一、日本金融市场特色与数据价值
日本作为全球第三大经济体,其金融市场具有以下显著特点:
- 成熟稳定:日经225指数包含日本顶级蓝筹股
- 独特交易时段:上午9:00-11:30,下午12:30-15:00(JST)
- 高流动性:TOPIX指数成分股日均成交额超3万亿日元
- IPO特色:新兴成长股集中在Mothers和JASDAQ市场
- 外资参与度高:占东京证券交易所交易量约70%
二、环境配置与基础对接
1. API密钥与基础配置
# 基础配置
API_KEY = "your_japan_api_key" # 通过StockTV官网申请
BASE_URL = "https://api.stocktv.top"
JAPAN_ID = 35 # 日本国家代码
TSE_EXCHANGE = "TSE" # 东京证券交易所代码# 时区设置
import pytz
jst = pytz.timezone('Asia/Tokyo')
2. 安装必要库
pip install requests websocket-client pandas plotly python-dotenv
三、K线数据专业对接方案
1. 多周期K线获取接口
def get_japan_kline(stock_code, interval="1d", market="TSE1"):"""获取日本股票K线数据:param stock_code: 股票代码(如7203.T):param interval: 时间间隔(1m/5m/15m/1h/1d):param market: 市场类型(TSE1/TSE2/Mothers/JASDAQ)"""url = f"{BASE_URL}/stock/kline"params = {"symbol": stock_code,"market": market,"interval": interval,"countryId": JAPAN_ID,"key": API_KEY}response = requests.get(url, params=params)data = response.json()# 转换为DataFrame并处理时区df = pd.DataFrame(data['data'])df['time'] = pd.to_datetime(df['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert(jst)return df# 获取丰田汽车(7203.T)日K数据
toyota_kline = get_japan_kline("7203.T", interval="1d")
2. 专业K线可视化(日本特色)
import plotly.graph_objects as go
from plotly.subplots import make_subplotsdef plot_japanese_stock(df, title):# 创建带成交量的子图fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.05,row_heights=[0.7, 0.3])# K线主图(日本常用红色表示下跌)fig.add_trace(go.Candlestick(x=df['time'],open=df['open'],high=df['high'],low=df['low'],close=df['close'],name='K线',increasing_line_color='blue', # 日本市场通常用蓝色表示上涨decreasing_line_color='red' # 红色表示下跌), row=1, col=1)# 添加日本常用的25日均线(月线)df['MA25'] = df['close'].rolling(25).mean()fig.add_trace(go.Scatter(x=df['time'],y=df['MA25'],name='MA25',line=dict(color='orange', width=1.5)), row=1, col=1)# 成交量柱状图(日本常用单位:千股)df['volume_1000'] = df['volume'] / 1000fig.add_trace(go.Bar(x=df['time'],y=df['volume_1000'],name='成交量(千股)',marker_color='grey'), row=2, col=1)fig.update_layout(title=f'{title} - 日本市场',xaxis_title='东京时间(JST)',yaxis_title='价格(JPY)',template="plotly_white",hovermode="x unified",height=600)# 隐藏周末和非交易时间fig.update_xaxes(rangeslider_visible=False,rangebreaks=[{'bounds': ['sat', 'mon']}, # 隐藏周末{'bounds': [11.5, 12.5, 'hour']} # 隐藏午间休市])fig.show()plot_japanese_stock(toyota_kline, "丰田汽车(7203.T)")
四、实时行情数据对接
1. WebSocket实时数据订阅
class JapanRealtimeData:def __init__(self):self.symbol_map = {"7203.T": "丰田汽车","9984.T": "软银集团","9433.T": "KDDI"}def on_message(self, ws, message):data = json.loads(message)# 处理股票行情if data.get('type') == 'stock':symbol = data['symbol']name = self.symbol_map.get(symbol, symbol)change = data.get('chgPct', 0)# 日本市场特殊颜色表示color = "🔵" if change >= 0 else "🔴"print(f"{color} {name}({symbol}): {data['last']:,} JPY "f"({change:+.2f}%) 成交量: {data['volume']:,}")# 处理指数行情elif data.get('type') == 'index':print(f"📊 {data['name']}: {data['last']:,} "f"({data.get('chgPct', 0):+.2f}%)")def start(self):ws = websocket.WebSocketApp(f"wss://ws-api.stocktv.top/connect?key={API_KEY}",on_message=self.on_message,on_open=self.on_open)# 启动独立线程self.ws_thread = threading.Thread(target=ws.run_forever)self.ws_thread.daemon = Trueself.ws_thread.start()def on_open(self, ws):# 订阅日本龙头股和日经225指数subscribe_msg = {"action": "subscribe","countryId": JAPAN_ID,"symbols": list(self.symbol_map.keys()),"indices": ["N225"] # 日经225指数代码}ws.send(json.dumps(subscribe_msg))# 启动实时服务
jp_realtime = JapanRealtimeData()
jp_realtime.start()
五、日本IPO新股数据对接
1. 获取IPO日历与详情
def get_japan_ipo_list(status="upcoming"):"""获取日本IPO列表:param status: upcoming(即将上市)/recent(近期上市)"""url = f"{BASE_URL}/stock/getIpo"params = {"countryId": JAPAN_ID,"status": status,"key": API_KEY}response = requests.get(url, params=params)return response.json()# 获取即将上市的IPO
upcoming_ipos = get_japan_ipo_list()
print("日本即将上市IPO:")
for ipo in upcoming_ipos['data'][:3]:print(f"- {ipo['company']} ({ipo['symbol']})")print(f" 市场: {ipo.get('exchange', 'N/A')}")print(f" 发行价: {ipo['ipoPrice']:,} JPY")print(f" 上市日期: {ipo['date']}")# 获取近期IPO表现
recent_ipos = get_japan_ipo_list("recent")
print("\n近期IPO首日表现:")
for ipo in recent_ipos['data'][:3]:change = (ipo['last'] - ipo['ipoPrice']) / ipo['ipoPrice'] * 100print(f"- {ipo['company']}: {ipo['ipoPrice']:,} → {ipo['last']:,} JPY "f"({change:+.2f}%)")
2. IPO数据分析可视化
def analyze_japan_ipos():ipos = get_japan_ipo_list("recent")['data']df = pd.DataFrame(ipos)# 计算收益率df['return_pct'] = (df['last'] - df['ipoPrice']) / df['ipoPrice'] * 100# 按交易所分析exchange_analysis = df.groupby('exchange')['return_pct'].agg(['mean', 'count'])print("\n分交易所IPO平均表现:")print(exchange_analysis.sort_values('mean', ascending=False))# 可视化fig = px.box(df, x='exchange', y='return_pct',title="日本各交易所IPO表现对比",labels={'exchange':'交易所', 'return_pct':'收益率(%)'})fig.show()return dfipo_analysis = analyze_japan_ipos()
六、生产环境最佳实践
1. 日本市场特殊处理
# 日本市场假期处理
JP_HOLIDAYS = ['2024-01-01', '2024-01-08', '2024-02-12', # 示例日期'2024-04-29', '2024-05-03', '2024-05-06'
]def is_japan_trading_day(date):"""检查是否为日本交易日"""date_str = date.strftime('%Y-%m-%d')weekday = date.weekday()return date_str not in JP_HOLIDAYS and weekday < 5# 处理日本特有的午间休市
def is_japan_trading_time(dt):"""检查是否为日本交易时间"""if not is_japan_trading_day(dt):return Falsehour = dt.hourreturn (9 <= hour < 11) or (12 <= hour < 15)
2. 性能优化与缓存
from functools import lru_cache
import redis# 初始化Redis
redis_client = redis.StrictRedis(host='localhost', port=6379, db=2)@lru_cache(maxsize=100)
def get_japan_stock_info(symbol):"""带缓存的股票信息查询"""cache_key = f"jp:stock:{symbol}:info"cached = redis_client.get(cache_key)if cached:return json.loads(cached)url = f"{BASE_URL}/stock/queryStocks"params = {"symbol": symbol,"countryId": JAPAN_ID,"key": API_KEY}data = safe_api_call(url, params)redis_client.setex(cache_key, 3600, json.dumps(data)) # 缓存1小时return data
七、总结与资源
核心要点回顾
- K线数据:适配日本市场特色的技术指标和颜色表示
- 实时行情:处理日本特有的交易时段和午间休市
- IPO数据:区分主板/Mothers/JASDAQ等不同市场的表现
扩展资源
- 东京证券交易所官网
- 日本证券业协会
- StockTV API文档
日本市场特别注意:
- 价格单位:股票通常以日元为单位,1手=100股
- 涨跌停限制:根据股价分4档(30%/20%/10%/5%)
- 股息支付:多数公司一年分红两次
- 关注日本特有的"株主優待"(股东优待制度)