{"id":10980,"date":"2026-07-17T18:21:29","date_gmt":"2026-07-17T10:21:29","guid":{"rendered":"https:\/\/blog.alltick.co\/zh-CN\/?p=10980"},"modified":"2026-07-17T18:21:29","modified_gmt":"2026-07-17T10:21:29","slug":"%e5%a6%82%e4%bd%95%e6%b8%85%e6%b4%97%e5%92%8c%e9%a2%84%e5%a4%84%e7%90%86%e7%94%a8%e4%ba%8e%e5%9b%9e%e6%b5%8b%e7%9a%84-xauusd-%e5%8e%86%e5%8f%b2-tick-%e6%95%b0%e6%8d%ae%ef%bc%9f","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/%e5%a6%82%e4%bd%95%e6%b8%85%e6%b4%97%e5%92%8c%e9%a2%84%e5%a4%84%e7%90%86%e7%94%a8%e4%ba%8e%e5%9b%9e%e6%b5%8b%e7%9a%84-xauusd-%e5%8e%86%e5%8f%b2-tick-%e6%95%b0%e6%8d%ae%ef%bc%9f\/","title":{"rendered":"\u5982\u4f55\u6e05\u6d17\u548c\u9884\u5904\u7406\u7528\u4e8e\u56de\u6d4b\u7684 XAUUSD \u5386\u53f2 Tick \u6570\u636e\uff1f"},"content":{"rendered":"\n<figure class=\"wp-block-image size-large\"><img data-recalc-dims=\"1\" fetchpriority=\"high\" decoding=\"async\" width=\"800\" height=\"418\" src=\"https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1.png?resize=800%2C418&#038;ssl=1\" alt=\"\" class=\"wp-image-10981\" srcset=\"https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1-scaled.png?resize=1024%2C535&amp;ssl=1 1024w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1-scaled.png?resize=300%2C157&amp;ssl=1 300w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1-scaled.png?resize=768%2C402&amp;ssl=1 768w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1-scaled.png?resize=1536%2C803&amp;ssl=1 1536w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1-scaled.png?resize=2048%2C1071&amp;ssl=1 2048w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1-scaled.png?w=1600&amp;ssl=1 1600w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/2026\/07\/XAUUSD%E6%95%B0%E6%8D%AE%E6%B8%85%E6%B4%97%E5%B0%81%E9%9D%A2%E5%9B%BE%E8%AE%BE%E8%AE%A1-scaled.png?w=2400&amp;ssl=1 2400w\" sizes=\"(max-width: 800px) 100vw, 800px\" \/><\/figure>\n\n\n\n<p>\u5728\u91cf\u5316\u4ea4\u6613\u5f00\u53d1\u8fc7\u7a0b\u4e2d\uff0c\u5f88\u591a\u4eba\u4f1a\u628a\u91cd\u70b9\u653e\u5728\u7b56\u7565\u6a21\u578b\u3001\u6307\u6807\u8bbe\u8ba1\u6216\u8005\u53c2\u6570\u4f18\u5316\u4e0a\uff0c\u4f46\u771f\u6b63\u51b3\u5b9a\u56de\u6d4b\u7ed3\u679c\u662f\u5426\u53ef\u9760\u7684\uff0c\u5f80\u5f80\u662f\u6700\u5e95\u5c42\u7684\u6570\u636e\u8d28\u91cf\u3002<\/p>\n\n\n\n<p>\u5bf9\u4e8e XAUUSD\uff08\u9ec4\u91d1\u5151\u7f8e\u5143\uff09\u8fd9\u6837\u7684\u5168\u7403\u4ea4\u6613\u54c1\u79cd\u6765\u8bf4\uff0cTick \u6570\u636e\u5305\u542b\u4e86\u5927\u91cf\u5e02\u573a\u5fae\u89c2\u4fe1\u606f\u3002\u6bcf\u4e00\u6b21\u4ef7\u683c\u53d8\u5316\u3001\u4e70\u5356\u62a5\u4ef7\u66f4\u65b0\u3001\u6210\u4ea4\u91cf\u53d8\u5316\uff0c\u90fd\u53cd\u6620\u7740\u4ea4\u6613\u53c2\u4e0e\u8005\u4e4b\u95f4\u7684\u5b9e\u65f6\u535a\u5f08\u3002<\/p>\n\n\n\n<p>\u4f46\u539f\u59cb Tick \u6570\u636e\u5e76\u4e0d\u662f\u5929\u7136\u9002\u5408\u76f4\u63a5\u7528\u4e8e\u56de\u6d4b\u3002\u7531\u4e8e\u6570\u636e\u91c7\u96c6\u3001\u4f20\u8f93\u3001\u5b58\u50a8\u65b9\u5f0f\u4e0d\u540c\uff0c\u5386\u53f2\u884c\u60c5\u4e2d\u53ef\u80fd\u5305\u542b\u91cd\u590d\u8bb0\u5f55\u3001\u65f6\u95f4\u4e71\u5e8f\u3001\u5f02\u5e38\u4ef7\u683c\u3001\u7f3a\u5931\u5b57\u6bb5\u7b49\u95ee\u9898\u3002\u5982\u679c\u8fd9\u4e9b\u95ee\u9898\u6ca1\u6709\u63d0\u524d\u5904\u7406\uff0c\u6700\u7ec8\u5f97\u5230\u7684\u56de\u6d4b\u7ed3\u679c\u53ef\u80fd\u4e0e\u771f\u5b9e\u4ea4\u6613\u73af\u5883\u4ea7\u751f\u660e\u663e\u504f\u5dee\u3002<\/p>\n\n\n\n<p>\u56e0\u6b64\uff0c\u5728\u6784\u5efa\u9ec4\u91d1\u91cf\u5316\u7b56\u7565\u4e4b\u524d\uff0c\u5bf9 XAUUSD \u5386\u53f2 Tick \u6570\u636e\u8fdb\u884c\u6e05\u6d17\u548c\u9884\u5904\u7406\uff0c\u662f\u4fdd\u8bc1\u7b56\u7565\u6709\u6548\u6027\u7684\u5173\u952e\u6b65\u9aa4\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e3a\u4ec0\u4e48 XAUUSD Tick \u6570\u636e\u9700\u8981\u9884\u5904\u7406\uff1f<\/h2>\n\n\n\n<p>\u76f8\u6bd4\u65e5\u7ebf\u6216\u8005\u5206\u949f\u7ea7 K \u7ebf\u6570\u636e\uff0cTick \u6570\u636e\u66f4\u52a0\u63a5\u8fd1\u5e02\u573a\u771f\u5b9e\u8fd0\u884c\u8fc7\u7a0b\u3002<\/p>\n\n\n\n<p>\u5b83\u8bb0\u5f55\u7684\u662f\u5e02\u573a\u6700\u7ec6\u7c92\u5ea6\u7684\u53d8\u5316\uff0c\u4f46\u540c\u65f6\u4e5f\u5e26\u6765\u4e86\u66f4\u9ad8\u7684\u6570\u636e\u5904\u7406\u8981\u6c42\u3002<\/p>\n\n\n\n<p>\u4f8b\u5982\uff0c\u5728\u4e00\u4e2a\u9ad8\u6ce2\u52a8\u884c\u60c5\u4e2d\uff0c\u9ec4\u91d1\u4ef7\u683c\u53ef\u80fd\u5728\u77ed\u65f6\u95f4\u5185\u5feb\u901f\u79fb\u52a8\u3002\u5982\u679c\u6570\u636e\u4e2d\u5b58\u5728\u91cd\u590d Tick \u6216\u8005\u65f6\u95f4\u987a\u5e8f\u9519\u8bef\uff0c\u7b56\u7565\u53ef\u80fd\u4f1a\u8bef\u5224\u5e02\u573a\u8d8b\u52bf\uff1b\u5982\u679c\u7f3a\u5c11 Bid\/Ask \u6570\u636e\uff0c\u56de\u6d4b\u7cfb\u7edf\u53ef\u80fd\u65e0\u6cd5\u51c6\u786e\u6a21\u62df\u771f\u5b9e\u6210\u4ea4\u4ef7\u683c\u3002<\/p>\n\n\n\n<p>\u5bf9\u4e8e\u9ad8\u9891\u7b56\u7565\u3001\u505a\u5e02\u7b56\u7565\u6216\u8005\u77ed\u5468\u671f\u4ea4\u6613\u6a21\u578b\u6765\u8bf4\uff0c\u8fd9\u4e9b\u7ec6\u5fae\u8bef\u5dee\u90fd\u4f1a\u88ab\u653e\u5927\u3002<\/p>\n\n\n\n<p>\u56e0\u6b64\uff0cTick \u6570\u636e\u5904\u7406\u7684\u76ee\u6807\u5e76\u4e0d\u662f\u7b80\u5355\u5220\u9664\u5f02\u5e38\u6570\u636e\uff0c\u800c\u662f\u5728\u4fdd\u7559\u771f\u5b9e\u5e02\u573a\u884c\u4e3a\u7684\u57fa\u7840\u4e0a\uff0c\u8ba9\u6570\u636e\u66f4\u52a0\u7b26\u5408\u7b56\u7565\u8fd0\u884c\u73af\u5883\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u68c0\u67e5\u6570\u636e\u5b8c\u6574\u6027\uff1a\u5efa\u7acb\u53ef\u9760\u7684\u6570\u636e\u57fa\u7840<\/h2>\n\n\n\n<p>\u5904\u7406 XAUUSD Tick \u6570\u636e\u65f6\uff0c\u7b2c\u4e00\u6b65\u901a\u5e38\u662f\u68c0\u67e5\u6570\u636e\u5b57\u6bb5\u662f\u5426\u5b8c\u6574\u3002<\/p>\n\n\n\n<p>\u5e38\u89c1 Tick \u6570\u636e\u7ed3\u6784\u5305\u62ec\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Timestamp\uff08\u65f6\u95f4\u6233\uff09<\/li>\n\n\n\n<li>Bid Price\uff08\u4e70\u4ef7\uff09<\/li>\n\n\n\n<li>Ask Price\uff08\u5356\u4ef7\uff09<\/li>\n\n\n\n<li>Last Price\uff08\u6700\u65b0\u6210\u4ea4\u4ef7\uff09<\/li>\n\n\n\n<li>Volume\uff08\u6210\u4ea4\u91cf\uff09<\/li>\n<\/ul>\n\n\n\n<p>\u4e0d\u540c\u884c\u60c5\u6570\u636e\u6e90\u63d0\u4f9b\u7684\u6570\u636e\u683c\u5f0f\u53ef\u80fd\u5b58\u5728\u5dee\u5f02\uff0c\u56e0\u6b64\u5728\u8fdb\u5165\u56de\u6d4b\u7cfb\u7edf\u4e4b\u524d\uff0c\u9700\u8981\u786e\u8ba4\u5173\u952e\u5b57\u6bb5\u662f\u5426\u5b8c\u6574\u3002<\/p>\n\n\n\n<p>\u4f8b\u5982\uff1a<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import pandas as pd\n\ndf = pd.read_csv(\"xauusd_tick.csv\")\n\nprint(df.info())\n\nprint(df.isnull().sum())\n<\/pre>\n\n\n\n<p>\u5982\u679c\u6838\u5fc3\u5b57\u6bb5\u5b58\u5728\u7f3a\u5931\uff0c\u4f8b\u5982\u4ef7\u683c\u6216\u8005\u65f6\u95f4\u6233\u4e3a\u7a7a\uff0c\u5c31\u9700\u8981\u8fdb\u4e00\u6b65\u5904\u7406\u3002<\/p>\n\n\n\n<p>\u5bf9\u4e8e\u9ec4\u91d1\u4ea4\u6613\u7b56\u7565\u800c\u8a00\uff0c\u65f6\u95f4\u6233\u5c24\u5176\u91cd\u8981\uff0c\u56e0\u4e3a Tick \u6570\u636e\u672c\u8d28\u4e0a\u662f\u4e00\u7cfb\u5217\u8fde\u7eed\u53d1\u751f\u7684\u5e02\u573a\u4e8b\u4ef6\u3002\u4efb\u4f55\u65f6\u95f4\u504f\u5dee\uff0c\u90fd\u53ef\u80fd\u5f71\u54cd\u7b56\u7565\u5224\u65ad\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u6e05\u7406\u91cd\u590d\u6570\u636e\u548c\u4fee\u6b63\u65f6\u95f4\u987a\u5e8f<\/h2>\n\n\n\n<p>Tick \u6570\u636e\u6700\u91cd\u8981\u7684\u7279\u5f81\u4e4b\u4e00\u5c31\u662f\u65f6\u95f4\u8fde\u7eed\u6027\u3002<\/p>\n\n\n\n<p>\u7136\u800c\uff0c\u5728\u5b9e\u9645\u6570\u636e\u5904\u7406\u4e2d\uff0c\u7531\u4e8e\u7f51\u7edc\u4f20\u8f93\u3001\u6570\u636e\u5408\u5e76\u6216\u8005\u5b58\u50a8\u8fc7\u7a0b\uff0c\u53ef\u80fd\u51fa\u73b0\u76f8\u540c Tick \u91cd\u590d\u51fa\u73b0\uff0c\u6216\u8005\u65f6\u95f4\u987a\u5e8f\u6df7\u4e71\u7684\u95ee\u9898\u3002<\/p>\n\n\n\n<p>\u4f8b\u5982\uff1a<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">df = df.sort_values(\n    \"timestamp\"\n)\n\ndf = df.drop_duplicates()\n<\/pre>\n\n\n\n<p>\u901a\u8fc7\u6392\u5e8f\u548c\u53bb\u91cd\uff0c\u53ef\u4ee5\u4fdd\u8bc1\u884c\u60c5\u4e8b\u4ef6\u6309\u7167\u6b63\u786e\u987a\u5e8f\u6392\u5217\u3002<\/p>\n\n\n\n<p>\u5bf9\u4e8e\u9ad8\u9891\u4ea4\u6613\u6a21\u578b\u800c\u8a00\uff0c\u5efa\u8bae\u5c3d\u53ef\u80fd\u4fdd\u7559\u6beb\u79d2\u751a\u81f3\u5fae\u79d2\u7ea7\u65f6\u95f4\u7cbe\u5ea6\uff0c\u56e0\u4e3a\u540c\u4e00\u79d2\u5185\u53ef\u80fd\u53d1\u751f\u591a\u6b21\u4ef7\u683c\u53d8\u5316\u3002<\/p>\n\n\n\n<p>\u5982\u679c\u5c06\u8fd9\u4e9b\u6570\u636e\u7b80\u5355\u5408\u5e76\uff0c\u4f1a\u5bfc\u81f4\u5e02\u573a\u8282\u594f\u88ab\u6539\u53d8\uff0c\u4ece\u800c\u5f71\u54cd\u7b56\u7565\u8868\u73b0\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u8bc6\u522b\u5f02\u5e38\u4ef7\u683c\u53d8\u5316<\/h2>\n\n\n\n<p>\u9ec4\u91d1\u5e02\u573a\u5177\u6709\u8f83\u9ad8\u6d41\u52a8\u6027\uff0c\u4f46\u5728\u91cd\u8981\u7ecf\u6d4e\u6570\u636e\u516c\u5e03\u3001\u5e02\u573a\u5f00\u76d8\u6216\u8005\u6d41\u52a8\u6027\u4e0b\u964d\u9636\u6bb5\uff0c\u4ef7\u683c\u4ecd\u53ef\u80fd\u51fa\u73b0\u5feb\u901f\u6ce2\u52a8\u3002<\/p>\n\n\n\n<p>\u56e0\u6b64\uff0c\u5728\u56de\u6d4b\u524d\u9700\u8981\u8bc6\u522b\u5f02\u5e38\u4ef7\u683c\u53d8\u5316\u3002<\/p>\n\n\n\n<p>\u4e00\u79cd\u5e38\u89c1\u65b9\u6cd5\u662f\u8ba1\u7b97 Tick \u6536\u76ca\u7387\uff1a<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">df[\"return\"] = (\n    df[\"price\"]\n    .pct_change()\n)\n\ndf = df[\n    abs(df[\"return\"]) &lt; 0.005\n]\n<\/pre>\n\n\n\n<p>\u4e0d\u8fc7\uff0c\u5f02\u5e38\u68c0\u6d4b\u4e0d\u80fd\u7b80\u5355\u4f9d\u9760\u56fa\u5b9a\u9608\u503c\u3002<\/p>\n\n\n\n<p>\u4f8b\u5982\uff0c\u7f8e\u56fd\u975e\u519c\u6570\u636e\u516c\u5e03\u65f6\uff0cXAUUSD \u5728\u77ed\u65f6\u95f4\u5185\u51fa\u73b0\u8f83\u5927\u6ce2\u52a8\u5c5e\u4e8e\u771f\u5b9e\u5e02\u573a\u884c\u4e3a\uff0c\u5e76\u4e0d\u80fd\u76f4\u63a5\u5220\u9664\u3002<\/p>\n\n\n\n<p>\u66f4\u5408\u7406\u7684\u65b9\u5f0f\u662f\u7ed3\u5408\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5e02\u573a\u6ce2\u52a8\u7387<\/li>\n\n\n\n<li>\u65f6\u95f4\u7a97\u53e3<\/li>\n\n\n\n<li>Bid\/Ask Spread<\/li>\n\n\n\n<li>\u6210\u4ea4\u91cf\u53d8\u5316<\/li>\n<\/ul>\n\n\n\n<p>\u5224\u65ad\u8fd9\u6b21\u4ef7\u683c\u53d8\u5316\u662f\u5426\u7b26\u5408\u5e02\u573a\u73af\u5883\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">Bid\/Ask \u6570\u636e\u51b3\u5b9a\u56de\u6d4b\u771f\u5b9e\u6027<\/h2>\n\n\n\n<p>\u5f88\u591a\u521d\u5b66\u8005\u5728\u56de\u6d4b\u9ec4\u91d1\u7b56\u7565\u65f6\uff0c\u53ea\u4f7f\u7528 Last Price\u3002<\/p>\n\n\n\n<p>\u8fd9\u79cd\u65b9\u5f0f\u9002\u5408\u7b80\u5355\u8d8b\u52bf\u5206\u6790\uff0c\u4f46\u5bf9\u4e8e\u771f\u5b9e\u4ea4\u6613\u6a21\u62df\u6765\u8bf4\u5e76\u4e0d\u5b8c\u6574\u3002<\/p>\n\n\n\n<p>\u5b9e\u9645\u4ea4\u6613\u4e2d\uff1a<\/p>\n\n\n\n<p>\u4e70\u5165\u6210\u4ea4\u4ef7\u683c\u63a5\u8fd1 Ask Price\uff1b<\/p>\n\n\n\n<p>\u5356\u51fa\u6210\u4ea4\u4ef7\u683c\u63a5\u8fd1 Bid Price\u3002<\/p>\n\n\n\n<p>\u4e24\u8005\u4e4b\u95f4\u7684\u5dee\u503c\u5c31\u662f Spread\u3002<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">df[\"spread\"] = (\n    df[\"ask\"]\n    -\n    df[\"bid\"]\n)\n<\/pre>\n\n\n\n<p>\u5bf9\u4e8e\u77ed\u5468\u671f\u7b56\u7565\u6765\u8bf4\uff0cSpread \u53ef\u80fd\u76f4\u63a5\u51b3\u5b9a\u7b56\u7565\u76c8\u5229\u80fd\u529b\u3002<\/p>\n\n\n\n<p>\u4f8b\u5982\uff0c\u4e00\u4e2a\u770b\u4f3c\u6bcf\u6b21\u8d5a\u53d6\u51e0\u4e2a\u70b9\u7684\u5c0f\u578b\u5957\u5229\u7b56\u7565\uff0c\u5982\u679c\u5ffd\u7565\u70b9\u5dee\u548c\u4ea4\u6613\u6210\u672c\uff0c\u5728\u56de\u6d4b\u4e2d\u53ef\u80fd\u8868\u73b0\u4f18\u79c0\uff0c\u4f46\u8fdb\u5165\u771f\u5b9e\u5e02\u573a\u540e\u6536\u76ca\u4f1a\u5feb\u901f\u4e0b\u964d\u3002<\/p>\n\n\n\n<p>\u56e0\u6b64\uff0cBid\/Ask \u6570\u636e\u662f\u8fde\u63a5\u56de\u6d4b\u73af\u5883\u548c\u771f\u5b9e\u4ea4\u6613\u73af\u5883\u7684\u91cd\u8981\u90e8\u5206\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4ece Tick \u6570\u636e\u6784\u5efa\u7b56\u7565\u7279\u5f81<\/h2>\n\n\n\n<p>\u5e76\u4e0d\u662f\u6240\u6709\u91cf\u5316\u6a21\u578b\u90fd\u9700\u8981\u76f4\u63a5\u5904\u7406\u6bcf\u4e00\u6761 Tick\u3002<\/p>\n\n\n\n<p>\u6839\u636e\u7b56\u7565\u9700\u6c42\uff0c\u5f00\u53d1\u8005\u901a\u5e38\u4f1a\u5bf9 Tick \u6570\u636e\u8fdb\u884c\u805a\u5408\uff0c\u4f8b\u5982\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>1\u79d2 Tick Bar<\/li>\n\n\n\n<li>100\u6beb\u79d2\u7a97\u53e3\u6570\u636e<\/li>\n\n\n\n<li>\u6210\u4ea4\u91cf Bar<\/li>\n\n\n\n<li>Tick \u6570\u91cf\u7edf\u8ba1<\/li>\n<\/ul>\n\n\n\n<p>\u4f8b\u5982\uff1a<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">df[\"timestamp\"] = pd.to_datetime(\n    df[\"timestamp\"]\n)\n\nbars = (\n    df\n    .set_index(\"timestamp\")\n    .resample(\"1s\")\n    .agg({\n        \"price\":\"last\",\n        \"volume\":\"sum\"\n    })\n)\n<\/pre>\n\n\n\n<p>\u7ecf\u8fc7\u5904\u7406\u540e\uff0c\u53ef\u4ee5\u8fdb\u4e00\u6b65\u751f\u6210\u7b56\u7565\u9700\u8981\u7684\u7279\u5f81\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u77ed\u671f\u4ef7\u683c\u53d8\u5316<\/li>\n\n\n\n<li>\u5e02\u573a\u6ce2\u52a8\u7387<\/li>\n\n\n\n<li>\u6210\u4ea4\u901f\u5ea6<\/li>\n\n\n\n<li>\u4e70\u5356\u538b\u529b<\/li>\n<\/ul>\n\n\n\n<p>\u8fd9\u4e9b\u6307\u6807\u80fd\u591f\u5e2e\u52a9\u4ea4\u6613\u6a21\u578b\u4ece\u7b80\u5355\u4ef7\u683c\u5206\u6790\uff0c\u8fdb\u4e00\u6b65\u7406\u89e3\u5e02\u573a\u5fae\u89c2\u7ed3\u6784\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u5386\u53f2\u6570\u636e\u4e0e\u5b9e\u65f6\u884c\u60c5\u9700\u8981\u4fdd\u6301\u4e00\u81f4<\/h2>\n\n\n\n<p>\u5728\u5b9e\u9645\u91cf\u5316\u7cfb\u7edf\u4e2d\uff0c\u5386\u53f2\u56de\u6d4b\u548c\u5b9e\u65f6\u4ea4\u6613\u901a\u5e38\u662f\u4e24\u4e2a\u4e0d\u540c\u9636\u6bb5\u3002<\/p>\n\n\n\n<p>\u5386\u53f2 Tick \u6570\u636e\u7528\u4e8e\u7b56\u7565\u5f00\u53d1\uff0c\u5b9e\u65f6\u884c\u60c5\u7528\u4e8e\u6a21\u62df\u4ea4\u6613\u548c\u5b9e\u76d8\u6267\u884c\u3002\u5982\u679c\u4e24\u90e8\u5206\u6570\u636e\u683c\u5f0f\u5b58\u5728\u5dee\u5f02\uff0c\u4f1a\u589e\u52a0\u5927\u91cf\u989d\u5916\u7684\u6570\u636e\u8f6c\u6362\u5de5\u4f5c\u3002<\/p>\n\n\n\n<p>\u56e0\u6b64\uff0c\u5f88\u591a\u5f00\u53d1\u8005\u4f1a\u9009\u62e9\u7edf\u4e00\u7684\u6570\u636e\u63a5\u53e3\uff0c\u8ba9\u5386\u53f2\u5206\u6790\u548c\u5b9e\u65f6\u884c\u60c5\u4fdd\u6301\u4e00\u81f4\u3002<\/p>\n\n\n\n<p>\u4f8b\u5982\uff0c\u901a\u8fc7 AllTick API\uff0c\u5f00\u53d1\u8005\u53ef\u4ee5\u8fde\u63a5\u5305\u62ec\u9ec4\u91d1\u3001\u5916\u6c47\u3001\u80a1\u7968\u548c\u52a0\u5bc6\u8d27\u5e01\u5728\u5185\u7684\u591a\u5e02\u573a\u884c\u60c5\u6570\u636e\uff0c\u5e76\u4f7f\u7528\u7edf\u4e00\u7684\u6570\u636e\u7ed3\u6784\u8fdb\u884c\u7b56\u7565\u5f00\u53d1\u3002<\/p>\n\n\n\n<p>\u5b9e\u65f6\u884c\u60c5\u8ba2\u9605\u793a\u4f8b\uff1a<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import websocket\nimport json\n\nAPI_KEY = \"YOUR_API_KEY\"\n\nws_url = (\n    \"wss:\/\/quote.alltick.co\/\"\n    f\"quote-b-ws-api?token={API_KEY}\"\n)\n\ndef on_message(ws, message):\n    data = json.loads(message)\n    print(data)\n\nws = websocket.WebSocketApp(\n    ws_url,\n    on_message=on_message\n)\n\nws.run_forever()\n<\/pre>\n\n\n\n<p>\u901a\u8fc7\u7edf\u4e00\u884c\u60c5\u6e90\uff0c\u5f00\u53d1\u8005\u53ef\u4ee5\u51cf\u5c11\u6570\u636e\u6e05\u6d17\u6210\u672c\uff0c\u5e76\u8ba9\u56de\u6d4b\u73af\u5883\u66f4\u52a0\u63a5\u8fd1\u5b9e\u9645\u4ea4\u6613\u73af\u5883\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u9ad8\u8d28\u91cf Tick \u6570\u636e\u662f\u91cf\u5316\u7b56\u7565\u7684\u57fa\u7840<\/h2>\n\n\n\n<p>\u5bf9\u4e8e XAUUSD \u91cf\u5316\u4ea4\u6613\u6765\u8bf4\uff0c\u7b56\u7565\u6a21\u578b\u53ea\u662f\u6574\u4e2a\u7cfb\u7edf\u7684\u4e00\u90e8\u5206\u3002<\/p>\n\n\n\n<p>\u5982\u679c\u5e95\u5c42\u6570\u636e\u5b58\u5728\u95ee\u9898\uff0c\u5373\u4f7f\u6a21\u578b\u8bbe\u8ba1\u518d\u590d\u6742\uff0c\u4e5f\u53ef\u80fd\u5f97\u5230\u65e0\u6cd5\u590d\u73b0\u7684\u7ed3\u679c\u3002<\/p>\n\n\n\n<p>\u4e00\u4e2a\u5b8c\u6574\u7684\u6570\u636e\u5904\u7406\u6d41\u7a0b\u5e94\u8be5\u5305\u62ec\uff1a<\/p>\n\n\n\n<p>\u6570\u636e\u5b8c\u6574\u6027\u68c0\u67e5\u3001\u65f6\u95f4\u6392\u5e8f\u3001\u91cd\u590d\u8fc7\u6ee4\u3001\u5f02\u5e38\u68c0\u6d4b\u3001\u4ea4\u6613\u6210\u672c\u6a21\u62df\u4ee5\u53ca\u7279\u5f81\u6784\u5efa\u3002<\/p>\n\n\n\n<p>Tick \u6570\u636e\u8bb0\u5f55\u7684\u662f\u5e02\u573a\u6700\u771f\u5b9e\u7684\u4ea4\u6613\u53d8\u5316\u3002\u53ea\u6709\u7ecf\u8fc7\u5408\u7406\u6e05\u6d17\u548c\u9884\u5904\u7406\uff0c\u5f00\u53d1\u8005\u624d\u80fd\u4ece\u8fd9\u4e9b\u5fae\u89c2\u6570\u636e\u4e2d\u63d0\u53d6\u6709\u6548\u4fe1\u606f\uff0c\u5e76\u5efa\u7acb\u66f4\u52a0\u53ef\u9760\u7684\u56de\u6d4b\u4f53\u7cfb\u3002<\/p>\n\n\n\n<p>\u5bf9\u4e8e\u5e0c\u671b\u6784\u5efa\u9ec4\u91d1\u4ea4\u6613\u7b56\u7565\u3001\u81ea\u52a8\u5316\u4ea4\u6613\u7cfb\u7edf\u6216\u8005\u591a\u8d44\u4ea7\u91cf\u5316\u5e73\u53f0\u7684\u5f00\u53d1\u8005\u6765\u8bf4\uff0c\u7a33\u5b9a\u3001\u9ad8\u8d28\u91cf\u7684\u6570\u636e\u57fa\u7840\uff0c\u59cb\u7ec8\u662f\u7b56\u7565\u957f\u671f\u8fd0\u884c\u7684\u91cd\u8981\u4fdd\u969c\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5728\u91cf\u5316\u4ea4\u6613\u5f00\u53d1\u8fc7\u7a0b\u4e2d\uff0c\u5f88\u591a\u4eba\u4f1a\u628a\u91cd\u70b9\u653e\u5728\u7b56\u7565\u6a21\u578b\u3001\u6307\u6807\u8bbe\u8ba1\u6216\u8005\u53c2\u6570\u4f18\u5316\u4e0a\uff0c\u4f46\u771f\u6b63\u51b3\u5b9a\u56de\u6d4b\u7ed3\u679c\u662f\u5426\u53ef\u9760\u7684\uff0c\u5f80\u5f80\u662f&#8230;<\/p>\n","protected":false},"author":5,"featured_media":10981,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-10980","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10980","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=10980"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10980\/revisions"}],"predecessor-version":[{"id":10982,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10980\/revisions\/10982"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/10981"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=10980"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=10980"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=10980"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}