{"id":110,"date":"2025-06-17T02:18:26","date_gmt":"2025-06-17T02:18:26","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=110"},"modified":"2025-06-17T02:18:27","modified_gmt":"2025-06-17T02:18:27","slug":"from-tick-data-to-candlestick-charts","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/from-tick-data-to-candlestick-charts\/","title":{"rendered":"\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u304b\u3089\u30ed\u30fc\u30bd\u30af\u8db3\u30c1\u30e3\u30fc\u30c8\u3078"},"content":{"rendered":"\n

\u30ed\u30fc\u30bd\u30af\u8db3\u30c1\u30e3\u30fc\u30c8\u306f\u3001\u682a\u5f0f\u5e02\u5834\u3084\u91d1\u878d\u53d6\u5f15\u3067\u5e83\u304f\u4f7f\u7528\u3055\u308c\u3066\u3044\u308b\u30c1\u30e3\u30fc\u30c8\u30bf\u30a4\u30d7\u3067\u3001\u7279\u5b9a\u306e\u6642\u9593\u9593\u9694\u5185\u3067\u306e\u59cb\u5024\u3001\u9ad8\u5024\u3001\u5b89\u5024\u3001\u7d42\u5024\u306a\u3069\u306e\u60c5\u5831\u3092\u8868\u793a\u3059\u308b\u305f\u3081\u306b\u8a2d\u8a08\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u672c\u8a18\u4e8b\u3067\u306f\u3001\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u306e\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u3092\u3055\u307e\u3056\u307e\u306a\u6642\u9593\u67a0\u306e\u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u306b\u5909\u63db\u3059\u308b\u65b9\u6cd5\u3092\u7d39\u4ecb\u3057\u3001\u5e02\u5834\u306e\u30c8\u30ec\u30f3\u30c9\u3092\u3088\u308a\u826f\u304f\u5206\u6790\u30fb\u7406\u89e3\u3059\u308b\u305f\u3081\u306e\u57fa\u672c\u7684\u306a\u8a08\u7b97\u65b9\u6cd5\u3084\u5f0f\u3092\u63d0\u4f9b\u3057\u307e\u3059\u3002<\/p>\n\n\n\n

1. \u30ed\u30fc\u30bd\u30af\u8db3\u30c1\u30e3\u30fc\u30c8\u306e\u7d39\u4ecb<\/strong><\/h2>\n\n\n\n

\u30ed\u30fc\u30bd\u30af\u8db3\u30c1\u30e3\u30fc\u30c8\u306f\u3001\u4e00\u9023\u306e\u9023\u7d9a\u3057\u305f\u9577\u65b9\u5f62\u306e\u30d0\u30fc\u3067\u69cb\u6210\u3055\u308c\u3001\u5404\u30d0\u30fc\u304c\u7279\u5b9a\u306e\u6642\u9593\u9593\u9694\u5185\u306e\u4fa1\u683c\u306e\u52d5\u304d\u3092\u8868\u3057\u3066\u3044\u307e\u3059\u3002\u5404\u30ed\u30fc\u30bd\u30af\u8db3\u306f\u901a\u5e38\u30014\u3064\u306e\u91cd\u8981\u306a\u4fa1\u683c\u30dd\u30a4\u30f3\u30c8\u3092\u542b\u307f\u307e\u3059\uff1a\u59cb\u5024\uff08Open\uff09\u3001\u9ad8\u5024\uff08High\uff09\u3001\u5b89\u5024\uff08Low\uff09\u3001\u7d42\u5024\uff08Close\uff09\u3002\u30ed\u30fc\u30bd\u30af\u8db3\u306e\u5f62\u72b6\u3084\u30d1\u30bf\u30fc\u30f3\u306f\u3001\u30a2\u30ca\u30ea\u30b9\u30c8\u3084\u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u5e02\u5834\u306e\u30c8\u30ec\u30f3\u30c9\u3084\u4fa1\u683c\u30d1\u30bf\u30fc\u30f3\u3092\u8b58\u5225\u3059\u308b\u306e\u306b\u5f79\u7acb\u3061\u307e\u3059\u3002<\/p>\n\n\n\n

2. \u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf<\/strong><\/h2>\n\n\n\n

\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u306f\u3001\u5e02\u5834\u3067\u306e\u5404\u53d6\u5f15\u306e\u4fa1\u683c\u3068\u53d6\u5f15\u91cf\u306e\u60c5\u5831\u3092\u6307\u3057\u307e\u3059\u3002\u3053\u308c\u306b\u3088\u308a\u3001\u5e02\u5834\u306e\u6d41\u52d5\u6027\u3084\u4fa1\u683c\u5909\u52d5\u306b\u3064\u3044\u3066\u5373\u5ea7\u306b\u30d5\u30a3\u30fc\u30c9\u30d0\u30c3\u30af\u3092\u5f97\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002\u5178\u578b\u7684\u306a\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u306b\u306f\u3001\u30bf\u30a4\u30e0\u30b9\u30bf\u30f3\u30d7\u3001\u53d6\u5f15\u4fa1\u683c\u3001\u53d6\u5f15\u91cf\u306a\u3069\u306e\u30d5\u30a3\u30fc\u30eb\u30c9\u304c\u542b\u307e\u308c\u307e\u3059\u3002<\/p>\n\n\n\n

3. \u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u306e\u8a08\u7b97\u65b9\u6cd5<\/strong><\/h2>\n\n\n\n
    \n
  • \u6642\u9593\u67a0\u306e\u8a2d\u5b9a<\/strong>
    \u307e\u305a\u3001\u30ed\u30fc\u30bd\u30af\u8db3\u30c1\u30e3\u30fc\u30c8\u306e\u6642\u9593\u67a0\u3092\u5b9a\u7fa9\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\u4f8b\u3048\u3070\u30011\u5206\u300115\u5206\u30011\u6642\u9593\u306a\u3069\u3067\u3059\u3002\u3053\u308c\u306b\u3088\u308a\u3001\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u306e\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u304b\u3089\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u3059\u308b\u30a4\u30f3\u30bf\u30fc\u30d0\u30eb\u304c\u6c7a\u307e\u308a\u307e\u3059\u3002<\/li>\n\n\n\n
  • \u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u306e\u8a08\u7b97<\/strong>
    \u5404\u6642\u9593\u67a0\u306b\u5bfe\u3057\u3066\u3001\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u3092\u57fa\u306b\u30ed\u30fc\u30bd\u30af\u8db3\u306e\u5024\u3092\u8a08\u7b97\u3057\u307e\u3059\uff1a\n
      \n
    • \u59cb\u5024\uff08Open\uff09<\/strong>: \u6642\u9593\u67a0\u5185\u306e\u6700\u521d\u306e\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c<\/li>\n\n\n\n
    • \u9ad8\u5024\uff08High\uff09<\/strong>: \u6642\u9593\u67a0\u5185\u306e\u6700\u9ad8\u4fa1\u683c<\/li>\n\n\n\n
    • \u5b89\u5024\uff08Low\uff09<\/strong>: \u6642\u9593\u67a0\u5185\u306e\u6700\u5b89\u5024<\/li>\n\n\n\n
    • \u7d42\u5024\uff08Close\uff09<\/strong>: \u6642\u9593\u67a0\u5185\u306e\u6700\u5f8c\u306e\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c<\/li>\n<\/ul>\n<\/li>\n\n\n\n
    • \u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u306e\u66f4\u65b0<\/strong>
      \u6642\u9593\u304c\u9032\u3080\u306b\u3064\u308c\u3066\u3001\u5404\u6642\u9593\u67a0\u304c\u30b7\u30d5\u30c8\u3057\u3001\u65b0\u3057\u3044\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u304c\u53d6\u308a\u8fbc\u307e\u308c\u307e\u3059\u3002\u5404\u6642\u9593\u67a0\u306e\u7d42\u308f\u308a\u306b\u3001\u65b0\u305f\u306b\u53d7\u3051\u53d6\u3063\u305f\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u3092\u4f7f\u7528\u3057\u3066\u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u3092\u66f4\u65b0\u3057\u307e\u3059\u3002<\/li>\n\n\n\n
    • \u4ed6\u306e\u6307\u6a19\u306e\u8a08\u7b97<\/strong>
      OHLC\u5024\u306b\u52a0\u3048\u3066\u3001\u53d6\u5f15\u91cf\u3084\u79fb\u52d5\u5e73\u5747\u306a\u3069\u306e\u4ed6\u306e\u6307\u6a19\u3082\u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u304b\u3089\u8a08\u7b97\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002\u3053\u308c\u3089\u306e\u6307\u6a19\u306f\u3001\u5e02\u5834\u306e\u6d1e\u5bdf\u3092\u6df1\u3081\u308b\u306e\u306b\u5f79\u7acb\u3061\u307e\u3059\u3002<\/li>\n<\/ul>\n\n\n\n

      4. \u4f8b\u3068\u306a\u308b\u8a08\u7b97\u5f0f<\/strong><\/h2>\n\n\n\n

      \u4ee5\u4e0b\u306f\u3001\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u306e\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u30921\u5206\u9593\u306e\u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u306b\u5909\u63db\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3059\u7c21\u5358\u306a\u4f8b\u3067\u3059\uff1a<\/p>\n\n\n\n

        \n
      • \u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u306e\u521d\u671f\u5316<\/strong>\uff1a\n
          \n
        • \u521d\u671f\u59cb\u5024\uff08Open\uff09\uff1a\u6700\u521d\u306e\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c<\/li>\n\n\n\n
        • \u521d\u671f\u9ad8\u5024\uff08High\uff09\uff1a\u6700\u521d\u306e\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c<\/li>\n\n\n\n
        • \u521d\u671f\u5b89\u5024\uff08Low\uff09\uff1a\u6700\u521d\u306e\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c<\/li>\n\n\n\n
        • \u521d\u671f\u7d42\u5024\uff08Close\uff09\uff1a\u6700\u521d\u306e\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c<\/li>\n<\/ul>\n<\/li>\n\n\n\n
        • \u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u306e\u66f4\u65b0<\/strong>\uff1a\n
            \n
          • \u73fe\u5728\u306e\u30c6\u30a3\u30c3\u30af\u306e\u30bf\u30a4\u30e0\u30b9\u30bf\u30f3\u30d7\u304c\u73fe\u5728\u306e\u6642\u9593\u67a0\u306e\u5916\u3067\u3042\u308c\u3070\u3001\u305d\u308c\u306f\u6642\u9593\u67a0\u304c\u7d42\u4e86\u3057\u305f\u3053\u3068\u3092\u793a\u3057\u3001\u30ed\u30fc\u30bd\u30af\u8db3\u30c7\u30fc\u30bf\u3092\u66f4\u65b0\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/li>\n\n\n\n
          • \u65b0\u3057\u3044\u59cb\u5024\uff08New Open\uff09\uff1a\u524d\u306e\u6642\u9593\u67a0\u306e\u7d42\u5024\uff08Close\uff09<\/li>\n\n\n\n
          • \u65b0\u3057\u3044\u9ad8\u5024\uff08New High\uff09\uff1a\u65b0\u3057\u3044\u6642\u9593\u67a0\u5185\u306e\u6700\u9ad8\u4fa1\u683c<\/li>\n\n\n\n
          • \u65b0\u3057\u3044\u5b89\u5024\uff08New Low\uff09\uff1a\u65b0\u3057\u3044\u6642\u9593\u67a0\u5185\u306e\u6700\u5b89\u5024<\/li>\n\n\n\n
          • \u65b0\u3057\u3044\u7d42\u5024\uff08New Close\uff09\uff1a\u73fe\u5728\u306e\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n

            \u3053\u308c\u306f\u30b7\u30f3\u30d7\u30eb\u306a\u4f8b\u3067\u3059\u3002\u5b9f\u969b\u306e\u30a2\u30d7\u30ea\u30b1\u30fc\u30b7\u30e7\u30f3\u3067\u306f\u3001\u7279\u5b9a\u306e\u30cb\u30fc\u30ba\u306b\u5bfe\u5fdc\u3059\u308b\u305f\u3081\u306b\u3001\u3088\u308a\u8a73\u7d30\u306a\u30c7\u30fc\u30bf\u51e6\u7406\u3084\u30ed\u30b8\u30c3\u30af\u304c\u5fc5\u8981\u3068\u306a\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

            5. Java\u30b3\u30fc\u30c9\u4f8b<\/strong><\/h2>\n\n\n\n
            import java.util.ArrayList;\nimport java.util.List;\n\npublic class KLineGenerator {\n    public static List<KLineData> generateKLineData(List<TickData> tickDataList, int interval) {\n        List<KLineData> kLineDataList = new ArrayList<>();\n        long startTime = tickDataList.get(0).getTime(); \n\n\n        long currentKLineStartTime = startTime - (startTime % interval);\n        double openPrice = tickDataList.get(0).getPrice();\n        double highPrice = openPrice;\n        double lowPrice = openPrice;\n        double closePrice = 0;\n        long volume = 0;\n\n\n        for (TickData tickData : tickDataList) {\n            long currentTime = tickData.getTime();\n            double currentPrice = tickData.getPrice();\n            long currentVolume = tickData.getVolume();\n\n\n            if (currentTime >= currentKLineStartTime + interval) {\n                closePrice = tickDataList.get(tickDataList.indexOf(tickData) - 1).getPrice(); \/\/ \u4e0a\u4e00\u4e2aTick\u7684\u4ef7\u683c\u4f5c\u4e3a\u6536\u76d8\u4ef7\n\n                KLineData kLineData = new KLineData(currentKLineStartTime, openPrice, highPrice, lowPrice, closePrice, volume);\n                kLineDataList.add(kLineData);\n\n\n                currentKLineStartTime += interval;\n                openPrice = currentPrice;\n                highPrice = currentPrice;\n                lowPrice = currentPrice;\n                volume = currentVolume;\n            } else {\n\n                highPrice = Math.max(highPrice, currentPrice);\n                lowPrice = Math.min(lowPrice, currentPrice);\n                volume += currentVolume;\n            }\n        }\n\n\n        closePrice = tickDataList.get(tickDataList.size() - 1).getPrice();\n\n\n        KLineData lastKLineData = new KLineData(currentKLineStartTime, openPrice, highPrice, lowPrice, closePrice, volume);\n        kLineDataList.add(lastKLineData);\n\n        return kLineDataList;\n    }\n}\n\n\nclass TickData {\n    private long time;\n    private double price;\n    private long volume;\n\n    public TickData(long time, double price, long volume) {\n        this.time = time;\n        this.price = price;\n        this.volume = volume;\n    }\n\n    public long getTime() {\n        return time;\n    }\n\n    public double getPrice() {\n        return price;\n    }\n\n    public long getVolume() {\n        return volume;\n    }\n}\n\n\nclass KLineData {\n    private long time;\n    private double open;\n    private double high;\n    private double low;\n    private double close;\n    private long volume;\n\n    public KLineData(long time, double open, double high, double low, double close, long volume) {\n        this.time = time;\n        this.open = open;\n        this.high = high;\n        this.low = low;\n        this.close = close;\n        this.volume = volume;\n    }\n\n\n}<\/pre>\n\n\n\n
            6. Python\u30b3\u30fc\u30c9\u4f8b<\/strong><\/h2>\n\n\n\n
            from datetime import datetime, timedelta\n\nclass TickData:\n    def __init__(self, time, price, volume):\n        self.time = time\n        self.price = price\n        self.volume = volume\n\nclass KLineData:\n    def __init__(self, time, open_price, high_price, low_price, close_price, volume):\n        self.time = time\n        self.open_price = open_price\n        self.high_price = high_price\n        self.low_price = low_price\n        self.close_price = close_price\n        self.volume = volume\n\ndef generate_kline_data(tick_data_list, interval):\n    kline_data_list = []\n    start_time = tick_data_list[0].time\n    current_kline_start_time = start_time - (start_time % interval)\n    open_price = tick_data_list[0].price\n    high_price = open_price\n    low_price = open_price\n    close_price = 0\n    volume = 0\n\n    for tick_data in tick_data_list:\n        current_time = tick_data.time\n        current_price = tick_data.price\n        current_volume = tick_data.volume\n\n        if current_time >= current_kline_start_time + interval:\n            close_price = tick_data_list[tick_data_list.index(tick_data) - 1].price\n            kline_data = KLineData(current_kline_start_time, open_price, high_price, low_price, close_price, volume)\n            kline_data_list.append(kline_data)\n\n            current_kline_start_time += interval\n            open_price = current_price\n            high_price = current_price\n            low_price = current_price\n            volume = current_volume\n        else:\n            high_price = max(high_price, current_price)\n            low_price = min(low_price, current_price)\n            volume += current_volume\n\n    close_price = tick_data_list[-1].price\n    last_kline_data = KLineData(current_kline_start_time, open_price, high_price, low_price, close_price, volume)\n    kline_data_list.append(last_kline_data)\n\n    return kline_data_list<\/pre>\n","protected":false},"excerpt":{"rendered":"
            \u30ed\u30fc\u30bd\u30af\u8db3\u30c1\u30e3\u30fc\u30c8\u306f\u3001\u682a\u5f0f\u5e02\u5834\u3084\u91d1\u878d\u53d6\u5f15\u3067\u5e83\u304f\u4f7f\u7528\u3055\u308c\u3066\u3044\u308b\u30c1\u30e3\u30fc\u30c8\u30bf\u30a4\u30d7\u3067\u3001\u7279\u5b9a\u306e\u6642\u9593\u9593\u9694\u5185\u3067\u306e\u59cb\u5024\u3001\u9ad8\u5024\u3001\u5b89\u5024\u3001\u7d42\u5024\u306a\u3069\u306e\u60c5\u5831\u3092\u8868\u793a\u3059\u308b\u305f\u3081\u306b\u8a2d\u8a08\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u672c\u8a18\u4e8b\u3067\u306f\u3001\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u306e\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u3092\u3055\u307e\u3056\u307e\u306a\u6642\u9593 […]<\/p>\n","protected":false},"author":1,"featured_media":111,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-110","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-guide"],"featured_image_src":"https:\/\/i0.wp.com\/blog.alltick.co\/ja-jp\/wp-content\/uploads\/sites\/2\/2025\/06\/Dec-blogs-30_How-to-Read-Candlestick-Charts.jpg?fit=1400%2C650&ssl=1","author_info":{"display_name":"admin","author_link":"https:\/\/blog.alltick.co\/ja-jp\/author\/admin\/"},"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/110","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/comments?post=110"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/110\/revisions"}],"predecessor-version":[{"id":112,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/110\/revisions\/112"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media\/111"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media?parent=110"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/categories?post=110"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/tags?post=110"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}