Update Version 3.5.6

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.5.5
+Version: 3.5.6
 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'3.5.5'
+version = u'3.5.6'
 # The full version, including alpha/beta/rc tags.
-release = u'3.5.5'
+release = u'3.5.6'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/version.rst

@@ -2,6 +2,11 @@
 
 版本变更
 =============================
+3.5.6 (2024/04/11)
+
+* 修复：:py:meth:`~tqsdk.TqApi.query_quotes` 函数无法查询广州期货交易所 GFEX 的主连合约和主力合约
+
+
 3.5.5 (2024/03/27)
 
 * 修复：TqSim 在调用 set_margin 之后，使用 is_changing 判断某个对象是否更新，可能返回的结果不正确

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.5.5",
+    version="3.5.6",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.5.5'
+__version__ = '3.5.6'

tqsdk/api.py

@@ -54,6 +54,7 @@
 from tqsdk.channel import TqChan
 from tqsdk.connect import TqConnect, MdReconnectHandler, ReconnectTimer
 from tqsdk.calendar import _get_trading_calendar, TqContCalendar, _init_chinese_rest_days
+from tqsdk.constants import FUTURE_EXCHANGES
 from tqsdk.data_extension import DataExtension
 from tqsdk.data_series import DataSeries
 from tqsdk.datetime import _get_trading_day_from_timestamp, _datetime_to_timestamp_nano, _timestamp_nano_to_datetime, \
@@ -2371,6 +2372,7 @@ def query_quotes(self, ins_class: Union[str, List[str]] = None, exchange_id: Uni
                 * DCE: 大商所
                 * CZCE: 郑商所
                 * INE: 能源交易所(原油)
+                * GFEX: 广州期货交易所
                 * SSE: 上交所
                 * SZSE: 深交所
                 * KQD: 外盘主连
@@ -2435,7 +2437,7 @@ def query_quotes(self, ins_class: Union[str, List[str]] = None, exchange_id: Uni
             if exchange_id == "":
                 raise Exception("exchange_id 参数不能为空字符串。")
             # 如果是主连和指数，请求全部，在客户端区分交易所
-            if ins_class not in ["INDEX", "CONT"] or exchange_id not in ["CFFEX", "SHFE", "DCE", "CZCE", "INE"]:
+            if ins_class not in ["INDEX", "CONT"] or exchange_id not in FUTURE_EXCHANGES:
                 variables["exchange_id"] = [exchange_id] if isinstance(exchange_id, str) else exchange_id
         if product_id is not None:
             if product_id == "":
@@ -2454,7 +2456,7 @@ def query_quotes(self, ins_class: Union[str, List[str]] = None, exchange_id: Uni
         def filter(query_result):
             result = []
             for quote in query_result.get("result", {}).get("multi_symbol_info", []):
-                if ins_class in ["INDEX", "CONT"] and exchange_id in ["CFFEX", "SHFE", "DCE", "CZCE", "INE"]:
+                if ins_class in ["INDEX", "CONT"] and exchange_id in FUTURE_EXCHANGES:
                     if exchange_id in quote["instrument_id"]:
                         result.append(quote["instrument_id"])
                 else:
@@ -2483,6 +2485,7 @@ def query_cont_quotes(self, exchange_id: str = None, product_id: str = None, has
                 * DCE: 大商所
                 * CZCE: 郑商所
                 * INE: 能源交易所(原油)
+                * GFEX: 广州期货交易所
 
             product_id (str): [可选] 品种
 

tqsdk/auth.py

@@ -10,7 +10,8 @@
 import requests
 from shinny_structlog import ShinnyLoggerAdapter
 
-import tqsdk
+from tqsdk.constants import FUTURE_EXCHANGES, SPOT_EXCHANGES, KQ_EXCHANGES, KQD_EXCHANGES, STOCK_EXCHANGES
+from tqsdk.__version__ import __version__
 
 
 class TqAuth(object):
@@ -49,7 +50,7 @@ def __init__(self, user_name: str = "", password: str = ""):
     @property
     def _base_headers(self):
         return {
-            "User-Agent": "tqsdk-python %s" % tqsdk.__version__,
+            "User-Agent": "tqsdk-python %s" % __version__,
             "Accept": "application/json",
             "Authorization": "Bearer %s" % self._access_token
         }
@@ -148,9 +149,9 @@ def _has_account(self, account):
     def _has_md_grants(self, symbol):
         symbol_list = symbol if isinstance(symbol, list) else [symbol]
         for symbol in symbol_list:
-            if symbol.split('.', 1)[0] in ["SHFE", "DCE", "CZCE", "INE", "CFFEX", "KQ", "KQD", "SSWE", "GFEX"] and self._has_feature("futr"):
+            if symbol.split('.', 1)[0] in (FUTURE_EXCHANGES + SPOT_EXCHANGES + KQ_EXCHANGES + KQD_EXCHANGES) and self._has_feature("futr"):
                 continue
-            elif symbol.split('.', 1)[0] in ["CSI", "SSE", "SZSE"] and self._has_feature("sec"):
+            elif symbol.split('.', 1)[0] in (["CSI"] + STOCK_EXCHANGES) and self._has_feature("sec"):
                 continue
             elif symbol in ["SSE.000016", "SSE.000300", "SSE.000905", "SSE.000852"] and self._has_feature("lmt_idx"):
                 continue
@@ -160,8 +161,8 @@ def _has_md_grants(self, symbol):
 
     def _has_td_grants(self, symbol):
         # 对于 opt / cmb / adv 权限的检查由 OTG 做
-        if symbol.split('.', 1)[0] in ["SSE", "SZSE"] and self._has_feature("sec"):
+        if symbol.split('.', 1)[0] in STOCK_EXCHANGES and self._has_feature("sec"):
             return True
-        if symbol.split('.', 1)[0] in ["SHFE", "DCE", "CZCE", "INE", "CFFEX", "KQ", "GFEX"] and self._has_feature("futr"):
+        if symbol.split('.', 1)[0] in (FUTURE_EXCHANGES + KQ_EXCHANGES) and self._has_feature("futr"):
             return True
         raise Exception(f"您的账户不支持交易 {symbol}，需要购买后才能使用。升级网址：https://www.shinnytech.com/tqsdk_professional/")

tqsdk/constants.py

@@ -0,0 +1,13 @@
+#!/usr/bin/env python
+#  -*- coding: utf-8 -*-
+__author__ = 'mayanqiong'
+
+"""
+定义常量
+"""
+
+FUTURE_EXCHANGES = ["CFFEX", "SHFE", "DCE", "CZCE", "INE", "GFEX"]
+STOCK_EXCHANGES = ["SSE", "SZSE"]
+SPOT_EXCHANGES = ["SSWE"]
+KQ_EXCHANGES = ["KQ"]
+KQD_EXCHANGES = ["KQD"]