massive-com / massive-com/client-python
get daily k line data is wrong
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- Python
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Mô tả
from massive import RESTClient
from datetime import datetime, timezone, timedelta
1. 初始化客户端
client = RESTClient("xxxxxxxx")
2. 获取数据
aggs = []
for a in client.list_aggs(
"NVDA",
1,
"day",
"2026-02-13",
"2026-03-14",
limit=50000,
):
aggs.append(a)
3. 打印每一条详细数据
print(f"共获取到 {len(aggs)} 条 NVDA 1分钟K线数据 (日期: 2026-03-12)")
print("=" * 80)
if len(aggs) > 0:
for i, agg in enumerate(aggs):
# 将时间戳(毫秒)转换为可读的日期时间格式
# 1. 将时间戳转换为感知型datetime对象 (UTC时区)
dt_utc = datetime.fromtimestamp(agg.timestamp / 1000, tz=timezone.utc)
# 2. 转换为北京时间 (UTC+8)
beijing_tz = timezone(timedelta(hours=8))
dt_beijing = dt_utc.astimezone(beijing_tz)
# 3. 格式化输出
beijing_str = dt_beijing.strftime('%Y-%m-%d %H:%M:%S')
utc_str = dt_utc.strftime('%Y-%m-%d %H:%M:%S')
print(f"第 {i+1:3d} 条数据 | UTC时间: {utc_str} | 北京时间: {beijing_str}")
print(f" - 开盘价 (open): {agg.open}")
print(f" - 最高价 (high): {agg.high}")
print(f" - 最低价 (low): {agg.low}")
print(f" - 收盘价 (close): {agg.close}")
print(f" - 成交量 (volume): {agg.volume}")
print(f" - 成交量加权平均价 (vwap): {agg.vwap}")
print(f" - 聚合窗口内交易笔数 (transactions): {agg.transactions}")
print(f" - 是否为场外交易 (otc): {agg.otc}")
print(f" - 原始时间戳 (timestamp, 毫秒): {agg.timestamp}")
print("-" * 80)
else:
print("未获取到任何数据。")
第 1 条数据 | UTC时间: 2026-02-13 05:00:00 | 北京时间: 2026-02-13 13:00:00
- 开盘价 (open): 187.475
- 最高价 (high): 187.5
- 最低价 (low): 181.59
- 收盘价 (close): 182.81
- 成交量 (volume): 161888021.0
- 成交量加权平均价 (vwap): 183.6369
- 聚合窗口内交易笔数 (transactions): 2577092
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1770958800000
第 2 条数据 | UTC时间: 2026-02-17 05:00:00 | 北京时间: 2026-02-17 13:00:00
- 开盘价 (open): 181.75
- 最高价 (high): 187.15
- 最低价 (low): 179.18
- 收盘价 (close): 184.97
- 成交量 (volume): 162276860.0
- 成交量加权平均价 (vwap): 183.6291
- 聚合窗口内交易笔数 (transactions): 2506157
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1771304400000
第 3 条数据 | UTC时间: 2026-02-18 05:00:00 | 北京时间: 2026-02-18 13:00:00
- 开盘价 (open): 188.75
- 最高价 (high): 190.37
- 最低价 (low): 186.76
- 收盘价 (close): 187.98
- 成交量 (volume): 164749125.0
- 成交量加权平均价 (vwap): 188.5845
- 聚合窗口内交易笔数 (transactions): 2195118
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1771390800000
第 4 条数据 | UTC时间: 2026-02-19 05:00:00 | 北京时间: 2026-02-19 13:00:00
- 开盘价 (open): 187.055
- 最高价 (high): 188.43
- 最低价 (low): 185.66
- 收盘价 (close): 187.9
- 成交量 (volume): 126554526.0
- 成交量加权平均价 (vwap): 187.1171
- 聚合窗口内交易笔数 (transactions): 1894648
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1771477200000
第 5 条数据 | UTC时间: 2026-02-20 05:00:00 | 北京时间: 2026-02-20 13:00:00
- 开盘价 (open): 186.57
- 最高价 (high): 190.33
- 最低价 (low): 185.9378
- 收盘价 (close): 189.82
- 成交量 (volume): 178422337.0
- 成交量加权平均价 (vwap): 188.9062
- 聚合窗口内交易笔数 (transactions): 2393963
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1771563600000
第 6 条数据 | UTC时间: 2026-02-23 05:00:00 | 北京时间: 2026-02-23 13:00:00
- 开盘价 (open): 191.4
- 最高价 (high): 193.95
- 最低价 (low): 189.575
- 收盘价 (close): 191.55
- 成交量 (volume): 171584839.114167
- 成交量加权平均价 (vwap): 191.3441
- 聚合窗口内交易笔数 (transactions): 2548773
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1771822800000
第 7 条数据 | UTC时间: 2026-02-24 05:00:00 | 北京时间: 2026-02-24 13:00:00
- 开盘价 (open): 191.49
- 最高价 (high): 193.77
- 最低价 (low): 187.4
- 收盘价 (close): 192.85
- 成交量 (volume): 175123602.610203
- 成交量加权平均价 (vwap): 192.054
- 聚合窗口内交易笔数 (transactions): 2330529
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1771909200000
第 8 条数据 | UTC时间: 2026-02-25 05:00:00 | 北京时间: 2026-02-25 13:00:00
- 开盘价 (open): 194.45
- 最高价 (high): 197.6299
- 最低价 (low): 193.79
- 收盘价 (close): 195.56
- 成交量 (volume): 250637102.653623
- 成交量加权平均价 (vwap): 196.701
- 聚合窗口内交易笔数 (transactions): 3175611
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1771995600000
第 9 条数据 | UTC时间: 2026-02-26 05:00:00 | 北京时间: 2026-02-26 13:00:00
- 开盘价 (open): 194.27
- 最高价 (high): 194.29
- 最低价 (low): 184.315
- 收盘价 (close): 184.89
- 成交量 (volume): 360807907.423002
- 成交量加权平均价 (vwap): 187.3002
- 聚合窗口内交易笔数 (transactions): 4877577
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1772082000000
第 10 条数据 | UTC时间: 2026-02-27 05:00:00 | 北京时间: 2026-02-27 13:00:00
- 开盘价 (open): 181.25
- 最高价 (high): 182.59
- 最低价 (low): 176.38
- 收盘价 (close): 177.19
- 成交量 (volume): 311636494.282879
- 成交量加权平均价 (vwap): 179.3188
- 聚合窗口内交易笔数 (transactions): 3823737
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1772168400000
第 11 条数据 | UTC时间: 2026-03-02 05:00:00 | 北京时间: 2026-03-02 13:00:00
- 开盘价 (open): 175.01
- 最高价 (high): 183.46
- 最低价 (low): 174.64
- 收盘价 (close): 182.48
- 成交量 (volume): 209095331.206143
- 成交量加权平均价 (vwap): 181.0113
- 聚合窗口内交易笔数 (transactions): 3092782
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1772427600000
第 12 条数据 | UTC时间: 2026-03-03 05:00:00 | 北京时间: 2026-03-03 13:00:00
- 开盘价 (open): 178.49
- 最高价 (high): 180.9
- 最低价 (low): 176.92
- 收盘价 (close): 180.05
- 成交量 (volume): 178099430.462249
- 成交量加权平均价 (vwap): 179.3645
- 聚合窗口内交易笔数 (transactions): 2507082
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1772514000000
第 13 条数据 | UTC时间: 2026-03-04 05:00:00 | 北京时间: 2026-03-04 13:00:00
- 开盘价 (open): 180.44
- 最高价 (high): 184.7
- 最低价 (low): 180.06
- 收盘价 (close): 183.04
- 成交量 (volume): 177731198.894989
- 成交量加权平均价 (vwap): 182.7363
- 聚合窗口内交易笔数 (transactions): 2492262
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1772600400000
第 14 条数据 | UTC时间: 2026-03-05 05:00:00 | 北京时间: 2026-03-05 13:00:00
- 开盘价 (open): 181.17
- 最高价 (high): 184.06
- 最低价 (low): 177.88
- 收盘价 (close): 183.34
- 成交量 (volume): 198779729.946372
- 成交量加权平均价 (vwap): 181.6192
- 聚合窗口内交易笔数 (transactions): 2736321
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1772686800000
第 15 条数据 | UTC时间: 2026-03-06 05:00:00 | 北京时间: 2026-03-06 13:00:00
- 开盘价 (open): 179.84
- 最高价 (high): 182.7561
- 最低价 (low): 176.8201
- 收盘价 (close): 177.82
- 成交量 (volume): 189021949.003674
- 成交量加权平均价 (vwap): 180.026
- 聚合窗口内交易笔数 (transactions): 2564014
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1772773200000
第 16 条数据 | UTC时间: 2026-03-09 04:00:00 | 北京时间: 2026-03-09 12:00:00
- 开盘价 (open): 176.83
- 最高价 (high): 182.91
- 最低价 (low): 175.56
- 收盘价 (close): 182.65
- 成交量 (volume): 177213588.107522
- 成交量加权平均价 (vwap): 179.7808
- 聚合窗口内交易笔数 (transactions): 2666893
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1773028800000
第 17 条数据 | UTC时间: 2026-03-10 04:00:00 | 北京时间: 2026-03-10 12:00:00
- 开盘价 (open): 182.4
- 最高价 (high): 186.44
- 最低价 (low): 182.01
- 收盘价 (close): 184.77
- 成交量 (volume): 179118528.888813
- 成交量加权平均价 (vwap): 184.6161
- 聚合窗口内交易笔数 (transactions): 2418657
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1773115200000
第 18 条数据 | UTC时间: 2026-03-11 04:00:00 | 北京时间: 2026-03-11 12:00:00
- 开盘价 (open): 185.91
- 最高价 (high): 187.62
- 最低价 (low): 184.45
- 收盘价 (close): 186.03
- 成交量 (volume): 145280386.177371
- 成交量加权平均价 (vwap): 185.8987
- 聚合窗口内交易笔数 (transactions): 1996629
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1773201600000
第 19 条数据 | UTC时间: 2026-03-12 04:00:00 | 北京时间: 2026-03-12 12:00:00
- 开盘价 (open): 184.05
- 最高价 (high): 184.94
- 最低价 (low): 181.75
- 收盘价 (close): 183.14
- 成交量 (volume): 155762663.354942
- 成交量加权平均价 (vwap): 183.3719
- 聚合窗口内交易笔数 (transactions): 2142997
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1773288000000
第 20 条数据 | UTC时间: 2026-03-13 04:00:00 | 北京时间: 2026-03-13 12:00:00
- 开盘价 (open): 184.92
- 最高价 (high): 186.09
- 最低价 (low): 179.94
- 收盘价 (close): 180.25
- 成交量 (volume): 160988424.757487
- 成交量加权平均价 (vwap): 182.0558
- 聚合窗口内交易笔数 (transactions): 2224692
- 是否为场外交易 (otc): None
- 原始时间戳 (timestamp, 毫秒): 1773374400000
Hướng dẫn đóng góp
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Bắt đầu từ đâu
- Đọc hết issue, rồi đọc hướng dẫn đóng góp của dự án.
- Bình luận trên issue rằng bạn sẽ nhận — tránh hai người làm cùng một việc.
- Fork repository và làm thay đổi trên một nhánh.
- Mở pull request có tham chiếu số hiệu của issue.
Hướng nghiên cứu
Bắt đầu với lệnh gọi RESTClient.list_aggs được nêu trong báo cáo và xác minh cách khoảng thời gian hằng ngày và phạm vi ngày được diễn giải. So sánh các dấu thời gian được trả về với các ngày đã yêu cầu và xác định hành vi ожида ожида vọng đối với các thanh dữ liệu hằng ngày, sau đó ghi lại một bản sửa lỗi có thể tái hiện và phạm vi kiểm thử hồi quy nếu nguyên nhân thuộc về client.
Do mô hình lập chỉ mục viết ra từ nội dung của issue.
Đánh giá
- Công nghệ
- python
- Lĩnh vực
- api, data
- Loại issue
- Lỗi
- Độ khó
- 3/5
- Thời gian dự kiến
- 1-2 ngày
- Mức độ hoạt động
- Đình trệ
- Độ rõ ràng
- Cần làm rõ
- Mức phù hợp với người mới
- 35/100