Update Version 3.5.1

shinnytech · Jan 24, 2024 · 873f19d · 873f19d
1 parent d58739b
commit 873f19d
Show file tree

Hide file tree

Showing 9 changed files with 170 additions and 7 deletions.
diff --git a/PKG-INFO b/PKG-INFO
@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.5.0
+Version: 3.5.1
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

diff --git a/doc/conf.py b/doc/conf.py
@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.5.0'
+version = u'3.5.1'
 # The full version, including alpha/beta/rc tags.
-release = u'3.5.0'
+release = u'3.5.1'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

diff --git a/doc/images/foreign01.png b/doc/images/foreign01.png
diff --git a/doc/usage/index.rst b/doc/usage/index.rst
@@ -9,6 +9,7 @@
     framework.rst
     shinny_account.rst
     mddatas.rst
+    kqd_symbol.rst
     ta.rst
     trade.rst
     option_trade.rst

diff --git a/doc/usage/kqd_symbol.rst b/doc/usage/kqd_symbol.rst
@@ -0,0 +1,156 @@
+.. _kqd_symbol:
+
+外盘行情
+==================================================
+板块介绍
+--------------------------------------------------
+为了满足投资者对全球市场信息的需求，提供更全面、准确的投资决策支持，快期/天勤专业版上线了外盘行情（延时15分钟）
+
+在快期专业版总添加方式：【添加板块】 - 【系统报价表】 - 【外盘行情(延时)】
+
+.. figure:: /images/foreign01.png
+
+在 TqSdk 中，您可以使用 :py:class:`~tqsdk.TqApi.query_quotes` 函数来获取对应的外盘合约列表，然后再安装自己的需求获取对应合约
+
+
+合约展示
+--------------------------------------------------
+目前提供了纽约NYMEX、纽约COMEX、芝加哥CBOT、芝加哥CME、芝加哥CFE、美国NYBOT、欧洲EUREX、伦敦LME、香港HKFE、新加坡SGX 等多家交易所的主连合约行情
+
++------------------+---------------------+
+| 合约代码         | 合约名              |
++==================+=====================+
+| [email protected]     | 离岸人民币主连      |
++------------------+---------------------+
+| [email protected]     | 英镑主连            |
++------------------+---------------------+
+| [email protected]   | 中国A50主连         |
++------------------+---------------------+
+| [email protected]  | 微原油主连          |
++------------------+---------------------+
+| [email protected]    | 迷你罗素主连        |
++------------------+---------------------+
+| [email protected]   | 美燃油主连          |
++------------------+---------------------+
+| [email protected]     | 瑞郎主连            |
++------------------+---------------------+
+| [email protected]  | 伦铝主连            |
++------------------+---------------------+
+| [email protected]   | 美原油主连          |
++------------------+---------------------+
+| [email protected]    | 2年美债主连         |
++------------------+---------------------+
+| [email protected]     | 加元主连            |
++------------------+---------------------+
+| [email protected]  | 伦锡主连            |
++------------------+---------------------+
+| [email protected]     | 新西兰元主连        |
++------------------+---------------------+
+| [email protected]   | H股指主连           |
++------------------+---------------------+
+| [email protected]    | 美麦主连            |
++------------------+---------------------+
+| [email protected]     | VIX指数主连         |
++------------------+---------------------+
+| [email protected]    | KC小麦主连          |
++------------------+---------------------+
+| [email protected]    | 微纳指主连          |
++------------------+---------------------+
+| [email protected] | 10年德债主连        |
++------------------+---------------------+
+| [email protected]   | 微道指主连          |
++------------------+---------------------+
+| [email protected]   | 小天然气主连        |
++------------------+---------------------+
+| [email protected]     | A50主连             |
++------------------+---------------------+
+| [email protected]  | 伦铅主连            |
++------------------+---------------------+
+| [email protected]    | 微标普主连          |
++------------------+---------------------+
+| [email protected]   | 小H股指主连         |
++------------------+---------------------+
+| [email protected]    | 微罗素主连          |
++------------------+---------------------+
+| [email protected]   | 美黄金主连          |
++------------------+---------------------+
+| [email protected]    | 5年美债主连         |
++------------------+---------------------+
+| [email protected]   | 迷你美元主连        |
++------------------+---------------------+
+| [email protected]   | 小原油主连          |
++------------------+---------------------+
+| [email protected]    | 10年美债主连        |
++------------------+---------------------+
+| [email protected]   | 美精铜主连          |
++------------------+---------------------+
+| [email protected]   | 小恒指主连          |
++------------------+---------------------+
+| [email protected]    | 美黄豆主连          |
++------------------+---------------------+
+| [email protected]     | TSR20橡胶主连       |
++------------------+---------------------+
+| [email protected]  | 伦锌主连            |
++------------------+---------------------+
+| [email protected]   | 美元指主连          |
++------------------+---------------------+
+| [email protected]    | 美豆粕主连          |
++------------------+---------------------+
+| [email protected]   | 美棉花主连          |
++------------------+---------------------+
+| [email protected] | 2年德债主连         |
++------------------+---------------------+
+| [email protected]   | 恒指主连            |
++------------------+---------------------+
+| [email protected]     | 澳元主连            |
++------------------+---------------------+
+| [email protected]    | 长期美债主连        |
++------------------+---------------------+
+| [email protected]   | 美白银主连          |
++------------------+---------------------+
+| [email protected]  | 伦铜主连            |
++------------------+---------------------+
+| [email protected] | 5年德债主连         |
++------------------+---------------------+
+| [email protected] | 德国DAX主连         |
++------------------+---------------------+
+| [email protected]   | 天然气主连          |
++------------------+---------------------+
+| [email protected]  | 微黄金主连          |
++------------------+---------------------+
+| [email protected]    | 美豆油主连          |
++------------------+---------------------+
+| [email protected]     | 迷你纳指主连        |
++------------------+---------------------+
+| [email protected]    | CME日经主连         |
++------------------+---------------------+
+| [email protected]   | 美元人民币主连      |
++------------------+---------------------+
+| [email protected]     | 日元主连            |
++------------------+---------------------+
+| [email protected]    | 美玉米主连          |
++------------------+---------------------+
+| [email protected]    | 铁矿FE主连          |
++------------------+---------------------+
+| [email protected]     | 迷你标普主连        |
++------------------+---------------------+
+| [email protected] | 迷你德指主连        |
++------------------+---------------------+
+| [email protected]    | 迷你道指主连        |
++------------------+---------------------+
+| [email protected]  | 伦镍主连            |
++------------------+---------------------+
+| [email protected]  | 微白银主连          |
++------------------+---------------------+
+| [email protected]     | 欧元主连            |
++------------------+---------------------+
+| [email protected]   | 美汽油主连          |
++------------------+---------------------+
+| [email protected]   | 美钯金主连          |
++------------------+---------------------+
+| [email protected]   | 美铂金主连          |
++------------------+---------------------+
+| [email protected] | 欧洲50指主连        |
++------------------+---------------------+
+
+
diff --git a/doc/version.rst b/doc/version.rst
@@ -2,9 +2,15 @@
 
 版本变更
 =============================
+3.5.1 (2024/01/24)
+
+* 修复：:py:meth:`~tqsdk.TqApi.query_his_cont_quotes` 接口在 3.4.11、3.5.0 版本上报错的问题
+* doc：增加外盘文档说明
+
+
 3.5.0 (2024/01/18)
 
-* 新增：行情增加外盘主连合约，通过 ``api.query_quotes(exchange_id=['KQD'])`` 查询外盘合约
+* 新增：行情增加外盘主连合约，通过 ``api.query_quotes(exchange_id=['KQD'])`` 查询外盘合约，外盘合约地址参考  :ref:`kqd_symbol`
 * 新增：:py:meth:`~tqsdk.TqZq` 众期账户类型，支持连接众期服务器交易
 * 优化：:py:meth:`~tqsdk.TqApi.query_quotes` 函数 ins_class、exchange_id、product_id 参数支持 list
 * 修复：ticks 回测时，可能出现账户结算信息为 nan 的问题

diff --git a/setup.py b/setup.py
@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.5.0",
+    version="3.5.1",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

diff --git a/tqsdk/__version__.py b/tqsdk/__version__.py
@@ -1 +1 @@
-__version__ = '3.5.0'
+__version__ = '3.5.1'
diff --git a/tqsdk/api.py b/tqsdk/api.py
@@ -1088,7 +1088,7 @@ def query_his_cont_quotes(self, symbol: Union[str, List[str]], n: int = 200) ->
         end_dt = _timestamp_nano_to_datetime(trading_day)
         cont_calendar = TqContCalendar(start_dt=(end_dt - timedelta(days=n * 2 + 30)).date(), end_dt=end_dt.date(),
                                        symbols=symbols, headers=self._base_headers)
-        df = cont_calendar.df.loc[cont_calendar.df.date.le(end_dt), ['date'] + symbols]
+        df = cont_calendar.df.loc[cont_calendar.df._cst_date.le(end_dt), ['date'] + symbols]
         df = df.iloc[-n:]
         df.reset_index(inplace=True, drop=True)
         return df