CCXT fetch_ohlcv数据获取：时区处理与最新K线完整性指南

import ccxt
from datetime import datetime, timezone, timedelta
import time

# 实例化交易所对象，并启用速率限制（推荐）
# 替换为您的交易所，例如 ccxt.binance(), ccxt.okx() 等
exchange = ccxt.bybit({'enableRateLimit': True})

symbol = 'SOL/USDT'  # 交易对
timeframe = '15m'    # 时间周期，例如 '1m', '5m', '1h', '1d'
limit = 99           # 期望获取的K线数量

print(f"尝试获取 {symbol} 的 {timeframe} K线数据，期望数量: {limit} 根\n")

# --- 错误示例：未正确处理时区导致的最新数据缺失 ---
print("--- 错误示例：使用本地时间字符串，导致数据缺失 ---")
# 假设我们期望从本地时间 '2023-12-24 00:00:00' (GMT+8) 开始获取数据
# 但如果直接传入不带时区信息的字符串，CCXT会将其解析为 UTC 时间
# 即 '2023-12-24 00:00:00 UTC'
from_local_str = '2023-12-24 00:00:00'
from_ts_incorrect = exchange.parse8601(from_local_str)

print(f"传入的本地时间字符串: {from_local_str}")
print(f"CCXT解析的UTC毫秒时间戳: {from_ts_incorrect}")
print(f"CCXT解析的UTC时间: {exchange.iso8601(from_ts_incorrect)}")

try:
    ohlcv_incorrect = exchange.fetch_ohlcv(symbol, timeframe, since=from_ts_incorrect, limit=limit)
    print(f"错误示例获取到的K线数量: {len(ohlcv_incorrect)}")
    if ohlcv_incorrect:
        print(f"第一根K线时间 (UTC): {exchange.iso8601(ohlcv_incorrect[0][0])}")
        print(f"最后一根K线时间 (UTC): {exchange.iso8601(ohlcv_incorrect[-1][0])}")
        # 注意：最后一根K线时间可能远早于当前时间，或者比预期晚
    else:
        print("未获取到数据，请检查起始时间或交易对。")
except ccxt.NetworkError as e:
    print(f"网络错误: {e}")
except ccxt.ExchangeError as e:
    print(f"交易所错误: {e}")
except Exception as e:
    print(f"发生未知错误: {e}")

print("\n" + "="*50 + "\n")

# --- 正确示例一：使用明确的UTC时间字符串 ---
print("--- 正确示例一：使用明确的UTC时间字符串 ('Z' 或 '+00:00') ---")
# 如果我们期望从本地时间 '2023-12-24 00:00:00' (GMT+8) 开始，
# 那么对应的UTC时间是 '2023-12-23 16:00:00 UTC'
from_utc_str_1 = '2023-12-23 16:00:00Z' # 'Z' 明确表示UTC
from_ts_correct_1 = exchange.parse8601(from_utc_str_1)

print(f"传入的UTC时间字符串: {from_utc_str_1}")
print(f"CCXT解析的UTC毫秒时间戳: {from_ts_correct_1}")
print(f"CCXT解析的UTC时间: {exchange.iso8601(from_ts_correct_1)}")

try:
    ohlcv_correct_1 = exchange.fetch_ohlcv(symbol, timeframe, since=from_ts_correct_1, limit=limit)
    print(f"正确示例1获取到的K线数量: {len(ohlcv_correct_1)}")
    if ohlcv_correct_1:
        print(f"第一根K线时间 (UTC): {exchange.iso8601(ohlcv_correct_1[0][0])}")
        print(f"最后一根K线时间 (UTC): {exchange.iso8601(ohlcv_correct_1[-1][0])}")
        # 此时获取到的数据应该更接近预期，包含更近期的K线
    else:
        print("未获取到数据，请检查起始时间或交易对。")
except ccxt.NetworkError as e:
    print(f"网络错误: {e}")
except ccxt.ExchangeError as e:
    print(f"交易所错误: {e}")
except Exception as e:
    print(f"发生未知错误: {e}")

print("\n" + "="*50 + "\n")

# --- 正确示例二：使用Python的datetime对象创建UTC时间 ---
print("--- 正确示例二：使用Python datetime对象创建UTC时间 ---")
# 获取当前UTC时间
now_utc = datetime.now(timezone.utc)
# 计算 N 个时间周期（例如 99 个 15 分钟）前的UTC时间
timeframe_seconds = exchange.parse_timeframe(timeframe) # 将 '15m' 转换为秒数
# 为了获取最新的 N 根K线，我们可以从当前时间回溯 N * timeframe_seconds
since_utc_dt = now_utc - timedelta(seconds=timeframe_seconds * limit)
# 转换为CCXT期望的毫秒级Unix时间戳
from_ts_correct_2 = int(since_utc_dt.timestamp() * 1000)

print(f"当前UTC时间: {now_utc.isoformat()}")
print(f"期望UTC开始时间 (回溯 {limit} 根K线): {since_utc_dt.isoformat()}")
print(f"CCXT解析的UTC毫秒时间戳: {from_ts_correct_2}")
print(f"CCXT解析的UTC时间: {exchange.iso8601(from_ts_correct_2)}")

try:
    ohlcv_correct_2 = exchange.fetch_ohlcv(symbol, timeframe, since=from_ts_correct_2, limit=limit)
    print(f"正确示例2获取到的K线数量: {len(ohlcv_correct_2)}")
    if ohlcv_correct_2:
        print(f"第一根K线时间 (UTC): {exchange.iso8601(ohlcv_correct_2[0][0])}")
        print(f"最后一根K线时间 (UTC): {exchange.iso8601(ohlcv_correct_2[-1][0])}")
        # 此时获取到的数据应该包含最新的K线，直至当前时间附近
    else: