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Update Version 3.6.1
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‎PKG-INFO

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Metadata-Version: 2.1
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Name: tqsdk
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Version: 3.6.0
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Version: 3.6.1
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Summary: TianQin SDK
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Home-page: https://www.shinnytech.com/tqsdk
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Author: TianQin

‎doc/conf.py

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# built documents.
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#
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# The short X.Y version.
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version = u'3.6.0'
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version = u'3.6.1'
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# The full version, including alpha/beta/rc tags.
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release = u'3.6.0'
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release = u'3.6.1'
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# The language for content autogenerated by Sphinx. Refer to documentation
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# for a list of supported languages.

‎doc/demo/jupyter.rst

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.. toctree::
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:maxdepth: 2
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:caption: Contents:
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:caption: 目录:
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notebooks/demo
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notebooks/factor

‎doc/demo/notebooks/factor.ipynb

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‎doc/images/llm_pic1.png

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‎doc/images/llm_pic2.png

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‎doc/index.rst

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dev/index.rst
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profession.rst
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enterprise.rst
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tqsdk_llm.rst
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qa.rst
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version.rst
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‎doc/tqsdk_llm.rst

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.. _tqsdk_llm:
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天勤量化机器人助手
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-----------------------------------------------
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在使用天勤的过程中，用户往往会遇到各种问题，尤其是初学者，他们可能会关心以下几点：
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* 天勤量化可以实现哪些功能？
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* 如何编写实现这些功能的大致代码？
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* 文档中某些函数的具体参数是什么意思？
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当度过初学者的阶段后，用户可能会遇到以下情况：
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* 如何解决天勤或 Python 报错？
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* 如何优化策略代码逻辑？
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* 某个特定功能在天勤中如何实现？
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这些问题都会成为用户使用天勤量化时的障碍。
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为了帮助用户解决这些问题，我们结合了国内先进的大语言模型，推出了专门的智能机器人助手，旨在解答以下问题：
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* 具体函数的详细介绍
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* 根据具体需求或策略提供天勤实现的示例
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* 天勤或 Python 报错的可能解决方案
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点击即刻尝试 `使用智能机器人！ <https://udify.app/chat/im02prcHNEOVbPAx/>`_
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下图是具体的使用示例 demo
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.. figure:: images/llm_pic1.png
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.. figure:: images/llm_pic2.png
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.. figure:: images/llm_pic3.png
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.. figure:: images/llm_pic4.png
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.. figure:: images/llm_pic5.png
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.. figure:: images/llm_pic6.png
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.. figure:: images/llm_pic7.png
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‎doc/usage/jupyter.rst

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在 Jupyter Notebook 中使用 TqSdk
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====================================================
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本文档将介绍如何在 Jupyter Notebook 中使用 TqSdk。
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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。
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当您的主要是希望使用 TqSdk 来进行行情分析和研究，并不涉及到交易时使用 Jupyter Notebook 可以带来一些潜在优势
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1. 交互式编程
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Jupyter Notebook 提供了一个交互式的环境，可以逐步执行代码块并立即查看输出结果。这种特性特别适合数据分析和探索性编程，使得用户可以实时查看数据处理和可视化的效果。
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2. 内嵌可视化
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Jupyter Notebook 支持在单元格中嵌入图表和图像，使得数据可视化变得非常方便。用户可以在一个文档中同时编写代码、生成图表和撰写分析报告，无需切换到其他工具或窗口。
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安装 Jupyter Notebook
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----------------------------------------------------
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请参考 :ref:`示例 <demo_jupyter>` 。
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注意事项
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----------------------------------------------------
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* **不建议用户在 jupyter 里使用 tqsdk 的交易功能，因为 TqSdk 行情只有在调用 wait_update() 之后才会更新，但是在 jupyter 交互运行的环境中，无法及时调用 wait_update()，可能会导致行情延时**
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* **不能在 jupyter 中异步的使用 tqsdk，jupyter 只能用 TqSdk 的同步代码的写法**
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* **在 jupyter 中使用 wait_update() 时，建议增加 deadline 参数在函数里，避免长时间的阻塞**
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‎doc/version.rst

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版本变更
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=============================
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3.6.1 (2024/08/16)
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* 优化：仅在发送过订阅请求后，才会发送退订请求
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* docs：添加天勤量化智能机器人介绍文档，详情参考 :ref:`tqsdk_llm`
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3.6.0 (2024/06/21)
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* 增加：支持在 Jupyter 中使用 Tqsdk，详情参考 :ref:`jupyter`

‎setup.py

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setuptools.setup(
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name='tqsdk',
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version="3.6.0",
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version="3.6.1",
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description='TianQin SDK',
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author='TianQin',
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author_email='[email protected]',
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packages=setuptools.find_packages(exclude=["tqsdk.test", "tqsdk.test.*"]),
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python_requires='>=3.6.4',
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install_requires=["websockets>=8.1", "requests", "numpy", "pandas>=1.1.0", "scipy", "simplejson", "aiohttp",
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"certifi", "pyjwt", "psutil", "shinny_structlog", "sgqlc", "filelock", "tqsdk_ctpse", "tqsdk_sm"],
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"certifi", "pyjwt", "psutil", "shinny_structlog", "sgqlc", "filelock", "tqsdk_ctpse", "tqsdk_sm", "tqsdk_zq_otg==1.0.1"],
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classifiers=[
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"Programming Language :: Python :: 3",
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"License :: OSI Approved :: Apache Software License",

‎tqsdk/__init__.py

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

‎tqsdk/__version__.py

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__version__ = '3.6.0'
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__version__ = '3.6.1'

‎tqsdk/api.py

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from tqsdk.risk_rule import TqRiskRule
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from tqsdk.ins_schema import ins_schema, basic, derivative, future, option
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from tqsdk.symbols import TqSymbols
75-
from tqsdk.tradeable import TqAccount, TqZq, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, BaseOtg
75+
from tqsdk.tradeable import TqAccount, TqZq, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, BaseOtg, TqCtp
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from tqsdk.trading_status import TqTradingStatus
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from tqsdk.tqwebhelper import TqWebHelper
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from tqsdk.utils import _generate_uuid, _query_for_quote, BlockManagerUnconsolidated, _quotes_add_night, _bisect_value, \
@@ -82,7 +82,7 @@
8282
from .__version__ import __version__
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85-
UnionTradeable = Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock]
85+
UnionTradeable = Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqCtp]
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class TqApi(TqBaseApi):
@@ -117,8 +117,10 @@ def __init__(self, account: Optional[Union[TqMultiAccount, UnionTradeable]] = No
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* :py:class:`~tqsdk.TqZq` : 使用众期账号
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120-
* :py:class:`~tqsdk.TqMultiAccount` : 多账户列表，列表中支持 :py:class:`~tqsdk.TqAccount`、:py:class:`~tqsdk.TqKq`、\
121-
:py:class:`~tqsdk.TqKqStock`、:py:class:`~tqsdk.TqSim` 和 :py:class:`~tqsdk.TqSimStock` 中的 0 至 N 个或者组合
120+
* :py:class:`~tqsdk.TqCtp` : 使用直连 CTP 账号
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* :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`、\
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: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
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auth (TqAuth/str): [必填]用户快期账户:
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* :py:class:`~tqsdk.TqAuth` : 添加快期账户类，例如：TqAuth("[email protected]", "123456")

‎tqsdk/connect.py

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from tqsdk.exceptions import TqBacktestPermissionError
2626
from tqsdk.utils import _generate_uuid
2727
from tqsdk.sm import SMContext, NullContext
28+
from tqsdk.zq_otg import ZqOtgContext
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2930
"""
3031
优化代码结构，修改为
@@ -127,12 +128,15 @@ async def _run(self, api, url, send_chan, recv_chan):
127128
sm_info = url_info.path.split("/", 4)
128129
cm = SMContext(self._logger, self._api, url_info.scheme, sm_info[1], base64.urlsafe_b64decode(sm_info[2]).decode("utf-8"), base64.urlsafe_b64decode(sm_info[3]).decode("utf-8"))
129130
url_info = url_info._replace(scheme="ws", path="/".join(sm_info[:1]+sm_info[4:]))
131+
elif url_info.scheme.startswith("zqotg"):
132+
url_info = url_info._replace(scheme="ws")
133+
cm = ZqOtgContext()
130134

131135
count = 0
132136
async with cm:
133137
while True:
134138
try:
135-
if isinstance(cm, SMContext):
139+
if isinstance(cm, (SMContext, ZqOtgContext)):
136140
addr = await cm.get_addr()
137141
url = url_info._replace(netloc=addr).geturl()
138142
if not self._first_connect:

‎tqsdk/multiaccount.py

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from shinny_structlog import ShinnyLoggerAdapter
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from tqsdk.channel import TqChan
11-
from tqsdk.tradeable import TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, TqZq
11+
from tqsdk.tradeable import TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, TqZq, TqCtp
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from tqsdk.tradeable.mixin import StockMixin
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1414

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2727
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"""
2929

30-
def __init__(self, accounts: Optional[List[Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqZq]]] = None):
30+
def __init__(self, accounts: Optional[List[Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp]]] = None):
3131
"""
3232
创建 TqMultiAccount 实例
3333
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Args:
35-
accounts (List[Union[TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, TqZq]]): [可选] 多账户列表, 若未指定任何账户, 则为 [TqSim()]
35+
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()]
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Example1::
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‎tqsdk/objs_not_entity.py

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126126
if query_result is None:
127127
await _query_graphql_async(self._api, self._query_id, self._query)
128128
query_result = symbols.get(self._query_id)
129+
if isinstance(self._api._backtest, TqBacktest): # 回测时，清空缓存的请求
130+
self._api._send_pack({
131+
"aid": "ins_query",
132+
"query_id": self._query_id,
133+
"query": ""
134+
})
129135
self += self._filter(query_result)
130-
if isinstance(self._api._backtest, TqBacktest): # 回测时，清空缓存的请求
131-
self._api._send_pack({
132-
"aid": "ins_query",
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"query_id": self._query_id,
134-
"query": ""
135-
})
136136
return self
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138138
def __await__(self):
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164164
if query_result is None:
165165
await _query_graphql_async(self._api, self._query_id, self._query)
166166
query_result = symbols.get(self._query_id)
167+
if isinstance(self._api._backtest, TqBacktest): # 回测时，清空缓存的请求
168+
self._api._send_pack({
169+
"aid": "ins_query",
170+
"query_id": self._query_id,
171+
"query": ""
172+
})
167173
l0, l1, l2 = self._filter(query_result)
168174
self[0].extend(l0)
169175
self[1].extend(l1)
170176
self[2].extend(l2)
171-
if isinstance(self._api._backtest, TqBacktest): # 回测时，清空缓存的请求
172-
self._api._send_pack({
173-
"aid": "ins_query",
174-
"query_id": self._query_id,
175-
"query": ""
176-
})
177177
return self
178178

179179
def __await__(self):

‎tqsdk/tradeable/__init__.py

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from tqsdk.tradeable.otg.base_otg import BaseOtg
8-
from tqsdk.tradeable.otg import TqAccount, TqZq, TqKq, TqKqStock
8+
from tqsdk.tradeable.otg import TqAccount, TqZq, TqKq, TqKqStock, TqCtp
99
from tqsdk.tradeable.sim.basesim import BaseSim
1010
from tqsdk.tradeable.sim import TqSim, TqSimStock

‎tqsdk/tradeable/otg/__init__.py

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from tqsdk.tradeable.otg.tqaccount import TqAccount
77
from tqsdk.tradeable.otg.tqzq import TqZq
88
from tqsdk.tradeable.otg.tqkq import TqKq, TqKqStock
9+
from tqsdk.tradeable.otg.tqctp import TqCtp

‎tqsdk/tradeable/otg/tqctp.py

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#!usr/bin/env python3
2+
# -*- coding:utf-8 -*-
3+
__author__ = 'chenli'
4+
5+
import hashlib
6+
7+
from tqsdk.tradeable.otg.base_otg import BaseOtg
8+
from tqsdk.tradeable.mixin import FutureMixin
9+
10+
11+
class TqCtp(BaseOtg, FutureMixin):
12+
"""直连 CTP 账户类"""
13+
14+
def __init__(self, account_id: str, password: str, front_broker: str, front_url: str, app_id: str, auth_code: str) -> None:
15+
"""
16+
创建直连 CTP 账户实例
17+
18+
Args:
19+
account_id (str): 帐号
20+
21+
password (str): 密码
22+
23+
front_broker (str): CTP 柜台代码
24+
25+
front_url (str): CTP 柜台地址
26+
27+
app_id (str): CTP AppID
28+
29+
auth_code (str): CTP AuthCode
30+
31+
Example1::
32+
33+
from tqsdk import TqApi, TqCtp
34+
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")
35+
api = TqApi(account, auth=TqAuth("快期账户", "账户密码"))
36+
37+
"""
38+
self._account_id = account_id
39+
self._front_broker = front_broker
40+
self._front_url = front_url
41+
self._app_id = app_id
42+
self._auth_code = auth_code
43+
super(TqCtp, self).__init__(broker_id="", account_id=account_id, password=password, td_url="zqotg://127.0.0.1:0/trade")
44+
45+
@property
46+
def _account_auth(self):
47+
return {
48+
"feature": "tq_direct",
49+
"account_id": self._account_id,
50+
"auto_add": True,
51+
}
52+
53+
def _get_account_key(self):
54+
s = self._broker_id + self._account_id
55+
s += self._front_broker if self._front_broker else ""
56+
s += self._front_url if self._front_url else ""
57+
return hashlib.md5(s.encode('utf-8')).hexdigest()
58+
59+
async def _send_login_pack(self):
60+
req = {
61+
"aid": "req_login",
62+
"bid": "tqsdk_zq_otg",
63+
"user_name": self._account_id,
64+
"password": self._password,
65+
"broker_id": self._front_broker,
66+
"front": self._front_url,
67+
"app_id": self._app_id,
68+
"auth_code": self._auth_code,
69+
"backend": "ctp"
70+
}
71+
await self._td_send_chan.send(req)

‎tqsdk/tradeable/sim/basesim.py

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import asyncio
77
import time
8+
import os
89
from abc import abstractmethod
910
from typing import Type, Union
1011

@@ -285,7 +286,10 @@ def _md_recv(self, pack):
285286
# 导致前面处理 order 时的 _current_datetime 还是旧的行情时间
286287
self._current_datetime = quote_diff["datetime"] # 最新行情时间
287288
# 更新最新行情时间时的本地时间，回测时不使用时间差
288-
self._local_time_record = (time.time() - 0.005) if not self._tqsdk_backtest else float("nan")
289+
# 在进行测试sim账号时(test_multi_account.py)也不使用时间差，因为会遇到和回测一样的问题:
290+
# 在sim收到行情后记录_local_time_record，然后下发行情到api进行merge_diff(),api需要处理完k线和quote才能结束wait_update(),
291+
# 若处理时间过长，此时下单则在判断下单时间时与测试用例中的预期时间相差较大，导致测试用例无法通过。
292+
self._local_time_record = float("nan") if self._tqsdk_backtest or "TQSDK_RUN_TEST" in os.environ else (time.time() - 0.005)
289293
if self._current_datetime > self._trading_day_end: # 结算
290294
self._settle()
291295
# 若当前行情时间大于交易日的结束时间(切换交易日)，则根据此行情时间更新交易日及交易日结束时间

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