dev 1

docs/README.md

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+# QMT HTTP API
+
+将迅投 QMT（MiniQMT / 投研版）策略进程内的 `ContextInfo`、行情、财务与交易函数，封装为 JSON HTTP 服务，供外部程序远程调用。
+
+源码：[`api/QMT_API.py`](../api/QMT_API.py)
+
+完整接口清单、请求/响应字段与 curl 示例见 [api.md](./api.md)。
+
+---
+
+## 1. 它是什么
+
+`QMT_API.py` **不是**可独立 `python QMT_API.py` 启动的普通脚本。它是一份 QMT Python 策略：
+
+- QMT 加载策略后调用 `init(ContextInfo)`。
+- `init` 绑定资金账号、加载股票池、创建 Tornado `Application`，并在当前进程里 `listen` + `IOLoop.start()`。
+- 此后外部 HTTP 客户端通过 `X-Token` 鉴权，调用本机（或同网段）上的 REST 接口。
+- 接口内部再转调 QMT 内置对象：`ContextInfo.*`、`passorder`、`get_trade_detail_data` 等。
+
+因此：服务生命周期 = 策略生命周期。策略停止，HTTP 一并停止。
+
+```
+外部程序  --HTTP JSON-->  Tornado (0.0.0.0:10086)
+                                |
+                                v
+                         QMT 策略进程
+                         ContextInfo / 交易账户
+```
+
+---
+
+## 2. 运行环境
+
+| 项 | 要求 |
+| --- | --- |
+| 宿主 | 迅投 QMT（需启用 Python 策略） |
+| 解释器 | QMT 自带的 Python（源码文件编码为 **GBK**） |
+| 第三方库 | `tornado`（需在 QMT Python 环境中可用） |
+| 标准库 | `json` / `os` / `datetime` / `pathlib` / `logging` / `locale` |
+| 操作系统 | 源码调用 `locale.setlocale(locale.LC_CTYPE, 'chinese')`，面向 **Windows 中文环境** |
+
+QMT 内置符号（由策略宿主注入，源码中未 import）：
+
+- `ContextInfo` 及其方法（`get_market_data`、`get_universe` 等）
+- 交易：`passorder`、`algo_passorder`、`smart_algo_passorder`、`order_*`、`buy_open` / `sell_open` 等
+- 查询：`get_trade_detail_data`、`get_value_by_order_id`、`can_cancel_order`、`cancel` 等
+- 其它：`get_open_date`、`timetag_to_datetime`、`ext_data`、`get_etf_info` 等
+
+---
+
+## 3. 配置
+
+源码顶部与 `init()` 使用的配置如下。
+
+| 名称 | 来源 | 默认值 | 说明 |
+| --- | --- | --- | --- |
+| `QMT_ACCOUNT_ID` | 环境变量 | `''` | 资金账号，写入 `ContextInfo.accountID` 并 `set_account` |
+| `QMT_DATA_DIR` | 环境变量 | `D:\qmt_strategy_data` | **意图**上的数据目录；见下方「已知问题」 |
+| `TOKEN` | 源码硬编码 | `QMTbyYanweidong` | HTTP 鉴权口令，请求头 `X-Token` 必须与之相等 |
+| `PORT` | 源码硬编码 | `10086` | 监听端口；绑定地址为 `0.0.0.0` |
+
+启动时还会读取：
+
+```
+{数据目录}/pass_codes.json
+```
+
+内容须为 JSON 数组（股票代码列表），用于 `ContextInfo.set_universe(...)`。该文件缺失或无法解析会导致 `init` 失败，HTTP 服务起不来。
+
+---
+
+## 4. 接入步骤
+
+1. 在 QMT 中配置 Python 策略，入口文件指向 `api/QMT_API.py`。
+2. 准备数据目录，放入 `pass_codes.json`，例如：
+
+```json
+["000001.SZ", "600000.SH"]
+```
+
+3. 设置环境变量 `QMT_ACCOUNT_ID`（以及你实际使用的数据目录变量，见已知问题）。
+4. 启动策略。日志出现类似：
+
+```
+QMT HTTP Server 启动于 http://0.0.0.0:10086 (全部API已加载)
+```
+
+5. 用任意 HTTP 客户端调用。所有业务接口默认需要鉴权：
+
+```http
+X-Token: <与源码 TOKEN 一致>
+Content-Type: application/json
+```
+
+快速探活（需 Token）：
+
+```bash
+curl -s -H "X-Token: QMTbyYanweidong" http://127.0.0.1:10086/api/context/period
+```
+
+关闭服务：
+
+```bash
+curl -s -X POST -H "X-Token: QMTbyYanweidong" http://127.0.0.1:10086/api/sys/shutdown
+```
+
+`ShutdownHandler` 会在响应后再 `IOLoop.stop()`，Tornado 事件循环退出。
+
+---
+
+## 5. 鉴权与协议约定
+
+### 5.1 鉴权
+
+`BaseHandler.prepare()`：
+
+- 请求头 `X-Token` 必须等于源码中的 `TOKEN`。
+- 否则抛出 `HTTPError(401, "认证失败：token 无效或缺失")`。
+- 源码定义了 `@no_auth` 装饰器，但 **没有任何 Handler 使用它**，包括 `/api/sys/python_version` 与 `/api/sys/shutdown`。
+
+### 5.2 请求
+
+- GET：无 Body，参数都在路径中（本服务 GET 接口目前均无 Query）。
+- POST：Body 必须是 **合法 JSON 对象**。多数 POST 一上来就 `json.loads(self.request.body)`，空 Body 会直接异常。
+- 多标的字段（如 `stock_code`、`stocks`、`stock_list`、`fieldList`）一般为 **逗号分隔字符串**，服务端再 `split(',')` + `strip()`。
+
+### 5.3 响应
+
+- 默认 `Content-Type: application/json; charset=utf-8`。
+- 成功：各接口自定义 JSON（见 [api.md](./api.md)）。
+- 失败：`write_error` 统一为：
+
+```json
+{"error": "<reason>", "status_code": 401}
+```
+
+常见状态码：
+
+| 码 | 场景 |
+| --- | --- |
+| 400 | 缺参、下单参数不合法 |
+| 401 | Token 缺失或错误 |
+| 500 | QMT 调用失败（部分接口在 `safe_call` 返回 `None` 后主动抛出） |
+
+`safe_call` 会吞掉底层异常并打日志，返回 `None`。调用方看到的可能是 `null` 字段，也可能是 500，取决于该 Handler 有没有对 `None` 再处理。
+
+### 5.4 HTTP 方法习惯
+
+- 只读、无参的 Context / 判定 / 系统信息：多数为 **GET**。
+- 带 JSON Body 的查询与全部交易： **POST**。
+- 同一资源没有 REST 语义上的 PUT/PATCH/DELETE。
+
+---
+
+## 6. 接口分组
+
+路由在 `make_app()` 中注册，当前约 **100+** 条。按前缀划分：
+
+| 前缀 | 用途 | 文档 |
+| --- | --- | --- |
+| `/api/v2/*` | 持仓 / 资产（与旧接口共用 Handler） | [api.md §1](./api.md#1-兼容层--v2) |
+| `/api/holding` `/api/money/*` `/api/order/*` | 旧版买卖、资金、撤单、成交 | 同上 |
+| `/api/context/*` | 策略上下文属性 | [§2](./api.md#2-策略上下文-apicontext) |
+| `/api/data/*` | 行情、财务、期权、订阅 | [§3](./api.md#3-数据查询-apidata) |
+| `/api/check/*` | 停牌、板块、K 线判定 | [§4](./api.md#4-判定-apicheck) |
+| `/api/trade/*` | 股票/算法/期货下单、任务、账户查询 | [§5](./api.md#5-交易-apitrade) |
+| `/api/ext/*` | 扩展数据与因子引用 | [§6](./api.md#6-扩展引用-apiext) |
+| `/api/sys/*` | Python 版本、关停服务 | [§7](./api.md#7-系统-apisys) |
+
+兼容层买卖是对 `passorder` 的薄封装：
+
+- `POST /api/order/buy` → `passorder(23, 1101, ...)`（买入）
+- `POST /api/order/sell` → `passorder(24, 1101, ...)`（卖出）
+- 完整下单请用 `POST /api/trade/passorder`（可自定义 `opType` / `orderType` / `prType` / `quickTrade`）
+
+账户查询里的 `account` 字段默认 `"stock"`，也会传到 `get_trade_detail_data` 的账户类型参数。
+
+---
+
+## 7. 回调与落盘（当前未挂接）
+
+源码后半定义了主推回调，用于把账户/委托/成交/持仓写成 JSON 文件：
+
+| 函数 | 意图文件名 |
+| --- | --- |
+| `account_callback` | `acount_%s.json`（拼写为 acount） |
+| `order_callback` | `order_%s.json` |
+| `deal_callback` | `deal_%s.json` |
+| `position_callback` | `position_%s.json` |
+| `orderError_callback` | 仅 `print` |
+
+`init()` **没有** 调用 `ContextInfo` 的回调注册接口，因此这些函数默认不会执行。即便注册，`write_json` 本身也存在未定义变量问题（见下节），落盘路径目前不可靠。
+
+---
+
+## 8. 源码审视（使用前必读）
+
+以下为对照 `QMT_API.py` 的事实，不是「建议优化清单」。接入前应按此理解行为边界。
+
+### 8.1 数据目录变量不一致
+
+```python
+DATA_DIR = os.environ.get('QMT_DATA_DIR', 'D:\\qmt_strategy_data')
+# ...
+Path(QMT_DATA_DIR) / "pass_codes.json"
+```
+
+环境变量读入的是 `DATA_DIR`，`init` / `write_json` 使用的是 **从未赋值的** `QMT_DATA_DIR`。在普通 Python 里会 `NameError`。若你的 QMT 环境没有额外注入同名全局量，策略会在启动阶段失败。
+
+### 8.2 `write_json` 不可用
+
+- 使用未定义的 `current.strftime`（应为 `now`）。
+- `order_id` 无默认值，但 `account_callback` / `position_callback` 只传了两个参数。
+- `file_key` 模板与实参个数不一定匹配。
+
+### 8.3 Token 硬编码且监听全网卡
+
+`TOKEN` 写死在源码里；`listen(..., address='0.0.0.0')` 对所有网卡开放。任何能打到 `10086` 且知道 Token 的客户端都可以下单、撤单、关停服务。不要把该端口暴露到公网。
+
+### 8.4 错误被吞掉
+
+`safe_call` 捕获全部异常后返回 `None`。部分查询接口仍会把 `null` 当成功响应返回，调用方不易区分「没数据」和「QMT 抛错」。
+
+### 8.5 编码
+
+文件头 `# -*- coding: gbk -*-`。用 UTF-8 无 BOM 保存可能在 QMT 中出现中文注释/字符串解码问题。
+
+### 8.6 规则撤单语义很窄
+
+`POST /api/order/cancel_order` 不是「按委托号撤单」，而是：
+
+- 股票代码（`代码.市场`）完全匹配，且
+- `m_nVolumeTotal + m_nVolumeTraded == volume`，且
+- `can_cancel_order` 为真
+
+才发出 `cancel`。按委托号查询/判断请用 `/api/trade/value_by_order_id`、`/api/trade/can_cancel_order`。源码里没有单独的「按 orderId 撤单」HTTP 封装（全部撤单走 `/api/order/cancel_all`）。
+
+---
+
+## 9. 仓库结构
+
+```
+big-qmt/
+├── api/
+│   └── QMT_API.py      # QMT 策略 + HTTP 服务（唯一实现）
+├── docs/
+│   ├── README.md       # 本文件：架构、接入、约定、风险
+│   └── api.md          # 全量 HTTP 接口说明
+└── README.md           # 仓库占位
+```
+
+---
+
+## 10. 相关文档
+
+- [HTTP API 参考](./api.md)
+- 迅投 QMT Python 策略官方函数手册（`passorder` 的 `opType` / `prType` 等枚举以官方文档为准；本仓库只记录本封装实际传入的值）

go-client/apps/cmd/main.go

@@ -0,0 +1,117 @@
+package main
+
+import (
+	"context"
+	"fmt"
+	"os"
+	"sort"
+	"strings"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+var (
+	BaseURL = "http://127.0.0.1:10086"
+	Token   = "QMTbyYanweidong"
+	AccountType = "stock"
+	PassCodes = []string{}
+	Timeout = 15 * time.Second
+)
+
+func main() {
+	client := sdk.New(BaseURL, Token, AccountType, Timeout)
+	ctx, cancel := context.WithTimeout(context.Background(), Timeout)
+	defer cancel()
+
+	assets, err := client.Assets(ctx, AccountType)
+	if err != nil {
+		fatal("获取资产失败: %v", err)
+	}
+	positions, err := client.Positions(ctx, AccountType)
+	if err != nil {
+		fatal("获取持仓失败: %v", err)
+	}
+
+	fmt.Println(strings.Repeat("=", 80))
+	fmt.Printf("【时间】%s\n", time.Now().Format("2006-01-02 15:04:05"))
+	fmt.Printf("【服务】%s  accountType=%s\n", BaseURL, AccountType)
+	fmt.Printf("【资金】总资产：%.2f元，可用资金：%.2f元\n", assets.Total, assets.Available)
+	fmt.Printf("【持仓】%d只\n", len(positions))
+	fmt.Println(strings.Repeat("=", 80))
+
+	sort.Slice(positions, func(i, j int) bool {
+		return positions[i].StockCode < positions[j].StockCode
+	})
+	for _, p := range positions {
+		if p.Volume <= 0 {
+			continue
+		}
+		fmt.Printf(
+			"【持仓】%s %s 持仓=%d 可用=%d 冻结=%d 在途=%d 昨仓=%d 成本=%.3f 现价=%.3f 市值=%.2f 浮盈=%.2f 盈亏比例=%.2f%%\n",
+			p.StockCode, p.StockName, p.Volume, p.CanUseVolume, p.FrozenVolume, p.OnRoadVolume, p.YesterdayVolume,
+			p.OpenPrice, p.LastPrice, p.MarketValue, p.FloatProfit, p.ProfitRate*100,
+		)
+	}
+
+	printTicks(client, Timeout, PassCodes)
+}
+
+func printTicks(client *sdk.Client, timeout time.Duration, codes []string) {
+	fmt.Println(strings.Repeat("-", 80))
+	ctx, cancel := context.WithTimeout(context.Background(), timeout)
+	defer cancel()
+	ticks, err := client.FullTick(ctx, codes)
+	if err != nil {
+		fatal("获取行情失败: %v", err)
+	}
+	fmt.Printf("【行情】请求 %d 只，返回 %d 只\n", len(codes), len(ticks))
+	keys := make([]string, 0, len(ticks))
+	for code := range ticks {
+		keys = append(keys, code)
+	}
+	sort.Strings(keys)
+	for _, code := range keys {
+		t := ticks[code]
+		fmt.Printf("【Tick】%s last=%.3f close=%.3f open=%s high=%s low=%s volume=%s\n",
+			code, t.LastPrice, t.LastClose,
+			rawStr(t.Raw, "open", "lastOpen", "Open"),
+			rawStr(t.Raw, "high", "High"),
+			rawStr(t.Raw, "low", "Low"),
+			rawStr(t.Raw, "volume", "Volume"),
+		)
+	}
+}
+
+func splitCSV(s string) []string {
+	parts := strings.Split(s, ",")
+	out := make([]string, 0, len(parts))
+	for _, p := range parts {
+		p = strings.TrimSpace(p)
+		if p != "" {
+			out = append(out, p)
+		}
+	}
+	return out
+}
+
+func rawStr(m map[string]any, names ...string) string {
+	for _, name := range names {
+		if v, ok := m[name]; ok && v != nil {
+			return fmt.Sprint(v)
+		}
+	}
+	return "-"
+}
+
+func envOr(key, fallback string) string {
+	if v := strings.TrimSpace(os.Getenv(key)); v != "" {
+		return v
+	}
+	return fallback
+}
+
+func fatal(format string, args ...any) {
+	fmt.Fprintf(os.Stderr, format+"\n", args...)
+	os.Exit(1)
+}

go-client/apps/zt/boot.go

@@ -0,0 +1,70 @@
+package main
+
+import (
+	"context"
+	"fmt"
+	"strings"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+func overview(cfg Config, assets *sdk.Assets, positions []sdk.Position) {
+	fmt.Println("\n" + strings.Repeat("=", 80))
+	fmt.Printf("【时间】%s\n", time.Now().Format("2006-01-02 15:04:05"))
+	fmt.Printf("【配置】account_id: %s host_key: %s open_money: %.0f\n", cfg.AccountID, cfg.HostKey, cfg.OpenMoney)
+	if assets != nil {
+		fmt.Printf("【资金】总资产：%.2f元，可用资金：%.2f元\n", assets.Total, assets.Available)
+	} else {
+		fmt.Println("【资金】查询失败")
+	}
+	fmt.Printf("【持仓】%d只\n", len(positions))
+	fmt.Println(strings.Repeat("=", 80))
+	for _, p := range positions {
+		if p.Volume <= 0 {
+			continue
+		}
+		code := normalizeCode(p.StockCode, "")
+		fmt.Printf("【持仓】%s %s 持仓=%d 可用=%d 冻结=%d 在途=%d 昨仓=%d 成本=%.3f 现价=%.3f 市值=%.2f 浮盈=%.2f 盈亏比例=%.2f%%\n",
+			code, p.StockName, p.Volume, p.CanUseVolume, p.FrozenVolume, p.OnRoadVolume, p.YesterdayVolume,
+			p.OpenPrice, p.LastPrice, p.MarketValue, p.FloatProfit, p.ProfitRate*100)
+	}
+}
+
+func runRound(ctx context.Context, client *sdk.Client, books *orderBook, cfg Config, assets *sdk.Assets, ticks map[string]sdk.Tick, positions []sdk.Position) {
+	signals := fetchSignal(cfg, "dcm_signal")
+	books.cancelExpired(ctx, client, cfg)
+
+	hold := positionCodes(positions)
+	openSignals := map[string]map[string]any{}
+	for code, signal := range signals {
+		norm := normalizeCode(code, "")
+		if norm == "" {
+			norm = code
+		}
+		if _, held := hold[norm]; held {
+			continue
+		}
+		openSignals[norm] = signal
+	}
+	if len(openSignals) > 0 {
+		if books.refresh(ctx, client, cfg) {
+			buys, _, ok := books.activeSets(ctx, client, cfg)
+			if ok {
+				filtered := map[string]map[string]any{}
+				for code, signal := range openSignals {
+					if _, buying := buys[code]; buying {
+						continue
+					}
+					filtered[code] = signal
+				}
+				openSignals = filtered
+			}
+		}
+	}
+	marketOK := marketAllowOpen(cfg)
+	if len(openSignals) > 0 {
+		openSignal(ctx, client, books, cfg, assets, ticks, openSignals, marketOK)
+	}
+	managePositions(ctx, client, books, cfg, ticks, positions, marketOK)
+}

go-client/apps/zt/config.go

@@ -0,0 +1,118 @@
+package main
+
+import (
+	"os"
+	"strconv"
+	"strings"
+	"time"
+)
+
+type Config struct {
+	QMTBaseURL       string
+	QMTToken         string
+	AccountType      string
+	AccountID        string
+	HostKey          string
+	APIHost          string
+	DataDir          string
+	HTTPTimeout      time.Duration
+	OrderTimeout     time.Duration
+	LoopInterval     time.Duration
+	OpenMoney        float64
+	MinCashRatio     float64
+	LossTriggerPct   float64
+	GridStepPct      float64
+	MinProfitPct     float64
+	AdoptExisting    bool
+	ReadyCacheStart  int
+	WatchTimeout     time.Duration
+	ReboundThreshold float64
+}
+
+func loadConfig() Config {
+	cfg := Config{
+		QMTBaseURL:       env("QMT_BASE_URL", "http://127.0.0.1:10086"),
+		QMTToken:         env("QMT_TOKEN", "QMTbyYanweidong"),
+		AccountType:      env("QMT_ACCOUNT", "stock"),
+		AccountID:        env("ACCOUNT_ID", ""),
+		HostKey:          env("HOST_KEY", ""),
+		APIHost:          strings.TrimRight(env("API_HOST", "http://139.224.247.176:13499"), "/"),
+		DataDir:          env("DATA_DIR", "D:/qmt_strategy_state"),
+		HTTPTimeout:      durationEnv("HTTP_TIMEOUT_SEC", 5) * time.Second,
+		OrderTimeout:     durationEnv("ORDER_TIMEOUT_SEC", 60) * time.Second,
+		LoopInterval:     durationEnv("LOOP_INTERVAL_SEC", 30) * time.Second,
+		OpenMoney:        floatEnv("OPEN_MONEY", 5000),
+		MinCashRatio:     floatEnv("MIN_CASH_RATIO", 0.1),
+		LossTriggerPct:   floatEnv("LOSS_TRIGGER_PCT", -30),
+		GridStepPct:      floatEnv("GRID_STEP_PCT", 1),
+		MinProfitPct:     floatEnv("MIN_PROFIT_PCT", 2),
+		AdoptExisting:    boolEnv("ADOPT_EXISTING_POSITIONS", true),
+		ReadyCacheStart:  intEnv("READY_CACHE_START", 925),
+		WatchTimeout:     durationEnv("WATCH_TIMEOUT_SEC", 300) * time.Second,
+		ReboundThreshold: floatEnv("REBOUND_THRESHOLD", 0.61),
+	}
+	if strings.TrimSpace(cfg.AccountID) == "" {
+		logf("ERROR", "ACCOUNT_ID 为空")
+		os.Exit(1)
+	}
+	if strings.TrimSpace(cfg.HostKey) == "" {
+		logf("ERROR", "HOST_KEY 为空")
+		os.Exit(1)
+	}
+	if cfg.MinCashRatio < 0 || cfg.MinCashRatio >= 1 {
+		logf("ERROR", "MIN_CASH_RATIO 必须在 [0, 1)")
+		os.Exit(1)
+	}
+	if cfg.OpenMoney <= 0 {
+		logf("ERROR", "OPEN_MONEY 必须大于 0")
+		os.Exit(1)
+	}
+	if err := os.MkdirAll(cfg.DataDir, 0o755); err != nil {
+		logf("ERROR", "创建 DATA_DIR 失败: %v", err)
+		os.Exit(1)
+	}
+	return cfg
+}
+
+func env(key, fallback string) string {
+	if v := strings.TrimSpace(os.Getenv(key)); v != "" {
+		return v
+	}
+	return fallback
+}
+
+func intEnv(key string, fallback int) int {
+	v := strings.TrimSpace(os.Getenv(key))
+	if v == "" {
+		return fallback
+	}
+	n, err := strconv.Atoi(v)
+	if err != nil {
+		return fallback
+	}
+	return n
+}
+
+func floatEnv(key string, fallback float64) float64 {
+	v := strings.TrimSpace(os.Getenv(key))
+	if v == "" {
+		return fallback
+	}
+	f, err := strconv.ParseFloat(v, 64)
+	if err != nil {
+		return fallback
+	}
+	return f
+}
+
+func durationEnv(key string, fallbackSec int) time.Duration {
+	return time.Duration(intEnv(key, fallbackSec))
+}
+
+func boolEnv(key string, fallback bool) bool {
+	v := strings.ToLower(strings.TrimSpace(os.Getenv(key)))
+	if v == "" {
+		return fallback
+	}
+	return v == "1" || v == "true" || v == "yes"
+}

go-client/apps/zt/log.go

@@ -0,0 +1,10 @@
+package main
+
+import (
+	"fmt"
+	"log"
+)
+
+func logf(level, format string, args ...any) {
+	log.Printf("[%s] %s", level, fmt.Sprintf(format, args...))
+}

go-client/apps/zt/main.go

@@ -0,0 +1,105 @@
+package main
+
+import (
+	"context"
+	"log"
+	"os"
+	"os/signal"
+	"strings"
+	"syscall"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+func main() {
+	log.SetFlags(log.LstdFlags | log.Lmicroseconds)
+	cfg := loadConfig()
+	client := sdk.New(cfg.QMTBaseURL, cfg.QMTToken, cfg.AccountType, cfg.HTTPTimeout)
+	books := newOrderBook()
+
+	ctx, stop := signal.NotifyContext(context.Background(), os.Interrupt, syscall.SIGTERM)
+	defer stop()
+
+	startup := context.Background()
+	assets, err := client.Assets(startup, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "启动获取资产失败: %v", err)
+	}
+	positions, err := client.Positions(startup, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "启动获取持仓失败: %v", err)
+		positions = []sdk.Position{}
+	}
+	overview(cfg, assets, positions)
+	logf("INFO", "[ZT] host_key=%s interval=%s", cfg.HostKey, cfg.LoopInterval)
+	logf("INFO", "[ZT] Init Success, waiting trading session")
+
+	ticker := time.NewTicker(cfg.LoopInterval)
+	defer ticker.Stop()
+	runOnce(ctx, client, books, cfg)
+	for {
+		select {
+		case <-ctx.Done():
+			logf("INFO", "[ZT] 停止")
+			return
+		case <-ticker.C:
+			runOnce(ctx, client, books, cfg)
+		}
+	}
+}
+
+func runOnce(ctx context.Context, client *sdk.Client, books *orderBook, cfg Config) {
+	if !tradingTime(time.Now()) {
+		return
+	}
+	roundCtx, cancel := context.WithTimeout(ctx, cfg.HTTPTimeout*4)
+	defer cancel()
+
+	assets, err := client.Assets(roundCtx, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "获取资产失败: %v", err)
+		return
+	}
+	positions, err := client.Positions(roundCtx, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "获取持仓失败: %v", err)
+		return
+	}
+	codes := passCodes(cfg)
+	seen := map[string]struct{}{}
+	stockList := make([]string, 0, len(codes)+len(positions))
+	addCode := func(code string) {
+		n := normalizeCode(code, "")
+		if n == "" {
+			n = strings.ToUpper(strings.TrimSpace(code))
+		}
+		if n == "" {
+			return
+		}
+		if _, ok := seen[n]; ok {
+			return
+		}
+		seen[n] = struct{}{}
+		stockList = append(stockList, n)
+	}
+	for _, code := range codes {
+		addCode(code)
+	}
+	for _, p := range positions {
+		addCode(p.StockCode)
+	}
+	ticks := map[string]sdk.Tick{}
+	if len(stockList) > 0 {
+		raw, err := client.FullTick(roundCtx, stockList)
+		if err != nil {
+			logf("ERROR", "获取行情失败: %v", err)
+			return
+		}
+		for code, tick := range raw {
+			ticks[normalizeCode(code, "")] = tick
+			ticks[code] = tick
+		}
+	}
+	runRound(roundCtx, client, books, cfg, assets, ticks, positions)
+}

go-client/apps/zt/open.go

@@ -0,0 +1,114 @@
+package main
+
+import (
+	"context"
+	"math"
+	"sync"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+type dipWatch struct {
+	LastClose float64
+	ExpiresAt time.Time
+}
+
+var openDip = struct {
+	mu    sync.Mutex
+	store map[string]dipWatch
+}{store: map[string]dipWatch{}}
+
+func openSignal(ctx context.Context, client *sdk.Client, books *orderBook, cfg Config, assets *sdk.Assets, ticks map[string]sdk.Tick, openSignals map[string]map[string]any, marketOK bool) {
+	if !marketOK {
+		return
+	}
+	if assets == nil {
+		return
+	}
+	if assets.Available < assets.Total*cfg.MinCashRatio {
+		return
+	}
+	state := getState(cfg)
+	if state.LoadError != "" {
+		logf("ERROR", "[ZT][开仓] 状态文件异常，禁止新开仓: %s", state.LoadError)
+		return
+	}
+	for signalCode, signal := range openSignals {
+		code := normalizeCode(signalCode, "")
+		if code == "" {
+			if c, ok := signal["code"].(string); ok {
+				code = normalizeCode(c, "")
+			}
+		}
+		if code == "" {
+			logf("ERROR", "[ZT][开仓] 无效股票代码=%s", signalCode)
+			continue
+		}
+		if state.Get(code) != nil {
+			continue
+		}
+		price := ticks[code].LastPrice
+		if price <= 0 {
+			continue
+		}
+		if !dipTriggered(&openDip.mu, openDip.store, cfg, "开仓", code, price) {
+			continue
+		}
+		volume := calcOpenVolume(price, cfg.OpenMoney)
+		if volume <= 0 {
+			continue
+		}
+		if !books.place(ctx, client, cfg, "buy", code, volume, newOrderTag("base")) {
+			continue
+		}
+		state.Ensure(code).Pending = "base_opening"
+		state.Save()
+		logf("INFO", "[ZT][开仓] %s 买入 %d 股", code, volume)
+	}
+	state.Save()
+}
+
+func calcOpenVolume(price, openMoney float64) int {
+	if price <= 0 || openMoney <= 0 {
+		return 0
+	}
+	hands := int(math.Floor(openMoney / (price * 100)))
+	if hands == 0 {
+		hands = 1
+	}
+	return hands * 100
+}
+
+func dipTriggered(mu *sync.Mutex, store map[string]dipWatch, cfg Config, tag, code string, price float64) bool {
+	if price <= 0 {
+		return false
+	}
+	mu.Lock()
+	defer mu.Unlock()
+	now := time.Now()
+	watch, ok := store[code]
+	if !ok || now.After(watch.ExpiresAt) || now.Equal(watch.ExpiresAt) {
+		store[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(cfg.WatchTimeout)}
+		logf("INFO", "[%s-观察] %s 现价=%.2f", tag, code, price)
+		return false
+	}
+	if price < watch.LastClose {
+		watch.LastClose = price
+		watch.ExpiresAt = now.Add(cfg.WatchTimeout)
+		store[code] = watch
+		logf("INFO", "[%s-下跌] %s 刷新低点=%.2f", tag, code, price)
+		return false
+	}
+	rebound := (price - watch.LastClose) / watch.LastClose * 100
+	if rebound <= 0 {
+		return false
+	}
+	if rebound < cfg.ReboundThreshold {
+		logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, cfg.ReboundThreshold)
+		return false
+	}
+	delete(store, code)
+	logf("INFO", "[%s-触发] %s 反弹=%.2f%% 低点=%.2f", tag, code, rebound, watch.LastClose)
+	return true
+}

go-client/apps/zt/order.go

@@ -0,0 +1,374 @@
+package main
+
+import (
+	"context"
+	"crypto/rand"
+	"encoding/hex"
+	"fmt"
+	"strconv"
+	"strings"
+	"sync"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+const (
+	opBuyStock = 23
+	opBuyAlt   = 48
+)
+
+var activeStatuses = map[int]struct{}{
+	48: {}, 49: {}, 50: {}, 51: {}, 52: {}, 55: {},
+}
+
+type parsedOrder struct {
+	OrderID      string
+	StockCode    string
+	Side         string
+	Active       bool
+	OrderTime    int64
+	RemarkOwned  bool
+	VolumeOrig   int
+	VolumeLeft   int
+	VolumeTraded int
+	Tag          string
+}
+
+func (o parsedOrder) cancelVolume() int {
+	n := o.VolumeLeft + o.VolumeTraded
+	if n > 0 {
+		return n
+	}
+	return o.VolumeOrig
+}
+
+type submission struct {
+	Code   string
+	Side   string
+	Volume int
+	At     time.Time
+	Tag    string
+}
+
+type orderBook struct {
+	mu        sync.Mutex
+	cached    []parsedOrder
+	hasCache  bool
+	buyLocks  map[string]time.Time
+	sellLocks map[string]time.Time
+	subs      []submission
+}
+
+func newOrderBook() *orderBook {
+	return &orderBook{
+		buyLocks:  map[string]time.Time{},
+		sellLocks: map[string]time.Time{},
+	}
+}
+
+func (o *orderBook) invalidate() {
+	o.mu.Lock()
+	defer o.mu.Unlock()
+	o.hasCache = false
+	o.cached = nil
+}
+
+func (o *orderBook) query(ctx context.Context, client *sdk.Client, cfg Config) ([]parsedOrder, error) {
+	o.mu.Lock()
+	if o.hasCache {
+		out := append([]parsedOrder(nil), o.cached...)
+		o.mu.Unlock()
+		return out, nil
+	}
+	o.mu.Unlock()
+	raw, err := client.TradeDetailData(ctx, cfg.AccountType, "order")
+	if err != nil {
+		logf("ERROR", "[ZT][委托] 查询失败: %v", err)
+		return nil, err
+	}
+	orders := make([]parsedOrder, 0, len(raw))
+	for _, item := range raw {
+		orders = append(orders, parseOrder(item))
+	}
+	o.mu.Lock()
+	o.cached = orders
+	o.hasCache = true
+	o.mu.Unlock()
+	return orders, nil
+}
+
+func (o *orderBook) refresh(ctx context.Context, client *sdk.Client, cfg Config) bool {
+	o.invalidate()
+	_, err := o.query(ctx, client, cfg)
+	return err == nil
+}
+
+func (o *orderBook) activeSets(ctx context.Context, client *sdk.Client, cfg Config) (buys, sells map[string]struct{}, ok bool) {
+	orders, err := o.query(ctx, client, cfg)
+	if err != nil {
+		return nil, nil, false
+	}
+	buys, sells = map[string]struct{}{}, map[string]struct{}{}
+	for _, item := range orders {
+		if !item.Active || item.StockCode == "" {
+			continue
+		}
+		if item.Side == "buy" {
+			buys[item.StockCode] = struct{}{}
+		} else {
+			sells[item.StockCode] = struct{}{}
+		}
+	}
+	return buys, sells, true
+}
+
+func (o *orderBook) cancelExpired(ctx context.Context, client *sdk.Client, cfg Config) bool {
+	o.invalidate()
+	orders, err := o.query(ctx, client, cfg)
+	if err != nil {
+		return false
+	}
+	state := getState(cfg)
+	now := time.Now()
+	timeout := cfg.OrderTimeout
+	seen := map[string]struct{}{}
+	for _, order := range orders {
+		if !order.Active || order.StockCode == "" {
+			continue
+		}
+		if !o.claimed(state, order) {
+			continue
+		}
+		if order.OrderTime <= 0 || now.Sub(time.Unix(order.OrderTime, 0)) <= timeout {
+			continue
+		}
+		vol := order.cancelVolume()
+		if vol <= 0 {
+			logf("WARNING", "[ZT][委托] 超时单缺少数量，跳过 %s %s", order.OrderID, order.StockCode)
+			continue
+		}
+		key := order.StockCode + "|" + strconv.Itoa(vol)
+		if _, ok := seen[key]; ok {
+			continue
+		}
+		seen[key] = struct{}{}
+		if order.OrderID != "" {
+			can, err := client.CanCancelOrder(ctx, order.OrderID, cfg.AccountType)
+			if err != nil {
+				logf("ERROR", "[ZT][委托] 查询是否可撤失败 %s: %v", order.OrderID, err)
+				continue
+			}
+			if !truthy(can) {
+				logf("INFO", "[ZT][委托] 不可撤 %s %s", order.OrderID, order.StockCode)
+				continue
+			}
+		}
+		ret, err := client.CancelByRule(ctx, order.StockCode, vol, cfg.AccountType)
+		if err != nil {
+			logf("ERROR", "[ZT][委托] 撤单失败 %s %s: %v", order.OrderID, order.StockCode, err)
+			continue
+		}
+		if ret == nil || ret.Status != "success" {
+			msg := ""
+			if ret != nil {
+				msg = ret.Message
+			}
+			logf("WARNING", "[ZT][委托] 规则撤单未命中 %s %s volume=%d %s", order.OrderID, order.StockCode, vol, msg)
+			continue
+		}
+		o.unlockSide(order.StockCode, order.Side)
+		logf("INFO", "[ZT][委托] 撤销超时单 %s %s %s volume=%d", order.OrderID, order.StockCode, order.Side, vol)
+	}
+	return true
+}
+
+func (o *orderBook) claimed(state *ZTState, order parsedOrder) bool {
+	if order.RemarkOwned {
+		return true
+	}
+	o.mu.Lock()
+	for _, s := range o.subs {
+		if s.Code == order.StockCode && s.Side == order.Side {
+			o.mu.Unlock()
+			return true
+		}
+	}
+	o.mu.Unlock()
+	if state == nil {
+		return false
+	}
+	item := state.Get(order.StockCode)
+	if item == nil || item.Pending == "" {
+		return false
+	}
+	switch item.Pending {
+	case "base_opening", "add":
+		return order.Side == "buy"
+	case "sell_add", "sell_base":
+		return order.Side == "sell"
+	default:
+		return false
+	}
+}
+
+func (o *orderBook) unlockSide(code, side string) {
+	o.mu.Lock()
+	defer o.mu.Unlock()
+	delete(o.locks(side), code)
+	n := 0
+	for _, s := range o.subs {
+		if s.Code == code && s.Side == side {
+			continue
+		}
+		o.subs[n] = s
+		n++
+	}
+	o.subs = o.subs[:n]
+}
+
+func (o *orderBook) sideBusy(cfg Config, code, side string, active map[string]struct{}) bool {
+	if _, ok := active[code]; ok {
+		return true
+	}
+	return o.locked(cfg, code, side)
+}
+
+func (o *orderBook) locked(cfg Config, code, side string) bool {
+	o.mu.Lock()
+	defer o.mu.Unlock()
+	ts, ok := o.locks(side)[code]
+	return ok && time.Since(ts) < cfg.OrderTimeout
+}
+
+func (o *orderBook) locks(side string) map[string]time.Time {
+	if side == "buy" {
+		return o.buyLocks
+	}
+	return o.sellLocks
+}
+
+func (o *orderBook) hasActive(ctx context.Context, client *sdk.Client, cfg Config, code, side string) bool {
+	orders, err := o.query(ctx, client, cfg)
+	if err != nil {
+		return true
+	}
+	for _, item := range orders {
+		if item.StockCode == code && item.Active && item.Side == side {
+			return true
+		}
+	}
+	return false
+}
+
+func (o *orderBook) place(ctx context.Context, client *sdk.Client, cfg Config, side, code string, volume int, tag string) bool {
+	if volume <= 0 || volume%100 != 0 {
+		logf("ERROR", "[ZT][委托] %s 拒绝非整手数量=%d", code, volume)
+		return false
+	}
+	if o.locked(cfg, code, side) {
+		logf("INFO", "[ZT][委托] %s %s锁定中", code, side)
+		return false
+	}
+	if o.hasActive(ctx, client, cfg, code, side) {
+		logf("INFO", "[ZT][委托] %s 已有%s在途委托", code, side)
+		return false
+	}
+	_, err := client.PassorderLatest(ctx, side == "buy", code, volume)
+	if err != nil {
+		logf("ERROR", "[ZT][委托] %s 异常: %v", code, err)
+		return false
+	}
+	o.mu.Lock()
+	o.locks(side)[code] = time.Now()
+	o.subs = append(o.subs, submission{Code: code, Side: side, Volume: volume, At: time.Now(), Tag: tag})
+	o.mu.Unlock()
+	logf("INFO", "[ZT][委托] 已提交 %s %s %d股 tag=%s", side, code, volume, tag)
+	return true
+}
+
+func parseOrder(item map[string]string) parsedOrder {
+	operation := asIntS(mapGet(item, "m_nOffsetFlag", "m_nOrderType", "order_type"))
+	status := asIntS(mapGet(item, "m_nOrderStatus", "order_status", "status"))
+	tag := mapGet(item, "m_strRemark", "m_strUserOrderId", "order_remark")
+	orderTime := int64(asIntS(mapGet(item, "m_nOrderTime", "order_time")))
+	if orderTime > 1e11 {
+		orderTime /= 1000
+	}
+	if orderTime <= 0 {
+		date := mapGet(item, "m_strInsertDate")
+		clock := strings.ReplaceAll(mapGet(item, "m_strInsertTime"), ":", "")
+		if date != "" {
+			if len(clock) < 6 {
+				clock = strings.Repeat("0", 6-len(clock)) + clock
+			}
+			if t, err := time.ParseInLocation("20060102150405", date+clock, time.Local); err == nil {
+				orderTime = t.Unix()
+			}
+		}
+	}
+	side := "sell"
+	if operation == opBuyStock || operation == opBuyAlt {
+		side = "buy"
+	}
+	left := asIntS(mapGet(item, "m_nVolumeTotal", "volume_left"))
+	traded := asIntS(mapGet(item, "m_nVolumeTraded", "volume_traded"))
+	orig := asIntS(mapGet(item, "m_nVolumeTotalOriginal", "volume"))
+	_, active := activeStatuses[status]
+	return parsedOrder{
+		OrderID:      mapGet(item, "m_strOrderSysID", "m_nOrderID", "order_id"),
+		StockCode:    stockCodeFromMap(item),
+		Side:         side,
+		Active:       active,
+		OrderTime:    orderTime,
+		RemarkOwned:  strings.HasPrefix(tag, "zt:"),
+		VolumeOrig:   orig,
+		VolumeLeft:   left,
+		VolumeTraded: traded,
+		Tag:          tag,
+	}
+}
+
+func truthy(v any) bool {
+	if v == nil {
+		return false
+	}
+	switch x := v.(type) {
+	case bool:
+		return x
+	case string:
+		s := strings.ToLower(strings.TrimSpace(x))
+		return s == "true" || s == "1" || s == "yes"
+	case float64:
+		return x != 0
+	case int:
+		return x != 0
+	default:
+		s := strings.ToLower(strings.TrimSpace(fmt.Sprint(v)))
+		return s == "true" || s == "1"
+	}
+}
+
+func newOrderTag(leg string) string {
+	legCode := map[string]string{"base": "b", "add": "a", "take_profit": "t", "all": "s"}[leg]
+	if legCode == "" {
+		legCode = "x"
+	}
+	var buf [6]byte
+	_, _ = rand.Read(buf[:])
+	tag := fmt.Sprintf("zt:%s:%s", legCode, hex.EncodeToString(buf[:]))
+	if len(tag) > 24 {
+		return tag[:24]
+	}
+	return tag
+}
+
+func parseHM(now time.Time) int {
+	n, _ := strconv.Atoi(now.Format("1504"))
+	return n
+}
+
+func tradingTime(now time.Time) bool {
+	hm := parseHM(now)
+	return (hm >= 930 && hm <= 1130) || (hm >= 1300 && hm <= 1500)
+}

go-client/apps/zt/positions.go

@@ -0,0 +1,298 @@
+package main
+
+import (
+	"context"
+	"math"
+	"sync"
+
+	"big-qmt/go-client/sdk"
+)
+
+var posDip = struct {
+	mu    sync.Mutex
+	store map[string]dipWatch
+}{store: map[string]dipWatch{}}
+
+var peakMu sync.Mutex
+var peakGrids = map[string]int{}
+
+func peakKey(code, leg string) string { return code + "|" + leg }
+
+func positionCodes(positions []sdk.Position) map[string]struct{} {
+	out := map[string]struct{}{}
+	for _, p := range positions {
+		if p.Volume <= 0 {
+			continue
+		}
+		code := normalizeCode(p.StockCode, "")
+		if code != "" {
+			out[code] = struct{}{}
+		}
+	}
+	return out
+}
+
+func managePositions(ctx context.Context, client *sdk.Client, books *orderBook, cfg Config, ticks map[string]sdk.Tick, positions []sdk.Position, marketOK bool) {
+	if positions == nil {
+		logf("ERROR", "[ZT][持仓] 持仓查询失败，本轮跳过")
+		return
+	}
+	state := getState(cfg)
+	if !books.cancelExpired(ctx, client, cfg) {
+		logf("ERROR", "[ZT][持仓] 委托查询失败，本轮跳过")
+		return
+	}
+	buys, sells, ok := books.activeSets(ctx, client, cfg)
+	if !ok {
+		return
+	}
+	before := map[string]struct{}{}
+	for _, code := range state.Codes() {
+		before[code] = struct{}{}
+	}
+	if ticks == nil {
+		ticks = map[string]sdk.Tick{}
+	}
+	logf("INFO", "[ZT][持仓] 开始处理 %d 只", len(positions))
+	type row struct {
+		volume, usable int
+		avg, price     float64
+		stock          string
+		item           *SymbolState
+	}
+	rows := make([]row, 0, len(positions))
+	seen := map[string]struct{}{}
+	for _, pos := range positions {
+		code := normalizeCode(pos.StockCode, "")
+		if code == "" {
+			continue
+		}
+		seen[code] = struct{}{}
+		item := syncItem(cfg, state, code, pos.Volume, pos.OpenPrice, buys, sells, books)
+		if pos.Volume <= 0 {
+			continue
+		}
+		price := ticks[code].LastPrice
+		rows = append(rows, row{stock: code, volume: pos.Volume, usable: pos.CanUseVolume, avg: pos.OpenPrice, price: price, item: item})
+	}
+	for _, code := range state.Codes() {
+		if _, ok := seen[code]; !ok {
+			syncItem(cfg, state, code, 0, 0, buys, sells, books)
+		}
+	}
+	after := map[string]struct{}{}
+	for _, code := range state.Codes() {
+		after[code] = struct{}{}
+	}
+	for code := range before {
+		if _, ok := after[code]; !ok {
+			forget(code)
+		}
+	}
+	for _, r := range rows {
+		if r.item == nil || r.item.Pending != "" {
+			continue
+		}
+		if r.avg <= 0 || r.price <= 0 || r.volume%100 != 0 {
+			continue
+		}
+		if r.volume != r.item.BaseQty+r.item.AddQty {
+			logf("INFO", "[ZT][持仓] %s 数量异常，底仓=%d 补仓=%d 现有=%d", r.stock, r.item.BaseQty, r.item.AddQty, r.volume)
+			continue
+		}
+		holdingAdd := r.item.AddQty > 0
+		legName := "底仓"
+		if holdingAdd {
+			legName = "补仓腿"
+		}
+		logf("INFO", "[ZT][持仓] %s 现价=%.2f 成本=%.2f 可用=%d %s", r.stock, r.price, r.avg, r.usable, legName)
+		if holdingAdd {
+			addPnL := -999.0
+			if r.item.AddCost > 0 {
+				addPnL = (r.price - r.item.AddCost) / r.item.AddCost * 100
+			}
+			if retreated(cfg, r.item, "add", addPnL) {
+				sellLeg(ctx, client, books, cfg, r.item, r.usable, r.item.AddQty, "add", addPnL)
+			}
+			continue
+		}
+		basePnL := -999.0
+		if r.item.BaseCost > 0 {
+			basePnL = (r.price - r.item.BaseCost) / r.item.BaseCost * 100
+		}
+		if retreated(cfg, r.item, "base", basePnL) {
+			sellLeg(ctx, client, books, cfg, r.item, r.usable, r.item.BaseQty, "base", basePnL)
+		} else if r.item.AddQty <= 0 && r.item.AddCost <= 0 && basePnL <= cfg.LossTriggerPct {
+			addOnRebound(ctx, client, books, cfg, r.item, r.price, marketOK)
+		}
+	}
+	state.Save()
+}
+
+func syncItem(cfg Config, state *ZTState, code string, volume int, avgPrice float64, buys, sells map[string]struct{}, books *orderBook) *SymbolState {
+	item := state.Get(code)
+	if item == nil {
+		if volume > 0 {
+			if cfg.AdoptExisting && avgPrice > 0 {
+				item = state.Ensure(code)
+				item.BaseQty, item.BaseCost, item.Pending = volume, avgPrice, ""
+				logf("WARNING", "[ZT][持仓] %s 接管为底仓", code)
+				return item
+			}
+			logf("ERROR", "[ZT][持仓] %s 无本地状态，跳过", code)
+		}
+		return nil
+	}
+	switch item.Pending {
+	case "base_opening":
+		syncOpen(cfg, state, item, volume, avgPrice, buys, books)
+	case "add":
+		syncAdd(cfg, state, item, volume, avgPrice, buys, books)
+	case "sell_add":
+		syncSellAdd(cfg, state, item, volume, avgPrice, sells, books)
+	case "sell_base":
+		syncSellBase(cfg, state, item, volume, avgPrice, sells, books)
+	default:
+		if volume <= 0 {
+			state.Remove(code)
+			logf("INFO", "[ZT][持仓] %s 已无持仓，清除状态", code)
+			return nil
+		}
+	}
+	return state.Get(code)
+}
+
+func syncOpen(cfg Config, state *ZTState, item *SymbolState, volume int, avgPrice float64, buys map[string]struct{}, books *orderBook) {
+	if volume > 0 {
+		item.BaseQty, item.BaseCost = volume, avgPrice
+	}
+	if books.sideBusy(cfg, item.Code, "buy", buys) {
+		return
+	}
+	if volume <= 0 {
+		state.Remove(item.Code)
+		logf("INFO", "[ZT][委托] %s 开仓委托已失效，允许重新开仓", item.Code)
+		return
+	}
+	item.Pending = ""
+	logf("INFO", "[ZT][持仓] %s 开仓确认 数量=%d 成本=%.2f", item.Code, item.BaseQty, item.BaseCost)
+}
+
+func syncAdd(cfg Config, state *ZTState, item *SymbolState, volume int, avgPrice float64, buys map[string]struct{}, books *orderBook) {
+	if volume > item.BaseQty {
+		item.AddQty = volume - item.BaseQty
+		if item.AddQty > 0 {
+			item.AddCost = math.Max(0, (avgPrice*float64(volume)-item.BaseCost*float64(item.BaseQty))/float64(item.AddQty))
+		}
+	}
+	if books.sideBusy(cfg, item.Code, "buy", buys) {
+		return
+	}
+	if volume <= 0 {
+		state.Remove(item.Code)
+		logf("INFO", "[ZT][委托] %s 补仓后无持仓，清除状态", item.Code)
+		return
+	}
+	if volume <= item.BaseQty {
+		item.AddQty = 0
+		item.AddCost = 0
+		logf("INFO", "[ZT][持仓] %s 补仓未成交，回退底仓", item.Code)
+	}
+	item.Pending = ""
+}
+
+func syncSellAdd(cfg Config, state *ZTState, item *SymbolState, volume int, avgPrice float64, sells map[string]struct{}, books *orderBook) {
+	if volume <= 0 {
+		if !books.sideBusy(cfg, item.Code, "sell", sells) {
+			state.Remove(item.Code)
+			logf("INFO", "[ZT][委托] %s 卖出后已无持仓，清除状态", item.Code)
+		}
+		return
+	}
+	if volume <= item.BaseQty {
+		item.BaseQty, item.BaseCost = volume, avgPrice
+		item.AddQty = 0
+		peakMu.Lock()
+		delete(peakGrids, peakKey(item.Code, "add"))
+		peakMu.Unlock()
+	} else {
+		item.AddQty = volume - item.BaseQty
+	}
+	if !books.sideBusy(cfg, item.Code, "sell", sells) {
+		item.Pending = ""
+	}
+}
+
+func syncSellBase(cfg Config, state *ZTState, item *SymbolState, volume int, avgPrice float64, sells map[string]struct{}, books *orderBook) {
+	if volume <= 0 {
+		if !books.sideBusy(cfg, item.Code, "sell", sells) {
+			state.Remove(item.Code)
+			logf("INFO", "[ZT][委托] %s 卖出后已无持仓，清除状态", item.Code)
+		}
+		return
+	}
+	item.BaseQty, item.BaseCost = volume, avgPrice
+	if !books.sideBusy(cfg, item.Code, "sell", sells) {
+		item.Pending = ""
+	}
+}
+
+func addOnRebound(ctx context.Context, client *sdk.Client, books *orderBook, cfg Config, item *SymbolState, price float64, marketOK bool) {
+	if !marketOK || !dipTriggered(&posDip.mu, posDip.store, cfg, "补仓", item.Code, price) {
+		return
+	}
+	if books.place(ctx, client, cfg, "buy", item.Code, item.BaseQty, newOrderTag("add")) {
+		item.AddCost = price
+		item.Pending = "add"
+		getState(cfg).Save()
+		logf("INFO", "[ZT][补仓] %s 买入 %d 股", item.Code, item.BaseQty)
+	}
+}
+
+func retreated(cfg Config, item *SymbolState, leg string, pnl float64) bool {
+	if pnl < cfg.MinProfitPct {
+		return false
+	}
+	grid := int(math.Floor(pnl / cfg.GridStepPct))
+	key := peakKey(item.Code, leg)
+	peakMu.Lock()
+	defer peakMu.Unlock()
+	peak, ok := peakGrids[key]
+	if !ok || grid > peak {
+		peakGrids[key] = grid
+		logf("INFO", "[ZT][止盈] %s %s峰值网格=%d", item.Code, leg, grid)
+		return false
+	}
+	return grid < peak
+}
+
+func sellLeg(ctx context.Context, client *sdk.Client, books *orderBook, cfg Config, item *SymbolState, usable, volume int, leg string, pnl float64) {
+	volume -= volume % 100
+	if volume <= 0 || usable < volume {
+		logf("INFO", "[ZT][止盈] %s 可用股数不足，需要=%d 可用=%d", item.Code, volume, usable)
+		return
+	}
+	if !books.place(ctx, client, cfg, "sell", item.Code, volume, newOrderTag(leg)) {
+		return
+	}
+	if leg == "add" {
+		item.Pending = "sell_add"
+	} else {
+		item.Pending = "sell_base"
+	}
+	getState(cfg).Save()
+	logf("INFO", "[ZT][止盈] %s 卖出 %d 股，%s腿盈利=%.2f%%", item.Code, volume, leg, pnl)
+}
+
+func forget(code string) {
+	openDip.mu.Lock()
+	delete(openDip.store, code)
+	openDip.mu.Unlock()
+	posDip.mu.Lock()
+	delete(posDip.store, code)
+	posDip.mu.Unlock()
+	peakMu.Lock()
+	delete(peakGrids, peakKey(code, "base"))
+	delete(peakGrids, peakKey(code, "add"))
+	peakMu.Unlock()
+}

go-client/apps/zt/remote.go

@@ -0,0 +1,278 @@
+package main
+
+import (
+	"encoding/json"
+	"fmt"
+	"io"
+	"net/http"
+	"net/url"
+	"os"
+	"path/filepath"
+	"strings"
+	"sync"
+	"time"
+)
+
+type dailyCache struct {
+	Date      string `json:"date"`
+	FetchedAt string `json:"fetched_at"`
+	OK        bool   `json:"ok"`
+	Data      any    `json:"data"`
+}
+
+var memCache sync.Map
+
+func getJSON(rawURL string, params url.Values, timeout time.Duration) (map[string]any, error) {
+	if params != nil {
+		if strings.Contains(rawURL, "?") {
+			rawURL += "&" + params.Encode()
+		} else {
+			rawURL += "?" + params.Encode()
+		}
+	}
+	req, err := http.NewRequest(http.MethodGet, rawURL, nil)
+	if err != nil {
+		return nil, err
+	}
+	req.Header.Set("Accept", "application/json")
+	req.Header.Set("User-Agent", "big-qmt-go-zt/1")
+	client := &http.Client{Timeout: timeout}
+	resp, err := client.Do(req)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+	body, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return nil, err
+	}
+	if resp.StatusCode >= 400 {
+		return nil, fmt.Errorf("http %d: %s", resp.StatusCode, strings.TrimSpace(string(body)))
+	}
+	out := map[string]any{}
+	if err := json.Unmarshal(body, &out); err != nil {
+		return nil, err
+	}
+	return out, nil
+}
+
+func daily(cfg Config, name, filename string, loader func() (any, error), now time.Time) *dailyCache {
+	if int(parseHM(now)) < cfg.ReadyCacheStart {
+		return nil
+	}
+	day := now.Format("20060102")
+	path := filepath.Join(cfg.DataDir, fmt.Sprintf(filename, day))
+	if v, ok := memCache.Load(path); ok {
+		if c, ok := v.(*dailyCache); ok && c.Date == day {
+			return c
+		}
+	}
+	cached := loadDailyFile(path)
+	if cached != nil && cached.Date == day {
+		memCache.Store(path, cached)
+		return cached
+	}
+	data, err := loader()
+	ok := err == nil
+	if err != nil {
+		logf("ERROR", "%s 当日请求失败: %v", name, err)
+		data = map[string]any{}
+	}
+	cached = &dailyCache{
+		Date:      day,
+		FetchedAt: now.Format("2006-01-02 15:04:05"),
+		OK:        ok,
+		Data:      data,
+	}
+	raw, _ := json.MarshalIndent(map[string]any{"version": 1, "data": map[string]any{
+		"date": cached.Date, "fetched_at": cached.FetchedAt, "ok": cached.OK, "data": cached.Data,
+	}}, "", "  ")
+	if err := os.WriteFile(path+".tmp", raw, 0o644); err == nil {
+		_ = os.Rename(path+".tmp", path)
+	}
+	memCache.Store(path, cached)
+	return cached
+}
+
+func loadDailyFile(path string) *dailyCache {
+	raw, err := os.ReadFile(path)
+	if err != nil {
+		return nil
+	}
+	var payload struct {
+		Version int            `json:"version"`
+		Data    map[string]any `json:"data"`
+	}
+	if json.Unmarshal(raw, &payload) != nil || payload.Version != 1 || payload.Data == nil {
+		return nil
+	}
+	c := &dailyCache{}
+	b, _ := json.Marshal(payload.Data)
+	if json.Unmarshal(b, c) != nil {
+		return nil
+	}
+	return c
+}
+
+func fetchSignal(cfg Config, name string) map[string]map[string]any {
+	cached := daily(cfg, name, "open_%s.json", func() (any, error) {
+		q := url.Values{"host_key": {cfg.HostKey}}
+		payload, err := getJSON(cfg.APIHost+"/a/"+name, q, cfg.HTTPTimeout)
+		if err != nil {
+			return nil, err
+		}
+		return normalizeZT(payload), nil
+	}, time.Now())
+	if cached == nil || !cached.OK {
+		return map[string]map[string]any{}
+	}
+	return asSignalMap(cached.Data)
+}
+
+func asSignalMap(data any) map[string]map[string]any {
+	out := map[string]map[string]any{}
+	switch v := data.(type) {
+	case map[string]map[string]any:
+		return v
+	case map[string]any:
+		for code, val := range v {
+			if m, ok := val.(map[string]any); ok {
+				out[code] = m
+			} else {
+				out[code] = map[string]any{"code": code}
+			}
+		}
+	}
+	return out
+}
+
+func normalizeZT(payload map[string]any) map[string]map[string]any {
+	data, _ := payload["data"]
+	out := map[string]map[string]any{}
+	switch v := data.(type) {
+	case []any:
+		for _, item := range v {
+			m, ok := item.(map[string]any)
+			if !ok {
+				continue
+			}
+			code, _ := m["code"].(string)
+			if code != "" {
+				out[code] = m
+			}
+		}
+	case map[string]any:
+		if code, _ := v["code"].(string); code != "" {
+			out[code] = v
+			return out
+		}
+		for code, val := range v {
+			if m, ok := val.(map[string]any); ok {
+				if _, has := m["code"]; !has {
+					m["code"] = code
+				}
+				out[code] = m
+			} else {
+				out[code] = map[string]any{"code": code}
+			}
+		}
+	}
+	return out
+}
+
+func passCodes(cfg Config) []string {
+	load := func() (any, error) {
+		payload, err := getJSON(cfg.APIHost+"/a/pass_codes", nil, cfg.HTTPTimeout)
+		if err != nil {
+			return nil, err
+		}
+		data, _ := payload["data"].([]any)
+		if data == nil {
+			return nil, fmt.Errorf("接口 data 不是数组")
+		}
+		codes := make([]string, 0, len(data))
+		for _, item := range data {
+			s := strings.ToUpper(strings.TrimSpace(fmt.Sprint(item)))
+			if s != "" && s != "<nil>" {
+				codes = append(codes, s)
+			}
+		}
+		return codes, nil
+	}
+	cached := daily(cfg, "pass_codes", "pass_codes_%s.json", load, time.Now())
+	codes := codesFromAny(cached)
+	if len(codes) > 0 {
+		return codes
+	}
+	logf("INFO", "pass_codes 为空，重新获取")
+	data, err := load()
+	if err != nil {
+		logf("ERROR", "pass_codes 重新获取失败: %v", err)
+		return nil
+	}
+	list, _ := data.([]string)
+	return list
+}
+
+func codesFromAny(cached *dailyCache) []string {
+	if cached == nil || !cached.OK {
+		return nil
+	}
+	switch v := cached.Data.(type) {
+	case []string:
+		return v
+	case []any:
+		out := make([]string, 0, len(v))
+		for _, item := range v {
+			s := strings.ToUpper(strings.TrimSpace(fmt.Sprint(item)))
+			if s != "" && s != "<nil>" {
+				out = append(out, s)
+			}
+		}
+		return out
+	}
+	return nil
+}
+
+func marketAllowOpen(cfg Config) bool {
+	payload, err := getJSON(cfg.APIHost+"/a/market", url.Values{"period": {"60m"}}, cfg.HTTPTimeout)
+	if err != nil {
+		logf("ERROR", "获取60m大盘信号失败: %s %v", cfg.APIHost+"/a/market", err)
+		return false
+	}
+	status := marketStatus(payload)
+	logf("INFO", "大盘信号: status=%s", status)
+	return status == "UP"
+}
+
+func marketStatus(payload map[string]any) string {
+	var value any = payload
+	if m, ok := value.(map[string]any); ok {
+		if d, exists := m["data"]; exists {
+			value = d
+		}
+	}
+	if arr, ok := value.([]any); ok {
+		if len(arr) == 0 {
+			value = nil
+		} else {
+			value = arr[len(arr)-1]
+		}
+	}
+	if m, ok := value.(map[string]any); ok {
+		if v, exists := m["action"]; exists {
+			value = v
+		} else if v, exists := m["status"]; exists {
+			value = v
+		} else if v, exists := m["signal"]; exists {
+			value = v
+		}
+	}
+	s := strings.ToUpper(strings.TrimSpace(fmt.Sprint(value)))
+	switch s {
+	case "UP", "DOWN", "NEUTRAL":
+		return s
+	default:
+		return "UNKNOWN"
+	}
+}

go-client/apps/zt/state.go

@@ -0,0 +1,179 @@
+package main
+
+import (
+	"encoding/json"
+	"fmt"
+	"os"
+	"path/filepath"
+	"sync"
+)
+
+type SymbolState struct {
+	Code     string  `json:"code"`
+	BaseQty  int     `json:"base_qty"`
+	BaseCost float64 `json:"base_cost"`
+	AddQty   int     `json:"add_qty"`
+	AddCost  float64 `json:"add_cost"`
+	Pending  string  `json:"pending"`
+}
+
+type filePayload struct {
+	Version int            `json:"version"`
+	Data    map[string]any `json:"data"`
+}
+
+type ZTState struct {
+	path      string
+	Items     map[string]*SymbolState
+	LoadError string
+	mu        sync.Mutex
+}
+
+var (
+	statesMu sync.Mutex
+	states   = map[string]*ZTState{}
+)
+
+func getState(cfg Config) *ZTState {
+	statesMu.Lock()
+	defer statesMu.Unlock()
+	if s, ok := states[cfg.AccountID]; ok {
+		return s
+	}
+	s := loadZTState(cfg.DataDir, cfg.AccountID)
+	states[cfg.AccountID] = s
+	return s
+}
+
+func loadZTState(dataDir, accountID string) *ZTState {
+	st := &ZTState{
+		path:  filepath.Join(dataDir, fmt.Sprintf("zt_%s_state.json", accountID)),
+		Items: map[string]*SymbolState{},
+	}
+	raw, err := os.ReadFile(st.path)
+	if err != nil {
+		if os.IsNotExist(err) {
+			return st
+		}
+		st.rebuild(err)
+		return st
+	}
+	var payload filePayload
+	if err := json.Unmarshal(raw, &payload); err != nil || payload.Version != 1 {
+		st.rebuild(fmt.Errorf("状态文件版本无效"))
+		return st
+	}
+	data := payload.Data
+	if data == nil {
+		st.rebuild(fmt.Errorf("状态文件内容无效"))
+		return st
+	}
+	symbolsAny, _ := data["symbols"]
+	symbols, _ := symbolsAny.(map[string]any)
+	if symbols == nil {
+		if _, ok := data["code"]; ok {
+			symbols = map[string]any{}
+		} else {
+			symbols = data
+		}
+	}
+	for code, value := range symbols {
+		m, ok := value.(map[string]any)
+		if !ok {
+			continue
+		}
+		item := &SymbolState{Code: code}
+		b, _ := json.Marshal(m)
+		_ = json.Unmarshal(b, item)
+		item.Code = code
+		st.Items[code] = item
+	}
+	return st
+}
+
+func (s *ZTState) rebuild(err error) {
+	if err := os.Remove(s.path); err != nil && !os.IsNotExist(err) {
+		s.LoadError = err.Error()
+		logf("ERROR", "[ZT][状态] 状态文件重建失败: %s", s.LoadError)
+		return
+	}
+	s.Items = map[string]*SymbolState{}
+	if saveErr := s.saveUnlocked(); saveErr != nil {
+		s.LoadError = fmt.Sprintf("%v；重建失败: %v", err, saveErr)
+		logf("ERROR", "[ZT][状态] 状态文件重建失败: %s", s.LoadError)
+		return
+	}
+	logf("WARNING", "[ZT][状态] 状态文件损坏，已删除并重建: %v", err)
+}
+
+func (s *ZTState) Get(code string) *SymbolState {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	return s.Items[code]
+}
+
+func (s *ZTState) Ensure(code string) *SymbolState {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	if item, ok := s.Items[code]; ok {
+		return item
+	}
+	item := &SymbolState{Code: code}
+	s.Items[code] = item
+	return item
+}
+
+func (s *ZTState) Remove(code string) {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	delete(s.Items, code)
+}
+
+func (s *ZTState) Codes() []string {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	out := make([]string, 0, len(s.Items))
+	for code := range s.Items {
+		out = append(out, code)
+	}
+	return out
+}
+
+func (s *ZTState) Save() {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+	if s.LoadError != "" {
+		return
+	}
+	if err := s.saveUnlocked(); err != nil {
+		logf("ERROR", "[ZT][状态] 保存失败: %v", err)
+	}
+}
+
+func (s *ZTState) saveUnlocked() error {
+	symbols := map[string]any{}
+	for code, item := range s.Items {
+		symbols[code] = item
+	}
+	payload := filePayload{Version: 1, Data: map[string]any{"symbols": symbols}}
+	raw, err := json.Marshal(payload)
+	if err != nil {
+		return err
+	}
+	if err := os.MkdirAll(filepath.Dir(s.path), 0o755); err != nil {
+		return err
+	}
+	tmp := s.path + ".tmp"
+	if err := os.WriteFile(tmp, raw, 0o644); err != nil {
+		return err
+	}
+	return replaceFile(tmp, s.path)
+}
+
+func replaceFile(tmp, dest string) error {
+	if err := os.Rename(tmp, dest); err == nil {
+		return nil
+	}
+	_ = os.Remove(dest)
+	return os.Rename(tmp, dest)
+}

go-client/apps/zt/stock.go

@@ -0,0 +1,104 @@
+package main
+
+import (
+	"fmt"
+	"strings"
+	"unicode"
+)
+
+var exchangeAlias = map[string]string{
+	"SSE": "SH", "SHSE": "SH", "XSHG": "SH",
+	"SZSE": "SZ", "XSHE": "SZ",
+	"BSE": "BJ", "BJSE": "BJ",
+}
+
+func stockCodeFromMap(item map[string]string) string {
+	code := strings.ToUpper(strings.TrimSpace(mapGet(item, "m_strInstrumentID", "StockCode", "stock_code", "code")))
+	ex := mapGet(item, "m_strExchangeID", "exchange", "exchange_id")
+	return normalizeCode(code, ex)
+}
+
+func normalizeCode(code, exchange string) string {
+	code = strings.ToUpper(strings.TrimSpace(code))
+	if code == "" {
+		return ""
+	}
+	if i := strings.LastIndex(code, "."); i >= 0 {
+		symbol, ex := code[:i], code[i+1:]
+		ex = canonExchange(ex)
+		if ex == "SH" || ex == "SZ" || ex == "BJ" {
+			return symbol + "." + ex
+		}
+		return ""
+	}
+	ex := canonExchange(exchange)
+	if ex == "" && looksDigits(code, 6) {
+		switch {
+		case strings.HasPrefix(code, "92") || code[0] == '4' || code[0] == '8':
+			ex = "BJ"
+		case code[0] == '5' || code[0] == '6' || code[0] == '9' || strings.HasPrefix(code, "11"):
+			ex = "SH"
+		case code[0] == '0' || code[0] == '1' || code[0] == '2' || code[0] == '3':
+			ex = "SZ"
+		}
+	}
+	if ex == "SH" || ex == "SZ" || ex == "BJ" {
+		return code + "." + ex
+	}
+	return ""
+}
+
+func canonExchange(ex string) string {
+	ex = strings.ToUpper(strings.TrimSpace(ex))
+	if v, ok := exchangeAlias[ex]; ok {
+		return v
+	}
+	return ex
+}
+
+func looksDigits(s string, n int) bool {
+	if len(s) != n {
+		return false
+	}
+	for _, r := range s {
+		if !unicode.IsDigit(r) {
+			return false
+		}
+	}
+	return true
+}
+
+func mapGet(item map[string]string, names ...string) string {
+	for _, name := range names {
+		if v := strings.TrimSpace(item[name]); v != "" {
+			return v
+		}
+	}
+	return ""
+}
+
+func asIntS(s string) int {
+	s = strings.TrimSpace(s)
+	if s == "" {
+		return 0
+	}
+	var n int
+	_, _ = fmt.Sscanf(s, "%d", &n)
+	if n == 0 {
+		var f float64
+		if _, err := fmt.Sscanf(s, "%f", &f); err == nil {
+			return int(f)
+		}
+	}
+	return n
+}
+
+func asFloatS(s string) float64 {
+	s = strings.TrimSpace(s)
+	if s == "" {
+		return 0
+	}
+	var f float64
+	_, _ = fmt.Sscanf(s, "%f", &f)
+	return f
+}

go-client/go.mod

@@ -0,0 +1,3 @@
+module big-qmt/go-client
+
+go 1.22

go-client/sdk/account.go

@@ -0,0 +1,193 @@
+package sdk
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+)
+
+// Position 对应 HoldingHandler 封装后的持仓。
+type Position struct {
+	StockCode       string  `json:"StockCode"`
+	StockName       string  `json:"StockName"`
+	Direction       any     `json:"Direction"`
+	Volume          int     `json:"Volume"`
+	OpenPrice       float64 `json:"OpenPrice"`
+	FloatProfit     float64 `json:"FloatProfit"`
+	MarketValue     float64 `json:"MarketValue"`
+	StockHolder     string  `json:"StockHolder"`
+	FrozenVolume    int     `json:"FrozenVolume"`
+	CanUseVolume    int     `json:"CanUseVolume"`
+	OnRoadVolume    int     `json:"OnRoadVolume"`
+	YesterdayVolume int     `json:"YesterdayVolume"`
+	LastPrice       float64 `json:"LastPrice"`
+	ProfitRate      float64 `json:"ProfitRate"`
+	FutureTradeType any     `json:"FutureTradeType"`
+	ExpireDate      string  `json:"ExpireDate"`
+}
+
+// Assets 对应 /api/v2/assets。
+type Assets struct {
+	Total     float64 `json:"total"`
+	Available float64 `json:"available"`
+}
+
+type accountBody struct {
+	Account string `json:"account"`
+}
+
+func (c *Client) Positions(ctx context.Context, account string) ([]Position, error) {
+	raw := map[string]json.RawMessage{}
+	if err := c.post(ctx, "/api/v2/positions", accountBody{Account: c.Account(account)}, &raw); err != nil {
+		return nil, err
+	}
+	out := make([]Position, 0, len(raw))
+	for code, blob := range raw {
+		var p Position
+		if err := json.Unmarshal(blob, &p); err != nil {
+			return nil, fmt.Errorf("position %s: %w", code, err)
+		}
+		if p.StockCode == "" {
+			p.StockCode = code
+		}
+		out = append(out, p)
+	}
+	return out, nil
+}
+
+func (c *Client) Holding(ctx context.Context, account string) ([]Position, error) {
+	raw := map[string]json.RawMessage{}
+	if err := c.post(ctx, "/api/holding", accountBody{Account: c.Account(account)}, &raw); err != nil {
+		return nil, err
+	}
+	out := make([]Position, 0, len(raw))
+	for code, blob := range raw {
+		var p Position
+		if err := json.Unmarshal(blob, &p); err != nil {
+			return nil, fmt.Errorf("holding %s: %w", code, err)
+		}
+		if p.StockCode == "" {
+			p.StockCode = code
+		}
+		out = append(out, p)
+	}
+	return out, nil
+}
+
+func (c *Client) Assets(ctx context.Context, account string) (*Assets, error) {
+	var out Assets
+	if err := c.post(ctx, "/api/v2/assets", accountBody{Account: c.Account(account)}, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+func (c *Client) TotalMoney(ctx context.Context, account string) (float64, error) {
+	var out struct {
+		TotalMoney float64 `json:"total_money"`
+	}
+	if err := c.post(ctx, "/api/money/total", accountBody{Account: c.Account(account)}, &out); err != nil {
+		return 0, err
+	}
+	return out.TotalMoney, nil
+}
+
+func (c *Client) AvailableMoney(ctx context.Context, account string) (float64, error) {
+	var out struct {
+		AvailableMoney float64 `json:"available_money"`
+	}
+	if err := c.post(ctx, "/api/money/available", accountBody{Account: c.Account(account)}, &out); err != nil {
+		return 0, err
+	}
+	return out.AvailableMoney, nil
+}
+
+type OrderRefResult struct {
+	Status   string `json:"status"`
+	Action   string `json:"action"`
+	Stock    string `json:"stock"`
+	OpType   int    `json:"opType"`
+	OrderRef string `json:"order_ref"`
+}
+
+func (c *Client) Buy(ctx context.Context, stock string, price float64, volume int, prType int) (*OrderRefResult, error) {
+	body := map[string]any{"stock": stock, "price": price, "volume": volume}
+	if prType != 0 {
+		body["prType"] = prType
+	}
+	var out OrderRefResult
+	if err := c.post(ctx, "/api/order/buy", body, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+func (c *Client) Sell(ctx context.Context, stock string, price float64, volume int, prType int) (*OrderRefResult, error) {
+	body := map[string]any{"stock": stock, "price": price, "volume": volume}
+	if prType != 0 {
+		body["prType"] = prType
+	}
+	var out OrderRefResult
+	if err := c.post(ctx, "/api/order/sell", body, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+type OrderStatus struct {
+	OrderSysID   string `json:"order_sys_id"`
+	Status       int    `json:"status"`
+	VolumeLeft   int    `json:"volume_left"`
+	VolumeTraded int    `json:"volume_traded"`
+}
+
+func (c *Client) OrderStatusList(ctx context.Context, account string) ([]OrderStatus, error) {
+	var out struct {
+		Orders []OrderStatus `json:"orders"`
+	}
+	if err := c.post(ctx, "/api/order/status", accountBody{Account: c.Account(account)}, &out); err != nil {
+		return nil, err
+	}
+	return out.Orders, nil
+}
+
+type CanceledOrder struct {
+	OrderSysID string `json:"order_sys_id"`
+	Stock      string `json:"stock"`
+	VolumeLeft int    `json:"volume_left"`
+}
+
+type CancelAllResult struct {
+	Status         string          `json:"status"`
+	Message        string          `json:"message"`
+	CanceledOrders []CanceledOrder `json:"canceled_orders"`
+	CanceledSysIDs []string        `json:"canceled_sys_ids"`
+}
+
+func (c *Client) CancelAll(ctx context.Context, account string) (*CancelAllResult, error) {
+	var out CancelAllResult
+	if err := c.post(ctx, "/api/order/cancel_all", accountBody{Account: c.Account(account)}, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+// CancelByRule 按「代码.市场 + (剩余+已成)」匹配撤单。HTTP 没有按委托号撤单，ZT 用它代替 cancel(orderId)。
+func (c *Client) CancelByRule(ctx context.Context, stock string, volume int, account string) (*CancelAllResult, error) {
+	var out CancelAllResult
+	body := map[string]any{"stock": stock, "volume": volume, "account": c.Account(account)}
+	if err := c.post(ctx, "/api/order/cancel_order", body, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+func (c *Client) Deals(ctx context.Context, account string) ([]map[string]string, error) {
+	var out struct {
+		Deals []map[string]string `json:"deals"`
+	}
+	if err := c.post(ctx, "/api/order/deal", accountBody{Account: c.Account(account)}, &out); err != nil {
+		return nil, err
+	}
+	return out.Deals, nil
+}

go-client/sdk/check.go

@@ -0,0 +1,67 @@
+package sdk
+
+import "context"
+
+func (c *Client) IsLastBar(ctx context.Context) (any, error) {
+	var out struct {
+		IsLastBar any `json:"is_last_bar"`
+	}
+	if err := c.get(ctx, "/api/check/is_last_bar", &out); err != nil {
+		return nil, err
+	}
+	return out.IsLastBar, nil
+}
+
+func (c *Client) IsNewBar(ctx context.Context) (any, error) {
+	var out struct {
+		IsNewBar any `json:"is_new_bar"`
+	}
+	if err := c.get(ctx, "/api/check/is_new_bar", &out); err != nil {
+		return nil, err
+	}
+	return out.IsNewBar, nil
+}
+
+func (c *Client) IsSuspendedStock(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		Stockcode   string `json:"stockcode"`
+		IsSuspended any    `json:"is_suspended"`
+	}
+	if err := c.post(ctx, "/api/check/is_suspended_stock", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.IsSuspended, nil
+}
+
+func (c *Client) IsSectorStock(ctx context.Context, sectorname, market, stockcode string) (any, error) {
+	var out struct {
+		IsInSector any `json:"is_in_sector"`
+	}
+	body := map[string]any{"sectorname": sectorname, "market": market, "stockcode": stockcode}
+	if err := c.post(ctx, "/api/check/is_sector_stock", body, &out); err != nil {
+		return nil, err
+	}
+	return out.IsInSector, nil
+}
+
+func (c *Client) IsTypedStock(ctx context.Context, stocktypenum int, market, stockcode string) (any, error) {
+	var out struct {
+		Result any `json:"result"`
+	}
+	body := map[string]any{"stocktypenum": stocktypenum, "market": market, "stockcode": stockcode}
+	if err := c.post(ctx, "/api/check/is_typed_stock", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Result, nil
+}
+
+func (c *Client) IndustryNameOfStock(ctx context.Context, industryType, stockcode string) (any, error) {
+	var out struct {
+		IndustryName any `json:"industry_name"`
+	}
+	body := map[string]any{"industryType": industryType, "stockcode": stockcode}
+	if err := c.post(ctx, "/api/check/get_industry_name_of_stock", body, &out); err != nil {
+		return nil, err
+	}
+	return out.IndustryName, nil
+}

go-client/sdk/client.go

@@ -0,0 +1,111 @@
+package sdk
+
+import (
+	"bytes"
+	"context"
+	"encoding/json"
+	"fmt"
+	"io"
+	"net/http"
+	"strings"
+	"time"
+)
+
+
+// Client 调用 QMT HTTP API。
+type Client struct {
+	baseURL string
+	token   string
+	accountType string
+	http    *http.Client
+}
+
+func New(baseURL, token, accountType string, timeout time.Duration) *Client {
+	base := strings.TrimRight(baseURL, "/")
+	return &Client{baseURL: base, token: token, accountType: accountType, http: &http.Client{Timeout: timeout}}
+}
+
+func (c *Client) Account(override string) string {
+	if strings.TrimSpace(override) != "" {
+		return override
+	}
+	return c.accountType
+}
+
+func (c *Client) get(ctx context.Context, path string, dest any) error {
+	return c.do(ctx, http.MethodGet, path, nil, dest)
+}
+
+func (c *Client) post(ctx context.Context, path string, body any, dest any) error {
+	if body == nil {
+		body = map[string]any{}
+	}
+	return c.do(ctx, http.MethodPost, path, body, dest)
+}
+
+func (c *Client) do(ctx context.Context, method, path string, body any, dest any) error {
+	var rdr io.Reader
+	if body != nil && method != http.MethodGet {
+		raw, err := json.Marshal(body)
+		if err != nil {
+			return fmt.Errorf("marshal request: %w", err)
+		}
+		rdr = bytes.NewReader(raw)
+	}
+	req, err := http.NewRequestWithContext(ctx, method, c.baseURL+path, rdr)
+	if err != nil {
+		return err
+	}
+	req.Header.Set("X-Token", c.token)
+	req.Header.Set("Accept", "application/json")
+	if rdr != nil {
+		req.Header.Set("Content-Type", "application/json")
+	}
+	resp, err := c.http.Do(req)
+	if err != nil {
+		return err
+	}
+	defer resp.Body.Close()
+	raw, err := io.ReadAll(resp.Body)
+	if err != nil {
+		return err
+	}
+	if resp.StatusCode >= 400 {
+		apiErr := &APIError{StatusCode: resp.StatusCode, Message: strings.TrimSpace(string(raw))}
+		var parsed APIError
+		if json.Unmarshal(raw, &parsed) == nil {
+			if parsed.StatusCode == 0 {
+				parsed.StatusCode = resp.StatusCode
+			}
+			if parsed.Message != "" {
+				apiErr = &parsed
+			}
+		}
+		return apiErr
+	}
+	if dest == nil || len(raw) == 0 {
+		return nil
+	}
+	if err := json.Unmarshal(raw, dest); err != nil {
+		return fmt.Errorf("unmarshal %s: %w; body=%s", path, err, truncate(raw, 512))
+	}
+	return nil
+}
+
+func truncate(b []byte, n int) string {
+	if len(b) <= n {
+		return string(b)
+	}
+	return string(b[:n]) + "..."
+}
+
+func ArrayJoin(items []string) string {
+	parts := make([]string, 0, len(items))
+	for _, s := range items {
+		s = strings.TrimSpace(s)
+		if s != "" {
+			parts = append(parts, s)
+		}
+	}
+	return strings.Join(parts, ",")
+}

go-client/sdk/coerce.go

@@ -0,0 +1,94 @@
+package sdk
+
+import (
+	"encoding/json"
+	"strconv"
+	"strings"
+)
+
+func asString(v any) string {
+	if v == nil {
+		return ""
+	}
+	switch x := v.(type) {
+	case string:
+		return x
+	case json.Number:
+		return x.String()
+	case []byte:
+		return string(x)
+	default:
+		return strings.TrimSpace(fmtAny(v))
+	}
+}
+
+func fmtAny(v any) string {
+	b, err := json.Marshal(v)
+	if err != nil {
+		return ""
+	}
+	s := strings.Trim(string(b), `"`)
+	return s
+}
+
+func asFloat(v any) float64 {
+	if v == nil {
+		return 0
+	}
+	switch x := v.(type) {
+	case float64:
+		return x
+	case float32:
+		return float64(x)
+	case int:
+		return float64(x)
+	case int64:
+		return float64(x)
+	case json.Number:
+		f, _ := x.Float64()
+		return f
+	case string:
+		f, _ := strconv.ParseFloat(strings.TrimSpace(x), 64)
+		return f
+	default:
+		f, _ := strconv.ParseFloat(asString(v), 64)
+		return f
+	}
+}
+
+func asInt(v any) int {
+	return int(asFloat(v))
+}
+
+func asBool(v any) bool {
+	switch x := v.(type) {
+	case bool:
+		return x
+	case string:
+		s := strings.ToLower(strings.TrimSpace(x))
+		return s == "true" || s == "1" || s == "yes"
+	default:
+		return asFloat(v) != 0
+	}
+}
+
+func mapField(m map[string]any, names ...string) any {
+	for _, name := range names {
+		if name == "" {
+			continue
+		}
+		if v, ok := m[name]; ok && v != nil {
+			return v
+		}
+	}
+	return nil
+}
+
+func mapFieldS(m map[string]string, names ...string) string {
+	for _, name := range names {
+		if v, ok := m[name]; ok && strings.TrimSpace(v) != "" {
+			return v
+		}
+	}
+	return ""
+}

go-client/sdk/context.go

@@ -0,0 +1,136 @@
+package sdk
+
+import "context"
+
+type ContextInfo struct {
+	Period       any `json:"period"`
+	Barpos       any `json:"barpos"`
+	TimeTickSize any `json:"time_tick_size"`
+	Stockcode    any `json:"stockcode"`
+	DividendType any `json:"dividend_type"`
+	Market       any `json:"market"`
+	DoBackTest   any `json:"do_back_test"`
+	Benchmark    any `json:"benchmark"`
+	Capital      any `json:"capital"`
+	Universe     any `json:"universe"`
+}
+
+func (c *Client) ContextPeriod(ctx context.Context) (any, error) {
+	var out struct {
+		Period any `json:"period"`
+	}
+	if err := c.get(ctx, "/api/context/period", &out); err != nil {
+		return nil, err
+	}
+	return out.Period, nil
+}
+
+func (c *Client) ContextBarpos(ctx context.Context) (any, error) {
+	var out struct {
+		Barpos any `json:"barpos"`
+	}
+	if err := c.get(ctx, "/api/context/barpos", &out); err != nil {
+		return nil, err
+	}
+	return out.Barpos, nil
+}
+
+func (c *Client) ContextTimeTickSize(ctx context.Context) (any, error) {
+	var out struct {
+		TimeTickSize any `json:"time_tick_size"`
+	}
+	if err := c.get(ctx, "/api/context/time_tick_size", &out); err != nil {
+		return nil, err
+	}
+	return out.TimeTickSize, nil
+}
+
+func (c *Client) ContextStockcode(ctx context.Context) (any, error) {
+	var out struct {
+		Stockcode any `json:"stockcode"`
+	}
+	if err := c.get(ctx, "/api/context/stockcode", &out); err != nil {
+		return nil, err
+	}
+	return out.Stockcode, nil
+}
+
+func (c *Client) ContextDividendType(ctx context.Context) (any, error) {
+	var out struct {
+		DividendType any `json:"dividend_type"`
+	}
+	if err := c.get(ctx, "/api/context/dividend_type", &out); err != nil {
+		return nil, err
+	}
+	return out.DividendType, nil
+}
+
+func (c *Client) ContextMarket(ctx context.Context) (any, error) {
+	var out struct {
+		Market any `json:"market"`
+	}
+	if err := c.get(ctx, "/api/context/market", &out); err != nil {
+		return nil, err
+	}
+	return out.Market, nil
+}
+
+func (c *Client) ContextDoBackTest(ctx context.Context) (any, error) {
+	var out struct {
+		DoBackTest any `json:"do_back_test"`
+	}
+	if err := c.get(ctx, "/api/context/do_back_test", &out); err != nil {
+		return nil, err
+	}
+	return out.DoBackTest, nil
+}
+
+func (c *Client) ContextBenchmark(ctx context.Context) (any, error) {
+	var out struct {
+		Benchmark any `json:"benchmark"`
+	}
+	if err := c.get(ctx, "/api/context/benchmark", &out); err != nil {
+		return nil, err
+	}
+	return out.Benchmark, nil
+}
+
+func (c *Client) ContextCapital(ctx context.Context) (any, error) {
+	var out struct {
+		Capital any `json:"capital"`
+	}
+	if err := c.get(ctx, "/api/context/capital", &out); err != nil {
+		return nil, err
+	}
+	return out.Capital, nil
+}
+
+func (c *Client) ContextUniverse(ctx context.Context) ([]string, error) {
+	var out struct {
+		Universe any `json:"universe"`
+	}
+	if err := c.get(ctx, "/api/context/universe", &out); err != nil {
+		return nil, err
+	}
+	switch v := out.Universe.(type) {
+	case nil:
+		return nil, nil
+	case []any:
+		codes := make([]string, 0, len(v))
+		for _, item := range v {
+			s := asString(item)
+			if s != "" {
+				codes = append(codes, s)
+			}
+		}
+		return codes, nil
+	case []string:
+		return v, nil
+	default:
+		s := asString(v)
+		if s == "" {
+			return nil, nil
+		}
+		return []string{s}, nil
+	}
+}

go-client/sdk/data.go

@@ -0,0 +1,581 @@
+package sdk
+
+import (
+	"context"
+	"fmt"
+)
+
+type Tick struct {
+	LastPrice float64
+	LastClose float64
+	Raw       map[string]any
+}
+
+type HistoryDataRequest struct {
+	Len          int    `json:"len"`
+	Period       string `json:"period,omitempty"`
+	Field        string `json:"field,omitempty"`
+	DividendType int    `json:"dividend_type"`
+	SkipPaused   string `json:"skip_paused,omitempty"`
+}
+
+type MarketDataRequest struct {
+	Fields       string `json:"fields,omitempty"`
+	StockCode    string `json:"stock_code,omitempty"`
+	StartTime    string `json:"start_time,omitempty"`
+	EndTime      string `json:"end_time,omitempty"`
+	Period       string `json:"period,omitempty"`
+	DividendType string `json:"dividend_type,omitempty"`
+	Count        int    `json:"count"`
+}
+
+type SubscribeResult struct {
+	Status string `json:"status"`
+	SubID  any    `json:"sub_id"`
+}
+
+func (c *Client) StockName(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		Name any `json:"name"`
+	}
+	if err := c.post(ctx, "/api/data/stock_name", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Name, nil
+}
+
+func (c *Client) OpenDate(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		OpenDate any `json:"open_date"`
+	}
+	if err := c.post(ctx, "/api/data/open_date", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.OpenDate, nil
+}
+
+func (c *Client) LastVolume(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		LastVolume any `json:"last_volume"`
+	}
+	if err := c.post(ctx, "/api/data/last_volume", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.LastVolume, nil
+}
+
+func (c *Client) BarTimetag(ctx context.Context, index int) (any, error) {
+	var out struct {
+		Timetag any `json:"timetag"`
+	}
+	if err := c.post(ctx, "/api/data/bar_timetag", map[string]any{"index": index}, &out); err != nil {
+		return nil, err
+	}
+	return out.Timetag, nil
+}
+
+func (c *Client) TickTimetag(ctx context.Context) (any, error) {
+	var out struct {
+		Timetag any `json:"timetag"`
+	}
+	if err := c.get(ctx, "/api/data/tick_timetag", &out); err != nil {
+		return nil, err
+	}
+	return out.Timetag, nil
+}
+
+func (c *Client) Sector(ctx context.Context, sector string, realtime string) ([]any, error) {
+	body := map[string]any{"sector": sector}
+	if realtime != "" {
+		body["realtime"] = realtime
+	}
+	var out struct {
+		Stocks []any `json:"stocks"`
+	}
+	if err := c.post(ctx, "/api/data/sector", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Stocks, nil
+}
+
+func (c *Client) Industry(ctx context.Context, industry string) ([]any, error) {
+	var out struct {
+		Stocks []any `json:"stocks"`
+	}
+	if err := c.post(ctx, "/api/data/industry", map[string]any{"industry": industry}, &out); err != nil {
+		return nil, err
+	}
+	return out.Stocks, nil
+}
+
+func (c *Client) StockListInSector(ctx context.Context, sectorname string) ([]any, error) {
+	var out struct {
+		Stocks []any `json:"stocks"`
+	}
+	if err := c.post(ctx, "/api/data/stock_list_in_sector", map[string]any{"sectorname": sectorname}, &out); err != nil {
+		return nil, err
+	}
+	return out.Stocks, nil
+}
+
+func (c *Client) WeightInIndex(ctx context.Context, indexcode, stockcode string) (any, error) {
+	var out struct {
+		Weight any `json:"weight"`
+	}
+	body := map[string]any{"indexcode": indexcode, "stockcode": stockcode}
+	if err := c.post(ctx, "/api/data/weight_in_index", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Weight, nil
+}
+
+func (c *Client) ContractMultiplier(ctx context.Context, contractcode string) (any, error) {
+	var out struct {
+		Multiplier any `json:"multiplier"`
+	}
+	if err := c.post(ctx, "/api/data/contract_multiplier", map[string]any{"contractcode": contractcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Multiplier, nil
+}
+
+func (c *Client) RiskFreeRate(ctx context.Context, index int) (any, error) {
+	var out struct {
+		RiskFreeRate any `json:"risk_free_rate"`
+	}
+	if err := c.post(ctx, "/api/data/risk_free_rate", map[string]any{"index": index}, &out); err != nil {
+		return nil, err
+	}
+	return out.RiskFreeRate, nil
+}
+
+func (c *Client) DateLocation(ctx context.Context, strdate string) (any, error) {
+	var out struct {
+		Location any `json:"location"`
+	}
+	if err := c.post(ctx, "/api/data/date_location", map[string]any{"strdate": strdate}, &out); err != nil {
+		return nil, err
+	}
+	return out.Location, nil
+}
+
+func (c *Client) HistoryData(ctx context.Context, req HistoryDataRequest) (any, error) {
+	if req.Len == 0 {
+		req.Len = 10
+	}
+	if req.SkipPaused == "" {
+		req.SkipPaused = "true"
+	}
+	var out map[string]any
+	if err := c.post(ctx, "/api/data/history_data", req, &out); err != nil {
+		return nil, err
+	}
+	if msg, ok := out["error"].(string); ok && msg != "" {
+		return nil, &BusinessError{Message: msg}
+	}
+	return out["data"], nil
+}
+
+func (c *Client) MarketData(ctx context.Context, req MarketDataRequest) (any, error) {
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/data/market_data", req, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) MarketDataEx(ctx context.Context, req MarketDataRequest) (any, error) {
+	body := map[string]any{
+		"fields":        req.Fields,
+		"stock_code":    req.StockCode,
+		"period":        req.Period,
+		"start_time":    req.StartTime,
+		"end_time":      req.EndTime,
+		"count":         req.Count,
+		"dividend_type": req.DividendType,
+	}
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/data/market_data_ex", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) FullTick(ctx context.Context, stocks []string) (map[string]Tick, error) {
+	joined := ArrayJoin(stocks)
+	if joined == "" {
+		return nil, fmt.Errorf("full_tick: stocks empty")
+	}
+	raw := map[string]any{}
+	if err := c.post(ctx, "/api/data/full_tick", map[string]any{"stocks": joined}, &raw); err != nil {
+		return nil, err
+	}
+	out := make(map[string]Tick, len(raw))
+	for code, v := range raw {
+		tick := Tick{Raw: map[string]any{}}
+		if m, ok := v.(map[string]any); ok {
+			tick.Raw = m
+			tick.LastPrice = asFloat(mapField(m, "lastPrice", "last_price", "LastPrice"))
+			tick.LastClose = asFloat(mapField(m, "lastClose", "last_close", "LastClose"))
+		}
+		out[code] = tick
+	}
+	return out, nil
+}
+
+func (c *Client) DividFactors(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		Factors any `json:"factors"`
+	}
+	if err := c.post(ctx, "/api/data/divid_factors", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Factors, nil
+}
+
+func (c *Client) MainContract(ctx context.Context, codemarket string) (any, error) {
+	var out struct {
+		MainContract any `json:"main_contract"`
+	}
+	if err := c.post(ctx, "/api/data/main_contract", map[string]any{"codemarket": codemarket}, &out); err != nil {
+		return nil, err
+	}
+	return out.MainContract, nil
+}
+
+func (c *Client) TimetagToDatetime(ctx context.Context, timetag int64, format string) (any, error) {
+	body := map[string]any{"timetag": timetag}
+	if format != "" {
+		body["format"] = format
+	}
+	var out struct {
+		Datetime any `json:"datetime"`
+	}
+	if err := c.post(ctx, "/api/data/timetag_to_datetime", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Datetime, nil
+}
+
+func (c *Client) TotalShare(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		TotalShare any `json:"total_share"`
+	}
+	if err := c.post(ctx, "/api/data/total_share", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.TotalShare, nil
+}
+
+func (c *Client) TradingDates(ctx context.Context, stockcode, startDate, endDate, period string, count int) ([]any, error) {
+	body := map[string]any{"stockcode": stockcode, "start_date": startDate, "end_date": endDate, "period": period}
+	if count != 0 {
+		body["count"] = count
+	}
+	var out struct {
+		Dates []any `json:"dates"`
+	}
+	if err := c.post(ctx, "/api/data/trading_dates", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Dates, nil
+}
+
+func (c *Client) Svol(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		Svol any `json:"svol"`
+	}
+	if err := c.post(ctx, "/api/data/svol", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Svol, nil
+}
+
+func (c *Client) Bvol(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		Bvol any `json:"bvol"`
+	}
+	if err := c.post(ctx, "/api/data/bvol", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Bvol, nil
+}
+
+func (c *Client) dataPayload(ctx context.Context, path string, body map[string]any) (any, error) {
+	var out map[string]any
+	if err := c.post(ctx, path, body, &out); err != nil {
+		return nil, err
+	}
+	if msg, ok := out["error"].(string); ok && msg != "" {
+		return nil, &BusinessError{Message: msg}
+	}
+	if v, ok := out["data"]; ok {
+		return v, nil
+	}
+	return out, nil
+}
+
+func (c *Client) Longhubang(ctx context.Context, stockList, startTime, endTime string) (any, error) {
+	return c.dataPayload(ctx, "/api/data/longhubang", map[string]any{
+		"stock_list": stockList, "startTime": startTime, "endTime": endTime,
+	})
+}
+
+func (c *Client) Top10ShareHolder(ctx context.Context, stockList, dataName, startTime, endTime string) (any, error) {
+	return c.dataPayload(ctx, "/api/data/top10_share_holder", map[string]any{
+		"stock_list": stockList, "data_name": dataName, "start_time": startTime, "end_time": endTime,
+	})
+}
+
+func (c *Client) OptionDetail(ctx context.Context, optioncode string) (any, error) {
+	var out struct {
+		Detail any `json:"detail"`
+	}
+	if err := c.post(ctx, "/api/data/option_detail", map[string]any{"optioncode": optioncode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Detail, nil
+}
+
+func (c *Client) TurnoverRate(ctx context.Context, stockList, startTime, endTime string) (any, error) {
+	return c.dataPayload(ctx, "/api/data/turnover_rate", map[string]any{
+		"stock_list": stockList, "startTime": startTime, "endTime": endTime,
+	})
+}
+
+func (c *Client) ETFInfo(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		Info any `json:"info"`
+	}
+	if err := c.post(ctx, "/api/data/etf_info", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Info, nil
+}
+
+func (c *Client) ETFIOPV(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		IOPV any `json:"iopv"`
+	}
+	if err := c.post(ctx, "/api/data/etf_iopv", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.IOPV, nil
+}
+
+func (c *Client) InstrumentDetail(ctx context.Context, stockcode string) (any, error) {
+	var out struct {
+		Detail any `json:"detail"`
+	}
+	if err := c.post(ctx, "/api/data/instrumentdetail", map[string]any{"stockcode": stockcode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Detail, nil
+}
+
+func (c *Client) ContractExpireDate(ctx context.Context, codemarket string) (any, error) {
+	var out struct {
+		ExpireDate any `json:"expire_date"`
+	}
+	if err := c.post(ctx, "/api/data/contract_expire_date", map[string]any{"codemarket": codemarket}, &out); err != nil {
+		return nil, err
+	}
+	return out.ExpireDate, nil
+}
+
+func (c *Client) OptionUndlData(ctx context.Context, undlCodeRef string) (any, error) {
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/data/option_undl_data", map[string]any{"undl_code_ref": undlCodeRef}, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+type FinancialDataRequest struct {
+	Tabname    string `json:"tabname,omitempty"`
+	Colname    string `json:"colname,omitempty"`
+	Market     string `json:"market,omitempty"`
+	Code       string `json:"code,omitempty"`
+	ReportType string `json:"report_type,omitempty"`
+	Barpos     int    `json:"barpos"`
+	FieldList  string `json:"fieldList,omitempty"`
+	StockList  string `json:"stockList,omitempty"`
+	StartDate  string `json:"startDate,omitempty"`
+	EndDate    string `json:"endDate,omitempty"`
+}
+
+func (c *Client) FinancialData(ctx context.Context, req FinancialDataRequest) (any, error) {
+	var out map[string]any
+	if err := c.post(ctx, "/api/data/financial_data", req, &out); err != nil {
+		return nil, err
+	}
+	if msg, ok := out["error"].(string); ok && msg != "" {
+		return nil, &BusinessError{Message: msg}
+	}
+	return out["data"], nil
+}
+
+type FactorDataRequest struct {
+	FieldList string `json:"fieldList,omitempty"`
+	StockList string `json:"stockList,omitempty"`
+	StockCode string `json:"stockCode,omitempty"`
+	StartDate string `json:"startDate,omitempty"`
+	EndDate   string `json:"endDate,omitempty"`
+}
+
+func (c *Client) FactorData(ctx context.Context, req FactorDataRequest) (any, error) {
+	var out map[string]any
+	if err := c.post(ctx, "/api/data/factor_data", req, &out); err != nil {
+		return nil, err
+	}
+	if msg, ok := out["error"].(string); ok && msg != "" {
+		return nil, &BusinessError{Message: msg}
+	}
+	return out["data"], nil
+}
+
+func (c *Client) HisSTData(ctx context.Context, stockCode string) (any, error) {
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/data/his_st_data", map[string]any{"stockCode": stockCode}, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) HisIndexData(ctx context.Context, index string) (any, error) {
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/data/his_index_data", map[string]any{"index": index}, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) AllSubscription(ctx context.Context) (any, error) {
+	var out struct {
+		Subscriptions any `json:"subscriptions"`
+	}
+	if err := c.get(ctx, "/api/data/all_subscription", &out); err != nil {
+		return nil, err
+	}
+	return out.Subscriptions, nil
+}
+
+func (c *Client) OptionList(ctx context.Context, undlCode, dedate, opttype, isavailable string) (any, error) {
+	body := map[string]any{"undl_code": undlCode, "dedate": dedate, "opttype": opttype}
+	if isavailable != "" {
+		body["isavailable"] = isavailable
+	}
+	var out struct {
+		OptionList any `json:"option_list"`
+	}
+	if err := c.post(ctx, "/api/data/option_list", body, &out); err != nil {
+		return nil, err
+	}
+	return out.OptionList, nil
+}
+
+func (c *Client) HisContractList(ctx context.Context, market string) (any, error) {
+	var out struct {
+		Contracts any `json:"contracts"`
+	}
+	if err := c.post(ctx, "/api/data/his_contract_list", map[string]any{"market": market}, &out); err != nil {
+		return nil, err
+	}
+	return out.Contracts, nil
+}
+
+func (c *Client) OptionIV(ctx context.Context, optioncode string) (any, error) {
+	var out struct {
+		IV any `json:"iv"`
+	}
+	if err := c.post(ctx, "/api/data/option_iv", map[string]any{"optioncode": optioncode}, &out); err != nil {
+		return nil, err
+	}
+	return out.IV, nil
+}
+
+type BSMPriceRequest struct {
+	OptionType   string  `json:"optionType"`
+	ObjectPrices string  `json:"objectPrices"`
+	StrikePrice  float64 `json:"strikePrice"`
+	RiskFree     float64 `json:"riskFree"`
+	Sigma        float64 `json:"sigma"`
+	Days         int     `json:"days"`
+	Dividend     float64 `json:"dividend"`
+}
+
+func (c *Client) BSMPrice(ctx context.Context, req BSMPriceRequest) (any, error) {
+	var out struct {
+		Price any `json:"price"`
+	}
+	if err := c.post(ctx, "/api/data/bsm_price", req, &out); err != nil {
+		return nil, err
+	}
+	return out.Price, nil
+}
+
+type BSMIVRequest struct {
+	OptionType   string  `json:"optionType"`
+	ObjectPrices float64 `json:"objectPrices"`
+	StrikePrice  float64 `json:"strikePrice"`
+	OptionPrice  float64 `json:"optionPrice"`
+	RiskFree     float64 `json:"riskFree"`
+	Days         int     `json:"days"`
+	Dividend     float64 `json:"dividend"`
+}
+
+func (c *Client) BSMIV(ctx context.Context, req BSMIVRequest) (any, error) {
+	var out struct {
+		IV any `json:"iv"`
+	}
+	if err := c.post(ctx, "/api/data/bsm_iv", req, &out); err != nil {
+		return nil, err
+	}
+	return out.IV, nil
+}
+
+type LocalDataRequest struct {
+	StockCode string `json:"stock_code"`
+	StartTime string `json:"start_time,omitempty"`
+	EndTime   string `json:"end_time,omitempty"`
+	Period    string `json:"period,omitempty"`
+	DividType string `json:"divid_type,omitempty"`
+	Count     int    `json:"count"`
+}
+
+func (c *Client) LocalData(ctx context.Context, req LocalDataRequest) (any, error) {
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/data/local_data", req, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) SubscribeQuote(ctx context.Context, stockCode, period, dividendType string) (*SubscribeResult, error) {
+	body := map[string]any{"stock_code": stockCode, "period": period, "dividend_type": dividendType}
+	var out SubscribeResult
+	if err := c.post(ctx, "/api/data/subscribe_quote", body, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+func (c *Client) UnsubscribeQuote(ctx context.Context, subID int) (*SubscribeResult, error) {
+	var out SubscribeResult
+	if err := c.post(ctx, "/api/data/unsubscribe_quote", map[string]any{"sub_id": subID}, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}

go-client/sdk/doc.go

@@ -0,0 +1,4 @@
+// Package sdk 是 QMT_API.py HTTP 服务的 Go 客户端。
+//
+// 默认地址 http://127.0.0.1:10086，所有已注册接口都需要请求头 X-Token。
+package sdk

go-client/sdk/error.go

@@ -0,0 +1,38 @@
+package sdk
+
+import (
+	"fmt"
+	"net/http"
+)
+
+// APIError 表示服务端返回的 HTTP 错误（write_error 格式）。
+type APIError struct {
+	StatusCode int    `json:"status_code"`
+	Message    string `json:"error"`
+}
+
+func (e *APIError) Error() string {
+	if e == nil {
+		return "qmt api error"
+	}
+	if e.Message == "" {
+		return fmt.Sprintf("qmt api: http %d", e.StatusCode)
+	}
+	return fmt.Sprintf("qmt api: http %d: %s", e.StatusCode, e.Message)
+}
+
+func (e *APIError) Unauthorized() bool {
+	return e != nil && e.StatusCode == http.StatusUnauthorized
+}
+
+// BusinessError 表示 HTTP 200 但业务 JSON 带 error 字段。
+type BusinessError struct {
+	Message string
+}
+
+func (e *BusinessError) Error() string {
+	if e == nil || e.Message == "" {
+		return "qmt api business error"
+	}
+	return e.Message
+}

go-client/sdk/ext.go

@@ -0,0 +1,47 @@
+package sdk
+
+import "context"
+
+func (c *Client) ExtData(ctx context.Context, extdataname, stockcode string, deviation int) (any, error) {
+	var out struct {
+		Value any `json:"value"`
+	}
+	body := map[string]any{"extdataname": extdataname, "stockcode": stockcode, "deviation": deviation}
+	if err := c.post(ctx, "/api/ext/ext_data", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Value, nil
+}
+
+func (c *Client) ExtDataRank(ctx context.Context, extdataname, stockcode string, deviation int) (any, error) {
+	var out struct {
+		Rank any `json:"rank"`
+	}
+	body := map[string]any{"extdataname": extdataname, "stockcode": stockcode, "deviation": deviation}
+	if err := c.post(ctx, "/api/ext/ext_data_rank", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Rank, nil
+}
+
+func (c *Client) GetFactorValue(ctx context.Context, factorname, stockcode string, deviation int) (any, error) {
+	var out struct {
+		Value any `json:"value"`
+	}
+	body := map[string]any{"factorname": factorname, "stockcode": stockcode, "deviation": deviation}
+	if err := c.post(ctx, "/api/ext/get_factor_value", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Value, nil
+}
+
+func (c *Client) GetFactorRank(ctx context.Context, factorname, stockcode string, deviation int) (any, error) {
+	var out struct {
+		Rank any `json:"rank"`
+	}
+	body := map[string]any{"factorname": factorname, "stockcode": stockcode, "deviation": deviation}
+	if err := c.post(ctx, "/api/ext/get_factor_rank", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Rank, nil
+}

go-client/sdk/sys.go

@@ -0,0 +1,30 @@
+package sdk
+
+import "context"
+
+type PythonVersion struct {
+	PythonVersion     string `json:"python_version"`
+	PythonVersionInfo struct {
+		Major        int    `json:"major"`
+		Minor        int    `json:"minor"`
+		Micro        int    `json:"micro"`
+		ReleaseLevel string `json:"releaselevel"`
+		Serial       int    `json:"serial"`
+	} `json:"python_version_info"`
+}
+
+func (c *Client) PythonVersion(ctx context.Context) (*PythonVersion, error) {
+	var out PythonVersion
+	if err := c.get(ctx, "/api/sys/python_version", &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+func (c *Client) Shutdown(ctx context.Context) (map[string]any, error) {
+	var out map[string]any
+	if err := c.post(ctx, "/api/sys/shutdown", map[string]any{}, &out); err != nil {
+		return nil, err
+	}
+	return out, nil
+}

go-client/sdk/trade.go

@@ -0,0 +1,302 @@
+package sdk
+
+import "context"
+
+const (
+	OpBuy           = 23
+	OpSell          = 24
+	OrderTypeVolume = 1101
+	PrTypeLatest    = 5
+	QuickTradeNow   = 2
+)
+
+type PassorderRequest struct {
+	OpType     int     `json:"opType"`
+	OrderType  int     `json:"orderType,omitempty"`
+	Stock      string  `json:"stock"`
+	PrType     int     `json:"prType,omitempty"`
+	Price      float64 `json:"price"`
+	Volume     int     `json:"volume"`
+	QuickTrade int     `json:"quickTrade,omitempty"`
+}
+
+func (c *Client) Passorder(ctx context.Context, req PassorderRequest) (*OrderRefResult, error) {
+	var out OrderRefResult
+	if err := c.post(ctx, "/api/trade/passorder", req, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+// PassorderLatest 按最新价下单。服务端策略名写死为 qmt，无法传投资备注。
+func (c *Client) PassorderLatest(ctx context.Context, buy bool, stock string, volume int) (*OrderRefResult, error) {
+	op := OpSell
+	if buy {
+		op = OpBuy
+	}
+	return c.Passorder(ctx, PassorderRequest{
+		OpType:     op,
+		OrderType:  OrderTypeVolume,
+		Stock:      stock,
+		PrType:     PrTypeLatest,
+		Price:      -1,
+		Volume:     volume,
+		QuickTrade: QuickTradeNow,
+	})
+}
+
+type AlgoPassorderRequest struct {
+	OpType         int            `json:"opType"`
+	OrderType      int            `json:"orderType,omitempty"`
+	Stock          string         `json:"stock"`
+	PrType         int            `json:"prType"`
+	Price          float64        `json:"price"`
+	Volume         int            `json:"volume"`
+	StrategyName   string         `json:"strategyName,omitempty"`
+	QuickTrade     int            `json:"quickTrade,omitempty"`
+	UserOrderID    string         `json:"userOrderId,omitempty"`
+	UserOrderParam map[string]any `json:"userOrderParam,omitempty"`
+}
+
+func (c *Client) AlgoPassorder(ctx context.Context, req AlgoPassorderRequest) (*OrderRefResult, error) {
+	var out OrderRefResult
+	if err := c.post(ctx, "/api/trade/algo_passorder", req, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+type SmartAlgoPassorderRequest struct {
+	OpType            int     `json:"opType"`
+	OrderType         int     `json:"orderType,omitempty"`
+	Stock             string  `json:"stock"`
+	PrType            int     `json:"prType"`
+	Price             float64 `json:"price"`
+	Volume            int     `json:"volume"`
+	SmartAlgoType     string  `json:"smartAlgoType"`
+	LimitOverRate     int     `json:"limitOverRate"`
+	MinAmountPerOrder int     `json:"minAmountPerOrder"`
+	StartTime         string  `json:"startTime,omitempty"`
+	EndTime           string  `json:"endTime,omitempty"`
+}
+
+func (c *Client) SmartAlgoPassorder(ctx context.Context, req SmartAlgoPassorderRequest) (*OrderRefResult, error) {
+	var out OrderRefResult
+	if err := c.post(ctx, "/api/trade/smart_algo_passorder", req, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+type StyleOrderResult struct {
+	Status string `json:"status"`
+	Action string `json:"action"`
+	Stock  string `json:"stock"`
+}
+
+func (c *Client) styleOrder(ctx context.Context, path string, body map[string]any) (*StyleOrderResult, error) {
+	var out StyleOrderResult
+	if err := c.post(ctx, path, body, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+func (c *Client) OrderLots(ctx context.Context, stock string, lots int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.styleOrder(ctx, "/api/trade/order_lots", styleBody(stock, style, price, accID, "lots", lots))
+}
+
+func (c *Client) OrderValue(ctx context.Context, stock string, value float64, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.styleOrder(ctx, "/api/trade/order_value", styleBody(stock, style, price, accID, "value", value))
+}
+
+func (c *Client) OrderPercent(ctx context.Context, stock string, percent float64, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.styleOrder(ctx, "/api/trade/order_percent", styleBody(stock, style, price, accID, "percent", percent))
+}
+
+func (c *Client) OrderTargetValue(ctx context.Context, stock string, tarValue float64, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.styleOrder(ctx, "/api/trade/order_target_value", styleBody(stock, style, price, accID, "tar_value", tarValue))
+}
+
+func (c *Client) OrderTargetPercent(ctx context.Context, stock string, tarPercent float64, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.styleOrder(ctx, "/api/trade/order_target_percent", styleBody(stock, style, price, accID, "tar_percent", tarPercent))
+}
+
+func (c *Client) OrderShares(ctx context.Context, stock string, shares int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.styleOrder(ctx, "/api/trade/order_shares", styleBody(stock, style, price, accID, "shares", shares))
+}
+
+func styleBody(stock, style string, price float64, accID, key string, val any) map[string]any {
+	body := map[string]any{"stock": stock, key: val, "price": price}
+	if style != "" {
+		body["style"] = style
+	}
+	if accID != "" {
+		body["accId"] = accID
+	}
+	return body
+}
+
+func (c *Client) futures(ctx context.Context, path, stock string, amount int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	body := map[string]any{"stock": stock, "amount": amount, "price": price}
+	if style != "" {
+		body["style"] = style
+	}
+	if accID != "" {
+		body["accId"] = accID
+	}
+	return c.styleOrder(ctx, path, body)
+}
+
+func (c *Client) FuturesBuyOpen(ctx context.Context, stock string, amount int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.futures(ctx, "/api/trade/futures/buy_open", stock, amount, style, price, accID)
+}
+func (c *Client) FuturesBuyCloseTdayFirst(ctx context.Context, stock string, amount int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.futures(ctx, "/api/trade/futures/buy_close_tdayfirst", stock, amount, style, price, accID)
+}
+func (c *Client) FuturesBuyCloseYdayFirst(ctx context.Context, stock string, amount int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.futures(ctx, "/api/trade/futures/buy_close_ydayfirst", stock, amount, style, price, accID)
+}
+func (c *Client) FuturesSellOpen(ctx context.Context, stock string, amount int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.futures(ctx, "/api/trade/futures/sell_open", stock, amount, style, price, accID)
+}
+func (c *Client) FuturesSellCloseTdayFirst(ctx context.Context, stock string, amount int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.futures(ctx, "/api/trade/futures/sell_close_tdayfirst", stock, amount, style, price, accID)
+}
+func (c *Client) FuturesSellCloseYdayFirst(ctx context.Context, stock string, amount int, style string, price float64, accID string) (*StyleOrderResult, error) {
+	return c.futures(ctx, "/api/trade/futures/sell_close_ydayfirst", stock, amount, style, price, accID)
+}
+
+type TaskResult struct {
+	Status string `json:"status"`
+	TaskID any    `json:"taskId"`
+}
+
+func (c *Client) task(ctx context.Context, path, taskID, accountType string) (*TaskResult, error) {
+	body := map[string]any{"taskId": taskID}
+	if accountType != "" {
+		body["accountType"] = accountType
+	}
+	var out TaskResult
+	if err := c.post(ctx, path, body, &out); err != nil {
+		return nil, err
+	}
+	return &out, nil
+}
+
+func (c *Client) CancelTask(ctx context.Context, taskID, accountType string) (*TaskResult, error) {
+	return c.task(ctx, "/api/trade/cancel_task", taskID, accountType)
+}
+func (c *Client) PauseTask(ctx context.Context, taskID, accountType string) (*TaskResult, error) {
+	return c.task(ctx, "/api/trade/pause_task", taskID, accountType)
+}
+func (c *Client) ResumeTask(ctx context.Context, taskID, accountType string) (*TaskResult, error) {
+	return c.task(ctx, "/api/trade/resume_task", taskID, accountType)
+}
+
+func (c *Client) DoOrder(ctx context.Context) (map[string]any, error) {
+	var out map[string]any
+	if err := c.post(ctx, "/api/trade/do_order", map[string]any{}, &out); err != nil {
+		return nil, err
+	}
+	return out, nil
+}
+
+func (c *Client) TradeDetailData(ctx context.Context, account, datatype string) ([]map[string]string, error) {
+	body := map[string]any{
+		"account":  c.Account(account),
+		"datatype": datatype,
+	}
+	var out struct {
+		Data []map[string]string `json:"data"`
+	}
+	if err := c.post(ctx, "/api/trade/trade_detail_data", body, &out); err != nil {
+		return nil, err
+	}
+	if out.Data == nil {
+		return []map[string]string{}, nil
+	}
+	return out.Data, nil
+}
+
+func (c *Client) ValueByOrderID(ctx context.Context, orderID, accountType, datatype string) (map[string]string, error) {
+	body := map[string]any{"orderId": orderID, "accountType": accountType, "datatype": datatype}
+	var out struct {
+		OrderID string            `json:"orderId"`
+		Data    map[string]string `json:"data"`
+	}
+	if err := c.post(ctx, "/api/trade/value_by_order_id", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) LastOrderID(ctx context.Context, account, datatype string) (any, error) {
+	body := map[string]any{"account": c.Account(account), "datatype": datatype}
+	var out struct {
+		LastOrderID any `json:"last_order_id"`
+	}
+	if err := c.post(ctx, "/api/trade/last_order_id", body, &out); err != nil {
+		return nil, err
+	}
+	return out.LastOrderID, nil
+}
+
+func (c *Client) CanCancelOrder(ctx context.Context, orderID, accountType string) (any, error) {
+	body := map[string]any{"orderId": orderID, "accountType": accountType}
+	var out struct {
+		CanCancel any `json:"can_cancel"`
+	}
+	if err := c.post(ctx, "/api/trade/can_cancel_order", body, &out); err != nil {
+		return nil, err
+	}
+	return out.CanCancel, nil
+}
+
+func (c *Client) contractList(ctx context.Context, path, accID string) ([]map[string]string, error) {
+	body := map[string]any{}
+	if accID != "" {
+		body["accId"] = accID
+	}
+	var out struct {
+		Data []map[string]string `json:"data"`
+	}
+	if err := c.post(ctx, path, body, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) DebtContract(ctx context.Context, accID string) ([]map[string]string, error) {
+	return c.contractList(ctx, "/api/trade/debt_contract", accID)
+}
+func (c *Client) AssureContract(ctx context.Context, accID string) ([]map[string]string, error) {
+	return c.contractList(ctx, "/api/trade/assure_contract", accID)
+}
+func (c *Client) EnableShortContract(ctx context.Context, accID string) ([]map[string]string, error) {
+	return c.contractList(ctx, "/api/trade/enable_short_contract", accID)
+}
+
+func (c *Client) IPOData(ctx context.Context, typ string) (any, error) {
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/trade/ipo_data", map[string]any{"type": typ}, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}
+
+func (c *Client) NewPurchaseLimit(ctx context.Context, accid string) (any, error) {
+	body := map[string]any{}
+	if accid != "" {
+		body["accid"] = accid
+	}
+	var out struct {
+		Data any `json:"data"`
+	}
+	if err := c.post(ctx, "/api/trade/new_purchase_limit", body, &out); err != nil {
+		return nil, err
+	}
+	return out.Data, nil
+}

scripts/run.bat

@@ -0,0 +1,20 @@
+@echo off
+setlocal
+cd /d "%~dp0.."
+cd go-client
+
+if not defined QMT_BASE_URL set "QMT_BASE_URL=http://127.0.0.1:10086"
+if not defined QMT_TOKEN set "QMT_TOKEN=QMTbyYanweidong"
+if not defined QMT_ACCOUNT set "QMT_ACCOUNT=stock"
+
+echo QMT_BASE_URL=%QMT_BASE_URL%
+echo QMT_ACCOUNT=%QMT_ACCOUNT%
+echo.
+
+go run ./apps/cmd %*
+if errorlevel 1 (
+    echo.
+    echo 运行失败。
+    pause
+    exit /b 1
+)