc7 <code>run_write.py<\/code> \u8fd0\u884c\u3002\u4f9d\u8d56\u88c5\u9519\u7248\u672c\u65f6\uff0c\u5e38\u89c1\u62a5\u9519\u662f pandas \u6216 duckdb \u5bfc\u5165\u5931\u8d25\uff0c\u6309\u7b2c 2 \u6b65\u7684\u7248\u672c\u91cd\u65b0\u5b89\u88c5\u5373\u53ef\u3002<\/p><\/div>\n\n<h3>6.6 \u6848\u4f8b 4-2\uff1a\u6279\u91cf\u5199\u5165 MACD<\/h3>\n<p class=\"khq-demo-note\">\u203b \u5199\u5e93\u811a\u672c\u6ca1\u6709\u968f\u673a\u6570\uff1b\u80a1\u7968\u5217\u8868\u662f\u793a\u4f8b\uff0c\u8bf7\u6362\u6210\u4f60\u4e0b\u8f7d\u8fc7\u7684\u4ee3\u7801\u3002<\/p>\n\n<p>\u30104-2\u3011khDuckWrite_macd.py \u8bfb\u6caa\u6df1 300 \u6210\u5206\u80a1\u5217\u8868\uff0c\u9010\u53ea\u8ba1\u7b97\uff1a<\/p>\n<pre><code>EMA12 = close.ewm(span=12, adjust=False).mean()\nEMA26 = close.ewm(span=26, adjust=False).mean()\nDIF  = EMA12 - EMA26\nDEA  = DIF.ewm(span=9, adjust=False).mean()\nMACD = (DIF - DEA) * 2<\/code><\/pre>\n<p>\u7136\u540e\u628a DIF\u3001DEA\u3001MACD \u4e09\u5217\u5199\u56de\u3002\u6ce8\u610f\uff1a<\/p>\n<ul>\n<li>\u4ee3\u7801\u9ed8\u8ba4\u5904\u7406<strong>\u5168\u90e8 300 \u53ea<\/strong>\uff08\u6ce8\u91ca\u8bf4\u5207\u524d 3 \u53ea\uff0c\u4f46\u4ee3\u7801\u6ca1\u5207\uff09\uff0c\u7b2c\u4e00\u6b21\u7ec3\u4e60\u5efa\u8bae\u628a <code>stock_list&#91;:]<\/code> \u6539\u6210 <code>stock_list&#91;:3]<\/code>\uff0c\u6216\u76f4\u63a5\u5199\u6210\u4f60\u4e0b\u8f7d\u8fc7\u7684\u51e0\u53ea\u3002<\/li>\n<li>\u5b83\u7528\u539f\u59cb\u4ef7\uff08\u4e0d\u590d\u6743\uff09\u8ba1\u7b97 MACD\uff0c\u9664\u6743\u65e5\u524d\u540e\u6307\u6807\u4f1a\u8df3\u3002\u60f3\u548c\u524d\u590d\u6743\u56de\u6d4b\u53e3\u5f84\u4e00\u81f4\uff0c\u53ef\u4ee5\u5728\u8bfb\u6570\u636e\u7684 <code>khDuckDB<\/code> \u91cc\u52a0 <code>dividend_type='front'<\/code>\u3002<\/li>\n<\/ul>\n\n<h3>6.7 \u6848\u4f8b 4-4\uff1a\u968f\u884c\u60c5\u8bfb\u5165 MACD<\/h3>\n<p class=\"khq-demo-note\">\u203b \u53ea\u6709\u4e70\u5165\u6bd4\u4f8b\u662f\u968f\u673a\u7684\u3002<\/p>\n\n<p>\u30104-4\u76f4\u63a5\u8bfb\u53d6\u5e95\u5c42\u6307\u6807-\u81ea\u5b9a\u4e49\u6307\u6807\u7b56\u7565\u6848\u4f8b\u3011DirectIndex_MACD_Strategy\uff1a<\/p>\n<ol>\n<li><code>init<\/code> \u91cc <code>khAddExtraFields(data, &#91;\"DIF\", \"DEA\", \"MACD\"])<\/code>\uff1b<\/li>\n<li>\u6bcf\u6839 K \u7ebf\u7528 <code>khIndex<\/code> \u53d6\u5f53\u5929\u7684 DIF\u3001DEA\uff0c\u7528\u4e00\u4e2a\u5168\u5c40\u5b57\u5178\u8bb0\u4f4f\u6628\u5929\u7684\u503c\uff08\u7b2c\u4e00\u6839\u53ea\u8bb0\u5f55\u4e0d\u4ea4\u6613\uff09\uff1b<\/li>\n<li>\u6628\u5929 DIF &lt; DEA\u3001\u4eca\u5929 DIF &gt; DEA \u89c6\u4e3a\u91d1\u53c9\uff0c\u6ca1\u6709\u6301\u4ed3\u5c31\u4e70\uff1b\u53cd\u8fc7\u6765\u6b7b\u53c9\u3001\u6709\u6301\u4ed3\u5c31\u5168\u90e8\u5356\u51fa\u3002<\/li>\n<\/ol>\n<p>\u914d\u7f6e\uff1a\u80a1\u7968\u6c60\u7559\u7a7a\uff0c\u8bf7\u81ea\u884c\u586b\u5199\u5df2\u5199\u5165 MACD \u7684\u80a1\u7968\uff1b\u56de\u6d4b\u533a\u95f4 2024-01-01 \u5230 2025-12-31\uff0c\u65e5\u7ebf\u524d\u590d\u6743\u3002\u5148\u6309 4-2 \u7ed9\u6240\u9009\u80a1\u7968\u5199\u5165 MACD \u518d\u8fd0\u884c\u3002<\/p>\n\n<h3>6.8 \u6848\u4f8b 4-3\uff1a\u7528 khDuckDB \u67e5\u8be2<\/h3>\n<p class=\"khq-demo-note\">\u203b \u53ea\u6709\u4e70\u5165\u6bd4\u4f8b\u662f\u968f\u673a\u7684\u3002<\/p>\n\n<p>\u30104-3\u5199\u5165\u548c\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807-\u8bfb\u53d6\u6570\u636e\u5e93\u6307\u6807\u7684\u7b56\u7565\u6848\u4f8b\u3011DuckDB_MACD_Strategy \u5b9e\u73b0\u540c\u6837\u7684\u4fe1\u53f7\uff0c\u53ea\u662f\u6bcf\u6839 K \u7ebf\u7528 <code>khDuckDB(..., end_time=\u5f53\u5929)<\/code> \u67e5\u8be2\u5230\u5f53\u5929\u4e3a\u6b62\u7684 DIF\u3001DEA\uff0c\u53d6\u6700\u540e\u4e24\u884c\u5f53\u300c\u4eca\u5929\u300d\u548c\u300c\u6628\u5929\u300d\u3002\u540c\u4e00\u4efd\u6570\u636e\u4e0b\uff0c4-3 \u548c 4-4 \u7684\u4e70\u5356\u65e5\u671f\u57fa\u672c\u76f8\u540c\uff084-4 \u9996\u6839 K \u7ebf\u53ea\u8bb0\u5f55\u4e0d\u4ea4\u6613\uff09\uff0c\u80a1\u6570\u56e0\u968f\u673a\u7684\u4e70\u5165\u6bd4\u4f8b\u4e0d\u540c\u800c\u4e0d\u540c\u3002<\/p>\n<p>4-3 \u8bfb\u7684\u662f\u548c\u56de\u6d4b\u76f8\u540c\u7684\u6570\u636e\u76ee\u5f55\uff0c\u4e0d\u9700\u8981\u989d\u5916\u8bbe\u7f6e\uff08\u9664\u975e\u4f60\u8bbe\u7f6e\u4e86\u73af\u5883\u53d8\u91cf <code>DUCKDB_DATA_ROOT<\/code>\uff0c\u90a3\u6837\u5b83\u4f1a\u6539\u8bfb\u90a3\u4e2a\u76ee\u5f55\uff09\u3002<\/p>\n\n<h3>6.9 \u5173\u4e8e\u300c\u5f53\u5929\u6536\u76d8\u503c\u300d<\/h3>\n<p>4-3\u30014-4 \u7528\u7684\u662f\u5f53\u5929\u6536\u76d8\u540e\u7b97\u51fa\u7684 DIF\u3001DEA\uff0c\u5e76\u6309\u5f53\u5929\u6536\u76d8\u4ef7\u6210\u4ea4\uff0c\u76f8\u5f53\u4e8e\u300c\u6536\u76d8\u90a3\u4e00\u523b\u5224\u65ad\u3001\u7acb\u523b\u6309\u6536\u76d8\u4ef7\u6210\u4ea4\u300d\uff0c\u8fd9\u662f\u7406\u60f3\u5316\u7684\u5047\u8bbe\u3002\u60f3\u66f4\u8d34\u8fd1\u5b9e\u9645\uff0c\u53ef\u4ee5\u6539\u6210\u7528\u6628\u5929\u7684\u6307\u6807\u5224\u65ad\u3001\u4eca\u5929\u5f00\u76d8\u4ef7\u6210\u4ea4\u3002<\/p>\n\n<h2 id=\"prep\">7 \u51c6\u5907\u6570\u636e<\/h2>\n<div class=\"khq-tn-table\"><table>\n<thead><tr><th style=\"text-align:left;\">\u6848\u4f8b<\/th><th style=\"text-align:left;\">\u9700\u8981\u7684\u6570\u636e<\/th><th style=\"text-align:left;\">\u5efa\u8bae\u4e0b\u8f7d\u8d77\u70b9<\/th><\/tr><\/thead>\n<tbody>\n<tr><td>\u53cc\u5747\u7ebf 3 \u4e2a\u3001RSI<\/td><td>\u5bf9\u5e94\u80a1\u7968\u7684\u65e5\u7ebf\uff0c\u524d\u590d\u6743<\/td><td>2024-09-01\uff08\u56de\u6d4b\u4ece 2025 \u5e74\u521d\u5f00\u59cb\uff0c\u5747\u7ebf\u548c RSI \u6700\u591a\u8981\u5f80\u524d\u770b\u7ea6 60 \u4e2a\u4ea4\u6613\u65e5\uff09<\/td><\/tr>\n<tr><td>4-3\u30014-4<\/td><td>\u65e5\u7ebf\u524d\u590d\u6743\uff0c\u5e76\u5148\u7528 4-2 \u5199\u5165 MACD<\/td><td>2023 \u5e74\u521d\uff08MACD \u9700\u8981\u8f83\u957f\u7684\u9884\u70ed\uff09<\/td><\/tr>\n<tr><td>5-\u65e5\u5185\u591a\u6b21\u89e6\u53d1<\/td><td>\u81ea\u884c\u586b\u5199\u7814\u7a76\u6807\u7684\uff0c\u4f7f\u7528\u65e5\u7ebf\u524d\u590d\u6743<\/td><td>2023-11 \u8d77<\/td><\/tr>\n<tr><td>T+0 \u7f51\u683c<\/td><td>ETF \u7684 1 \u5206\u949f\u7ebf\uff08\u52a0\u65e5\u7ebf\u4f9b\u590d\u76d8\uff09<\/td><td>\u89c1\u7b2c 5 \u8282<\/td><\/tr>\n<\/tbody>\n<\/table><\/div>\n<p>\u65e5\u7ebf\u53ef\u4ee5\u7528\u4efb\u4f55\u6570\u636e\u6e90\uff0c\u7528 tx \u6700\u7b80\u5355\uff08\u514d\u8d39\uff0c\u8bb0\u5f97\u52a0 <code>&#45;&#45;adj front<\/code>\uff09\uff1a<\/p>\n<pre><code>kh data download &#45;&#45;source tx &#45;&#45;stocks 000001.SZ,000002.SZ,600000.SH &#45;&#45;period 1d &#45;&#45;adj front &#45;&#45;start 20230101<\/code><\/pre>\n<p>\u754c\u9762\u91cc\u7528\u300c\u6570\u636e\u7ba1\u7406 \u2192 tx\u6570\u636e\u5bfc\u5165\u300d\uff0c\u624b\u52a8\u8f93\u5165\u8fd9\u51e0\u53ea\u4ee3\u7801\u3001\u52fe\u9009\u524d\u590d\u6743\u5373\u53ef\u3002<\/p>\n\n<h2 id=\"order\">8 \u5efa\u8bae\u7684\u987a\u5e8f<\/h2>\n<ol>\n<li>\u30101-MA\u3011\u53cc\u5747\u7ebf\u7cbe\u7b80_\u4f7f\u7528khMA\u51fd\u6570\uff1a\u5355\u80a1\u3001\u5168\u4ed3\u3001\u4ee3\u7801\u6700\u77ed\uff0c\u6700\u5bb9\u6613\u770b\u61c2\u8d44\u91d1\u66f2\u7ebf\u548c\u6bcf\u7b14\u6210\u4ea4\u3002<\/li>\n<li>\u30101-MA\u3011\u53cc\u5747\u7ebf\u591a\u80a1\u7968_\u4f7f\u7528khMA\u51fd\u6570\uff1a\u5b66\u4f1a\u904d\u5386\u80a1\u7968\u6c60\u548c\u90e8\u5206\u4ed3\u4f4d\u3002<\/li>\n<li>\u30102-RSI\u3011RSI\u7b56\u7565\uff1a\u5b66\u4f1a <code>khHistory<\/code> \u52a0 MyTT \u6307\u6807\u3001\u7a7f\u8d8a\u5224\u65ad\u3002<\/li>\n<li>\u30101-MA\u3011\u53cc\u5747\u7ebf\u591a\u80a1\u7968_\u4f7f\u7528MA\u51fd\u6570\uff1a\u5bf9\u7167\u7b2c 2 \u4e2a\uff0c\u7406\u89e3\u4e24\u79cd\u7b97\u6307\u6807\u7684\u5199\u6cd5\uff08\u5148\u81ea\u884c\u586b\u5199\u80a1\u7968\u6c60\uff09\u3002<\/li>\n<li>\u30105-\u65e5\u5185\u591a\u6b21\u89e6\u53d1\u3011\uff1a\u65e5\u7ebf\u4e0a\u7684\u5148\u5356\u540e\u4e70\uff08\u7b2c 5 \u8282\uff09\u3002<\/li>\n<li>\u30103-\u3011T+0 \u7f51\u683c\u7cfb\u5217\uff1a\u9700\u8981 ETF \u5206\u949f\u6570\u636e\uff08\u7b2c 5 \u8282\uff09\u3002<\/li>\n<li>\u30104-2\u3011\u2192\u30104-4\u3011\u2192\u30104-3\u3011\uff1a\u5148\u5199\u6307\u6807\u518d\u8bfb\uff08\u7b2c 6 \u8282\uff09\u3002<\/li>\n<\/ol>\n\n<h2>\u5e38\u89c1\u95ee\u9898<\/h2>\n<p class=\"q\"><strong>\u95ee\uff1a\u56de\u6d4b\u8dd1\u5b8c\u6ca1\u6709\u4efb\u4f55\u4ea4\u6613\uff1f<\/strong><br>\n\u7b54\uff1a\u5148\u770b\u65e5\u5fd7\u91cc\u662f\u4e0d\u662f\u63d0\u793a\u5386\u53f2\u6570\u636e\u4e0d\u591f\u3002\u5f80\u524d\u591a\u4e0b 3 \u4e2a\u6708\u7684\u6570\u636e\uff1b\u7528 tx \u4e0b\u8f7d\u65f6\u8981\u52a0 <code>&#45;&#45;adj front<\/code>\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u300c\u53cc\u5747\u7ebf\u591a\u80a1\u7968_\u4f7f\u7528MA\u51fd\u6570\u300d\u8dd1\u4e86\u5f88\u4e45\uff1f<\/strong><br>\n\u7b54\uff1a\u968f\u5305\u80a1\u7968\u6c60\u4e3a\u7a7a\uff1b\u81ea\u884c\u9009\u62e9\u5927\u91cf\u6807\u7684\u65f6\u4f1a\u8017\u65f6\u8f83\u957f\uff0c\u53ef\u5148\u7528\u5c11\u91cf\u6807\u7684\u9a8c\u8bc1\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a3-1\u30013-2\u30013-3 \u63d0\u793a\u627e\u4e0d\u5230 xxxxxx.SH\uff1f<\/strong><br>\n\u7b54\uff1a\u65e7\u914d\u7f6e\u53ef\u80fd\u5e26\u5360\u4f4d\u7b26\uff1b\u65b0\u968f\u5305\u914d\u7f6e\u80a1\u7968\u6c60\u4e3a\u7a7a\uff0c\u90fd\u9700\u8981\u81ea\u884c\u586b\u5199\u4e00\u53ea\u7b26\u5408 T+0 \u89c4\u5219\u7684 ETF\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u52a0\u8f7d 4-1\u30014-2 \u62a5\u9519\uff1f<\/strong><br>\n\u7b54\uff1a\u5b83\u4eec\u662f\u5199\u6570\u636e\u5e93\u7684\u811a\u672c\uff0c\u4e0d\u662f\u7b56\u7565\uff0c\u7528\u6cd5\u89c1\u7b2c 6 \u8282\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u80a1\u7968\u6c60\u91cc\u90fd\u662f ETF\uff0c\u4e3a\u4ec0\u4e48\u8fd8\u662f T+1\uff1f<\/strong><br>\n\u7b54\uff1aETF \u4e0d\u4e00\u5b9a\u90fd\u80fd T+0\u3002\u53ea\u6709\u5728 T+0 \u6e05\u5355\u91cc\u7684\u624d\u7b97\uff0c\u6c60\u91cc\u53ea\u8981\u6709\u4e00\u53ea\u4e0d\u5728\u6e05\u5355\u91cc\uff0c\u6574\u6c60\u5c31\u6309 T+1\u3002\u770b\u8fd0\u884c\u5f00\u59cb\u65f6\u6709\u6ca1\u6709\u5f39\u300cT+0\u6a21\u5f0f\u63d0\u9192\u300d\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u5356\u51fa\u88ab\u62d2\uff0c\u63d0\u793a\u300c\u53ef\u7528\u6301\u4ed3\u4e0d\u8db3\u300d\uff1f<\/strong><br>\n\u7b54\uff1aT+1 \u6a21\u5f0f\u4e0b\u5f53\u5929\u4e70\u5165\u7684\u4e0d\u80fd\u5f53\u5929\u5356\u3002\u786e\u8ba4\u80a1\u7968\u6c60\u662f\u5426\u5168\u90e8\u5728 T+0 \u6e05\u5355\u91cc\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1akhRequestNextDailyTrigger() \u4e00\u76f4\u8fd4\u56de False\uff1f<\/strong><br>\n\u7b54\uff1a\u68c0\u67e5\u89e6\u53d1\u65b9\u5f0f\u662f\u4e0d\u662f\u300c\u65e5K\u7ebf\u89e6\u53d1\u300d\u3001\u300c\u65e5\u5185\u89e6\u53d1\u4e0a\u9650\u300d\u662f\u5426\u5927\u4e8e 1\u3002\u53e6\u5916\uff0c\u53ea\u6709\u5728 <code>khHandlebar<\/code> \u91cc\u7533\u8bf7\u624d\u4f1a\u591a\u8dd1\u4e00\u8f6e\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u4e2a\u80a1\u5206\u6790\u91cc\u70b9\u65e5 K \u7ebf\u6ca1\u6709\u5f39\u51fa\u65e5\u5185\u56fe\uff1f<\/strong><br>\n\u7b54\uff1a\u7f3a\u65e5\u7ebf\u6216 1 \u5206\u949f\u6570\u636e\u3002\u7f3a\u65e5\u7ebf\u65f6\u65e5 K \u7ebf\u6839\u672c\u753b\u4e0d\u51fa\u6765\uff1b\u7f3a 1 \u5206\u949f\u6570\u636e\u65f6\u4f1a\u63d0\u793a\u300c\u6570\u636e\u7f3a\u5931\u300d\u3002\u628a\u5bf9\u5e94\u65e5\u671f\u7684\u6570\u636e\u4e0b\u597d\u5373\u53ef\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u540c\u4e00\u4e2a\u6848\u4f8b\u8dd1\u4e24\u6b21\uff0c\u7ed3\u679c\u4e0d\u4e00\u6837\uff1f<\/strong><br>\n\u7b54\uff1a\u6848\u4f8b\u53c2\u6570\u662f\u968f\u673a\u751f\u6210\u7684\u3002\u628a\u7b56\u7565\u5f00\u5934\u7684\u968f\u673a\u51fd\u6570\u6539\u6210\u56fa\u5b9a\u6570\u503c\uff0c\u7ed3\u679c\u5c31\u7a33\u5b9a\u4e86\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u5199\u5165\u8fd4\u56de <code>updated: 0<\/code>\uff1f<\/strong><br>\n\u7b54\uff1a\u65f6\u95f4\u5bf9\u4e0d\u4e0a\uff08\u5206\u949f\u7ebf\u8981\u548c\u5e93\u91cc\u7684\u65f6\u95f4\u5b8c\u5168\u4e00\u81f4\uff09\uff0c\u6216\u8005\u8fd9\u53ea\u80a1\u7968\u5728\u8fd9\u4e9b\u65e5\u671f\u672c\u6765\u5c31\u6ca1\u6709\u884c\u60c5\u3002\u770b\u811a\u672c\u6253\u5370\u7684\u8b66\u544a\uff1b\u6700\u7a33\u7684\u505a\u6cd5\u662f\u5148\u7528 <code>khDuckDB<\/code> \u8bfb\u51fa <code>time<\/code> \u5217\u518d\u8ba1\u7b97\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u56de\u6d4b\u62a5\u300cFailure while replaying WAL file\u300d\u6216\u300c\u6ca1\u6709\u627e\u5230\u4efb\u4f55\u6709\u6548\u7684\u65f6\u95f4\u70b9\u300d\uff1f<\/strong><br>\n\u7b54\uff1a\u6709\u4e24\u79cd\u53ef\u80fd\u3002\u4e00\u662f\u7528 V3.4.1.4 \u6216\u66f4\u65e9\u7248\u672c\u5199\u5165\u540e\u7559\u4e0b\u7684\u95ee\u9898\uff0c\u89c1\u7b2c 6.4 \u8282\uff1a\u7528\u300c\u6570\u636e\u7ba1\u7406 \u2192 WAL\u4fee\u590d\u300d\u4fee\u590d\uff0c\u5347\u7ea7\u540e\u91cd\u65b0\u5199\u5165\u3002\u4e8c\u662f\u7b56\u7565\u7528 <code>khAddExtraFields<\/code> \u767b\u8bb0\u4e86\u81ea\u5b9a\u4e49\u5217\uff0c\u800c\u80a1\u7968\u6c60\u91cc\u6240\u6709\u80a1\u7968\u90fd\u8fd8\u6ca1\u5199\u5165\u8fd9\u4e00\u5217\uff08\u53ea\u7f3a\u51e0\u53ea\u65f6\uff0c\u7f3a\u7684\u90a3\u51e0\u53ea\u6ca1\u6709\u884c\u60c5\uff0c\u5176\u4f59\u7167\u5e38\uff09\uff0c\u89c1\u7b2c 6.3 \u8282\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u63d0\u793a\u300c\u53e6\u4e00\u4e2a\u7a0b\u5e8f\u6b63\u5728\u4f7f\u7528\u6b64\u6587\u4ef6\u300d\uff1f<\/strong><br>\n\u7b54\uff1a\u5199\u5165\u811a\u672c\u548c\u56de\u6d4b\u3001\u4e0b\u8f7d\u3001\u6570\u636e\u7ba1\u7406\u7a97\u53e3\u540c\u65f6\u5728\u7528\u540c\u4e00\u4e2a\u6570\u636e\u76ee\u5f55\u3002\u5173\u6389\u5176\u4ed6\u7a0b\u5e8f\u518d\u8fd0\u884c\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a4-4 \u62a5 Referenced column &#8220;DIF&#8221; not found\uff1f<\/strong><br>\n\u7b54\uff1a\u8fd9\u53ea\u80a1\u7968\u8fd8\u6ca1\u5199\u5165 DIF\uff0c\u5148\u8fd0\u884c 4-2\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u5199\u5165\u65f6\u62a5\u4e0d\u5141\u8bb8\u6539\u5199\u5185\u7f6e\u5217\uff1f<\/strong><br>\n\u7b54\uff1a\u5217\u540d\u548c <code>close<\/code> \u7b49\u5185\u7f6e\u5217\u91cd\u540d\u4e86\uff0c\u6362\u4e00\u4e2a\u540d\u5b57\uff1b\u786e\u5b9e\u8981\u5bfc\u5165\u5916\u90e8\u884c\u60c5\u624d\u52a0 <code>allow_builtin_fields=True<\/code>\u3002<\/p>\n<p class=\"q\"><strong>\u95ee\uff1a\u8fd0\u884c\u5199\u5165\u811a\u672c\u63d0\u793a No module named &#8216;khQTTools&#8217;\uff1f<\/strong><br>\n\u7b54\uff1a\u8981\u901a\u8fc7 <code>run_write.py<\/code> \u8fd0\u884c\uff0c\u89c1\u7b2c 6.5 \u8282\u3002<\/p>\n\n<p>\u5404\u4e2a\u51fd\u6570\uff08<code>khGet<\/code>\u3001<code>khPrice<\/code>\u3001<code>khHistory<\/code>\u3001<code>khMA<\/code>\u3001<code>generate_signal<\/code> \u7b49\uff09\u7684\u5b8c\u6574\u8bf4\u660e\u89c1 <a href=\"https:\/\/khsci.com\/khQuant\/chapter13\/\">3.2<\/a> \u7b56\u7565\u5de5\u5177\u7bb1\uff1b\u56de\u8c03\u548c\u4fe1\u53f7\u7684\u89c4\u5219\u89c1 <a href=\"https:\/\/khsci.com\/khQuant\/chapter12\/\">3.1<\/a>\u3002<\/p>\n<div class=\"khq-tn-callout warn\"><div class=\"lbl\">\u6ce8\u610f<\/div><p>\u6240\u6709\u6848\u4f8b\u53ea\u7528\u4e8e\u6f14\u793a\u8f6f\u4ef6\u529f\u80fd\u548c\u5199\u6cd5\uff0c\u53c2\u6570\u968f\u673a\u751f\u6210\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\uff0c\u56de\u6d4b\u7ed3\u679c\u4e0d\u4ee3\u8868\u672a\u6765\u6536\u76ca\u3002<\/p><\/div>\n\n<p style=\"color:#888;font-size:.9em;\">\u672c\u7bc7\u57fa\u4e8e V3.4.1.10 \u7f16\u5199\u3002<\/p>\n\n<nav class=\"khq-tn-nav\"><a class=\"prev\" href=\"https:\/\/khsci.com\/khQuant\/ai-strategy\/\"><span>\u4e0a\u4e00\u7bc7<\/span>3.4 \u4f7f\u7528 AI \u7f16\u5199\u548c\u56de\u6d4b\u9a8c\u8bc1\u7b56\u7565<\/a><a class=\"next\" href=\"https:\/\/khsci.com\/khQuant\/t0grid\/\"><span>\u4e0b\u4e00\u7bc7<\/span>\u4e13\u680f\u4e00 \u00b7 T0 \u7b56\u7565\u4e13\u680f<\/a><\/nav>\n<\/div>\n\n","protected":false},"excerpt":{"rendered":"<p>\u9002\u7528\u7248\u672c V3 WindowsmacOSLinux \u4f60\u7684\u6d4f\u89c8\u5668\u4e0d\u652f\u6301\u89c6\u9891\u64ad\u653e\uff0c\u53ef\u4ee5\u4e0b\u8f7d\u89c6\u9891\u89c2\u770b\u3002 \u672c\u7bc7\u91cd\u70b9\uff1a\u672c [&hellip;]<\/p>\n","protected":false},"author":0,"featured_media":0,"parent":0,"menu_order":4,"comment_status":"closed","ping_status":"closed","template":"template\/caidan.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-1968","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1968","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/types\/page"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=1968"}],"version-history":[{"count":3,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1968\/revisions"}],"predecessor-version":[{"id":2067,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1968\/revisions\/2067"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=1968"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}