getk · 美股K线数据抓取 / US Stock K-Line Fetcher

简体中文 · English

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简体中文

一个基于长桥证券接口（LongPort OpenAPI）的抓取工具，按配置批量抓取指定股票在指定日期的历史 K 线并写入 PostgreSQL。支持多只股票、多日期、去重插入、进度显示。

功能特性

• 批量抓取指定标的的历史 K 线（分钟级）
• 多日期批处理，自动去重（ON CONFLICT DO NOTHING）
• 自动根据标的生成数据表（如 AAPL.US → aapl）
• 支持 go run 与二进制部署两种运行方式

环境要求

• Go 1.20+（建议 1.21 或更高）
• PostgreSQL 12+
• LongPort OpenAPI 凭证（App Key、App Secret、Access Token）

如果没有 LongPort OpenAPI 凭证？

必须要在长桥证券开户，才能够开通 LongPort OpenAPI。

（一）长桥证券香港
开户链接：https://app.longbridgehk.com/ac/oa?account_channel=lb&channel=HB100036&invite-code=1OZ6MT

优势：配合香港银行卡出入无损，账户功能更加完善
福利：

1. 入金等值 1W 港币得港股终身免佣金；
2. 入金 2 万港币或等值美金得 400 港币股票现金卡 + 5 美元现金卡 + 5% 收益货币基金购买资格；
3. 支持日内 10 倍融资，新加坡不支持。

（二）长桥证券新加坡
开户链接：https://activity.lbmkt.ing/pages/longbridge/7415/index.html?app_id=longbridge&org_id=1&account_channel=lb&lang=zh-CN&channel=HB100036&invite-code=1OZ6MT

优势：配合新加坡银行卡新币出入无损，有护照即可办理；
福利：

1. 入金 1800 新币可得港美股终生免佣；
2. 入金满 3400 新币得 72 新币股票现金卡 + 5 美元期权现金卡； 另外：用我链接开户的，再赠送 100 HKD 现金或者 18 新币。

• 开户成功后注册 LongPort OpenAPI 账号：https://open.longportapp.com/
• 创建应用并获取凭证（App Key、App Secret、Access Token）
• 配置 config/longport.yaml 或环境变量

快速运行（Windows 示例）

# 直接运行（读取项目根的 config/）
go run .\main.go

# 或构建后运行（读取 exe 同级的 config/）
go build -o getk.exe .
.\getk.exe

配置文件示例

1) config/config.yaml

symbols:
  - "AAPL.US"
  - "TSLA.US"
  - "NVDA.US"

dates:
  - "2025-10-15"
  - "2025-10-16"
  - "2025-10-17"

settings:
  period: "OneMinute"      # 可选：OneMinute, FiveMinute, FifteenMinute, ThirtyMinute
  adjust_type: "No"        # 可选：No, ForwardAdjust

2) config/db.yaml

db:
  host: "127.0.0.1"
  port: 5432
  user: "postgres"
  password: "your_password"
  name: "your_database"
  sslmode: "disable"

3) config/longport.yaml

longport:
  app_key: "xxxxx"
  app_secret: "xxxxx"
  access_token: "xxxxx"

也可用环境变量（PowerShell）：

setx LONGPORT_APP_KEY "your-app-key"
setx LONGPORT_APP_SECRET "your-app-secret"
setx LONGPORT_ACCESS_TOKEN "your-access-token"

数据库表结构与写入规则

• 表名：取股票代码点号前部分并转小写。例如 AAPL.US → aapl。
• 去重：以 timestamp 为唯一键，ON CONFLICT (timestamp) DO NOTHING 跳过重复。

示例表结构（以 aapl 为例）：

CREATE TABLE IF NOT EXISTS aapl (
  timestamp   TIMESTAMPTZ PRIMARY KEY,
  open        DOUBLE PRECISION,
  close       DOUBLE PRECISION,
  high        DOUBLE PRECISION,
  low         DOUBLE PRECISION,
  volume      BIGINT,
  turnover    DOUBLE PRECISION
);

常见问题

• 读取配置失败：确认实际生效的配置目录内存在 config.yaml / db.yaml / longport.yaml。
• LongPort 鉴权错误：检查 app_key/app_secret/access_token 是否有效，并确保账户具有行情权限。

LongPort 接口频率限制

• 每个账号同时只能建立一个长连接，最多同时订阅 500 个标的。
• 1 秒内不超过 10 次调用，并发请求数不超过 5。
• OpenAPI SDK 内部已经做了有效的频率控制：
  • 行情类：QuoteContext 下的接口，SDK 会按照服务端频率限制自动控制；请求过快时会自动延迟。
  • 交易类：TradeContext 下的接口，SDK 没有做限制，需要用户自行处理。

LongPort 使用费用

LongPort 不针对接口服务额外收取开通或使用费用，只需开通 LongPort 账户及 OpenAPI 服务权限后即可免费使用。实际交易费率请咨询您开通证券账户的券商。

说明

• 本项目使用 github.com/longportapp/openapi-go/quote 拉取历史 K 线。
• 路径解析已优化以兼容 go run 与二进制部署场景。

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English

A data fetcher powered by LongPort OpenAPI. It batches historical K-line (candlestick) data for specified symbols and dates, and writes into PostgreSQL. Supports multiple symbols, multiple dates, de-dup insert, and progress display.

Features

• Batch fetch minute-level historical K-line for selected symbols
• Multi-date processing with de-dup (ON CONFLICT DO NOTHING)
• Auto-create table per symbol (e.g. AAPL.US → aapl)
• Works with both go run and compiled binary deployments

Requirements

• Go 1.20+ (recommend 1.21+)
• PostgreSQL 12+
• LongPort OpenAPI credentials (App Key, App Secret, Access Token)

Don’t have LongPort OpenAPI credentials?

LongBridge currently does not support customers from the United States and Canada due to licensing. You need a LongBridge brokerage account to enable OpenAPI.

(1) LongBridge Hong Kong
Signup: https://app.longbridgehk.com/ac/oa?account_channel=lb&channel=HB100036&invite-code=1OZ6MT

Pros: seamless HKD in/out with HK bank cards; more comprehensive account features
Benefits:

1. HK stock lifetime commission-free with a 10,000 HKD deposit;
2. Deposit 20,000 HKD (or equivalent USD) to receive 400 HKD stock cash card + 5 USD cash card + eligibility for 5% yield money market fund;
3. Supports 10x intraday margin (not supported in Singapore).

(2) LongBridge Singapore
Signup: https://activity.lbmkt.ing/pages/longbridge/7415/index.html?app_id=longbridge&org_id=1&account_channel=lb&lang=zh-CN&channel=HB100036&invite-code=1OZ6MT

Pros: seamless SGD in/out with SG bank cards; passport is sufficient
Benefits:

1. Deposit 1800 SGD for lifetime commission-free US/HK stocks;
2. Deposit 3400 SGD for a 72 SGD stock cash card + 5 USD options cash card. Additionally, using my link grants an extra 100 HKD or 18 SGD.

• Then go to: https://open.longportapp.com/
• Create an app and obtain credentials (App Key, App Secret, Access Token)
• Configure via config/longport.yaml or environment variables

Quick Start (Windows)

# Run directly (reads config/ at project root)
go run .\main.go

# Or build then run (reads config/ next to the exe)
go build -o getk.exe .
.\getk.exe

Configuration Examples

1) config/config.yaml

symbols:
  - "AAPL.US"
  - "TSLA.US"
  - "NVDA.US"

dates:
  - "2025-10-15"
  - "2025-10-16"
  - "2025-10-17"

settings:
  period: "OneMinute"      # OneMinute, FiveMinute, FifteenMinute, ThirtyMinute
  adjust_type: "No"        # No, ForwardAdjust

2) config/db.yaml

db:
  host: "127.0.0.1"
  port: 5432
  user: "postgres"
  password: "your_password"
  name: "your_database"
  sslmode: "disable"

3) config/longport.yaml

longport:
  app_key: "xxxxx"
  app_secret: "xxxxx"
  access_token: "xxxxx"

Or use environment variables (PowerShell):

setx LONGPORT_APP_KEY "your-app-key"
setx LONGPORT_APP_SECRET "your-app-secret"
setx LONGPORT_ACCESS_TOKEN "your-access-token"

Table Schema & Insert Rules

• Table name: take the part before the dot and lowercase (e.g. AAPL.US → aapl).
• De-dup: timestamp as primary key; ON CONFLICT (timestamp) DO NOTHING.

Example (for aapl):

CREATE TABLE IF NOT EXISTS aapl (
  timestamp   TIMESTAMPTZ PRIMARY KEY,
  open        DOUBLE PRECISION,
  close       DOUBLE PRECISION,
  high        DOUBLE PRECISION,
  low         DOUBLE PRECISION,
  volume      BIGINT,
  turnover    DOUBLE PRECISION
);

FAQ

• Config read failure: ensure config.yaml / db.yaml / longport.yaml exist in the effective config directory.
• LongPort auth error: verify app_key/app_secret/access_token validity and that your account has market data permissions.

LongPort Rate Limits

• One concurrent persistent connection per account; up to 500 subscribed symbols.
• ≤ 10 calls per second; ≤ 5 concurrent requests.
• SDK-side throttling:
  • Market data (QuoteContext): SDK auto-controls request rate per server policy and delays if too fast.
  • Trading (TradeContext): no SDK limit; you must implement your own control.

Fees

No extra fees for using OpenAPI. You only need a LongBridge account and OpenAPI permissions; actual trading fees depend on your broker.

Notes

• Uses github.com/longportapp/openapi-go/quote to fetch historical K-lines.
• Path resolution works for both go run and binary deployments.

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