Update Version 3.2.4

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.2.3
+Version: 3.2.4
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/advanced/index.rst

@@ -17,3 +17,4 @@
     unanttended.rst
     targetpostask2.rst
     scheduler.rst
+    tqsdk2ctptest.rst

doc/advanced/tqsdk2ctptest.rst

@@ -0,0 +1,26 @@
+.. _tqsdk2ctptest:
+
+在 tqsdk 中调用 tqsdk2 查询保证金
+=================================================
+tqSdk 没有直接提供查询保证金的接口，但是你可以通过使用tqsdk2 的直连功能来做到这个效果。tqsdk和tqsdk2可以在一个py文件中同时运行。
+
+该方法仅支持直连 CTP 柜台时使用。受限制于 CTP 柜台的流控机制(每秒 1 笔), 短时间发送大量查询指令后, 后续查询指令将会排队等待。
+为了避免盘中的查询等待时间, 建议盘前启动程序, 对标的合约提前进行查询::
+
+    from tqsdk import TqApi, TqAuth, TqAccount
+    import tqsdk2
+
+    account = tqsdk2.TqCtp(front_url, front_broker, app_id, auth_code, account_id, password)
+    api_margin = tqsdk2.TqApi(account = account, auth=tqsdk2.TqAuth("信易账户", "账户密码"))
+    rate = api_margin.get_margin_rates("SHFE.cu2201")
+    print(rate)
+    api = TqApi(TqAccount("期货公司","账号","密码"),auth=TqAuth("信易账户", "账户密码"))
+    quote = api.get_quote("SHFE.cu2201")
+    while True:
+        api.wait_update()
+        quote.datetime
+        # 正常和tqsdk一样执行策略
+
+
+tqsdk2的直连功能需要企业版权限，有关企业版的具体费用和功能，请参考 `天勤官方网站 <https://www.shinnytech.com/tqsdk_professional/>`_
+如果想了解更多关于tqsdk2的直连功能TqCtp，请参考 `tqsdk2官方文档 <https://doc.shinnytech.com/tqsdk2/latest/reference/tqsdk2.ctp.html?highlight=tqctp#tqsdk2.TqCtp/>`_

doc/conf.py

@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.2.3'
+version = u'3.2.4'
 # The full version, including alpha/beta/rc tags.
-release = u'3.2.3'
+release = u'3.2.4'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/version.rst

@@ -2,6 +2,14 @@
 
 版本变更
 =============================
+3.2.4 (2022/03/07)
+
+* 优化：某些情况下启用 web_gui 后网页卡顿的问题
+* 修复：修正上交所 ETF 期权的昨结算（pre_settlement）字段
+* 修复：:py:class:`~tqsdk.TargetPosTask` 及 :py:class:`~tqsdk.algorithm.twap` 添加动力煤期货暂不支持的提示
+* docs：修正文档，增加 tqkq() 的示例，增加 :ref:`tqsdk2ctptest` 文档
+
+
 3.2.3 (2022/02/16)
 
 * 修复：query_all_level_options 接口查询 ETF 期权可能报错的问题

setup.py

@@ -36,7 +36,7 @@ def get_tag(self):
 
 setuptools.setup(
     name='tqsdk',
-    version="3.2.3",
+    version="3.2.4",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.2.3'
+__version__ = '3.2.4'

tqsdk/algorithm/twap.py

@@ -119,6 +119,8 @@ def __init__(self, api: TqApi, symbol: str, direction: str, offset: str, volume:
         """
         if symbol.startswith("CZCE.CJ"):
             raise Exception("红枣期货不支持创建 targetpostask、twap、vwap 任务，交易所规定该品种最小开仓手数为大于等于 4 手，这些函数还未支持该规则!")
+        if symbol.startswith("CZCE.ZC"):
+            raise Exception("动力煤期货不支持创建 targetpostask、twap、vwap 任务，交易所规定该品种最小开仓手数为大于等于 2 手，这些函数还未支持该规则!")
         self._api = api
         self._account = api._account._check_valid(account)
         if self._account is None:

tqsdk/demo/option_tutorial/o70.py

@@ -20,7 +20,7 @@
     # 以对手价来计算买入看涨期权然后行权后的期货成本价格
     option_buy = quote_option.strike_price + quote_option.ask_price1
     # 判断当期货的买入1档，即卖出期货价格大于买入看涨期权的期货成本价格，形成套利空间时进行限价下单
-    if quote.bid_price1 < option_buy and times == 0:
+    if quote.bid_price1 > option_buy and times == 0:
         times += 1
         # 以现在卖1档价格买入看涨期权
         order_opiton = api.insert_order('CZCE.MA109C2950', "BUY", "OPEN", 1, quote_option.ask_price1)

tqsdk/lib/target_pos_task.py

@@ -197,6 +197,8 @@ def get_price(direction, quote):
         """
         if symbol.startswith("CZCE.CJ"):
             raise Exception("红枣期货不支持创建 targetpostask、twap、vwap 任务，交易所规定该品种最小开仓手数为大于等于 4 手，这些函数还未支持该规则!")
+        if symbol.startswith("CZCE.ZC"):
+            raise Exception("动力煤期货不支持创建 targetpostask、twap、vwap 任务，交易所规定该品种最小开仓手数为大于等于 2 手，这些函数还未支持该规则!")
         super(TargetPosTask, self).__init__()
         self._api = api
         self._account = api._account._check_valid(account)

tqsdk/objs_not_entity.py

@@ -342,6 +342,7 @@ async def _get_ranking_data(self, ranking_id):
                 })
 
     async def async_update(self):
+        await self.__dict__["_api"]._ensure_symbol_async(self.__dict__["_symbol"])
         ranking_id = _generate_uuid("PYSDK_rank")
         self.__dict__["_api"].create_task(self._get_ranking_data(ranking_id), _caller_api=True)  # 错误会抛给 api 处理
         symbol_rankings = _get_obj(self.__dict__["_api"]._data, ["_symbol_rankings"])

tqsdk/symbols.py

@@ -22,7 +22,7 @@ async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_ch
         self._quotes_all_keys = set(Quote(None).keys())
         self._quotes_all_keys = self._quotes_all_keys.union({'margin', 'commission'})
         # 以下字段合约服务也会请求，但是不应该记在 quotes 中，quotes 中的这些字段应该有行情服务负责
-        self._quotes_all_keys.difference_update({'pre_open_interest', 'pre_settlement', 'pre_close', 'upper_limit', 'lower_limit'})
+        self._quotes_all_keys.difference_update({'pre_open_interest', 'pre_close', 'upper_limit', 'lower_limit'})
         sim_task = self._api.create_task(self._sim_handler())
         try:
             async for pack in self._md_recv_chan:
@@ -36,8 +36,13 @@ async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_ch
                                 if query_result.get("error", None):
                                     raise Exception(f"查询合约服务报错 {query_result['error']}")
                                 elif query_id.startswith("PYSDK_quote"):
+                                    quotes = self._api._symbols_to_quotes(query_result, self._quotes_all_keys)
+                                    for quote in quotes.values():
+                                        if not (quote["ins_class"] == "OPTION" and quote["exchange_id"] == "SSE"):
+                                            # quotes 中的 pre_settlement 字段应该由行情服务负责，行情没有上交所期权的 pre_settlement，需要从合约服务取，其他合约不变
+                                            quote.pop("pre_settlement", None)
                                     data.append(
-                                        {"quotes": self._api._symbols_to_quotes(query_result, self._quotes_all_keys)}
+                                        {"quotes": quotes}
                                     )
                                     self._md_send_chan.send_nowait({
                                         "aid": "ins_query",

tqsdk/tqwebhelper.py

@@ -180,11 +180,15 @@ async def _data_handler(self, api_recv_chan, web_recv_chan):
                         _simple_merge_diff(self._data["trade"], trade)
                         web_diffs.append({"trade": trade})
                         # 账户是否有变化
-                        static_balance_changed = d.get("trade", {}).get(self._api._account._get_account_key(account=None), {}).\
-                            get("accounts", {}).get("CNY", {}).get('static_balance')
-                        trades_changed = d.get("trade", {}).get(self._api._account._get_account_key(account=None), {}).get("trades", {})
-                        orders_changed = d.get("trade", {}).get(self._api._account._get_account_key(account=None), {}).get("orders", {})
-                        if static_balance_changed is not None or trades_changed != {} or orders_changed != {}:
+                        # todo: 这里本来使用类似 is_changing 的做法，判断 diffs 中是否有 static_balance 字段；由于 _simple_merge_diff 去掉了默认参数 reduce_diff
+                        #  现在修改为手动比较 diffs 中的 static_balance 和 self._data 中的 static_balance 是否一样
+                        account_key = self._api._account._get_account_key(account=None)
+                        current_static_balance = self._data["trade"].get(account_key, {}).get("accounts", {}).get("CNY", {}).get('static_balance')
+                        diff_static_balance = d.get("trade", {}).get(account_key, {}).get("accounts", {}).get("CNY", {}).get('static_balance', None)
+                        static_balance_changed = diff_static_balance is not None and current_static_balance != diff_static_balance
+                        trades_changed = d.get("trade", {}).get(account_key, {}).get("trades", {})
+                        orders_changed = d.get("trade", {}).get(account_key, {}).get("orders", {})
+                        if static_balance_changed is True or trades_changed != {} or orders_changed != {}:
                             account_changed = True
                     # 处理 backtest replay
                     if d.get("_tqsdk_backtest") or d.get("_tqsdk_replay"):

tqsdk/tradeable/otg/tqkq.py

@@ -15,6 +15,31 @@ class TqKq(BaseOtg, FutureMixin):
     def __init__(self, td_url: Optional[str] = None):
         """
         创建快期模拟账户实例
+
+        快期模拟的账户和交易信息可以在快期专业版查看，可以点击 `快期专业版 <https://www.shinnytech.com/qpro/>`_ 进行下载
+
+        Example::
+
+            from tqsdk import TqApi, TqAuth, TqKq
+
+            tq_kq_stock = TqKq()
+            api = TqApi(account=tq_kq, auth=TqAuth("信易账户", "账户密码"))
+            quote = api.get_quote("SHFE.cu2206")
+            print(quote)
+            # 下单限价单
+            order = api.insert_order(symbol="SHFE.cu2206", direction='BUY', offset='OPEN', limit_price=quote.last_price, volume=1)
+            while order.status == 'ALIVE':
+                api.wait_update()
+                print(order)  # 打印委托单信息
+
+            print(tq_kq.get_account())  # 打印快期模拟账户信息
+
+            print(tq_kq.get_position("SHFE.cu2206"))  # 打印持仓信息
+
+            for trade in order.trade_records.values():
+                print(trade)  # 打印委托单对应的成交信息
+            api.close()
+
         """
         super().__init__("快期模拟", "", "", td_url=td_url)