Update Version 3.2.12

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.2.11
+Version: 3.2.12
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/conf.py

@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.2.11'
+version = u'3.2.12'
 # The full version, including alpha/beta/rc tags.
-release = u'3.2.11'
+release = u'3.2.12'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/usage/mddatas.rst

@@ -55,12 +55,19 @@ SZSE               深圳证券交易所
 	SSE.000300 - 沪深300指数
 	SSE.000905 - 中证500指数
 	SSE.000852 - 中证1000指数
-	SSE.510050 - 上交所上证50etf
-	SSE.510300 - 上交所沪深300etf
-	SZSE.159919 - 深交所沪深300etf
-	SSE.10002513 - 上交所上证50etf期权
-	SSE.10002504 - 上交所沪深300etf期权
-	SZSE.90000097 - 深交所沪深300etf期权
+	SSE.510050 - 上交所上证50ETF
+	SSE.510300 - 上交所沪深300ETF
+	SZSE.159919 - 深交所沪深300ETF
+	SSE.10002513 - 上交所上证50ETF期权
+	SSE.10002504 - 上交所沪深300ETF期权
+	SZSE.90000097 - 深交所沪深300ETF期权
+	SZSE.159915 - 易方达创业板ETF
+	SZSE.90001277 - 创业板ETF期权
+	SZSE.159922 - 深交所中证500ETF
+	SZSE.90001355 - 深交所中证500ETF期权
+	SSE.510500 - 上交所中证500ETF
+	SSE.10004497 - 上交所中证500ETF期权
+
 
 
 **注意：并非所有合约都是可交易合约.**

doc/version.rst

@@ -2,6 +2,12 @@
 
 版本变更
 =============================
+3.2.12 (2022/10/20)
+
+* 优化: :py:meth:`~tqsdk.TqApi.query_all_level_finance_options` 增加 ETF 期权标的，文档补充完整 ETF 基金名称
+* docs：修正文档，添加上交所和深交所中证1000ETF和深交所创业板ETF代码示例
+
+
 3.2.11 (2022/07/27)
 
 * 增加：下载数据时 csv_file_name 参数支持 str / asyncio.StreamWriter 两种类型

setup.py

@@ -36,7 +36,7 @@ def get_tag(self):
 
 setuptools.setup(
     name='tqsdk',
-    version="3.2.11",
+    version="3.2.12",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.2.11'
+__version__ = '3.2.12'

tqsdk/api.py

@@ -2877,9 +2877,12 @@ def query_all_level_finance_options(self, underlying_symbol, underlying_price, o
         Args:
             underlying_symbol (str): [必填] 标的合约 （针对 ETF 期权和股指期权，只支持以下几个合约）
                 * "SSE.000300" 为中金所股指期权标的
-                * "SSE.510050" 为上交所上证 50 ETF 期权标的
-                * "SSE.510300" 为上交所上证 300 ETF 期权标的
-                * "SZSE.159919" 为深交所沪深 300 ETF 期权标的
+                * "SSE.510050" 为上交所华夏上证 50 ETF 期权标的
+                * "SSE.510300" 为上交所华泰柏瑞沪深 300 ETF 期权标的
+                * "SZSE.159919" 为深交所嘉实沪深 300 ETF 期权标的
+                * "SZSE.159915" 为深交所易方达创业板 ETF 期权标的
+                * "SZSE.159922" 为深交所嘉实中证 500 ETF 期权标的
+                * "SSE.510500" 为上交所南方中证 500 ETF 期权标的
 
             underlying_price (float): [必填] 标的价格，该价格用户输入可以是任意值，例如合约最新价，最高价，开盘价等然后以该值去对比实值/虚值/平值期权
 
@@ -2936,7 +2939,7 @@ def query_all_level_finance_options(self, underlying_symbol, underlying_price, o
         """
         if self._stock is False:
             raise Exception("期货行情系统(_stock = False)不支持当前接口调用")
-        if underlying_symbol not in ["SSE.000300", "SSE.510050", "SSE.510300", "SZSE.159919"]:
+        if underlying_symbol not in ["SSE.000300", "SSE.510050", "SSE.510300", "SZSE.159919", "SZSE.159915", "SZSE.159922", "SSE.510500"]:
             raise Exception("不支持的标的合约")
         if option_class not in ['CALL', 'PUT']:
             raise Exception("option_class 参数错误，option_class 必须是 'CALL' 或者 'PUT'")

tqsdk/data_series.py

@@ -150,7 +150,8 @@ async def _run(self):
                         factor = factor_df.iloc[i].factor
                         adj_cols = DataSeries._get_adj_cols(symbol, self._dur_nano)
                         lt = self.df["datetime"].lt(dt)
-                        self.df.loc[lt, adj_cols] = self.df.loc[lt, adj_cols] * factor
+                        for col in adj_cols:
+                            self.df.loc[lt, col] = self.df.loc[lt, col] * factor
                 if self._adj_type == "B":
                     # 正序循环 factor_df, 对于大于等于当前 factor_df[datetime] 的行 乘以 1 / factor_df[factor]
                     for i in range(factor_df.shape[0]):

tqsdk/lib/target_pos_task.py

@@ -151,7 +151,7 @@ def get_price(direction):
 
             def get_price_by_quote(quote):
                 def get_price(direction):
-                    # 在 BUY 时使用买一价加一档价格，SELL 时使用卖一价减一档价格
+                    # 在 BUY 时使用涨停价，SELL 时使用跌停价
                     if direction == "BUY":
                         price = quote["upper_limit"]
                     else:

tqsdk/objs_not_entity.py

@@ -279,14 +279,14 @@ def _quotes_to_dataframe(self, quotes):
         for col in self.__dict__["_columns"]:
             if col == "expire_rest_days":
                 current_dt = self._api._get_current_datetime().timestamp()
-                self.loc[:, col] = [_get_expire_rest_days(quotes[s]['expire_datetime'], current_dt)
+                self[col] = [_get_expire_rest_days(quotes[s]['expire_datetime'], current_dt)
                                     if quotes[s].get('expire_datetime') else float('nan')
                                     for s in self.__dict__["_symbol_list"]]
             elif col == "trading_time_day" or col == "trading_time_night":
                 k = 'day' if col == "trading_time_day" else 'night'
-                self.loc[:, col] = Series([self._get_trading_time(quotes, s, k) for s in self.__dict__["_symbol_list"]])
+                self[col] = Series([self._get_trading_time(quotes, s, k) for s in self.__dict__["_symbol_list"]])
             else:
-                self.loc[:, col] = Series([quotes[s].get(col, default_quote[col]) for s in self.__dict__["_symbol_list"]])
+                self[col] = Series([quotes[s].get(col, default_quote[col]) for s in self.__dict__["_symbol_list"]])
 
     def __await__(self):
         return self.__dict__["_task"].__await__()