CCXT fetch_ohlcv 最新数据缺失：时区问题的深度解析与解决方案

import ccxt
import time

# 实例化交易所对象
# 确保替换为你的交易所和API密钥
exchange = ccxt.bybit({
    'enableRateLimit': True, # 启用内置的限速机制
    # 'apiKey': 'YOUR_API_KEY',
    # 'secret': 'YOUR_SECRET',
})

symbol = 'SOL/USDT'
timeframe = '15m'
desired_limit = 99 # 期望获取的K线数量

# 1. 获取当前交易所的UTC时间戳（毫秒）
now_utc_ms = exchange.milliseconds()

# 2. 计算获取 N 条K线所需的起始时间戳
# 假设 15m K线，每条K线持续 15 * 60 * 1000 毫秒
# exchange.parse_timeframe(timeframe) 可以将 '15m' 转换为秒数
timeframe_duration_ms = exchange.parse_timeframe(timeframe) * 1000

# 计算 since 参数，以获取以当前时间为终点的 N 条K线
since_ms = now_utc_ms - (desired_limit * timeframe_duration_ms)

# 3. 调用 fetch_ohlcv
try:
    ohlcv = exchange.fetch_ohlcv(symbol, timeframe, since=since_ms, limit=desired_limit)
    print(f"成功获取 {len(ohlcv)} 条 {timeframe} K线数据，起始时间（UTC）：{exchange.iso8601(ohlcv[0][0])}，最新时间（UTC）：{exchange.iso8601(ohlcv[-1][0])}")
    # 打印最新K线数据
    if ohlcv:
        print(f"最新K线: {ohlcv[-1]}")
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}")

import ccxt
import datetime
import pytz

exchange = ccxt.bybit({'enableRateLimit': True})
exchange.load_markets() # 确保市场信息已加载

symbol = 'SOL/USDT'
timeframe = '15m'
limit = 100

# 假设你希望从本地时间 '2023-12-24 00:00:00' (GMT+8) 开始获取数据
local_time_str = '2023-12-24 00:00:00'
local_timezone = pytz.timezone('Asia/Shanghai') # 替换为你的本地时区

# 1. 解析本地时间字符串为 datetime 对象
local_dt_naive = datetime.datetime.strptime(local_time_str, '%Y-%m-%d %H:%M:%S')

# 2. 将无时区信息的 datetime 对象本地化
local_dt_aware = local_timezone.localize(local_dt_naive)

# 3. 将本地化的 datetime 对象转换为 UTC 时间
utc_dt_aware = local_dt_aware.astimezone(pytz.utc)

# 4. 转换为毫秒级时间戳
from_ts_utc = int(utc_dt_aware.timestamp() * 1000)

try:
    ohlcv_specific_utc = exchange.fetch_ohlcv(symbol, timeframe, since=from_ts_utc, limit=limit)
    print(f"\n使用 pytz 转换后获取 {len(ohlcv_specific_utc)} 条 K线数据。")
    if ohlcv_specific_utc:
        print(f"请求起始本地时间: {local_time_str} ({local_timezone})")
        print(f"实际请求起始UTC时间: {exchange.iso8601(ohlcv_specific_utc[0][0])}")
        print(f"最新K线: {ohlcv_specific_utc[-1]}")
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}")

import ccxt

exchange = ccxt.bybit({'enableRateLimit': True})
exchange.load_markets()

symbol = 'SOL/USDT'
timeframe = '15m'
limit = 100

# 明确指定 UTC 时间，ISO 8601 格式，末尾带 'Z'
utc_time_str_iso8601 = '2023-12-24T00:00:00.000Z'

# 使用 CCXT 的 parse8601 方法解析
from_ts_8601_utc = exchange.parse8601(utc_time_str_iso8601)

try:
    ohlcv_8601_utc = exchange.fetch_ohlcv(symbol, timeframe, since=from_ts_8601_utc, limit=limit)
    print(f"\n使用 parse8601 明确指定 UTC 后获取 {len(ohlcv_8601_utc)} 条 K线数据。")
    if ohlcv_8601_utc:
        print(f"请求起始UTC时间: {utc_time_str_iso8601}")
        print(f"实际请求起始UTC时间: {exchange.iso8601(ohlcv_8601_utc[0][0])}")
        print(f"最新K线: {ohlcv_8601_utc[-1]}")
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}")