{"id":792,"date":"2026-01-05T01:45:37","date_gmt":"2026-01-04T17:45:37","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/?page_id=792"},"modified":"2026-03-01T00:18:32","modified_gmt":"2026-02-28T16:18:32","slug":"chapter2-5","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/chapter2-5\/","title":{"rendered":"2.5 \u672c\u5730\u6570\u636e\u5e93\u7ba1\u7406\u6a21\u5757"},"content":{"rendered":"<h2>\u4e00\u3001\u4e3a\u4ec0\u4e48\u9700\u8981\u672c\u5730\u6570\u636e\u5e93\u7ba1\u7406<\/h2>\n<p>\u5728\u91cf\u5316\u4ea4\u6613\u7684\u7b56\u7565\u5f00\u53d1\u8fc7\u7a0b\u4e2d,\u6570\u636e\u662f\u4e00\u5207\u5206\u6790\u4e0e\u56de\u6d4b\u7684\u57fa\u7840\u3002\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u63d0\u4f9b\u4e86\u4e24\u79cd\u4e3b\u8981\u7684\u6570\u636e\u6e90\u6a21\u5f0f\uff1a<strong>MiniQMT\u5728\u7ebf\u6570\u636e\u6a21\u5f0f<\/strong>\u548c<strong>DuckDB\u672c\u5730\u6570\u636e\u5e93\u6a21\u5f0f<\/strong>\u3002<\/p>\n<p>\u5176\u4e2d\uff0c\u57fa\u4e8eDuckDB\u7684\u9ad8\u6027\u80fd\u672c\u5730\u6570\u636e\u5e93\u7ba1\u7406\u6a21\u5757\uff0c\u662f<strong>\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edfV3\u7248\u672c\uff08V3.2\u53ca\u4ee5\u4e0a\uff09\u7279\u6709\u7684\u6838\u5fc3\u529f\u80fd<\/strong>\uff0c\u65e8\u5728\u5f7b\u5e95\u89e3\u51b3\u4f20\u7edf\u4f9d\u8d56\u5728\u7ebf\u63a5\u53e3\u56de\u6d4b\u65f6\u9047\u5230\u7684\u75db\u70b9\u3002<\/p>\n<h3>1. MiniQMT\u6570\u636e\u6e90\u7684\u5c40\u9650\u6027<\/h3>\n<p>\u4f20\u7edf\u4f9d\u8d56<strong>MiniQMT<\/strong>\u5728\u7ebf\u6570\u636e\u6a21\u5f0f\u56de\u6d4b\u65f6\uff0c\u7528\u6237\u901a\u5e38\u4f1a\u9047\u5230\u4ee5\u4e0b\u5c40\u9650\u6027:<\/p>\n<ul>\n<li><strong>\u4f9d\u8d56MiniQMT\u767b\u5f55\u72b6\u6001<\/strong>:\u56de\u6d4b\u524d\u5fc5\u987b\u542f\u52a8MiniQMT\u5ba2\u6237\u7aef\u5e76\u4fdd\u6301\u767b\u5f55\u72b6\u6001\u3002\u5468\u672b\u6216\u8282\u5047\u65e5\u671f\u95f4,\u7531\u4e8e\u5238\u5546\u670d\u52a1\u5668\u53ef\u80fd\u4f1a\u8fdb\u884c\u7ef4\u62a4,\u5e38\u5e38\u5bfc\u81f4\u65e0\u6cd5\u83b7\u53d6\u6570\u636e,\u56de\u6d4b\u5de5\u4f5c\u88ab\u8feb\u4e2d\u65ad\u3002<\/li>\n<li><strong>\u672c\u5730DAT\u6587\u4ef6\u683c\u5f0f\u5c01\u95ed<\/strong>:MiniQMT\u5c06\u884c\u60c5\u6570\u636e\u4ee5\u4e8c\u8fdb\u5236DAT\u683c\u5f0f\u5b58\u50a8\u5728\u672c\u5730,\u8fd9\u79cd\u683c\u5f0f\u662f\u5c01\u95ed\u7684\u3001\u4e0d\u53ef\u8bfb\u7684,\u7528\u6237\u65e0\u6cd5\u76f4\u63a5\u4f7f\u7528SQL\u7b49\u5de5\u5177\u8bbf\u95ee\u548c\u89e3\u6790,\u53ea\u80fd\u901a\u8fc7API\u95f4\u63a5\u8bfb\u53d6\u3002<\/li>\n<li><strong>\u6570\u636e\u8bfb\u53d6\u6548\u7387\u4e0d\u9ad8<\/strong>:\u6bcf\u6b21\u56de\u6d4b\u90fd\u9700\u8981\u901a\u8fc7API\u9010\u7b14\u8bfb\u53d6\u6570\u636e,\u5c24\u5176\u5728\u67e5\u8be2\u5168\u5e02\u573a\u80a1\u7968\u6216\u957f\u5468\u671f\u6570\u636e\u65f6,\u8de8\u8fdb\u7a0b\u901a\u4fe1\u548c\u6570\u636e\u8f6c\u6362\u5f00\u9500\u6781\u5927\uff0c\u5bfc\u81f4\u56de\u6d4b\u901f\u5ea6\u8f83\u6162\u3002<\/li>\n<li><strong>\u96be\u4ee5\u8fdb\u884c\u6570\u636e\u7ba1\u7406<\/strong>:\u56e0\u4e3a\u65e0\u6cd5\u76f4\u89c2\u67e5\u770bDAT\u6587\u4ef6\u5185\u5bb9,\u7528\u6237\u5f88\u96be\u9ad8\u6548\u5730\u77e5\u9053\u672c\u5730\u5df2\u6709\u54ea\u4e9b\u6570\u636e\u3001\u7f3a\u5931\u54ea\u4e9b\u6570\u636e,\u5728\u8fdb\u884c<strong>\u589e\u91cf\u8865\u5145<\/strong>\u3001<strong>\u65ad\u70b9\u7eed\u4f20<\/strong>\u3001<strong>\u6570\u636e\u5b8c\u6574\u6027\u68c0\u6d4b<\/strong>\u7b49\u64cd\u4f5c\u65f6\u5982\u540c\u201c\u76f2\u4eba\u6478\u8c61\u201d\u3002<\/li>\n<\/ul>\n<h3>2. DuckDB\u672c\u5730\u5b58\u50a8\u7684\u4f18\u52bf<\/h3>\n<p>\u4e3a\u4e86\u5f7b\u5e95\u89e3\u51b3\u4e0a\u8ff0\u95ee\u9898,\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf<strong>V3.2<\/strong>\u53ca\u66f4\u9ad8\u7248\u672c\u5f15\u5165\u4e86\u57fa\u4e8e<strong>DuckDB<\/strong>\u7684\u9ad8\u6027\u80fd\u672c\u5730\u6570\u636e\u5b58\u50a8\u4e0e\u7ba1\u7406\u6a21\u5757\u3002\u76f8\u6bd4\u4f20\u7edf\u5c01\u95ed\u683c\u5f0f,DuckDB\u4e3a\u60a8\u7684\u7b56\u7565\u56de\u6d4b\u5e26\u6765\u4e86\u8d28\u7684\u98de\u8dc3:<\/p>\n<ul>\n<li><strong>\u8131\u79bb\u767b\u5f55\u4f9d\u8d56<\/strong>:\u6570\u636e\u4e00\u6b21\u6027\u5bfc\u5165\u540e,\u540e\u7eed\u56de\u6d4b\u5b8c\u5168\u4e0d\u4f9d\u8d56MiniQMT\u7b49\u5728\u7ebf\u63a5\u53e3,\u5468\u672b\u7ef4\u62a4\u671f\u95f4\u4e5f\u53ef\u6b63\u5e38\u56de\u6d4b,\u771f\u6b63\u5b9e\u73b0\u79bb\u7ebf\u6781\u901f\u56de\u6d4b\u3002<\/li>\n<li><strong>\u5f00\u653e\u7684\u6570\u636e\u683c\u5f0f<\/strong>: DuckDB\u662f\u5f00\u6e90\u7684\u9ad8\u6027\u80fd\u5217\u5f0f\u6570\u636e\u5e93,\u6570\u636e\u5b58\u50a8\u683c\u5f0f\u900f\u660e,\u7528\u6237\u53ef\u4ee5\u81ea\u7531\u8bbf\u95ee\u3001\u67e5\u8be2\u3001\u5bfc\u51fa,\u5b8c\u5168\u638c\u63a7\u81ea\u5df1\u7684\u6570\u636e\u3002<\/li>\n<li><strong>\u9ad8\u6548\u7684\u67e5\u8be2\u6027\u80fd<\/strong>: DuckDB\u7684\u5217\u5f0f\u5b58\u50a8\u548c\u5411\u91cf\u5316\u6267\u884c\u5f15\u64ce\u4f7f\u5f97\u67e5\u8be2\u901f\u5ea6\u5927\u5e45\u63d0\u5347,\u5c24\u5176\u5728\u5904\u7406\u5168\u5e02\u573a\u80a1\u7968\u548c\u957f\u65f6\u95f4\u6bb5\u6570\u636e\u65f6,\u6027\u80fd\u4f18\u52bf\u6781\u5176\u660e\u663e\u3002<\/li>\n<li><strong>\u5b8c\u5584\u7684\u6570\u636e\u7ba1\u7406<\/strong>: DuckDB\u5929\u7136\u652f\u6301SQL\u67e5\u8be2,\u914d\u5408\u6211\u4eec\u7684\u7ba1\u7406\u5de5\u5177\u53ef\u4ee5\u8f7b\u677e\u5b9e\u73b0\u6570\u636e\u5b8c\u6574\u6027\u68c0\u6d4b\u3001\u7f3a\u5931\u6570\u636e\u8bc6\u522b\u3001\u589e\u91cf\u8865\u5145\u3001\u65ad\u70b9\u7eed\u4f20\u7b49\u9ad8\u7ea7\u529f\u80fd\u3002<\/li>\n<li><strong>\u6781\u81f4\u7684\u5185\u5b58\u4f18\u5316<\/strong>: \u7cfb\u7edf\u7684DuckDB\u7ba1\u7406\u5668\u5185\u7f6e\u4e86\u8fde\u63a5\u6c60\u63a7\u5236\u3001256MB\u5355\u5b9e\u4f8b\u5185\u5b58\u9650\u5236\u53ca\u6fc0\u8fdb\u7684\u5783\u573e\u56de\u6536\u673a\u5236\uff0c\u652f\u6301\u5168\u5e02\u573a\u6d77\u91cf\u6570\u636e\u7684\u65e0\u7f1d\u5bfc\u5165\u800c\u4e0d\u53d1\u751f\u5185\u5b58\u6ea2\u51fa(OOM)\u3002<\/li>\n<li><strong>\u4e00\u6b21\u5bfc\u5165,\u6c38\u4e45\u4f7f\u7528<\/strong>:\u6570\u636e\u957f\u671f\u4fdd\u5b58\u5728\u672c\u5730\u786c\u76d8,\u907f\u514d\u91cd\u590d\u4e0b\u8f7d,\u8282\u7701\u65f6\u95f4\u548c\u7f51\u7edc\u6d41\u91cf\u3002<\/li>\n<\/ul>\n<h3>3. \u6a21\u5757\u5b9a\u4f4d<\/h3>\n<p>\u672c\u5730\u6570\u636e\u7ba1\u7406\u6a21\u5757\u7684\u6838\u5fc3\u76ee\u6807\u662f:<strong>\u4e3a\u7b56\u7565\u56de\u6d4b\u63d0\u4f9b\u9ad8\u6027\u80fd\u3001\u9ad8\u53ef\u9760\u6027\u7684\u672c\u5730\u6570\u636e\u652f\u6491<\/strong>\u3002\u901a\u8fc7\u4e00\u6b21\u6027\u5bfc\u5165\u5386\u53f2\u884c\u60c5\u6570\u636e,\u6784\u5efa\u5c5e\u4e8e\u60a8\u81ea\u5df1\u7684\u672c\u5730\u91cf\u5316\u6570\u636e\u5e93,\u4ece\u800c\u5728\u540e\u7eed\u7684\u56de\u6d4b\u5de5\u4f5c\u4e2d,\u4eab\u53d7\u6781\u901f\u7684\u6570\u636e\u8bbf\u95ee\u4f53\u9a8c,\u4e13\u6ce8\u4e8e\u7b56\u7565\u903b\u8f91\u7684\u4f18\u5316\u4e0e\u6539\u8fdb\u3002<\/p>\n<hr \/>\n<h2>\u4e8c\u3001\u5feb\u901f\u5165\u95e8:\u542f\u52a8\u6570\u636e\u7ba1\u7406\u5668<\/h2>\n<h3>1. \u529f\u80fd\u5165\u53e3<\/h3>\n<p>\u5728\u5f00\u59cb\u4f7f\u7528\u672c\u5730\u6570\u636e\u7ba1\u7406\u6a21\u5757\u524d,\u9700\u8981\u5148\u5728\u4e3b\u754c\u9762\u7684\u8bbe\u7f6e\u4e2d<strong>\u5207\u6362\u6570\u636e\u6e90\u4e3aDuckDB<\/strong>:<\/p>\n<ol>\n<li>\u5728\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u4e3b\u754c\u9762\u9876\u90e8\u83dc\u5355\u680f,\u70b9\u51fb\u3010<strong>\u8bbe\u7f6e<\/strong>\u3011\u6309\u94ae,\u6253\u5f00\u8bbe\u7f6e\u5bf9\u8bdd\u6846\uff0c\u70b9\u51fb\u3010\u5ba2\u6237\u7aef\u8bbe\u7f6e\u3011\u3002<\/li>\n<li>\u5728\u8bbe\u7f6e\u754c\u9762\u4e2d\u627e\u5230<strong>&#8220;\u6570\u636e\u6e90\u9009\u62e9&#8221;<\/strong>\u914d\u7f6e\u9879\u3002<\/li>\n<li>\u5c06\u6570\u636e\u6e90\u4ece&#8221;MiniQMT\u5728\u7ebf\u6570\u636e&#8221;\u5207\u6362\u4e3a<strong>&#8220;DuckDB\u672c\u5730\u6570\u636e\u5e93&#8221;<\/strong>\u3002<\/li>\n<li>\u70b9\u51fb\u3010<strong>\u786e\u5b9a<\/strong>\u3011\u4fdd\u5b58\u8bbe\u7f6e\u3002<\/li>\n<\/ol>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_3ca7ed6b19fc90cfff803808013f354c.jpg\" width=\"70%\" \/>\n<\/p>\n<p>\u5b8c\u6210\u6570\u636e\u6e90\u5207\u6362\u540e,\u70b9\u51fb\u5de5\u5177\u680f\u7684\u3010<strong>\u6570\u636e\u7ba1\u7406<\/strong>\u3011,\u5373\u53ef\u6253\u5f00\u672c\u5730\u6570\u636e\u7ba1\u7406\u5668\u7a97\u53e3\u3002<\/p>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_c798713a029ebe7a07e659c14d16b55d.jpg\" width=\"70%\" \/>\n<\/p>\n<h3>2. \u754c\u9762\u603b\u89c8<\/h3>\n<p>\u6570\u636e\u7ba1\u7406\u5668\u7684\u754c\u9762\u5e03\u5c40\u6e05\u6670,\u5206\u4e3a\u4ee5\u4e0b\u51e0\u4e2a\u533a\u57df:<\/p>\n<ul>\n<li><strong>\u5de5\u5177\u680f<\/strong>:\u4f4d\u4e8e\u7a97\u53e3\u9876\u90e8,\u5305\u542b\u6838\u5fc3\u7684\u6570\u636e\u7ef4\u62a4\u529f\u80fd\u6309\u94ae:\n<ul>\n<li>\u3010<strong>\u4eceMiniQMT\u5bfc\u5165\u6570\u636e<\/strong>\u3011:\u4eceMiniQMT\u5728\u7ebf\u63a5\u53e3\u6279\u91cf\u5bfc\u5165\u5386\u53f2\u884c\u60c5\u3002<\/li>\n<li>\u3010<strong>\u4eceBaoStock\u5bfc\u5165\u6570\u636e<\/strong>\u3011:\u4eceBaoStock\u514d\u8d39\u6570\u636e\u6e90\u5bfc\u5165\u6570\u636e\uff0c\u4f5c\u4e3a\u8f85\u52a9\u3002<\/li>\n<li>\u3010<strong>\u5b9a\u65f6\u8865\u5145<\/strong>\u3011:(\u6a59\u8272\u7a81\u51fa\u6309\u94ae) 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<code>000300.SH<\/code>\uff08\u6caa\u6df1300\uff09\u7684\u6570\u636e\u3002\u5982\u679c\u7f3a\u5931\uff0c\u7cfb\u7edf\u4f1a\u81ea\u52a8\u4e3a\u60a8\u4e0b\u8f7d\u8be5\u6307\u6570\u8fd120\u5e74\u7684\u65e5\u7ebf\u6570\u636e\u5e76\u4fdd\u5b58\u3002\u8fd9\u4fdd\u969c\u4e86\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u4e2d\u963f\u5c14\u6cd5(Alpha)\u548c\u8d1d\u5854(Beta)\u6536\u76ca\u8ba1\u7b97\u7684\u57fa\u51c6\u6570\u636e\u5b8c\u6574\u6027\u3002<\/p>\n<h4>\u524d\u7f6e\u6761\u4ef6<\/h4>\n<p>\u5728\u4f7f\u7528\u6b64\u529f\u80fd\u524d,\u8bf7\u786e\u4fdd<strong>MiniQMT\u5ba2\u6237\u7aef<\/strong>\u5df2\u542f\u52a8\u5e76\u6210\u529f\u767b\u5f55(\u7531\u60a8\u7684\u5238\u5546\u63d0\u4f9b)\u3002\u5982\u679c\u672a\u542f\u52a8MiniQMT\u6216\u672a\u767b\u5f55,\u5bfc\u5165\u65f6\u4f1a\u63d0\u793a&#8221;\u65e0\u6cd5\u8fde\u63a5MiniQMT&#8221;,\u8bf7\u5148\u542f\u52a8\u5e76\u767b\u5f55MiniQMT\u5ba2\u6237\u7aef\u3002<\/p>\n<h4>\u6253\u5f00\u5bfc\u5165\u5bf9\u8bdd\u6846<\/h4>\n<p>\u70b9\u51fb\u5de5\u5177\u680f\u7684\u3010<strong>\u4eceMiniQMT\u5bfc\u5165\u6570\u636e<\/strong>\u3011\u6309\u94ae,\u5f39\u51fa\u5bfc\u5165\u5bf9\u8bdd\u6846\u3002\u5bf9\u8bdd\u6846\u9876\u90e8\u6709\u4e24\u4e2aTab\u9875\u9009\u9879\u5361:<\/p>\n<ol>\n<li><strong>\u5168\u91cf\u589e\u91cf\u8865\u5145<\/strong>:\u4e00\u952e\u626b\u63cf\u6240\u6709\u9884\u8bbe\u677f\u5757,\u81ea\u52a8\u8865\u5145\u7f3a\u5931\u6570\u636e,\u9002\u5408\u65e5\u5e38\u7ef4\u62a4\u548c\u5927\u89c4\u6a21\u6570\u636e\u66f4\u65b0\u3002<\/li>\n<li><strong>\u81ea\u5b9a\u4e49\u8865\u5145\u6570\u636e<\/strong>:\u7075\u6d3b\u9009\u62e9\u80a1\u7968\u6c60\u548c\u6570\u636e\u8303\u56f4,\u9002\u5408\u9488\u5bf9\u6027\u5bfc\u5165\u7279\u5b9a\u80a1\u7968\u6216\u65f6\u95f4\u6bb5\u7684\u6570\u636e\u3002<\/li>\n<\/ol>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_4dae981a05294b70ec2f7e08326fde5e.jpg\" width=\"70%\" \/>\n<\/p>\n<hr \/>\n<h4>\u6a21\u5f0f\u4e00:\u5168\u91cf\u589e\u91cf\u8865\u5145<\/h4>\n<p><strong>\u9002\u7528\u573a\u666f<\/strong>:<\/p>\n<ul>\n<li>\u9996\u6b21\u5bfc\u5165,\u9700\u8981\u5efa\u7acb\u5b8c\u6574\u7684\u672c\u5730\u6570\u636e\u5e93\u3002<\/li>\n<li>\u5b9a\u671f\u7ef4\u62a4,\u81ea\u52a8\u68c0\u6d4b\u5e76\u8865\u5145\u7f3a\u5931\u7684\u6570\u636e\u6bb5\u3002<\/li>\n<li>\u5927\u89c4\u6a21\u6570\u636e\u66f4\u65b0,\u8986\u76d6\u5168\u5e02\u573a\u80a1\u7968\u3002<\/li>\n<\/ul>\n<p><strong>\u529f\u80fd\u7279\u70b9<\/strong>:<\/p>\n<ul>\n<li><strong>\u9884\u8bbe\u677f\u5757\u5168\u8986\u76d6<\/strong>:\u81ea\u52a8\u626b\u63cf\u6caa\u6df1A\u80a1\u3001\u4e0a\u8bc1A\u80a1\u3001\u6df1\u8bc1A\u80a1\u3001\u6caa\u6df1300\u3001\u4e0a\u8bc150\u3001\u4e2d\u8bc1500\u3001\u521b\u4e1a\u677f\u3001\u79d1\u521b\u677f\u3001\u6caa\u6df1ETF\u3001\u6caa\u6df1\u8f6c\u503a\u3001T0\u578bETF\u3001\u5e38\u7528\u6307\u6570\u7b4912\u4e2a\u9884\u8bbe\u677f\u5757,\u8986\u76d6\u6570\u5343\u53ea\u80a1\u7968\u3002<\/li>\n<li><strong>\u667a\u80fd\u7f3a\u5931\u68c0\u6d4b<\/strong>:\u7cfb\u7edf\u81ea\u52a8\u68c0\u6d4b\u6bcf\u53ea\u80a1\u7968\u5728\u6307\u5b9a\u65f6\u95f4\u8303\u56f4\u5185\u7684\u7f3a\u5931\u6570\u636e\u6bb5,\u53ea\u4e0b\u8f7d\u7f3a\u5931\u90e8\u5206,\u907f\u514d\u91cd\u590d\u4e0b\u8f7d\u3002<\/li>\n<li><strong>\u65ad\u70b9\u7eed\u4f20<\/strong>:\u652f\u6301\u4e2d\u9014\u505c\u6b62,\u4e0b\u6b21\u542f\u52a8\u65f6\u53ef\u7ee7\u7eed\u4e0a\u6b21\u672a\u5b8c\u6210\u7684\u4efb\u52a1,\u65e0\u9700\u4ece\u5934\u5f00\u59cb\u3002<\/li>\n<\/ul>\n<p><strong>\u64cd\u4f5c\u6b65\u9aa4<\/strong>:<\/p>\n<p><strong>\u6b65\u9aa41:\u5207\u6362\u5230&#8221;\u5168\u91cf\u589e\u91cf\u8865\u5145&#8221;Tab\u9875<\/strong><\/p>\n<p>\u6253\u5f00\u5bfc\u5165\u5bf9\u8bdd\u6846\u540e,\u9ed8\u8ba4\u663e\u793a&#8221;\u5168\u91cf\u589e\u91cf\u8865\u5145&#8221;\u9875\u9762(\u5982\u679c\u4e0d\u662f,\u8bf7\u70b9\u51fb\u9876\u90e8Tab\u9875\u5207\u6362)\u3002<\/p>\n<p><strong>\u6b65\u9aa42:\u8bbe\u7f6e\u6570\u636e\u5468\u671f\u548c\u65f6\u95f4\u8303\u56f4<\/strong><\/p>\n<p>\u5bf9\u8bdd\u6846\u63d0\u4f9b4\u79cd\u6570\u636e\u5468\u671f,\u6bcf\u79cd\u5468\u671f\u53ef\u72ec\u7acb\u8bbe\u7f6e\u8d77\u6b62\u65e5\u671f:<\/p>\n<ul>\n<li><strong>\u65e5\u7ebf(1d)<\/strong>:\n<ul>\n<li>\u9ed8\u8ba4\u65f6\u95f4\u8303\u56f4:<strong>\u8fd110\u5e74<\/strong>(\u59822015-01-01\u81f32025-01-05)<\/li>\n<li>\u9ed8\u8ba4\u52fe\u9009:\u2705<\/li>\n<li>\u8bf4\u660e:\u6570\u636e\u91cf\u5c0f,\u5efa\u8bae\u5168\u91cf\u5bfc\u5165<\/li>\n<\/ul>\n<\/li>\n<li><strong>1\u5206\u949f(1m)<\/strong>:\n<ul>\n<li>\u9ed8\u8ba4\u65f6\u95f4\u8303\u56f4:<strong>\u8fd11\u5e74<\/strong>(\u59822024-01-01\u81f32025-01-05)<\/li>\n<li>\u9ed8\u8ba4\u52fe\u9009:\u2705<\/li>\n<li>\u8bf4\u660e:\u6570\u636e\u91cf\u8f83\u5927,\u5efa\u8bae\u6309\u9700\u8bbe\u7f6e\u65f6\u95f4\u8303\u56f4<\/li>\n<\/ul>\n<\/li>\n<li><strong>5\u5206\u949f(5m)<\/strong>:\n<ul>\n<li>\u9ed8\u8ba4\u65f6\u95f4\u8303\u56f4:<strong>\u8fd11\u5e74<\/strong>(\u59822024-01-01\u81f32025-01-05)<\/li>\n<li>\u9ed8\u8ba4\u52fe\u9009:\u2705<\/li>\n<li>\u8bf4\u660e:\u6570\u636e\u91cf\u4e2d\u7b49,\u9002\u5408\u77ed\u5468\u671f\u7b56\u7565<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tick\u6570\u636e<\/strong>:\n<ul>\n<li>\u9ed8\u8ba4\u65f6\u95f4\u8303\u56f4:<strong>\u8fd11\u4e2a\u6708<\/strong>(\u59822024-12-05\u81f32025-01-05)<\/li>\n<li>\u9ed8\u8ba4\u52fe\u9009:\u274c(\u6570\u636e\u91cf\u6781\u5927,\u9ed8\u8ba4\u4e0d\u5bfc\u5165)<\/li>\n<li>\u8bf4\u660e:\u4ec5\u5728\u9ad8\u9891\u7b56\u7565\u5f00\u53d1\u65f6\u52fe\u9009<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>\u60a8\u53ef\u4ee5\u6839\u636e\u5b9e\u9645\u9700\u6c42\u8c03\u6574\u6bcf\u79cd\u5468\u671f\u7684\u8d77\u6b62\u65e5\u671f,\u6216\u53d6\u6d88\u52fe\u9009\u4e0d\u9700\u8981\u7684\u5468\u671f\u3002<\/p>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/03\/wp_editor_md_e36b3a84a9bb4c8d7ec7553d151a93e3.jpg\" width=\"70%\" \/>\n<\/p>\n<p><strong>\u6b65\u9aa43:\u9009\u62e9\u8865\u5145\u65b9\u5f0f\u5e76\u6267\u884c<\/strong><\/p>\n<p>\u5728\u754c\u9762\u5e95\u90e8\uff0c\u7cfb\u7edf\u63d0\u4f9b\u4e86\u4e24\u79cd\u4e0d\u540c\u7684\u6267\u884c\u65b9\u5f0f\uff0c\u5b83\u4eec\u6709\u7740\u672c\u8d28\u7684\u533a\u522b\uff0c\u8bf7\u6839\u636e\u60a8\u7684\u5b9e\u9645\u60c5\u51b5\u9009\u62e9\uff1a<\/p>\n<ul>\n<li><strong>\u65b9\u5f0fA\uff1a\u3010\u5f00\u59cb\u626b\u63cf\u5e76\u8865\u5145\u3011\uff08\u7eff\u8272\u6309\u94ae\uff09<\/strong>\n<ul>\n<li><strong>\u5de5\u4f5c\u539f\u7406<\/strong>\uff1a\u7cfb\u7edf\u901a\u8fc7\u7f51\u7edc\u8c03\u7528MiniQMT\u7684\u5728\u7ebf\u63a5\u53e3\uff08<code>download_history_data<\/code>\uff09\uff0c\u4ece\u5238\u5546\u670d\u52a1\u5668\u5b9e\u65f6\u4e0b\u8f7d\u7f3a\u5931\u7684\u6570\u636e\uff0c\u7136\u540e\u5b58\u5165\u672c\u5730DuckDB\u3002<\/li>\n<li><strong>\u6267\u884c\u6d41\u7a0b<\/strong>\uff1a\n<ol>\n<li><strong>Phase 1 &#8211; \u626b\u63cf\u9636\u6bb5<\/strong>:\u904d\u5386\u6240\u6709\u9884\u8bbe\u677f\u5757,\u83b7\u53d6\u80a1\u7968\u5217\u8868\u3002<\/li>\n<li><strong>Phase 2 &#8211; \u68c0\u6d4b\u9636\u6bb5<\/strong>:\u9010\u4e00\u68c0\u6d4b\u6bcf\u53ea\u80a1\u7968\u5728\u5404\u5468\u671f\u7684\u6570\u636e\u5b8c\u6574\u6027,\u8bc6\u522b\u7f3a\u5931\u6570\u636e\u6bb5\u3002<\/li>\n<li><strong>Phase 3 &#8211; \u4e0b\u8f7d\u9636\u6bb5<\/strong>:\u5e76\u884c\u4e0b\u8f7d\u7f3a\u5931\u7684\u6570\u636e,\u5e76\u4fdd\u5b58\u5230\u672c\u5730\u6570\u636e\u5e93\u3002<\/li>\n<\/ol>\n<\/li>\n<li><strong>\u9002\u7528\u573a\u666f<\/strong>\uff1a\u6700\u5e38\u7528\u7684\u6807\u51c6\u6a21\u5f0f\u3002\u9002\u7528\u4e8e\u672c\u5730MiniQMT\u5ba2\u6237\u7aef\u4e2d\u6ca1\u6709\u63d0\u524d\u4e0b\u8f7d\u597d\u6570\u636e\uff0c\u9700\u8981\u7cfb\u7edf\u5168\u81ea\u52a8\u5b8c\u6210\u201c\u68c0\u6d4b\u7f3a\u5931 -> \u8054\u7f51\u4e0b\u8f7d -> \u5bfc\u5165\u6570\u636e\u5e93\u201d\u5168\u6d41\u7a0b\u7684\u7528\u6237\u3002<\/li>\n<li><strong>\u7279\u70b9<\/strong>\uff1a\u5168\u81ea\u52a8\uff0c\u4f46\u53d7\u9650\u4e8e\u7f51\u7edc\u901f\u5ea6\u548c\u5238\u5546\u63a5\u53e3\u9650\u6d41\uff0c\u5927\u89c4\u6a21\u4e0b\u8f7d\u8017\u65f6\u8f83\u957f\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u65b9\u5f0fB\uff1a\u3010\u4ece\u672c\u5730miniQMT\u6570\u636e\u5bfc\u5165\u3011\uff08\u84dd\u8272\u6309\u94ae\uff09<\/strong>\n<ul>\n<li><strong>\u5de5\u4f5c\u539f\u7406<\/strong>\uff1a\u7cfb\u7edf\u4e0d\u518d\u901a\u8fc7\u7f51\u7edc\u4e0b\u8f7d\uff0c\u800c\u662f\u76f4\u63a5\u8c03\u7528 <code>get_local_data<\/code> \u63a5\u53e3\uff0c\u8bfb\u53d6\u60a8<strong>\u5df2\u7ecf\u5728MiniQMT\u5ba2\u6237\u7aef\u4e2d\u4e0b\u8f7d\u597d<\/strong>\u7684\u672c\u5730 <code>.dat<\/code> \u6587\u4ef6\u6570\u636e\uff0c\u5e76\u5c06\u5176\u9ad8\u901f\u8f6c\u6362\u5bfc\u5165\u5230DuckDB\u4e2d\u3002<\/li>\n<li><strong>\u9002\u7528\u573a\u666f<\/strong>\uff1a\u9002\u7528\u4e8e\u4e4b\u524d\u4f7f\u7528\u8fc7miniQMT\u5df2\u7ecf\u63d0\u524d\u5728miniQMT\u4e2d\u4e0b\u8f7d\u8fc7DAT\u6570\u636e\u7684\u8001\u7528\u6237\u3002<\/li>\n<li><strong>\u7279\u70b9<\/strong>\uff1a 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\u4e0b\u8f7d\u6570\u636e&#8221;)\u3002<\/li>\n<li><strong>\u4efb\u52a1\u7edf\u8ba1<\/strong>:\u663e\u793a\u603b\u4efb\u52a1\u6570\u3001\u5df2\u5b8c\u6210\u6570\u3002<\/li>\n<li><strong>\u5012\u8ba1\u65f6\u4f30\u7b97<\/strong>:\u663e\u793a\u5269\u4f59\u65f6\u95f4(ETA)\u3002<\/li>\n<li><strong>\u6267\u884c\u65e5\u5fd7<\/strong>:\u5b9e\u65f6\u6eda\u52a8\u663e\u793a\u8be6\u7ec6\u7684\u4e0b\u8f7d\u65e5\u5fd7,\u5305\u62ec\u6210\u529f\u3001\u5931\u8d25\u3001\u8df3\u8fc7\u7b49\u4fe1\u606f\u3002<\/li>\n<\/ul>\n<p><strong>\u6b65\u9aa45:\u4e2d\u9014\u505c\u6b62\u4e0e\u6062\u590d<\/strong><\/p>\n<ul>\n<li>\u5982\u9700\u4e2d\u9014\u505c\u6b62,\u70b9\u51fb\u3010<strong>\u505c\u6b62<\/strong>\u3011\u6309\u94ae,\u7cfb\u7edf\u4f1a\u4fdd\u5b58\u5f53\u524d\u8fdb\u5ea6\u5230<code>full_increment_progress.json<\/code>\u6587\u4ef6\u3002<\/li>\n<li>\u4e0b\u6b21\u6253\u5f00\u5bfc\u5165\u5bf9\u8bdd\u6846\u65f6,\u5982\u68c0\u6d4b\u5230\u8fdb\u5ea6\u6587\u4ef6,\u4f1a\u81ea\u52a8\u63d0\u793a\u662f\u5426\u7ee7\u7eed\u4e0a\u6b21\u672a\u5b8c\u6210\u7684\u4efb\u52a1\u3002\u70b9\u51fb\u3010<strong>\u7ee7\u7eed<\/strong>\u3011\u5373\u53ef\u65ad\u70b9\u7eed\u4f20,\u65e0\u9700\u4ece\u5934\u5f00\u59cb\u3002<\/li>\n<\/ul>\n<p><strong>\u6b65\u9aa46:\u5b8c\u6210<\/strong><\/p>\n<p>\u6240\u6709\u4efb\u52a1\u5b8c\u6210\u540e,\u70b9\u51fb\u3010<strong>\u5173\u95ed<\/strong>\u3011\u6309\u94ae\u9000\u51fa\u5bf9\u8bdd\u6846\u3002\u5de6\u4fa7\u80a1\u7968\u6811\u4f1a\u81ea\u52a8\u5237\u65b0,\u663e\u793a\u65b0\u5bfc\u5165\u7684\u6570\u636e\u3002<\/p>\n<hr \/>\n<h4>\u6a21\u5f0f\u4e8c:\u81ea\u5b9a\u4e49\u8865\u5145\u6570\u636e<\/h4>\n<p><strong>\u9002\u7528\u573a\u666f<\/strong>:<\/p>\n<ul>\n<li>\u9488\u5bf9\u6027\u5bfc\u5165\u7279\u5b9a\u80a1\u7968\u6c60(\u5982\u4ec5\u5bfc\u5165\u6caa\u6df1300\u6210\u5206\u80a1)\u3002<\/li>\n<li>\u8865\u5145\u7279\u5b9a\u65f6\u95f4\u6bb5\u7684\u6570\u636e(\u5982\u53ea\u8865\u51452024\u5e74\u7684\u6570\u636e)\u3002<\/li>\n<li>\u6d4b\u8bd5\u5bfc\u5165\u6d41\u7a0b(\u5148\u5bfc\u5165\u5c11\u91cf\u80a1\u7968\u9a8c\u8bc1)\u3002<\/li>\n<\/ul>\n<p><strong>\u529f\u80fd\u7279\u70b9<\/strong>:<\/p>\n<ul>\n<li><strong>\u7075\u6d3b\u9009\u80a1<\/strong>:\u652f\u6301\u4e09\u79cd\u9009\u80a1\u65b9\u5f0f \u2014\u2014 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class=\"line-numbers\">000001.SZ\n600000.SH\n300750.SZ\n<\/code><\/pre>\n<\/li>\n<li>\u9002\u5408\u5df2\u6709\u80a1\u7968\u6c60\u6e05\u5355\u6587\u4ef6\u7684\u7528\u6237\u3002<\/li>\n<\/ul>\n<p><strong>\u65b9\u5f0f3:\u624b\u52a8\u8f93\u5165<\/strong><\/p>\n<ul>\n<li>\u5728\u6587\u672c\u6846\u4e2d\u624b\u52a8\u8f93\u5165\u80a1\u7968\u4ee3\u7801,\u6bcf\u884c\u4e00\u4e2a\u3002<\/li>\n<li>\u652f\u6301\u7eaf\u6570\u5b57(\u5982<code>000001<\/code>)\u6216\u5e26\u5e02\u573a\u540e\u7f00(\u5982<code>000001.SZ<\/code>)\u3002<\/li>\n<li>\u793a\u4f8b:\n<pre><code class=\"line-numbers\">000001.SZ\n600000\n300750\n<\/code><\/pre>\n<\/li>\n<li>\u9002\u5408\u5c11\u91cf\u80a1\u7968\u7684\u5feb\u901f\u5bfc\u5165\u6216\u6d4b\u8bd5\u3002<\/li>\n<\/ul>\n<p><strong>\u6b65\u9aa43:\u9009\u62e9\u6570\u636e\u5468\u671f<\/strong><\/p>\n<p>\u52fe\u9009\u9700\u8981\u5bfc\u5165\u7684\u5468\u671f:<\/p>\n<ul>\n<li><strong>\u65e5\u7ebf(1d)<\/strong><\/li>\n<li><strong>1\u5206\u949f(1m)<\/strong><\/li>\n<li><strong>5\u5206\u949f(5m)<\/strong><\/li>\n<li><strong>Tick\u6570\u636e<\/strong><\/li>\n<\/ul>\n<p>\u53ef\u591a\u9009,\u7cfb\u7edf\u4f1a\u4f9d\u6b21\u5bfc\u5165\u9009\u4e2d\u7684\u5468\u671f\u3002<\/p>\n<p><strong>\u6b65\u9aa44:\u8bbe\u7f6e\u65e5\u671f\u8303\u56f4<\/strong><\/p>\n<ul>\n<li><strong>\u8d77\u59cb\u65e5\u671f<\/strong>:\u6570\u636e\u5bfc\u5165\u7684\u5f00\u59cb\u65f6\u95f4,\u4f8b\u5982<code>2021-01-01<\/code>\u3002<\/li>\n<li><strong>\u7ed3\u675f\u65e5\u671f<\/strong>:\u6570\u636e\u5bfc\u5165\u7684\u7ed3\u675f\u65f6\u95f4,\u4f8b\u5982<code>2024-12-31<\/code>\u3002<\/li>\n<\/ul>\n<blockquote><p>\n 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(23\/50)&#8221;\u3002<\/li>\n<li><strong>\u72b6\u6001\u6807\u7b7e<\/strong>:\u663e\u793a\u5f53\u524d\u5bfc\u5165\u72b6\u6001\u3002<\/li>\n<li><strong>\u5012\u8ba1\u65f6\u4f30\u7b97<\/strong>:\u663e\u793a\u5269\u4f59\u65f6\u95f4(ETA)\u3002<\/li>\n<li><strong>\u8be6\u7ec6\u65e5\u5fd7\u7a97\u53e3<\/strong>:\u5b9e\u65f6\u6eda\u52a8\u663e\u793a\u6bcf\u53ea\u80a1\u7968\u7684\u5bfc\u5165\u72b6\u6001:\n<ul>\n<li><strong>\u6210\u529f<\/strong>:&#8221;600000 \u6d66\u53d1\u94f6\u884c 1d: \u6210\u529f\u5bfc\u5165 1250 \u6761&#8221;<\/li>\n<li><strong>\u5931\u8d25<\/strong>:&#8221;000001 \u5e73\u5b89\u94f6\u884c 1d: \u5931\u8d25,\u6570\u636e\u6e90\u65e0\u6570\u636e&#8221;<\/li>\n<li><strong>\u8df3\u8fc7<\/strong>:&#8221;600009 \u4e0a\u6d77\u673a\u573a 1d: 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\/>\n\u6b64\u6a21\u5f0f\u7684UI\u4ea4\u4e92\u4e0eMiniQMT\u7684\u201c\u81ea\u5b9a\u4e49\u8865\u5145\u6570\u636e\u201d\u57fa\u672c\u4e00\u81f4\uff0c\u652f\u6301\u901a\u8fc7\u9884\u8bbe\u677f\u5757\u3001\u6587\u4ef6\u6216\u624b\u52a8\u8f93\u5165\u80a1\u7968\u6c60\uff0c\u6279\u91cf\u5e76\u53d1\u4e0b\u8f7d\u65e5\u7ebf(1d)\u62165\u5206\u949f\u7ebf(5m)\u7684\u57fa\u7840\u884c\u60c5\u6570\u636e\uff08\u5f00\u3001\u9ad8\u3001\u4f4e\u3001\u6536\u3001\u91cf\u3001\u989d\uff09\u3002<br \/>\n<em>\u6ce8\u610f\uff1aBaoStock \u5728\u5206\u949f\u7ea7\u522b\u53caTick\u9ad8\u9891\u6570\u636e\u7684\u8986\u76d6\u5ea6\u4e0d\u5982MiniQMT\u5b8c\u6574\uff0c\u901a\u5e38\u5efa\u8bae\u5c06\u5176\u4f5c\u4e3a<strong>\u65e5\u7ebf\u6570\u636e<\/strong>\u7684\u8f85\u52a9\u8865\u5145\u6e90\u3002<\/em><\/p>\n<p><strong>\u6a21\u5f0f\u4e8c\uff1a\u6307\u6807\u6570\u636e\u8865\u5145\uff08\u7279\u8272\u529f\u80fd\uff09<\/strong><br \/>\n\u8fd9\u662fBaoStock\u5bfc\u5165\u6a21\u5757\u7684\u72ec\u6709\u529f\u80fd\uff01\u9664\u4e86\u57fa\u7840\u4ef7\u683c\uff0cBaoStock\u8fd8\u63d0\u4f9b\u4e86\u4e30\u5bcc\u7684<strong>\u65e5\u9891\u6280\u672f\u4e0e\u8d22\u52a1\u6307\u6807<\/strong>\u3002<br \/>\n*   <strong>\u652f\u6301\u4e0b\u8f7d\u7684\u6307\u6807<\/strong>\uff1a\u6362\u624b\u7387(turn)\u3001\u6da8\u8dcc\u5e45(pctChg)\u3001\u6eda\u52a8\u5e02\u76c8\u7387(peTTM)\u3001\u6eda\u52a8\u5e02\u9500\u7387(psTTM)\u3001\u6eda\u52a8\u5e02\u73b0\u7387(pcfNcfTTM)\u3001\u5e02\u51c0\u7387(pbMRQ)\u3001\u662f\u5426ST(isST)\u3002<br \/>\n*   <strong>\u65e0\u7f1d\u878d\u5408<\/strong>\uff1a\u4e0b\u8f7d\u7684\u6307\u6807\u6570\u636e\u4f1a\u81ea\u52a8\u4e0e\u672c\u5730DuckDB\u4e2d\u5df2\u6709\u7684 <code>kline_1d<\/code>\uff08\u65e5\u7ebf\u8868\uff09\u6570\u636e\u8fdb\u884c<strong>\u6309\u65e5\u671f\u5bf9\u9f50\u5e76\u5408\u5e76<\/strong>\u3002\u8fd9\u610f\u5473\u7740\u60a8\u7684\u65e5\u7ebf\u6570\u636e\u8868\u5c06\u76f4\u63a5\u589e\u52a0\u8fd9\u4e9b\u6781\u5177\u4ef7\u503c\u7684\u56e0\u5b50\u5b57\u6bb5\uff0c\u6781\u5927\u65b9\u4fbf\u4e86\u591a\u56e0\u5b50\u7b56\u7565\u7684\u5f00\u53d1\u3002<\/p>\n<hr \/>\n<h3>3.3 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align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_a15713a210657c410010c4be32c02b67.jpg\" width=\"70%\" \/>\n<\/p>\n<h4>\u8865\u5145\u7b56\u7565<\/h4>\n<ul>\n<li><strong>\u5f53\u65e5\u6570\u636e\u66f4\u65b0<\/strong>:\u5b9a\u65f6\u8865\u5145\u4efb\u52a1\u4f1a\u5728\u6bcf\u65e5\u6307\u5b9a\u65f6\u95f4\u81ea\u52a8\u4e0b\u8f7d\u5f53\u65e5\u6700\u65b0\u7684\u4ea4\u6613\u6570\u636e,\u786e\u4fdd\u672c\u5730\u6570\u636e\u5e93\u4e0e\u5e02\u573a\u540c\u6b65\u3002\u7cfb\u7edf\u4f1a\u9488\u5bf9\u6240\u9009\u80a1\u7968\u6c60,\u83b7\u53d6\u5f53\u65e5\u7684\u6700\u65b0\u884c\u60c5\u6570\u636e\u5e76\u5b58\u50a8\u5230\u672c\u5730\u6570\u636e\u5e93\u3002<\/li>\n<li><strong>\u81ea\u52a8\u6267\u884c<\/strong>:\u4efb\u52a1\u5728\u8bbe\u5b9a\u7684\u65f6\u95f4\u70b9\u81ea\u52a8\u89e6\u53d1,\u65e0\u9700\u624b\u52a8\u64cd\u4f5c\u3002\u7cfb\u7edf\u4f1a\u667a\u80fd\u8df3\u8fc7\u975e\u4ea4\u6613\u65e5(\u5468\u672b\u3001\u8282\u5047\u65e5),\u4ec5\u5728\u4ea4\u6613\u65e5\u6267\u884c\u6570\u636e\u8865\u5145\u3002<\/li>\n<li><strong>\u6700\u5c0f\u5316\u5230\u6258\u76d8<\/strong>:\u5728\u5b9a\u65f6\u4efb\u52a1\u8fd0\u884c\u671f\u95f4,\u70b9\u51fb\u6570\u636e\u7ba1\u7406\u5668\u7684\u3010<strong>\u5173\u95ed<\/strong>\u3011\u6309\u94ae,\u53ef\u4ee5\u9009\u62e9\u5c06\u7a97\u53e3\u6700\u5c0f\u5316\u5230\u7cfb\u7edf\u6258\u76d8,\u8ba9\u4efb\u52a1\u5728\u540e\u53f0\u9759\u9ed8\u8fd0\u884c,\u4e0d\u5e72\u6270\u60a8\u7684\u6b63\u5e38\u4f7f\u7528\u3002\u4efb\u52a1\u5b8c\u6210\u540e,\u4f1a\u5728\u65e5\u5fd7\u4e2d\u8bb0\u5f55\u8865\u5145\u7ed3\u679c\u3002<\/li>\n<\/ul>\n<blockquote><p>\n 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decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_dd60af492a585634808e8193682a5ddd.jpg\" width=\"70%\" \/>\n<\/p>\n<h4>\u5c55\u793a\u5185\u5bb9<\/h4>\n<p><strong>1. \u603b\u4f53\u7edf\u8ba1<\/strong><\/p>\n<ul>\n<li><strong>\u603b\u80a1\u7968\u6570\u91cf<\/strong>:\u672c\u5730\u6570\u636e\u5e93\u4e2d\u5df2\u5bfc\u5165\u7684\u80a1\u7968\u603b\u6570,\u4f8b\u5982&#8221;\u603b\u80a1\u7968\u6570:327&#8243;\u3002<\/li>\n<li><strong>\u603b\u5b58\u50a8\u5927\u5c0f<\/strong>:\u6570\u636e\u5e93\u6587\u4ef6\u5360\u7528\u7684\u78c1\u76d8\u7a7a\u95f4,\u81ea\u52a8\u6362\u7b97\u4e3aMB\u6216GB,\u4f8b\u5982&#8221;\u603b\u5b58\u50a8\u5927\u5c0f:1.25 GB&#8221;\u3002<\/li>\n<\/ul>\n<p><strong>2. \u5e02\u573a\u5206\u5e03<\/strong><\/p>\n<p>\u6309\u5e02\u573a\u5206\u7ec4\u7edf\u8ba1\u80a1\u7968\u6570\u91cf:<\/p>\n<ul>\n<li><strong>\u4e0a\u6d77\u5e02\u573a(SH)<\/strong>:\u5982&#8221;\u4e0a\u6d77:180\u53ea(55%)&#8221;\u3002<\/li>\n<li><strong>\u6df1\u5733\u5e02\u573a(SZ)<\/strong>:\u5982&#8221;\u6df1\u5733:140\u53ea(43%)&#8221;\u3002<\/li>\n<li><strong>\u5317\u4eac\u5e02\u573a(BJ)<\/strong>:\u5982&#8221;\u5317\u4eac:7\u53ea(2%)&#8221;\u3002<\/li>\n<\/ul>\n<p><strong>3. \u5468\u671f\u7edf\u8ba1<\/strong><\/p>\n<p>\u6309\u6570\u636e\u5468\u671f\u7edf\u8ba1\u5df2\u5bfc\u5165\u6570\u636e\u7684\u80a1\u7968\u6570\u91cf:<\/p>\n<ul>\n<li><strong>\u65e5\u7ebf(1d)<\/strong>:\u5982&#8221;\u65e5\u7ebf:327\u53ea&#8221;\u3002<\/li>\n<li><strong>\u5206\u949f\u7ebf(1m)<\/strong>:\u5982&#8221;\u5206\u949f\u7ebf:50\u53ea&#8221;\u3002<\/li>\n<li><strong>5\u5206\u949f\u7ebf(5m)<\/strong>:\u5982&#8221;5\u5206\u949f\u7ebf:0\u53ea&#8221;\u3002<\/li>\n<li><strong>Tick\u6570\u636e<\/strong>:\u5982&#8221;Tick:0\u53ea&#8221;\u3002<\/li>\n<\/ul>\n<h4>\u7528\u9014<\/h4>\n<ul>\n<li><strong>\u4e86\u89e3\u8986\u76d6\u8303\u56f4<\/strong>:\u5feb\u901f\u67e5\u770b\u672c\u5730\u6570\u636e\u5e93\u5df2\u8986\u76d6\u54ea\u4e9b\u80a1\u7968\u3001\u54ea\u4e9b\u5468\u671f,\u4fbf\u4e8e\u89c4\u5212\u540e\u7eed\u5bfc\u5165\u5de5\u4f5c\u3002<\/li>\n<li><strong>\u89c4\u5212\u5b58\u50a8\u7a7a\u95f4<\/strong>:\u6839\u636e\u603b\u5b58\u50a8\u5927\u5c0f,\u8bc4\u4f30\u662f\u5426\u9700\u8981\u6e05\u7406\u65e7\u6570\u636e\u6216\u6269\u5bb9\u78c1\u76d8\u7a7a\u95f4\u3002\u4f8b\u5982,\u5982\u679c\u53d1\u73b0\u6570\u636e\u5e93\u5df2\u5360\u7528\u6570\u5341GB,\u4f46\u56de\u6d4b\u53ea\u9700\u8981\u8fd13\u5e74\u6570\u636e,\u53ef\u4ee5\u8003\u8651\u5220\u9664\u66f4\u65e9\u7684\u6570\u636e\u4ee5\u91ca\u653e\u7a7a\u95f4\u3002<\/li>\n<li><strong>\u786e\u8ba4\u6570\u636e\u5b8c\u6574\u6027<\/strong>:\u4f8b\u5982,\u5982\u679c\u60a8\u9884\u671f\u5bfc\u5165\u4e86100\u53ea\u80a1\u7968\u7684\u65e5\u7ebf\u6570\u636e,\u4f46\u7edf\u8ba1\u663e\u793a\u53ea\u670990\u53ea,\u8bf4\u660e\u670910\u53ea\u80a1\u7968\u5bfc\u5165\u5931\u8d25\u6216\u88ab\u8df3\u8fc7,\u9700\u8981\u8fdb\u4e00\u6b65\u68c0\u67e5\u3002<\/li>\n<\/ul>\n<hr \/>\n<h3>3.5 WAL\u4fee\u590d<\/h3>\n<h4>\u529f\u80fd\u8bf4\u660e<\/h4>\n<p>\u5728\u6570\u636e\u9ad8\u9891\u8bfb\u5199\u6216\u53d1\u751f\u7cfb\u7edf\u5d29\u6e83\u3001\u65ad\u7535\u65f6\uff0cDuckDB\u7684WAL\uff08Write-Ahead Logging \u9884\u5199\u65e5\u5fd7\uff09\u6587\u4ef6\u5076\u5c14\u4f1a\u53d1\u751f\u635f\u574f\u3002\u6b64\u65f6\u6570\u636e\u5e93\u5728\u8bfb\u53d6\u65f6\u4f1a\u62a5\u9519\u65e0\u6cd5\u6253\u5f00\u3002<\/p>\n<p>\u3010<strong>WAL\u4fee\u590d<\/strong>\u3011\u529f\u80fd\u4e3a\u60a8\u63d0\u4f9b\u4e86\u4e00\u952e\u68c0\u6d4b\u548c\u4fee\u590d\u672c\u5730\u635f\u574f\u6570\u636e\u5e93\u7684\u80fd\u529b\uff0c\u662f\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u4fdd\u969c\u672c\u5730\u6570\u636e\u5b89\u5168\u7684\u91cd\u8981\u5c4f\u969c\u3002<\/p>\n<h4>\u64cd\u4f5c\u65b9\u5f0f<\/h4>\n<ol>\n<li>\u70b9\u51fb\u5de5\u5177\u680f\u7684\u3010<strong>WAL\u4fee\u590d<\/strong>\u3011\u6309\u94ae\u3002<\/li>\n<li>\u7cfb\u7edf\u4f1a\u5f39\u7a97\u8be2\u95ee\u662f\u5426\u626b\u63cf\u5168\u76ee\u5f55\uff0c\u70b9\u51fb\u3010<strong>Yes<\/strong>\u3011\u7ee7\u7eed\u3002<\/li>\n<li>\u786e\u8ba4\u540e\uff0c\u7cfb\u7edf\u4f1a\u81ea\u52a8\u68c0\u6d4b\u6240\u6709<code>.db<\/code>\u53ca\u4f34\u751f\u7684<code>.wal<\/code>\u6587\u4ef6\u3002<\/li>\n<li>\u82e5\u53d1\u73b0\u635f\u574f\uff0c\u7cfb\u7edf\u4f1a\u5c1d\u8bd5\u5229\u7528\u5b89\u5168\u6a21\u5f0f\u8fdb\u884c\u65e5\u5fd7\u6e05\u9664\u53ca\u6570\u636e\u5e93\u91cd\u5efa\u3002<\/li>\n<li>\u4fee\u590d\u5b8c\u6210\u540e\uff0c\u5f39\u51fa\u62a5\u544a\u63d0\u793a\u6210\u529f\u4e0e\u5931\u8d25\u7684\u6570\u91cf\u3002\u9694\u79bb\u65e0\u6cd5\u4fee\u590d\u7684\u6587\u4ef6\u4ee5\u907f\u514d\u5f71\u54cd\u56de\u6d4b\u8fd0\u884c\u3002<\/li>\n<\/ol>\n<hr \/>\n<h2>\u56db\u3001\u6570\u636e\u67e5\u8be2\u4e0e\u7ba1\u7406<\/h2>\n<p>\u6570\u636e\u5bfc\u5165\u5b8c\u6210\u540e,\u5c31\u53ef\u4ee5\u5229\u7528\u6570\u636e\u7ba1\u7406\u5668\u7684\u67e5\u8be2\u529f\u80fd,\u968f\u65f6\u6d4f\u89c8\u3001\u68c0\u67e5\u548c\u5bfc\u51fa\u672c\u5730\u6570\u636e\u4e86\u3002<\/p>\n<h3>4.1 \u6570\u636e\u6d4f\u89c8\u4e0e\u67e5\u8be2<\/h3>\n<h4>4.1.1 \u5de6\u4fa7\u80a1\u7968\u6811\u5bfc\u822a<\/h4>\n<p><strong>\u6811\u5f62\u7ed3\u6784<\/strong><\/p>\n<p>\u5de6\u4fa7\u7684\u80a1\u7968\u6811\u4ee5\u4e09\u7ea7\u6811\u72b6\u7ed3\u6784\u7ec4\u7ec7\u6570\u636e:<\/p>\n<ul>\n<li><strong>\u4e00\u7ea7\u8282\u70b9<\/strong>:\u5e02\u573a\u5206\u7ec4,\u5982&#8221;SH(\u4e0a\u6d77)&#8221;\u3001&#8221;SZ(\u6df1\u5733)&#8221;\u3001&#8221;BJ(\u5317\u4eac)&#8221;\u3002<\/li>\n<li><strong>\u4e8c\u7ea7\u8282\u70b9<\/strong>:\u80a1\u7968\u4ee3\u7801\u548c\u540d\u79f0,\u4f8b\u5982&#8221;600000 \u6d66\u53d1\u94f6\u884c&#8221;\u3001&#8221;000001 \u5e73\u5b89\u94f6\u884c&#8221;\u3002<\/li>\n<li><strong>\u4e09\u7ea7\u8282\u70b9<\/strong>:\u8be5\u80a1\u7968\u5df2\u6709\u7684\u6570\u636e\u5468\u671f\u53ca\u6761\u6570,\u4f8b\u5982:\n<ul>\n<li>&#8220;1d (1250\u6761)&#8221;<\/li>\n<li>&#8220;1m (48000\u6761)&#8221;<\/li>\n<li>&#8220;5m (0\u6761)&#8221; \u2014\u2014 \u8868\u793a\u5c1a\u672a\u5bfc\u51655\u5206\u949f\u7ebf\u6570\u636e<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p><strong>\u5feb\u901f\u6d4f\u89c8<\/strong><\/p>\n<ul>\n<li><strong>\u5c55\u5f00\/\u6298\u53e0<\/strong>:\u70b9\u51fb\u8282\u70b9\u524d\u7684\u4e09\u89d2\u56fe\u6807,\u5c55\u5f00\u6216\u6298\u53e0\u4e0b\u7ea7\u8282\u70b9\u3002<\/li>\n<li><strong>\u70b9\u51fb\u52a0\u8f7d<\/strong>:\u70b9\u51fb\u67d0\u4e2a\u5468\u671f\u8282\u70b9(\u5982&#8221;1d (1250\u6761)&#8221;),\u53f3\u4fa7\u67e5\u8be2\u9762\u677f\u4f1a\u81ea\u52a8\u52a0\u8f7d\u8be5\u80a1\u7968\u8be5\u5468\u671f\u7684\u5168\u90e8\u6570\u636e,\u65e0\u9700\u624b\u52a8\u8bbe\u7f6e\u67e5\u8be2\u6761\u4ef6\u3002\u8fd9\u662f\u5feb\u901f\u9884\u89c8\u6570\u636e\u7684\u6700\u4fbf\u6377\u65b9\u5f0f\u3002<\/li>\n<\/ul>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_c3ff8035b3e0349b6f4e4ac3c7b2492a.jpg\" width=\"70%\" \/>\n<\/p>\n<h4>4.1.2 \u641c\u7d22\u529f\u80fd<\/h4>\n<p><strong>\u4f4d\u7f6e<\/strong>:\u5de6\u4fa7\u9762\u677f\u9876\u90e8\u7684\u641c\u7d22\u6846\u3002<\/p>\n<p><strong>\u529f\u80fd<\/strong>:\u8f93\u5165\u80a1\u7968\u4ee3\u7801\u6216\u540d\u79f0,\u5b9e\u65f6\u7b5b\u9009\u5339\u914d\u7684\u80a1\u7968,\u5e2e\u52a9\u60a8\u5feb\u901f\u5b9a\u4f4d\u76ee\u6807\u80a1\u7968\u3002<\/p>\n<p><strong>\u793a\u4f8b<\/strong>:<\/p>\n<ul>\n<li>\u8f93\u5165&#8221;<strong>\u5e73\u5b89<\/strong>&#8220;,\u80a1\u7968\u6811\u4f1a\u81ea\u52a8\u7b5b\u9009\u5e76\u9ad8\u4eae\u663e\u793a\u6240\u6709\u540d\u79f0\u4e2d\u5305\u542b&#8221;\u5e73\u5b89&#8221;\u7684\u80a1\u7968,\u5982&#8221;\u5e73\u5b89\u94f6\u884c&#8221;\u3001&#8221;\u4e2d\u56fd\u5e73\u5b89&#8221;\u7b49\u3002<\/li>\n<li>\u8f93\u5165&#8221;<strong>600<\/strong>&#8220;,\u80a1\u7968\u6811\u4f1a\u663e\u793a\u6240\u6709\u4ee3\u7801\u4ee5&#8221;600&#8243;\u5f00\u5934\u7684\u6caa\u5e02\u80a1\u7968\u3002<\/li>\n<\/ul>\n<blockquote><p>\n  <strong>\u63d0\u793a<\/strong>:\u641c\u7d22\u652f\u6301\u6a21\u7cca\u5339\u914d,\u8f93\u5165\u90e8\u5206\u4ee3\u7801\u6216\u540d\u79f0\u5373\u53ef\u3002\u6e05\u7a7a\u641c\u7d22\u6846\u540e,\u80a1\u7968\u6811\u6062\u590d\u663e\u793a\u6240\u6709\u80a1\u7968\u3002\n<\/p><\/blockquote>\n<h4>4.1.3 \u53f3\u4fa7\u67e5\u8be2\u9762\u677f<\/h4>\n<p>\u53f3\u4fa7\u67e5\u8be2\u9762\u677f\u5206\u4e3a<strong>\u6761\u4ef6\u8bbe\u7f6e\u533a<\/strong>\u548c<strong>\u7ed3\u679c\u5c55\u793a\u533a<\/strong>\u4e24\u90e8\u5206\u3002<\/p>\n<p><strong>\u67e5\u8be2\u6761\u4ef6\u8bbe\u7f6e<\/strong><\/p>\n<ul>\n<li><strong>\u80a1\u7968\u4ee3\u7801<\/strong>:\u4e0b\u62c9\u9009\u62e9\u5df2\u5bfc\u5165\u7684\u80a1\u7968,\u6216\u624b\u52a8\u8f93\u5165\u80a1\u7968\u4ee3\u7801\u3002\n<ul>\n<li>\u4e0b\u62c9\u6846\u4f1a\u5217\u51fa\u6240\u6709\u5df2\u5bfc\u5165\u7684\u80a1\u7968,\u683c\u5f0f\u4e3a&#8221;600000 \u6d66\u53d1\u94f6\u884c&#8221;\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u5468\u671f\u9009\u62e9<\/strong>:\u9009\u62e9\u8981\u67e5\u8be2\u7684\u6570\u636e\u5468\u671f:\n<ul>\n<li><strong>1d<\/strong>:\u65e5\u7ebf\u6570\u636e<\/li>\n<li><strong>1m<\/strong>:\u5206\u949f\u7ebf\u6570\u636e<\/li>\n<li><strong>5m<\/strong>:5\u5206\u949f\u7ebf\u6570\u636e<\/li>\n<li><strong>tick<\/strong>:\u9010\u7b14\u6210\u4ea4\u6570\u636e(Tick\u6570\u636e)<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u65e5\u671f\u8303\u56f4<\/strong>:\n<ul>\n<li><strong>\u8d77\u59cb\u65e5\u671f<\/strong>:\u67e5\u8be2\u7684\u5f00\u59cb\u65f6\u95f4,\u4f8b\u5982<code>2024-01-01<\/code>\u3002<\/li>\n<li><strong>\u7ed3\u675f\u65e5\u671f<\/strong>:\u67e5\u8be2\u7684\u7ed3\u675f\u65f6\u95f4,\u4f8b\u5982<code>2024-12-31<\/code>\u3002<\/li>\n<li><strong>\u7559\u7a7a<\/strong>:\u5982\u679c\u7559\u7a7a,\u5219\u67e5\u8be2\u8be5\u80a1\u7968\u7684\u5168\u90e8\u6570\u636e\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u590d\u6743\u7c7b\u578b<\/strong>(\u4ec5K\u7ebf\u6570\u636e,\u53731d\/1m\/5m):\n<ul>\n<li><strong>\u4e0d\u590d\u6743(none)<\/strong>:\u539f\u59cb\u4ef7\u683c,\u672a\u7ecf\u4efb\u4f55\u8c03\u6574\u3002<\/li>\n<li><strong>\u524d\u590d\u6743(front)<\/strong>:\u4ee5\u5f53\u524d\u4ef7\u683c\u4e3a\u57fa\u51c6,\u5411\u5386\u53f2\u8c03\u6574,\u4fdd\u6301\u5f53\u524d\u4ef7\u683c\u771f\u5b9e\u3002<\/li>\n<li><strong>\u540e\u590d\u6743(back)<\/strong>:\u4ee5\u4e0a\u5e02\u4ef7\u4e3a\u57fa\u51c6,\u5411\u672a\u6765\u8c03\u6574,\u4fdd\u6301\u5386\u53f2\u4ef7\u683c\u771f\u5b9e\u3002<\/li>\n<li><strong>\u7b49\u6bd4\u524d\u590d\u6743(front_ratio)<\/strong>:\u5728\u524d\u590d\u6743\u57fa\u7840\u4e0a\u4fdd\u6301\u76f8\u5bf9\u6da8\u8dcc\u5e45\u4e0d\u53d8\u3002<\/li>\n<li><strong>\u7b49\u6bd4\u540e\u590d\u6743(back_ratio)<\/strong>:\u5728\u540e\u590d\u6743\u57fa\u7840\u4e0a\u4fdd\u6301\u76f8\u5bf9\u6da8\u8dcc\u5e45\u4e0d\u53d8\u3002<\/li>\n<li>(\u590d\u6743\u8be6\u89e3\u8bf7\u53c2\u89c1&#8221;\u4e94\u3001\u9ad8\u7ea7\u7279\u6027\u8bf4\u660e&#8221;\u90e8\u5206)<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u9650\u5236\u6761\u6570<\/strong>:\u53ef\u8bbe\u5b9a\u67e5\u8be2\u5c55\u793a\u7684\u6700\u5927\u8bb0\u5f55\u6570\uff08\u5982\u9ed8\u8ba4\u663e\u793a\u6700\u8fd1 10000 \u6761\uff09\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u5b57\u6bb5\u7b5b\u9009<\/strong>(\u53ef\u9009):\u53ef\u52fe\u9009\u53ea\u663e\u793a\u7279\u5b9a\u5b57\u6bb5,\u4f8b\u5982\u4ec5\u663e\u793a\u5f00\u3001\u9ad8\u3001\u4f4e\u3001\u6536\u3001\u91cf,\u51cf\u5c11\u6570\u636e\u4f20\u8f93\u91cf,\u52a0\u5feb\u67e5\u8be2\u901f\u5ea6\u3002<\/p>\n<\/li>\n<li>\n<p>\u3010<strong>\u67e5\u8be2<\/strong>\u3011\u6309\u94ae:\u70b9\u51fb\u540e\u6267\u884c\u67e5\u8be2,\u7ed3\u679c\u663e\u793a\u5728\u4e0b\u65b9\u7684\u7ed3\u679c\u5c55\u793a\u533a\u3002<\/p>\n<\/li>\n<\/ul>\n<p><p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_47966ac5649df6a90ba3c20b7012c0d2.jpg\" width=\"70%\" \/>\n<\/p>\n<p><strong>\u67e5\u8be2\u7ed3\u679c\u5c55\u793a<\/strong><\/p>\n<p>\u67e5\u8be2\u7ed3\u679c\u4ee5Tab\u9875\u7684\u5f62\u5f0f\u5c55\u793a:<\/p>\n<ul>\n<li><strong>\u6570\u636e\u8868\u683c<\/strong>Tab\u9875:\n<ul>\n<li>\u4ee5\u8868\u683c\u5f62\u5f0f\u5c55\u793a\u67e5\u8be2\u7ed3\u679c,\u6bcf\u884c\u4ee3\u8868\u4e00\u6761\u6570\u636e\u8bb0\u5f55\u3002<\/li>\n<li>\u5217\u5934\u663e\u793a\u5b57\u6bb5\u540d\u53ca\u5bf9\u5e94\u4e2d\u6587\u8bf4\u660e,\u5982<code>time<\/code>(\u65f6\u95f4)\u3001<code>open<\/code>(\u5f00\u76d8\u4ef7)\u3001<code>high<\/code>(\u6700\u9ad8\u4ef7)\u3001<code>low<\/code>(\u6700\u4f4e\u4ef7)\u3001<code>close<\/code>(\u6536\u76d8\u4ef7)\u3001<code>volume<\/code>(\u6210\u4ea4\u91cf)\u7b49\u3002<\/li>\n<li>\u652f\u6301\u4e0a\u4e0b\u6eda\u52a8\u6d4f\u89c8,\u5982\u679c\u6570\u636e\u91cf\u5927,\u53ef\u4f7f\u7528\u6eda\u52a8\u6761\u5feb\u901f\u7ffb\u9875\u3002<\/li>\n<li>\u5e95\u90e8\u663e\u793a\u67e5\u8be2\u5230\u7684\u6570\u636e\u6761\u6570\u3001\u65f6\u95f4\u8303\u56f4\u7b49\u4fe1\u606f\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>SQL\u67e5\u8be2<\/strong>Tab\u9875(\u9ad8\u9636):\n<ul>\n<li>\u63d0\u4f9b\u539f\u751f\u6587\u672c\u8f93\u5165\u6846\u7f16\u5199SQL\u3002\u7531\u4e8e\u5e95\u5c42\u57fa\u4e8eDuckDB\uff0c\u5b8c\u5168\u652f\u6301\u590d\u6742\u7684SQL\u5206\u6790\u3002<\/li>\n<li>\u4f8b\u5982\uff1a<code>SELECT * FROM kline_1d WHERE close &gt; 10 ORDER BY time DESC LIMIT 100<\/code>\u3002<\/li>\n<li>\u70b9\u51fb\u3010\u6267\u884cSQL\u3011\u540e\u5c06\u7ed3\u679c\u5728\u72ec\u7acb\u7684\u8868\u683c\u4e2d\u6e32\u67d3\u51fa\u6765\uff0c\u6781\u5927\u5730\u4fbf\u5229\u4e86\u5bf9\u5f53\u524d\u9009\u5b9a\u80a1\u7968\u8fdb\u884c\u9ad8\u7ea7\u7edf\u8ba1\u6838\u67e5\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_99d188592960f825bf9fdb397ad0ee67.jpg\" width=\"70%\" \/>\n<\/p>\n<hr \/>\n<h3>4.2 \u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5<\/h3>\n<h4>\u529f\u80fd\u4f4d\u7f6e<\/h4>\n<p>\u67e5\u8be2\u9762\u677f\u4e2d\u7684\u3010<strong>\u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5<\/strong>\u3011\u6309\u94ae,\u4f4d\u4e8e\u67e5\u8be2\u6761\u4ef6\u8bbe\u7f6e\u533a\u3002<\/p>\n<h4>\u529f\u80fd\u8bf4\u660e<\/h4>\n<p>\u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5\u662f\u4e00\u4e2a\u975e\u5e38\u5b9e\u7528\u7684\u529f\u80fd,\u7528\u4e8e\u68c0\u6d4b\u6307\u5b9a\u65f6\u95f4\u8303\u56f4\u5185\u662f\u5426\u5b58\u5728\u7f3a\u5931\u7684\u4ea4\u6613\u65e5\u6570\u636e\u3002\u8fd9\u5bf9\u4e8e\u786e\u4fdd\u56de\u6d4b\u6570\u636e\u7684\u5b8c\u6574\u6027\u81f3\u5173\u91cd\u8981\u3002<\/p>\n<h4>\u68c0\u6d4b\u539f\u7406<\/h4>\n<ul>\n<li>\u7cfb\u7edf\u9996\u5148\u751f\u6210\u76ee\u6807\u65f6\u95f4\u8303\u56f4\u5185\u7684\u6240\u6709<strong>\u4ea4\u6613\u65e5\u5217\u8868<\/strong>(\u81ea\u52a8\u6392\u9664\u5468\u672b\u548c\u6cd5\u5b9a\u8282\u5047\u65e5,\u4f7f\u7528\u4e2d\u56fdA\u80a1\u4ea4\u6613\u65e5\u5386)\u3002<\/li>\n<li>\u7136\u540e\u5bf9\u6bd4\u672c\u5730\u6570\u636e\u5e93\u4e2d\u5df2\u6709\u7684\u65e5\u671f\u3002<\/li>\n<li>\u6700\u540e\u627e\u51fa\u7f3a\u5931\u7684\u4ea4\u6613\u65e5,\u5e76\u8ba1\u7b97\u5b8c\u6574\u6027\u767e\u5206\u6bd4\u3002<\/li>\n<\/ul>\n<h4>\u8be6\u7ec6\u64cd\u4f5c\u6b65\u9aa4<\/h4>\n<p><strong>\u6b65\u9aa41:\u9009\u62e9\u80a1\u7968\u548c\u5468\u671f<\/strong><\/p>\n<p>\u5728\u67e5\u8be2\u9762\u677f\u4e2d,\u9009\u62e9\u8981\u68c0\u67e5\u7684\u80a1\u7968\u4ee3\u7801\u548c\u5468\u671f(1d\/1m\/5m)\u3002<\/p>\n<p><strong>\u6b65\u9aa42:\u8bbe\u7f6e\u76ee\u6807\u65f6\u95f4\u8303\u56f4<\/strong><\/p>\n<ul>\n<li><strong>\u8d77\u59cb\u65e5\u671f<\/strong>:\u68c0\u67e5\u8303\u56f4\u7684\u5f00\u59cb\u65f6\u95f4,\u4f8b\u5982<code>2024-01-01<\/code>\u3002<\/li>\n<li><strong>\u7ed3\u675f\u65e5\u671f<\/strong>:\u68c0\u67e5\u8303\u56f4\u7684\u7ed3\u675f\u65f6\u95f4,\u4f8b\u5982<code>2024-12-31<\/code>\u3002<\/li>\n<\/ul>\n<blockquote><p>\n  <strong>\u63d0\u793a<\/strong>:\u5efa\u8bae\u8bbe\u7f6e\u4e3a\u60a8\u7684\u56de\u6d4b\u65f6\u95f4\u8303\u56f4,\u786e\u4fdd\u56de\u6d4b\u6240\u9700\u6570\u636e\u5b8c\u6574\u3002\n<\/p><\/blockquote>\n<p><strong>\u6b65\u9aa43:\u70b9\u51fb\u3010\u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5\u3011<\/strong><\/p>\n<p>\u70b9\u51fb\u3010<strong>\u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5<\/strong>\u3011\u6309\u94ae,\u7cfb\u7edf\u5f00\u59cb\u68c0\u6d4b\u3002<\/p>\n<p><strong>\u6b65\u9aa44:\u67e5\u770b\u68c0\u67e5\u7ed3\u679c<\/strong><\/p>\n<p>\u5f39\u7a97\u663e\u793a\u68c0\u67e5\u7ed3\u679c,\u5305\u62ec:<\/p>\n<ul>\n<li><strong>\u5df2\u6709\u6570\u636e\u65e5\u671f<\/strong>:\u5217\u51fa\u672c\u5730\u6570\u636e\u5e93\u4e2d\u5df2\u5b58\u5728\u7684\u6240\u6709\u4ea4\u6613\u65e5,\u4f8b\u5982:\n<pre><code class=\"line-numbers\">2024-01-02, 2024-01-03, ..., 2024-12-30, 2024-12-31\n<\/code><\/pre>\n<\/li>\n<li><strong>\u7f3a\u5931\u6570\u636e\u65e5\u671f<\/strong>:\u5217\u51fa\u7f3a\u5931\u7684\u4ea4\u6613\u65e5,\u4f8b\u5982:\n<pre><code class=\"line-numbers\">2024-03-15, 2024-03-18, 2024-03-19, ...(\u517112\u4e2a\u4ea4\u6613\u65e5)\n<\/code><\/pre>\n<\/li>\n<li><strong>\u5b8c\u6574\u6027\u767e\u5206\u6bd4<\/strong>:\u5df2\u6709\u6570\u636e\u5360\u5e94\u6709\u6570\u636e\u7684\u6bd4\u4f8b,\u4f8b\u5982:\n<pre><code class=\"line-numbers\">\u6570\u636e\u5b8c\u6574\u6027:95% (238\/250\u4e2a\u4ea4\u6613\u65e5)\n\u7f3a\u5931:12\u4e2a\u4ea4\u6613\u65e5\n<\/code><\/pre>\n<\/li>\n<\/ul>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/01\/wp_editor_md_6024a5197e8be2ef4141f17c03b5709b.jpg\" width=\"70%\" \/>\n<\/p>\n<h4>\u540e\u7eed\u64cd\u4f5c<\/h4>\n<ul>\n<li>\u5982\u679c\u53d1\u73b0\u7f3a\u5931\u6570\u636e,\u60a8\u53ef\u4ee5\u8bb0\u5f55\u7f3a\u5931\u7684\u65e5\u671f\u8303\u56f4,\u7136\u540e\u901a\u8fc7\u3010<strong>\u4eceMiniQMT\u5bfc\u5165\u6570\u636e<\/strong>\u3011\u529f\u80fd,\u7cbe\u51c6\u8bbe\u7f6e\u7f3a\u5931\u65e5\u671f\u8303\u56f4\u8fdb\u884c\u8865\u5145\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u5efa\u8bae<\/strong>:\u5728\u56de\u6d4b\u524d,\u5bf9\u80a1\u7968\u6c60\u4e2d\u7684\u6240\u6709\u80a1\u7968\u9010\u4e00\u6267\u884c\u5b8c\u6574\u6027\u68c0\u67e5,\u786e\u4fdd\u6570\u636e100%\u5b8c\u6574\u3002\u8fd9\u6837\u53ef\u4ee5\u907f\u514d\u56de\u6d4b\u8fc7\u7a0b\u4e2d\u56e0\u6570\u636e\u7f3a\u5931\u5bfc\u81f4\u7684\u5f02\u5e38\u7ed3\u679c\u3002<\/p>\n<\/li>\n<\/ul>\n<hr \/>\n<h3>4.3 \u6570\u636e\u5bfc\u51fa<\/h3>\n<h4>\u529f\u80fd\u4f4d\u7f6e<\/h4>\n<p>\u67e5\u8be2\u9762\u677f\u4e2d\u7684\u3010<strong>\u5bfc\u51faCSV<\/strong>\u3011\u6309\u94ae,\u4f4d\u4e8e\u67e5\u8be2\u6761\u4ef6\u8bbe\u7f6e\u533a\u7684\u5e95\u90e8\u3002<\/p>\n<h4>\u5bfc\u51fa\u5185\u5bb9<\/h4>\n<p>\u5bfc\u51fa\u7684\u662f\u5f53\u524d\u67e5\u8be2\u7ed3\u679c,\u5373\u60a8\u5728\u67e5\u8be2\u9762\u677f\u4e2d\u8bbe\u7f6e\u6761\u4ef6\u540e\u67e5\u8be2\u5230\u7684\u6570\u636e\u3002<\/p>\n<h4>\u64cd\u4f5c\u6b65\u9aa4<\/h4>\n<p><strong>\u6b65\u9aa41:\u6267\u884c\u6570\u636e\u67e5\u8be2<\/strong><\/p>\n<p>\u9996\u5148\u5728\u67e5\u8be2\u9762\u677f\u4e2d\u8bbe\u7f6e\u597d\u67e5\u8be2\u6761\u4ef6(\u80a1\u7968\u3001\u5468\u671f\u3001\u65e5\u671f\u8303\u56f4\u3001\u590d\u6743\u7c7b\u578b\u7b49),\u70b9\u51fb\u3010<strong>\u67e5\u8be2<\/strong>\u3011,\u83b7\u53d6\u60f3\u8981\u5bfc\u51fa\u7684\u6570\u636e\u3002<\/p>\n<p><strong>\u6b65\u9aa42:\u70b9\u51fb\u3010\u5bfc\u51faCSV\u3011<\/strong><\/p>\n<p>\u70b9\u51fb\u3010<strong>\u5bfc\u51faCSV<\/strong>\u3011\u6309\u94ae,\u5f39\u51fa\u5bfc\u51fa\u8bbe\u7f6e\u5bf9\u8bdd\u6846\u3002<\/p>\n<p><strong>\u6b65\u9aa43:\u8bbe\u7f6e\u5bfc\u51fa\u9009\u9879<\/strong><\/p>\n<ul>\n<li><strong>\u9009\u62e9\u5b57\u6bb5<\/strong>:\u52fe\u9009\u8981\u5bfc\u51fa\u7684\u5b57\u6bb5\u3002\u53ef\u4ee5\u5168\u9009(\u5bfc\u51fa\u6240\u6709\u5b57\u6bb5),\u4e5f\u53ef\u4ee5\u53ea\u9009\u62e9\u90e8\u5206\u5b57\u6bb5(\u5982\u4ec5\u5bfc\u51fa\u65f6\u95f4\u3001\u5f00\u3001\u9ad8\u3001\u4f4e\u3001\u6536\u3001\u91cf)\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u4fdd\u5b58\u8def\u5f84<\/strong>:\u70b9\u51fb\u3010<strong>\u6d4f\u89c8<\/strong>\u3011\u6309\u94ae,\u9009\u62e9\u4fdd\u5b58\u8def\u5f84\u548c\u6587\u4ef6\u540d,\u4f8b\u5982<code>D:\\export\\600000_1d_2024.csv<\/code>\u3002<\/p>\n<\/li>\n<\/ul>\n<p><strong>\u6b65\u9aa44:\u786e\u5b9a\u5bfc\u51fa<\/strong><\/p>\n<p>\u70b9\u51fb\u3010<strong>\u786e\u5b9a<\/strong>\u3011,\u7cfb\u7edf\u5f00\u59cb\u5bfc\u51fa\u3002\u5bfc\u51fa\u5b8c\u6210\u540e,\u5f39\u7a97\u63d0\u793a&#8221;\u5bfc\u51fa\u6210\u529f&#8221;,\u5e76\u663e\u793a\u6587\u4ef6\u8def\u5f84\u3002<\/p>\n<h4>\u7528\u9014<\/h4>\n<ul>\n<li><strong>\u5bfc\u51fa\u5230Excel<\/strong>:CSV\u6587\u4ef6\u53ef\u76f4\u63a5\u7528Excel\u6253\u5f00,\u8fdb\u884c\u8fdb\u4e00\u6b65\u7684\u6570\u636e\u5206\u6790\u3001\u56fe\u8868\u5236\u4f5c\u7b49\u3002<\/li>\n<li><strong>\u7528\u4e8e\u5916\u90e8\u5de5\u5177<\/strong>:\u5982Python\u3001R\u3001MATLAB\u7b49,\u8fdb\u884c\u81ea\u5b9a\u4e49\u7684\u6570\u636e\u5206\u6790\u6216\u673a\u5668\u5b66\u4e60\u5efa\u6a21\u3002<\/li>\n<li><strong>\u6570\u636e\u5907\u4efd<\/strong>:\u5c06\u672c\u5730\u6570\u636e\u5e93\u4e2d\u7684\u91cd\u8981\u6570\u636e\u5bfc\u51fa\u5907\u4efd,\u9632\u6b62\u6570\u636e\u4e22\u5931\u3002<\/li>\n<li><strong>\u5171\u4eab\u6570\u636e<\/strong>:\u4e0e\u56e2\u961f\u6210\u5458\u6216\u670b\u53cb\u5171\u4eab\u7279\u5b9a\u80a1\u7968\u7684\u5386\u53f2\u6570\u636e\u3002<\/li>\n<\/ul>\n<hr \/>\n<h2>\u4e94\u3001\u9ad8\u7ea7\u7279\u6027\u8bf4\u660e<\/h2>\n<h3>5.1 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\/>\n<h3>5.2 Tick\u9010\u7b14\u6570\u636e\u7279\u6027<\/h3>\n<h4>\u4ec0\u4e48\u662fTick\u6570\u636e?<\/h4>\n<p><strong>Tick\u6570\u636e<\/strong>\u662f\u80a1\u7968\u4ea4\u6613\u7684<strong>\u6700\u5c0f\u9897\u7c92\u5ea6\u6570\u636e<\/strong>,\u8bb0\u5f55\u6bcf\u4e00\u7b14\u6210\u4ea4\u6216\u76d8\u53e3\u53d8\u5316\u7684\u77ac\u65f6\u5feb\u7167\u3002\u4e0eK\u7ebf\u6570\u636e(\u65e5\u7ebf\u3001\u5206\u949f\u7ebf)\u76f8\u6bd4,Tick\u6570\u636e\u7684\u65f6\u95f4\u7cbe\u5ea6\u8fbe\u5230<strong>\u6beb\u79d2\u7ea7<\/strong>,\u80fd\u591f\u6355\u6349\u5230\u5e02\u573a\u7684\u6bcf\u4e00\u6b21\u5fae\u5c0f\u6ce2\u52a8\u3002<\/p>\n<p>\u4f8b\u5982,\u67d0\u53ea\u80a1\u7968\u572809:30:00.123\u65f6\u523b,\u6700\u65b0\u6210\u4ea4\u4ef7\u4e3a10.56\u5143,\u4e70\u4e00\u4ef7\u4e3a10.55\u5143,\u5356\u4e00\u4ef7\u4e3a10.57\u5143,\u4e70\u4e00\u91cf\u4e3a10000\u80a1,\u5356\u4e00\u91cf\u4e3a12000\u80a1\u2026\u2026\u8fd9\u4e9b\u4fe1\u606f\u90fd\u4f1a\u88ab\u8bb0\u5f55\u5728\u4e00\u6761Tick\u6570\u636e\u4e2d\u3002<\/p>\n<h4>\u6570\u636e\u91cf\u8b66\u544a<\/h4>\n<blockquote><p>\n  <strong>\u91cd\u8981\u63d0\u793a<\/strong>:Tick\u6570\u636e\u91cf\u6781\u5927,\u5355\u53ea\u80a1\u7968\u5355\u4e2a\u4ea4\u6613\u65e5\u53ef\u8fbe\u6570\u4e07\u6761,\u5168\u5e74\u6570\u636e\u53ef\u8fbe\u6570\u767e\u4e07\u6761\u3002\u8bf7\u8c28\u614e\u67e5\u8be2\u548c\u5bfc\u5165,\u907f\u514d\u5360\u7528\u8fc7\u591a\u5b58\u50a8\u7a7a\u95f4\u548c\u5185\u5b58\u3002\n<\/p><\/blockquote>\n<ul>\n<li><strong>\u5355\u65e5\u6570\u636e\u91cf<\/strong>:\u4e00\u53ea\u6d3b\u8dc3\u80a1\u7968,\u5355\u4e2a\u4ea4\u6613\u65e5\u7684Tick\u6570\u636e\u53ef\u8fbe2-5\u4e07\u6761\u3002<\/li>\n<li><strong>\u5168\u5e74\u6570\u636e\u91cf<\/strong>:\u4e00\u53ea\u80a1\u7968\u5168\u5e74\u7684Tick\u6570\u636e\u53ef\u8fbe\u7ea6500\u4e07-1000\u4e07\u6761,\u5b58\u50a8\u7a7a\u95f4\u7ea6100-500MB\u3002<\/li>\n<li><strong>\u5185\u5b58\u5360\u7528<\/strong>:\u67e5\u8be2\u5927\u91cfTick\u6570\u636e\u4f1a\u5360\u7528\u5927\u91cf\u5185\u5b58,\u53ef\u80fd\u5bfc\u81f4\u7cfb\u7edf\u5361\u987f\u3002<\/li>\n<\/ul>\n<h4>\u63a8\u8350\u4f7f\u7528\u573a\u666f<\/h4>\n<p>Tick\u6570\u636e\u5e76\u975e\u65e5\u5e38\u56de\u6d4b\u5fc5\u9700,\u4ec5\u5728\u4ee5\u4e0b\u573a\u666f\u4e2d\u4f7f\u7528:<\/p>\n<ul>\n<li><strong>\u9ad8\u9891\u7b56\u7565\u5f00\u53d1<\/strong>:\u5982\u65e5\u5185T+0\u7b56\u7565\u3001\u9ad8\u9891\u5957\u5229\u7b56\u7565,\u9700\u8981\u7cbe\u786e\u5230\u79d2\u6216\u6beb\u79d2\u7684\u6210\u4ea4\u65f6\u95f4\u548c\u4ef7\u683c\u3002<\/li>\n<li><strong>\u76d8\u53e3\u7814\u7a76<\/strong>:\u5982\u5927\u5355\u8ffd\u8e2a\u3001\u4e3b\u529b\u884c\u4e3a\u5206\u6790\u3001\u76d8\u53e3\u52a8\u91cf\u56e0\u5b50\u6784\u5efa,\u9700\u8981\u5b9e\u65f6\u7684\u4e70\u5356\u76d8\u53e3\u6570\u636e\u3002<\/li>\n<li><strong>\u7cbe\u7ec6\u5316\u56de\u6d4b<\/strong>:\u5982\u9700\u8981\u6a21\u62df\u771f\u5b9e\u7684\u76d8\u53e3\u64ae\u5408\u3001\u6ed1\u70b9\u8ba1\u7b97,Tick\u6570\u636e\u53ef\u4ee5\u63d0\u4f9b\u6700\u63a5\u8fd1\u771f\u5b9e\u5e02\u573a\u7684\u6570\u636e\u3002<\/li>\n<\/ul>\n<blockquote><p>\n  <strong>\u63d0\u793a<\/strong>:\u5bf9\u4e8e\u7edd\u5927\u591a\u6570\u8d8b\u52bf\u7b56\u7565\u3001\u4ef7\u503c\u7b56\u7565\u3001\u65e5\u7ebf\u7b56\u7565,\u4f7f\u7528\u65e5\u7ebf\u6216\u5206\u949f\u7ebf\u6570\u636e\u5373\u53ef,\u65e0\u9700\u5bfc\u5165Tick\u6570\u636e\u3002\n<\/p><\/blockquote>\n<h4>\u7279\u6709\u5b57\u6bb5<\/h4>\n<p>Tick\u6570\u636e\u5305\u542b\u4e30\u5bcc\u7684\u5b57\u6bb5,\u9664\u4e86\u57fa\u672c\u7684\u6210\u4ea4\u4fe1\u606f,\u8fd8\u5305\u62ec<strong>5\u6863\u4e70\u5356\u76d8\u53e3<\/strong>\u6570\u636e:<\/p>\n<p><strong>5\u6863\u4e70\u5356\u76d8\u53e3<\/strong>:<\/p>\n<ul>\n<li><strong>askPrice1-5<\/strong>:\u4e94\u6863\u5356\u4ef7(\u5356\u4e00\u4ef7\u3001\u5356\u4e8c\u4ef7\u3001\u2026\u3001\u5356\u4e94\u4ef7)<\/li>\n<li><strong>bidPrice1-5<\/strong>:\u4e94\u6863\u4e70\u4ef7(\u4e70\u4e00\u4ef7\u3001\u4e70\u4e8c\u4ef7\u3001\u2026\u3001\u4e70\u4e94\u4ef7)<\/li>\n<li><strong>askVol1-5<\/strong>:\u4e94\u6863\u5356\u91cf(\u5356\u4e00\u91cf\u3001\u5356\u4e8c\u91cf\u3001\u2026\u3001\u5356\u4e94\u91cf)<\/li>\n<li><strong>bidVol1-5<\/strong>:\u4e94\u6863\u4e70\u91cf(\u4e70\u4e00\u91cf\u3001\u4e70\u4e8c\u91cf\u3001\u2026\u3001\u4e70\u4e94\u91cf)<\/li>\n<\/ul>\n<p><strong>\u6210\u4ea4\u4fe1\u606f<\/strong>:<\/p>\n<ul>\n<li><strong>lastPrice<\/strong>:\u6700\u65b0\u6210\u4ea4\u4ef7<\/li>\n<li><strong>volume<\/strong>:\u6210\u4ea4\u91cf<\/li>\n<li><strong>amount<\/strong>:\u6210\u4ea4\u989d<\/li>\n<li><strong>transactionNum<\/strong>:\u6210\u4ea4\u7b14\u6570<\/li>\n<\/ul>\n<p><strong>\u671f\u8d27\u5b57\u6bb5<\/strong>(\u4ec5\u671f\u8d27\u54c1\u79cd):<\/p>\n<ul>\n<li><strong>openInt<\/strong>:\u6301\u4ed3\u91cf<\/li>\n<li><strong>lastSettlementPrice<\/strong>:\u6628\u7ed3\u7b97\u4ef7<\/li>\n<\/ul>\n<h4>\u67e5\u8be2\u5efa\u8bae<\/h4>\n<ul>\n<li><strong>\u7f29\u5c0f\u65e5\u671f\u8303\u56f4<\/strong>:\u5c3d\u91cf\u53ea\u67e5\u8be21-5\u4e2a\u4ea4\u6613\u65e5\u7684Tick\u6570\u636e,\u907f\u514d\u4e00\u6b21\u6027\u67e5\u8be2\u6570\u6708\u6216\u5168\u5e74\u6570\u636e\u3002<\/li>\n<li><strong>\u53ea\u67e5\u8be2\u5fc5\u8981\u5b57\u6bb5<\/strong>:\u5728\u5b57\u6bb5\u7b5b\u9009\u4e2d,\u53ea\u52fe\u9009\u9700\u8981\u7684\u5b57\u6bb5(\u5982\u65f6\u95f4\u3001\u6700\u65b0\u4ef7\u3001\u4e70\u4e00\u4ef7\u3001\u5356\u4e00\u4ef7),\u51cf\u5c11\u6570\u636e\u4f20\u8f93\u91cf\u3002<\/li>\n<li><strong>\u53ca\u65f6\u91ca\u653e\u5185\u5b58<\/strong>:\u5927\u89c4\u6a21\u67e5\u8be2Tick\u6570\u636e\u540e,\u53ca\u65f6\u5173\u95ed\u6570\u636e\u7ba1\u7406\u5668\u7a97\u53e3,\u91ca\u653e\u5185\u5b58\u3002<\/li>\n<\/ul>\n<hr \/>\n<h3>5.3 \u6570\u636e\u5b58\u50a8\u7ed3\u6784\u8bf4\u660e<\/h3>\n<p>\u4e86\u89e3\u672c\u5730\u6570\u636e\u5e93\u7684\u5b58\u50a8\u7ed3\u6784,\u6709\u52a9\u4e8e\u60a8\u66f4\u597d\u5730\u7ba1\u7406\u548c\u7ef4\u62a4\u6570\u636e\u3002<\/p>\n<h4>\u6587\u4ef6\u7ec4\u7ec7\u65b9\u5f0f<\/h4>\n<pre><code class=\"line-numbers\">\u6570\u636e\u6839\u76ee\u5f55(\u9ed8\u8ba4.\/stock_data)\/\n\u251c\u2500\u2500 SH\/                    # \u4e0a\u6d77\u5e02\u573a\u6587\u4ef6\u5939\n\u2502   \u251c\u2500\u2500 600000.db         # \u6d66\u53d1\u94f6\u884c\u6570\u636e\u5e93\u6587\u4ef6\n\u2502   \u251c\u2500\u2500 600009.db         # \u4e0a\u6d77\u673a\u573a\n\u2502   \u251c\u2500\u2500 600016.db         # \u6c11\u751f\u94f6\u884c\n\u2502   \u2514\u2500\u2500 ...               # \u5176\u4ed6\u6caa\u5e02\u80a1\u7968(\u6bcf\u53ea\u80a1\u7968\u4e00\u4e2a.db\u6587\u4ef6)\n\u251c\u2500\u2500 SZ\/                    # \u6df1\u5733\u5e02\u573a\u6587\u4ef6\u5939\n\u2502   \u251c\u2500\u2500 000001.db         # \u5e73\u5b89\u94f6\u884c\n\u2502   \u251c\u2500\u2500 000002.db         # \u4e07\u79d1A\n\u2502   \u2514\u2500\u2500 ...               # \u5176\u4ed6\u6df1\u5e02\u80a1\u7968\n\u251c\u2500\u2500 BJ\/                    # \u5317\u4eac\u5e02\u573a\u6587\u4ef6\u5939(\u65b0\u4e09\u677f\u7cbe\u9009\u5c42)\n\u2502   \u2514\u2500\u2500 ...\n\u251c\u2500\u2500 metadata.db           # \u5168\u5c40\u5143\u6570\u636e\u5e93\n\u2514\u2500\u2500 config.json          # \u914d\u7f6e\u6587\u4ef6\n<\/code><\/pre>\n<h4>\u5355\u80a1\u7968\u6570\u636e\u5e93\u8bf4\u660e<\/h4>\n<ul>\n<li>\u6bcf\u53ea\u80a1\u7968\u5bf9\u5e94\u4e00\u4e2a\u72ec\u7acb\u7684<strong>.db\u6587\u4ef6<\/strong>,\u6587\u4ef6\u540d\u4e3a\u80a1\u7968\u4ee3\u7801(\u5982<code>600000.db<\/code>\u4ee3\u8868\u6d66\u53d1\u94f6\u884c)\u3002<\/li>\n<li>\u4e00\u4e2a.db\u6587\u4ef6\u5185\u5305\u542b\u8be5\u80a1\u7968\u7684<strong>\u6240\u6709\u5468\u671f\u6570\u636e<\/strong>,\u91c7\u7528\u591a\u8868\u7ed3\u6784:\n<ul>\n<li><strong>kline_1d<\/strong>\u8868:\u65e5\u7ebf\u6570\u636e<\/li>\n<li><strong>kline_1m<\/strong>\u8868:\u5206\u949f\u7ebf\u6570\u636e<\/li>\n<li><strong>kline_5m<\/strong>\u8868:5\u5206\u949f\u7ebf\u6570\u636e<\/li>\n<li><strong>tick<\/strong>\u8868:\u9010\u7b14\u6210\u4ea4\u6570\u636e<\/li>\n<li><strong>stock_info<\/strong>\u8868:\u80a1\u7968\u57fa\u672c\u4fe1\u606f(\u5982\u80a1\u7968\u540d\u79f0\u3001\u5e02\u573a\u4ee3\u7801\u7b49)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<h4>\u5143\u6570\u636e\u5e93(metadata.db)<\/h4>\n<ul>\n<li><strong>stock_list<\/strong>\u8868:\u8bb0\u5f55\u6240\u6709\u5df2\u5bfc\u5165\u7684\u80a1\u7968\u53ca\u5176\u6570\u636e\u72b6\u6001,\u5305\u62ec\u80a1\u7968\u4ee3\u7801\u3001\u540d\u79f0\u3001\u5e02\u573a\u3001\u5df2\u6709\u5468\u671f\u3001\u6700\u540e\u540c\u6b65\u65f6\u95f4\u7b49\u3002<\/li>\n<li><strong>sync_log<\/strong>\u8868:\u8bb0\u5f55\u6bcf\u6b21\u5bfc\u5165\u64cd\u4f5c\u7684\u65e5\u5fd7,\u5305\u62ec\u5bfc\u5165\u65f6\u95f4\u3001\u5bfc\u5165\u80a1\u7968\u3001\u5bfc\u5165\u5468\u671f\u3001\u6210\u529f\u6761\u6570\u3001\u9519\u8bef\u4fe1\u606f\u7b49,\u4fbf\u4e8e\u8ffd\u6eaf\u5386\u53f2\u64cd\u4f5c\u3002<\/li>\n<\/ul>\n<h4>\u5b58\u50a8\u7a7a\u95f4\u4f30\u7b97(\u5355\u53ea\u80a1\u7968)<\/h4>\n<p>\u4e0b\u8868\u63d0\u4f9b\u4e86\u5355\u53ea\u80a1\u7968\u5404\u5468\u671f\u6570\u636e\u7684\u5b58\u50a8\u7a7a\u95f4\u53c2\u8003:<\/p>\n<table>\n<thead>\n<tr>\n<th>\u6570\u636e\u7c7b\u578b<\/th>\n<th>\u6bcf\u5e74\u6570\u636e\u91cf\u4f30\u7b97<\/th>\n<th>\u5b58\u50a8\u7a7a\u95f4(\u6bcf\u5e74)<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u65e5\u7ebf(1d)<\/td>\n<td>\u7ea6250\u6761<\/td>\n<td>\u7ea650KB<\/td>\n<\/tr>\n<tr>\n<td>\u5206\u949f\u7ebf(1m)<\/td>\n<td>\u7ea648,000\u6761<\/td>\n<td>\u7ea610MB<\/td>\n<\/tr>\n<tr>\n<td>5\u5206\u949f\u7ebf(5m)<\/td>\n<td>\u7ea610,000\u6761<\/td>\n<td>\u7ea62MB<\/td>\n<\/tr>\n<tr>\n<td>Tick\u6570\u636e<\/td>\n<td>\u7ea6100-500\u4e07\u6761<\/td>\n<td>\u7ea6100-500MB<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><strong>\u793a\u4f8b\u8ba1\u7b97<\/strong>:<\/p>\n<ul>\n<li><strong>100\u53ea\u80a1\u7968,\u54045\u5e74\u65e5\u7ebf<\/strong>:100 \u00d7 5\u5e74 \u00d7 50KB = 25MB<\/li>\n<li><strong>50\u53ea\u80a1\u7968,\u54041\u5e74\u5206\u949f\u7ebf<\/strong>:50 \u00d7 1\u5e74 \u00d7 10MB = 500MB<\/li>\n<li><strong>10\u53ea\u80a1\u7968,\u54041\u5e74Tick\u6570\u636e<\/strong>:10 \u00d7 1\u5e74 \u00d7 300MB = 3GB<\/li>\n<\/ul>\n<p><strong>\u89c4\u5212\u5efa\u8bae<\/strong>:<\/p>\n<ul>\n<li><strong>\u65e5\u7ebf\u6570\u636e<\/strong>:\u51e0\u4e4e\u4e0d\u5360\u7a7a\u95f4,\u5168\u5e02\u573a\u5bfc\u5165(\u6570\u5343\u53ea\u80a1\u7968)\u4e5f\u4ec5\u9700\u51e0\u767eMB\u3002<\/li>\n<li><strong>\u5206\u949f\u7ebf\u6570\u636e<\/strong>:\u6309\u9700\u5bfc\u5165,\u53ea\u5bfc\u5165\u7b56\u7565\u771f\u6b63\u9700\u8981\u7684\u80a1\u7968,\u907f\u514d\u6d6a\u8d39\u7a7a\u95f4\u3002<\/li>\n<li><strong>Tick\u6570\u636e<\/strong>:\u6781\u5176\u5360\u7528\u7a7a\u95f4,\u4ec5\u5728\u9ad8\u9891\u7b56\u7565\u5f00\u53d1\u65f6\u5bfc\u5165,\u4e14\u53ea\u5bfc\u5165\u5fc5\u8981\u7684\u80a1\u7968\u548c\u65f6\u95f4\u8303\u56f4\u3002<\/li>\n<\/ul>\n<hr \/>\n<h3>5.4 \u9ad8\u6027\u80fd\u4e0e\u5185\u5b58\u4f18\u5316\u8bbe\u8ba1 (\u7cfb\u7edf\u6838\u5fc3\u673a\u5236)<\/h3>\n<p>\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edfV3.2\u5bf9\u672c\u5730\u6570\u636e\u7684DuckDB\u5f15\u64ce\u8fdb\u884c\u4e86<strong>\u5185\u6838\u7ea7\u4f18\u5316<\/strong>\uff0c\u8fd9\u662f\u80fd\u591f\u652f\u6491\u5355\u53f0PC\u8fd0\u8f6c\u6d77\u91cf\u884c\u60c5\u7684\u5173\u952e\uff1a<\/p>\n<ol>\n<li><strong>\u591a\u8fdb\u7a0b\u4e0e\u8fde\u63a5\u6c60\u63a7\u5236<\/strong>\uff1a<br \/>\n\u5728\u5168\u91cf\u6570\u636e\u5bfc\u5165\u65f6\uff0c\u7cfb\u7edf\u4e0d\u4ec5\u4f7f\u7528\u591a\u8fdb\u7a0b\u5e76\u884c\u62c9\u53d6\u7f51\u7edc\u6570\u636e\uff0c\u540c\u65f6\u5728\u672c\u5730\u7ef4\u62a4\u4e86\u4e25\u683c\u7684\u6570\u636e\u5e93\u8fde\u63a5\u6c60(<code>max_connections<\/code>)\u673a\u5236\u3002<\/li>\n<li><strong>\u6781\u4f4e\u5185\u5b58\u7ea6\u675f(<code>memory_limit<\/code>)<\/strong>\uff1a<br \/>\n\u6bcf\u4e00\u4e2a\u6570\u636e\u5e93\u8fde\u63a5\u88ab\u5f3a\u5236\u65bd\u52a0\u4e86 <code>256MB<\/code> \u7684\u8fd0\u884c\u5185\u5b58\u786c\u6027\u4e0a\u9650\uff0c\u5373\u4f7f\u5904\u7406\u767e\u4e07\u7ea7\u522b\u7684Tick\u6570\u636e\u805a\u5408\uff0c\u5f15\u64ce\u4e5f\u4f1a\u81ea\u52a8\u9000\u5316\u4e3a\u5b89\u5168\u78c1\u76d8I\/O\uff08Spill to disk\uff09\u800c\u7edd\u4e0d\u5f15\u53d1 Python \u7a0b\u5e8f\u7684 OOM (\u5185\u5b58\u6ea2\u51fa) \u5d29\u6e83\u3002<\/li>\n<li><strong>\u5143\u6570\u636e\u5e93\u9ad8\u5e76\u53d1\u5904\u7406<\/strong>\uff1a<br \/>\n<code>metadata.db<\/code> \u4f7f\u7528\u4e86\u6700\u65b0\u7684 <code>INSERT OR REPLACE<\/code> \u4f18\u5316\u53ca\u4e8b\u52a1\u63d0\u4ea4\u63a7\u5236\u3002\u5728\u5927\u89c4\u6a21\u5bfc\u5165\u6570\u5343\u53ea\u80a1\u7968\u65f6\uff0c\u5927\u5e45\u964d\u4f4e\u4e86\u8868\u7ea7\u52a0\u9501\u548cI\/O\u74f6\u9888\uff0c\u901f\u5ea6\u6709\u4e86\u91cf\u7ea7\u8dc3\u5347\u3002<\/li>\n<li><strong>\u5783\u573e\u56de\u6536\u6fc0\u8fdb\u6e05\u7406<\/strong>\uff1a<br \/>\n\u7ba1\u7406\u5668\u4e2d\u5b9e\u88c5\u4e86\u6fc0\u8fdb\u7684\u5783\u573e\u56de\u6536\u673a\u5236\uff08Aggressive GC cleanup\uff09\uff0c\u5728\u6279\u91cf\u5faa\u73af\u4e2d\u6bcf\u6ee1\u7279\u5b9a\u7b14\u6570\u5f3a\u5236\u91ca\u653e\u95f2\u7f6e\u53e5\u67c4\uff0c\u5f7b\u5e95\u963b\u65ad\u4e86\u5e38\u9a7b\u811a\u672c\u7684\u6570\u636e\u9a7b\u7559\u81a8\u80c0\u3002<\/li>\n<\/ol>\n<hr \/>\n<h2>\u516d\u3001\u4e0e\u7b56\u7565\u56de\u6d4b\u7684\u96c6\u6210\u5e94\u7528<\/h2>\n<p>\u672c\u5730\u6570\u636e\u7ba1\u7406\u6a21\u5757\u7684\u6700\u7ec8\u76ee\u7684,\u662f\u4e3a\u7b56\u7565\u56de\u6d4b\u63d0\u4f9b\u9ad8\u6027\u80fd\u7684\u6570\u636e\u652f\u6491\u3002\u672c\u7ae0\u5c06\u8be6\u7ec6\u4ecb\u7ecd\u5982\u4f55\u5c06\u672c\u5730\u6570\u636e\u65e0\u7f1d\u96c6\u6210\u5230\u56de\u6d4b\u6d41\u7a0b\u4e2d\u3002<\/p>\n<h3>6.1 \u56de\u6d4b\u524d\u7684\u6570\u636e\u51c6\u5907<\/h3>\n<p>\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u5185\u7f6e\u4e86<strong>\u667a\u80fd\u6570\u636e\u68c0\u6d4b\u673a\u5236<\/strong>,\u5728\u542f\u52a8\u56de\u6d4b\u65f6\u4f1a\u81ea\u52a8\u68c0\u6d4b\u5e76\u52a0\u8f7d\u672c\u5730DuckDB\u6570\u636e\u3002\u867d\u7136\u7cfb\u7edf\u80fd\u591f\u81ea\u52a8\u5904\u7406\u5927\u90e8\u5206\u60c5\u51b5,\u4f46\u4e3a\u786e\u4fdd\u56de\u6d4b\u987a\u5229\u8fdb\u884c,\u4ecd\u5efa\u8bae\u60a8\u63d0\u524d\u505a\u597d\u6570\u636e\u51c6\u5907\u5de5\u4f5c\u3002<\/p>\n<h4>\u57fa\u672c\u51c6\u5907\u6d41\u7a0b<\/h4>\n<p><strong>\u6b65\u9aa41:\u786e\u5b9a\u56de\u6d4b\u9700\u6c42<\/strong><\/p>\n<p>\u5728\u5bfc\u5165\u6570\u636e\u524d,\u5148\u660e\u786e\u56de\u6d4b\u7684\u5177\u4f53\u9700\u6c42:<\/p>\n<ul>\n<li><strong>\u80a1\u7968\u6c60<\/strong>:\u7b56\u7565\u8981\u4ea4\u6613\u54ea\u4e9b\u80a1\u7968?\u4f8b\u5982,\u6caa\u6df1300\u6210\u5206\u80a1\u3001\u4e2d\u8bc1500\u6210\u5206\u80a1\u3001\u6216\u81ea\u9009\u768450\u53ea\u80a1\u7968\u3002<\/li>\n<li><strong>\u56de\u6d4b\u65f6\u95f4\u8303\u56f4<\/strong>:\u4f8b\u5982,2020-01-01 \u5230 2024-12-31\u3002<\/li>\n<li><strong>\u6240\u9700\u5468\u671f<\/strong>:\u7b56\u7565\u4f7f\u7528\u65e5\u7ebf(1d)\u3001\u5206\u949f\u7ebf(1m)\u3001\u8fd8\u662f5\u5206\u949f\u7ebf(5m)?<\/li>\n<\/ul>\n<p><strong>\u6b65\u9aa42:\u5bfc\u5165\u6570\u636e<\/strong><\/p>\n<ol>\n<li>\u6253\u5f00\u6570\u636e\u7ba1\u7406\u5668:\u4e3b\u754c\u9762\u3010<strong>\u5de5\u5177<\/strong>\u3011\u2192\u3010<strong>\u6570\u636e\u7ba1\u7406<\/strong>\u3011\u3002<\/li>\n<li>\u70b9\u51fb\u3010<strong>\u4eceMiniQMT\u5bfc\u5165\u6570\u636e<\/strong>\u3011\u6309\u94ae\u3002<\/li>\n<li>\u6839\u636e\u56de\u6d4b\u9700\u6c42,\u9009\u62e9\u5408\u9002\u7684\u5bfc\u5165\u6a21\u5f0f:\n<ul>\n<li><strong>\u5168\u91cf\u589e\u91cf\u8865\u5145<\/strong>:\u9002\u5408\u9996\u6b21\u5bfc\u5165\u6216\u5927\u89c4\u6a21\u6570\u636e\u66f4\u65b0<\/li>\n<li><strong>\u81ea\u5b9a\u4e49\u8865\u5145\u6570\u636e<\/strong>:\u9002\u5408\u9488\u5bf9\u6027\u5bfc\u5165\u7279\u5b9a\u80a1\u7968\u6c60<\/li>\n<\/ul>\n<\/li>\n<li>\u8bbe\u7f6e\u80a1\u7968\u8303\u56f4\u3001\u6570\u636e\u5468\u671f\u548c\u65f6\u95f4\u8303\u56f4\u3002<\/li>\n<li>\u70b9\u51fb\u3010<strong>\u5f00\u59cb\u5bfc\u5165<\/strong>\u3011\u6216\u3010<strong>\u5f00\u59cb\u626b\u63cf\u5e76\u8865\u5145<\/strong>\u3011,\u7b49\u5f85\u5bfc\u5165\u5b8c\u6210\u3002<\/li>\n<\/ol>\n<blockquote><p>\n  <strong>\u63d0\u793a<\/strong>:\u9996\u6b21\u5bfc\u5165\u5efa\u8bae\u4ece\u5c11\u91cf\u80a1\u7968\u5f00\u59cb,\u786e\u8ba4\u6d41\u7a0b\u65e0\u8bef\u540e,\u518d\u8fdb\u884c\u5927\u89c4\u6a21\u5bfc\u5165\u3002\n<\/p><\/blockquote>\n<h4>\u91cd\u8981\u63d0\u793a:\u7b56\u7565\u6240\u9700\u6570\u636e\u8303\u56f4<\/h4>\n<p><strong>\u8bf7\u7279\u522b\u6ce8\u610f<\/strong>:\u7b56\u7565\u5728\u6307\u5b9a\u56de\u6d4b\u65f6\u6bb5\u8fd0\u884c\u65f6,\u6240\u9700\u7684\u6570\u636e\u8303\u56f4<strong>\u5f80\u5f80\u5927\u4e8e\u56de\u6d4b\u65f6\u6bb5\u672c\u8eab<\/strong>\u3002<\/p>\n<p>\u4f8b\u5982,\u60a8\u7684\u7b56\u7565\u9700\u8981\u8ba1\u7b9760\u65e5\u5747\u7ebf,\u90a3\u4e48\u5373\u4f7f\u56de\u6d4b\u65f6\u6bb5\u662f2024-01-01\u81f32024-12-31,\u60a8\u4e5f\u9700\u8981\u5bfc\u5165<strong>2023-11-01<\/strong>\u4e4b\u524d\u7684\u6570\u636e(\u81f3\u5c1160\u4e2a\u4ea4\u6613\u65e5),\u5426\u5219\u7b56\u7565\u57282024\u5e74\u521d\u65e0\u6cd5\u8ba1\u7b97\u51fa\u6709\u6548\u7684\u5747\u7ebf\u6307\u6807\u3002<\/p>\n<p><strong>\u5efa\u8bae\u505a\u6cd5<\/strong>:<\/p>\n<ul>\n<li><strong>\u9884\u7559\u7f13\u51b2\u671f<\/strong>:\u5bfc\u5165\u6570\u636e\u65f6,\u8d77\u59cb\u65e5\u671f\u5e94\u6bd4\u56de\u6d4b\u5f00\u59cb\u65e5\u671f<strong>\u63d0\u524d3-6\u4e2a\u6708<\/strong>(\u6216\u66f4\u591a,\u53d6\u51b3\u4e8e\u7b56\u7565\u6240\u9700\u7684\u6700\u957f\u6307\u6807\u5468\u671f)\u3002<\/li>\n<li><strong>\u5b8c\u6574\u6027\u68c0\u67e5\u4e0d\u7b49\u4e8e\u6570\u636e\u5c31\u4f4d<\/strong>:\u5373\u4f7f\u5b8c\u6574\u6027\u68c0\u67e5\u663e\u793a\u56de\u6d4b\u65f6\u6bb5\u7684\u6570\u636e100%\u5b8c\u6574,\u4e5f\u4e0d\u4ee3\u8868\u7b56\u7565\u6240\u9700\u7684<strong>\u5386\u53f2\u6570\u636e<\/strong>\u5df2\u7ecf\u5230\u4f4d\u3002\u60a8\u9700\u8981\u6839\u636e\u7b56\u7565\u903b\u8f91,\u786e\u8ba4\u662f\u5426\u5df2\u5bfc\u5165\u8db3\u591f\u7684\u5386\u53f2\u6570\u636e\u3002<\/li>\n<\/ul>\n<h4>\u53ef\u9009:\u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5<\/h4>\n<p>\u5bfc\u5165\u5b8c\u6210\u540e,\u5982\u9700\u786e\u8ba4\u6570\u636e\u5b8c\u6574\u6027,\u53ef\u5bf9\u5173\u952e\u80a1\u7968\u6267\u884c\u5b8c\u6574\u6027\u68c0\u67e5:<\/p>\n<ol>\n<li>\u5728\u6570\u636e\u7ba1\u7406\u5668\u7684\u67e5\u8be2\u9762\u677f\u9009\u62e9\u80a1\u7968\u548c\u5468\u671f\u3002<\/li>\n<li>\u8bbe\u7f6e\u68c0\u67e5\u7684\u65f6\u95f4\u8303\u56f4(\u5efa\u8bae\u8bbe\u7f6e\u4e3a\u56de\u6d4b\u5f00\u59cb\u65e5\u671f\u524d\u63a86\u4e2a\u6708\u81f3\u56de\u6d4b\u7ed3\u675f\u65e5\u671f)\u3002<\/li>\n<li>\u70b9\u51fb\u3010<strong>\u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5<\/strong>\u3011,\u67e5\u770b\u662f\u5426\u6709\u7f3a\u5931\u7684\u4ea4\u6613\u65e5\u3002<\/li>\n<li>\u5982\u6709\u7f3a\u5931,\u4f7f\u7528\u3010<strong>\u4eceMiniQMT\u5bfc\u5165\u6570\u636e<\/strong>\u3011\u529f\u80fd\u8865\u5145\u7f3a\u5931\u7684\u65e5\u671f\u8303\u56f4\u3002<\/li>\n<\/ol>\n<hr \/>\n<h3>6.2 \u914d\u7f6e\u7b56\u7565\u4f7f\u7528\u672c\u5730\u6570\u636e<\/h3>\n<h4>\u81ea\u52a8\u68c0\u6d4b\u673a\u5236<\/h4>\n<p>\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u5185\u7f6e\u4e86<strong>\u81ea\u52a8\u68c0\u6d4b\u673a\u5236<\/strong>,\u65e0\u9700\u624b\u52a8\u914d\u7f6e,\u5373\u53ef\u5b9e\u73b0\u672c\u5730\u6570\u636e\u7684\u81ea\u52a8\u52a0\u8f7d:<\/p>\n<ul>\n<li><strong>\u542f\u52a8\u56de\u6d4b\u65f6<\/strong>,\u7cfb\u7edf\u4f1a\u81ea\u52a8\u68c0\u6d4b\u4e3b\u8bbe\u7f6e\u4e2d\u662f\u5426\u914d\u7f6e\u4e86DuckDB\u4e14\u672c\u5730\u6570\u636e\u662f\u5426\u5b58\u5728\u3002<\/li>\n<li><strong>\u5982\u679c\u68c0\u6d4b\u5230\u672c\u5730\u6570\u636e<\/strong>,\u7cfb\u7edf\u4f18\u5148\u4f7f\u7528\u672c\u5730\u6570\u636e,\u5b9e\u73b0\u6781\u901f\u52a0\u8f7d(\u76f8\u6bd4\u5728\u7ebf\u4e0b\u8f7d,\u901f\u5ea6\u63d0\u534710-100\u500d)\u3002<\/li>\n<li><strong>\u65e0\u9700\u4fee\u6539\u7b56\u7565\u4ee3\u7801\u6216\u56de\u6d4b\u914d\u7f6e<\/strong>,\u5b8c\u5168\u900f\u660e\u5207\u6362,\u5bf9\u7b56\u7565\u5f00\u53d1\u8005\u53cb\u597d\u3002<\/li>\n<\/ul>\n<h4>\u9a8c\u8bc1\u65b9\u6cd5<\/h4>\n<p>\u542f\u52a8\u56de\u6d4b\u540e,\u67e5\u770b\u56de\u6d4b\u65e5\u5fd7\u8f93\u51fa:<\/p>\n<ul>\n<li>\u5982\u679c\u65e5\u5fd7\u4e2d\u663e\u793a&#8221;<strong>\u68c0\u6d4b\u5230\u672c\u5730\u6570\u636e\u5e93,\u4f7f\u7528\u672c\u5730\u6570\u636e\u52a0\u901f\u56de\u6d4b<\/strong>&#8220;,\u8bf4\u660e\u6210\u529f\u542f\u7528\u672c\u5730\u6570\u636e\u3002<\/li>\n<li>\u56de\u6d4b\u542f\u52a8\u901f\u5ea6\u660e\u663e\u52a0\u5feb,\u6570\u636e\u52a0\u8f7d\u9636\u6bb5\u51e0\u4e4e\u65e0\u7b49\u5f85\u65f6\u95f4(\u79d2\u7ea7\u5b8c\u6210)\u3002<\/li>\n<\/ul>\n<hr \/>\n<h2>\u4e03\u3001\u9644\u5f55:\u6570\u636e\u8868\u7ed3\u6784\u8be6\u89e3<\/h2>\n<p>\u672c\u9644\u5f55\u63d0\u4f9bK\u7ebf\u8868\u548cTick\u8868\u7684\u5b8c\u6574\u5b57\u6bb5\u8bf4\u660e,\u4f9b\u9ad8\u7ea7\u7528\u6237\u8fdb\u884cSQL\u67e5\u8be2\u53ca\u5916\u90e8\u5bf9\u63a5\u53c2\u8003\u3002<\/p>\n<h3>7.1 K\u7ebf\u8868\u5b57\u6bb5\u8bf4\u660e(\u6700\u591a36\u4e2a\u5b57\u6bb5)<\/h3>\n<p>K\u7ebf\u8868(kline_1d\u3001kline_1m\u3001kline_5m)\u6db5\u76d6\u539f\u59cb\u4ef7\u683c\u3001\u590d\u6743\u4ef7\u683c\u3001\u6210\u4ea4\u4fe1\u606f\u53ca\u90e8\u5206\u6280\u672f\u6307\u6807\u7b49\u3002\u5176\u4e2d\u65e5\u7ebf(<code>1d<\/code>)\u5305\u542b<strong>36\u4e2a\u5b57\u6bb5<\/strong>\uff0c\u5206\u949f\u7ebf\u5305\u542b<strong>29\u4e2a\u5b57\u6bb5<\/strong>\u3002<\/p>\n<table>\n<thead>\n<tr>\n<th>\u5b57\u6bb5\u540d<\/th>\n<th>\u6570\u636e\u7c7b\u578b<\/th>\n<th>\u8bf4\u660e<\/th>\n<th>\u793a\u4f8b\u503c<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td><strong>time<\/strong><\/td>\n<td>INTEGER<\/td>\n<td>\u65f6\u95f4\u6233(\u4e3b\u952e,\u6beb\u79d2)<\/td>\n<td>1609459200000<\/td>\n<\/tr>\n<tr>\n<td><strong>open<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5f00\u76d8\u4ef7<\/td>\n<td>10.52<\/td>\n<\/tr>\n<tr>\n<td><strong>high<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6700\u9ad8\u4ef7<\/td>\n<td>10.68<\/td>\n<\/tr>\n<tr>\n<td><strong>low<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6700\u4f4e\u4ef7<\/td>\n<td>10.45<\/td>\n<\/tr>\n<tr>\n<td><strong>close<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6536\u76d8\u4ef7<\/td>\n<td>10.60<\/td>\n<\/tr>\n<tr>\n<td><strong>volume<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6210\u4ea4\u91cf(\u80a1)<\/td>\n<td>5000000<\/td>\n<\/tr>\n<tr>\n<td><strong>amount<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6210\u4ea4\u989d(\u5143)<\/td>\n<td>53000000<\/td>\n<\/tr>\n<tr>\n<td><strong>preClose<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u524d\u6536\u76d8\u4ef7<\/td>\n<td>10.50<\/td>\n<\/tr>\n<tr>\n<td><strong>suspendFlag<\/strong><\/td>\n<td>INTEGER<\/td>\n<td>\u505c\u724c\u6807\u8bb0(0\u6b63\u5e38,1\u505c\u724c)<\/td>\n<td>0<\/td>\n<\/tr>\n<tr>\n<td><strong>settelementPrice<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7ed3\u7b97\u4ef7(\u671f\u8d27)<\/td>\n<td>&#8211;<\/td>\n<\/tr>\n<tr>\n<td><strong>openInterest<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6301\u4ed3\u91cf(\u671f\u8d27)<\/td>\n<td>&#8211;<\/td>\n<\/tr>\n<tr>\n<td><strong>open_front<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u524d\u590d\u6743\u5f00\u76d8\u4ef7<\/td>\n<td>8.42<\/td>\n<\/tr>\n<tr>\n<td><strong>high_front<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u524d\u590d\u6743\u6700\u9ad8\u4ef7<\/td>\n<td>8.54<\/td>\n<\/tr>\n<tr>\n<td><strong>low_front<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u524d\u590d\u6743\u6700\u4f4e\u4ef7<\/td>\n<td>8.36<\/td>\n<\/tr>\n<tr>\n<td><strong>close_front<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u524d\u590d\u6743\u6536\u76d8\u4ef7<\/td>\n<td>8.48<\/td>\n<\/tr>\n<tr>\n<td><strong>open_back<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u540e\u590d\u6743\u5f00\u76d8\u4ef7<\/td>\n<td>15.28<\/td>\n<\/tr>\n<tr>\n<td><strong>high_back<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u540e\u590d\u6743\u6700\u9ad8\u4ef7<\/td>\n<td>15.52<\/td>\n<\/tr>\n<tr>\n<td><strong>low_back<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u540e\u590d\u6743\u6700\u4f4e\u4ef7<\/td>\n<td>15.18<\/td>\n<\/tr>\n<tr>\n<td><strong>close_back<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u540e\u590d\u6743\u6536\u76d8\u4ef7<\/td>\n<td>15.40<\/td>\n<\/tr>\n<tr>\n<td><strong>open_front_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u524d\u590d\u6743\u5f00\u76d8\u4ef7<\/td>\n<td>8.43<\/td>\n<\/tr>\n<tr>\n<td><strong>high_front_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u524d\u590d\u6743\u6700\u9ad8\u4ef7<\/td>\n<td>8.55<\/td>\n<\/tr>\n<tr>\n<td><strong>low_front_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u524d\u590d\u6743\u6700\u4f4e\u4ef7<\/td>\n<td>8.37<\/td>\n<\/tr>\n<tr>\n<td><strong>close_front_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u524d\u590d\u6743\u6536\u76d8\u4ef7<\/td>\n<td>8.49<\/td>\n<\/tr>\n<tr>\n<td><strong>open_back_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u540e\u590d\u6743\u5f00\u76d8\u4ef7<\/td>\n<td>15.29<\/td>\n<\/tr>\n<tr>\n<td><strong>high_back_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u540e\u590d\u6743\u6700\u9ad8\u4ef7<\/td>\n<td>15.53<\/td>\n<\/tr>\n<tr>\n<td><strong>low_back_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u540e\u590d\u6743\u6700\u4f4e\u4ef7<\/td>\n<td>15.19<\/td>\n<\/tr>\n<tr>\n<td><strong>close_back_ratio<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u7b49\u6bd4\u540e\u590d\u6743\u6536\u76d8\u4ef7<\/td>\n<td>15.41<\/td>\n<\/tr>\n<tr>\n<td><strong>turn<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6362\u624b\u7387(\u4ec51d)<\/td>\n<td>2.5<\/td>\n<\/tr>\n<tr>\n<td><strong>pctChg<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6da8\u8dcc\u5e45(\u4ec51d)<\/td>\n<td>0.95<\/td>\n<\/tr>\n<tr>\n<td><strong>peTTM<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6eda\u52a8\u5e02\u76c8\u7387(\u4ec51d)<\/td>\n<td>15.2<\/td>\n<\/tr>\n<tr>\n<td><strong>psTTM<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6eda\u52a8\u5e02\u9500\u7387(\u4ec51d)<\/td>\n<td>2.1<\/td>\n<\/tr>\n<tr>\n<td><strong>pcfNcfTTM<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6eda\u52a8\u5e02\u73b0\u7387(\u4ec51d)<\/td>\n<td>8.5<\/td>\n<\/tr>\n<tr>\n<td><strong>pbMRQ<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5e02\u51c0\u7387(\u4ec51d)<\/td>\n<td>1.8<\/td>\n<\/tr>\n<tr>\n<td><strong>isST<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u662f\u5426ST(\u4ec51d)<\/td>\n<td>0<\/td>\n<\/tr>\n<tr>\n<td><strong>dividend_type<\/strong><\/td>\n<td>TEXT<\/td>\n<td>\u590d\u6743\u7c7b\u578b\u6807\u8bc6<\/td>\n<td>front<\/td>\n<\/tr>\n<tr>\n<td><strong>update_time<\/strong><\/td>\n<td>TEXT<\/td>\n<td>\u66f4\u65b0\u65f6\u95f4<\/td>\n<td>2024-01-01 16:00:00<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><strong>\u5b57\u6bb5\u8bf4\u660e<\/strong>:<\/p>\n<ul>\n<li><strong>time<\/strong>:Unix\u65f6\u95f4\u6233(\u6beb\u79d2),\u4e3a\u4e3b\u952e,\u4fdd\u8bc1\u552f\u4e00\u6027\u3002<\/li>\n<li><strong>open\/high\/low\/close<\/strong>:\u539f\u59cb\u4ef7\u683c(\u4e0d\u590d\u6743),\u5373\u771f\u5b9e\u6210\u4ea4\u4ef7\u3002<\/li>\n<li><strong>volume\/amount<\/strong>:\u6210\u4ea4\u91cf(\u80a1)\u548c\u6210\u4ea4\u989d(\u5143)\u3002<\/li>\n<li><strong>preClose<\/strong>:\u524d\u4e00\u4ea4\u6613\u65e5\u6536\u76d8\u4ef7,\u7528\u4e8e\u8ba1\u7b97\u6da8\u8dcc\u5e45\u3002<\/li>\n<li><strong>suspendFlag<\/strong>:\u505c\u724c\u6807\u8bb0,0\u8868\u793a\u6b63\u5e38\u4ea4\u6613,1\u8868\u793a\u505c\u724c\u3002<\/li>\n<li><strong>settelementPrice\/openInterest<\/strong>:\u671f\u8d27\u7279\u6709\u5b57\u6bb5,\u80a1\u7968\u6570\u636e\u4e2d\u901a\u5e38\u4e3a\u7a7a\u3002<\/li>\n<li><strong>open_front\/high_front\/low_front\/close_front<\/strong>:\u524d\u590d\u6743\u4ef7\u683c\u3002<\/li>\n<li><strong>open_back\/high_back\/low_back\/close_back<\/strong>:\u540e\u590d\u6743\u4ef7\u683c\u3002<\/li>\n<li><strong>open_front_ratio\/high_front_ratio\/low_front_ratio\/close_front_ratio<\/strong>:\u7b49\u6bd4\u524d\u590d\u6743\u4ef7\u683c\u3002<\/li>\n<li><strong>open_back_ratio\/high_back_ratio\/low_back_ratio\/close_back_ratio<\/strong>:\u7b49\u6bd4\u540e\u590d\u6743\u4ef7\u683c\u3002<\/li>\n<li><strong>turn\/pctChg\u7b49<\/strong>:\u65e5\u7ebf(1d)\u4e13\u6709\u7684\u65e5\u9891\u6307\u6807\u5b57\u6bb5\uff0c\u5982\u6362\u624b\u7387\u3001\u6da8\u8dcc\u5e45\u3001\u5e02\u76c8\u7387\u7b49\u3002<\/li>\n<li><strong>dividend_type<\/strong>:\u590d\u6743\u7c7b\u578b\u6807\u8bc6,\u7528\u4e8e\u5185\u90e8\u7ba1\u7406\u3002<\/li>\n<li><strong>update_time<\/strong>:\u8be5\u6761\u8bb0\u5f55\u7684\u66f4\u65b0\u65f6\u95f4,\u7528\u4e8e\u8ffd\u8e2a\u6570\u636e\u65b0\u9c9c\u5ea6\u3002<\/li>\n<\/ul>\n<hr \/>\n<h3>7.2 Tick\u8868\u5b57\u6bb5\u8bf4\u660e(34\u4e2a\u5b57\u6bb5)<\/h3>\n<p>Tick\u8868(tick)\u5171\u5305\u542b<strong>34\u4e2a\u5b57\u6bb5<\/strong>,\u5305\u542b\u9010\u7b14\u6210\u4ea4\u4fe1\u606f\u548c5\u6863\u76d8\u53e3\u6570\u636e\u3002<\/p>\n<table>\n<thead>\n<tr>\n<th>\u5b57\u6bb5\u540d<\/th>\n<th>\u6570\u636e\u7c7b\u578b<\/th>\n<th>\u8bf4\u660e<\/th>\n<th>\u793a\u4f8b\u503c<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td><strong>time<\/strong><\/td>\n<td>INTEGER<\/td>\n<td>\u65f6\u95f4\u6233(\u4e3b\u952e,\u6beb\u79d2)<\/td>\n<td>1609459200123<\/td>\n<\/tr>\n<tr>\n<td><strong>lastPrice<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6700\u65b0\u6210\u4ea4\u4ef7<\/td>\n<td>10.56<\/td>\n<\/tr>\n<tr>\n<td><strong>open<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5f00\u76d8\u4ef7<\/td>\n<td>10.52<\/td>\n<\/tr>\n<tr>\n<td><strong>high<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6700\u9ad8\u4ef7<\/td>\n<td>10.68<\/td>\n<\/tr>\n<tr>\n<td><strong>low<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6700\u4f4e\u4ef7<\/td>\n<td>10.45<\/td>\n<\/tr>\n<tr>\n<td><strong>lastClose<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6628\u6536\u4ef7<\/td>\n<td>10.50<\/td>\n<\/tr>\n<tr>\n<td><strong>amount<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6210\u4ea4\u989d<\/td>\n<td>53000000<\/td>\n<\/tr>\n<tr>\n<td><strong>volume<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6210\u4ea4\u91cf<\/td>\n<td>5000000<\/td>\n<\/tr>\n<tr>\n<td><strong>pvolume<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6301\u4ed3\u91cf<\/td>\n<td>&#8211;<\/td>\n<\/tr>\n<tr>\n<td><strong>stockStatus<\/strong><\/td>\n<td>INTEGER<\/td>\n<td>\u4ea4\u6613\u72b6\u6001<\/td>\n<td>0<\/td>\n<\/tr>\n<tr>\n<td><strong>openInt<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6301\u4ed3\u91cf(\u671f\u8d27)<\/td>\n<td>&#8211;<\/td>\n<\/tr>\n<tr>\n<td><strong>lastSettlementPrice<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u6628\u7ed3\u7b97\u4ef7(\u671f\u8d27)<\/td>\n<td>&#8211;<\/td>\n<\/tr>\n<tr>\n<td><strong>askPrice1<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e00\u4ef7<\/td>\n<td>10.57<\/td>\n<\/tr>\n<tr>\n<td><strong>askPrice2<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e8c\u4ef7<\/td>\n<td>10.58<\/td>\n<\/tr>\n<tr>\n<td><strong>askPrice3<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e09\u4ef7<\/td>\n<td>10.59<\/td>\n<\/tr>\n<tr>\n<td><strong>askPrice4<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u56db\u4ef7<\/td>\n<td>10.60<\/td>\n<\/tr>\n<tr>\n<td><strong>askPrice5<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e94\u4ef7<\/td>\n<td>10.61<\/td>\n<\/tr>\n<tr>\n<td><strong>bidPrice1<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e00\u4ef7<\/td>\n<td>10.56<\/td>\n<\/tr>\n<tr>\n<td><strong>bidPrice2<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e8c\u4ef7<\/td>\n<td>10.55<\/td>\n<\/tr>\n<tr>\n<td><strong>bidPrice3<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e09\u4ef7<\/td>\n<td>10.54<\/td>\n<\/tr>\n<tr>\n<td><strong>bidPrice4<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u56db\u4ef7<\/td>\n<td>10.53<\/td>\n<\/tr>\n<tr>\n<td><strong>bidPrice5<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e94\u4ef7<\/td>\n<td>10.52<\/td>\n<\/tr>\n<tr>\n<td><strong>askVol1<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e00\u91cf<\/td>\n<td>10000<\/td>\n<\/tr>\n<tr>\n<td><strong>askVol2<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e8c\u91cf<\/td>\n<td>15000<\/td>\n<\/tr>\n<tr>\n<td><strong>askVol3<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e09\u91cf<\/td>\n<td>20000<\/td>\n<\/tr>\n<tr>\n<td><strong>askVol4<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u56db\u91cf<\/td>\n<td>25000<\/td>\n<\/tr>\n<tr>\n<td><strong>askVol5<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u5356\u4e94\u91cf<\/td>\n<td>30000<\/td>\n<\/tr>\n<tr>\n<td><strong>bidVol1<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e00\u91cf<\/td>\n<td>12000<\/td>\n<\/tr>\n<tr>\n<td><strong>bidVol2<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e8c\u91cf<\/td>\n<td>18000<\/td>\n<\/tr>\n<tr>\n<td><strong>bidVol3<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e09\u91cf<\/td>\n<td>22000<\/td>\n<\/tr>\n<tr>\n<td><strong>bidVol4<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u56db\u91cf<\/td>\n<td>28000<\/td>\n<\/tr>\n<tr>\n<td><strong>bidVol5<\/strong><\/td>\n<td>REAL<\/td>\n<td>\u4e70\u4e94\u91cf<\/td>\n<td>32000<\/td>\n<\/tr>\n<tr>\n<td><strong>transactionNum<\/strong><\/td>\n<td>INTEGER<\/td>\n<td>\u6210\u4ea4\u7b14\u6570<\/td>\n<td>1523<\/td>\n<\/tr>\n<tr>\n<td><strong>update_time<\/strong><\/td>\n<td>TEXT<\/td>\n<td>\u66f4\u65b0\u65f6\u95f4<\/td>\n<td>2024-01-01 16:00:00<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><strong>\u5b57\u6bb5\u8bf4\u660e<\/strong>:<\/p>\n<ul>\n<li><strong>time<\/strong>:Unix\u65f6\u95f4\u6233(\u6beb\u79d2),\u7cbe\u786e\u5230\u6beb\u79d2\u7ea7,\u4e3a\u4e3b\u952e\u3002<\/li>\n<li><strong>lastPrice<\/strong>:\u6700\u65b0\u6210\u4ea4\u4ef7,\u5373\u5f53\u524d\u8fd9\u4e00\u7b14\u7684\u6210\u4ea4\u4ef7\u683c\u3002<\/li>\n<li><strong>open\/high\/low<\/strong>:\u5f53\u65e5\u5f00\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7(\u622a\u81f3\u5f53\u524d\u65f6\u523b)\u3002<\/li>\n<li><strong>lastClose<\/strong>:\u6628\u65e5\u6536\u76d8\u4ef7\u3002<\/li>\n<li><strong>amount\/volume<\/strong>:\u7d2f\u8ba1\u6210\u4ea4\u989d\u548c\u6210\u4ea4\u91cf(\u622a\u81f3\u5f53\u524d\u65f6\u523b)\u3002<\/li>\n<li><strong>pvolume\/stockStatus\/openInt\/lastSettlementPrice<\/strong>:\u671f\u8d27\u7279\u6709\u5b57\u6bb5,\u80a1\u7968\u6570\u636e\u4e2d\u901a\u5e38\u4e3a\u7a7a\u62160\u3002<\/li>\n<li><strong>askPrice1-5\/bidPrice1-5<\/strong>:\u4e94\u6863\u5356\u4ef7\u548c\u4e94\u6863\u4e70\u4ef7,\u53cd\u6620\u5f53\u524d\u76d8\u53e3\u6302\u5355\u4ef7\u683c\u3002<\/li>\n<li><strong>askVol1-5\/bidVol1-5<\/strong>:\u4e94\u6863\u5356\u91cf\u548c\u4e94\u6863\u4e70\u91cf,\u53cd\u6620\u5f53\u524d\u76d8\u53e3\u6302\u5355\u6570\u91cf\u3002<\/li>\n<li><strong>transactionNum<\/strong>:\u6210\u4ea4\u7b14\u6570,\u5373\u4ece\u5f00\u76d8\u81f3\u5f53\u524d\u65f6\u523b\u7684\u7d2f\u8ba1\u6210\u4ea4\u7b14\u6570\u3002<\/li>\n<li><strong>update_time<\/strong>:\u8be5\u6761\u8bb0\u5f55\u7684\u66f4\u65b0\u65f6\u95f4\u3002<\/li>\n<\/ul>\n<hr \/>\n<p><strong>\u7ed3\u8bed<\/strong><\/p>\n<p>\u672c\u6559\u7a0b\u8be6\u7ec6\u4ecb\u7ecd\u4e86\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u7684\u672c\u5730\u6570\u636e\u7ba1\u7406\u6a21\u5757\u3002\u901a\u8fc7\u4e00\u6b21\u6027\u5bfc\u5165\u5386\u53f2\u6570\u636e,\u6784\u5efa\u5c5e\u4e8e\u60a8\u81ea\u5df1\u7684\u9ad8\u901f\u672c\u5730\u6570\u636e\u5e93,\u60a8\u53ef\u4ee5\u4eab\u53d7\u6781\u5927\u7684\u67e5\u8be2\u901f\u5ea6\u63d0\u5347,\u6446\u8131\u7f51\u7edc\u9650\u5236,\u4e13\u6ce8\u4e8e\u7b56\u7565\u903b\u8f91\u7684\u4f18\u5316\u4e0e\u6539\u8fdb\u3002<\/p>\n<p>\u795d\u60a8\u91cf\u5316\u4ea4\u6613\u987a\u5229,\u7b56\u7565\u6536\u76ca\u957f\u8679!<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4e00\u3001\u4e3a\u4ec0\u4e48\u9700\u8981\u672c\u5730\u6570\u636e\u5e93\u7ba1\u7406 \u5728\u91cf\u5316\u4ea4\u6613\u7684\u7b56\u7565\u5f00\u53d1\u8fc7\u7a0b\u4e2d,\u6570\u636e\u662f\u4e00\u5207\u5206\u6790\u4e0e\u56de\u6d4b\u7684\u57fa\u7840\u3002\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf\u63d0\u4f9b\u4e86\u4e24 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template\/caidan.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-792","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/792","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"}],"author":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=792"}],"version-history":[{"count":15,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/792\/revisions"}],"predecessor-version":[{"id":1007,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/792\/revisions\/1007"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=792"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}