Update Version 3.8.0

Author: shinny-hongyan

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.7.9
+Version: 3.8.0
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/advanced/index.rst

@@ -17,3 +17,4 @@
     unanttended.rst
     targetpostask2.rst
     scheduler.rst
+    tq_trading_unit.rst

doc/advanced/tq_trading_unit.rst

@@ -0,0 +1,54 @@
+.. _tq_trading_unit:
+
+============================
+tqsdk 多策略使用手册
+============================
+
+概述
+====
+`tqsdk` 提供了 `TqTradingUnit` 账户类型，支持一个实盘账号在多个策略中交易，每个策略交易数据相互隔离
+
+系统配置要求
+============
+- **Windows**: >= Windows 10
+- **Linux**: >= Ubuntu 22.04
+
+安装
+====
+使用 `TqTradingUnit` 账户类型需要安装 `tqsdk-zq` 包，用来初始化本地环境::
+
+    pip install tqsdk-zq
+
+对于 Windows 用户，还需要安装 Microsoft Visual C++ Redistributable，下载地址：
+`Microsoft Redistributable <https://aka.ms/vs/17/release/vc_redist.x64.exe>`_
+
+使用流程
+========
+
+1. **初始化本地环境**::
+
+    tqsdk-zq init --kq-name=xx --kq-password=xx --web-port=xx
+
+- 初始化完成后，控制台会输出多策略管理页的账户、密码以及网址
+- 打开浏览器，访问控制台输出的网址
+
+2. **打印多策略控制台地址**::
+
+    tqsdk-zq web
+
+- 如果机器重启或者网页打不开了，请执行以上命令
+- 进程重新拉起后，控制台会输出管理页网址
+
+3. **访问多策略管理页**:
+
+- 在多策略管理页添加策略组
+- 在策略组中添加后端账号
+- 在策略组中添加前端号并入金
+
+4. **使用 TqTradingUnit 登录前端账户**::
+
+    from tqsdk import TqApi, TqTradingUnit, TqAuth
+
+    account = TqTradingUnit(account_id="前端账户", tags=["铜品种策略", "套利策略"])
+    api = TqApi(account, auth=TqAuth("快期账户", "账户密码"))
+

doc/conf.py

@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.7.9'
+version = u'3.8.0'
 # The full version, including alpha/beta/rc tags.
-release = u'3.7.9'
+release = u'3.8.0'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/version.rst

@@ -2,6 +2,14 @@
 
 版本变更
 =============================
+3.8.0 (2025/04/02)
+
+* 新增: :py:class:`~tqsdk.TqTradingUnit` 账户类型，支持多策略交易，详情参考 :ref:`tq_trading_unit`
+* 修复: numpy 移除 NaN 常量导致的指标函数执行失败
+* 修复: TqAuth 参数类型错误
+* docs: 修正部分文档
+
+
 3.7.9 (2025/03/07)
 
 * docs: 修正天勤 AI 的指向地址

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.7.9",
+    version="3.8.0",
     description='TianQin SDK',
     author='TianQin',
     author_email='[email protected]',

tqsdk/__init__.py

@@ -4,7 +4,7 @@
 name = "tqsdk"
 
 from tqsdk.api import TqApi
-from tqsdk.tradeable import TqAccount, TqZq,  TqKq, TqKqStock, TqSim, TqSimStock, TqCtp, TqRohon, TqJees, TqYida
+from tqsdk.tradeable import TqAccount, TqZq,  TqKq, TqKqStock, TqSim, TqSimStock, TqCtp, TqRohon, TqJees, TqYida, TqTradingUnit
 from tqsdk.auth import TqAuth
 from tqsdk.channel import TqChan
 from tqsdk.backtest import TqBacktest, TqReplay

tqsdk/__pyinstaller/hook-tqsdk.py

@@ -1,2 +1,3 @@
-from PyInstaller.utils.hooks import collect_data_files
-datas = collect_data_files('tqsdk', includes=['ctpse', 'web', 'expired_quotes.json.lzma'])
+from PyInstaller.utils.hooks import collect_data_files, collect_submodules
+datas = collect_data_files('tqsdk', includes=['web', 'expired_quotes.json.lzma'])
+hiddenimports = collect_submodules('tqsdk_ctpse')

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.7.9'
+__version__ = '3.8.0'

tqsdk/api.py

@@ -10,10 +10,7 @@
 * 提供本地的模拟交易账户，同时完成撮合成交
 * 支持回测功能
 
-
 * PYTHON SDK使用文档: https://doc.shinnytech.com/pysdk/latest/
-* 天勤vscode插件使用文档: https://doc.shinnytech.com/pysdk/latest/devtools/vscode.html
-* 天勤用户论坛: https://www.shinnytech.com/qa/
 """
 __author__ = 'chengzhi'
 

tqsdk/auth.py

@@ -18,7 +18,7 @@
 class TqAuth(object):
     """信易用户认证类"""
 
-    def __init__(self, user_name: str = "", password: str = ""):
+    def __init__(self, user_name: str, password: str):
         """
         创建快期用户认证类
 

tqsdk/connect.py

@@ -11,7 +11,6 @@
 import base64
 from abc import abstractmethod
 from logging import Logger
-from queue import Queue
 from typing import Optional
 from urllib.parse import urlparse
 
@@ -24,10 +23,11 @@
 from tqsdk.datetime import _cst_now
 from tqsdk.diff import _merge_diff, _get_obj
 from tqsdk.entity import Entity
-from tqsdk.exceptions import TqBacktestPermissionError
+from tqsdk.exceptions import TqBacktestPermissionError, TqContextManagerError
 from tqsdk.utils import _generate_uuid
 from tqsdk.sm import SMContext, NullContext
 from tqsdk.zq_otg import ZqOtgContext
+from tqsdk.zq import ZqContext
 
 """
 优化代码结构，修改为
@@ -94,8 +94,8 @@ async def _run(self, api, url, send_chan, recv_chan):
         # 调整代码位置，方便 monkey patch
         self._query_max_length = 50000  # ins_query 最大长度
         self._ins_list_max_length = 100000  # subscribe_quote 最大长度
-        self._subscribed_per_seconds = 100  # 每秒 subscribe_quote 请求次数限制
-        self._subscribed_queue = Queue(self._subscribed_per_seconds)
+        self._subscribed_ins_list_throttle = 100  # 超过该阈值的订阅请求将进行流控检查
+        self._subscribed_counts = 0
 
         # websockets 14.0版本升级后用法有变化
         if websocket_version_ge_14:
@@ -114,18 +114,18 @@ async def _run(self, api, url, send_chan, recv_chan):
         elif url_info.scheme.startswith("sm"):
             sm_info = url_info.path.split("/", 4)
             cm = SMContext(self._logger, self._api, url_info.scheme, sm_info[1], base64.urlsafe_b64decode(sm_info[2]).decode("utf-8"), base64.urlsafe_b64decode(sm_info[3]).decode("utf-8"))
-            url_info = url_info._replace(scheme="ws", path="/".join(sm_info[:1]+sm_info[4:]))
+            url_info = url_info._replace(path="/".join(sm_info[:1]+sm_info[4:]))
         elif url_info.scheme.startswith("zqotg"):
-            url_info = url_info._replace(scheme="ws")
             cm = ZqOtgContext(self._api)
+        elif url_info.scheme.startswith("zq"):
+            cm = ZqContext(self._api)
 
         count = 0
         async with cm:
             while True:
                 try:
-                    if isinstance(cm, (SMContext, ZqOtgContext)):
-                        addr = await cm.get_addr()
-                        url = url_info._replace(netloc=addr).geturl()
+                    if isinstance(cm, (SMContext, ZqOtgContext, ZqContext)):
+                        url = await cm.get_url(url_info)
                     if not self._first_connect:
                         notify_id = _generate_uuid()
                         notify = {
@@ -187,7 +187,7 @@ async def _run(self, api, url, send_chan, recv_chan):
                             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 websocket_expect_exc + (asyncio.TimeoutError, OSError, EOFError, TqBacktestPermissionError) as e:
+                except websocket_expect_exc + (asyncio.TimeoutError, OSError, EOFError, TqBacktestPermissionError, TqContextManagerError) 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()
@@ -231,11 +231,10 @@ async def _send_handler(self, send_chan, client):
                 if pack.get("aid") == "subscribe_quote":
                     if len(pack.get("ins_list", "")) > self._ins_list_max_length:
                         warnings.warn(f"订阅合约字符串总长度大于 {self._ins_list_max_length}，可能会引起服务器限制。", stacklevel=3)
-                    if self._subscribed_queue.full():
-                        first_time = self._subscribed_queue.get()
-                        if time.time() - first_time < 1:
-                            warnings.warn(f"1s 内订阅请求次数超过 {self._subscribed_per_seconds} 次，订阅多合约时推荐使用 api.get_quote_list 方法。", stacklevel=3)
-                    self._subscribed_queue.put(time.time())
+                    ins_list_counts = len(pack.get("ins_list", "").split(","))
+                    self._subscribed_counts += 1
+                    if ins_list_counts > self._subscribed_ins_list_throttle and ins_list_counts / self._subscribed_counts < 2:
+                        warnings.warn("订阅多合约时推荐使用 api.get_quote_list 方法批量订阅。", stacklevel=3)
                 if pack.get("aid") == "ins_query":
                     if len(pack.get("query", "")) > self._query_max_length:
                         warnings.warn(f"订阅合约信息字段总长度大于 {self._query_max_length}，可能会引起服务器限制。", stacklevel=3)

tqsdk/exceptions.py

@@ -115,3 +115,14 @@ class TqRiskRuleError(Exception):
     def __init__(self, message):
         super().__init__(message)
         self.message = message
+
+
+class TqContextManagerError(Exception):
+    """
+    连接管理器报错
+    """
+
+    def __init__(self, message):
+        super().__init__(message)
+        self.message = message
+

tqsdk/lib/target_pos_task.py

@@ -479,7 +479,7 @@ async def demo(SYMBOL):
 
             symbol_list = ["SHFE.rb2107", "DCE.m2109"]  # 设置合约代码
             for symbol in symbol_list:
-                api.create_task(demo("SHFE.rb2107"))  # 为每个合约创建异步任务
+                api.create_task(demo(symbol))  # 为每个合约创建异步任务
 
             while True:
                 api.wait_update()

tqsdk/multiaccount.py

@@ -8,7 +8,7 @@
 from shinny_structlog import ShinnyLoggerAdapter
 
 from tqsdk.channel import TqChan
-from tqsdk.tradeable import TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, TqZq, TqCtp, TqRohon, TqJees, TqYida
+from tqsdk.tradeable import TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, TqZq, TqCtp, TqRohon, TqJees, TqYida, TqTradingUnit
 from tqsdk.tradeable.mixin import StockMixin
 
 
@@ -27,12 +27,12 @@ class TqMultiAccount(object):
 
     """
 
-    def __init__(self, accounts: Optional[List[Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon, TqJees, TqYida]]] = None):
+    def __init__(self, accounts: Optional[List[Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon, TqJees, TqYida, TqTradingUnit]]] = None):
         """
         创建 TqMultiAccount 实例
 
         Args:
-            accounts (List[Union[TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon, TqJees, TqYida]]): [可选] 多账户列表, 若未指定任何账户, 则为 [TqSim()]
+            accounts (List[Union[TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon, TqJees, TqYida, TqTradingUnit]]): [可选] 多账户列表, 若未指定任何账户, 则为 [TqSim()]
 
         Example1::
 

tqsdk/sm.py

@@ -12,6 +12,7 @@
 from pathlib import Path
 from asyncio.subprocess import PIPE
 
+from tqsdk.exceptions import TqContextManagerError
 from tqsdk_sm import get_sm_path
 
 
@@ -108,8 +109,8 @@ async def __aenter__(self):
         self._sm_cfg = {**json.loads(decrypt_out), **self._sm_cfg}
         return self
 
-    async def get_addr(self):
-        """无法启动时返回空字符串"""
+    async def get_url(self, url_info):
+        """无法启动时抛出 TqContextManagerError 例外"""
         if sys.platform.startswith("win"):
             # subprocess.Popen 需要调用 poll 才会更新 returncode
             self._sm_proc.poll()
@@ -130,7 +131,9 @@ async def get_addr(self):
                 self._sm_proc.stdin.write(json.dumps(self._sm_init).encode("utf-8"))
                 self._sm_proc.stdin.write(json.dumps(self._sm_cfg).encode("utf-8"))
                 self._sm_addr = (await self._sm_proc.stdout.readline()).decode("utf-8").strip()
-        return self._sm_addr
+        if not self._sm_addr:
+            raise TqContextManagerError("获取国密服务地址失败")
+        return url_info._replace(scheme="ws", netloc=self._sm_addr).geturl()
 
     async def __aexit__(self, exc_type, exc, tb):
         try:

tqsdk/ta.py

@@ -170,8 +170,8 @@ def DMI(df, n, m):
     ld = pre_low - df["low"]
     admp = tqsdk.tafunc.ma(pd.Series(np.where((hd > 0) & (hd > ld), hd, 0)), n)
     admm = tqsdk.tafunc.ma(pd.Series(np.where((ld > 0) & (ld > hd), ld, 0)), n)
-    new_df["pdi"] = pd.Series(np.where(new_df["atr"] > 0, admp / new_df["atr"] * 100, np.NaN)).ffill()
-    new_df["mdi"] = pd.Series(np.where(new_df["atr"] > 0, admm / new_df["atr"] * 100, np.NaN)).ffill()
+    new_df["pdi"] = pd.Series(np.where(new_df["atr"] > 0, admp / new_df["atr"] * 100, np.nan)).ffill()
+    new_df["mdi"] = pd.Series(np.where(new_df["atr"] > 0, admm / new_df["atr"] * 100, np.nan)).ffill()
     ad = pd.Series(np.absolute(new_df["mdi"] - new_df["pdi"]) / (new_df["mdi"] + new_df["pdi"]) * 100)
     new_df["adx"] = tqsdk.tafunc.ma(ad, m)
     new_df["adxr"] = (new_df["adx"] + new_df["adx"].shift(m)) / 2
@@ -271,7 +271,7 @@ def MACD(df, short, long, m):
 def _sar(open, high, low, close, range_high, range_low, n, step, maximum):
     n = max(np.sum(np.isnan(range_high)), np.sum(np.isnan(range_low))) + 2
     sar = np.empty_like(close)
-    sar[:n] = np.NAN
+    sar[:n] = np.nan
     af = 0
     ep = 0
     trend = 1 if (close[n] - open[n]) > 0 else -1

tqsdk/tradeable/__init__.py

@@ -5,6 +5,6 @@
 
 
 from tqsdk.tradeable.otg.base_otg import BaseOtg
-from tqsdk.tradeable.otg import TqAccount, TqZq, TqKq, TqKqStock, TqCtp, TqRohon, TqJees, TqYida
+from tqsdk.tradeable.otg import TqAccount, TqZq, TqKq, TqKqStock, TqCtp, TqRohon, TqJees, TqYida, TqTradingUnit
 from tqsdk.tradeable.sim.basesim import BaseSim
 from tqsdk.tradeable.sim import TqSim, TqSimStock

tqsdk/tradeable/otg/__init__.py

@@ -10,3 +10,4 @@
 from tqsdk.tradeable.otg.tqrohon import TqRohon
 from tqsdk.tradeable.otg.tqjees import TqJees
 from tqsdk.tradeable.otg.tqyida import TqYida
+from tqsdk.tradeable.otg.tqtradingunit import TqTradingUnit

tqsdk/tradeable/otg/tqtradingunit.py

@@ -0,0 +1,64 @@
+#!usr/bin/env python3
+# -*- coding:utf-8 -*-
+__author__ = 'chenli'
+
+import hashlib
+from typing import Optional, List
+import inspect
+
+from tqsdk.tradeable.otg.base_otg import BaseOtg
+from tqsdk.tradeable.mixin import FutureMixin
+
+
+class TqTradingUnit(BaseOtg, FutureMixin):
+    """交易单元类"""
+
+    def __init__(self, account_id: str, tags: Optional[List[str]]=None) -> None:
+        """
+        创建交易单元实例
+
+        Args:
+            account_id (str): 众期子账户
+
+            tags (None/list of str): 策略标签, 默认为调用 TqTradingUnit 的文件名及 account_id
+
+        Example1::
+
+            from tqsdk import TqApi, TqTradingUnit, TqAuth
+            account = TqTradingUnit(account_id="众期子账户", tags=["铜品种策略", "套利策略"])
+            api = TqApi(account, auth=TqAuth("快期账户", "账户密码"))
+
+        """
+        self._tags = self._convert_tags(tags, account_id)
+        super(TqTradingUnit, self).__init__(broker_id="", account_id=account_id, password="tqsdk_zq", td_url="zq://localhost/")
+
+    def _convert_tags(self, tags: Optional[List[str]], account_id: str) -> list:
+        if tags is None:
+            frame = inspect.stack()[1]
+            filename = frame.filename
+            strategy_set = {filename, account_id}
+        else:
+            strategy_set = set(tags)
+        return list(strategy_set)
+
+    @property
+    def _account_auth(self):
+        return {
+            "feature": "tq_trading_unit",
+            "account_id": None,
+            "auto_add": False,
+        }
+
+    def _get_account_key(self):
+        s = self._account_id + self._td_url
+        return hashlib.md5(s.encode('utf-8')).hexdigest()
+
+    async def _send_login_pack(self):
+        req = {
+            "aid": "req_login",
+            "bid": "tqsdk_zq",
+            "user_name": self._account_id,
+            "password": "tqsdk_zq",
+            "tags": self._tags
+        }
+        await self._td_send_chan.send(req)