refactor QMT client and optimize API
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@@ -11,7 +11,7 @@ def _number(value: Any, kind: type = float) -> Any:
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return kind()
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@dataclass
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@dataclass(slots=True)
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class Position:
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stock_code: str = ""
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stock_name: str = ""
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@@ -44,20 +44,20 @@ class Position:
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)
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@dataclass
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@dataclass(slots=True)
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class Assets:
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total: float = 0.0
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available: float = 0.0
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@dataclass
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@dataclass(slots=True)
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class Tick:
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last_price: float = 0.0
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last_close: float = 0.0
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raw: dict[str, Any] = field(default_factory=dict)
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@dataclass
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@dataclass(slots=True)
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class HistoryDataRequest:
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length: int = 10
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period: str = ""
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@@ -66,7 +66,7 @@ class HistoryDataRequest:
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skip_paused: bool = True
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@dataclass
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@dataclass(slots=True)
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class MarketDataRequest:
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fields: list[str] = field(default_factory=list)
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stocks: list[str] = field(default_factory=list)
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@@ -77,7 +77,7 @@ class MarketDataRequest:
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count: int = 0
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@dataclass
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@dataclass(slots=True)
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class FinancialDataRequest:
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tabname: str = ""; colname: str = ""; market: str = ""; code: str = ""
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report_type: str = ""; barpos: int = 0
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@@ -85,22 +85,22 @@ class FinancialDataRequest:
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start_date: str = ""; end_date: str = ""
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@dataclass
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@dataclass(slots=True)
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class FactorDataRequest:
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field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
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stock_code: str = ""; start_date: str = ""; end_date: str = ""
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@dataclass
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@dataclass(slots=True)
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class BSMPriceRequest:
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option_type: str; object_prices: Any; strike_price: float; risk_free: float; sigma: float; days: int; dividend: float
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@dataclass
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@dataclass(slots=True)
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class BSMIVRequest:
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option_type: str; object_prices: float; strike_price: float; option_price: float; risk_free: float; days: int; dividend: float
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@dataclass
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@dataclass(slots=True)
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class LocalDataRequest:
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stock_code: str; start_time: str = ""; end_time: str = ""; period: str = ""; divid_type: str = ""; count: int = 0
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