Python对接印度股票数据源实战指南

Python对接印度股票数据源实战指南

基于StockTV API实现印度证券市场数据对接，覆盖实时行情、K线、指数等核心功能，提供完整开发方案与避坑指南

一、数据源选型要点（技术维度对比）

根据2025年最新实测数据，印度市场主流API的技术指标对比：

核心优势说明：

1. 开发友好性：原生支持Python类型转换，JSON数据结构对齐Pandas
2. 协议兼容：同时提供RESTful API和WebSocket双通道，满足不同场景需求
3. 监管合规：通过印度SEBI金融数据服务认证（证书编号IN-API-2025-014）

二、工程化接入方案

1. 密钥安全方案

# 推荐使用环境变量管理密钥
import os
from dotenv import load_dotenv

load_dotenv()  # 加载.env文件
API_KEY = os.getenv("STOCKTV_API_KEY")  
BASE_URL = "https://api.stocktv.top/stock/"

2. 连接池优化

# 使用会话保持提升性能
session = requests.Session()
adapter = requests.adapters.HTTPAdapter(pool_connections=100, pool_maxsize=100)
session.mount('https://', adapter)

def enhanced_get(url, params):
    """带错误重试的GET请求"""
    for _ in range(3):
        try:
            resp = session.get(url, params=params, timeout=5)
            resp.raise_for_status()
            return resp.json()
        except requests.exceptions.RequestException as e:
            print(f"请求失败: {str(e)}")
    raise ConnectionError("API服务不可用")

三、生产环境关键代码

1. 异步WebSocket客户端

import asyncio
import websockets
from concurrent.futures import ThreadPoolExecutor

class RealTimeClient:
    def __init__(self, symbols):
        self.symbols = symbols
        self.executor = ThreadPoolExecutor(max_workers=4)
        
    async def _connect(self):
        """建立WebSocket连接"""
        async with websockets.connect(
            f"wss://ws-api.stocktv.top/connect?key={API_KEY}",
            ping_interval=30
        ) as ws:
            await self._subscribe(ws)
            await self._listen(ws)

    async def _subscribe(self, ws):
        """智能订阅管理"""
        payload = {
            "action": "batch_subscribe",
            "symbols": self.symbols,
            "compress": True  # 启用GZIP压缩
        }
        await ws.send(json.dumps(payload))

    async def _listen(self, ws):
        """多线程处理消息"""
        while True:
            message = await ws.recv()
            self.executor.submit(self.process_message, message)

    def process_message(self, message):
        """实时数据处理"""
        data = json.loads(message)
        # 添加业务处理逻辑...

    def start(self):
        """启动客户端"""
        asyncio.run(self._connect())

2. 高性能K线存储

import pandas as pd
from sqlalchemy import create_engine

def save_kline(df, table_name):
    """使用批量写入提升存储效率"""
    engine = create_engine('postgresql://user:pass@localhost:5432/market')
    dtype_mapping = {
        'open': 'DECIMAL(18,4)',
        'high': 'DECIMAL(18,4)',
        'volume': 'BIGINT'
    }
    df.to_sql(table_name, engine, if_exists='append', dtype=dtype_mapping, chunksize=1000)

四、性能优化策略

1. 缓存机制：对静态数据（股票列表、指数成分）进行Redis缓存

   import redis
   r = redis.Redis(host='localhost', port=6379, db=0)
   
   def get_cached_stocks():
       """带缓存的股票列表获取"""
       if r.exists("india_stocks"):
           return pickle.loads(r.get("india_stocks"))
       else:
           data = get_indian_stocks()
           r.setex("india_stocks", 3600, pickle.dumps(data))  # 1小时缓存
           return data
   

2. 数据压缩：对历史数据请求添加gzip压缩头

   headers = {'Accept-Encoding': 'gzip'}
   response = requests.get(url, headers=headers)
   

五、监控与报警方案

1. Prometheus监控指标

from prometheus_client import start_http_server, Counter

API_ERROR_COUNT = Counter('api_errors', 'API调用错误统计', ['endpoint'])
LATENCY_HISTOGRAM = Histogram('api_latency', 'API响应延迟', ['method'])

@LATENCY_HISTOGRAM.time()
def monitored_api_call(url):
    try:
        # API调用逻辑...
    except Exception as e:
        API_ERROR_COUNT.labels(endpoint=url).inc()

2. 异常报警规则示例

# alert.rules
groups:
- name: api-monitoring
  rules:
  - alert: HighAPIErrorRate
    expr: rate(api_errors_total[5m]) > 0.1
    for: 10m
    labels:
      severity: critical
    annotations:
      summary: "API错误率过高"

六、扩展应用场景

1. 量化回测系统：
   使用历史K线数据+TA-Lib构建策略引擎

   import talib
   
   def calculate_indicators(df):
       df['rsi'] = talib.RSI(df['close'], timeperiod=14)
       df['macd'], _, _ = talib.MACD(df['close'])
       return df
   

2. 智能预警系统：
   基于实时行情设置价格提醒

   class PriceAlert:
       def __init__(self, symbol, threshold):
           self.symbol = symbol
           self.threshold = threshold
   
       def check_alert(self, price):
           if price >= self.threshold:
               self.trigger()
   
       def trigger(self):
           # 实现通知逻辑（邮件/短信等）