一、日本金融市場特色與數據價值
日本作為全球第三大經濟體,其金融市場具有以下顯著特點:
- 成熟穩定:日經225指數包含日本頂級藍籌股
- 獨特交易時段:上午9:00-11:30,下午12:30-15:00(JST)
- 高流動性:TOPIX指數成分股日均成交額超3萬億日元
- IPO特色:新興成長股集中在Mothers和JASDAQ市場
- 外資參與度高:占東京證券交易所交易量約70%
二、環境配置與基礎對接
1. API密鑰與基礎配置
# 基礎配置
API_KEY = "your_japan_api_key" # 通過StockTV官網申請
BASE_URL = "https://api.stocktv.top"
JAPAN_ID = 35 # 日本國家代碼
TSE_EXCHANGE = "TSE" # 東京證券交易所代碼# 時區設置
import pytz
jst = pytz.timezone('Asia/Tokyo')
2. 安裝必要庫
pip install requests websocket-client pandas plotly python-dotenv
三、K線數據專業對接方案
1. 多周期K線獲取接口
def get_japan_kline(stock_code, interval="1d", market="TSE1"):"""獲取日本股票K線數據:param stock_code: 股票代碼(如7203.T):param interval: 時間間隔(1m/5m/15m/1h/1d):param market: 市場類型(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()# 轉換為DataFrame并處理時區df = pd.DataFrame(data['data'])df['time'] = pd.to_datetime(df['time'], unit='ms').dt.tz_localize('UTC').dt.tz_convert(jst)return df# 獲取豐田汽車(7203.T)日K數據
toyota_kline = get_japan_kline("7203.T", interval="1d")
2. 專業K線可視化(日本特色)
import plotly.graph_objects as go
from plotly.subplots import make_subplotsdef plot_japanese_stock(df, title):# 創建帶成交量的子圖fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.05,row_heights=[0.7, 0.3])# K線主圖(日本常用紅色表示下跌)fig.add_trace(go.Candlestick(x=df['time'],open=df['open'],high=df['high'],low=df['low'],close=df['close'],name='K線',increasing_line_color='blue', # 日本市場通常用藍色表示上漲decreasing_line_color='red' # 紅色表示下跌), row=1, col=1)# 添加日本常用的25日均線(月線)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)# 成交量柱狀圖(日本常用單位: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} - 日本市場',xaxis_title='東京時間(JST)',yaxis_title='價格(JPY)',template="plotly_white",hovermode="x unified",height=600)# 隱藏周末和非交易時間fig.update_xaxes(rangeslider_visible=False,rangebreaks=[{'bounds': ['sat', 'mon']}, # 隱藏周末{'bounds': [11.5, 12.5, 'hour']} # 隱藏午間休市])fig.show()plot_japanese_stock(toyota_kline, "豐田汽車(7203.T)")
四、實時行情數據對接
1. WebSocket實時數據訂閱
class JapanRealtimeData:def __init__(self):self.symbol_map = {"7203.T": "豐田汽車","9984.T": "軟銀集團","9433.T": "KDDI"}def on_message(self, ws, message):data = json.loads(message)# 處理股票行情if data.get('type') == 'stock':symbol = data['symbol']name = self.symbol_map.get(symbol, symbol)change = data.get('chgPct', 0)# 日本市場特殊顏色表示color = "🔵" if change >= 0 else "🔴"print(f"{color} {name}({symbol}): {data['last']:,} JPY "f"({change:+.2f}%) 成交量: {data['volume']:,}")# 處理指數行情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)# 啟動獨立線程self.ws_thread = threading.Thread(target=ws.run_forever)self.ws_thread.daemon = Trueself.ws_thread.start()def on_open(self, ws):# 訂閱日本龍頭股和日經225指數subscribe_msg = {"action": "subscribe","countryId": JAPAN_ID,"symbols": list(self.symbol_map.keys()),"indices": ["N225"] # 日經225指數代碼}ws.send(json.dumps(subscribe_msg))# 啟動實時服務
jp_realtime = JapanRealtimeData()
jp_realtime.start()
五、日本IPO新股數據對接
1. 獲取IPO日歷與詳情
def get_japan_ipo_list(status="upcoming"):"""獲取日本IPO列表:param status: upcoming(即將上市)/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()# 獲取即將上市的IPO
upcoming_ipos = get_japan_ipo_list()
print("日本即將上市IPO:")
for ipo in upcoming_ipos['data'][:3]:print(f"- {ipo['company']} ({ipo['symbol']})")print(f" 市場: {ipo.get('exchange', 'N/A')}")print(f" 發行價: {ipo['ipoPrice']:,} JPY")print(f" 上市日期: {ipo['date']}")# 獲取近期IPO表現
recent_ipos = get_japan_ipo_list("recent")
print("\n近期IPO首日表現:")
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數據分析可視化
def analyze_japan_ipos():ipos = get_japan_ipo_list("recent")['data']df = pd.DataFrame(ipos)# 計算收益率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平均表現:")print(exchange_analysis.sort_values('mean', ascending=False))# 可視化fig = px.box(df, x='exchange', y='return_pct',title="日本各交易所IPO表現對比",labels={'exchange':'交易所', 'return_pct':'收益率(%)'})fig.show()return dfipo_analysis = analyze_japan_ipos()
六、生產環境最佳實踐
1. 日本市場特殊處理
# 日本市場假期處理
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):"""檢查是否為日本交易日"""date_str = date.strftime('%Y-%m-%d')weekday = date.weekday()return date_str not in JP_HOLIDAYS and weekday < 5# 處理日本特有的午間休市
def is_japan_trading_time(dt):"""檢查是否為日本交易時間"""if not is_japan_trading_day(dt):return Falsehour = dt.hourreturn (9 <= hour < 11) or (12 <= hour < 15)
2. 性能優化與緩存
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):"""帶緩存的股票信息查詢"""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)) # 緩存1小時return data
七、總結與資源
核心要點回顧
- K線數據:適配日本市場特色的技術指標和顏色表示
- 實時行情:處理日本特有的交易時段和午間休市
- IPO數據:區分主板/Mothers/JASDAQ等不同市場的表現
擴展資源
- 東京證券交易所官網
- 日本證券業協會
- StockTV API文檔
日本市場特別注意:
- 價格單位:股票通常以日元為單位,1手=100股
- 漲跌停限制:根據股價分4檔(30%/20%/10%/5%)
- 股息支付:多數公司一年分紅兩次
- 關注日本特有的"株主優待"(股東優待制度)