我用StockApi做竞价策略：3 个接口、4 分钟时间窗，开盘前输出当日观察池

import os
import time
import requests
import pandas as pd

TOKEN = os.getenv("STOCKAPI_TOKEN", "你的Token")
BASE = "https://www.stockapi.com.cn/v1"

def call(path, **params):
    params["token"] = TOKEN
    r = requests.get(f"{BASE}{path}", params=params, timeout=15)
    r.raise_for_status()
    d = r.json()
    if d.get("code") == 20000:
        return d["data"]
    raise RuntimeError(f"{path} 调用失败: {d.get('msg')}")

# ---------- 1. 竞价强势板块（9:26 后调用） ----------
def strong_boards(trade_date):
    rows = call("/base/bkjjzq", tradeDate=trade_date) or []
    df = pd.DataFrame(rows)
    if df.empty:
        return df
    for c in ["jjzf", "szjs", "xdjs"]:
        df[c] = pd.to_numeric(df[c], errors="coerce")
    df["ratio"] = df["szjs"] / (df["szjs"] + df["xdjs"]).replace(0, pd.NA)
    return df[(df["jjzf"] >= 2) & (df["ratio"] >= 0.7)].sort_values("jjzf", ascending=False)

# ---------- 2. 板块成分股 ----------
def board_members(trade_date, bk_code):
    rows = call("/base/zqbkCodeList", tradeDate=trade_date, bkCode=bk_code) or []
    df = pd.DataFrame(rows)
    if not df.empty:
        df["code"] = df["code"].astype(str).str.zfill(6)
    return df

# ---------- 3. 竞价涨停委托单（主板 + 创业板各拉一次） ----------
def jj_zt_orders(trade_date):
    frames = []
    for t in (1, 2):
        df = pd.DataFrame(call("/base/jjztwtd", date=trade_date, type=t) or [])
        if not df.empty:
            frames.append(df)
        time.sleep(0.05)
    if not frames:
        return pd.DataFrame()
    df = pd.concat(frames, ignore_index=True)
    for c in ["wme", "je", "jjcje", "jjhs"]:
        if c in df.columns:
            df[c] = pd.to_numeric(df[c], errors="coerce")
    df["code"] = df["code"].astype(str).str.zfill(6)
    return df

# ---------- 4. 主流程：4 分钟方向判断 ----------
def morning_plan(trade_date):
    boards = strong_boards(trade_date)
    orders = jj_zt_orders(trade_date)
    plan = []
    for _, b in boards.iterrows():
        members = board_members(trade_date, b["bkCode"])
        if members.empty or orders.empty:
            continue
        merged = members.merge(orders, on="code", how="inner")
        hot = merged[(merged["wme"] >= 3e7) & (merged["je"] > 0) &
                     (merged["zl"] == 1)]
        for _, m in hot.iterrows():
            plan.append({"板块": b["bkName"], "代码": m["code"],
                         "名称": m.get("name", ""), "委买额(万)": m["wme"] / 1e4})
    return pd.DataFrame(plan)

plan = morning_plan("2026-10-29")   # 交易日 9:26 之后运行
print(plan.sort_values("委买额(万)", ascending=False).head(10).to_string(index=False))