Update Version 3.5.2

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.5.1
+Version: 3.5.2
 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'3.5.1'
+version = u'3.5.2'
 # The full version, including alpha/beta/rc tags.
-release = u'3.5.1'
+release = u'3.5.2'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/version.rst

@@ -2,6 +2,14 @@
 
 版本变更
 =============================
+3.5.2 (2024/02/07)
+
+* 新增：:py:class:`~tqsdk.objs.Quote` 增加以下属性
+    :py:meth:`~tqsdk.objs.Quote.open_max_market_order_volume`、:py:meth:`~tqsdk.objs.Quote.open_max_limit_order_volume`、
+    :py:meth:`~tqsdk.objs.Quote.open_min_market_order_volume`、:py:meth:`~tqsdk.objs.Quote.open_min_limit_order_volume`、
+    :py:meth:`~tqsdk.objs.Quote.categories`
+
+
 3.5.1 (2024/01/24)
 
 * 修复：:py:meth:`~tqsdk.TqApi.query_his_cont_quotes` 接口在 3.4.11、3.5.0 版本上报错的问题

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.5.1",
+    version="3.5.2",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.5.1'
+__version__ = '3.5.2'

tqsdk/api.py

@@ -3341,7 +3341,12 @@ def _init_serial(self, root_list, width, default, adj_type):
         values = serial["array"].T
         block = FloatBlock(values=values, ndim=2, placement=BlockPlacement(slice(0, len(columns))))
         bm = BlockManagerUnconsolidated(blocks=[block], axes=[columns, index])
-        serial["df"] = TqDataFrame(self, bm, copy=False)
+        # DeprecationWarning:
+        # Passing a BlockManagerUnconsolidated to TqDataFrame is deprecated and will raise in a future version.
+        # Use an empty dataframe instead.
+        temp_df = pd.DataFrame()
+        temp_df._mgr = bm
+        serial["df"] = TqDataFrame(self, temp_df, copy=False)
         serial["df"]["symbol"] = root_list[0]["_path"][1]
         for i in range(1, len(root_list)):
             serial["df"]["symbol" + str(i)] = root_list[i]["_path"][1]

tqsdk/calendar.py

@@ -47,10 +47,7 @@ def _get_trading_calendar(start_dt: date, end_dt: date, headers=None):
     _init_chinese_rest_days(headers=headers)
     df = pd.DataFrame()
     df['date'] = pd.Series(pd.date_range(start=start_dt, end=end_dt, freq="D"))
-    df['trading'] = df['date'].dt.dayofweek.lt(5)
-    result = pd.merge(rest_days_df, df, sort=True, how="right", on="date")
-    result.fillna(True, inplace=True)
-    df['trading'] = result['trading'] & result['trading_restdays']
+    df['trading'] = df['date'].dt.dayofweek.lt(5) & ~df['date'].isin(rest_days_df['date'])
     return df
 
 

tqsdk/ins_schema.py

@@ -14,6 +14,12 @@
 ########################################################################
 Boolean = sgqlc.types.Boolean
 
+
+class Category(sgqlc.types.Enum):
+    __schema__ = ins_schema
+    __choices__ = ('AGRICULTURAL', 'CHEMICAL', 'COAL', 'EQUITY_INDEX', 'FERROUS', 'GRAIN', 'GREASE', 'LIGHT_INDUSTRY', 'NONFERROUS_METALS', 'OIL', 'PRECIOUS_METALS', 'SOFT_COMMODITY', 'TREASURY_BOND')
+
+
 class Class(sgqlc.types.Enum):
     __schema__ = ins_schema
     __choices__ = ('BOND', 'COMBINE', 'CONT', 'FUND', 'FUTURE', 'INDEX', 'OPTION', 'SPOT', 'STOCK')
@@ -39,11 +45,12 @@ class Int64(sgqlc.types.Scalar):
 ########################################################################
 class basic(sgqlc.types.Interface):
     __schema__ = ins_schema
-    __field_names__ = ('price_tick', 'derivatives', 'trading_time', 'trading_day', 'instrument_name', 'english_name', 'price_decs', 'class_', 'instrument_id', 'exchange_id', 'derivative')
+    __field_names__ = ('trading_time', 'instrument_name', 'instrument_id', 'derivative', 'ins_id', 'derivatives', 'exchange_id', 'instrument_name_wh', 'trading_day', 'english_name', 'price_decs', 'class_', 'py_wh', 'price_tick')
     price_tick = sgqlc.types.Field(Float, graphql_name='price_tick')
     derivatives = sgqlc.types.Field('derivativeConnection', graphql_name='derivatives', args=sgqlc.types.ArgDict((
         ('class_', sgqlc.types.Arg(sgqlc.types.list_of(Class), graphql_name='class', default=None)),
         ('exchange_id', sgqlc.types.Arg(sgqlc.types.list_of(String), graphql_name='exchange_id', default=None)),
+        ('expired', sgqlc.types.Arg(Boolean, graphql_name='expired', default=None)),
         ('timestamp', sgqlc.types.Arg(Int64, graphql_name='timestamp', default=None)),
 ))
     )
@@ -55,13 +62,17 @@ class basic(sgqlc.types.Interface):
     class_ = sgqlc.types.Field(String, graphql_name='class')
     instrument_id = sgqlc.types.Field(String, graphql_name='instrument_id')
     exchange_id = sgqlc.types.Field(String, graphql_name='exchange_id')
+    ins_id = sgqlc.types.Field(String, graphql_name='ins_id')
+    instrument_name_wh = sgqlc.types.Field(String, graphql_name='instrument_name_wh')
+    py_wh = sgqlc.types.Field(String, graphql_name='py_wh')
+    price_tick = sgqlc.types.Field(Float, graphql_name='price_tick')
     derivative = sgqlc.types.Field('derivativeConnection', graphql_name='derivative', args=sgqlc.types.ArgDict((
         ('class_', sgqlc.types.Arg(Class, graphql_name='class', default=None)),
         ('exchange_id', sgqlc.types.Arg(String, graphql_name='exchange_id', default=None)),
+        ('expired', sgqlc.types.Arg(Boolean, graphql_name='expired', default=None)),
 ))
     )
 
-
 class derivative(sgqlc.types.Interface):
     __schema__ = ins_schema
     __field_names__ = ('underlying',)
@@ -94,6 +105,7 @@ class rootQuery(sgqlc.types.Type):
         ('expired', sgqlc.types.Arg(Boolean, graphql_name='expired', default=None)),
         ('has_night', sgqlc.types.Arg(Boolean, graphql_name='has_night', default=None)),
         ('has_derivatives', sgqlc.types.Arg(Boolean, graphql_name='has_derivatives', default=None)),
+        ('categories', sgqlc.types.Arg(sgqlc.types.list_of(Category), graphql_name='categories', default=None)),
 ))
     )
     symbol_info = sgqlc.types.Field(sgqlc.types.list_of('allClassUnion'), graphql_name='symbol_info', args=sgqlc.types.ArgDict((
@@ -110,7 +122,7 @@ class rootQuery(sgqlc.types.Type):
 
 class securities(sgqlc.types.Interface):
     __schema__ = ins_schema
-    __field_names__ = ('status', 'public_float_share_quantity', 'currency', 'face_value', 'first_trading_day', 'first_trading_datetime', 'buy_volume_unit', 'sell_volume_unit')
+    __field_names__ = ('currency', 'face_value', 'first_trading_day', 'first_trading_datetime', 'buy_volume_unit', 'sell_volume_unit', 'status', 'public_float_share_quantity')
     status = sgqlc.types.Field(String, graphql_name='status')
     public_float_share_quantity = sgqlc.types.Field(Int64, graphql_name='public_float_share_quantity')
     currency = sgqlc.types.Field(String, graphql_name='currency')
@@ -123,14 +135,21 @@ class securities(sgqlc.types.Interface):
 
 class tradeable(sgqlc.types.Interface):
     __schema__ = ins_schema
-    __field_names__ = ('quote_multiple', 'pre_close', 'upper_limit', 'lower_limit', 'volume_multiple')
+    __field_names__ = ('volume_multiple', 'quote_multiple', 'pre_close', 'upper_limit', 'lower_limit')
     quote_multiple = sgqlc.types.Field(Float, graphql_name='quote_multiple')
     pre_close = sgqlc.types.Field(Float, graphql_name='pre_close')
     upper_limit = sgqlc.types.Field(Float, graphql_name='upper_limit')
     lower_limit = sgqlc.types.Field(Float, graphql_name='lower_limit')
     volume_multiple = sgqlc.types.Field(Float, graphql_name='volume_multiple')
 
 
+class categoryInfo(sgqlc.types.Type):
+    __schema__ = ins_schema
+    __field_names__ = ('id', 'name')
+    id = sgqlc.types.Field(String, graphql_name='id')
+    name = sgqlc.types.Field(String, graphql_name='name')
+
+
 class tradingTime(sgqlc.types.Type):
     __schema__ = ins_schema
     __field_names__ = ('day', 'night')
@@ -147,13 +166,23 @@ class bond(sgqlc.types.Type, basic, tradeable, securities):
 
 class combine(sgqlc.types.Type, basic):
     __schema__ = ins_schema
-    __field_names__ = ('expire_datetime', 'expired', 'leg1', 'leg2', 'max_limit_order_volume', 'max_market_order_volume', 'product_id')
+    __field_names__ = ('close_max_limit_order_volume', 'close_max_market_order_volume', 'close_min_limit_order_volume', 'close_min_market_order_volume', 'expire_datetime', 'expired', 'leg1', 'leg2', 'max_limit_order_volume', 'max_market_order_volume', 'min_limit_order_volume', 'min_market_order_volume', 'open_max_limit_order_volume', 'open_max_market_order_volume', 'open_min_limit_order_volume', 'open_min_market_order_volume', 'product_id')
+    close_max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='close_max_limit_order_volume')
+    close_max_market_order_volume = sgqlc.types.Field(Int, graphql_name='close_max_market_order_volume')
+    close_min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='close_min_limit_order_volume')
+    close_min_market_order_volume = sgqlc.types.Field(Int, graphql_name='close_min_market_order_volume')
     expire_datetime = sgqlc.types.Field(Int64, graphql_name='expire_datetime')
     expired = sgqlc.types.Field(Boolean, graphql_name='expired')
     leg1 = sgqlc.types.Field('allClassUnion', graphql_name='leg1')
     leg2 = sgqlc.types.Field('allClassUnion', graphql_name='leg2')
     max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='max_limit_order_volume')
     max_market_order_volume = sgqlc.types.Field(Int, graphql_name='max_market_order_volume')
+    min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='min_limit_order_volume')
+    min_market_order_volume = sgqlc.types.Field(Int, graphql_name='min_market_order_volume')
+    open_max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='open_max_limit_order_volume')
+    open_max_market_order_volume = sgqlc.types.Field(Int, graphql_name='open_max_market_order_volume')
+    open_min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='open_min_limit_order_volume')
+    open_min_market_order_volume = sgqlc.types.Field(Int, graphql_name='open_min_market_order_volume')
     product_id = sgqlc.types.Field(String, graphql_name='product_id')
 
 
@@ -170,7 +199,12 @@ class fund(sgqlc.types.Type, basic, tradeable, securities):
 
 class future(sgqlc.types.Type, basic, tradeable):
     __schema__ = ins_schema
-    __field_names__ = ('commission', 'delivery_month', 'delivery_year', 'expire_datetime', 'expired', 'margin', 'max_limit_order_volume', 'max_market_order_volume', 'mmsa', 'pre_open_interest', 'product_id', 'product_short_name', 'settlement_price')
+    __field_names__ = ('categories', 'close_max_limit_order_volume', 'close_max_market_order_volume', 'close_min_limit_order_volume', 'close_min_market_order_volume', 'commission', 'delivery_month', 'delivery_year', 'expire_datetime', 'expired', 'margin', 'max_limit_order_volume', 'max_market_order_volume', 'min_limit_order_volume', 'min_market_order_volume', 'mmsa', 'open_max_limit_order_volume', 'open_max_market_order_volume', 'open_min_limit_order_volume', 'open_min_market_order_volume', 'pre_open_interest', 'product_id', 'product_short_name', 'product_short_name_wh', 'settlement_price')
+    categories = sgqlc.types.Field(sgqlc.types.list_of(categoryInfo), graphql_name='categories')
+    close_max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='close_max_limit_order_volume')
+    close_max_market_order_volume = sgqlc.types.Field(Int, graphql_name='close_max_market_order_volume')
+    close_min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='close_min_limit_order_volume')
+    close_min_market_order_volume = sgqlc.types.Field(Int, graphql_name='close_min_market_order_volume')
     commission = sgqlc.types.Field(Float, graphql_name='commission')
     delivery_month = sgqlc.types.Field(Int, graphql_name='delivery_month')
     delivery_year = sgqlc.types.Field(Int, graphql_name='delivery_year')
@@ -179,10 +213,17 @@ class future(sgqlc.types.Type, basic, tradeable):
     margin = sgqlc.types.Field(Float, graphql_name='margin')
     max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='max_limit_order_volume')
     max_market_order_volume = sgqlc.types.Field(Int, graphql_name='max_market_order_volume')
+    min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='min_limit_order_volume')
+    min_market_order_volume = sgqlc.types.Field(Int, graphql_name='min_market_order_volume')
     mmsa = sgqlc.types.Field(Boolean, graphql_name='mmsa')
+    open_max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='open_max_limit_order_volume')
+    open_max_market_order_volume = sgqlc.types.Field(Int, graphql_name='open_max_market_order_volume')
+    open_min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='open_min_limit_order_volume')
+    open_min_market_order_volume = sgqlc.types.Field(Int, graphql_name='open_min_market_order_volume')
     pre_open_interest = sgqlc.types.Field(Int64, graphql_name='pre_open_interest')
     product_id = sgqlc.types.Field(String, graphql_name='product_id')
     product_short_name = sgqlc.types.Field(String, graphql_name='product_short_name')
+    product_short_name_wh = sgqlc.types.Field(String, graphql_name='product_short_name_wh')
     settlement_price = sgqlc.types.Field(Float, graphql_name='settlement_price')
 
 
@@ -194,15 +235,25 @@ class index(sgqlc.types.Type, basic):
 
 class option(sgqlc.types.Type, basic, tradeable, derivative):
     __schema__ = ins_schema
-    __field_names__ = ('call_or_put', 'exercise_type', 'expire_datetime', 'expired', 'last_exercise_datetime', 'last_exercise_day', 'max_limit_order_volume', 'max_market_order_volume', 'pre_open_interest', 'product_short_name', 'settlement_price', 'strike_price')
+    __field_names__ = ('call_or_put', 'close_max_limit_order_volume', 'close_max_market_order_volume', 'close_min_limit_order_volume', 'close_min_market_order_volume', 'exercise_type', 'expire_datetime', 'expired', 'last_exercise_datetime', 'last_exercise_day', 'max_limit_order_volume', 'max_market_order_volume', 'min_limit_order_volume', 'min_market_order_volume', 'open_max_limit_order_volume', 'open_max_market_order_volume', 'open_min_limit_order_volume', 'open_min_market_order_volume', 'pre_open_interest', 'product_short_name', 'settlement_price', 'strike_price')
     call_or_put = sgqlc.types.Field(String, graphql_name='call_or_put')
+    close_max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='close_max_limit_order_volume')
+    close_max_market_order_volume = sgqlc.types.Field(Int, graphql_name='close_max_market_order_volume')
+    close_min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='close_min_limit_order_volume')
+    close_min_market_order_volume = sgqlc.types.Field(Int, graphql_name='close_min_market_order_volume')
     exercise_type = sgqlc.types.Field(String, graphql_name='exercise_type')
     expire_datetime = sgqlc.types.Field(Int64, graphql_name='expire_datetime')
     expired = sgqlc.types.Field(Boolean, graphql_name='expired')
     last_exercise_datetime = sgqlc.types.Field(Int64, graphql_name='last_exercise_datetime')
     last_exercise_day = sgqlc.types.Field(Int64, graphql_name='last_exercise_day')
     max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='max_limit_order_volume')
     max_market_order_volume = sgqlc.types.Field(Int, graphql_name='max_market_order_volume')
+    min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='min_limit_order_volume')
+    min_market_order_volume = sgqlc.types.Field(Int, graphql_name='min_market_order_volume')
+    open_max_limit_order_volume = sgqlc.types.Field(Int, graphql_name='open_max_limit_order_volume')
+    open_max_market_order_volume = sgqlc.types.Field(Int, graphql_name='open_max_market_order_volume')
+    open_min_limit_order_volume = sgqlc.types.Field(Int, graphql_name='open_min_limit_order_volume')
+    open_min_market_order_volume = sgqlc.types.Field(Int, graphql_name='open_min_market_order_volume')
     pre_open_interest = sgqlc.types.Field(Int64, graphql_name='pre_open_interest')
     product_short_name = sgqlc.types.Field(String, graphql_name='product_short_name')
     settlement_price = sgqlc.types.Field(Float, graphql_name='settlement_price')
@@ -294,9 +345,16 @@ class allClassUnion(sgqlc.types.Union):
 future_frag.settlement_price()
 future_frag.max_market_order_volume()
 future_frag.max_limit_order_volume()
+future_frag.min_market_order_volume()
+future_frag.min_limit_order_volume()
+future_frag.open_max_market_order_volume()
+future_frag.open_max_limit_order_volume()
+future_frag.open_min_market_order_volume()
+future_frag.open_min_limit_order_volume()
 future_frag.margin()
 future_frag.commission()
 future_frag.mmsa()
+future_frag.categories()
 
 option_frag = Fragment(option, 'option')
 option_frag.pre_open_interest()
@@ -307,6 +365,12 @@ class allClassUnion(sgqlc.types.Union):
 option_frag.settlement_price()
 option_frag.max_market_order_volume()
 option_frag.max_limit_order_volume()
+option_frag.min_market_order_volume()
+option_frag.min_limit_order_volume()
+option_frag.open_max_market_order_volume()
+option_frag.open_max_limit_order_volume()
+option_frag.open_min_market_order_volume()
+option_frag.open_min_limit_order_volume()
 option_frag.strike_price()
 option_frag.call_or_put()
 option_frag.exercise_type()
@@ -317,6 +381,12 @@ class allClassUnion(sgqlc.types.Union):
 combine_frag.expire_datetime()
 combine_frag.max_market_order_volume()
 combine_frag.max_limit_order_volume()
+combine_frag.min_market_order_volume()
+combine_frag.min_limit_order_volume()
+combine_frag.open_max_market_order_volume()
+combine_frag.open_max_limit_order_volume()
+combine_frag.open_min_market_order_volume()
+combine_frag.open_min_limit_order_volume()
 combine_frag.leg1().__as__(basic).instrument_id()
 combine_frag.leg2().__as__(basic).instrument_id()
 

tqsdk/objs.py

@@ -5,6 +5,7 @@
 import copy
 import json
 import warnings
+from typing import List
 
 from tqsdk.diff import _get_obj
 from tqsdk.entity import Entity
@@ -128,6 +129,14 @@ def __init__(self, api):
         self.min_limit_order_volume: int = 0
         #: 最小市价单手数
         self.min_market_order_volume: int = 0
+        #: 最大市价开仓手数
+        self.open_max_market_order_volume: int = 0
+        #: 最大限价开仓手数
+        self.open_max_limit_order_volume: int = 0
+        #: 最小市价开仓手数
+        self.open_min_market_order_volume: int = 0
+        #: 最小限价开仓手数
+        self.open_min_limit_order_volume: int = 0
         #: 标的合约
         self.underlying_symbol: str = ""
         #: 行权价
@@ -172,6 +181,8 @@ def __init__(self, api):
         self.cash_dividend_ratio: list = []
         #: 距离到期日的剩余天数（自然日天数），正数表示距离到期日的剩余天数，0表示到期日当天，负数表示距离到期日已经过去的天数
         self.expire_rest_days: int = float('nan')
+        #: 板块信息
+        self.categories: List[CategoryInfo] = []
 
     def _instance_entity(self, path):
         super(Quote, self)._instance_entity(path)
@@ -194,6 +205,16 @@ def __await__(self):
         return self._task.__await__()
 
 
+class CategoryInfo(Entity):
+    """CategoryInfo 是一个板块信息对象"""
+
+    def __init__(self):
+        #: 板块代码
+        self.id: str = ""
+        #: 板块名称
+        self.name: str = ""
+
+
 class TradingTime(Entity):
     """ TradingTime 是一个交易时间对象
         它不是一个可单独使用的类，而是用于定义 Quote 的 trading_time 字段的类型