update api,libs

2026-08-30 00:34:27 +08:00
parent 9a43aaba23
commit cdccc48d8c
21 changed files with 2616 additions and 179 deletions
--- a/py-client/sdk/init.py
+++ b/py-client/sdk/init.py
@@ -11,4 +11,4 @@ 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"]
+__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"]
--- a/py-client/sdk/account.py
+++ b/py-client/sdk/account.py
@@ -1,21 +1,26 @@
 from typing import Any

-from .models import Assets, Position
+from .models import Assets, PositionItem


 class AccountMixin:
    account_type: str

-    def _positions(self, path: str) -> tuple[list[str], list[Position]]:
-        raw = self._post(path, {"account": self.account_type}) or {}
-        return list(raw), [Position.from_dict(value, code) for code, value in raw.items()]
+    def _positions(self, path: str) -> tuple[list[str], list[PositionItem]]:
+        payload = self._post(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:
-        data = self._post("/api/v2/assets", {"account": self.account_type})
-        return Assets(float(data.get("total", 0)), float(data.get("available", 0)))
+        payload = self._post("/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))
--- a/py-client/sdk/models.py
+++ b/py-client/sdk/models.py
@@ -1,5 +1,5 @@
 from __future__ import annotations
-
+from datetime import datetime
 from dataclasses import dataclass, field
 from typing import Any

@@ -12,7 +12,60 @@ def _number(value: Any, kind: type = float) -> Any:


@dataclass(slots=True)
-class Position:
+class OrderItem:
+    """由 QMT 委托明细解析得到的标准订单记录。"""
+    id: str
+    code: str
+    side: str
+    remark: str
+    status: str
+    created_at: datetime | None
+    volume: int
+    local_order_id: str = ""
+    traded_volume: int = 0
+    remaining_volume: int = 0
+    exchange_id: str = ""
+    name: str = ""
+    price: float = 0.0
+    trade_price: float = 0.0
+    trade_amount: float = 0.0
+
+    @classmethod
+    def from_trade_detail(cls, data: dict[str, Any]) -> "OrderItem":
+        """从 TradeDetailData 的 QMT 原始字段创建订单。"""
+        instrument_id = str(data.get("m_strInstrumentID") or "")
+        exchange_id = str(data.get("m_strExchangeID") or "")
+        code = (
+            f"{instrument_id}.{exchange_id}"
+            if instrument_id and exchange_id
+            else instrument_id
+        )
+        remaining_volume = _number(data.get("m_nVolumeTotal"), int)
+        traded_volume = _number(data.get("m_nVolumeTraded"), int)
+        remark = str(data.get("m_strRemark") or "")
+        return cls(
+            id=str(data.get("m_strOrderSysID") or ""),
+            code=code,
+            side={"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}.get(
+                str(data.get("m_nOffsetFlag")), ""
+            ),
+            remark=remark,
+            status=str(data.get("m_nOrderStatus") or ""),
+            created_at=_trade_datetime(data),
+            volume=remaining_volume + traded_volume,
+            local_order_id=remark.split("|", 1)[0] if remark else "",
+            traded_volume=traded_volume,
+            remaining_volume=remaining_volume,
+            exchange_id=exchange_id,
+            name=str(data.get("m_strInstrumentName") or ""),
+            price=_number(data.get("m_dPrice")),
+            trade_price=_number(data.get("m_dTradePrice")),
+            trade_amount=_number(data.get("m_dTradeAmount")),
+        )
+
+
+@dataclass(slots=True)
+class PositionItem:
    stock_code: str = ""
    stock_name: str = ""
    direction: Any = None
@@ -31,7 +84,7 @@ class Position:
    expire_date: str = ""

    @classmethod
-    def from_dict(cls, data: dict[str, Any], code: str = "") -> "Position":
+    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 ""),
            direction=data.get("Direction"), volume=_number(data.get("Volume"), int),
@@ -43,12 +96,58 @@ class Position:
            future_trade_type=data.get("FutureTradeType"), expire_date=str(data.get("ExpireDate") or ""),
        )

+    @classmethod
+    def from_trade_detail(cls, data: dict[str, Any]) -> "PositionItem":
+        """从 TradeDetailData/Holding 的 QMT 原始字段创建持仓。"""
+        instrument_id = str(data.get("m_strInstrumentID") or "")
+        exchange_id = str(data.get("m_strExchangeID") or "")
+        stock_code = (
+            f"{instrument_id}.{exchange_id}"
+            if instrument_id and exchange_id
+            else instrument_id
+        )
+        return cls(
+            stock_code=stock_code,
+            stock_name=str(data.get("m_strInstrumentName") or ""),
+            direction=data.get("m_nDirection"),
+            volume=_number(data.get("m_nVolume"), int),
+            open_price=_number(data.get("m_dOpenPrice")),
+            float_profit=_number(data.get("m_dFloatProfit")),
+            market_value=_number(data.get("m_dMarketValue")),
+            stock_holder=str(data.get("m_strStockHolder") or ""),
+            frozen_volume=_number(data.get("m_nFrozenVolume"), int),
+            can_use_volume=_number(data.get("m_nCanUseVolume"), int),
+            on_road_volume=_number(data.get("m_nOnRoadVolume"), int),
+            yesterday_volume=_number(data.get("m_nYesterdayVolume"), int),
+            last_price=_number(data.get("m_dLastPrice")),
+            profit_rate=_number(data.get("m_dProfitRate")),
+            future_trade_type=data.get("m_eFutureTradeType"),
+            expire_date=str(data.get("m_strExpireDate") or ""),
+        )
+

@dataclass(slots=True)
 class Assets:
    total: float = 0.0
    available: float = 0.0

+    @classmethod
+    def from_dict(cls, data: dict[str, Any]) -> "Assets":
+        """兼容新版 QMT 原始资金字段及旧版简化字段。"""
+        return cls(
+            total=_number(data.get("m_dBalance", data.get("total"))),
+            available=_number(data.get("m_dAvailable", data.get("available"))),
+        )
+
+
+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)
+    try:
+        return datetime.strptime(date + clock, "%Y%m%d%H%M%S")
+    except ValueError:
+        return None
+

@dataclass(slots=True)
 class Tick:
--- a/py-client/sdk/trade.py
+++ b/py-client/sdk/trade.py
@@ -1,7 +1,9 @@
+from .models import *
 from typing import Any

 OP_BUY, OP_SELL = 23, 24
 ORDER_TYPE_VOLUME, PR_TYPE_LATEST, QUICK_TRADE_NOW = 1101, 5, 2
+ORDER_SIDE_BY_OFFSET = {"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}


 class TradeMixin:
@@ -53,7 +55,20 @@ class TradeMixin:
    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 trade_detail_data(self, datatype): return self._post("/api/trade/trade_detail_data", {"account": self.account_type, "datatype": datatype}).get("data", [])
+    def trade_detail_data(self, datatype):
+        datatype = str(datatype).strip().lower()
+        data = self._post(
+            "/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("/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")