fix bug

py-client/sdk/__init__.py

@@ -1,15 +1,27 @@
-from .account import AccountMixin
-from .client import Client as _HTTPClient
-from .data import DataMixin
+from .client import Client
 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", "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"]
+from .models import Assets, OrderItem, Portfolio, PositionItem, Tick
+from .trade import (
+    OP_BUY,
+    OP_SELL,
+    ORDER_SIDE_BY_OFFSET,
+    ORDER_TYPE_VOLUME,
+    PR_TYPE_LATEST,
+    QUICK_TRADE_NOW,
+)
+__all__ = [
+    "APIError",
+    "Assets",
+    "BusinessError",
+    "Client",
+    "OP_BUY",
+    "OP_SELL",
+    "ORDER_SIDE_BY_OFFSET",
+    "ORDER_TYPE_VOLUME",
+    "OrderItem",
+    "PR_TYPE_LATEST",
+    "Portfolio",
+    "PositionItem",
+    "QUICK_TRADE_NOW",
+    "Tick",
+]

py-client/sdk/account.py

@@ -1,38 +0,0 @@
-from typing import Any
-
-from .models import Assets, PositionItem
-
-
-class AccountMixin:
-    account_type: str
-
-    def _positions(self, path: str) -> tuple[list[str], list[PositionItem]]:
-        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]
-            return [item.stock_code for item in positions], positions
-        return list(raw), [PositionItem.from_dict(value, code) for code, value in raw.items()]
-
-    def positions(self): return self._positions("/api/v2/positions")
-    def holding(self): return self._positions("/api/holding")
-
-    def assets(self) -> Assets:
-        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_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_json(path, body)
-
-    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

@@ -6,14 +6,16 @@ from typing import Any
 
 import httpx
 
-from .errors import APIError, BusinessError
+from .context import ContextMixin
+from .data import DataMixin
+from .errors import APIError
+from .get import GetMixin
+from .portfolio import PortfolioMixin
+from .sys import SysMixin
+from .trade import TradeMixin
 
 
-def csv_join(items: list[str]) -> str:
-    return ",".join(item.strip() for item in items if item.strip())
-
-
-class Client:
+class HTTPClient:
     """复用连接池的同步 QMT HTTP 客户端。"""
 
     def __init__(self, base_url: str, token: str, timeout: float = 15.0) -> None:
@@ -31,13 +33,13 @@ class Client:
     def close(self) -> None:
         self.http.close()
 
-    def __enter__(self) -> "Client":
+    def __enter__(self) -> "HTTPClient":
         return self
 
     def __exit__(self, *_args: object) -> None:
         self.close()
 
-    def set_account_type(self, account_type: str) -> "Client":
+    def set_account_type(self, account_type: str) -> "HTTPClient":
         if account_type.strip():
             self.account_type = account_type
         return self
@@ -91,28 +93,19 @@ class Client:
                 f"invalid JSON from {path}: {content[:512]!r}"
             ) from exc
 
-    def _get_field(self, path: str, key: str) -> Any:
-        return self._get_json(path).get(key)
-
-    def _post_field(self, path: str, body: Any, key: str) -> Any:
-        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
 
+class Client(
+    ContextMixin,
+    GetMixin,
+    PortfolioMixin,
+    DataMixin,
+    TradeMixin,
+    SysMixin,
+    HTTPClient,
+):
+    """Client for the API exposed by ``qmt_rest_new.py``."""
 
 def _is_idempotent(method: str, path: str) -> bool:
     if method == "GET":
         return True
-    prefixes = (
-        "/api/v2/",
-        "/api/holding",
-        "/api/money/",
-        "/api/context/",
-        "/api/check/",
-        "/api/data/",
-        "/api/trade/trade_detail_data",
-        "/api/order/deal",
-    )
-    unsafe = ("subscribe", "unsubscribe")
-    return path.startswith(prefixes) and not any(word in path for word in unsafe)
+    return path == "/api/data/full_tick"

py-client/sdk/context.py

@@ -0,0 +1,8 @@
+from __future__ import annotations
+
+from typing import Any
+
+
+class ContextMixin:
+    def context_info(self) -> dict[str, Any]:
+        return self._get_json("/api/context/info") or {}

py-client/sdk/data.py

@@ -1,83 +1,9 @@
-from dataclasses import asdict
-from typing import Any
+from __future__ import annotations
 
-from .client import csv_join
-from .models import *
+from .models import Tick
 
 
 class DataMixin:
-    def _one(self, endpoint, arg, value, key): return self._post_field(f"/api/data/{endpoint}", {arg: value}, key)
-
-    def stock_name(self, code): return self._one("stock_name", "stockcode", code, "name")
-    def open_date(self, code): return self._one("open_date", "stockcode", code, "open_date")
-    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_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")
-    def date_location(self, date): return self._one("date_location", "strdate", date, "location")
-
-    def history_data(self, req: HistoryDataRequest):
-        return self._post_field("/api/data/history_data", {"len": req.length or 10, "period": req.period, "field": req.field, "dividend_type": req.dividend_type, "skip_paused": str(req.skip_paused).lower()}, "data")
-    def _market_body(self, req): return {"fields": csv_join(req.fields), "stock_code": csv_join(req.stocks), "start_time": req.start_time, "end_time": req.end_time, "period": req.period, "dividend_type": req.dividend_type, "count": req.count}
-    def market_data(self, req): return self._post_field("/api/data/market_data", self._market_body(req), "data")
-    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_json("/api/data/full_tick", {"stocks": stocks}) or {}
-        def number(data, *names):
-            for name in names:
-                try: return float(data[name])
-                except (KeyError, TypeError, ValueError): pass
-            return 0.0
-        return {code: Tick(number(value, "lastPrice", "last_price", "LastPrice"), number(value, "lastClose", "last_close", "LastClose"), value if isinstance(value, dict) else {}) for code, value in raw.items()}
-
-    def divid_factors(self, code): return self._one("divid_factors", "stockcode", code, "factors")
-    def main_contract(self, code): return self._one("main_contract", "codemarket", code, "main_contract")
-    def timetag_to_datetime(self, timetag, format=""):
-        body = {"timetag": timetag}
-        if format: body["format"] = format
-        return self._post_field("/api/data/timetag_to_datetime", body, "datetime")
-    def total_share(self, code): return self._one("total_share", "stockcode", code, "total_share")
-    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_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")
-    def top10_share_holder(self, stocks, name, start, end): return self._post_field("/api/data/top10_share_holder", {"stock_list": csv_join(stocks), "data_name": name, "start_time": start, "end_time": end}, "data")
-    def option_detail(self, code): return self._one("option_detail", "optioncode", code, "detail")
-    def turnover_rate(self, stocks, start, end): return self._post_field("/api/data/turnover_rate", {"stock_list": csv_join(stocks), "startTime": start, "endTime": end}, "data")
-    def etf_info(self, code): return self._one("etf_info", "stockcode", code, "info")
-    def etf_iopv(self, code): return self._one("etf_iopv", "stockcode", code, "iopv")
-    def instrument_detail(self, code): return self._one("instrumentdetail", "stockcode", code, "detail")
-    def contract_expire_date(self, code): return self._one("contract_expire_date", "codemarket", code, "expire_date")
-    def option_undl_data(self, code): return self._one("option_undl_data", "undl_code_ref", code, "data")
-
-    def financial_data(self, req):
-        return self._post_field("/api/data/financial_data", {"tabname": req.tabname, "colname": req.colname, "market": req.market, "code": req.code, "report_type": req.report_type, "barpos": req.barpos, "fieldList": csv_join(req.field_list), "stockList": csv_join(req.stock_list), "startDate": req.start_date, "endDate": req.end_date}, "data")
-    def factor_data(self, req): return self._post_field("/api/data/factor_data", {"fieldList": csv_join(req.field_list), "stockList": csv_join(req.stock_list), "stockCode": req.stock_code, "startDate": req.start_date, "endDate": req.end_date}, "data")
-    def his_st_data(self, code): return self._one("his_st_data", "stockCode", code, "data")
-    def his_index_data(self, index): return self._one("his_index_data", "index", index, "data")
-    def all_subscription(self): return self._get_field("/api/data/all_subscription", "subscriptions")
-    def option_list(self, code, dedate, opttype, available): return self._post_field("/api/data/option_list", {"undl_code": code, "dedate": dedate, "opttype": opttype, "isavailable": str(available).lower()}, "option_list")
-    def his_contract_list(self, market): return self._one("his_contract_list", "market", market, "contracts")
-    def option_iv(self, code): return self._one("option_iv", "optioncode", code, "iv")
-    def bsm_price(self, req):
-        prices = ",".join(str(v) for v in req.object_prices) if isinstance(req.object_prices, list) else req.object_prices
-        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_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
-def camel_request(req):
-    data = asdict(req)
-    return {"optionType": data["option_type"], "objectPrices": data["object_prices"], "strikePrice": data["strike_price"], "optionPrice": data["option_price"], "riskFree": data["risk_free"], "days": data["days"], "dividend": data["dividend"]}
+    def full_tick(self, stocks: list[str]) -> dict[str, Tick]:
+        data = self._post_json("/api/data/full_tick", {"stocks": stocks}) or {}
+        return {code: Tick.from_dict(value) for code, value in data.items()}

py-client/sdk/get.py

@@ -0,0 +1,44 @@
+from __future__ import annotations
+
+from typing import Any
+from urllib.parse import urlencode
+
+
+class GetMixin:
+    def stock_name(self, stock_code: str) -> Any:
+        return self._stock_ref("stock_name", stock_code)
+
+    def open_date(self, stock_code: str) -> Any:
+        return self._stock_ref("open_date", stock_code)
+
+    def last_volume(self, stock_code: str) -> Any:
+        return self._stock_ref("last_volume", stock_code)
+
+    def total_share(self, stock_code: str) -> Any:
+        return self._stock_ref("total_share", stock_code)
+
+    def svol(self, stock_code: str) -> Any:
+        return self._stock_ref("svol", stock_code)
+
+    def bvol(self, stock_code: str) -> Any:
+        return self._stock_ref("bvol", stock_code)
+
+    def divid_factors(self, stock_code: str) -> Any:
+        return self._stock_ref("divid_factors", stock_code)
+
+    def etf_info(self, stock_code: str) -> Any:
+        return self._stock_ref("etf_info", stock_code)
+
+    def etf_iopv(self, stock_code: str) -> Any:
+        return self._stock_ref("etf_iopv", stock_code)
+
+    def instrument_detail(self, stock_code: str) -> Any:
+        return self._stock_ref("instrumentdetail", stock_code)
+
+    def his_st_data(self, stock_code: str) -> Any:
+        return self._stock_ref("his_st_data", stock_code)
+
+    def _stock_ref(self, endpoint: str, stock_code: str) -> Any:
+        query = urlencode({"stock_code": stock_code})
+        data = self._get_json(f"/api/get/{endpoint}?{query}") or {}
+        return data.get("ref")

py-client/sdk/misc.py

@@ -1,31 +0,0 @@
-from typing import Any
-
-
-class MiscMixin:
-    def context_period(self): return self._get_field("/api/context/period", "period")
-    def context_barpos(self): return self._get_field("/api/context/barpos", "barpos")
-    def context_time_tick_size(self): return self._get_field("/api/context/time_tick_size", "time_tick_size")
-    def context_stockcode(self): return self._get_field("/api/context/stockcode", "stockcode")
-    def context_dividend_type(self): return self._get_field("/api/context/dividend_type", "dividend_type")
-    def context_market(self): return self._get_field("/api/context/market", "market")
-    def context_do_back_test(self): return self._get_field("/api/context/do_back_test", "do_back_test")
-    def context_benchmark(self): return self._get_field("/api/context/benchmark", "benchmark")
-    def context_capital(self): return self._get_field("/api/context/capital", "capital")
-    def context_universe(self):
-        value = self._get_field("/api/context/universe", "universe")
-        if value is None: return []
-        return [str(v) for v in value if str(v)] if isinstance(value, list) else [str(value)]
-
-    def is_last_bar(self): return self._get_field("/api/check/is_last_bar", "is_last_bar")
-    def is_new_bar(self): return self._get_field("/api/check/is_new_bar", "is_new_bar")
-    def is_suspended_stock(self, stockcode): return self._post_field("/api/check/is_suspended_stock", {"stockcode": stockcode}, "is_suspended")
-    def is_sector_stock(self, sectorname, market, stockcode): return self._post_field("/api/check/is_sector_stock", {"sectorname": sectorname, "market": market, "stockcode": stockcode}, "is_in_sector")
-    def is_typed_stock(self, stocktypenum, market, stockcode): return self._post_field("/api/check/is_typed_stock", {"stocktypenum": stocktypenum, "market": market, "stockcode": stockcode}, "result")
-    def industry_name_of_stock(self, industry_type, stockcode): return self._post_field("/api/check/get_industry_name_of_stock", {"industryType": industry_type, "stockcode": stockcode}, "industry_name")
-
-    def ext_data(self, name, stockcode, deviation): return self._post_field("/api/ext/ext_data", {"extdataname": name, "stockcode": stockcode, "deviation": deviation}, "value")
-    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_json("/api/sys/python_version")
-    def shutdown(self): return self._post_json("/api/sys/shutdown", {})

py-client/sdk/models.py

@@ -133,6 +133,13 @@ class Assets:
         )
 
 
+@dataclass(slots=True)
+class Portfolio:
+    assets: Assets
+    positions: dict[str, PositionItem]
+    orders: list[OrderItem]
+
+
 def _trade_datetime(data: dict[str, Any]) -> datetime | None:
     date = str(data.get("m_strInsertDate") or "")
     clock = str(data.get("m_strInsertTime") or "").replace(":", "").zfill(6)
@@ -148,6 +155,16 @@ class Tick:
     last_close: float = 0.0
     raw: dict[str, Any] = field(default_factory=dict)
 
+    @classmethod
+    def from_dict(cls, data: Any) -> "Tick":
+        if not isinstance(data, dict):
+            return cls()
+        return cls(
+            last_price=_number(data.get("lastPrice", data.get("last_price", data.get("LastPrice")))),
+            last_close=_number(data.get("lastClose", data.get("last_close", data.get("LastClose")))),
+            raw=data,
+        )
+
 
 @dataclass(slots=True)
 class HistoryDataRequest:

py-client/sdk/portfolio.py

@@ -0,0 +1,52 @@
+from __future__ import annotations
+
+from typing import Any
+
+from .models import Assets, OrderItem, Portfolio, PositionItem
+
+
+class PortfolioMixin:
+    def portfolio(self) -> Portfolio:
+        data = self._get_json("/api/portfolio") or {}
+        positions = {
+            code: PositionItem.from_dict(value, code)
+            for code, value in data.get("positions", {}).items()
+        }
+        return Portfolio(
+            assets=Assets.from_dict(data.get("assets", {})),
+            positions=positions,
+            orders=[OrderItem.from_trade_detail(row) for row in data.get("orders", [])],
+        )
+
+    def positions(self) -> tuple[list[str], list[PositionItem]]:
+        data = self._get_json("/api/portfolio/positions") or {}
+        positions = [
+            PositionItem.from_dict(value, code)
+            for code, value in data.get("data", {}).items()
+        ]
+        return [item.stock_code for item in positions], positions
+
+    def assets(self) -> Assets:
+        return Assets.from_dict(self._get_json("/api/portfolio/assets") or {})
+
+    def orders(self) -> list[OrderItem]:
+        data = self._get_json("/api/portfolio/order") or []
+        return [OrderItem.from_trade_detail(row) for row in data]
+
+    def deals(self) -> list[dict[str, Any]]:
+        data = self._get_json("/api/portfolio/deal") or {}
+        return data.get("deals", [])
+
+    def trade_detail_data(self, datatype: str) -> Any:
+        datatype = str(datatype).strip().lower()
+        handlers = {
+            "account": self.assets,
+            "position": lambda: self.positions()[1],
+            "order": self.orders,
+            "deal": self.deals,
+        }
+        handler = handlers.get(datatype)
+        if handler is None:
+            raise ValueError(f"unsupported trade detail datatype: {datatype}")
+        result = handler()
+        return [result] if datatype == "account" else result

py-client/sdk/sys.py

@@ -0,0 +1,8 @@
+from __future__ import annotations
+
+from typing import Any
+
+
+class SysMixin:
+    def python_version(self) -> dict[str, Any]:
+        return self._get_json("/api/sys/python_version") or {}

py-client/sdk/trade.py

@@ -1,82 +1,62 @@
-from .models import *
+from __future__ import annotations
+
 from typing import Any
 
+
 OP_BUY = 23
 OP_SELL = 24
-ORDER_TYPE_VOLUME, PR_TYPE_LATEST, QUICK_TRADE_NOW = 1101, 5, 2
+ORDER_TYPE_VOLUME = 1101
+PR_TYPE_LATEST = 5
+QUICK_TRADE_NOW = 2
 ORDER_SIDE_BY_OFFSET = {"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}
 
 
 class TradeMixin:
-    account_type: str
-
-    def passorder(self, op_type, stock, volume, order_type=0, pr_type=0, price=0.0, quick_trade=0, strategy_name=""):
-        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_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):
-        body = {
-            "opType": side,
-            "orderType": ORDER_TYPE_VOLUME,
+    def passorder(
+        self,
+        op_type: int,
+        stock_code: str,
+        volume: int,
+        order_type: int = ORDER_TYPE_VOLUME,
+        pr_type: int = PR_TYPE_LATEST,
+        price: float = -1,
+        quick_trade: int = QUICK_TRADE_NOW,
+        strategy_name: str = "",
+        order_id: str = "",
+    ) -> dict[str, Any]:
+        return self._post_json(
+            "/api/trade/passorder",
+            {
+                "opType": op_type,
+                "orderType": order_type,
                 "stockCode": stock_code,
-            "prType": PR_TYPE_LATEST,
-            "price": -1,
+                "prType": pr_type,
+                "price": price,
                 "volume": volume,
-            "quickTrade": QUICK_TRADE_NOW,
+                "quickTrade": quick_trade,
                 "strategyName": strategy_name,
                 "orderId": order_id,
-        }
-        return self._post_json("/api/trade/passorder", body)
+            },
+        )
 
-    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 passorder_latest(self, side: int, stock_code: str, volume: int) -> dict[str, Any]:
+        return self.passorder(side, stock_code, volume)
 
-    def _style_order(self, path, stock, value_key, value, style, 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)
-    def order_target_value(self, stock, value, style, price): return self._style_order("/api/trade/order_target_value", stock, "tar_value", value, style, price)
-    def order_target_percent(self, stock, percent, style, price): return self._style_order("/api/trade/order_target_percent", stock, "tar_percent", percent, style, price)
-    def order_shares(self, stock, shares, style, price): return self._style_order("/api/trade/order_shares", stock, "shares", shares, style, price)
+    def passorder_latest_tagged(
+        self,
+        side: int,
+        stock_code: str,
+        volume: int,
+        strategy_name: str,
+        order_id: str,
+    ) -> dict[str, Any]:
+        return self.passorder(
+            side,
+            stock_code,
+            volume,
+            strategy_name=strategy_name,
+            order_id=order_id,
+        )
 
-    def _future(self, action, stock, amount, style, price): return self._style_order(f"/api/trade/futures/{action}", stock, "amount", amount, style, price)
-    def futures_buy_open(self, *args): return self._future("buy_open", *args)
-    def futures_buy_close_tdayfirst(self, *args): return self._future("buy_close_tdayfirst", *args)
-    def futures_buy_close_ydayfirst(self, *args): return self._future("buy_close_ydayfirst", *args)
-    def futures_sell_open(self, *args): return self._future("sell_open", *args)
-    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_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_json("/api/trade/do_order")
-    def trade_detail_data(self, datatype):
-        datatype = str(datatype).strip().lower()
-        data = self._post_json(
-            "/api/trade/trade_detail_data",
-            {"account": self.account_type, "datatype": datatype},
-        ).get("data", [])
-        rows = data if isinstance(data, list) else [data] if isinstance(data, dict) else []
-        if datatype == "order":
-            return [OrderItem.from_trade_detail(row) for row in rows]
-        if datatype == "position":
-            return [PositionItem.from_trade_detail(row) for row in rows]
-        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_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_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")
+    def cancel_by_id(self, order_id: str) -> dict[str, Any]:
+        return self._post_json("/api/trade/cancel_by_id", {"order_id": order_id})

py-client/sdk/v2.py

@@ -1,86 +0,0 @@
-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/strategy/trend/boot.py

@@ -51,10 +51,11 @@ def StartTrend() -> None:
         config.global_config.qmt_token,
         config.HTTP_TIMEOUT,
     )
-    assets = client.assets()
-    _, positions = client.positions()
+    portfolio = client.portfolio()
+    assets = portfolio.assets
+    positions = list(portfolio.positions.values())
     order_book = OrderBook()
-    order_book.refresh(client)
+    order_book.refresh(client, portfolio.orders)
 
     storeState = State.for_strategy(
         config.global_config.qmt_data_dir,
@@ -114,20 +115,18 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
     
     started_at = time.monotonic()
 
-    # 1. 刷新订单数据，清理过期订单。
+    # 1. 一次获取资产、持仓和订单，并清理过期订单。
     try:
-        run.orders.refresh(run.client)
+        portfolio = run.client.portfolio()
+        assets = portfolio.assets
+        position_codes = list(portfolio.positions)
+        positions = list(portfolio.positions.values())
+        run.orders.refresh(run.client, portfolio.orders)
     except Exception:
-        log.exception("[Order] 刷新订单失败")
+        log.exception("[Portfolio] 刷新账户快照失败")
         return
 
-
     # 2. 验证可用资金；低于资金安全线时禁止开新仓。
-    try:
-        assets = run.client.assets()
-    except Exception:
-        log.exception("[资金] 获取资产失败")
-        return
     allow_open_by_cash = assets.available >= assets.total * run.account_cfg.min_cash_ratio
     if not allow_open_by_cash:
         log.info("[Status] 禁止开仓：可用资金不足，可用=%.2f，总资产=%.2f", assets.available, assets.total)
@@ -135,14 +134,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
     # 3. 获取大盘状态，只有大盘信号允许时才执行开仓。
     market_ok = market_allow_open()
 
-    # 4. 获取当前持仓及持仓证券代码。
-    try:
-        position_codes, positions = run.client.positions()
-    except Exception:
-        log.exception("[Position] 获取持仓失败")
-        return
-
-    # 5. 验证有效开仓信号：排除已有持仓和未决订单。
+    # 4. 验证有效开仓信号：排除已有持仓和未决订单。
     allow_open: list[SignalItem] = []
     allow_codes: list[str] = []
     for signal in signals:
@@ -153,7 +145,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
     if allow_open and not market_ok:
         log.info("[开仓] 禁止开仓：大盘信号不允许，候选=%d", len(allow_open))
 
-    # 6. 获取持仓和待开仓证券的实时行情 tick。
+    # 5. 获取持仓和待开仓证券的实时行情 tick。
     all_codes = list(dict.fromkeys(position_codes + allow_codes))
     try:
         ticks = run.client.full_tick(all_codes)
@@ -161,7 +153,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
         log.exception("[行情] 获取行情失败，代码数量=%d", len(all_codes))
         return
 
-    # 7. 更新状态机
+    # 6. 更新状态机
     try:
         run.state.reconcile(positions, run.orders.data)
     except Exception:
@@ -171,7 +163,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
     log.info("[RunOnce] 本轮就绪，持仓=%d，候选=%d，大盘允许=%s，资金允许=%s", len(positions), len(allow_open), market_ok, allow_open_by_cash)
     
     # 启动线程，开始计算
-    # 9. 持仓计算。
+    # 7. 持仓计算。
     futures: list[tuple[str, Future]] = [
         (
             "持仓计算",
@@ -186,11 +178,11 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
         )
     ]
 
-    # 10. 开仓计算：必须同时存在有效信号且大盘允许开仓。
+    # 8. 开仓计算：必须同时存在有效信号且大盘允许开仓。
     if allow_open and market_ok and allow_open_by_cash:
         futures.append(("开仓计算", run.executor.submit(open_signal, run, ticks, allow_open)))
 
-    # 11. 开始执行
+    # 9. 开始执行
     for name, future in futures:
         _wait_worker(name, future)
     log.info("[RunOnce] 本轮完成，耗时=%d毫秒", int((time.monotonic() - started_at) * 1000))

py-client/strategy/trend/open.py

@@ -71,7 +71,6 @@ def do_open(run:Runtime,code:str,volume:int,signal_key:str)->None:
         run.client,
         OP_BUY,
         code,
-        -1,
         volume,
         order_id,
         signal_key,

py-client/strategy/trend/order.py

@@ -25,7 +25,6 @@ class PlaceOrderRequest:
     client: Any
     op: int
     code: str
-    price: float
     volume: int
     order_id: str
     strategy_name: str
@@ -52,9 +51,8 @@ class OrderBook:
             key = f"{side}-{code}"
             return key in self.lock
 
-    def refresh(self, client: Client) -> None:
-        """从 QMT 刷新进行中和已完成委托，并撤销超时的活动委托。"""
-        orders = client.trade_detail_data("order")
+    def refresh(self, client: Client, orders: list[OrderItem]) -> None:
+        """用账户快照刷新委托，并撤销超时的活动委托。"""
         current = datetime.now()
         now_timestamp = current.timestamp()
         data: list[OrderItem] = []

py-client/strategy/trend/positions.py

@@ -47,7 +47,7 @@ def manage_positions(
         code = position.stock_code
         tick = ticks.get(code)
         if code in runtime.account_cfg.excluded_codes:
-            log.info("[Position] %s %s 止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name)
+            log.info("[Position] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name)
             continue
         if (
             not code
@@ -56,7 +56,7 @@ def manage_positions(
             or tick is None
             or tick.last_price <= 0
         ):
-            log.warning("[Position] %s %s 止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name)
+            log.warning("[Position] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name)
             continue
 
         pnl_rate = round(
@@ -87,7 +87,7 @@ def manage_positions(
             loss_add_action = "大盘信号不允许"
 
         log.info(
-            "[Position] %s %s 盈亏=%.2f%%，止盈=%s，补仓=%s",
+            "[Position] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
             code, position.stock_name, pnl_rate, profit_action, loss_add_action,
         )
 

py-client/test.py

@@ -1,16 +1,42 @@
-from sdk.v2 import Client_V2
+from datetime import datetime
+
+from sdk import Client
 
 
 BASE_URL = "http://127.0.0.1:10086"
 TOKEN = "QMTbyYanweidong"
+STOCK_CODE = "000021.SZ"
+VOLUME = 100
 
 
-def main():
-    client = Client_V2(BASE_URL, TOKEN)
-    portfolio = client.portfolio()
-    print(portfolio)
-        
+def main() -> None:
+    order = {
+        "opType": 23,
+        "orderType": 1101,
+        "stockCode": STOCK_CODE,
+        "prType": 5,
+        "price": -1,
+        "volume": VOLUME,
+        "quickTrade": 2,
+        "strategyName": "manual-test",
+        "orderId": f"test-{datetime.now():%H%M%S}",
+    }
 
+    with Client(BASE_URL, TOKEN) as client:
+        #client._post_json("/api/sys/shutdown")
+        print("真实委托：", order)
+        result = client.passorder(
+            order["opType"],
+            order["stockCode"],
+            order["volume"],
+            order_type=order["orderType"],
+            pr_type=order["prType"],
+            price=order["price"],
+            quick_trade=order["quickTrade"],
+            strategy_name=order["strategyName"],
+            order_id=order["orderId"],
+        )
+        print("下单结果：", result)
 
 
 if __name__ == "__main__":

py-client/tests/test_trend.py

@@ -8,7 +8,7 @@ from types import SimpleNamespace
 from unittest.mock import patch
 
 from libs.grid_take_profit import GridState, GridTrailingTracker
-from sdk import APIError, Assets, OrderItem, PositionItem, Tick
+from sdk import APIError, Assets, OrderItem, Portfolio, PositionItem, Tick
 from strategy.trend.order import OrderBook, PlaceOrderRequest
 from strategy.trend.positions import LOSS_TIERS, handle_loss, manage_positions
 from strategy.trend.boot import RunOnce
@@ -80,7 +80,7 @@ class TrendTests(unittest.TestCase):
         client = FakeOrderClient(orders)
         book = OrderBook(cancel_timeout_sec=10)
 
-        book.refresh(client)
+        book.refresh(client, orders)
 
         self.assertEqual({item.id for item in book.data}, {"completed"})
         self.assertEqual(client.canceled, ["active"])
@@ -196,10 +196,11 @@ class TrendTests(unittest.TestCase):
 
     def test_low_cash_still_runs_position_management(self):
         client = SimpleNamespace(
-            assets=lambda: Assets(total=10000, available=10),
-            positions=lambda: (["A"], [PositionItem(stock_code="A", volume=100, open_price=10)]),
-            trade_detail_data=lambda _datatype: [],
-            deals=lambda: [],
+            portfolio=lambda: Portfolio(
+                assets=Assets(total=10000, available=10),
+                positions={"A": PositionItem(stock_code="A", volume=100, open_price=10)},
+                orders=[],
+            ),
             full_tick=lambda _codes: {"A": Tick(last_price=11)},
         )
         with ThreadPoolExecutor(max_workers=2) as executor:
@@ -207,7 +208,7 @@ class TrendTests(unittest.TestCase):
                 client=client,
                 account_cfg=SimpleNamespace(min_cash_ratio=0.1),
                 global_cfg=SimpleNamespace(api_host="http://example"),
-                orders=SimpleNamespace(refresh=lambda _client: None, data=[]),
+                orders=SimpleNamespace(refresh=lambda _client, _orders: None, data=[]),
                 state=SimpleNamespace(
                     codes=["A"],
                     reconcile=lambda *_args: None,
@@ -235,10 +236,11 @@ class TrendTests(unittest.TestCase):
             ))
             state.save()
             client = SimpleNamespace(
-                assets=lambda: Assets(total=10000, available=5000),
-                positions=lambda: ([], []),
-                trade_detail_data=lambda _datatype: [],
-                deals=lambda: [],
+                portfolio=lambda: Portfolio(
+                    assets=Assets(total=10000, available=5000),
+                    positions={},
+                    orders=[],
+                ),
                 full_tick=lambda _codes: {"A": Tick(last_price=10)},
             )
             signal = SimpleNamespace(code="A", signal_key="morning")