Update Version 3.6.0

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.5.10
+Version: 3.6.0
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/conf.py

@@ -14,7 +14,7 @@
 # Add any Sphinx extension module names here, as strings. They can be
 # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
 # ones.
-extensions = ['sphinx.ext.autodoc', 'sphinx.ext.intersphinx', 'sphinx.ext.githubpages', 'autodocsumm']
+extensions = ["nbsphinx", 'sphinx.ext.autodoc', 'sphinx.ext.intersphinx', 'sphinx.ext.githubpages', 'autodocsumm', ]
 smartquotes = False
 
 # 设置 graphviz_dot 路径
@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.5.10'
+version = u'3.6.0'
 # The full version, including alpha/beta/rc tags.
-release = u'3.5.10'
+release = u'3.6.0'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.
@@ -63,6 +63,7 @@
 # directories to ignore when looking for source files.
 # This patterns also effect to html_static_path and html_extra_path
 exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
+nbsphinx_execute = 'never' # 无输出的notebook cell将不会被运行，有输出的将在make过程中保留
 
 # The name of the Pygments (syntax highlighting) style to use.
 pygments_style = 'sphinx'

doc/demo/index.rst

@@ -10,4 +10,5 @@
     option_base.rst
     algorithm.rst
     strategy.rst
+    jupyter.rst
 

doc/demo/jupyter.rst

@@ -0,0 +1,14 @@
+.. _demo_jupyter:
+
+Jupyter 示例
+====================================================
+
+.. contents:: 目录
+
+
+.. toctree::
+   :maxdepth: 2
+   :caption: Contents:
+
+   notebooks/demo
+

doc/demo/notebooks/demo.ipynb

@@ -0,0 +1,116 @@
+{
+ "cells": [
+  {
+   "metadata": {},
+   "cell_type": "markdown",
+   "source": "## 获取实时行情",
+   "id": "cf67a7321f3bb1f9"
+  },
+  {
+   "cell_type": "code",
+   "id": "initial_id",
+   "metadata": {
+    "collapsed": true,
+    "ExecuteTime": {
+     "end_time": "2024-06-19T02:43:38.474676Z",
+     "start_time": "2024-06-19T02:43:37.562702Z"
+    }
+   },
+   "source": [
+    "from tqsdk import TqApi, TqSim, TqAuth\n",
+    "auth = TqAuth('快期账户', '快期密码')"
+   ],
+   "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "在使用天勤量化之前，默认您已经知晓并同意以下免责条款，如果不同意请立即停止使用：https://www.shinnytech.com/blog/disclaimer/\n"
+     ]
+    }
+   ],
+   "execution_count": 1
+  },
+  {
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-06-19T02:43:40.994847Z",
+     "start_time": "2024-06-19T02:43:38.476915Z"
+    }
+   },
+   "cell_type": "code",
+   "source": "api = TqApi(TqSim(), auth=auth)",
+   "id": "1e9889a79d1712c6",
+   "outputs": [],
+   "execution_count": 2
+  },
+  {
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-06-19T02:43:41.019471Z",
+     "start_time": "2024-06-19T02:43:40.996711Z"
+    }
+   },
+   "cell_type": "code",
+   "source": "q = api.get_quote('SHFE.rb2410')",
+   "id": "2882551c574b0eb",
+   "outputs": [],
+   "execution_count": 3
+  },
+  {
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-06-19T02:43:41.025745Z",
+     "start_time": "2024-06-19T02:43:41.021628Z"
+    }
+   },
+   "cell_type": "code",
+   "source": "print(q.datetime, q.last_price)",
+   "id": "61778b7e63c12fd7",
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "2024-06-19 10:43:40.500000 3639\n"
+     ]
+    }
+   ],
+   "execution_count": 4
+  },
+  {
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-06-19T02:43:41.051300Z",
+     "start_time": "2024-06-19T02:43:41.027038Z"
+    }
+   },
+   "cell_type": "code",
+   "source": "api.close()",
+   "id": "d399ddff6ba9fc70",
+   "outputs": [],
+   "execution_count": 5
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 2
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython2",
+   "version": "2.7.6"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}

doc/quickstart.rst

@@ -24,7 +24,7 @@
 -------------------------------------------------
 天勤量化的核心是TqSdk开发包, 在安装天勤量化 (TqSdk) 前, 你需要先准备适当的环境和Python包管理工具, 包括:
 
-* Python >=3.6.4,3.7,3.8,3.9 版本
+* Python >=3.7,3.8,3.9,3.10,3.11,3.12 版本
 * Windows 7 以上版本, Mac Os, 或 Linux
 
 

doc/usage/index.rst

@@ -16,3 +16,4 @@
     targetpostask.rst
     backtest.rst
     web_gui.rst
+    jupyter.rst

doc/usage/jupyter.rst

@@ -0,0 +1,35 @@
+.. _jupyter:
+
+在 Jupyter Notebook 中使用 TqSdk
+====================================================
+
+本文档将介绍如何在 Jupyter Notebook 中使用 TqSdk。与普通代码类似，直接导入 TqSdk 并使用即可。
+
+安装 Jupyter Notebook
+----------------------------------------------------
+
+Jupyter Notebook 是一个开源项目，能够在交互式编程环境中提供丰富的可视化表达，可以创建和共享代码和文档。
+
+可以使用以下命令安装 Jupyter Notebook：
+
+```bash
+pip install jupyter
+```
+
+更多 Jupyter Notebook 安装文档请参考
+
+`Jupyter Notebook 安装文档 <https://jupyter.org/install/>`_ ::
+`Jupyter Notebook 文档 <https://jupyter-notebook.readthedocs.io/en/latest//>`_ ::
+
+
+安装 TqSdk
+----------------------------------------------------
+
+请参考 :ref:`安装文档 <tqsdk_install>` 。
+
+
+在 Jupyter Notebook 中使用 TqSdk
+----------------------------------------------------
+
+请参考 :ref:`示例 <demo_jupyter>` 。
+

doc/usage/option_trade.rst

@@ -61,13 +61,13 @@ TqSdk 内提供了完善的期权查询函数 :py:meth:`~tqsdk.TqApi.query_optio
     ls = api.query_options("SHFE.au2012", strike_price=340)
     print(ls)  # 标的为 "SHFE.au2012" 、行权价为 340 的期权
 
-    ls = api.query_options("SSE.510300", exchange_id="CFFEX")
+    ls = api.query_options("SSE.510300")
     print(ls)  # 中金所沪深300股指期权
 
-    ls = api.query_options("SSE.510300", exchange_id="SSE")
+    ls = api.query_options("SSE.510300")
     print(ls)  # 上交所沪深300etf期权
 
-    ls = api.query_options("SSE.510300", exchange_id="SSE", exercise_year=2020, exercise_month=12)
+    ls = api.query_options("SSE.510300", exercise_year=2020, exercise_month=12)
     print(ls)  # 上交所沪深300etf期权, 限制条件 2020 年 12 月份行权
 
 

doc/version.rst

@@ -2,6 +2,14 @@
 
 版本变更
 =============================
+3.6.0 (2024/06/21)
+
+* 增加：支持在 Jupyter 中使用 Tqsdk，详情参考 :ref:`jupyter`
+* 修复：tafunc 中部分计算函数对 :py:meth:`~tqsdk.TqApi.get_kline_data_series`、:py:meth:`~tqsdk.TqApi.get_tick_data_series` 返回的 duration 列单位处理错误的问题
+* 优化：tqsdk 内部 task 的取消机制，避免了部分 task 无法正常取消的问题
+* docs: 修正文档，支持的 python 版本为 3.7, 3.8, 3.9, 3.10, 3.11, 3.12
+
+
 3.5.10 (2024/05/27)
 
 * 修复：某些情况下网络连接发生超时错误时，可能无法重连的问题

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.5.10",
+    version="3.6.0",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.5.10'
+__version__ = '3.6.0'

tqsdk/algorithm/twap.py

@@ -218,8 +218,7 @@ async def _insert_order(self, volume, end_time, strict_end_time, exit_immediatel
                         if exit_immediately and volume_left == 0:
                             break
         finally:
-            self._order_task._task.cancel()
-            await asyncio.gather(self._order_task._task, return_exceptions=True)
+            await self._api._cancel_task(self._order_task._task)
             while not trade_chan.empty():
                 v = await trade_chan.recv()
                 volume_left = volume_left - (v if self._direction == "BUY" else -v)
@@ -240,8 +239,7 @@ async def _insert_order_active(self, volume):
                     break
         finally:
             await trade_chan.close()
-            self._order_task._task.cancel()
-            await asyncio.gather(self._order_task._task, return_exceptions=True)
+            await self._api._cancel_task(self._order_task._task)
 
     def _get_volume_list(self):
         if self._volume < self._max_volume_each_order: