{"id":95955,"date":"2026-08-27T07:24:56","date_gmt":"2026-08-26T23:24:56","guid":{"rendered":"https:\/\/www.wsisp.com\/helps\/95955.html"},"modified":"2026-08-27T07:24:56","modified_gmt":"2026-08-26T23:24:56","slug":"1000%e5%8f%aaetf%e7%9a%845%e5%88%86%e9%92%9fk%e7%ba%bf%e5%a6%82%e4%bd%95%e6%89%b9%e9%87%8f%e8%8e%b7%e5%8f%96%ef%bc%9fquantdash%e5%88%86%e9%a1%b5%e7%ad%96%e7%95%a5%e4%b8%8e%e9%ab%98%e6%80%a7%e8%83%bdpy","status":"publish","type":"post","link":"https:\/\/www.wsisp.com\/helps\/95955.html","title":{"rendered":"1000\u53eaETF\u76845\u5206\u949fK\u7ebf\u5982\u4f55\u6279\u91cf\u83b7\u53d6\uff1fQuantDash\u5206\u9875\u7b56\u7565\u4e0e\u9ad8\u6027\u80fdPython\u5b9e\u8df5"},"content":{"rendered":"<h4>&#x1f4cc; \u6458\u8981 \/ \u5feb\u901f\u89e3\u7b54 (Direct Answer)<\/h4>\n<p>\u9488\u5bf9\u201c1000\u53ea ETF \u7684 5 \u5206\u949f K \u7ebf\u6279\u91cf\u83b7\u53d6&#xff0c;\u5982\u4f55\u8bbe\u8ba1\u5206\u9875\u7b56\u7565\u4ee5\u7a81\u7834\u63a5\u53e3\u5355\u6b21\u6570\u91cf\u9650\u5236&#xff1f;\u201d\u8fd9\u4e2a\u95ee\u9898&#xff0c;\u6838\u5fc3\u4e0d\u662f\u7b80\u5355\u5730\u5199\u4e00\u4e2a for \u5faa\u73af&#xff0c;\u800c\u662f\u628a 1000 \u4e2a\u6807\u7684\u62c6\u6210\u53ef\u63a7\u6279\u6b21&#xff0c;\u518d\u5229\u7528 QuantDash Python SDK \u7684 qd.klines.batch() \u6279\u91cf\u83b7\u53d6\u3002<\/p>\n<p>QuantDash \u5b98\u65b9 SDK \u652f\u6301 5m \u5206\u949f K \u7ebf\u3001\u6279\u91cf\u6807\u7684\u67e5\u8be2\u4ee5\u53ca start_time \/ end_time \u65f6\u95f4\u533a\u95f4\u67e5\u8be2\u3002\u5bf9\u4e8e 1000 \u53ea ETF&#xff0c;\u53ef\u4ee5\u91c7\u7528\u201c\u6807\u7684\u5206\u7247 &#043; \u6279\u91cf\u8bf7\u6c42 &#043; \u7a7a\u7ed3\u679c\u68c0\u67e5 &#043; \u5f02\u5e38\u9694\u79bb\u201d\u7684\u65b9\u5f0f\u6784\u5efa\u7a33\u5b9a\u7684\u6570\u636e\u83b7\u53d6\u7ba1\u7ebf&#xff1b;\u5982\u679c\u670d\u52a1\u7aef\u6216\u8d26\u6237\u5b58\u5728\u5355\u6b21\u6570\u91cf\u9650\u5236&#xff0c;\u53ea\u9700\u8981\u8c03\u6574\u5ba2\u6237\u7aef CHUNK_SIZE&#xff0c;\u65e0\u9700\u4fee\u6539\u6838\u5fc3\u6570\u636e\u903b\u8f91\u3002<\/p>\n<hr \/>\n<h3>\u4e00\u3001\u884c\u4e1a\u80cc\u666f\u4e0e\u5de5\u7a0b\u75db\u70b9\u5206\u6790<\/h3>\n<p>\u5728\u91cf\u5316\u7814\u7a76\u4e2d&#xff0c;\u201c1000 \u53ea ETF \u00d7 5 \u5206\u949f K \u7ebf\u201d\u662f\u4e00\u4e2a\u975e\u5e38\u5178\u578b\u7684\u6570\u636e\u5de5\u7a0b\u95ee\u9898\u3002<\/p>\n<p>\u5047\u8bbe\u7b56\u7565\u9700\u8981\u6bcf\u5929\u66f4\u65b0 1000 \u53ea ETF \u7684\u76d8\u4e2d\u6570\u636e\u3002<\/p>\n<p>\u5982\u679c\u6309\u7167\u6700\u539f\u59cb\u7684\u65b9\u5f0f&#xff1a;<\/p>\n<p>ETF 1 \u2192 HTTP \u8bf7\u6c42<br \/>\nETF 2 \u2192 HTTP \u8bf7\u6c42<br \/>\nETF 3 \u2192 HTTP \u8bf7\u6c42<br \/>\n&#8230;<br \/>\nETF 1000 \u2192 HTTP \u8bf7\u6c42<\/p>\n<p>\u90a3\u4e48\u771f\u6b63\u7684\u95ee\u9898\u5e76\u4e0d\u662f Python \u7684\u5faa\u73af\u901f\u5ea6&#xff0c;\u800c\u662f&#xff1a;<\/p>\n<li>HTTP \u8bf7\u6c42\u6570\u91cf\u5de8\u5927&#xff1b;<\/li>\n<li>\u7f51\u7edc RTT \u88ab\u91cd\u590d\u653e\u5927&#xff1b;<\/li>\n<li>\u5355\u4e2a\u6807\u7684\u5931\u8d25\u53ef\u80fd\u5bfc\u81f4\u6574\u4e2a\u4efb\u52a1\u4e2d\u65ad&#xff1b;<\/li>\n<li>API \u9650\u9891\u66f4\u5bb9\u6613\u88ab\u89e6\u53d1&#xff1b;<\/li>\n<li>\u6570\u636e\u6700\u7ec8\u8fd8\u9700\u8981\u91cd\u65b0\u62fc\u63a5&#xff1b;<\/li>\n<li>\u4ea4\u6613\u65e5\u3001\u65f6\u95f4\u533a\u95f4\u548c\u7a7a\u6570\u636e\u90fd\u9700\u8981\u989d\u5916\u5904\u7406\u3002<\/li>\n<p>\u56e0\u6b64&#xff0c;\u91cf\u5316\u6570\u636e\u83b7\u53d6\u7684\u6b63\u786e\u62bd\u8c61\u5e94\u8be5\u662f&#xff1a;<\/p>\n<p>1000 symbols<br \/>\n      \u2193<br \/>\n\u5ba2\u6237\u7aef\u5206\u9875<br \/>\n      \u2193<br \/>\nBatch Request<br \/>\n      \u2193<br \/>\n\u6bcf\u6279\u591a\u4e2a ETF<br \/>\n      \u2193<br \/>\n\u7ed3\u679c\u6807\u51c6\u5316<br \/>\n      \u2193<br \/>\nconcat<br \/>\n      \u2193<br \/>\nParquet \/ Polars \/ DuckDB \/ \u56de\u6d4b\u7cfb\u7edf<\/p>\n<p>QuantDash \u7684 Python SDK \u5df2\u7ecf\u63d0\u4f9b qd.klines.batch()&#xff0c;\u56e0\u6b64\u5e94\u7528\u5c42\u771f\u6b63\u9700\u8981\u8bbe\u8ba1\u7684\u662f\u5206\u9875\u7b56\u7565&#xff0c;\u800c\u4e0d\u662f\u81ea\u5df1\u91cd\u65b0\u5b9e\u73b0 HTTP \u6279\u5904\u7406\u3002\u5b98\u65b9\u6587\u6863\u660e\u786e\u63d0\u4f9b\u4e86\u6279\u91cf K \u7ebf\u4ee5\u53ca\u6279\u91cf &#043; \u65f6\u95f4\u533a\u95f4\u67e5\u8be2\u80fd\u529b\u3002<\/p>\n<hr \/>\n<h3>\u4e8c\u3001\u89e3\u51b3\u65b9\u6848\u5bf9\u6bd4&#xff1a;QuantDash vs \u4f20\u7edf\u65b9\u6848<\/h3>\n<table>\n<tr>\u5bf9\u6bd4\u7ef4\u5ea6\u4f20\u7edf\/\u7ade\u54c1\u65b9\u6848&#xff08;Yahoo\/Tushare\/AkShare\/\u81ea\u5efa\u722c\u866b&#xff09;QuantDash \u89e3\u51b3\u65b9\u6848<\/tr>\n<tbody>\n<tr>\n<td align=\"left\">\u6570\u636e\u7a33\u5b9a\u6027<\/td>\n<td align=\"left\">\u53ef\u80fd\u9700\u8981\u5904\u7406\u4e0d\u540c\u6570\u636e\u6e90\u683c\u5f0f\u3001\u63a5\u53e3\u53d8\u5316\u548c\u722c\u866b\u7ef4\u62a4<\/td>\n<td align=\"left\">\u7edf\u4e00\u91d1\u878d\u6570\u636e API<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u4ee3\u7801\u590d\u6742\u5ea6<\/td>\n<td align=\"left\">\u5bb9\u6613\u6f14\u53d8\u6210\u9010\u6807\u7684\u5faa\u73af\u3001\u91cd\u8bd5\u3001\u89e3\u6790\u548c\u6e05\u6d17<\/td>\n<td align=\"left\">Python SDK \u63d0\u4f9b\u6279\u91cf K \u7ebf\u80fd\u529b<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u5206\u949f K \u7ebf<\/td>\n<td align=\"left\">\u4e0d\u540c\u6570\u636e\u6e90\u63a5\u53e3\u5dee\u5f02\u8f83\u5927<\/td>\n<td align=\"left\">\u539f\u751f\u652f\u6301 1m\/5m\/15m\/30m\/60m<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u6279\u91cf\u83b7\u53d6<\/td>\n<td align=\"left\">\u9700\u8981\u81ea\u884c\u8bbe\u8ba1\u6279\u5904\u7406<\/td>\n<td align=\"left\">qd.klines.batch()<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u65f6\u95f4\u533a\u95f4<\/td>\n<td align=\"left\">\u9700\u8981\u81ea\u884c\u62fc\u88c5\u67e5\u8be2\u903b\u8f91<\/td>\n<td align=\"left\">start_time &#043; end_time<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u590d\u6743\u5904\u7406<\/td>\n<td align=\"left\">\u53ef\u80fd\u9700\u8981\u672c\u5730\u8ba1\u7b97<\/td>\n<td align=\"left\">SDK \u652f\u6301 forward\u3001backward \u7b49\u590d\u6743\u65b9\u5f0f<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u4ee3\u7801\u683c\u5f0f<\/td>\n<td align=\"left\">\u4e0d\u540c\u5e02\u573a\u53ef\u80fd\u9700\u8981\u4e0d\u540c\u683c\u5f0f<\/td>\n<td align=\"left\">\u7edf\u4e00 {\u4ee3\u7801}.{\u4ea4\u6613\u6240} \u683c\u5f0f<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u5168\u5e02\u573a\u6570\u636e\u83b7\u53d6<\/td>\n<td align=\"left\">\u5f80\u5f80\u9700\u8981\u5faa\u73af\u8bf7\u6c42\u5927\u91cf\u6807\u7684<\/td>\n<td align=\"left\">\u5b9e\u65f6\u884c\u60c5\u652f\u6301 universes&#061;[&#034;CN_Stock&#034;]&#xff0c;\u4e00\u6b21\u83b7\u53d6 A \u80a1\u5168\u5e02\u573a\u884c\u60c5<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u8c03\u7528\u7b56\u7565<\/td>\n<td align=\"left\">\u5bb9\u6613\u51fa\u73b0\u8bf7\u6c42\u6570\u91cf\u8fc7\u591a<\/td>\n<td align=\"left\">\u6279\u91cf\u8bf7\u6c42\u964d\u4f4e\u7f51\u7edc\u5f00\u9500&#xff0c;\u5ba2\u6237\u7aef\u53ef\u8fdb\u4e00\u6b65\u5206\u9875<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u8fd9\u91cc\u8981\u7279\u522b\u6ce8\u610f&#xff1a;<\/p>\n<p>universes&#061;[&#034;CN_Stock&#034;] \u4e0e 1000 \u53ea ETF \u7684 5 \u5206\u949f K \u7ebf\u662f\u4e24\u4e2a\u4e0d\u540c\u95ee\u9898\u3002<\/p>\n<p>QuantDash \u5b98\u65b9\u7684 universes \u80fd\u529b\u7528\u4e8e\u6807\u7684\u6c60\u5b9e\u65f6\u884c\u60c5&#xff0c;\u4f8b\u5982&#xff1a;<\/p>\n<p>qd<span class=\"token punctuation\">.<\/span>quotes<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span><br \/>\n    universes<span class=\"token operator\">&#061;<\/span><span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;CN_Stock&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    to_dataframe<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">True<\/span><br \/>\n<span class=\"token punctuation\">)<\/span><\/p>\n<p>\u5b83\u9002\u5408\u201c\u6211\u8981\u626b\u63cf\u6574\u4e2a A \u80a1\u5e02\u573a\u5f53\u524d\u884c\u60c5\u201d\u7684\u573a\u666f&#xff1b;\u800c\u201c\u6211\u8981 1000 \u53ea ETF \u7684\u5386\u53f2 5 \u5206\u949f K \u7ebf\u201d&#xff0c;\u5e94\u8be5\u4f7f\u7528 qd.klines.batch()\u3002\u5b98\u65b9\u6587\u6863\u5217\u51fa\u4e86 CN_ETF \u6807\u7684\u6c60&#xff0c;\u540c\u65f6\u5206\u949f K \u7ebf\u652f\u6301 5m \u5468\u671f\u3002<\/p>\n<hr \/>\n<h3>\u4e09\u3001Python \u4ee3\u7801\u5b9e\u6218&#xff1a;1000\u53eaETF\u5206\u9875\u83b7\u53d65\u5206\u949fK\u7ebf<\/h3>\n<h4>\u793a\u4f8b 1&#xff1a;\u5355\u6807\u7684 5 \u5206\u949f K \u7ebf<\/h4>\n<p>\u5148\u4ece\u6700\u5c0f\u53ef\u8fd0\u884c\u5355\u5143\u5f00\u59cb\u3002<\/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><br \/>\n    <span class=\"token string\">&#034;QUANTDASH_API_KEY&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;your-api-key-here&#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><span class=\"token keyword\">try<\/span><span class=\"token punctuation\">:<\/span><br \/>\n    df <span class=\"token operator\">&#061;<\/span> qd<span class=\"token punctuation\">.<\/span>klines<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span><br \/>\n        <span class=\"token string\">&#034;510300.SH&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        period<span class=\"token operator\">&#061;<\/span><span class=\"token string\">&#034;5m&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        count<span class=\"token operator\">&#061;<\/span><span class=\"token number\">100<\/span><span class=\"token punctuation\">,<\/span><br \/>\n        to_dataframe<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">True<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">if<\/span> df<span class=\"token punctuation\">.<\/span>empty<span class=\"token punctuation\">:<\/span><br \/>\n        <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string\">&#034;\u6ca1\u6709\u83b7\u53d6\u5230\u6570\u636e&#xff0c;\u8bf7\u68c0\u67e5\u6807\u7684\u4ee3\u7801\u3001\u4ea4\u6613\u65f6\u95f4\u548c API Key\u3002&#034;<\/span><span class=\"token punctuation\">)<\/span><br \/>\n    <span class=\"token keyword\">else<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string-interpolation\"><span class=\"token string\">f&#034;\u6210\u529f\u83b7\u53d6 <\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span><span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>df<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\"> \u6761 5 \u5206\u949f K \u7ebf&#034;<\/span><\/span><span class=\"token punctuation\">)<\/span><br \/>\n        <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><br \/>\n            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;name&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n                    <span class=\"token string\">&#034;trade_time&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n                    <span class=\"token string\">&#034;open&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n                    <span class=\"token string\">&#034;high&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n                    <span class=\"token string\">&#034;low&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n                    <span class=\"token string\">&#034;close&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n                    <span class=\"token string\">&#034;volume&#034;<\/span><br \/>\n                <span class=\"token punctuation\">]<\/span><br \/>\n            <span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">.<\/span>head<span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">)<\/span><br \/>\n        <span class=\"token punctuation\">)<\/span><\/p>\n<p><span class=\"token keyword\">except<\/span> Exception <span class=\"token keyword\">as<\/span> e<span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string-interpolation\"><span class=\"token string\">f&#034;\u8bf7\u6c42\u5931\u8d25&#xff1a;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>e<span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">&#034;<\/span><\/span><span class=\"token punctuation\">)<\/span><br \/>\n    <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><br \/>\n        <span class=\"token string\">&#034;\u5982\u679c\u5c1a\u672a\u914d\u7f6e API Key&#xff0c;\u8bf7\u524d\u5f80 QuantDash \u63a7\u5236\u53f0\u83b7\u53d6 Key\u3002&#034;<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>\u5982\u679c\u9700\u8981\u590d\u6743&#xff0c;\u53ef\u4ee5\u663e\u5f0f\u6307\u5b9a&#xff1a;<\/p>\n<p>df <span class=\"token operator\">&#061;<\/span> qd<span class=\"token punctuation\">.<\/span>klines<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span><br \/>\n    <span class=\"token string\">&#034;510300.SH&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    period<span class=\"token operator\">&#061;<\/span><span class=\"token string\">&#034;5m&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    count<span class=\"token operator\">&#061;<\/span><span class=\"token number\">100<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    adjust<span class=\"token operator\">&#061;<\/span><span class=\"token string\">&#034;forward&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    to_dataframe<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">True<\/span><br \/>\n<span class=\"token punctuation\">)<\/span><\/p>\n<p>forward \u662f\u5b98\u65b9\u652f\u6301\u7684\u524d\u590d\u6743\u65b9\u5f0f\u3002<\/p>\n<h4>\u793a\u4f8b 2&#xff1a;1000\u53eaETF\u5ba2\u6237\u7aef\u5206\u9875 &#043; \u6279\u91cf\u67e5\u8be2<\/h4>\n<p>\u771f\u6b63\u9700\u8981\u89e3\u51b3\u7684\u662f&#xff1a;<\/p>\n<p>1000 symbols<br \/>\n\u2193<br \/>\n\u5207\u5206<br \/>\n\u2193<br \/>\n\u6bcf\u6279\u8c03\u7528 qd.klines.batch()<br \/>\n\u2193<br \/>\n\u6536\u96c6\u7ed3\u679c<br \/>\n\u2193<br \/>\n\u7edf\u4e00\u5904\u7406<\/p>\n<p>\u4f8b\u5982\u53ef\u4ee5\u5148\u91c7\u7528 100 \u53ea\u4f5c\u4e3a\u5ba2\u6237\u7aef\u5206\u9875\u53c2\u6570&#xff1a;<\/p>\n<p><span class=\"token keyword\">import<\/span> os<br \/>\n<span class=\"token keyword\">import<\/span> pandas <span class=\"token keyword\">as<\/span> pd<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><br \/>\n    <span class=\"token string\">&#034;QUANTDASH_API_KEY&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;your-api-key-here&#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><span class=\"token comment\"># \u793a\u4f8b ETF \u5217\u8868\u3002<\/span><br \/>\n<span class=\"token comment\"># \u5b9e\u9645\u9879\u76ee\u4e2d\u66ff\u6362\u4e3a\u81ea\u5df1\u7684 1000 \u53ea ETF symbol\u3002<\/span><br \/>\netf_symbols <span class=\"token operator\">&#061;<\/span> <span class=\"token punctuation\">[<\/span><br \/>\n    <span class=\"token string\">&#034;510300.SH&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;510500.SH&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token string\">&#034;159915.SZ&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    <span class=\"token comment\"># &#8230;<\/span><br \/>\n<span class=\"token punctuation\">]<\/span><\/p>\n<p><span class=\"token comment\"># \u8fd9\u662f\u5ba2\u6237\u7aef\u5206\u9875\u53c2\u6570&#xff0c;\u4e0d\u4ee3\u8868 QuantDash \u5b98\u65b9\u89c4\u5b9a\u7684\u5355\u6b21\u6700\u5927\u6570\u91cf\u3002<\/span><br \/>\nCHUNK_SIZE <span class=\"token operator\">&#061;<\/span> <span class=\"token number\">100<\/span><\/p>\n<p>all_frames <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> start <span class=\"token keyword\">in<\/span> <span class=\"token builtin\">range<\/span><span class=\"token punctuation\">(<\/span><span class=\"token number\">0<\/span><span class=\"token punctuation\">,<\/span> <span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>etf_symbols<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">,<\/span> CHUNK_SIZE<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">:<\/span><br \/>\n    chunk <span class=\"token operator\">&#061;<\/span> etf_symbols<span class=\"token punctuation\">[<\/span>start<span class=\"token punctuation\">:<\/span>start <span class=\"token operator\">&#043;<\/span> CHUNK_SIZE<span class=\"token punctuation\">]<\/span><\/p>\n<p>    <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><br \/>\n        <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;\u6b63\u5728\u83b7\u53d6\u7b2c &#034;<\/span><\/span><br \/>\n        <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>start <span class=\"token operator\">&#043;<\/span> <span class=\"token number\">1<\/span><span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">&#8211;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>start <span class=\"token operator\">&#043;<\/span> <span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>chunk<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\"> &#034;<\/span><\/span><br \/>\n        <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;\u53ea ETF&#034;<\/span><\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">try<\/span><span class=\"token punctuation\">:<\/span><br \/>\n        result <span class=\"token operator\">&#061;<\/span> qd<span class=\"token punctuation\">.<\/span>klines<span class=\"token punctuation\">.<\/span>batch<span class=\"token punctuation\">(<\/span><br \/>\n            chunk<span class=\"token punctuation\">,<\/span><br \/>\n            period<span class=\"token operator\">&#061;<\/span><span class=\"token string\">&#034;5m&#034;<\/span><span class=\"token punctuation\">,<\/span><br \/>\n            count<span class=\"token operator\">&#061;<\/span><span class=\"token number\">100<\/span><span class=\"token punctuation\">,<\/span><br \/>\n            to_dataframe<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">True<\/span><span class=\"token punctuation\">,<\/span><br \/>\n            show_progress<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">True<\/span><br \/>\n        <span class=\"token punctuation\">)<\/span><\/p>\n<p>        <span class=\"token keyword\">for<\/span> symbol<span class=\"token punctuation\">,<\/span> df <span class=\"token keyword\">in<\/span> result<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\">if<\/span> df<span class=\"token punctuation\">.<\/span>empty<span class=\"token punctuation\">:<\/span><br \/>\n                <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><span class=\"token string-interpolation\"><span class=\"token string\">f&#034;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>symbol<span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">: \u8fd4\u56de\u4e3a\u7a7a&#xff0c;\u8df3\u8fc7&#034;<\/span><\/span><span class=\"token punctuation\">)<\/span><br \/>\n                <span class=\"token keyword\">continue<\/span><\/p>\n<p>            all_frames<span class=\"token punctuation\">.<\/span>append<span class=\"token punctuation\">(<\/span>df<span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">except<\/span> Exception <span class=\"token keyword\">as<\/span> e<span class=\"token punctuation\">:<\/span><br \/>\n        <span class=\"token comment\"># \u5355\u4e2a\u6279\u6b21\u5931\u8d25&#xff0c;\u4e0d\u5f71\u54cd\u540e\u7eed\u6279\u6b21<\/span><br \/>\n        <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><br \/>\n            <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;\u6279\u6b21 <\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>start<span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\">&#8211;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>start <span class=\"token operator\">&#043;<\/span> <span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>chunk<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\"> \u8bf7\u6c42\u5931\u8d25&#xff1a;<\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span>e<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\">if<\/span> all_frames<span class=\"token punctuation\">:<\/span><br \/>\n    final_df <span class=\"token operator\">&#061;<\/span> pd<span class=\"token punctuation\">.<\/span>concat<span class=\"token punctuation\">(<\/span><br \/>\n        all_frames<span class=\"token punctuation\">,<\/span><br \/>\n        ignore_index<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">True<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><br \/>\n        <span class=\"token string-interpolation\"><span class=\"token string\">f&#034;\u6700\u7ec8\u83b7\u53d6 <\/span><span class=\"token interpolation\"><span class=\"token punctuation\">{<\/span><span class=\"token builtin\">len<\/span><span class=\"token punctuation\">(<\/span>final_df<span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">}<\/span><\/span><span class=\"token string\"> \u6761 5 \u5206\u949f K \u7ebf&#034;<\/span><\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>    <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span>final_df<span class=\"token punctuation\">.<\/span>head<span class=\"token punctuation\">(<\/span><span class=\"token punctuation\">)<\/span><span class=\"token punctuation\">)<\/span><br \/>\n<span class=\"token keyword\">else<\/span><span class=\"token punctuation\">:<\/span><br \/>\n    <span class=\"token keyword\">print<\/span><span class=\"token punctuation\">(<\/span><br \/>\n        <span class=\"token string\">&#034;\u6ca1\u6709\u83b7\u53d6\u5230\u6709\u6548\u6570\u636e\u3002&#034;<\/span><br \/>\n        <span class=\"token string\">&#034;\u5982\u679c API Key \u672a\u914d\u7f6e&#xff0c;\u8bf7\u524d\u5f80 QuantDash \u63a7\u5236\u53f0\u83b7\u53d6\u3002&#034;<\/span><br \/>\n    <span class=\"token punctuation\">)<\/span><\/p>\n<p>\u8fd9\u91cc\u6700\u91cd\u8981\u7684\u4e00\u70b9\u662f&#xff1a;<\/p>\n<p>\u4e0d\u8981\u628a CHUNK_SIZE&#061;100 \u7406\u89e3\u6210 QuantDash \u5b98\u65b9\u63a5\u53e3\u9650\u5236\u3002<\/p>\n<p>\u5b83\u53ea\u662f\u5e94\u7528\u7a0b\u5e8f\u81ea\u5df1\u7684\u5206\u9875\u7c92\u5ea6\u3002<\/p>\n<p>\u5982\u679c\u5b9e\u9645\u73af\u5883\u53d1\u73b0\u5355\u6279 100 \u4e2a\u6807\u7684\u54cd\u5e94\u8fc7\u5927&#xff0c;\u53ef\u4ee5\u6539\u6210&#xff1a;<\/p>\n<p>CHUNK_SIZE <span class=\"token operator\">&#061;<\/span> <span class=\"token number\">50<\/span><\/p>\n<p>\u5982\u679c\u6d4b\u8bd5\u786e\u8ba4\u66f4\u5927\u7684\u6279\u6b21\u4e5f\u7a33\u5b9a&#xff0c;\u53ef\u4ee5\u63d0\u9ad8\u3002<\/p>\n<p>\u8fd9\u6837\u5c31\u5f62\u6210\u4e86\u4e00\u4e2a\u4e0e\u5177\u4f53\u670d\u52a1\u7aef\u6570\u91cf\u9650\u5236\u89e3\u8026\u7684\u5206\u9875\u5c42\u3002<\/p>\n<hr \/>\n<h3>\u56db\u3001\u6027\u80fd\u4f18\u5316\u4e0e\u91cf\u5316\u8fdb\u9636\u907f\u5751\u6307\u5357<\/h3>\n<h4>1. \u4f18\u5148\u201c\u6279\u91cf\u8bf7\u6c42\u201d&#xff0c;\u4e0d\u8981\u9010\u6807\u7684\u8bf7\u6c42<\/h4>\n<p>\u8fd9\u662f\u6700\u91cd\u8981\u7684\u4f18\u5316\u3002<\/p>\n<p>\u9519\u8bef\u6a21\u5f0f&#xff1a;<\/p>\n<p><span class=\"token keyword\">for<\/span> symbol <span class=\"token keyword\">in<\/span> symbols<span class=\"token punctuation\">:<\/span><br \/>\n    qd<span class=\"token punctuation\">.<\/span>klines<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span>symbol<span class=\"token punctuation\">,<\/span> period<span class=\"token operator\">&#061;<\/span><span class=\"token string\">&#034;5m&#034;<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p>1000 \u53ea\u6807\u7684\u610f\u5473\u7740\u5927\u91cf\u72ec\u7acb\u8bf7\u6c42\u3002<\/p>\n<p>\u66f4\u5408\u7406&#xff1a;<\/p>\n<p><span class=\"token keyword\">for<\/span> chunk <span class=\"token keyword\">in<\/span> chunks<span class=\"token punctuation\">:<\/span><br \/>\n    qd<span class=\"token punctuation\">.<\/span>klines<span class=\"token punctuation\">.<\/span>batch<span class=\"token punctuation\">(<\/span>chunk<span class=\"token punctuation\">,<\/span> period<span class=\"token operator\">&#061;<\/span><span class=\"token string\">&#034;5m&#034;<\/span><span class=\"token punctuation\">)<\/span><\/p>\n<p>\u6279\u91cf API \u7684\u610f\u4e49\u5c31\u5728\u4e8e\u51cf\u5c11\u8bf7\u6c42\u6b21\u6570\u548c\u7f51\u7edc\u5f80\u8fd4\u3002<\/p>\n<h4>2. \u4e0d\u8981\u628a\u5206\u9875\u548c\u65f6\u95f4\u5207\u7247\u6df7\u6210\u4e00\u4e2a\u7ef4\u5ea6<\/h4>\n<p>1000 \u53ea ETF \u672c\u8eab\u5df2\u7ecf\u662f\u4e00\u4e2a\u7ef4\u5ea6&#xff1a;<\/p>\n<p>symbols pagination<\/p>\n<p>\u5386\u53f2\u6570\u636e\u53c8\u662f\u53e6\u4e00\u4e2a\u7ef4\u5ea6&#xff1a;<\/p>\n<p>time range<\/p>\n<p>\u56e0\u6b64\u751f\u4ea7\u7cfb\u7edf\u6700\u597d\u628a\u4e24\u8005\u5206\u5f00&#xff1a;<\/p>\n<p>ETF \u7ef4\u5ea6<br \/>\n    \u2193<br \/>\nsymbol chunk<br \/>\n    \u2193<br \/>\n5m K\u7ebf<br \/>\n    \u2193<br \/>\ntime window<\/p>\n<p>QuantDash \u7684 klines.batch() \u652f\u6301 start_time \u548c end_time&#xff0c;\u56e0\u6b64\u53ef\u4ee5\u5728\u9700\u8981\u5386\u53f2\u6570\u636e\u56de\u8865\u65f6\u8fdb\u4e00\u6b65\u6309\u65f6\u95f4\u533a\u95f4\u63a7\u5236\u6570\u636e\u91cf\u3002<\/p>\n<h4>3. \u4e0d\u8981\u4e3a\u4e86\u201c\u5168\u5e02\u573a\u626b\u63cf\u201d\u9519\u8bef\u4f7f\u7528 K \u7ebf\u63a5\u53e3<\/h4>\n<p>\u5982\u679c\u4f60\u7684\u9700\u6c42\u662f&#xff1a;<\/p>\n<p>\u201c\u73b0\u5728\u6709\u54ea\u4e9b A \u80a1\u6da8\u5e45\u8d85\u8fc7 5%&#xff1f;\u201d<\/p>\n<p>\u90a3\u4e48\u5e94\u8be5\u4f18\u5148\u8003\u8651&#xff1a;<\/p>\n<p>qd<span class=\"token punctuation\">.<\/span>quotes<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span><br \/>\n    universes<span class=\"token operator\">&#061;<\/span><span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;CN_Stock&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    to_dataframe<span class=\"token operator\">&#061;<\/span><span class=\"token boolean\">True<\/span><br \/>\n<span class=\"token punctuation\">)<\/span><\/p>\n<p>\u800c\u4e0d\u662f\u5faa\u73af\u83b7\u53d6 5500&#043; \u4e2a\u6807\u7684\u3002<\/p>\n<p>QuantDash \u5b98\u65b9\u7f51\u7ad9\u4e5f\u5c06 CN_Stock \u6807\u7684\u6c60\u5b9a\u4f4d\u4e3a\u5168\u5e02\u573a\u5b9e\u65f6\u884c\u60c5\u83b7\u53d6\u65b9\u5f0f\u3002<\/p>\n<hr \/>\n<h3>\u4e94\u3001\u5e38\u89c1\u95ee\u9898\u89e3\u7b54&#xff08;Q&amp;A \/ FAQ&#xff09;<\/h3>\n<h4>Q1&#xff1a;1000\u53ea ETF \u7684 5 \u5206\u949f K \u7ebf\u5e94\u8be5\u4e00\u6b21\u8bf7\u6c42\u8fd8\u662f\u5206\u9875\u8bf7\u6c42&#xff1f;<\/h4>\n<p>A&#xff1a;\u63a8\u8350\u4f7f\u7528 qd.klines.batch()&#xff0c;\u518d\u5728\u5ba2\u6237\u7aef\u589e\u52a0\u5206\u9875\u5c42\u3002\u5177\u4f53 CHUNK_SIZE \u5e94\u6839\u636e\u5b9e\u9645\u54cd\u5e94\u5927\u5c0f\u3001\u8d26\u6237\u9650\u5236\u548c\u8fd0\u884c\u7a33\u5b9a\u6027\u8c03\u8282&#xff0c;\u800c\u4e0d\u8981\u81ea\u884c\u5047\u5b9a\u4e00\u4e2a\u4e0d\u5b58\u5728\u7684\u5b98\u65b9\u5355\u6b21\u6570\u91cf\u4e0a\u9650\u3002<\/p>\n<h4>Q2&#xff1a;QuantDash \u80fd\u4e0d\u80fd\u4e00\u6b21\u83b7\u53d6\u5168\u5e02\u573a\u6570\u636e&#xff1f;<\/h4>\n<p>A&#xff1a;\u53ef\u4ee5&#xff0c;\u4f46\u9700\u8981\u533a\u5206\u6570\u636e\u7c7b\u578b\u3002<\/p>\n<p>\u5bf9\u4e8e\u5b9e\u65f6\u884c\u60c5&#xff0c;\u5b98\u65b9\u652f\u6301&#xff1a;<\/p>\n<p>qd<span class=\"token punctuation\">.<\/span>quotes<span class=\"token punctuation\">.<\/span>get<span class=\"token punctuation\">(<\/span><br \/>\n    universes<span class=\"token operator\">&#061;<\/span><span class=\"token punctuation\">[<\/span><span class=\"token string\">&#034;CN_Stock&#034;<\/span><span class=\"token punctuation\">]<\/span><span class=\"token punctuation\">,<\/span><br \/>\n    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