Update Version 3.0.2

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.0.1
+Version: 3.0.2
 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'3.0.1'
+version = u'3.0.2'
 # The full version, including alpha/beta/rc tags.
-release = u'3.0.1'
+release = u'3.0.2'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/profession.rst

@@ -63,6 +63,28 @@ TqSdk 提供了 :py:class:`~tqsdk.account.TqKqStock` 方法供用户来进行股
 
 需要注意股票模拟交易下，get_account，get_order，get_position 会返回对应股票交易模型下的 objs ，如 :py:class:`~tqsdk.objs.SecurityAccount`， :py:class:`~tqsdk.objs.SecurityOrder`，:py:class:`~tqsdk.objs.SecurityPosition`
 
+参考代码如下::
+
+    from tqsdk import TqApi, TqAuth, TqKqStock
+
+    tq_kq_stock = TqKqStock()
+    api = TqApi(account=tq_kq_stock, auth=TqAuth("信易账户", "账户密码"))
+    quote = api.get_quote("SSE.688529")
+    print(quote)
+    # 下单限价单
+    order = api.insert_order("SSE.688529", volume=200, direction="BUY", limit_price=quote.ask_price1)
+    while order.status == 'ALIVE':
+        api.wait_update()
+        print(order)  # 打印委托单信息
+
+    print(api.get_account())  # 打印快期股票模拟账户信息
+
+    print(api.get_position("SSE.688529"))  # 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()
+
 
 下载数据功能
 -------------------------------------------------

doc/quickstart.rst

@@ -60,11 +60,11 @@
 
     api = TqApi(auth=TqAuth("信易账户", "账户密码"))
 
-获得上期所 ni2010 合约的行情引用::
+获得上期所 ni2206 合约的行情引用::
 
-    quote = api.get_quote("SHFE.ni2010")
+    quote = api.get_quote("SHFE.ni2206")
 
-现在, 我们获得了一个对象 quote. 这个对象总是指向 SHFE.ni2010 合约的最新行情. 我们可以通过 quote 的各个字段访问行情数据::
+现在, 我们获得了一个对象 quote. 这个对象总是指向 SHFE.ni2206 合约的最新行情. 我们可以通过 quote 的各个字段访问行情数据::
 
     print (quote.last_price, quote.volume)
 
@@ -93,9 +93,9 @@
 
 使用K线数据
 -------------------------------------------------
-你很可能会需要合约的K线数据. 在TqSdk中, 你可以很方便的获得K线数据. 我们来请求 ni2010 合约的10秒线::
+你很可能会需要合约的K线数据. 在TqSdk中, 你可以很方便的获得K线数据. 我们来请求 ni2206 合约的10秒线::
 
-    klines = api.get_kline_serial("SHFE.ni2010", 10)
+    klines = api.get_kline_serial("SHFE.ni2206", 10)
 
 klines是一个pandas.DataFrame对象. 跟 api.get_quote() 一样, api.get_kline_serial() 也是返回K线序列的引用对象. K线序列数据也会跟实时行情一起同步自动更新. 你也同样需要用 api.wait_update() 等待数据刷新.
 

doc/version.rst

@@ -2,6 +2,15 @@
 
 版本变更
 =============================
+3.0.2 (2021/12/07)
+
+* 修复：调用 :py:meth:`~tqsdk.api.TqApi.get_kline_serial` 接口获取股票前复权 Kline 时，复权计算结果可能出错的问题
+* 新增：节假日表添加 2022 年节假日信息
+* 新增：支持在 python 3.10 下使用 TqApi
+* web_gui：支持多账户下使用
+* docs：更新示例合约代码
+
+
 3.0.1 (2021/11/26)
 
 * 修复：调用 :py:meth:`~tqsdk.api.TqApi.query_symbol_info`，当参数中包含主连/指数合约会报错的问题

setup.py

@@ -36,7 +36,7 @@ def get_tag(self):
 
 setuptools.setup(
     name='tqsdk',
-    version="3.0.1",
+    version="3.0.2",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.0.1'
+__version__ = '3.0.2'

tqsdk/api.py

@@ -296,7 +296,7 @@ def __init__(self, account: Union[TqMultiAccount, TqAccount, TqSim, None] = None
             while self._data.get("mdhis_more_data", True) or trade_more_data:
                 if not self.wait_update(deadline=deadline):  # 等待连接成功并收取截面数据
                     raise TqTimeoutError("接收数据超时，请检查客户端及网络是否正常")
-                trade_more_data = self._account._get_trade_more_data_and_order_id(self, self._data)
+                trade_more_data = self._account._get_trade_more_data_and_order_id(self._data)
         except:
             self.close()
             raise
@@ -3157,7 +3157,7 @@ def _setup_connection(self):
 
         self._ws_md_recv_chan = ws_md_recv_chan  # 记录 ws_md_recv_chan 引用
 
-        conn = TqConnect(md_logger)
+        conn = TqConnect(md_logger, conn_id="md")
         self.create_task(conn._run(self, self._md_url, ws_md_send_chan, ws_md_recv_chan))
 
         md_handler_logger = ShinnyLoggerAdapter(self._logger.getChild("MdReconnect"), url=self._md_url)
@@ -3288,6 +3288,7 @@ def _init_serial(self, root_list, width, default, adj_type):
             "array": np.array(array, order="F"),
             "init": False,  # 是否初始化完成. 完成状态: 订阅K线后已获取所有主、副合约的数据并填满df序列.
             "adj_type": adj_type,
+            "calc_ids_F": [],  # 前复权已经计算过的id，每个 id 只计算一次
             "update_row": 0,  # 起始更新数据行
             "all_attr": set(columns) | {"symbol" + str(i) for i in range(1, len(root_list))} | {"symbol", "duration"},
             "extra_array": {},
@@ -3364,7 +3365,8 @@ def _update_serial_single(self, serial):
                         item = item.copy()
                         for c in cols:
                             item[c] = item[c] * self._dividend_cache[symbol]["back_factor"]
-                elif serial["adj_type"] == "F" and factor != 1.0:
+                elif serial["adj_type"] == "F" and factor != 1.0 and i not in serial['calc_ids_F']:
+                    serial['calc_ids_F'].append(i)
                     for c in cols:
                         col_index = keys.index(c) + 2
                         array[:i, col_index] = array[:i, col_index] * factor

tqsdk/calendar.py

@@ -14,8 +14,9 @@
 import pandas as pd
 
 
-# 2003-01-01 ～ 2021-12-31 节假日，不包含周末
-CHINESE_REST_DAYS = ['2003-01-01', '2003-01-30', '2003-01-31', '2003-02-03', '2003-02-04', '2003-02-05', '2003-02-06', '2003-02-07', '2003-05-01', '2003-05-02', '2003-05-05', '2003-05-06', '2003-05-07', '2003-10-01', '2003-10-02', '2003-10-03', '2003-10-06', '2003-10-07', '2004-01-01', '2004-01-19', '2004-01-20', '2004-01-21', '2004-01-22', '2004-01-23', '2004-01-26', '2004-01-27', '2004-01-28', '2004-05-03', '2004-05-04', '2004-05-05', '2004-05-06', '2004-05-07', '2004-10-01', '2004-10-04', '2004-10-05', '2004-10-06', '2004-10-07', '2005-01-03', '2005-02-07', '2005-02-08', '2005-02-09', '2005-02-10', '2005-02-11', '2005-02-14', '2005-02-15', '2005-05-02', '2005-05-03', '2005-05-04', '2005-05-05', '2005-05-06', '2005-10-03', '2005-10-04', '2005-10-05', '2005-10-06', '2005-10-07', '2006-01-02', '2006-01-03', '2006-01-30', '2006-01-31', '2006-02-01', '2006-02-02', '2006-02-03', '2006-05-01', '2006-05-02', '2006-05-03', '2006-05-04', '2006-05-05', '2006-10-02', '2006-10-03', '2006-10-04', '2006-10-05', '2006-10-06', '2007-01-01', '2007-01-02', '2007-01-03', '2007-02-19', '2007-02-20', '2007-02-21', '2007-02-22', '2007-02-23', '2007-05-01', '2007-05-02', '2007-05-03', '2007-05-04', '2007-05-07', '2007-10-01', '2007-10-02', '2007-10-03', '2007-10-04', '2007-10-05', '2007-12-31', '2008-01-01', '2008-02-06', '2008-02-07', '2008-02-08', '2008-02-11', '2008-02-12', '2008-04-04', '2008-05-01', '2008-05-02', '2008-06-09', '2008-09-15', '2008-09-29', '2008-09-30', '2008-10-01', '2008-10-02', '2008-10-03', '2009-01-01', '2009-01-02', '2009-01-26', '2009-01-27', '2009-01-28', '2009-01-29', '2009-01-30', '2009-04-06', '2009-05-01', '2009-05-28', '2009-05-29', '2009-10-01', '2009-10-02', '2009-10-05', '2009-10-06', '2009-10-07', '2009-10-08', '2010-01-01', '2010-02-15', '2010-02-16', '2010-02-17', '2010-02-18', '2010-02-19', '2010-04-05', '2010-05-03', '2010-06-14', '2010-06-15', '2010-06-16', '2010-09-22', '2010-09-23', '2010-09-24', '2010-10-01', '2010-10-04', '2010-10-05', '2010-10-06', '2010-10-07', '2011-01-03', '2011-02-02', '2011-02-03', '2011-02-04', '2011-02-07', '2011-02-08', '2011-04-04', '2011-04-05', '2011-05-02', '2011-06-06', '2011-09-12', '2011-10-03', '2011-10-04', '2011-10-05', '2011-10-06', '2011-10-07', '2012-01-02', '2012-01-03', '2012-01-23', '2012-01-24', '2012-01-25', '2012-01-26', '2012-01-27', '2012-04-02', '2012-04-03', '2012-04-04', '2012-04-30', '2012-05-01', '2012-06-22', '2012-10-01', '2012-10-02', '2012-10-03', '2012-10-04', '2012-10-05', '2013-01-01', '2013-01-02', '2013-01-03', '2013-02-11', '2013-02-12', '2013-02-13', '2013-02-14', '2013-02-15', '2013-04-04', '2013-04-05', '2013-04-29', '2013-04-30', '2013-05-01', '2013-06-10', '2013-06-11', '2013-06-12', '2013-09-19', '2013-09-20', '2013-10-01', '2013-10-02', '2013-10-03', '2013-10-04', '2013-10-07', '2014-01-01', '2014-01-31', '2014-02-03', '2014-02-04', '2014-02-05', '2014-02-06', '2014-04-07', '2014-05-01', '2014-05-02', '2014-06-02', '2014-09-08', '2014-10-01', '2014-10-02', '2014-10-03', '2014-10-06', '2014-10-07', '2015-01-01', '2015-01-02', '2015-02-18', '2015-02-19', '2015-02-20', '2015-02-23', '2015-02-24', '2015-04-06', '2015-05-01', '2015-06-22', '2015-09-03', '2015-09-04', '2015-10-01', '2015-10-02', '2015-10-05', '2015-10-06', '2015-10-07', '2016-01-01', '2016-02-08', '2016-02-09', '2016-02-10', '2016-02-11', '2016-02-12', '2016-04-04', '2016-05-02', '2016-06-09', '2016-06-10', '2016-09-15', '2016-09-16', '2016-10-03', '2016-10-04', '2016-10-05', '2016-10-06', '2016-10-07', '2017-01-02', '2017-01-27', '2017-01-30', '2017-01-31', '2017-02-01', '2017-02-02', '2017-04-03', '2017-04-04', '2017-05-01', '2017-05-29', '2017-05-30', '2017-10-02', '2017-10-03', '2017-10-04', '2017-10-05', '2017-10-06', '2018-01-01', '2018-02-15', '2018-02-16', '2018-02-19', '2018-02-20', '2018-02-21', '2018-04-05', '2018-04-06', '2018-04-30', '2018-05-01', '2018-06-18', '2018-09-24', '2018-10-01', '2018-10-02', '2018-10-03', '2018-10-04', '2018-10-05', '2018-12-31', '2019-01-01', '2019-02-04', '2019-02-05', '2019-02-06', '2019-02-07', '2019-02-08', '2019-04-05', '2019-05-01', '2019-05-02', '2019-05-03', '2019-06-07', '2019-09-13', '2019-10-01', '2019-10-02', '2019-10-03', '2019-10-04', '2019-10-07', '2020-01-01', '2020-01-24', '2020-01-27', '2020-01-28', '2020-01-29', '2020-01-30', '2020-01-31', '2020-04-06', '2020-05-01', '2020-05-04', '2020-05-05', '2020-06-25', '2020-06-26', '2020-10-01', '2020-10-02', '2020-10-05', '2020-10-06', '2020-10-07', '2020-10-08', '2021-01-01', '2021-02-11', '2021-02-12', '2021-02-15', '2021-02-16', '2021-02-17', '2021-04-05', '2021-05-03', '2021-05-04', '2021-05-05', '2021-06-14', '2021-09-20', '2021-09-21', '2021-10-01', '2021-10-04', '2021-10-05', '2021-10-06', '2021-10-07']
+# 2003-01-01 ～ 2022-12-31 节假日，不包含周末
+CHINESE_REST_DAYS = ['2003-01-01', '2003-01-30', '2003-01-31', '2003-02-03', '2003-02-04', '2003-02-05', '2003-02-06', '2003-02-07', '2003-05-01', '2003-05-02', '2003-05-05', '2003-05-06', '2003-05-07', '2003-10-01', '2003-10-02', '2003-10-03', '2003-10-06', '2003-10-07', '2004-01-01', '2004-01-19', '2004-01-20', '2004-01-21', '2004-01-22', '2004-01-23', '2004-01-26', '2004-01-27', '2004-01-28', '2004-05-03', '2004-05-04', '2004-05-05', '2004-05-06', '2004-05-07', '2004-10-01', '2004-10-04', '2004-10-05', '2004-10-06', '2004-10-07', '2005-01-03', '2005-02-07', '2005-02-08', '2005-02-09', '2005-02-10', '2005-02-11', '2005-02-14', '2005-02-15', '2005-05-02', '2005-05-03', '2005-05-04', '2005-05-05', '2005-05-06', '2005-10-03', '2005-10-04', '2005-10-05', '2005-10-06', '2005-10-07', '2006-01-02', '2006-01-03', '2006-01-30', '2006-01-31', '2006-02-01', '2006-02-02', '2006-02-03', '2006-05-01', '2006-05-02', '2006-05-03', '2006-05-04', '2006-05-05', '2006-10-02', '2006-10-03', '2006-10-04', '2006-10-05', '2006-10-06', '2007-01-01', '2007-01-02', '2007-01-03', '2007-02-19', '2007-02-20', '2007-02-21', '2007-02-22', '2007-02-23', '2007-05-01', '2007-05-02', '2007-05-03', '2007-05-04', '2007-05-07', '2007-10-01', '2007-10-02', '2007-10-03', '2007-10-04', '2007-10-05', '2007-12-31', '2008-01-01', '2008-02-06', '2008-02-07', '2008-02-08', '2008-02-11', '2008-02-12', '2008-04-04', '2008-05-01', '2008-05-02', '2008-06-09', '2008-09-15', '2008-09-29', '2008-09-30', '2008-10-01', '2008-10-02', '2008-10-03', '2009-01-01', '2009-01-02', '2009-01-26', '2009-01-27', '2009-01-28', '2009-01-29', '2009-01-30', '2009-04-06', '2009-05-01', '2009-05-28', '2009-05-29', '2009-10-01', '2009-10-02', '2009-10-05', '2009-10-06', '2009-10-07', '2009-10-08', '2010-01-01', '2010-02-15', '2010-02-16', '2010-02-17', '2010-02-18', '2010-02-19', '2010-04-05', '2010-05-03', '2010-06-14', '2010-06-15', '2010-06-16', '2010-09-22', '2010-09-23', '2010-09-24', '2010-10-01', '2010-10-04', '2010-10-05', '2010-10-06', '2010-10-07', '2011-01-03', '2011-02-02', '2011-02-03', '2011-02-04', '2011-02-07', '2011-02-08', '2011-04-04', '2011-04-05', '2011-05-02', '2011-06-06', '2011-09-12', '2011-10-03', '2011-10-04', '2011-10-05', '2011-10-06', '2011-10-07', '2012-01-02', '2012-01-03', '2012-01-23', '2012-01-24', '2012-01-25', '2012-01-26', '2012-01-27', '2012-04-02', '2012-04-03', '2012-04-04', '2012-04-30', '2012-05-01', '2012-06-22', '2012-10-01', '2012-10-02', '2012-10-03', '2012-10-04', '2012-10-05', '2013-01-01', '2013-01-02', '2013-01-03', '2013-02-11', '2013-02-12', '2013-02-13', '2013-02-14', '2013-02-15', '2013-04-04', '2013-04-05', '2013-04-29', '2013-04-30', '2013-05-01', '2013-06-10', '2013-06-11', '2013-06-12', '2013-09-19', '2013-09-20', '2013-10-01', '2013-10-02', '2013-10-03', '2013-10-04', '2013-10-07', '2014-01-01', '2014-01-31', '2014-02-03', '2014-02-04', '2014-02-05', '2014-02-06', '2014-04-07', '2014-05-01', '2014-05-02', '2014-06-02', '2014-09-08', '2014-10-01', '2014-10-02', '2014-10-03', '2014-10-06', '2014-10-07', '2015-01-01', '2015-01-02', '2015-02-18', '2015-02-19', '2015-02-20', '2015-02-23', '2015-02-24', '2015-04-06', '2015-05-01', '2015-06-22', '2015-09-03', '2015-09-04', '2015-10-01', '2015-10-02', '2015-10-05', '2015-10-06', '2015-10-07', '2016-01-01', '2016-02-08', '2016-02-09', '2016-02-10', '2016-02-11', '2016-02-12', '2016-04-04', '2016-05-02', '2016-06-09', '2016-06-10', '2016-09-15', '2016-09-16', '2016-10-03', '2016-10-04', '2016-10-05', '2016-10-06', '2016-10-07', '2017-01-02', '2017-01-27', '2017-01-30', '2017-01-31', '2017-02-01', '2017-02-02', '2017-04-03', '2017-04-04', '2017-05-01', '2017-05-29', '2017-05-30', '2017-10-02', '2017-10-03', '2017-10-04', '2017-10-05', '2017-10-06', '2018-01-01', '2018-02-15', '2018-02-16', '2018-02-19', '2018-02-20', '2018-02-21', '2018-04-05', '2018-04-06', '2018-04-30', '2018-05-01', '2018-06-18', '2018-09-24', '2018-10-01', '2018-10-02', '2018-10-03', '2018-10-04', '2018-10-05', '2018-12-31', '2019-01-01', '2019-02-04', '2019-02-05', '2019-02-06', '2019-02-07', '2019-02-08', '2019-04-05', '2019-05-01', '2019-05-02', '2019-05-03', '2019-06-07', '2019-09-13', '2019-10-01', '2019-10-02', '2019-10-03', '2019-10-04', '2019-10-07', '2020-01-01', '2020-01-24', '2020-01-27', '2020-01-28', '2020-01-29', '2020-01-30', '2020-01-31', '2020-04-06', '2020-05-01', '2020-05-04', '2020-05-05', '2020-06-25', '2020-06-26', '2020-10-01', '2020-10-02', '2020-10-05', '2020-10-06', '2020-10-07', '2020-10-08', '2021-01-01', '2021-02-11', '2021-02-12', '2021-02-15', '2021-02-16', '2021-02-17', '2021-04-05', '2021-05-03', '2021-05-04', '2021-05-05', '2021-06-14', '2021-09-20', '2021-09-21', '2021-10-01', '2021-10-04', '2021-10-05', '2021-10-06', '2021-10-07',
+                     "2022-01-03", "2022-01-31", "2022-02-01", "2022-02-02", "2022-02-03", "2022-02-04", "2022-04-04", "2022-04-05", "2022-05-02", "2022-05-03", "2022-05-04", "2022-06-03", "2022-09-12", "2022-10-03", "2022-10-04", "2022-10-05", "2022-10-06", "2022-10-07"]
 rest_days_df = pd.DataFrame(data={'date': pd.Series(pd.to_datetime(CHINESE_REST_DAYS, format='%Y-%m-%d'))})
 rest_days_df['trading_restdays'] = False  # 节假日为 False
 

tqsdk/channel.py

@@ -3,6 +3,7 @@
 __author__ = 'yanqiong'
 
 import asyncio
+import sys
 from logging import Logger
 from typing import Any, TYPE_CHECKING, Union
 
@@ -42,7 +43,8 @@ def __init__(self, api: 'TqApi', last_only: bool = False, logger: Union[Logger,
         elif isinstance(logger, ShinnyLoggerAdapter):
             self._logger = logger.bind(chan_id=TqChan._chan_id, chan_name=chan_name)
         TqChan._chan_id += 1
-        asyncio.Queue.__init__(self, loop=api._loop)
+        py_ver = sys.version_info
+        asyncio.Queue.__init__(self, loop=api._loop) if (py_ver.major == 3 and py_ver.minor < 10) else asyncio.Queue.__init__(self)
         self._last_only = last_only
         self._closed = False
 

tqsdk/connect.py

@@ -6,16 +6,17 @@
 import json
 import random
 import ssl
-import sys
 import time
 import warnings
 from abc import abstractmethod
-from asyncio import Future
 from datetime import datetime
+from logging import Logger
 from queue import Queue
+from typing import Optional
 
 import certifi
 import websockets
+from shinny_structlog import ShinnyLoggerAdapter
 
 from tqsdk.diff import _merge_diff, _get_obj
 from tqsdk.entity import Entity
@@ -90,11 +91,16 @@ async def read_message(self):
 class TqConnect(object):
     """用于与 websockets 服务器通讯"""
 
-    def __init__(self, logger) -> None:
+    def __init__(self, logger, conn_id: Optional[str] = None) -> None:
         """
         创建 TqConnect 实例
         """
+        self._conn_id = conn_id if conn_id else _generate_uuid()
         self._logger = logger
+        if isinstance(logger, Logger):
+            self._logger = ShinnyLoggerAdapter(logger, conn_id=self._conn_id)
+        elif isinstance(logger, ShinnyLoggerAdapter):
+            self._logger = logger.bind(conn_id=self._conn_id)
         self._first_connect = True
         self._keywords = {"max_size": None}
 
@@ -121,6 +127,7 @@ async def _run(self, api, url, send_chan, recv_chan):
                         "type": "MESSAGE",
                         "level": "WARNING",
                         "code": 2019112910,
+                        "conn_id": self._conn_id,
                         "content": f"开始与 {url} 的重新建立网络连接",
                         "url": url
                     }
@@ -140,6 +147,7 @@ async def _run(self, api, url, send_chan, recv_chan):
                         "type": "MESSAGE",
                         "level": "INFO",
                         "code": 2019112901,
+                        "conn_id": self._conn_id,
                         "content": "与 %s 的网络连接已建立" % url,
                         "url": url
                     }
@@ -188,6 +196,7 @@ async def _run(self, api, url, send_chan, recv_chan):
                     "type": "MESSAGE",
                     "level": "WARNING",
                     "code": 2019112911,
+                    "conn_id": self._conn_id,
                     "content": f"与 {url} 的网络连接断开，请检查客户端及网络是否正常",
                     "url": url
                 }

tqsdk/demo/tutorial/t10.py

@@ -6,10 +6,10 @@
 
 # 创建API实例,传入自己的信易账户
 api = TqApi(auth=TqAuth("信易账户", "账户密码"))
-# 获得上期所 ni2011 的行情引用，当行情有变化时 quote 中的字段会对应更新
-quote = api.get_quote("SHFE.ni2011")
+# 获得上期所 ni2206 的行情引用，当行情有变化时 quote 中的字段会对应更新
+quote = api.get_quote("SHFE.ni2206")
 
-# 输出 ni2011 的最新行情时间和最新价
+# 输出 ni2206 的最新行情时间和最新价
 print(quote.datetime, quote.last_price)
 
 # 关闭api,释放资源