Update Version 3.7.2

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.7.1
+Version: 3.7.2
 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'3.7.1'
+version = u'3.7.2'
 # The full version, including alpha/beta/rc tags.
-release = u'3.7.1'
+release = u'3.7.2'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/reference/index.rst

@@ -12,6 +12,7 @@ TqSdk 模块参考
     tqsdk.tqkq.rst
     tqsdk.tqzq.rst
     tqsdk.tqctp.rst
+    tqsdk.tqrohon.rst
     tqsdk.sim.rst
     tqsdk.multiaccount.rst
     tqsdk.objs.rst

doc/reference/tqsdk.tqrohon.rst

@@ -0,0 +1,7 @@
+.. _tqsdk.tqrohon:
+
+tqsdk.TqRohon - 融航资管交易类
+------------------------------------------------------------------
+.. autoclass:: tqsdk.TqRohon
+    :members:
+    :inherited-members:

doc/version.rst

@@ -2,6 +2,12 @@
 
 版本变更
 =============================
+3.7.2 (2024/09/12)
+
+* 新增：:py:class:`~tqsdk.TqRohon` 账户类型，支持融航资管柜台
+* BREAKING：从安装依赖中移除 tqsdk_zq_otg 模块，用户使用多柜台需要手动安装依赖包：``pip install -U tqsdk_zq_otg``
+
+
 3.7.1 (2024/08/29)
 
 * 修复：在 Windows 系统上使用 :py:class:`~tqsdk.TqCtp` 账户导致多 TqApi 实例无法运行的问题

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.7.1",
+    version="3.7.2",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',
@@ -18,7 +18,7 @@
     packages=setuptools.find_packages(exclude=["tqsdk.test", "tqsdk.test.*"]),
     python_requires='>=3.6.4',
     install_requires=["websockets>=8.1", "requests", "numpy", "pandas>=1.1.0", "scipy", "simplejson", "aiohttp",
-                      "certifi", "pyjwt", "psutil", "shinny_structlog", "sgqlc", "filelock", "tqsdk_ctpse", "tqsdk_sm", "tqsdk_zq_otg==1.1.1"],
+                      "certifi", "pyjwt", "psutil", "shinny_structlog", "sgqlc", "filelock", "tqsdk_ctpse", "tqsdk_sm"],
     classifiers=[
         "Programming Language :: Python :: 3",
         "License :: OSI Approved :: Apache Software License",

tqsdk/__init__.py

@@ -4,7 +4,7 @@
 name = "tqsdk"
 
 from tqsdk.api import TqApi
-from tqsdk.tradeable import TqAccount, TqZq,  TqKq, TqKqStock, TqSim, TqSimStock, TqCtp
+from tqsdk.tradeable import TqAccount, TqZq,  TqKq, TqKqStock, TqSim, TqSimStock, TqCtp, TqRohon
 from tqsdk.auth import TqAuth
 from tqsdk.channel import TqChan
 from tqsdk.backtest import TqBacktest, TqReplay

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.7.1'
+__version__ = '3.7.2'

tqsdk/api.py

@@ -72,7 +72,7 @@
 from tqsdk.risk_rule import TqRiskRule
 from tqsdk.ins_schema import ins_schema, basic, derivative, future, option
 from tqsdk.symbols import TqSymbols
-from tqsdk.tradeable import TqAccount, TqZq, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, BaseOtg, TqCtp
+from tqsdk.tradeable import TqAccount, TqZq, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, BaseOtg, TqCtp, TqRohon
 from tqsdk.trading_status import TqTradingStatus
 from tqsdk.tqwebhelper import TqWebHelper
 from tqsdk.utils import _generate_uuid, _query_for_quote, BlockManagerUnconsolidated, _quotes_add_night, _bisect_value, \
@@ -82,7 +82,7 @@
 from .__version__ import __version__
 
 
-UnionTradeable = Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqCtp]
+UnionTradeable = Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqCtp, TqRohon]
 
 
 class TqApi(TqBaseApi):
@@ -119,8 +119,10 @@ def __init__(self, account: Optional[Union[TqMultiAccount, UnionTradeable]] = No
 
                 * :py:class:`~tqsdk.TqCtp` : 使用直连 CTP 账号
 
+                * :py:class:`~tqsdk.TqRohon` : 使用融航资管账号
+
                 * :py:class:`~tqsdk.TqMultiAccount` : 多账户列表，列表中支持 :py:class:`~tqsdk.TqAccount`、:py:class:`~tqsdk.TqKq`、:py:class:`~tqsdk.TqKqStock`、\
-                  :py:class:`~tqsdk.TqSim`、:py:class:`~tqsdk.TqSimStock`、:py:class:`~tqsdk.TqZq` 和 :py:class:`~tqsdk.TqCtp` 中的 0 至 N 个或者组合
+                  :py:class:`~tqsdk.TqSim`、:py:class:`~tqsdk.TqSimStock`、:py:class:`~tqsdk.TqZq`、:py:class:`~tqsdk.TqRohon` 和 :py:class:`~tqsdk.TqCtp` 中的 0 至 N 个或者组合
 
             auth (TqAuth/str): [必填]用户快期账户:
                 * :py:class:`~tqsdk.TqAuth` : 添加快期账户类，例如：TqAuth("[email protected]", "123456")

tqsdk/connect.py

@@ -130,7 +130,7 @@ async def _run(self, api, url, send_chan, recv_chan):
             url_info = url_info._replace(scheme="ws", path="/".join(sm_info[:1]+sm_info[4:]))
         elif url_info.scheme.startswith("zqotg"):
             url_info = url_info._replace(scheme="ws")
-            cm = ZqOtgContext()
+            cm = ZqOtgContext(self._api)
 
         count = 0
         async with cm:

tqsdk/multiaccount.py

@@ -8,7 +8,7 @@
 from shinny_structlog import ShinnyLoggerAdapter
 
 from tqsdk.channel import TqChan
-from tqsdk.tradeable import TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, TqZq, TqCtp
+from tqsdk.tradeable import TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, TqZq, TqCtp, TqRohon
 from tqsdk.tradeable.mixin import StockMixin
 
 
@@ -27,12 +27,12 @@ class TqMultiAccount(object):
 
     """
 
-    def __init__(self, accounts: Optional[List[Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp]]] = None):
+    def __init__(self, accounts: Optional[List[Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon]]] = None):
         """
         创建 TqMultiAccount 实例
 
         Args:
-            accounts (List[Union[TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp]]): [可选] 多账户列表, 若未指定任何账户, 则为 [TqSim()]
+            accounts (List[Union[TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon]]): [可选] 多账户列表, 若未指定任何账户, 则为 [TqSim()]
 
         Example1::
 

tqsdk/tradeable/__init__.py

@@ -5,6 +5,6 @@
 
 
 from tqsdk.tradeable.otg.base_otg import BaseOtg
-from tqsdk.tradeable.otg import TqAccount, TqZq, TqKq, TqKqStock, TqCtp
+from tqsdk.tradeable.otg import TqAccount, TqZq, TqKq, TqKqStock, TqCtp, TqRohon
 from tqsdk.tradeable.sim.basesim import BaseSim
 from tqsdk.tradeable.sim import TqSim, TqSimStock

tqsdk/tradeable/otg/__init__.py

@@ -7,3 +7,4 @@
 from tqsdk.tradeable.otg.tqzq import TqZq
 from tqsdk.tradeable.otg.tqkq import TqKq, TqKqStock
 from tqsdk.tradeable.otg.tqctp import TqCtp
+from tqsdk.tradeable.otg.tqrohon import TqRohon

tqsdk/tradeable/otg/tqctp.py

@@ -34,6 +34,10 @@ def __init__(self, account_id: str, password: str, front_broker: str, front_url:
             account = TqCtp(account_id="CTP 账户", password="CTP 密码", front_broker="CTP 柜台代码", front_url="CTP 柜台地址", app_id="CTP AppID", auth_code="CTP AuthCode")
             api = TqApi(account, auth=TqAuth("快期账户", "账户密码"))
 
+        注意：
+            1. 使用 TqCtp 账户需要安装 tqsdk_zq_otg 包： pip install -U tqsdk_zq_otg
+            2. front_broker, front_url, app_id 和 auth_code 信息需要向期货公司申请程序化外接后取得
+
         """
         self._account_id = account_id
         self._front_broker = front_broker

tqsdk/tradeable/otg/tqrohon.py

@@ -0,0 +1,75 @@
+#!usr/bin/env python3
+# -*- coding:utf-8 -*-
+__author__ = 'chenli'
+
+import hashlib
+
+from tqsdk.tradeable.otg.base_otg import BaseOtg
+from tqsdk.tradeable.mixin import FutureMixin
+
+
+class TqRohon(BaseOtg, FutureMixin):
+    """融航资管账户类"""
+
+    def __init__(self, account_id: str, password: str, front_broker: str, front_url: str, app_id: str, auth_code: str) -> None:
+        """
+        创建融航账户实例
+
+        Args:
+            account_id (str): 帐号
+
+            password (str): 密码
+
+            front_broker (str): 融航柜台代码
+
+            front_url (str): 融航柜台地址
+
+            app_id (str): 融航 AppID
+
+            auth_code (str): 融航 AuthCode
+
+        Example1::
+
+            from tqsdk import TqApi, TqRohon
+            account = TqRohon(account_id="融航账户", password="融航密码", front_broker="融航柜台代码", front_url="融航柜台地址", app_id="融航 AppID", auth_code="融航 AuthCode")
+            api = TqApi(account, auth=TqAuth("快期账户", "账户密码"))
+
+        注意：
+            1. 使用 TqRohon 账户需要安装 tqsdk_zq_otg 包： pip install -U tqsdk_zq_otg
+            2. front_broker, front_url, app_id 和 auth_code 信息需要融航申请程序化外接后取得
+
+        """
+        self._account_id = account_id
+        self._front_broker = front_broker
+        self._front_url = front_url
+        self._app_id = app_id
+        self._auth_code = auth_code
+        super(TqRohon, self).__init__(broker_id="", account_id=account_id, password=password, td_url="zqotg://127.0.0.1:0/trade")
+
+    @property
+    def _account_auth(self):
+        return {
+            "feature": "tq_direct",
+            "account_id": self._account_id,
+            "auto_add": True,
+        }
+
+    def _get_account_key(self):
+        s = self._broker_id + self._account_id
+        s += self._front_broker if self._front_broker else ""
+        s += self._front_url if self._front_url else ""
+        return hashlib.md5(s.encode('utf-8')).hexdigest()
+
+    async def _send_login_pack(self):
+        req = {
+            "aid": "req_login",
+            "bid": "tqsdk_zq_otg",
+            "user_name": self._account_id,
+            "password": self._password,
+            "broker_id": self._front_broker,
+            "front": self._front_url,
+            "app_id": self._app_id,
+            "auth_code": self._auth_code,
+            "backend": "rohon"
+        }
+        await self._td_send_chan.send(req)

tqsdk/zq_otg.py

@@ -6,18 +6,23 @@
 import json
 import os
 import tempfile
-import signal
 import sys
 import subprocess
-import contextlib
 from pathlib import Path
 from asyncio.subprocess import DEVNULL, PIPE
 
-from tqsdk_zq_otg import get_zq_otg_path
-
 
 class ZqOtgContext(object):
-    def __init__(self):
+    def __init__(self, api):
+        acc_types = ", ".join([type(acc).__name__ for acc in api._account._account_list if acc._account_auth.get("feature") == "tq_direct"])
+        try:
+            from tqsdk_zq_otg import __version__ as otg_version
+            from tqsdk import __version__ as tqsdk_version
+            from tqsdk_zq_otg import get_zq_otg_path
+        except ImportError:
+            raise Exception(f"使用 {acc_types} 账户需要安装 tqsdk_zq_otg 包: pip install -U tqsdk_zq_otg") from None
+        if otg_version != tqsdk_version:
+            raise Exception(f"使用 {acc_types} 账户需要更新 tqsdk_zq_otg 包到最新版本: pip install -U tqsdk_zq_otg")
         self._zq_otg_path = get_zq_otg_path()
         self._zq_otg_exe = str(Path(self._zq_otg_path) / "otg_adapter")
         self._zq_otg_env = os.environ.copy()