Update Version 3.7.6

Author: shinny-hongyan

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.7.4
+Version: 3.7.6
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/conf.py

@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.7.4'
+version = u'3.7.6'
 # The full version, including alpha/beta/rc tags.
-release = u'3.7.4'
+release = u'3.7.6'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/profession.rst

@@ -70,8 +70,6 @@ TqSdk 免费版本提供全部的期货、商品/金融期权和上证50、沪
 -------------------------------------------------
 TqSdk 提供了 :py:class:`~tqsdk.TqKqStock` 方法供用户来进行股票的模拟交易
 
-专业版用户可以长久的对同一账户进行模拟股票交易测试
-
 需要注意股票模拟交易下，get_account，get_order，get_position 会返回对应股票交易模型下的 objs ，如 :py:class:`~tqsdk.objs.SecurityAccount`， :py:class:`~tqsdk.objs.SecurityOrder`，:py:class:`~tqsdk.objs.SecurityPosition`
 
 参考代码如下::

doc/version.rst

@@ -2,11 +2,22 @@
 
 版本变更
 =============================
+3.7.6 (2024/11/14)
+
+* 修复: 增加依赖库 packaging
+
+
+3.7.5 (2024/11/13)
+
+* 修复: 兼容 websockets 14.0 版本
+* docs: :py:class:`~tqsdk.TqCtp`、:py:class:`~tqsdk.TqJees`、:py:class:`~tqsdk.TqRohon`、:py:class:`~tqsdk.TqYida` 补充文档 front_url 示例
+
+
 3.7.4 (2024/10/28)
 
-* 新增：:py:class:`~tqsdk.objs.Quote` 增加属性 :py:meth:`~tqsdk.objs.Quote.position_limit`
-* 增加: TqApi 增加 :py:meth:`~tqsdk.TqApi.query_symbol_settlement` 接口，支持查询合约每日结算价
-* 增加: TqAuth 增加 :py:meth:`~tqsdk.TqAuth.expire_datetime` 接口，支持查询快期账户授权到期时间
+* 新增: :py:class:`~tqsdk.objs.Quote` 增加 :py:class:`~tqsdk.objs.Quote.position_limit` 属性，返回合约持仓限额
+* 增加: :py:class:`~tqsdk.TqApi` 增加 :py:meth:`~tqsdk.TqApi.query_symbol_settlement` 接口，支持查询合约每日结算价
+* 增加: :py:class:`~tqsdk.TqAuth` 增加 :py:class:`~tqsdk.TqAuth.expire_datetime` 属性，返回快期账户授权到期时间
 * 自该版本起仅支持 Python >=3.7
 
 3.7.3 (2024/09/20)

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.7.4",
+    version="3.7.6",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',
@@ -18,7 +18,8 @@
     packages=setuptools.find_packages(exclude=["tqsdk.test", "tqsdk.test.*"]),
     python_requires='>=3.7',
     install_requires=["websockets>=8.1", "requests", "numpy", "pandas>=1.1.0", "scipy", "simplejson", "aiohttp",
-                      "certifi", "pyjwt", "psutil>=5.9.6", "shinny_structlog", "sgqlc", "filelock", "tqsdk_ctpse", "tqsdk_sm"],
+                      "certifi", "pyjwt", "psutil>=5.9.6", "shinny_structlog", "sgqlc", "filelock", "tqsdk_ctpse", "tqsdk_sm",
+                      "packaging"],
     classifiers=[
         "Programming Language :: Python :: 3",
         "License :: OSI Approved :: Apache Software License",

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.7.4'
+__version__ = '3.7.6'

tqsdk/api.py

@@ -2312,8 +2312,6 @@ def query_symbol_settlement(self, symbol: Union[str, List[str]], days: int = 1,
         """
         查询交易所合约每日结算价
 
-        本接口仅限专业版用户使用，如需购买专业版或者申请试用，请访问 https://www.shinnytech.com/tqsdk_professional/。
-
         该函数返回的对象不会更新，不建议在循环内调用该方法。
 
         Args:
@@ -2385,8 +2383,6 @@ def query_symbol_ranking(self, symbol: str, ranking_type: str, days: int = 1, st
         """
         查询合约成交排名/持仓排名
 
-        本接口仅限专业版用户使用，如需购买专业版或者申请试用，请访问 https://www.shinnytech.com/tqsdk-buy/。
-
         该函数返回的对象不会更新，不建议在循环内调用该方法。
 
         Args:

tqsdk/connect.py

@@ -17,6 +17,8 @@
 
 import certifi
 import websockets
+import websockets.exceptions
+from packaging import version
 from shinny_structlog import ShinnyLoggerAdapter
 
 from tqsdk.datetime import _cst_now
@@ -42,6 +44,9 @@
 """
 
 
+websocket_version_ge_14 = version.parse(websockets.__version__) >= version.parse("14.0")
+
+
 class ReconnectTimer(object):
 
     def __init__(self):
@@ -54,42 +59,17 @@ def set_count(self, count):
             self.timer = time.time() + random.uniform(seconds, seconds * 2)
 
 
-class TqStreamReader(asyncio.StreamReader):
-
-    def __init__(self, *args, **kwargs):
-        super(TqStreamReader, self).__init__(*args, **kwargs)
-        self._start_read_message = None
-        self._read_size = 0
-
-    async def readexactly(self, n):
-        data = await super(TqStreamReader, self).readexactly(n)
-        if not self._start_read_message:
-            self._start_read_message = time.time()
-        self._read_size += n
-        return data
-
-
-class TqWebSocketClientProtocol(websockets.WebSocketClientProtocol):
-
-    def __init__(self, *args, **kwargs):
-        super(TqWebSocketClientProtocol, self).__init__(*args, **kwargs)
-        self.reader = TqStreamReader(limit=self.read_limit // 2, loop=self.loop)
-
-    async def handshake(self, *args, **kwargs) -> None:
-        try:
-            await super(TqWebSocketClientProtocol, self).handshake(*args, **kwargs)
-        except websockets.exceptions.InvalidStatusCode as e:
-            for h_key, h_value in self.response_headers.items():
-                if h_key == 'x-shinny-auth-check' and h_value == 'Backtest Permission Denied':
-                    raise TqBacktestPermissionError(
-                        "免费账户每日可以回测3次，今日暂无回测权限，需要购买后才能使用。升级网址：https://www.shinnytech.com/tqsdk-buy/") from None
-            raise
-
-    async def read_message(self):
-        message = await super().read_message()
-        self.reader._start_read_message = None
-        self.reader._read_size = 0
-        return message
+if websocket_version_ge_14:
+    # https://websockets.readthedocs.io/en/stable/reference/exceptions.html#module-websockets.exceptions
+    websocket_expect_exc = (
+        websockets.exceptions.ConnectionClosedError, websockets.exceptions.InvalidHandshake, websockets.exceptions.InvalidURI,
+        websockets.exceptions.InvalidState, websockets.exceptions.ProtocolError
+    )
+else:
+    websocket_expect_exc = (
+        websockets.exceptions.ConnectionClosed, websockets.exceptions.InvalidStatusCode, websockets.exceptions.InvalidURI,
+        websockets.exceptions.InvalidState, websockets.exceptions.ProtocolError
+    )
 
 
 class TqConnect(object):
@@ -117,8 +97,14 @@ async def _run(self, api, url, send_chan, recv_chan):
         self._subscribed_per_seconds = 100  # 每秒 subscribe_quote 请求次数限制
         self._subscribed_queue = Queue(self._subscribed_per_seconds)
 
-        self._keywords["extra_headers"] = self._api._base_headers
-        self._keywords["create_protocol"] = TqWebSocketClientProtocol
+        # websockets 14.0版本升级后用法有变化
+        if websocket_version_ge_14:
+            # https://websockets.readthedocs.io/en/stable/howto/upgrade.html#arguments-of-connect
+            self._keywords["additional_headers"] = self._api._base_headers
+            self._keywords["user_agent_header"] = None   # self._api._base_headers 里面已经包含了 "User-Agent"
+            self._keywords["process_exception"] = lambda exc: exc
+        else:
+            self._keywords["extra_headers"] = self._api._base_headers
         url_info = urlparse(url)
         cm = NullContext()
         if url_info.scheme == "wss":
@@ -198,16 +184,10 @@ async def _run(self, api, url, send_chan, recv_chan):
                                 self._logger.debug("websocket received data", pack=msg)
                                 await recv_chan.send(pack)
                         finally:
-                            self._logger.debug("websocket connection info", current_time=time.time(),
-                                               start_read_message=client.reader._start_read_message,
-                                               read_size=client.reader._read_size)
                             await self._api._cancel_task(send_task)
                 # 希望做到的效果是遇到网络问题可以断线重连, 但是可能抛出的例外太多了(TimeoutError,socket.gaierror等), 又没有文档或工具可以理出 try 代码中所有可能遇到的例外
                 # 而这里的 except 又需要处理所有子函数及子函数的子函数等等可能抛出的例外, 因此这里只能遇到问题之后再补, 并且无法避免 false positive 和 false negative
-                except (websockets.exceptions.ConnectionClosed, websockets.exceptions.InvalidStatusCode, websockets.exceptions.InvalidURI,
-                        websockets.exceptions.InvalidState, websockets.exceptions.ProtocolError, asyncio.TimeoutError,
-                        OSError, EOFError,
-                        TqBacktestPermissionError) as e:
+                except websocket_expect_exc + (asyncio.TimeoutError, OSError, EOFError, TqBacktestPermissionError) as e:
                     in_ops_time = _cst_now().hour == 19 and 0 <= _cst_now().minute <= 30
                     # 发送网络连接断开的通知，code = 2019112911
                     notify_id = _generate_uuid()

tqsdk/tradeable/otg/tqctp.py

@@ -22,7 +22,7 @@ def __init__(self, account_id: str, password: str, front_broker: str, front_url:
 
             front_broker (str): CTP 柜台代码
 
-            front_url (str): CTP 柜台地址
+            front_url (str): CTP 柜台地址，格式为 tcp://ip:port，如 tcp://129.211.138.170:10001
 
             app_id (str): CTP AppID
 

tqsdk/tradeable/otg/tqjees.py

@@ -22,7 +22,7 @@ def __init__(self, account_id: str, password: str, front_broker: str, front_url:
 
             front_broker (str): 杰宜斯柜台代码
 
-            front_url (str): 杰宜斯柜台地址
+            front_url (str): 杰宜斯柜台地址，格式为 tcp://ip:port，如 tcp://129.211.138.170:10001
 
             app_id (str): 杰宜斯 AppID
 

tqsdk/tradeable/otg/tqrohon.py

@@ -22,7 +22,7 @@ def __init__(self, account_id: str, password: str, front_broker: str, front_url:
 
             front_broker (str): 融航柜台代码
 
-            front_url (str): 融航柜台地址
+            front_url (str): 融航柜台地址，格式为 tcp://ip:port，如 tcp://129.211.138.170:10001
 
             app_id (str): 融航 AppID
 

tqsdk/tradeable/otg/tqyida.py

@@ -20,7 +20,7 @@ def __init__(self, account_id: str, password: str, front_url: str, app_id: str,
 
             password (str): 密码
 
-            front_url (str): 易达柜台地址
+            front_url (str): 易达柜台地址，格式为 tcp://ip:port，如 tcp://129.211.138.170:10001
 
             app_id (str): 易达 AppID