fix bug

api/qmt_rest_new.py

@@ -186,6 +186,24 @@ class HoldingHandler(BaseHandler):
         holding = format_holding(positions)
         self.write_json({"data": holding})
 
+class OrgHandler(BaseHandler):
+    def get(self, handler_type):
+        result = safe_call(
+            get_trade_detail_data, self.acc(), 'stock', handler_type
+        ) or []
+
+        data = []
+        for item in result:
+            fields = {}
+            for name in dir(item):
+                if name.startswith('_'):
+                    continue
+                value = getattr(item, name)
+                if not callable(value):
+                    fields[name] = value
+            data.append(fields)
+        self.write_json({"data": data})
+
 # get_trade_detail_data('account') - Query account assets
 class AssetsHandler(BaseHandler):
     def get(self):
@@ -318,6 +336,7 @@ def format_holding(positions):
             'Direction': position.m_nDirection,
             'Volume': position.m_nVolume,
             'OpenPrice': position.m_dOpenPrice,
+            'OpenCost':position.m_dOpenCost,
             'FloatProfit': position.m_dFloatProfit,
             'MarketValue': position.m_dMarketValue,
             'StockHolder': position.m_strStockHolder,
@@ -372,6 +391,7 @@ def make_app():
         # Portfolio
         (r"/api/portfolio", PortfolioHandler),
         (r"/api/portfolio/positions", HoldingHandler),
+        (r"/api/portfolio/org/(account|order|deal|position)",OrgHandler),
         (r"/api/portfolio/assets", AssetsHandler),
         (r"/api/portfolio/order", OrderHandler),
         (r"/api/portfolio/deal", DealHandler),

api/qmt_rest_rele.py

@@ -2,17 +2,18 @@
 import json
 import locale
 import os
-import datetime
-from pathlib import Path
+import sys
+from urllib.request import Request, urlopen
 from tornado.web import Application, RequestHandler, HTTPError
 from tornado.ioloop import IOLoop
 import logging
 
 # Configuration
 ACCOUNT_ID = os.environ.get('QMT_ACCOUNT_ID', '')
-DATA_DIR = os.environ.get('QMT_DATA_DIR', 'D:\qmt_strategy_data')
+DATA_DIR = os.environ.get('QMT_DATA_DIR', r'D:\qmt_strategy_data')
 TOKEN="QMTbyYanweidong"
 PORT = 10086
+PASS_CODES_URL = "http://139.224.247.176:13499/a/pass_codes"
 
 # ===================================
 logging.basicConfig(level=logging.INFO)
@@ -32,6 +33,36 @@ def safe_call(func, *args, **kwargs):
         ) from e
 
 
+def get_pass_codes(account_id):
+    request = Request(
+        PASS_CODES_URL,
+        headers={"Accept": "application/json", "User-Agent": "big-qmt/1"},
+    )
+    with urlopen(request, timeout=10) as response:
+        payload = json.load(response)
+
+    remote_codes = payload.get("data")
+    if not isinstance(remote_codes, list):
+        raise ValueError("pass_codes response data must be an array")
+
+    positions = safe_call(
+        get_trade_detail_data, account_id, 'stock', 'position'
+    ) or []
+    position_codes = [
+        position.m_strInstrumentID + '.' + position.m_strExchangeID
+        for position in positions
+    ]
+
+    codes = []
+    seen = set()
+    for code in remote_codes + position_codes:
+        code = str(code).strip()
+        if code and code not in seen:
+            seen.add(code)
+            codes.append(code)
+    return codes
+
+
 # ============= BaseHandler =============
 
 AUTH_EXEMPT = set()
@@ -61,6 +92,14 @@ class BaseHandler(RequestHandler):
     def acc(self):
         return self.application.accountID
 
+    def write_json(self, data, default=None):
+        self.write(json.dumps(
+            data,
+            separators=(',', ':'),
+            ensure_ascii=False,
+            default=default,
+        ))
+
 
 # ============= 1. ContextInfo properties =============
 # "/api/v2/context/info"
@@ -80,7 +119,7 @@ class ContextInfoHandler(BaseHandler):
             "timetag":ctx.timetag,
             "universe": ctx.get_universe(),
         }
-        self.write(data, separators=(',', ':'), ensure_ascii=False)
+        self.write_json(data)
 
 # ============= 2. Data queries (ContextInfo get_*) =============
 STOCK_HANDLER = {
@@ -118,25 +157,26 @@ class StockGetHandler(BaseHandler):
         
         
         # 响应
-        self.write(json.dumps({
+        self.write_json({
             "stock_code": query_vals,
             "ref": result
-        }, separators=(',', ':'), ensure_ascii=False, default=str))
+        }, default=str)
 
 
 # Aggregate assets, positions, and orders in one request.
 class PortfolioHandler(BaseHandler):
     def get(self):
-        account_data = safe_call(get_trade_detail_data, self.acc(), 'stock', 'account')
-        positions = safe_call(get_trade_detail_data, self.acc(), 'stock', 'position') or []
-        orders = safe_call(get_trade_detail_data, self.acc(), 'stock', 'order') or []
+        account_id = self.acc()
+        account_data = safe_call(get_trade_detail_data, account_id, 'stock', 'account')
+        positions = safe_call(get_trade_detail_data, account_id, 'stock', 'position') or []
+        orders = safe_call(get_trade_detail_data, account_id, 'stock', 'order') or []
 
         result = {
             "assets": format_assets(account_data),
             "positions": format_holding(positions),
             "orders": [fixed_fields(order) for order in orders],
         }
-        self.write(json.dumps(result, separators=(',', ':'), ensure_ascii=False))
+        self.write_json(result)
 
 
 # get_trade_detail_data('position') - Query positions in the wrapped format
@@ -144,13 +184,31 @@ class HoldingHandler(BaseHandler):
     def get(self):
         positions = safe_call(get_trade_detail_data, self.acc(), 'stock', 'position') or []
         holding = format_holding(positions)
-        self.write(json.dumps({"data": holding}, separators=(',', ':'), ensure_ascii=False))
+        self.write_json({"data": holding})
+
+class OrgHandler(BaseHandler):
+    def get(self, handler_type):
+        result = safe_call(
+            get_trade_detail_data, self.acc(), 'stock', handler_type
+        ) or []
+
+        data = []
+        for item in result:
+            fields = {}
+            for name in dir(item):
+                if name.startswith('_'):
+                    continue
+                value = getattr(item, name)
+                if not callable(value):
+                    fields[name] = value
+            data.append(fields)
+        self.write_json({"data": data})
 
 # get_trade_detail_data('account') - Query account assets
 class AssetsHandler(BaseHandler):
     def get(self):
         _data = safe_call(get_trade_detail_data, self.acc(), 'stock', 'account')
-        self.write(json.dumps(format_assets(_data), separators=(',', ':'), ensure_ascii=False))
+        self.write_json(format_assets(_data))
 
 class OrderHandler(BaseHandler):
     def get(self):
@@ -158,13 +216,13 @@ class OrderHandler(BaseHandler):
         if ret is None:
             ret = []
         result = [fixed_fields(obj) for obj in ret]
-        self.write(json.dumps(result, separators=(',', ':'), ensure_ascii=False))
+        self.write_json(result)
 
 class DealHandler(BaseHandler):
     def get(self):
         deals = safe_call(get_trade_detail_data, self.acc(), 'stock', 'deal') or []
         rets = [fixed_fields(deal) for deal in deals]
-        self.write(json.dumps({"deals": rets}, separators=(',', ':'), ensure_ascii=False))
+        self.write_json({"deals": rets})
 
 # ContextInfo.get_full_tick() - Get full tick data
 class FullTickHandler(BaseHandler):
@@ -176,7 +234,7 @@ class FullTickHandler(BaseHandler):
         ret = safe_call(self.ctx().get_full_tick, stocks)
         if not ret:
             raise HTTPError(500, "Failed to get tick data")
-        self.write(json.dumps(ret, separators=(',', ':'), ensure_ascii=False, default=str))
+        self.write_json(ret, default=str)
 
 # passorder() - Submit a general trading order
 class PassorderHandler(BaseHandler):
@@ -204,14 +262,14 @@ class PassorderHandler(BaseHandler):
             logger.exception("passorder failed")
             raise HTTPError(502, reason="QMT order submission failed") from e
 
-        self.write(json.dumps({
+        self.write_json({
             "status": "success",
             "opType": opType,
             "stockCode": stockCode,
             "strategy_name": strategy_name,
             "local_order_id": order_id,
             "order_ref": str(order_ref)
-        }, separators=(',', ':'), ensure_ascii=False))
+        })
 
 
 class CancelByIdHandler(BaseHandler):
@@ -223,21 +281,28 @@ class CancelByIdHandler(BaseHandler):
             raise HTTPError(400, "order_id cannot be empty")
         cancelable = safe_call(can_cancel_order, order_id, self.acc(), 'stock')
         if not cancelable:
-            self.write(json.dumps({
+            self.write_json({
                 "status": "failed", "order_id": order_id,
                 "message": "Order does not exist or cannot currently be canceled"
-            }, separators=(',', ':'), ensure_ascii=False))
+            })
             return
         result = safe_call(cancel, order_id, self.acc(), 'stock', self.ctx())
-        self.write(json.dumps({
+        self.write_json({
             "status": "success" if result is not False else "failed",
             "order_id": order_id,
-        }, separators=(',', ':'), ensure_ascii=False))
+        })
+
+# get_ipo_data() - Get today's new stock and bond offerings
+class IpoDataHandler(BaseHandler):
+    def post(self):
+        data = json.loads(self.request.body)
+        typ = data.get('type', 'STOCK')
+        ret = safe_call(get_ipo_data, typ)
+        self.write_json(ret)
 
 # sys: Python version information
 class PythonVersionHandler(BaseHandler):
     def get(self):
-        import sys
         version_info = {
             "python_version": sys.version,
             "python_version_info": {
@@ -248,7 +313,73 @@ class PythonVersionHandler(BaseHandler):
                 "serial": sys.version_info.serial,
             }
         }
-        self.write(json.dumps(version_info, separators=(',', ':'), ensure_ascii=False))
+        self.write_json(version_info)
+
+
+def format_assets(account_data):
+    info = account_data[0] if account_data else None
+    if not info:
+        raise HTTPError(500, "Failed to get account data")
+    return {
+        "total": round(info.m_dBalance, 2),
+        "available": round(info.m_dAvailable, 2),
+    }
+
+def format_holding(positions):
+    holding = {}
+    for position in positions:
+        stock = position.m_strInstrumentID + '.' + position.m_strExchangeID
+        holding[stock] = {
+            'StockCode': stock,
+            'TradeID':position.m_strTradeID,
+            'StockName': position.m_strInstrumentName,
+            'Direction': position.m_nDirection,
+            'Volume': position.m_nVolume,
+            'OpenPrice': position.m_dOpenPrice,
+            'OpenCost':position.m_dOpenCost,
+            'FloatProfit': position.m_dFloatProfit,
+            'MarketValue': position.m_dMarketValue,
+            'StockHolder': position.m_strStockHolder,
+            'FrozenVolume': position.m_nFrozenVolume,
+            'CanUseVolume': position.m_nCanUseVolume,
+            'OnRoadVolume': position.m_nOnRoadVolume,
+            'YesterdayVolume': position.m_nYesterdayVolume,
+            'LastPrice': position.m_dLastPrice,
+            'ProfitRate': position.m_dProfitRate,
+            'FutureTradeType': position.m_eFutureTradeType,
+            'ExpireDate': position.m_strExpireDate
+        }
+    return holding
+
+TRADE_DETAIL_FIELDS = (
+    'm_strOrderSysID', 'm_strInstrumentID', 'm_strExchangeID',
+    'm_strInstrumentName', 'm_nOffsetFlag', 'm_nOrderStatus',
+    'm_nVolumeTotal', 'm_nVolumeTraded', 'm_nOrderTime',
+    'm_strInsertDate', 'm_strInsertTime', 'm_strRemark',
+    'm_dPrice', 'm_dTradePrice', 'm_dTradeAmount',
+)
+MISSING = object()
+
+
+def fixed_fields(obj, fields=TRADE_DETAIL_FIELDS):
+    result = {}
+    for field in fields:
+        try:
+            value = getattr(obj, field, MISSING)
+        except TypeError:
+            continue
+        if value is MISSING:
+            continue
+        if not callable(value):
+            result[field] = str(value)
+    if not result:
+        attrs = getattr(obj, '__dict__', {})
+        result = {
+            key: str(value) for key, value in attrs.items()
+            if not key.startswith('_') and not callable(value)
+        }
+    return result
+
 
 # ============= Route registration =============
 def make_app():
@@ -257,14 +388,16 @@ def make_app():
         (r"/api/context/info", ContextInfoHandler),
         (r"/api/get/(stock_name|open_date|last_volume|total_share|svol|bvol|divid_factors|etf_info|etf_iopv|instrumentdetail|his_st_data)", StockGetHandler),
 
-        # V2
+        # Portfolio
         (r"/api/portfolio", PortfolioHandler),
         (r"/api/portfolio/positions", HoldingHandler),
+        (r"/api/portfolio/org/(account|order|deal|position)",OrgHandler),
         (r"/api/portfolio/assets", AssetsHandler),
         (r"/api/portfolio/order", OrderHandler),
         (r"/api/portfolio/deal", DealHandler),
 
         (r"/api/data/full_tick", FullTickHandler),
+        (r"/api/trade/ipo_data", IpoDataHandler),
         (r"/api/trade/cancel_by_id", CancelByIdHandler),
         (r"/api/trade/passorder", PassorderHandler),
 
@@ -286,10 +419,8 @@ def init(ContextInfo):
     try:
         ContextInfo.accountID = ACCOUNT_ID
         ContextInfo.set_account(ACCOUNT_ID)
-        # Load the symbol universe only when configured.
-        pass_codes_path = Path(DATA_DIR) / "pass_codes.json"
-        with pass_codes_path.open("r", encoding="utf-8") as stream:
-            codes = json.load(stream)
+
+        codes = get_pass_codes(ContextInfo.accountID)
         ContextInfo.set_universe(list(codes))
         
         # Api App

docs/arch/state.py

@@ -15,7 +15,7 @@ from sdk import OrderItem, PositionItem
 PENDING_TIME_OUT = 3600
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class StateItem:
     code: str
     base_order_id: str = ""
@@ -27,7 +27,7 @@ class StateItem:
     added_cost: float = 0.0
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class PendingOrder:
     order_id: str
     code: str

py-client/config/__init__.py

@@ -7,7 +7,7 @@ from pathlib import Path
 import yaml
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class SignalConfig:
     """单个交易信号的数据源及开仓限制配置。"""
 
@@ -21,7 +21,7 @@ class SignalConfig:
     gt_last_price_is_open: bool = False
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class GlobalConfig:
     """所有主机共享的系统配置。"""
 
@@ -37,7 +37,7 @@ class GlobalConfig:
     signals: dict[str, SignalConfig] = field(default_factory=dict)
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class AccountConfig:
     """当前主机所使用的账户及交易策略参数。"""
 

py-client/libs/grid_take_profit.py

@@ -20,7 +20,7 @@ class GridState(str, Enum):
     STEADY = "steady"     # 仍处于当前峰值网格，继续持有
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class GridObservation:
     """一次网格观察的不可变结果。"""
 

py-client/libs/signal.py

@@ -4,12 +4,12 @@ import secrets
 from .http import get_json
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class SignalItem:
     signal_key: str = ""; code: str = ""; name: str = ""; desc: str = ""; last_close: float = 0
     tech_indicator: dict[str, float] = field(default_factory=dict)
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class SignalResult:
     code: str = ""; total: int = 0; updated: str = ""; data: dict[str, SignalItem] = field(default_factory=dict); message: str = ""
 

py-client/main.py

@@ -38,7 +38,7 @@ from strategy.trend.boot import StartTrend
 from strategy.zt.boot import StartZT
 from strategy.ipo import AutoBuyIpo
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class StrategyDefinition:
     mutex_scope: str
     start_strategy: object

py-client/sdk/models.py

@@ -11,7 +11,7 @@ def _number(value: Any, kind: type = float) -> Any:
         return kind()
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class OrderItem:
     """由 QMT 委托明细解析得到的标准订单记录。"""
     id: str
@@ -64,13 +64,14 @@ class OrderItem:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class PositionItem:
     stock_code: str = ""
     stock_name: str = ""
     trade_id:str = ""
     direction: Any = None
     volume: int = 0
+    open_cost: float = 0.0
     open_price: float = 0.0
     float_profit: float = 0.0
     market_value: float = 0.0
@@ -88,7 +89,7 @@ class PositionItem:
     def from_dict(cls, data: dict[str, Any], code: str = "") -> "PositionItem":
         return cls(
             stock_code=str(data.get("StockCode") or code), stock_name=str(data.get("StockName") or ""),
-            trade_id=str(data.get("TradeID") or ""),
+            trade_id=str(data.get("TradeID") or ""),open_cost=_number(data.get("OpenCost")),
             direction=data.get("Direction"), volume=_number(data.get("Volume"), int),
             open_price=_number(data.get("OpenPrice")), float_profit=_number(data.get("FloatProfit")),
             market_value=_number(data.get("MarketValue")), stock_holder=str(data.get("StockHolder") or ""),
@@ -107,6 +108,7 @@ class PositionItem:
             trade_id=str(data.get("TradeID") or ""),
             direction=data.get("Direction"),
             volume=_number(data.get("Volume"), int),
+            open_cost=_number(data.get("OpenCost")),
             open_price=_number(data.get("OpenPrice")),
             float_profit=_number(data.get("FloatProfit")),
             market_value=_number(data.get("MarketValue")),
@@ -122,7 +124,7 @@ class PositionItem:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Assets:
     total: float = 0.0
     available: float = 0.0
@@ -136,7 +138,7 @@ class Assets:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Portfolio:
     assets: Assets
     positions: dict[str, PositionItem]
@@ -152,7 +154,7 @@ def _trade_datetime(data: dict[str, Any]) -> datetime | None:
         return None
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Tick:
     last_price: float = 0.0
     last_close: float = 0.0
@@ -169,7 +171,7 @@ class Tick:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class HistoryDataRequest:
     length: int = 10
     period: str = ""
@@ -178,7 +180,7 @@ class HistoryDataRequest:
     skip_paused: bool = True
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class MarketDataRequest:
     fields: list[str] = field(default_factory=list)
     stocks: list[str] = field(default_factory=list)
@@ -189,7 +191,7 @@ class MarketDataRequest:
     count: int = 0
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class FinancialDataRequest:
     tabname: str = ""; colname: str = ""; market: str = ""; code: str = ""
     report_type: str = ""; barpos: int = 0
@@ -197,22 +199,22 @@ class FinancialDataRequest:
     start_date: str = ""; end_date: str = ""
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class FactorDataRequest:
     field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
     stock_code: str = ""; start_date: str = ""; end_date: str = ""
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class BSMPriceRequest:
     option_type: str; object_prices: Any; strike_price: float; risk_free: float; sigma: float; days: int; dividend: float
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class BSMIVRequest:
     option_type: str; object_prices: float; strike_price: float; option_price: float; risk_free: float; days: int; dividend: float
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class LocalDataRequest:
     stock_code: str; start_time: str = ""; end_time: str = ""; period: str = ""; divid_type: str = ""; count: int = 0

py-client/sdk/portfolio.py

@@ -6,6 +6,14 @@ from .models import Assets, OrderItem, Portfolio, PositionItem
 
 
 class PortfolioMixin:
+    def org(self, datatype: str) -> list[dict[str, Any]]:
+        """查询 account、order、deal 或 position，返回原始字段字典列表。"""
+        datatype = str(datatype).strip().lower()
+        if datatype not in {"account", "order", "deal", "position"}:
+            raise ValueError(f"unsupported org datatype: {datatype}")
+        response = self._get_json(f"/api/portfolio/org/{datatype}")
+        return response["data"]
+
     def portfolio(self) -> Portfolio:
         data = self._get_json("/api/portfolio") or {}
         positions = {

py-client/strategy/trend/boot.py

@@ -39,7 +39,7 @@ def Overview(assets, positions, account_cfg=None) -> None:
     for position in positions:
         if position.volume <= 0:
             continue
-        log.info("[启动] %s %s，持仓=%d，可用=%d，成本=%.2f，现价=%.2f，盈亏=%.2f%%", position.stock_code, position.stock_name, position.volume, position.can_use_volume, position.open_price, position.last_price, position.profit_rate * 100)
+        log.info("[启动] %s %s %s，持仓=%d，可用=%d，成本=%.2f(%.2f)，现价=%.2f，盈亏=%.2f%%",position.trade_id, position.stock_code, position.stock_name, position.volume, position.can_use_volume, position.open_price,position.open_cost, position.last_price, position.profit_rate * 100)
 
 
 

py-client/strategy/trend/order.py

@@ -19,7 +19,7 @@ TRACKED_STATUSES = BUSY_STATUSES | COMPLETED_STATUSES
 CANCELABLE_STATUSES = {"49", "50", "51", "52"}
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class PlaceOrderRequest:
     """``OrderBook.place`` 提交委托所需的全部参数。"""
     op: int

py-client/strategy/trend/positions.py

@@ -15,7 +15,7 @@ import logging as log
 LOSS_TIERS = [-50.0]
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class TradeDecision:
     """一次止盈或补仓判断的统一结果。"""
 

py-client/strategy/trend/runtime.py

@@ -13,7 +13,7 @@ from .order import OrderBook
 from .watch import DipWatch
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Runtime:
     """集中保存趋势策略运行期间共享的依赖和状态。
 

py-client/strategy/trend/watch.py

@@ -4,7 +4,7 @@ from datetime import datetime, timedelta
 from threading import Lock
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class _Entry:
     last_close: float
     expires_at: datetime

py-client/strategy/zt/runtime.py

@@ -11,7 +11,7 @@ from strategy.trend.watch import DipWatch
 from .state import TState
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Runtime:
     client: Client
     global_cfg: GlobalConfig

py-client/strategy/zt/state.py

@@ -17,7 +17,7 @@ BUYING = "BUYING"
 DONE = "DONE"
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class TStateItem:
     code: str
     base_qty: int = 0

py-client/test.py

@@ -1,4 +1,5 @@
 from datetime import datetime
+import json
 
 from sdk import Client
 
@@ -8,8 +9,20 @@ TOKEN = "QMTbyYanweidong"
 STOCK_CODE = "000021.SZ"
 VOLUME = 100
 
-
 def main() -> None:
+    """只读查询四类原始数据，输出 JSON 便于核对字段。"""
+    with Client(BASE_URL, TOKEN) as client:
+        for datatype in ("account", "order", "deal", "position"):
+            print(f"\n=== {datatype} ===")
+            try:
+                result = client.org(datatype)
+                print(f"记录数：{len(result)}")
+                print(json.dumps(result, ensure_ascii=False, indent=2, default=str))
+            except Exception as exc:
+                print(f"查询失败：{exc}")
+
+
+def main1() -> None:
     order = {
         "opType": 23,
         "orderType": 1101,