fix bug

api/qmt_rest_new.py

@@ -123,6 +123,24 @@ class StockGetHandler(BaseHandler):
             "ref": result
         }, separators=(',', ':'), ensure_ascii=False, 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 []
+
+        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))
+
+
+# 以下未处理
+
 # ContextInfo.get_bar_timetag() - Get the bar timestamp
 class BarTimetagHandler(BaseHandler):
     def post(self):
@@ -1015,33 +1033,48 @@ class GetFactorRankHandler(BaseHandler):
 
 
 # ============= 9. Legacy handlers (compatibility) =============
+def format_holding(positions):
+    holding = {}
+    for position in positions:
+        stock = position.m_strInstrumentID + '.' + position.m_strExchangeID
+        holding[stock] = {
+            'StockCode': stock,
+            'StockName': position.m_strInstrumentName,
+            'Direction': position.m_nDirection,
+            'Volume': position.m_nVolume,
+            'OpenPrice': position.m_dOpenPrice,
+            '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
+
+
+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),
+    }
+
+
 # get_trade_detail_data('position') - Query positions in the wrapped format
 class HoldingHandler(BaseHandler):
     def post(self):
         data = json.loads(self.request.body)
         account = data.get('account', 'stock')
         positions = safe_call(get_trade_detail_data, self.acc(), account, 'position') or []
-        holding = {}
-        for position in positions:
-            stock = position.m_strInstrumentID + '.' + position.m_strExchangeID
-            holding[stock] = {
-                'StockCode': stock,
-                'StockName': position.m_strInstrumentName,
-                'Direction': position.m_nDirection,
-                'Volume': position.m_nVolume,
-                'OpenPrice': position.m_dOpenPrice,
-                '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
-            }
+        holding = format_holding(positions)
         self.write(json.dumps({"data": holding}, separators=(',', ':'), ensure_ascii=False))
 
 # get_trade_detail_data('account') - Query account assets
@@ -1050,10 +1083,9 @@ class AssetsHandler(BaseHandler):
         data = json.loads(self.request.body)
         account = data.get('account', 'stock')
         _data = safe_call(get_trade_detail_data, self.acc(), account, 'account')
-        info = _data[0] if _data else None
-        if not info:
-            raise HTTPError(500, "Failed to get account data")
-        self.write(json.dumps({"total": round(info.m_dBalance, 2),"available": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False))
+        self.write(json.dumps(format_assets(_data), separators=(',', ':'), ensure_ascii=False))
+
+
 
 
 # passorder(23) - Simplified buy order wrapper
@@ -1210,6 +1242,7 @@ class DealHandler(BaseHandler):
 def make_app():
     return Application([
         # V2
+        (r"/api/v2/portfolio", PortfolioHandler),
         (r"/api/v2/positions", HoldingHandler),
         (r"/api/v2/assets", AssetsHandler),
         # ContextInfo properties

api/qmt_rest_rele.py

@@ -1,4 +1,4 @@
-# -*- coding: gbk -*-
+# -*- coding: utf-8 -*-
 import json
 import locale
 import os
@@ -26,10 +26,9 @@ def safe_call(func, *args, **kwargs):
     except HTTPError:
         raise
     except Exception as e:
-        logger.exception("%s call failed", func.__name__)
         raise HTTPError(
-            502,
-            reason="QMT upstream call failed: %s" % func.__name__,
+            500,
+            reason="QMT: %s call failed." % func.__name__,
         ) from e
 
 
@@ -48,16 +47,13 @@ class BaseHandler(RequestHandler):
         if self.__class__ not in AUTH_EXEMPT:
             token = self.request.headers.get('X-Token')
             if token != TOKEN:
-                raise HTTPError(401, "Authentication failed: invalid or missing token")
+                raise HTTPError(500, "Authentication failed: invalid or missing token")
 
     def set_default_headers(self):
         self.set_header("Content-Type", "application/json; charset=utf-8")
 
-    def write_error(self, status_code, **kwargs):
-        self.finish(json.dumps({
-            "error": self._reason,
-            "status_code": status_code
-        }, separators=(',', ':'), ensure_ascii=False))
+    def write_error(self, **kwargs):
+        self.finish(self._reason)
 
     def ctx(self):
         return self.application.ContextInfo
@@ -67,6 +63,7 @@ class BaseHandler(RequestHandler):
 
 
 # ============= 1. ContextInfo properties =============
+# "/api/v2/context/info"
 class ContextInfoHandler(BaseHandler):
     def get(self):
         ctx = self.ctx()
@@ -80,38 +77,51 @@ class ContextInfoHandler(BaseHandler):
             "do_back_test": ctx.do_back_test,
             "benchmark": ctx.benchmark,
             "capital": ctx.capital,
+            "timetag":ctx.timetag,
             "universe": ctx.get_universe(),
         }
         self.write(data, separators=(',', ':'), ensure_ascii=False)
 
-
-
 # ============= 2. Data queries (ContextInfo get_*) =============
-# ContextInfo.get_stock_name() - Get a stock name by symbol
-class StockNameHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_stock_name, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "name": ret}, separators=(',', ':'), ensure_ascii=False))
-
-# get_open_date() - Get the listing date by symbol
-class OpenDateHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(get_open_date, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "open_date": ret}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.get_last_volume() - Get the latest outstanding shares
-class LastVolumeHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_last_volume, stockcode)
-        if ret is None:
-            raise HTTPError(500, "Failed to get outstanding shares")
-        self.write(json.dumps({"stockcode": stockcode, "last_volume": ret}, separators=(',', ':'), ensure_ascii=False))
+STOCK_HANDLER = {
+    # handler_type: (method_name, use_context)
+    "stock_name": ("get_stock_name", True),
+    "open_date": ("get_open_date", True),
+    "last_volume": ("get_last_volume", True),
+    "total_share": ("get_total_share", True),
+    "svol": ("get_svol", True),
+    "bvol": ("get_bvol", True),
+    "divid_factors": ("get_divid_factors", True),
+    "etf_info": ("get_etf_info", False),
+    "etf_iopv": ("get_etf_iopv", False),
+    "instrumentdetail": ("get_instrumentdetail", True),
+    "his_st_data": ("get_his_st_data", True),
+}
+# "/api/v2/get/*" Stock-related single-symbol queries
+class StockGetHandler(BaseHandler):
+    def get(self, handler_type):
+        # 快速路径：配置查找
+        cfg = STOCK_HANDLER.get(handler_type)
+        if not cfg:
+            raise HTTPError(500, "Unknown API")
+        
+        # 参数验证
+        
+        query_vals = self.get_query_argument("stock_code", "").strip()
+        if not query_vals:
+            raise HTTPError(500, "stock_code required")
+        
+        # 方法调用
+        method_name, use_context = cfg
+        method = getattr(self.ctx(), method_name) if use_context else globals()[method_name]
+        result = safe_call(method, query_vals)
+        
+        
+        # 响应
+        self.write(json.dumps({
+            "stock_code": query_vals,
+            "ref": result
+        }, separators=(',', ':'), ensure_ascii=False, default=str))
 
 # ContextInfo.get_bar_timetag() - Get the bar timestamp
 class BarTimetagHandler(BaseHandler):
@@ -121,12 +131,6 @@ class BarTimetagHandler(BaseHandler):
         ret = safe_call(self.ctx().get_bar_timetag, index)
         self.write(json.dumps({"index": index, "timetag": ret}, separators=(',', ':'), ensure_ascii=False))
 
-# ContextInfo.get_tick_timetag() - Get the latest tick timestamp
-class TickTimetagHandler(BaseHandler):
-    def get(self):
-        ret = safe_call(self.ctx().get_tick_timetag)
-        self.write(json.dumps({"timetag": ret}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_sector() - Get index constituents
 class SectorHandler(BaseHandler):
     def post(self):
@@ -260,14 +264,6 @@ class FullTickHandler(BaseHandler):
             raise HTTPError(500, "Failed to get tick data")
         self.write(json.dumps(ret, separators=(',', ':'), ensure_ascii=False, default=str))
 
-# ContextInfo.get_divid_factors() - Get dividend and adjustment factors
-class DividFactorsHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_divid_factors, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "factors": ret or {}}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_main_contract() - Get the main futures contract
 class MainContractHandler(BaseHandler):
     def post(self):
@@ -285,14 +281,6 @@ class TimetagToDatetimeHandler(BaseHandler):
         ret = safe_call(timetag_to_datetime, timetag, fmt)
         self.write(json.dumps({"timetag": timetag, "datetime": ret}, separators=(',', ':'), ensure_ascii=False))
 
-# ContextInfo.get_total_share() - Get total shares
-class TotalShareHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_total_share, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "total_share": ret}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_trading_dates() - Get the trading-day list
 class TradingDatesHandler(BaseHandler):
     def post(self):
@@ -306,22 +294,6 @@ class TradingDatesHandler(BaseHandler):
         ret = safe_call(self.ctx().get_trading_dates, stockcode, start_date, end_date, count_int, period)
         self.write(json.dumps({"dates": ret or []}, separators=(',', ':'), ensure_ascii=False))
 
-# ContextInfo.get_svol() - Get sell-side volume
-class SvolHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_svol, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "svol": ret}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.get_bvol() - Get buy-side volume
-class BvolHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_bvol, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "bvol": ret}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_longhubang() - Get Dragon-Tiger List data
 class LonghubangHandler(BaseHandler):
     def post(self):
@@ -370,30 +342,6 @@ class TurnoverRateHandler(BaseHandler):
             ret = ret.to_dict()
         self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get turnover rate"}, separators=(',', ':'), ensure_ascii=False, default=str))
 
-# get_etf_info() - Get ETF creation/redemption and constituent data
-class EtfInfoHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(get_etf_info, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "info": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str))
-
-# get_etf_iopv() - Get the ETF indicative optimized portfolio value
-class EtfIopvHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(get_etf_iopv, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "iopv": ret}, separators=(',', ':'), ensure_ascii=False))
-
-# ContextInfo.get_instrumentdetail() - Get instrument details
-class InstrumentDetailHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockcode = data.get('stockcode', '')
-        ret = safe_call(self.ctx().get_instrumentdetail, stockcode)
-        self.write(json.dumps({"stockcode": stockcode, "detail": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str))
-
 # ContextInfo.get_contract_expire_date() - Get the futures contract expiration date
 class ContractExpireDateHandler(BaseHandler):
     def post(self):
@@ -454,14 +402,6 @@ class FactorDataHandler(BaseHandler):
             ret = ret.to_dict()
         self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get factor data"}, separators=(',', ':'), ensure_ascii=False, default=str))
 
-# ContextInfo.get_his_st_data() - Get historical ST data
-class HisStDataHandler(BaseHandler):
-    def post(self):
-        data = json.loads(self.request.body)
-        stockCode = data.get('stockCode', '')
-        ret = safe_call(self.ctx().get_his_st_data, stockCode)
-        self.write(json.dumps({"stockCode": stockCode, "data": ret or {}}, separators=(',', ':'), ensure_ascii=False))
-
 # ContextInfo.get_his_index_data() - Get historical index data
 class HisIndexDataHandler(BaseHandler):
     def post(self):
@@ -1272,6 +1212,9 @@ def make_app():
         # V2
         (r"/api/v2/positions", HoldingHandler),
         (r"/api/v2/assets", AssetsHandler),
+        # ContextInfo properties
+        (r"/api/v2/context/info", ContextInfoHandler),
+        (r"/api/v2/get/(stock_name|open_date|last_volume|total_share|svol|bvol|divid_factors|etf_info|etf_iopv|instrumentdetail|his_st_data)", StockGetHandler),
 
         # Legacy compatibility routes
         (r"/api/holding", HoldingHandler),
@@ -1283,15 +1226,8 @@ def make_app():
         (r"/api/order/cancel_by_id", CancelByIdHandler),
         (r"/api/order/deal", DealHandler),
 
-        # ContextInfo properties
-        (r"/api/context/info", ContextInfoHandler),
-
         # Data queries
-        (r"/api/data/stock_name", StockNameHandler),
-        (r"/api/data/open_date", OpenDateHandler),
-        (r"/api/data/last_volume", LastVolumeHandler),
         (r"/api/data/bar_timetag", BarTimetagHandler),
-        (r"/api/data/tick_timetag", TickTimetagHandler),
         (r"/api/data/sector", SectorHandler),
         (r"/api/data/industry", IndustryHandler),
         (r"/api/data/stock_list_in_sector", StockListInSectorHandler),
@@ -1303,25 +1239,17 @@ def make_app():
         (r"/api/data/market_data", MarketDataHandler),
         (r"/api/data/market_data_ex", MarketDataExHandler),
         (r"/api/data/full_tick", FullTickHandler),
-        (r"/api/data/divid_factors", DividFactorsHandler),
         (r"/api/data/main_contract", MainContractHandler),
         (r"/api/data/timetag_to_datetime", TimetagToDatetimeHandler),
-        (r"/api/data/total_share", TotalShareHandler),
         (r"/api/data/trading_dates", TradingDatesHandler),
-        (r"/api/data/svol", SvolHandler),
-        (r"/api/data/bvol", BvolHandler),
         (r"/api/data/longhubang", LonghubangHandler),
         (r"/api/data/top10_share_holder", Top10ShareHolderHandler),
         (r"/api/data/option_detail", OptionDetailHandler),
         (r"/api/data/turnover_rate", TurnoverRateHandler),
-        (r"/api/data/etf_info", EtfInfoHandler),
-        (r"/api/data/etf_iopv", EtfIopvHandler),
-        (r"/api/data/instrumentdetail", InstrumentDetailHandler),
         (r"/api/data/contract_expire_date", ContractExpireDateHandler),
         (r"/api/data/option_undl_data", OptionUndlDataHandler),
         (r"/api/data/financial_data", FinancialDataHandler),
         (r"/api/data/factor_data", FactorDataHandler),
-        (r"/api/data/his_st_data", HisStDataHandler),
         (r"/api/data/his_index_data", HisIndexDataHandler),
         (r"/api/data/all_subscription", AllSubscriptionHandler),
         (r"/api/data/option_list", OptionListHandler),

py-client/sdk/__init__.py

@@ -5,10 +5,11 @@ from .errors import APIError, BusinessError
 from .misc import MiscMixin
 from .models import *
 from .trade import *
+from .v2 import Client as V2Client, Portfolio
 
 
 class Client(AccountMixin, DataMixin, TradeMixin, MiscMixin, _HTTPClient):
     """big-qmt 同步 HTTP 客户端。"""
 
 
-__all__ = ["Client", "APIError", "BusinessError", "OP_BUY", "OP_SELL", "ORDER_TYPE_VOLUME", "PR_TYPE_LATEST", "QUICK_TRADE_NOW", "ORDER_SIDE_BY_OFFSET", "OrderItem", "PositionItem", "parse_order"]
+__all__ = ["Client", "V2Client", "Portfolio", "APIError", "BusinessError", "OP_BUY", "OP_SELL", "ORDER_TYPE_VOLUME", "PR_TYPE_LATEST", "QUICK_TRADE_NOW", "ORDER_SIDE_BY_OFFSET", "OrderItem", "PositionItem", "parse_order"]

py-client/sdk/account.py

@@ -7,7 +7,7 @@ class AccountMixin:
     account_type: str
 
     def _positions(self, path: str) -> tuple[list[str], list[PositionItem]]:
-        payload = self._post(path, {"account": self.account_type}) or {}
+        payload = self._post_json(path, {"account": self.account_type}) or {}
         raw = payload.get("data", payload) if isinstance(payload, dict) else payload
         if isinstance(raw, list):
             positions = [PositionItem.from_trade_detail(item) for item in raw]
@@ -18,21 +18,21 @@ class AccountMixin:
     def holding(self): return self._positions("/api/holding")
 
     def assets(self) -> Assets:
-        payload = self._post("/api/v2/assets", {"account": self.account_type}) or {}
+        payload = self._post_json("/api/v2/assets", {"account": self.account_type}) or {}
         data = payload.get("data", payload) if isinstance(payload, dict) else {}
         return Assets.from_dict(data)
 
-    def total_money(self) -> float: return float(self._post("/api/money/total", {"account": self.account_type}).get("total_money", 0))
-    def available_money(self) -> float: return float(self._post("/api/money/available", {"account": self.account_type}).get("available_money", 0))
+    def total_money(self) -> float: return float(self._post_json("/api/money/total", {"account": self.account_type}).get("total_money", 0))
+    def available_money(self) -> float: return float(self._post_json("/api/money/available", {"account": self.account_type}).get("available_money", 0))
     def buy(self, stock: str, price: float, volume: int, pr_type: int = 0): return self._order("/api/order/buy", stock, price, volume, pr_type)
     def sell(self, stock: str, price: float, volume: int, pr_type: int = 0): return self._order("/api/order/sell", stock, price, volume, pr_type)
 
     def _order(self, path, stock, price, volume, pr_type):
         body = {"stock": stock, "price": price, "volume": volume}
         if pr_type: body["prType"] = pr_type
-        return self._post(path, body)
+        return self._post_json(path, body)
 
-    def order_status_list(self): return self._post("/api/order/status", {"account": self.account_type}).get("orders", [])
-    def cancel_all(self): return self._post("/api/order/cancel_all", {"account": self.account_type})
-    def cancel_by_rule(self, stock: str, volume: int): return self._post("/api/order/cancel_order", {"stock": stock, "volume": volume, "account": self.account_type})
-    def deals(self): return self._post("/api/order/deal", {"account": self.account_type}).get("deals", [])
+    def order_status_list(self): return self._post_json("/api/order/status", {"account": self.account_type}).get("orders", [])
+    def cancel_all(self): return self._post_json("/api/order/cancel_all", {"account": self.account_type})
+    def cancel_by_rule(self, stock: str, volume: int): return self._post_json("/api/order/cancel_order", {"stock": stock, "volume": volume, "account": self.account_type})
+    def deals(self): return self._post_json("/api/order/deal", {"account": self.account_type}).get("deals", [])

py-client/sdk/client.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+import json
 from dataclasses import asdict, is_dataclass
 from typing import Any
 
@@ -41,7 +42,7 @@ class Client:
             self.account_type = account_type
         return self
 
-    def _request(self, method: str, path: str, body: Any = None) -> Any:
+    def _request_bytes(self, method: str, path: str, body: Any = None) -> bytes:
         if is_dataclass(body):
             body = asdict(body)
         attempts = 2 if _is_idempotent(method, path) else 1
@@ -56,30 +57,45 @@ class Client:
         assert response is not None
         if response.status_code >= 400:
             try:
-                message = response.json().get("error", response.text)
+                message = response.text
             except (ValueError, AttributeError):
                 message = response.text.strip()
             raise APIError(response.status_code, str(message))
         if not response.content:
+            return b""
+
+        return response.content
+
+    def _get_bytes(self, path: str) -> bytes:
+        return self._request_bytes("GET", path)
+
+    def _post_bytes(self, path: str, body: Any = None) -> bytes:
+        return self._request_bytes("POST", path, {} if body is None else body)
+
+    def _get_json(self, path: str) -> Any:
+        content = self._get_bytes(path)
+        return self._decode_json(path, content)
+
+    def _post_json(self, path: str, body: Any = None) -> Any:
+        content = self._post_bytes(path, body)
+        return self._decode_json(path, content)
+
+    @staticmethod
+    def _decode_json(path: str, content: bytes) -> Any:
+        if not content:
             return None
         try:
-            return response.json()
+            return json.loads(content)
         except ValueError as exc:
             raise ValueError(
-                f"invalid JSON from {path}: {response.content[:512]!r}"
+                f"invalid JSON from {path}: {content[:512]!r}"
             ) from exc
 
-    def _get(self, path: str) -> Any:
-        return self._request("GET", path)
-
-    def _post(self, path: str, body: Any = None) -> Any:
-        return self._request("POST", path, {} if body is None else body)
-
     def _get_field(self, path: str, key: str) -> Any:
-        return self._get(path).get(key)
+        return self._get_json(path).get(key)
 
     def _post_field(self, path: str, body: Any, key: str) -> Any:
-        result = self._post(path, body)
+        result = self._post_json(path, body)
         if isinstance(result, dict) and result.get("error"):
             raise BusinessError(result["error"])
         return result.get(key, result) if key and isinstance(result, dict) else result

py-client/sdk/data.py

@@ -13,9 +13,9 @@ class DataMixin:
     def last_volume(self, code): return self._one("last_volume", "stockcode", code, "last_volume")
     def bar_timetag(self, index): return self._one("bar_timetag", "index", index, "timetag")
     def tick_timetag(self): return self._get_field("/api/data/tick_timetag", "timetag")
-    def sector(self, sector, realtime): return self._post("/api/data/sector", {"sector": sector, "realtime": realtime}).get("stocks", [])
-    def industry(self, industry): return self._post("/api/data/industry", {"industry": industry}).get("stocks", [])
-    def stock_list_in_sector(self, name): return self._post("/api/data/stock_list_in_sector", {"sectorname": name}).get("stocks", [])
+    def sector(self, sector, realtime): return self._post_json("/api/data/sector", {"sector": sector, "realtime": realtime}).get("stocks", [])
+    def industry(self, industry): return self._post_json("/api/data/industry", {"industry": industry}).get("stocks", [])
+    def stock_list_in_sector(self, name): return self._post_json("/api/data/stock_list_in_sector", {"sectorname": name}).get("stocks", [])
     def weight_in_index(self, indexcode, stockcode): return self._post_field("/api/data/weight_in_index", locals_body(indexcode=indexcode, stockcode=stockcode), "weight")
     def contract_multiplier(self, code): return self._one("contract_multiplier", "contractcode", code, "multiplier")
     def risk_free_rate(self, index): return self._one("risk_free_rate", "index", index, "risk_free_rate")
@@ -28,7 +28,7 @@ class DataMixin:
     def market_data_ex(self, req): return self._post_field("/api/data/market_data_ex", self._market_body(req), "data")
 
     def full_tick(self, stocks):
-        raw = self._post("/api/data/full_tick", {"stocks": stocks}) or {}
+        raw = self._post_json("/api/data/full_tick", {"stocks": stocks}) or {}
         def number(data, *names):
             for name in names:
                 try: return float(data[name])
@@ -46,7 +46,7 @@ class DataMixin:
     def trading_dates(self, stockcode, start_date, end_date, period, count=0):
         body = locals_body(stockcode=stockcode, start_date=start_date, end_date=end_date, period=period)
         if count: body["count"] = count
-        return self._post("/api/data/trading_dates", body).get("dates", [])
+        return self._post_json("/api/data/trading_dates", body).get("dates", [])
     def svol(self, code): return self._one("svol", "stockcode", code, "svol")
     def bvol(self, code): return self._one("bvol", "stockcode", code, "bvol")
     def longhubang(self, stocks, start, end): return self._post_field("/api/data/longhubang", {"stock_list": csv_join(stocks), "startTime": start, "endTime": end}, "data")
@@ -73,8 +73,8 @@ class DataMixin:
         return self._post_field("/api/data/bsm_price", {"optionType": req.option_type, "objectPrices": prices, "strikePrice": req.strike_price, "riskFree": req.risk_free, "sigma": req.sigma, "days": req.days, "dividend": req.dividend}, "price")
     def bsm_iv(self, req): return self._post_field("/api/data/bsm_iv", camel_request(req), "iv")
     def local_data(self, req): return self._post_field("/api/data/local_data", {"stock_code": req.stock_code, "start_time": req.start_time, "end_time": req.end_time, "period": req.period, "divid_type": req.divid_type, "count": req.count}, "data")
-    def subscribe_quote(self, code, period, dividend_type): return self._post("/api/data/subscribe_quote", {"stock_code": code, "period": period, "dividend_type": dividend_type})
-    def unsubscribe_quote(self, sub_id): return self._post("/api/data/unsubscribe_quote", {"sub_id": sub_id})
+    def subscribe_quote(self, code, period, dividend_type): return self._post_json("/api/data/subscribe_quote", {"stock_code": code, "period": period, "dividend_type": dividend_type})
+    def unsubscribe_quote(self, sub_id): return self._post_json("/api/data/unsubscribe_quote", {"sub_id": sub_id})
 
 
 def locals_body(**kwargs): return kwargs

py-client/sdk/misc.py

@@ -27,5 +27,5 @@ class MiscMixin:
     def ext_data_rank(self, name, stockcode, deviation): return self._post_field("/api/ext/ext_data_rank", {"extdataname": name, "stockcode": stockcode, "deviation": deviation}, "rank")
     def get_factor_value(self, name, stockcode, deviation): return self._post_field("/api/ext/get_factor_value", {"factorname": name, "stockcode": stockcode, "deviation": deviation}, "value")
     def get_factor_rank(self, name, stockcode, deviation): return self._post_field("/api/ext/get_factor_rank", {"factorname": name, "stockcode": stockcode, "deviation": deviation}, "rank")
-    def python_version(self): return self._get("/api/sys/python_version")
-    def shutdown(self): return self._post("/api/sys/shutdown", {})
+    def python_version(self): return self._get_json("/api/sys/python_version")
+    def shutdown(self): return self._post_json("/api/sys/shutdown", {})

py-client/sdk/trade.py

@@ -14,7 +14,7 @@ class TradeMixin:
         body = {"opType": op_type, "stock": stock, "price": price, "volume": volume}
         for key, value in (("orderType", order_type), ("prType", pr_type), ("quickTrade", quick_trade), ("strategyName", strategy_name)):
             if value: body[key] = value
-        return self._post("/api/trade/passorder", body)
+        return self._post_json("/api/trade/passorder", body)
 
     def passorder_latest(self, side, stock, volume): return self.passorder_latest_tagged(side, stock, volume, "", "")
     def passorder_latest_tagged(self, side, stock_code, volume, strategy_name, order_id):
@@ -29,13 +29,13 @@ class TradeMixin:
             "strategyName": strategy_name,
             "orderId": order_id,
         }
-        return self._post("/api/trade/passorder", body)
+        return self._post_json("/api/trade/passorder", body)
 
-    def algo_passorder(self, **kwargs): return self._post("/api/trade/algo_passorder", kwargs)
-    def smart_algo_passorder(self, **kwargs): return self._post("/api/trade/smart_algo_passorder", kwargs)
+    def algo_passorder(self, **kwargs): return self._post_json("/api/trade/algo_passorder", kwargs)
+    def smart_algo_passorder(self, **kwargs): return self._post_json("/api/trade/smart_algo_passorder", kwargs)
 
     def _style_order(self, path, stock, value_key, value, style, price):
-        return self._post(path, {"stock": stock, value_key: value, "style": style, "price": price})
+        return self._post_json(path, {"stock": stock, value_key: value, "style": style, "price": price})
     def order_lots(self, stock, lots, style, price): return self._style_order("/api/trade/order_lots", stock, "lots", lots, style, price)
     def order_value(self, stock, value, style, price): return self._style_order("/api/trade/order_value", stock, "value", value, style, price)
     def order_percent(self, stock, percent, style, price): return self._style_order("/api/trade/order_percent", stock, "percent", percent, style, price)
@@ -51,14 +51,14 @@ class TradeMixin:
     def futures_sell_close_tdayfirst(self, *args): return self._future("sell_close_tdayfirst", *args)
     def futures_sell_close_ydayfirst(self, *args): return self._future("sell_close_ydayfirst", *args)
 
-    def _task(self, action, task_id): return self._post(f"/api/trade/{action}_task", {"taskId": task_id, "accountType": self.account_type})
+    def _task(self, action, task_id): return self._post_json(f"/api/trade/{action}_task", {"taskId": task_id, "accountType": self.account_type})
     def cancel_task(self, task_id): return self._task("cancel", task_id)
     def pause_task(self, task_id): return self._task("pause", task_id)
     def resume_task(self, task_id): return self._task("resume", task_id)
-    def do_order(self): return self._post("/api/trade/do_order")
+    def do_order(self): return self._post_json("/api/trade/do_order")
     def trade_detail_data(self, datatype):
         datatype = str(datatype).strip().lower()
-        data = self._post(
+        data = self._post_json(
             "/api/trade/trade_detail_data",
             {"account": self.account_type, "datatype": datatype},
         ).get("data", [])
@@ -70,13 +70,13 @@ class TradeMixin:
         if datatype == "account":
             return [Assets.from_dict(row) for row in rows]
         return data
-    def value_by_order_id(self, order_id, datatype): return self._post("/api/trade/value_by_order_id", {"orderId": order_id, "accountType": self.account_type, "datatype": datatype}).get("data")
-    def last_order_id(self, datatype): return self._post("/api/trade/last_order_id", {"account": self.account_type, "datatype": datatype}).get("last_order_id")
-    def can_cancel_order(self, order_id): return self._post("/api/trade/can_cancel_order", {"orderId": order_id, "accountType": self.account_type}).get("can_cancel")
-    def cancel_by_id(self, order_id): return self._post("/api/order/cancel_by_id", {"order_id": order_id, "account_type": self.account_type})
+    def value_by_order_id(self, order_id, datatype): return self._post_json("/api/trade/value_by_order_id", {"orderId": order_id, "accountType": self.account_type, "datatype": datatype}).get("data")
+    def last_order_id(self, datatype): return self._post_json("/api/trade/last_order_id", {"account": self.account_type, "datatype": datatype}).get("last_order_id")
+    def can_cancel_order(self, order_id): return self._post_json("/api/trade/can_cancel_order", {"orderId": order_id, "accountType": self.account_type}).get("can_cancel")
+    def cancel_by_id(self, order_id): return self._post_json("/api/order/cancel_by_id", {"order_id": order_id, "account_type": self.account_type})
     def debt_contract(self): return self._contract("debt_contract")
     def assure_contract(self): return self._contract("assure_contract")
     def enable_short_contract(self): return self._contract("enable_short_contract")
-    def _contract(self, name): return self._post(f"/api/trade/{name}").get("data", [])
+    def _contract(self, name): return self._post_json(f"/api/trade/{name}").get("data", [])
     def ipo_data(self, typ): return self._post_field("/api/trade/ipo_data", {"type": typ}, "data")
     def new_purchase_limit(self): return self._post_field("/api/trade/new_purchase_limit", None, "data")

py-client/sdk/v2.py

@@ -0,0 +1,86 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+from typing import Any
+from urllib.parse import urlencode
+
+from .client import Client as HTTPClient
+from .models import Assets, OrderItem, PositionItem
+
+
+@dataclass(slots=True)
+class Portfolio:
+    assets: Assets
+    positions: list[PositionItem]
+    orders: list[OrderItem]
+
+
+class Client_V2(HTTPClient):
+    """QMT ``/api/v2`` synchronous client."""
+
+    def portfolio(self) -> Portfolio:
+        data = self._get_json("/api/v2/portfolio", ) or {}
+        positions = data.get("positions", {})
+        orders = data.get("orders", {})
+        return Portfolio(
+            assets=Assets.from_dict(data.get("assets", {})),
+            positions=[PositionItem.from_trade_detail(row) for row in positions],
+            orders=[OrderItem.from_trade_detail(value) for value in orders],
+        )
+
+    def positions(self) -> list[PositionItem]:
+        data = self._post("/api/v2/positions", {"account": self.account_type}) or {}
+        return [
+            PositionItem.from_dict(value, code)
+            for code, value in data.get("data", {}).items()
+        ]
+
+    def assets(self) -> dict[str, Any]:
+        return self._post("/api/v2/assets", {"account": self.account_type}) or {}
+
+    def context_info(self) -> dict[str, Any]:
+        return self._get("/api/v2/context/info") or {}
+
+    def stock_name(self, stock_code: str) -> Any:
+        return self._get_ref("stock_name", stock_code)
+
+    def open_date(self, stock_code: str) -> Any:
+        return self._get_ref("open_date", stock_code)
+
+    def last_volume(self, stock_code: str) -> Any:
+        return self._get_ref("last_volume", stock_code)
+
+    def total_share(self, stock_code: str) -> Any:
+        return self._get_ref("total_share", stock_code)
+
+    def svol(self, stock_code: str) -> Any:
+        return self._get_ref("svol", stock_code)
+
+    def bvol(self, stock_code: str) -> Any:
+        return self._get_ref("bvol", stock_code)
+
+    def divid_factors(self, stock_code: str) -> Any:
+        return self._get_ref("divid_factors", stock_code)
+
+    def etf_info(self, stock_code: str) -> Any:
+        return self._get_ref("etf_info", stock_code)
+
+    def etf_iopv(self, stock_code: str) -> Any:
+        return self._get_ref("etf_iopv", stock_code)
+
+    def instrument_detail(self, stock_code: str) -> Any:
+        return self._get_ref("instrumentdetail", stock_code)
+
+    def his_st_data(self, stock_code: str) -> Any:
+        return self._get_ref("his_st_data", stock_code)
+
+    def _get_ref(self, endpoint: str, stock_code: str) -> Any:
+        query = urlencode({"stock_code": stock_code})
+        payload = self._get(f"/api/v2/get/{endpoint}?{query}") or {}
+        return payload.get("ref")
+
+
+Client = Client_V2
+
+
+__all__ = ["Client", "Client_V2", "Portfolio"]

py-client/test.py

@@ -1,25 +1,15 @@
-import json
-import os
-from pathlib import Path
+from sdk.v2 import Client_V2
 
-from sdk import Client
 
 BASE_URL = "http://127.0.0.1:10086"
 TOKEN = "QMTbyYanweidong"
 
 
-def main():
-    client = Client(BASE_URL, TOKEN).set_account_type("stock")
-    assets = client.assets();
-    _, positions = client.positions()
-    print(f"总资产：{assets.total:.2f}元，可用资金：{assets.available:.2f}元")
-    for p in sorted(positions, key=lambda item: item.stock_code):
-        if p.volume > 0: print(f"{p.stock_code} {p.stock_name} 持仓={p.volume} 可用={p.can_use_volume} 成本={p.open_price:.2f} 现价={p.last_price:.2f}")
-    data_dir = os.environ.get("QMT_DATA_DIR", "").strip()
-    if not data_dir: raise SystemExit("环境变量 QMT_DATA_DIR 为空")
-    codes = json.loads((Path(data_dir) / "pass_codes.json").read_text(encoding="utf-8"))
-    for code, tick in sorted(client.full_tick(codes).items()):
-        print(f"{code} last={tick.last_price:.2f} close={tick.last_close:.2f}")
+def main() -> None:
+    with Client_V2(BASE_URL, TOKEN) as client:
+        portfolio = client.portfolio()
+        print(portfolio)
 
 
-if __name__ == "__main__": main()
+if __name__ == "__main__":
+    main()