{"id":121658,"date":"2026-11-03T08:40:37","date_gmt":"2026-11-03T00:40:37","guid":{"rendered":"https:\/\/www.wsisp.com\/helps\/121658.html"},"modified":"2026-11-03T08:40:37","modified_gmt":"2026-11-03T00:40:37","slug":"%e6%89%b9%e9%87%8f%e6%9f%a5%e8%af%a2%e4%ba%94%e6%a1%a3%e7%9b%98%e5%8f%a3%e5%90%8e%ef%bc%8c%e5%a6%82%e4%bd%95%e6%8c%89%e8%82%a1%e7%a5%a8%e6%b1%87%e6%80%bb%e4%b9%b0%e5%8d%96%e7%9b%98%e7%bb%9f%e8%ae%a1","status":"publish","type":"post","link":"https:\/\/www.wsisp.com\/helps\/121658.html","title":{"rendered":"\u6279\u91cf\u67e5\u8be2\u4e94\u6863\u76d8\u53e3\u540e\uff0c\u5982\u4f55\u6309\u80a1\u7968\u6c47\u603b\u4e70\u5356\u76d8\u7edf\u8ba1\uff1f"},"content":{"rendered":"<h4>\u4e00\u53e5\u8bdd\u56de\u7b54<\/h4>\n<p>\u6279\u91cf\u67e5\u8be2\u76d8\u53e3\u540e&#xff0c;\u5efa\u8bae\u4ee5\u80a1\u7968\u4ee3\u7801\u4e3a\u5206\u7ec4\u5355\u4f4d&#xff0c;\u5206\u522b\u6c47\u603b\u4e94\u6863\u4e70\u5356\u76d8\u7684\u59d4\u6258\u91cf\u3001\u6709\u6548\u6863\u4f4d\u6570\u548c\u4e70\u5356\u76d8\u91cf\u5dee&#xff0c;\u5e76\u8ba1\u7b97\u76d8\u53e3\u91cf\u6bd4\u4e0e\u4e70\u5356\u4ef7\u5dee\u3002\u8fd9\u6837\u53ef\u4ee5\u628a\u539f\u59cb\u76d8\u53e3\u6570\u7ec4\u6574\u7406\u6210\u9002\u5408\u91cf\u5316\u9009\u80a1\u3001\u5b9e\u65f6\u76d1\u63a7\u7684\u6570\u636e\u8868\u3002\u4f7f\u7528 QuantDash Python SDK \u83b7\u53d6\u5404\u80a1\u7968\u7684\u4e94\u6863\u76d8\u53e3&#xff0c;\u518d\u901a\u8fc7 Python \u5b8c\u6210\u5b57\u6bb5\u6821\u9a8c\u3001\u6307\u6807\u8ba1\u7b97\u548c\u7ed3\u679c\u6c47\u603b&#xff0c;\u53ef\u4ee5\u8ba9\u6570\u636e\u63a5\u5165\u4e0e\u4e1a\u52a1\u7edf\u8ba1\u903b\u8f91\u4fdd\u6301\u6e05\u6670\u7684\u8fb9\u754c\u3002<\/p>\n<h4>\u4e3a\u4ec0\u4e48\u4f1a\u6709\u8fd9\u4e2a\u95ee\u9898 \/ \u4f20\u7edf\u505a\u6cd5\u6709\u4ec0\u4e48\u95ee\u9898&#xff1f;<\/h4>\n<p>\u91cf\u5316\u7b56\u7565\u9700\u8981\u7684\u76d8\u53e3\u4fe1\u606f&#xff0c;\u901a\u5e38\u4e0d\u6b62\u67d0\u53ea\u80a1\u7968\u7684\u4e70\u4e00\u4ef7\u548c\u5356\u4e00\u4ef7\u3002<\/p>\n<p>\u4f8b\u5982&#xff0c;\u4e00\u4e2a\u76d8\u4e2d\u76d1\u63a7\u7a0b\u5e8f\u540c\u65f6\u89c2\u5bdf\u51e0\u5341\u53ea\u80a1\u7968&#xff0c;\u5e0c\u671b\u5224\u65ad\u54ea\u4e9b\u80a1\u7968\u7684\u4e70\u76d8\u59d4\u6258\u91cf\u76f8\u5bf9\u66f4\u5927&#xff0c;\u5c31\u9700\u8981\u5bf9\u6bcf\u53ea\u80a1\u7968\u7684\u4e94\u6863\u76d8\u53e3\u5206\u522b\u7edf\u8ba1\u3002<\/p>\n<p>\u5047\u8bbe\u67d0\u53ea\u80a1\u7968\u7684\u4e94\u6863\u4e70\u76d8\u59d4\u6258\u91cf\u4e3a&#xff1a;<\/p>\n<ul>\n<li>\u4e70\u4e00&#xff1a;1200<\/li>\n<li>\u4e70\u4e8c&#xff1a;800<\/li>\n<li>\u4e70\u4e09&#xff1a;1500<\/li>\n<li>\u4e70\u56db&#xff1a;600<\/li>\n<li>\u4e70\u4e94&#xff1a;900<\/li>\n<\/ul>\n<p>\u4e94\u6863\u4e70\u76d8\u603b\u91cf\u5c31\u662f&#xff1a;<\/p>\n<p>1200 &#043; 800 &#043; 1500 &#043; 600 &#043; 900 &#061; 5000<\/p>\n<p>\u5982\u679c\u540c\u4e00\u65f6\u70b9\u7684\u4e94\u6863\u5356\u76d8\u603b\u91cf\u4e3a 4000&#xff0c;\u90a3\u4e48&#xff1a;<\/p>\n<p>\u4e70\u5356\u76d8\u91cf\u5dee &#061; \u4e94\u6863\u4e70\u76d8\u603b\u91cf &#8211; \u4e94\u6863\u5356\u76d8\u603b\u91cf<\/p>\n<p>\u5373&#xff1a;<\/p>\n<p>5000 &#8211; 4000 &#061; 1000<\/p>\n<p>\u4e70\u5356\u76d8\u91cf\u6bd4 &#061; \u4e94\u6863\u4e70\u76d8\u603b\u91cf \/ \u4e94\u6863\u5356\u76d8\u603b\u91cf<\/p>\n<p>\u5373&#xff1a;<\/p>\n<p>5000 \/ 4000 &#061; 1.25<\/p>\n<p>\u8fd9\u4e9b\u6570\u5b57\u4ec5\u662f\u4e3a\u4e86\u8bf4\u660e\u8ba1\u7b97\u65b9\u6cd5\u800c\u6784\u9020\u7684\u5047\u8bbe\u6570\u636e&#xff0c;\u5e76\u975e\u771f\u5b9e\u884c\u60c5\u7ed3\u679c\u3002<\/p>\n<p>\u8fd9\u91cc\u6709\u4e2a\u5173\u952e\u533a\u522b&#xff1a;\u4e70\u5356\u76d8\u91cf\u5dee\u53cd\u6620\u7684\u662f\u53ef\u89c1\u59d4\u6258\u91cf\u7684\u7edd\u5bf9\u5dee\u503c&#xff0c;\u4e70\u5356\u76d8\u91cf\u6bd4\u53cd\u6620\u7684\u662f\u76f8\u5bf9\u5173\u7cfb\u3002\u91cf\u6bd4\u5927\u4e8e 1&#xff0c;\u8868\u793a\u5f53\u524d\u53ef\u89c1\u4e94\u6863\u4e70\u76d8\u603b\u91cf\u5927\u4e8e\u5356\u76d8\u603b\u91cf&#xff0c;\u4f46\u4e0d\u80fd\u76f4\u63a5\u63a8\u65ad\u80a1\u7968\u540e\u7eed\u4e00\u5b9a\u4e0a\u6da8\u3002<\/p>\n<p>\u4f20\u7edf\u5904\u7406\u65b9\u5f0f\u5e38\u89c1\u4e24\u4e2a\u95ee\u9898\u3002<\/p>\n<p>\u7b2c\u4e00&#xff0c;\u76f4\u63a5\u628a\u6bcf\u53ea\u80a1\u7968\u7684\u539f\u59cb\u76d8\u53e3\u5bf9\u8c61\u4fdd\u5b58\u4e0b\u6765&#xff0c;\u5374\u6ca1\u6709\u8f6c\u6210\u7edf\u4e00\u7684\u7edf\u8ba1\u7ed3\u6784\u3002\u540e\u7eed\u7b5b\u9009\u3001\u6392\u5e8f\u65f6&#xff0c;\u8fd8\u9700\u8981\u53cd\u590d\u89e3\u6790\u5d4c\u5957\u6570\u7ec4\u3002<\/p>\n<p>\u7b2c\u4e8c&#xff0c;\u4e0d\u533a\u5206\u6709\u6548\u76d8\u53e3\u548c\u5f02\u5e38\u6570\u636e\u3002\u4f8b\u5982\u67d0\u53ea\u80a1\u7968\u5356\u76d8\u603b\u91cf\u4e3a 0&#xff0c;\u5982\u679c\u76f4\u63a5\u8ba1\u7b97\u91cf\u6bd4&#xff0c;\u5c31\u4f1a\u53d1\u751f\u9664\u96f6\u9519\u8bef&#xff1b;\u5982\u679c\u628a\u7f3a\u5931\u6863\u4f4d\u5f53\u6210\u6b63\u5e38\u7684\u96f6\u59d4\u6258\u91cf&#xff0c;\u8fd8\u53ef\u80fd\u5bfc\u81f4\u7edf\u8ba1\u53e3\u5f84\u4e0d\u4e00\u81f4\u3002<\/p>\n<p>\u56e0\u6b64&#xff0c;\u66f4\u7a33\u59a5\u7684\u505a\u6cd5\u662f\u5efa\u7acb\u7edf\u4e00\u7684\u6570\u636e\u5904\u7406\u6d41\u7a0b&#xff1a;<\/p>\n<p>\u6309\u80a1\u7968\u83b7\u53d6\u76d8\u53e3 \u2192 \u9a8c\u8bc1\u6570\u636e \u2192 \u8ba1\u7b97\u5355\u53ea\u80a1\u7968\u6307\u6807 \u2192 \u6c47\u603b\u7edf\u8ba1\u7ed3\u679c\u3002<\/p>\n<p>QuantDash SDK \u53ef\u4ee5\u53c2\u4e0e\u76d8\u53e3\u83b7\u53d6\u73af\u8282&#xff0c;\u7edf\u8ba1\u4e0e\u5f02\u5e38\u5904\u7406\u5219\u7531 Python \u4e1a\u52a1\u4ee3\u7801\u5b8c\u6210\u3002<\/p>\n<h4>\u5206\u6b65\u9aa4\u89e3\u51b3&#xff1a;\u4f7f\u7528 QuantDash \u8fdb\u884c\u5b9e\u8df5<\/h4>\n<h5>\u7b2c 1 \u6b65&#xff1a;\u5b89\u88c5 SDK \u5e76\u521d\u59cb\u5316\u5ba2\u6237\u7aef<\/h5>\n<p>\u5148\u5b89\u88c5\u4f9d\u8d56&#xff1a;<\/p>\n<p><span class=\"token comment\"># \u5728\u7ec8\u7aef\u6267\u884c<\/span><br \/>\n<span class=\"token comment\"># pip install quantdash<\/span><\/p>\n<p>\u6b63\u5f0f\u6267\u884c\u5b89\u88c5\u547d\u4ee4\u4e3a&#xff1a;<\/p>\n<p>pip install quantdash<\/p>\n<p>\u7136\u540e\u901a\u8fc7\u73af\u5883\u53d8\u91cf\u8bfb\u53d6 API Key&#xff1a;<\/p>\n<p><span class=\"token keyword\">import<\/span> os<br \/>\n<span class=\"token keyword\">from<\/span> quantdash <span class=\"token keyword\">import<\/span> QuantDash<\/p>\n<p>api_key <span class=\"token operator\">&#061;<\/span> os<span class=\"token punctuation\">.<\/span>getenv<span class=\"token punctuation\">(<\/span><span class=\"token string\">&#034;QUANTDASH_API_KEY&#034;<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">if<\/span> <span class=\"token keyword\">not<\/span> api_key<span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">raise<\/span> RuntimeError<span class=\"token punctuation\">(<\/span><br \/>\n        <span class=\"token string\">&#034;\u8bf7\u5148\u8bbe\u7f6e QUANTDASH_API_KEY \u73af\u5883\u53d8\u91cf&#034;<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>qd <span class=\"token operator\">&#061;<\/span> QuantDash<span class=\"token punctuation\">(<\/span>api_key<span class=\"token operator\">&#061;<\/span>api_key<span class=\"token punctuation\">)<\/span><\/p>\n<p>\u8fd9\u91cc\u4e0d\u5efa\u8bae\u628a API Key \u5199\u5728\u4ee3\u7801\u6587\u4ef6\u4e2d&#xff0c;\u5c24\u5176\u662f\u51c6\u5907\u5c06\u811a\u672c\u63d0\u4ea4\u5230\u4ee3\u7801\u4ed3\u5e93\u65f6\u3002<\/p>\n<h5>\u7b2c 2 \u6b65&#xff1a;\u83b7\u53d6\u4e0e\u4e3b\u9898\u76f8\u5173\u7684\u6570\u636e<\/h5>\n<p>QuantDash \u63d0\u4f9b\u4e94\u6863\u76d8\u53e3\u63a5\u53e3 qd.depth.get()&#xff0c;\u53ef\u4ee5\u6309\u80a1\u7968\u4ee3\u7801\u83b7\u53d6\u76d8\u53e3\u6570\u636e\u3002<\/p>\n<p>\u5df2\u77e5\u8c03\u7528\u65b9\u5f0f\u662f\u5355\u53ea\u80a1\u7968\u67e5\u8be2\u3002\u8fd9\u91cc\u6240\u8c13\u201c\u6279\u91cf\u67e5\u8be2\u201d&#xff0c;\u662f\u5728\u5e94\u7528\u5c42\u5bf9\u80a1\u7968\u5217\u8868\u9010\u53ea\u8c03\u7528\u63a5\u53e3&#xff0c;\u4e0d\u5047\u8bbe SDK \u5b58\u5728\u672a\u7ecf\u786e\u8ba4\u7684\u76d8\u53e3\u6279\u91cf\u63a5\u53e3\u3002<\/p>\n<p>symbols <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">[<\/span><br \/>\n    <span class=\"token string\">&#034;600519.SH&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;000001.SZ&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;600036.SH&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n<span class=\"token punctuation\">]<\/span><\/p>\n<p>depth_results <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">{<\/span><span class=\"token punctuation\">}<\/span><br \/>\nfailed_symbols <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">{<\/span><span class=\"token punctuation\">}<\/span><\/p>\n<p><span class=\"token keyword\">for<\/span> symbol <span class=\"token keyword\">in<\/span> symbols<span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">try<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        depth <span class=\"token operator\">&#061;<\/span> qd<span class=\"token punctuation\">.<\/span>depth<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span>symbol<span class=\"token punctuation\">)<\/span><\/p>\n<p>        <span class=\"token keyword\">if<\/span> depth <span class=\"token keyword\">is<\/span> <span class=\"token boolean\">None<\/span><span class=\"token punctuation\">:<\/span><br \/>\n            <span class=\"token keyword\">raise<\/span> ValueError<span class=\"token punctuation\">(<\/span><span class=\"token string\">&#034;\u76d8\u53e3\u8fd4\u56de\u4e3a\u7a7a&#034;<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p>        depth_results<span class=\"token punctuation\">[<\/span>symbol<span class=\"token punctuation\">]<\/span> <span class=\"token operator\">&#061;<\/span> depth<\/p>\n<p>    <span class=\"token keyword\">except<\/span> Exception <span class=\"token keyword\">as<\/span> exc<span class=\"token punctuation\">:<\/span><br \/>\n        failed_symbols<span class=\"token punctuation\">[<\/span>symbol<span class=\"token punctuation\">]<\/span> <span class=\"token operator\">&#061;<\/span> <span class=\"token builtin\">str<\/span><span class=\"token punctuation\">(<\/span>exc<span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">&#034;\u6210\u529f\u83b7\u53d6\u6570\u91cf:&#034;<\/span><span class=\"token punctuation\">,<\/span> <span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>depth_results<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">)<\/span><br \/>\n<span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">&#034;\u5931\u8d25\u6570\u91cf:&#034;<\/span><span class=\"token punctuation\">,<\/span> <span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>failed_symbols<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p>qd.depth.get() \u63a5\u6536\u5e26\u4ea4\u6613\u6240\u540e\u7f00\u7684\u80a1\u7968\u4ee3\u7801&#xff0c;\u4f8b\u5982 600519.SH\u3002<\/p>\n<p>\u5f53\u524d\u5df2\u77e5\u76d8\u53e3\u6570\u636e\u6d89\u53ca\u4ee5\u4e0b\u5b57\u6bb5&#xff1a;<\/p>\n<ul>\n<li>bid_prices&#xff1a;\u4e70\u76d8\u4ef7\u683c\u5e8f\u5217\u3002<\/li>\n<li>bid_volumes&#xff1a;\u4e70\u76d8\u59d4\u6258\u91cf\u5e8f\u5217\u3002<\/li>\n<li>ask_prices&#xff1a;\u5356\u76d8\u4ef7\u683c\u5e8f\u5217\u3002<\/li>\n<li>ask_volumes&#xff1a;\u5356\u76d8\u59d4\u6258\u91cf\u5e8f\u5217\u3002<\/li>\n<\/ul>\n<p>\u9700\u8981\u6ce8\u610f&#xff0c;\u5b9e\u9645\u8fd4\u56de\u5bf9\u8c61\u53ef\u80fd\u662f\u5b57\u5178\u6216\u5176\u4ed6 SDK \u6570\u636e\u7ed3\u6784\u3002\u4e0b\u9762\u5148\u901a\u8fc7\u9002\u914d\u51fd\u6570\u652f\u6301\u5b57\u5178\u548c\u5177\u6709\u540c\u540d\u5c5e\u6027\u7684\u5bf9\u8c61&#xff0c;\u5176\u4ed6\u8fd4\u56de\u5f62\u5f0f\u9700\u8981\u6839\u636e\u63a5\u53e3\u5b9e\u9645\u7ed3\u679c\u8c03\u6574\u3002<\/p>\n<p>REQUIRED_FIELDS <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">(<\/span><br \/>\n    <span class=\"token string\">&#034;bid_prices&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;bid_volumes&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;ask_prices&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;ask_volumes&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n<span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">def<\/span> <span class=\"token function\">normalize_depth<\/span><span class=\"token punctuation\">(<\/span>depth<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">if<\/span> <span class=\"token builtin\">isinstance<\/span><span class=\"token punctuation\">(<\/span>depth<span class=\"token punctuation\">,<\/span> <span class=\"token builtin\">dict<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        data <span class=\"token operator\">&#061;<\/span> depth<br \/>\n    <span class=\"token keyword\">else<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        data <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">{<\/span><br \/>\n            field<span class=\"token punctuation\">:<\/span> <span class=\"token builtin\">getattr<\/span><span class=\"token punctuation\">(<\/span>depth<span class=\"token punctuation\">,<\/span> field<span class=\"token punctuation\">,<\/span> <span class=\"token boolean\">None<\/span><span class=\"token punctuation\">)<\/span><br \/>\n            <span class=\"token keyword\">for<\/span> field <span class=\"token keyword\">in<\/span> REQUIRED_FIELDS<br \/>\n        <span class=\"token punctuation\">}<\/span><\/p>\n<p>    missing <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">[<\/span><br \/>\n        field <span class=\"token keyword\">for<\/span> field <span class=\"token keyword\">in<\/span> REQUIRED_FIELDS<br \/>\n        <span class=\"token keyword\">if<\/span> data<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span>field<span class=\"token punctuation\">)<\/span> <span class=\"token keyword\">is<\/span> <span class=\"token boolean\">None<\/span><br \/>\n    <span class=\"token punctuation\">]<\/span><\/p>\n<p>    <span class=\"token keyword\">if<\/span> missing<span class=\"token punctuation\">:<\/span><br \/>\n        <span class=\"token keyword\">raise<\/span> ValueError<span class=\"token punctuation\">(<\/span><br \/>\n            <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;\u76d8\u53e3\u7f3a\u5c11\u5fc5\u8981\u5b57\u6bb5: <\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>missing<span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">&#034;<\/span><\/span><br \/>\n        <span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">return<\/span> data<\/p>\n<p>\u5b57\u6bb5\u540d\u79f0\u662f\u5df2\u77e5\u7684&#xff0c;\u4f46\u5b57\u6bb5\u503c\u7684\u5bb9\u5668\u7c7b\u578b\u3001\u59d4\u6258\u91cf\u5355\u4f4d\u548c\u7f3a\u5931\u6863\u4f4d\u8868\u793a\u65b9\u5f0f&#xff0c;\u4ecd\u5e94\u4ee5\u5b9e\u9645\u8fd4\u56de\u6570\u636e\u4e3a\u51c6\u3002<\/p>\n<h5>\u7b2c 3 \u6b65&#xff1a;\u5904\u7406\u6570\u636e\u5e76\u5c55\u793a\u6838\u5fc3\u903b\u8f91<\/h5>\n<p>\u63a5\u4e0b\u6765&#xff0c;\u5bf9\u5355\u53ea\u80a1\u7968\u7edf\u8ba1\u4e94\u6863\u4e70\u5356\u59d4\u6258\u91cf\u3002<\/p>\n<p>\u8fd9\u91cc\u91c7\u7528\u4e25\u683c\u7684\u4e94\u6863\u7edf\u8ba1\u53e3\u5f84&#xff1a;\u4ef7\u683c\u5e8f\u5217\u548c\u59d4\u6258\u91cf\u5e8f\u5217\u5fc5\u987b\u4e00\u4e00\u5bf9\u5e94&#xff0c;\u957f\u5ea6\u4e3a 5&#xff0c;\u59d4\u6258\u91cf\u4e0d\u80fd\u4e3a\u8d1f\u6570&#xff0c;\u5b58\u5728\u59d4\u6258\u91cf\u7684\u6863\u4f4d\u5fc5\u987b\u5177\u6709\u6709\u6548\u6b63\u4ef7\u683c\u3002<\/p>\n<p><span class=\"token keyword\">import<\/span> math<br \/>\n<span class=\"token keyword\">from<\/span> numbers <span class=\"token keyword\">import<\/span> Real<\/p>\n<p><span class=\"token keyword\">def<\/span> <span class=\"token function\">validate_levels<\/span><span class=\"token punctuation\">(<\/span>prices<span class=\"token punctuation\">,<\/span> volumes<span class=\"token punctuation\">,<\/span> side<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">if<\/span> <span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>prices<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">!&#061;<\/span> <span class=\"token number\">5<\/span> <span class=\"token keyword\">or<\/span> <span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>volumes<span class=\"token punctuation\">)<\/span> <span class=\"token operator\">!&#061;<\/span> <span class=\"token number\">5<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        <span class=\"token keyword\">raise<\/span> ValueError<span class=\"token punctuation\">(<\/span><br \/>\n            <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>side<span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">\u76d8\u53e3\u4e0d\u662f\u5b8c\u6574\u7684\u4e94\u6863\u7ed3\u6784&#034;<\/span><\/span><br \/>\n        <span class=\"token punctuation\">)<\/span><\/p>\n<p>    result <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">[<\/span><span class=\"token punctuation\">]<\/span><\/p>\n<p>    <span class=\"token keyword\">for<\/span> price<span class=\"token punctuation\">,<\/span> volume <span class=\"token keyword\">in<\/span> <span class=\"token builtin\">zip<\/span><span class=\"token punctuation\">(<\/span>prices<span class=\"token punctuation\">,<\/span> volumes<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        <span class=\"token keyword\">if<\/span> <span class=\"token punctuation\">(<\/span><br \/>\n            <span class=\"token builtin\">isinstance<\/span><span class=\"token punctuation\">(<\/span>volume<span class=\"token punctuation\">,<\/span> <span class=\"token builtin\">bool<\/span><span class=\"token punctuation\">)<\/span><br \/>\n            <span class=\"token keyword\">or<\/span> <span class=\"token keyword\">not<\/span> <span class=\"token builtin\">isinstance<\/span><span class=\"token punctuation\">(<\/span>volume<span class=\"token punctuation\">,<\/span> Real<span class=\"token punctuation\">)<\/span><br \/>\n            <span class=\"token keyword\">or<\/span> <span class=\"token keyword\">not<\/span> math<span class=\"token punctuation\">.<\/span>isfinite<span class=\"token punctuation\">(<\/span>volume<span class=\"token punctuation\">)<\/span><br \/>\n            <span class=\"token keyword\">or<\/span> volume <span class=\"token operator\">&lt;<\/span> <span class=\"token number\">0<\/span><br \/>\n        <span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n            <span class=\"token keyword\">raise<\/span> ValueError<span class=\"token punctuation\">(<\/span><br \/>\n                <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>side<span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">\u76d8\u53e3\u59d4\u6258\u91cf\u5f02\u5e38&#034;<\/span><\/span><br \/>\n            <span class=\"token punctuation\">)<\/span><\/p>\n<p>        <span class=\"token keyword\">if<\/span> <span class=\"token punctuation\">(<\/span><br \/>\n            <span class=\"token builtin\">isinstance<\/span><span class=\"token punctuation\">(<\/span>price<span class=\"token punctuation\">,<\/span> <span class=\"token builtin\">bool<\/span><span class=\"token punctuation\">)<\/span><br \/>\n            <span class=\"token keyword\">or<\/span> <span class=\"token keyword\">not<\/span> <span class=\"token builtin\">isinstance<\/span><span class=\"token punctuation\">(<\/span>price<span class=\"token punctuation\">,<\/span> Real<span class=\"token punctuation\">)<\/span><br \/>\n            <span class=\"token keyword\">or<\/span> <span class=\"token keyword\">not<\/span> math<span class=\"token punctuation\">.<\/span>isfinite<span class=\"token punctuation\">(<\/span>price<span class=\"token punctuation\">)<\/span><br \/>\n            <span class=\"token keyword\">or<\/span> <span class=\"token punctuation\">(<\/span>volume <span class=\"token operator\">&gt;<\/span> <span class=\"token number\">0<\/span> <span class=\"token keyword\">and<\/span> price <span class=\"token operator\">&lt;&#061;<\/span> <span class=\"token number\">0<\/span><span class=\"token punctuation\">)<\/span><br \/>\n        <span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n            <span class=\"token keyword\">raise<\/span> ValueError<span class=\"token punctuation\">(<\/span><br \/>\n                <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>side<span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">\u76d8\u53e3\u4ef7\u683c\u5f02\u5e38&#034;<\/span><\/span><br \/>\n            <span class=\"token punctuation\">)<\/span><\/p>\n<p>        result<span class=\"token punctuation\">.<\/span>append<span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">(<\/span><span class=\"token builtin\">float<\/span><span class=\"token punctuation\">(<\/span>price<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span> <span class=\"token builtin\">float<\/span><span class=\"token punctuation\">(<\/span>volume<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">return<\/span> result<\/p>\n<p><span class=\"token keyword\">def<\/span> <span class=\"token function\">calculate_depth_stats<\/span><span class=\"token punctuation\">(<\/span>depth<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n    data <span class=\"token operator\">&#061;<\/span> normalize_depth<span class=\"token punctuation\">(<\/span>depth<span class=\"token punctuation\">)<\/span><\/p>\n<p>    bids <span class=\"token operator\">&#061;<\/span> validate_levels<span class=\"token punctuation\">(<\/span><br \/>\n        data<span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;bid_prices&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        data<span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;bid_volumes&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;\u4e70\u76d8&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    asks <span class=\"token operator\">&#061;<\/span> validate_levels<span class=\"token punctuation\">(<\/span><br \/>\n        data<span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;ask_prices&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        data<span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;ask_volumes&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;\u5356\u76d8&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    bid_total <span class=\"token operator\">&#061;<\/span> <span class=\"token builtin\">sum<\/span><span class=\"token punctuation\">(<\/span>volume <span class=\"token keyword\">for<\/span> _<span class=\"token punctuation\">,<\/span> volume <span class=\"token keyword\">in<\/span> bids<span class=\"token punctuation\">)<\/span><br \/>\n    ask_total <span class=\"token operator\">&#061;<\/span> <span class=\"token builtin\">sum<\/span><span class=\"token punctuation\">(<\/span>volume <span class=\"token keyword\">for<\/span> _<span class=\"token punctuation\">,<\/span> volume <span class=\"token keyword\">in<\/span> asks<span class=\"token punctuation\">)<\/span><\/p>\n<p>    active_bid_levels <span class=\"token operator\">&#061;<\/span> <span class=\"token builtin\">sum<\/span><span class=\"token punctuation\">(<\/span><br \/>\n        volume <span class=\"token operator\">&gt;<\/span> <span class=\"token number\">0<\/span> <span class=\"token keyword\">for<\/span> _<span class=\"token punctuation\">,<\/span> volume <span class=\"token keyword\">in<\/span> bids<br \/>\n    <span class=\"token punctuation\">)<\/span><br \/>\n    active_ask_levels <span class=\"token operator\">&#061;<\/span> <span class=\"token builtin\">sum<\/span><span class=\"token punctuation\">(<\/span><br \/>\n        volume <span class=\"token operator\">&gt;<\/span> <span class=\"token number\">0<\/span> <span class=\"token keyword\">for<\/span> _<span class=\"token punctuation\">,<\/span> volume <span class=\"token keyword\">in<\/span> asks<br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    volume_ratio <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">(<\/span><br \/>\n        bid_total <span class=\"token operator\">\/<\/span> ask_total<br \/>\n        <span class=\"token keyword\">if<\/span> ask_total <span class=\"token operator\">&gt;<\/span> <span class=\"token number\">0<\/span><br \/>\n        <span class=\"token keyword\">else<\/span> <span class=\"token boolean\">None<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    volume_difference <span class=\"token operator\">&#061;<\/span> bid_total <span class=\"token operator\">&#8211;<\/span> ask_total<\/p>\n<p>    best_bid <span class=\"token operator\">&#061;<\/span> bids<span class=\"token punctuation\">[<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">[<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">]<\/span> <span class=\"token keyword\">if<\/span> bids<span class=\"token punctuation\">[<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">[<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">]<\/span> <span class=\"token operator\">&gt;<\/span> <span class=\"token number\">0<\/span> <span class=\"token keyword\">else<\/span> <span class=\"token boolean\">None<\/span><br \/>\n    best_ask <span class=\"token operator\">&#061;<\/span> asks<span class=\"token punctuation\">[<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">[<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">]<\/span> <span class=\"token keyword\">if<\/span> asks<span class=\"token punctuation\">[<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">[<\/span><span class=\"token number\">1<\/span><span class=\"token punctuation\">]<\/span> <span class=\"token operator\">&gt;<\/span> <span class=\"token number\">0<\/span> <span class=\"token keyword\">else<\/span> <span class=\"token boolean\">None<\/span><\/p>\n<p>    spread <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">(<\/span><br \/>\n        best_ask <span class=\"token operator\">&#8211;<\/span> best_bid<br \/>\n        <span class=\"token keyword\">if<\/span> best_bid <span class=\"token keyword\">is<\/span> <span class=\"token keyword\">not<\/span> <span class=\"token boolean\">None<\/span><br \/>\n        <span class=\"token keyword\">and<\/span> best_ask <span class=\"token keyword\">is<\/span> <span class=\"token keyword\">not<\/span> <span class=\"token boolean\">None<\/span><br \/>\n        <span class=\"token keyword\">else<\/span> <span class=\"token boolean\">None<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">return<\/span> <span class=\"token punctuation\">{<\/span><br \/>\n        <span class=\"token string\">&#034;bid_total&#034;<\/span><span class=\"token punctuation\">:<\/span> bid_total<span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;ask_total&#034;<\/span><span class=\"token punctuation\">:<\/span> ask_total<span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;volume_difference&#034;<\/span><span class=\"token punctuation\">:<\/span> volume_difference<span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;volume_ratio&#034;<\/span><span class=\"token punctuation\">:<\/span> volume_ratio<span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;active_bid_levels&#034;<\/span><span class=\"token punctuation\">:<\/span> active_bid_levels<span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;active_ask_levels&#034;<\/span><span class=\"token punctuation\">:<\/span> active_ask_levels<span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;spread&#034;<\/span><span class=\"token punctuation\">:<\/span> spread<span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token punctuation\">}<\/span><\/p>\n<p>\u9700\u8981\u7279\u522b\u8bf4\u660e&#xff1a;<\/p>\n<p>bid_total \u548c ask_total \u5206\u522b\u8868\u793a\u5f53\u524d\u53ef\u89c1\u4e94\u6863\u59d4\u6258\u91cf\u7684\u5408\u8ba1&#xff0c;\u4e0d\u662f\u7d2f\u8ba1\u6210\u4ea4\u91cf\u3002<\/p>\n<p>volume_ratio \u5728\u5356\u76d8\u603b\u91cf\u4e3a\u96f6\u65f6\u8fd4\u56de None&#xff0c;\u907f\u514d\u4eba\u4e3a\u5236\u9020\u4e00\u4e2a\u65e0\u9650\u5927\u7684\u6307\u6807\u3002<\/p>\n<p>spread \u662f\u5356\u4e00\u4ef7\u51cf\u4e70\u4e00\u4ef7\u7684\u7edd\u5bf9\u4ef7\u5dee\u3002\u4e0a\u8ff0\u8ba1\u7b97\u8fd8\u4f9d\u8d56\u76d8\u53e3\u6570\u7ec4\u6309\u4e70\u4e00\u81f3\u4e70\u4e94\u3001\u5356\u4e00\u81f3\u5356\u4e94\u6392\u5e8f\u7684\u7ea6\u5b9a&#xff0c;\u8fd9\u4e00\u70b9\u9700\u8981\u6839\u636e\u5b9e\u9645\u63a5\u53e3\u9a8c\u8bc1\u3002<\/p>\n<p>\u5982\u679c\u9700\u8981\u66f4\u4e25\u683c\u7684\u6570\u636e\u8d28\u91cf\u68c0\u67e5&#xff0c;\u8fd8\u5e94\u9a8c\u8bc1\u4e70\u76d8\u4ef7\u683c\u6392\u5e8f\u3001\u5356\u76d8\u4ef7\u683c\u6392\u5e8f&#xff0c;\u4ee5\u53ca\u662f\u5426\u5b58\u5728\u5f02\u5e38\u4ea4\u53c9\u62a5\u4ef7\u3002<\/p>\n<h5>\u7b2c 4 \u6b65&#xff1a;\u5c55\u793a\u5b8c\u6574\u4e1a\u52a1\u793a\u4f8b\u6216\u8fdb\u9636\u5904\u7406<\/h5>\n<p>\u73b0\u5728\u5c06\u524d\u9762\u83b7\u53d6\u7684\u76d8\u53e3\u9010\u53ea\u7edf\u8ba1&#xff0c;\u6574\u7406\u4e3a DataFrame\u3002<\/p>\n<p>\u6b64\u5904\u4f7f\u7528 Pandas \u5904\u7406\u7edf\u8ba1\u7ed3\u679c&#xff0c;\u8fd0\u884c\u524d\u9700\u8981\u786e\u4fdd\u73af\u5883\u5b89\u88c5\u4e86 pandas\u3002<\/p>\n<p><span class=\"token keyword\">import<\/span> pandas <span class=\"token keyword\">as<\/span> pd<\/p>\n<p>statistics <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">[<\/span><span class=\"token punctuation\">]<\/span><\/p>\n<p><span class=\"token keyword\">for<\/span> symbol<span class=\"token punctuation\">,<\/span> depth <span class=\"token keyword\">in<\/span> depth_results<span class=\"token punctuation\">.<\/span>items<span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">try<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        result <span class=\"token operator\">&#061;<\/span> calculate_depth_stats<span class=\"token punctuation\">(<\/span>depth<span class=\"token punctuation\">)<\/span><br \/>\n        result<span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;symbol&#034;<\/span><span class=\"token punctuation\">]<\/span> <span class=\"token operator\">&#061;<\/span> symbol<br \/>\n        statistics<span class=\"token punctuation\">.<\/span>append<span class=\"token punctuation\">(<\/span>result<span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">except<\/span> <span class=\"token punctuation\">(<\/span>ValueError<span class=\"token punctuation\">,<\/span> TypeError<span class=\"token punctuation\">)<\/span> <span class=\"token keyword\">as<\/span> exc<span class=\"token punctuation\">:<\/span><br \/>\n        failed_symbols<span class=\"token punctuation\">[<\/span>symbol<span class=\"token punctuation\">]<\/span> <span class=\"token operator\">&#061;<\/span> <span class=\"token builtin\">str<\/span><span class=\"token punctuation\">(<\/span>exc<span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">if<\/span> <span class=\"token keyword\">not<\/span> statistics<span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">raise<\/span> RuntimeError<span class=\"token punctuation\">(<\/span><br \/>\n        <span class=\"token string\">&#034;\u6ca1\u6709\u53ef\u7528\u4e8e\u6c47\u603b\u7684\u6709\u6548\u76d8\u53e3\u6570\u636e&#034;<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>stats_df <span class=\"token operator\">&#061;<\/span> pd<span class=\"token punctuation\">.<\/span>DataFrame<span class=\"token punctuation\">(<\/span>statistics<span class=\"token punctuation\">)<\/span><\/p>\n<p>stats_df <span class=\"token operator\">&#061;<\/span> stats_df<span class=\"token punctuation\">[<\/span><br \/>\n    <span class=\"token punctuation\">[<\/span><br \/>\n        <span class=\"token string\">&#034;symbol&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;bid_total&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;ask_total&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;volume_difference&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;volume_ratio&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;active_bid_levels&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;active_ask_levels&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        <span class=\"token string\">&#034;spread&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token punctuation\">]<\/span><br \/>\n<span class=\"token punctuation\">]<\/span><\/p>\n<p>stats_df <span class=\"token operator\">&#061;<\/span> stats_df<span class=\"token punctuation\">.<\/span>sort_values<span class=\"token punctuation\">(<\/span><br \/>\n    by<span class=\"token operator\">&#061;<\/span><span class=\"token string\">&#034;volume_difference&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    ascending<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">False<\/span><span class=\"token punctuation\">,<\/span><br \/>\n<span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span>stats_df<span class=\"token punctuation\">.<\/span>to_string<span class=\"token punctuation\">(<\/span>index<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">False<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">if<\/span> failed_symbols<span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">&#034;\u672a\u6210\u529f\u7edf\u8ba1\u7684\u80a1\u7968:&#034;<\/span><span class=\"token punctuation\">)<\/span><br \/>\n    <span class=\"token keyword\">for<\/span> symbol<span class=\"token punctuation\">,<\/span> reason <span class=\"token keyword\">in<\/span> failed_symbols<span class=\"token punctuation\">.<\/span>items<span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span>symbol<span class=\"token punctuation\">,<\/span> reason<span class=\"token punctuation\">)<\/span><\/p>\n<p>\u6700\u7ec8\u6bcf\u884c\u5bf9\u5e94\u4e00\u53ea\u80a1\u7968&#xff0c;\u6bcf\u5217\u5bf9\u5e94\u4e00\u9879\u76d8\u53e3\u7edf\u8ba1\u6307\u6807\u3002<\/p>\n<p>\u53ef\u4ee5\u8fdb\u4e00\u6b65\u7b5b\u9009\u5f53\u524d\u4e94\u6863\u4e70\u76d8\u603b\u91cf\u9ad8\u4e8e\u5356\u76d8\u603b\u91cf\u7684\u80a1\u7968&#xff1a;<\/p>\n<p>valid_rows <span class=\"token operator\">&#061;<\/span> stats_df<span class=\"token punctuation\">[<\/span><br \/>\n    stats_df<span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;volume_ratio&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">.<\/span>notna<span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">)<\/span><br \/>\n<span class=\"token punctuation\">]<\/span><\/p>\n<p>selected <span class=\"token operator\">&#061;<\/span> valid_rows<span class=\"token punctuation\">[<\/span><br \/>\n    valid_rows<span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;volume_ratio&#034;<\/span><span class=\"token punctuation\">]<\/span> <span class=\"token operator\">&gt;<\/span> <span class=\"token number\">1<\/span><br \/>\n<span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">.<\/span>copy<span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><br \/>\n    selected<span class=\"token punctuation\">[<\/span><br \/>\n        <span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;symbol&#034;<\/span><span class=\"token punctuation\">,<\/span> <span class=\"token string\">&#034;volume_ratio&#034;<\/span><span class=\"token punctuation\">,<\/span> <span class=\"token string\">&#034;volume_difference&#034;<\/span><span class=\"token punctuation\">]<\/span><br \/>\n    <span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">.<\/span>to_string<span class=\"token punctuation\">(<\/span>index<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">False<\/span><span class=\"token punctuation\">)<\/span><br \/>\n<span class=\"token punctuation\">)<\/span><\/p>\n<p>\u4e0d\u8fc7&#xff0c;\u8fd9\u91cc\u53ea\u662f\u6309\u7167\u76d8\u53e3\u59d4\u6258\u91cf\u8fdb\u884c\u6761\u4ef6\u7b5b\u9009&#xff0c;\u5e76\u4e0d\u662f\u4e70\u5165\u4fe1\u53f7\u3002\u5b9e\u9645\u7b56\u7565\u8fd8\u9700\u8981\u7ed3\u5408\u6d41\u52a8\u6027\u3001\u6210\u4ea4\u884c\u4e3a\u3001\u76d8\u53e3\u5237\u65b0\u9891\u7387\u548c\u4ea4\u6613\u6210\u672c\u5224\u65ad\u3002<\/p>\n<p>\u6b64\u5916&#xff0c;\u5982\u679c\u5404\u80a1\u7968\u901a\u8fc7\u987a\u5e8f\u8bf7\u6c42\u83b7\u53d6&#xff0c;\u7ed3\u679c\u5bf9\u5e94\u7684\u91c7\u96c6\u65f6\u523b\u53ef\u80fd\u4e0d\u540c\u3002\u4e0d\u80fd\u4ec5\u56e0\u4e3a\u5b83\u4eec\u51fa\u73b0\u5728\u540c\u4e00\u5f20\u8868\u91cc&#xff0c;\u5c31\u8ba4\u4e3a\u5b83\u4eec\u5c5e\u4e8e\u4e25\u683c\u540c\u6b65\u7684\u5e02\u573a\u5feb\u7167\u3002<\/p>\n<h4>\u5173\u952e\u5751\u4e0e\u6ce8\u610f\u4e8b\u9879<\/h4>\n<ul>\n<li>\n<p>\u6279\u91cf\u8bf7\u6c42\u4e0d\u4ee3\u8868\u540c\u6b65\u5feb\u7167\u3002 \u987a\u5e8f\u67e5\u8be2\u591a\u4e2a\u80a1\u7968\u65f6&#xff0c;\u884c\u60c5\u53ef\u80fd\u5728\u8bf7\u6c42\u8fc7\u7a0b\u4e2d\u53d1\u751f\u53d8\u5316\u3002\u5bf9\u4e8e\u8de8\u80a1\u7968\u76d8\u53e3\u6bd4\u8f83&#xff0c;\u9700\u8981\u8bb0\u5f55\u91c7\u96c6\u65f6\u95f4&#xff1b;\u5982\u679c SDK \u8fd4\u56de\u884c\u60c5\u65f6\u95f4\u5b57\u6bb5&#xff0c;\u5e94\u4f18\u5148\u9a8c\u8bc1\u8be5\u5b57\u6bb5\u7684\u542b\u4e49\u548c\u7cbe\u5ea6\u3002<\/p>\n<\/li>\n<li>\n<p>\u76d8\u53e3\u59d4\u6258\u91cf\u4e0d\u662f\u6210\u4ea4\u91cf\u3002 \u4e94\u6863\u4e70\u5356\u76d8\u53cd\u6620\u7684\u662f\u5f53\u524d\u53ef\u89c1\u6302\u5355&#xff0c;\u59d4\u6258\u53ef\u4ee5\u64a4\u9500\u6216\u53d8\u5316&#xff0c;\u4e0d\u80fd\u7528\u4e94\u6863\u603b\u91cf\u76f4\u63a5\u66ff\u4ee3\u771f\u5b9e\u4ea4\u6613\u91cf\u3002<\/p>\n<\/li>\n<li>\n<p>\u59d4\u6258\u91cf\u5355\u4f4d\u9700\u8981\u786e\u8ba4\u3002 \u4e0d\u540c\u5e02\u573a\u6216\u6570\u636e\u6e90\u53ef\u80fd\u91c7\u7528\u4e0d\u540c\u6570\u91cf\u5355\u4f4d\u3002\u672a\u786e\u8ba4\u8fd4\u56de\u503c\u5355\u4f4d\u524d&#xff0c;\u4e0d\u5b9c\u5c06\u59d4\u6258\u91cf\u76f4\u63a5\u6362\u7b97\u6210\u80a1\u6570&#xff0c;\u4e5f\u4e0d\u5b9c\u8fdb\u884c\u8de8\u5e02\u573a\u7edd\u5bf9\u91cf\u6bd4\u8f83\u3002<\/p>\n<\/li>\n<li>\n<p>\u7f3a\u5931\u6863\u4f4d\u4e0d\u80fd\u968f\u610f\u8865\u96f6\u3002 \u505c\u724c\u3001\u6d41\u52a8\u6027\u4e0d\u8db3\u6216\u8005\u63a5\u53e3\u8fd4\u56de\u5f02\u5e38&#xff0c;\u90fd\u53ef\u80fd\u5bfc\u81f4\u6863\u4f4d\u4e0d\u5b8c\u6574\u3002\u5e94\u5148\u8bc6\u522b\u4e1a\u52a1\u542b\u4e49&#xff0c;\u518d\u51b3\u5b9a\u62d2\u7edd\u7edf\u8ba1\u8fd8\u662f\u91c7\u7528\u6709\u6548\u6863\u4f4d\u7edf\u8ba1\u3002<\/p>\n<\/li>\n<li>\n<p>\u63a5\u53e3\u5931\u8d25\u8981\u5355\u72ec\u4fdd\u7559\u8bb0\u5f55\u3002 \u5355\u53ea\u80a1\u7968\u8bf7\u6c42\u5f02\u5e38&#xff0c;\u4e0d\u5e94\u76f4\u63a5\u5bfc\u81f4\u6574\u4e2a\u6279\u6b21\u7ed3\u679c\u6d88\u5931\u3002\u6c47\u603b\u6210\u529f\u6570\u636e\u7684\u540c\u65f6&#xff0c;\u5e94\u4fdd\u7559\u5931\u8d25\u80a1\u7968\u53ca\u5176\u539f\u56e0\u3002<\/p>\n<\/li>\n<li>\n<p>\u4e70\u5356\u76d8\u91cf\u6bd4\u4e0d\u662f\u4ef7\u683c\u9884\u6d4b\u6307\u6807\u3002 \u59d4\u6258\u91cf\u53d7\u64a4\u5355\u3001\u6302\u5355\u884c\u4e3a\u4e0e\u5e02\u573a\u5fae\u89c2\u7ed3\u6784\u5f71\u54cd\u3002\u91cf\u6bd4\u504f\u9ad8\u53ea\u80fd\u8bf4\u660e\u5f53\u524d\u7edf\u8ba1\u53e3\u5f84\u4e0b\u4e70\u76d8\u59d4\u6258\u91cf\u76f8\u5bf9\u8f83\u5927\u3002<\/p>\n<\/li>\n<li>\n<p>\u76d8\u53e3\u6307\u6807\u9700\u8981\u660e\u786e\u65f6\u6548\u6027\u3002 \u5b9e\u65f6\u76d8\u53e3\u53d8\u5316\u8f83\u5feb&#xff0c;\u5386\u53f2\u7814\u7a76\u82e5\u6ca1\u6709\u4fdd\u5b58\u539f\u59cb\u5feb\u7167\u53ca\u5bf9\u5e94\u65f6\u95f4&#xff0c;\u540e\u7eed\u96be\u4ee5\u51c6\u786e\u91cd\u73b0\u7edf\u8ba1\u7ed3\u679c\u3002<\/p>\n<\/li>\n<\/ul>\n<h4>\u5e38\u89c1\u95ee\u9898&#xff08;FAQ&#xff09;<\/h4>\n<p>Q&#xff1a;QuantDash \u662f\u5426\u63d0\u4f9b\u4e00\u6b21\u67e5\u8be2\u591a\u53ea\u80a1\u7968\u76d8\u53e3\u7684\u6279\u91cf\u63a5\u53e3&#xff1f;<\/p>\n<p>A&#xff1a;\u5f53\u524d\u5df2\u77e5\u63a5\u53e3\u4e3a qd.depth.get()&#xff0c;\u6309\u5355\u53ea\u80a1\u7968\u4ee3\u7801\u83b7\u53d6\u76d8\u53e3\u3002\u672c\u6587\u4f7f\u7528 Python 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QuantDash Python SDK \u53ef\u4ee5\u5b8c\u6210\u4e94\u6863\u76d8\u53e3\u6570\u636e\u83b7\u53d6&#xff0c;Python \u4ee3\u7801\u8d1f\u8d23\u6570\u636e\u6821\u9a8c\u3001\u5355\u53ea\u80a1\u7968\u6307\u6807\u8ba1\u7b97\u53ca\u591a\u80a1\u7968\u6c47\u603b\u3002\u5bf9\u4e8e\u9700\u8981\u957f\u671f\u8fd0\u884c\u7684\u91cf\u5316\u7cfb\u7edf&#xff0c;\u8fd8\u5e94\u8865\u5145\u65f6\u95f4\u8bb0\u5f55\u3001\u9519\u8bef\u76d1\u63a7\u548c\u539f\u59cb\u6570\u636e\u7559\u5b58&#xff0c;\u907f\u514d\u7edf\u8ba1\u8868\u770b\u8d77\u6765\u5b8c\u6574&#xff0c;\u5e95\u5c42\u6570\u636e\u5374\u65e0\u6cd5\u9a8c\u8bc1\u3002<\/p>\n<h4>\u53c2\u8003<\/h4>\n<p>QuantDash Python SDK \u6587\u6863&#xff1a;https:\/\/docs.quantdash.net\/zh-Hans\/sdk\/python-quickstart<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4e00\u53e5\u8bdd\u56de\u7b54<br 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