{"id":2193,"date":"2025-04-11T07:52:00","date_gmt":"2025-04-10T23:52:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2193"},"modified":"2025-04-10T18:59:23","modified_gmt":"2025-04-10T10:59:23","slug":"%e7%89%b9%e6%9c%97%e6%99%ae%e5%85%b3%e7%a8%8e%e9%97%b9%e5%89%a7%e4%b8%8b%ef%bc%8c%e6%88%91%e4%bb%ac%e8%bf%99%e6%a0%b7%e7%94%a8ai%e9%87%8f%e5%8c%96%e6%a8%a1%e5%9e%8b%e5%8f%8d%e5%89%b2%e5%8d%8e%e5%b0%94","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2025\/04\/11\/%e7%89%b9%e6%9c%97%e6%99%ae%e5%85%b3%e7%a8%8e%e9%97%b9%e5%89%a7%e4%b8%8b%ef%bc%8c%e6%88%91%e4%bb%ac%e8%bf%99%e6%a0%b7%e7%94%a8ai%e9%87%8f%e5%8c%96%e6%a8%a1%e5%9e%8b%e5%8f%8d%e5%89%b2%e5%8d%8e%e5%b0%94\/","title":{"rendered":"\u7279\u6717\u666e\u5173\u7a0e\u95f9\u5267\u4e0b\uff0c\u6211\u4eec\u8fd9\u6837\u7528AI\u91cf\u5316\u6a21\u578b\u53cd\u5272\u534e\u5c14\u8857\u97ed\u83dc"},"content":{"rendered":"\n

\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\n
\u5199\u5728\u524d\u9762\u7684\u8bdd<\/strong>\uff1a\u6700\u8fd1\u7279\u6717\u666e\u5173\u7a0e\u653f\u7b56\u8ba9\u7f8e\u80a1\u5927\u76d8\u50cf\u8fc7\u5c71\u8f66\uff0c\u6211\u7528AI\u6a21\u578b\u53cd\u5411\u6536\u5272\u4e86\u4e00\u6ce2\u534e\u5c14\u8857\uff01\u6838\u5fc3\u662f\u6050\u60e7\u8d2a\u5a6a\u6307\u6570\u548c\u5173\u7a0e\u65f6\u70b9\u7ed3\u5408<\/mark>\uff1a2025\u5e744\u67084\u65e5\u5173\u7a0e\u51b2\u51fb\u540e\u5c3d\u65e9\u51cf\u4ed3\uff0c\u8eb2\u8fc7\u4f4e\u70b9\u66b4\u8dcc\uff1b4\u67089\u65e5\u60c5\u7eea\u8dcc\u523018\u65f6\u7cbe\u51c6\u6284\u5e95\uff0c\u6293\u53cd\u5f39\u3002\u56de\u6d4b\u663e\u793a\uff0c\u60c5\u7eea+AI\u7b56\u7565\u5728206\u5929\u91cc\u6536\u76ca\u662f\u6b7b\u62ffSPY\u76842.5\u500d\u3002\u60f3\u77e5\u9053\u548b\u64cd\u4f5c\uff1f\u5feb\u6765\u770b\u6211\u7684\u5b9e\u6218\u5206\u4eab\u5427\uff01<\/pre>\n<\/blockquote>\n\n\n\n
\u4e00\u3001\u5e02\u573a\u60c5\u7eea\u662f\u4e2a\u5927\u73a9\u5bb6<\/strong><\/h2>\n\n\n\n
\u80a1\u5e02\u6709\u65f6\u5019\u50cf\u4e2a\u60c5\u7eea\u5316\u7684\u5bb6\u4f19\u3002\u672c\u5468\u7279\u6717\u666e\u653f\u5e9c\u52a0\u7801\u5173\u7a0e\uff0c\u641e\u5f97\u7f8e\u80a1\u5927\u76d8\uff08SPY\uff09\u50cf\u8fc7\u5c71\u8f66\u4e00\u6837\uff0c\u5ffd\u6da8\u5ffd\u8dcc\u3002\u516c\u53f8\u8d22\u62a5\u518d\u597d\uff0c\u5e02\u573a\u4e00\u614c\u80a1\u4ef7\u7167\u8dcc\uff1b\u7ecf\u6d4e\u6570\u636e\u4e00\u822c\uff0c\u5927\u5bb6\u8d2a\u5fc3\u8d77\u6765\u7167\u6837\u62a2\u7740\u4e70\u3002<\/p>\n\n\n\n
\u4eca\u5929\u7684\u4e3b\u89d2\u201c\u6050\u60e7\u8d2a\u5a6a\u6307\u6570\u201d\u5c31\u662f\u4e2a\u6293\u60c5\u7eea\u7684\u597d\u5e2e\u624b\uff0c\u75280\u5230100\u6253\u5206\uff0c\u4f4e\u4e86\u662f\u5bb3\u6015\uff0c\u9ad8\u4e86\u662f\u8d2a\u5fc3\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n

\u7b80\u5355\u8bf4\uff0c\u6050\u614c\u65f6\u80a1\u7968\u4fbf\u5b9c\uff0c\u8d2a\u5a6a\u65f6\u4ef7\u683c\u865a\u9ad8\u3002\u8fd9\u4e1c\u897f\u5728\u7f8e\u56fd\u5f88\u706b\uff0cCNN\u6bcf\u5929\u66f4\u65b0\uff0c\u9760\u4e03\u4e2a\u6307\u6807\u6491\u8170\uff1aK\u7ebf\u56fe\u6da8\u8dcc\u3001\u4ea4\u6613\u91cf\u3001\u65b0\u9ad8\u4f4e\u80a1\u7968\u6570\u3001\u671f\u6743\u6bd4\u4f8b\u3001\u5e02\u573a\u6ce2\u52a8\uff08VIX\uff09\u3001\u5783\u573e\u503a\u5238\u9700\u6c42\u548c\u5b89\u5168\u8d44\u4ea7\u504f\u597d\u3002<\/p>\n\n\n\n
\u542c\u8d77\u6765\u590d\u6742\uff1f\u522b\u6015\uff0c\u6211\u7528\u5927\u767d\u8bdd\u8bb2\u7ed9\u4f60\u542c\uff0c\u8fd8\u5e26\u4f60\u7528AI\u73a9\u4e00\u628a\uff01<\/p>\n\n\n\n
\u4e8c\u3001\u6570\u636e\u641e\u5b9a\uff0c\u5fc3\u91cc\u4e0d\u614c<\/strong><\/h2>\n\n\n\n
\u8981\u73a9\u8fd9\u4e2a\uff0c\u5148\u5f97\u6709\u6570\u636e\u3002\u6211\u9009\u4e86SPY\uff08\u7f8e\u80a1\u5927\u76d8ETF\uff09\uff0c\u4ee3\u8868\u6574\u4e2a\u5e02\u573a\uff0c\u6700\u8fd1\u53d7\u5173\u7a0e\u5f71\u54cd\u6ce2\u52a8\u4e0d\u5c0f\u3002\u6211\u7528Polygon.io\u62c9\u4e862024\u5e746\u670813\u65e5\u52302025\u5e744\u67089\u65e5\u7684206\u5929K\u7ebf\u6570\u636e\uff0c\u5305\u62ec\u5f00\u76d8\u3001\u6536\u76d8\u3001\u6700\u9ad8\u3001\u6700\u4f4e\u4ef7\u3001\u4ea4\u6613\u91cf\u548cVWAP\uff08\u5747\u4ef7\uff09\u3002\u770b\u770b\u524d5\u5929\u7684\u6570\u636e\uff1a<\/p>\n\n\n\n
\u65e5\u671f<\/th>\u5f00\u76d8\u4ef7<\/th>\u6700\u9ad8\u4ef7<\/th>\u6700\u4f4e\u4ef7<\/th>\u6536\u76d8\u4ef7<\/th>\u4ea4\u6613\u91cf<\/th>VWAP<\/th>\u4ea4\u6613\u6b21\u6570<\/th><\/tr><\/thead>
2025-04-09<\/td>493.44<\/td>548.62<\/td>493.05<\/td>548.62<\/td>241,783,327<\/td>521.82<\/td>2,299,200<\/td><\/tr>
2025-04-08<\/td>521.86<\/td>524.98<\/td>489.16<\/td>496.48<\/td>165,553,031<\/td>507.09<\/td>1,708,697<\/td><\/tr>
2025-04-07<\/td>489.19<\/td>523.17<\/td>481.80<\/td>504.38<\/td>256,046,855<\/td>501.18<\/td>2,517,688<\/td><\/tr>
2025-04-04<\/td>523.67<\/td>525.87<\/td>505.06<\/td>505.28<\/td>217,902,831<\/td>514.97<\/td>1,957,425<\/td><\/tr>
2025-04-03<\/td>545.11<\/td>547.97<\/td>536.70<\/td>536.70<\/td>125,426,398<\/td>543.25<\/td>1,198,719<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
\u518d\u6293\u6050\u60e7\u8d2a\u5a6a\u6307\u6570\uff0c\u62ff\u4e86365\u5929\u6570\u636e\uff0c\u6700\u8fd15\u5929\u662f\u8fd9\u6837\u7684\uff1a<\/p>\n\n\n\n
\u65e5\u671f<\/th>\u6050\u60e7\u8d2a\u5a6a\u6307\u6570<\/th><\/tr><\/thead>
2025-04-10<\/td>39<\/td><\/tr>
2025-04-09<\/td>18<\/td><\/tr>
2025-04-08<\/td>24<\/td><\/tr>
2025-04-07<\/td>23<\/td><\/tr>
2025-04-06<\/td>34<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
\u7279\u6717\u666e\u5173\u7a0e\u65b0\u95fb\u4e00\u6ce2\u63a5\u4e00\u6ce2\uff0c\u8fd9\u6570\u636e\u6b63\u597d\u80fd\u53cd\u6620\u5e02\u573a\u7684\u5fc3\u8df3\u3002<\/p>\n\n\n\n
\u6838\u5fc3\u4ee3\u7801\uff1a\u62c9\u53d6SPY\u6570\u636e<\/strong><\/p>\n\n\n\n
# \u7b2c\u4e00\u90e8\u5206\uff1a\u4ecePolygon.io\u83b7\u53d6SPY\u6570\u636e\nPOLYGON_API_KEY = \"**************\"  # \u66ff\u6362\u4e3a\u4f60\u7684Polygon.io API Key\nsymbol = \"SPY\"\n\n# \u8bbe\u7f6e\u65e5\u671f\u8303\u56f4\nend_date = datetime(2025, 4, 10)  # \u56fa\u5b9a\u4e3a2025-04-10\uff0c\u786e\u4fdd\u8986\u76d6\u6700\u65b0\u6570\u636e\nstart_date = end_date - timedelta(days=300)  # \u5c1d\u8bd5\u83b7\u53d6300\u5929\u6570\u636e\n# \u83b7\u53d6\u805a\u5408\u6570\u636e\n    url = f\"https:\/\/api.polygon.io\/v2\/aggs\/ticker\/{symbol}\/range\/1\/day\/{start_str}\/{end_str}?apiKey={POLYGON_API_KEY}\"\n    response = requests.get(url)<\/code><\/pre>\n\n\n\n
\u4e09\u3001\u753b\u56fe\u627e\u89c4\u5f8b\uff0c\u5173\u7a0e\u6548\u5e94\u660e\u663e<\/strong><\/h2>\n\n\n\n
\u6570\u636e\u9f50\u4e86\uff0c\u54b1\u753b\u56fe\u770b\u770b\u3002\u6211\u628aSPY\u6536\u76d8\u4ef7\u548c\u6050\u60e7\u8d2a\u5a6a\u6307\u6570\u653e\u4e00\u5f20\u56fe\u4e0a\uff0c\u5de6\u8fb9\u662f\u4ef7\u683c\uff0c\u53f3\u8fb9\u662f\u60c5\u7eea\u3002\u56fe\u8868\u76f4\u63a5\u7528\u4ee3\u7801\u751f\u6210\u7684\u771f\u5b9e\u7ed3\u679c\uff1a<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
    \n
  • \u6574\u4f53\u8d8b\u52bf<\/strong>\uff1a2024\u5e746\u6708\u52302025\u5e744\u6708\uff0cSPY\u4ece540\u6da8\u5230580\u591a\uff0c\u6700\u9ad8\u63a5\u8fd1600\uff0c\u7136\u540e\u53d7\u5173\u7a0e\u5f71\u54cd\u5927\u8dcc\u5230500\u5de6\u53f3\u3002<\/li>\n\n\n\n
  • \u5173\u7a0e\u51b2\u51fb<\/strong>\uff1a2025\u5e744\u6708\uff0c\u7279\u6717\u666e\u52a0\u7801\u5173\u7a0e\uff0cSPY\u8dcc\u5230505.28\uff082025-04-04\uff09\uff0c\u60c5\u7eea\u6307\u6570\u6389\u523018\uff082025-04-09\uff09\uff0c\u6781\u5ea6\u6050\u60e7\u3002<\/li>\n\n\n\n
  • \u60c5\u7eea\u4fe1\u53f7<\/strong>\uff1a4\u67089\u65e5\u60c5\u7eea\u8dcc\u523018\u540e\uff0cSPY\u5f53\u5929\u53cd\u5f39\u5230548.62\uff0c\u6284\u5e95\u673a\u4f1a\u660e\u663e\u3002<\/li>\n<\/ul>\n\n\n\n
    \u518d\u770b\u6536\u76d8\u4ef7\u548cVWAP\u7684\u5bf9\u6bd4\u56fe\uff1a<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    VWAP\uff08\u6a59\u8272\u865a\u7ebf\uff09\u662f\u5747\u4ef7\uff0c\u6536\u76d8\u4ef7\uff08\u84dd\u8272\u5b9e\u7ebf\uff09\u5728\u5b83\u4e0a\u9762\u8bf4\u660e\u4e70\u76d8\u5f3a\uff0c\u4e0b\u9762\u8bf4\u660e\u5356\u538b\u5927\u30022025\u5e744\u6708\u5173\u7a0e\u540e\uff0c\u6536\u76d8\u4ef7\u8dcc\u7834VWAP\uff0c\u5e02\u573a\u6050\u614c\u660e\u663e\uff0c\u4f464\u67089\u65e5\u6536\u76d8\u4ef7548.62\u53c8\u7a81\u7834VWAP\uff0c\u663e\u793a\u53cd\u5f39\u4fe1\u53f7\u3002<\/p>\n\n\n\n
    \u6838\u5fc3\u4ee3\u7801\uff1a\u753bSPY\u4ef7\u683c\u548c\u60c5\u7eea\u56fe<\/strong><\/p>\n\n\n\n
    # ==================== \u7b2c\u56db\u90e8\u5206\uff1a\u53ef\u89c6\u5316 ====================\n# \u8bbe\u7f6e\u7ed8\u56fe\u6837\u5f0f\nplt.style.use('fivethirtyeight')\nsns.set_palette(\"deep\")\n\n# \u56fe1\uff1a\u4ef7\u683c\u4e0e\u6050\u60e7\u8d2a\u5a6a\u6307\u6570\nfig, ax1 = plt.subplots(figsize=(16, 9))\nax2 = ax1.twinx()<\/code><\/pre>\n\n\n\n
    \u76f8\u5173\u6027\u8868\u683c\u5982\u4e0b\uff1a<\/p>\n\n\n\n
    \u6307\u6807<\/th>\u4e0e\u6536\u76d8\u4ef7\u76f8\u5173\u6027<\/th>\u4e0e\u4ea4\u6613\u91cf\u76f8\u5173\u6027<\/th>\u4e0e\u60c5\u7eea\u6307\u6570\u76f8\u5173\u6027<\/th><\/tr><\/thead>
    \u5f00\u76d8\u4ef7<\/td>0.99<\/td>-0.35<\/td>0.05<\/td><\/tr>
    \u6536\u76d8\u4ef7<\/td>1.00<\/td>-0.38<\/td>0.03<\/td><\/tr>
    \u4ea4\u6613\u91cf<\/td>-0.38<\/td>1.00<\/td>-0.41<\/td><\/tr>
    \u6050\u60e7\u8d2a\u5a6a\u6307\u6570<\/td>0.03<\/td>-0.41<\/td>1.00<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
    \u5565\u610f\u601d\uff1f\u4ef7\u683c\u548c\u5f00\u76d8\u6536\u76d8\u9ad8\u5ea6\u540c\u6b65\uff0c\u4ea4\u6613\u91cf\u548c\u4ef7\u683c\u6709\u70b9\u53cd\u7740\u6765\uff0c\u60c5\u7eea\u6307\u6570\u548c\u4ef7\u683c\u6ca1\u5565\u76f4\u63a5\u8054\u7cfb\uff0c\u4f46\u548c\u4ea4\u6613\u91cf\u5173\u7cfb\u5927\u3002\u5173\u7a0e\u4e00\u51fa\uff0c\u6050\u614c\u65f6\u4ea4\u6613\u91cf\u98d9\u5347\uff0c\u60c5\u7eea\u6307\u6570\u6210\u9884\u8b66\u706f\u3002
    <\/p>\n\n\n\n
    \u56db\u3001AI\u9884\u6d4b\uff0c\u6293\u4f4f\u5173\u7a0e\u62d0\u70b9<\/strong><\/h2>\n\n\n\n
    \u5149\u770b\u56fe\u4e0d\u8fc7\u763e\uff0c\u6211\u8bf7\u4e86AI\u5e2e\u624bXGBoost\uff0c\u4e13\u95e8\u627e\u590d\u6742\u89c4\u5f8b\u3002\u5582\u5b83SPY\u7684K\u7ebf\u6570\u636e\u548c\u60c5\u7eea\u6307\u6570\uff0c\u52a0\u70b9\u6599\uff1a<\/p>\n\n\n\n