aria-code 4.1.3__py3-none-any.whl

brokers/cn/xtquant_broker.py

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+"""
+brokers/cn/xtquant_broker.py — 迅投 XTQuant 适配器
+====================================================
+支持券商：中信证券、华鑫证券、浙商证券（通过迅投QMT平台）
+
+安装：pip install xtquant
+文档：https://dict.thinktrader.net/nativeApi/
+
+配置示例::
+
+    {
+      "id":         "xt_main",
+      "type":       "xtquant",
+      "label":      "中信主账户",
+      "account_id": "1234567890",
+      "path":       "C:\\国金QMT交易端模拟\\userdata_mini"
+    }
+"""
+
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from ..base import BrokerBase, AccountInfo, Position, Order, OrderResult
+
+
+class XTQuantBroker(BrokerBase):
+    broker_type = "xtquant"
+    broker_name = "迅投 XTQuant"
+    market      = "CN"
+
+    def __init__(self, broker_id: str, config: Dict[str, Any]):
+        super().__init__(broker_id, config)
+        self._account_id = config.get("account_id", "")
+        self._path       = config.get("path", "")
+        self._xt_trader  = None
+
+    def connect(self) -> bool:
+        try:
+            import os, sys
+            with open(os.devnull, "w") as _null:
+                _old, sys.stdout = sys.stdout, _null
+                try:
+                    from xtquant.xttrader import XtQuantTrader
+                    from xtquant import xtdata
+                finally:
+                    sys.stdout = _old
+            path = self._path or "."
+            trader = XtQuantTrader(path, int(self.config.get("session_id", 1)))
+            conn = trader.connect()
+            if conn != 0:
+                raise RuntimeError(f"XTQuant 连接失败: code={conn}")
+            trader.subscribe_position(self._account_id)
+            trader.subscribe_order(self._account_id)
+            trader.subscribe_trade(self._account_id)
+            self._xt_trader = trader
+            self._connected = True
+            return True
+        except ImportError:
+            raise ImportError("xtquant 未安装。请运行: pip install xtquant")
+        except Exception as e:
+            self._connected = False
+            raise RuntimeError(f"XTQuant 连接失败: {e}") from e
+
+    def disconnect(self) -> None:
+        if self._xt_trader:
+            try:
+                self._xt_trader.disconnect()
+            except Exception:
+                pass
+        self._xt_trader = None
+        self._connected = False
+
+    def account_info(self) -> AccountInfo:
+        self._require_connected()
+        acct = self._xt_trader.query_stock_asset(self._account_id)
+        if not acct:
+            raise RuntimeError("XTQuant 查询账户资金失败")
+        # XTQuant StockAsset fields
+        total   = float(getattr(acct, "total_asset", 0))
+        cash    = float(getattr(acct, "cash", 0))
+        frozen  = float(getattr(acct, "frozen_cash", 0))
+        mv      = float(getattr(acct, "market_value", 0))
+        return AccountInfo(
+            broker_id=self.broker_id,
+            broker_type=self.broker_type,
+            label=self.label,
+            account_id=self._account_id,
+            currency="CNY",
+            total_assets=total,
+            cash=cash,
+            market_value=mv,
+            frozen=frozen,
+        )
+
+    def positions(self) -> List[Position]:
+        self._require_connected()
+        raw = self._xt_trader.query_stock_positions(self._account_id)
+        result = []
+        for p in (raw or []):
+            cost  = float(getattr(p, "open_price",    0))
+            price = float(getattr(p, "market_price",  0))
+            qty   = float(getattr(p, "volume",        0))
+            avail = float(getattr(p, "can_use_volume",0))
+            mv    = float(getattr(p, "market_value",  0))
+            pnl   = float(getattr(p, "open_pnl",      0))
+            sym   = str(getattr(p, "stock_code", ""))
+            name  = str(getattr(p, "stock_name", ""))
+            pnl_pct = (pnl / (mv - pnl) * 100) if (mv - pnl) > 0 else 0.0
+            result.append(Position(
+                symbol=sym, name=name,
+                quantity=qty, available_qty=avail,
+                cost_price=cost, current_price=price,
+                market_value=mv, pnl=pnl, pnl_pct=pnl_pct,
+                currency="CNY", market="a_share",
+            ))
+        return result
+
+    def orders(self, status: str = "all", limit: int = 50) -> List[Order]:
+        self._require_connected()
+        raw = self._xt_trader.query_stock_orders(self._account_id)
+        result = []
+        for o in (raw or [])[:limit]:
+            raw_status = int(getattr(o, "order_status", 0))
+            mapped = _xt_order_status(raw_status)
+            if status != "all" and mapped != status:
+                continue
+            side = "buy" if int(getattr(o, "order_type", 23)) in (23, 90) else "sell"
+            result.append(Order(
+                order_id=str(getattr(o, "order_id", "")),
+                symbol=str(getattr(o, "stock_code", "")),
+                name=str(getattr(o, "stock_name", "")),
+                side=side,
+                order_type="limit",
+                quantity=float(getattr(o, "order_volume", 0)),
+                filled_qty=float(getattr(o, "traded_volume", 0)),
+                price=float(getattr(o, "price", 0)),
+                avg_price=float(getattr(o, "traded_price", 0)),
+                status=mapped,
+                created_at=str(getattr(o, "order_time", "")),
+                currency="CNY",
+            ))
+        return result
+
+    def place_order(self, symbol: str, side: str, quantity: float,
+                    order_type: str = "limit", price: float = 0.0, **kwargs) -> OrderResult:
+        self._require_connected()
+        from xtquant.xttype import StockOrderType, StockPriceType
+        xt_type  = 23 if side == "buy" else 24    # XTQuant buy/sell constants
+        price_tp = StockPriceType.LATEST if order_type == "market" else StockPriceType.FIX
+        oid = self._xt_trader.order_stock(
+            self._account_id, symbol, xt_type, int(quantity), price_tp, price,
+            strategy_name="aria_code", order_remark="",
+        )
+        if oid == -1:
+            return OrderResult(success=False, message="XTQuant 下单失败（返回 -1）", broker_id=self.broker_id)
+        return OrderResult(success=True, order_id=str(oid), broker_id=self.broker_id)
+
+    def cancel_order(self, order_id: str) -> bool:
+        self._require_connected()
+        ret = self._xt_trader.cancel_order_stock(self._account_id, int(order_id))
+        return ret == 0
+
+    def _require_connected(self):
+        if not self._connected or not self._xt_trader:
+            raise RuntimeError("XTQuant 未连接，请先调用 connect()")
+
+
+def _xt_order_status(code: int) -> str:
+    _MAP = {
+        48: "open", 49: "open", 50: "open",
+        51: "filled", 52: "partial",
+        53: "cancelled", 54: "cancelled", 55: "cancelled",
+    }
+    return _MAP.get(code, "open")

brokers/config.py

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+"""
+brokers/config.py — 券商配置加载与管理
+========================================
+配置文件位置：~/.aria-code/brokers.json（或由 ARIA_HOME 环境变量覆盖）
+
+示例配置::
+
+    {
+      "brokers": [
+        {
+          "id":         "xt_main",
+          "type":       "xtquant",
+          "label":      "中信主账户",
+          "account_id": "1234567890",
+          "default":    true
+        },
+        {
+          "id":         "ibkr_us",
+          "type":       "ibkr",
+          "label":      "盈透美股",
+          "host":       "127.0.0.1",
+          "port":       7496,
+          "client_id":  1
+        },
+        {
+          "id":         "alpaca_paper",
+          "type":       "alpaca",
+          "label":      "Alpaca 模拟盘",
+          "api_key":    "PKxxx",
+          "api_secret": "xxx",
+          "paper":      true
+        },
+        {
+          "id":         "futu_hk",
+          "type":       "futu",
+          "label":      "富途港股",
+          "host":       "127.0.0.1",
+          "port":       11111,
+          "market":     "HK"
+        },
+        {
+          "id":         "tiger_us",
+          "type":       "tiger",
+          "label":      "老虎美股",
+          "tiger_id":   "xxx",
+          "private_key_path": "~/.aria-code/tiger_rsa.pem",
+          "account":    "xxx"
+        },
+        {
+          "id":         "longbridge_cn",
+          "type":       "longbridge",
+          "label":      "长桥A股",
+          "app_key":    "xxx",
+          "app_secret": "xxx",
+          "access_token": "xxx"
+        }
+      ]
+    }
+
+支持的 type 值:
+    paper       本地仿盘账户（无真实券商连接）
+    xtquant     迅投（中信、华鑫、浙商等）
+    easytrader  easytrader（同花顺、通达信、华泰、国君）
+    futu        富途牛牛 OpenAPI（港股/美股/A股）
+    tiger       老虎证券 OpenAPI（美股/港股/A股）
+    longbridge  长桥证券 OpenAPI（港股/美股/A股）
+    ibkr        Interactive Brokers TWS/Gateway
+    alpaca      Alpaca Markets（美股，支持模拟盘）
+    webull      Webull（美股）
+"""
+
+from __future__ import annotations
+
+import json
+import os
+from pathlib import Path
+from typing import Any, Dict, List, Optional
+
+
+def _resolve_aria_home() -> Path:
+    """Resolve the Aria config directory (same logic as aria_cli.py).
+
+    Priority:
+      1. ARIA_HOME env var (explicit override)
+      2. ~/.arthera — legacy path, kept for backward compat if it exists
+      3. ~/.aria-code — default for fresh installs
+    """
+    if "ARIA_HOME" in os.environ:
+        return Path(os.environ["ARIA_HOME"]).expanduser()
+    legacy = Path.home() / ".arthera"
+    if legacy.exists():
+        return legacy
+    return Path.home() / ".aria-code"
+
+
+BROKERS_CONFIG_PATH = _resolve_aria_home() / "brokers.json"
+
+
+# ── 读写工具 ───────────────────────────────────────────────────────────────────
+
+def load_config() -> Dict[str, Any]:
+    """加载 brokers.json，文件不存在时返回空 {"brokers": []}。"""
+    if not BROKERS_CONFIG_PATH.exists():
+        return {"brokers": []}
+    try:
+        with open(BROKERS_CONFIG_PATH, encoding="utf-8") as f:
+            return json.load(f)
+    except Exception:
+        return {"brokers": []}
+
+
+def save_config(cfg: Dict[str, Any]) -> None:
+    """保存配置到 brokers.json，自动创建目录。"""
+    BROKERS_CONFIG_PATH.parent.mkdir(parents=True, exist_ok=True)
+    with open(BROKERS_CONFIG_PATH, "w", encoding="utf-8") as f:
+        json.dump(cfg, f, ensure_ascii=False, indent=2)
+
+
+def list_broker_configs() -> List[Dict[str, Any]]:
+    """返回所有已配置的券商列表。"""
+    return load_config().get("brokers", [])
+
+
+def get_broker_config(broker_id: str) -> Optional[Dict[str, Any]]:
+    """根据 id 查找某个券商配置。"""
+    for b in list_broker_configs():
+        if b.get("id") == broker_id:
+            return b
+    return None
+
+
+def get_default_broker_config() -> Optional[Dict[str, Any]]:
+    """返回标记了 default=true 的券商，或第一个。"""
+    brokers = list_broker_configs()
+    if not brokers:
+        return None
+    for b in brokers:
+        if b.get("default"):
+            return b
+    return brokers[0]
+
+
+def add_broker_config(cfg: Dict[str, Any]) -> None:
+    """新增一条券商配置（id 重复时覆盖）。"""
+    data = load_config()
+    brokers = data.get("brokers", [])
+    brokers = [b for b in brokers if b.get("id") != cfg.get("id")]
+    brokers.append(cfg)
+    data["brokers"] = brokers
+    save_config(data)
+
+
+def remove_broker_config(broker_id: str) -> bool:
+    """删除某个券商配置，返回 True 表示找到并删除。"""
+    data = load_config()
+    before = len(data.get("brokers", []))
+    data["brokers"] = [b for b in data.get("brokers", []) if b.get("id") != broker_id]
+    if len(data["brokers"]) < before:
+        save_config(data)
+        return True
+    return False
+
+
+def set_default_broker(broker_id: str) -> bool:
+    """设置默认券商。"""
+    data = load_config()
+    found = False
+    for b in data.get("brokers", []):
+        if b.get("id") == broker_id:
+            b["default"] = True
+            found = True
+        else:
+            b.pop("default", None)
+    if found:
+        save_config(data)
+    return found
+
+
+# ── 配置校验 ──────────────────────────────────────────────────────────────────
+
+# 每种 type 必需的字段
+_REQUIRED_FIELDS: Dict[str, List[str]] = {
+    "paper":      [],
+    "xtquant":    ["account_id"],
+    "easytrader": ["broker_name"],
+    "futu":       ["host", "port"],           # FutuOpenD must be running locally
+    "tiger":      ["tiger_id", "private_key_path", "account"],
+    "longbridge": ["app_key", "app_secret", "access_token"],
+    "ibkr":       ["host", "port"],           # TWS/Gateway host:port required
+    "alpaca":     ["api_key", "api_secret"],
+    "webull":     ["username", "password"],   # read-only, still needs credentials
+}
+
+_TYPE_LABELS: Dict[str, str] = {
+    "paper":      "Aria 本地仿盘账户",
+    "xtquant":    "迅投 XTQuant（中信/华鑫/浙商等）",
+    "easytrader": "EasyTrader（同花顺/通达信/华泰/国君）",
+    "futu":       "富途牛牛 OpenAPI",
+    "tiger":      "老虎证券 OpenAPI",
+    "longbridge": "长桥证券 OpenAPI",
+    "ibkr":       "Interactive Brokers TWS/Gateway",
+    "alpaca":     "Alpaca Markets（美股 / 模拟盘）",
+    "webull":     "Webull（美股）",
+}
+
+
+_RECOMMENDED_FIELDS: Dict[str, List[str]] = {
+    "paper":  ["starting_cash", "currency"],
+    "futu":   ["market"],
+    "ibkr":   ["client_id"],
+    "alpaca": ["paper"],
+}
+
+
+def validate_broker_config(cfg: Dict[str, Any]) -> List[str]:
+    """校验券商配置，返回错误列表（空列表=通过）。
+
+    Warnings (prefixed with '⚠ ') are non-fatal but worth showing.
+    """
+    errors: List[str] = []
+    if not cfg.get("id"):
+        errors.append("缺少 'id' 字段")
+    if not cfg.get("label"):
+        errors.append("⚠ 建议设置 'label' 字段（账户显示名称）")
+    broker_type = cfg.get("type", "")
+    if not broker_type:
+        errors.append("缺少 'type' 字段")
+    elif broker_type not in _REQUIRED_FIELDS:
+        errors.append(f"不支持的 type: {broker_type!r}  (支持: {', '.join(_REQUIRED_FIELDS)})")
+    else:
+        for req in _REQUIRED_FIELDS[broker_type]:
+            if not cfg.get(req):
+                errors.append(f"{broker_type} 缺少必需字段: '{req}'")
+        for rec in _RECOMMENDED_FIELDS.get(broker_type, []):
+            if not cfg.get(rec):
+                errors.append(f"⚠ {broker_type} 建议设置 '{rec}' 字段")
+    return errors
+
+
+def supported_broker_types() -> Dict[str, str]:
+    """返回所有支持的券商类型 {type: 描述}。"""
+    return dict(_TYPE_LABELS)
+
+
+# ── 生成配置模板 ──────────────────────────────────────────────────────────────
+
+_TEMPLATES: Dict[str, Dict[str, Any]] = {
+    "paper": {
+        "id": "paper_main",
+        "type": "paper",
+        "label": "Aria 仿盘账户",
+        "mode": "paper",
+        "starting_cash": 100000,
+        "currency": "USD",
+        "default": True,
+        "_comment": "本地仿盘账户，不连接真实券商；订单写入 ~/.arthera/paper_ledger.json"
+    },
+    "xtquant": {
+        "id": "xt_main",
+        "type": "xtquant",
+        "label": "中信主账户",
+        "mode": "read_only",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "account_id": "YOUR_ACCOUNT_ID",
+        "default": True,
+        "_comment": "需安装 xtquant: pip install xtquant  (仅 Windows/Linux)"
+    },
+    "easytrader": {
+        "id": "ht_main",
+        "type": "easytrader",
+        "label": "华泰账户",
+        "mode": "read_only",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "broker_name": "huatai",
+        "exe_path": "C:\\华泰证券\\xiadan.exe",
+        "_comment": "broker_name 可选: huatai/guojun/ths/tdx/yh/zszq/xq"
+    },
+    "futu": {
+        "id": "futu_hk",
+        "type": "futu",
+        "label": "富途港股",
+        "mode": "read_only",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "host": "127.0.0.1",
+        "port": 11111,
+        "market": "HK",
+        "_comment": "需安装 futu-api: pip install futu-api  并启动富途 OpenD"
+    },
+    "tiger": {
+        "id": "tiger_us",
+        "type": "tiger",
+        "label": "老虎美股",
+        "mode": "read_only",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "tiger_id": "YOUR_TIGER_ID",
+        "private_key_path": "~/.aria-code/tiger_rsa.pem",
+        "account": "YOUR_ACCOUNT",
+        "_comment": "需安装 tigeropen: pip install tigeropen"
+    },
+    "longbridge": {
+        "id": "lb_cn",
+        "type": "longbridge",
+        "label": "长桥A股",
+        "mode": "read_only",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "app_key": "YOUR_APP_KEY",
+        "app_secret": "YOUR_APP_SECRET",
+        "access_token": "YOUR_ACCESS_TOKEN",
+        "_comment": "需安装 longbridge: pip install longbridge"
+    },
+    "ibkr": {
+        "id": "ibkr_us",
+        "type": "ibkr",
+        "label": "盈透美股",
+        "mode": "read_only",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "host": "127.0.0.1",
+        "port": 7496,
+        "client_id": 1,
+        "_comment": "需安装 ib_insync: pip install ib_insync  并启动 TWS/Gateway"
+    },
+    "alpaca": {
+        "id": "alpaca_paper",
+        "type": "alpaca",
+        "label": "Alpaca 模拟盘",
+        "mode": "paper",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "api_key": "YOUR_API_KEY",
+        "api_secret": "YOUR_API_SECRET",
+        "paper": True,
+        "_comment": "需安装 alpaca-py: pip install alpaca-py"
+    },
+    "webull": {
+        "id": "webull_us",
+        "type": "webull",
+        "label": "Webull 美股",
+        "mode": "read_only",
+        "allow_live_trade": False,
+        "require_confirm": True,
+        "username": "YOUR_EMAIL_OR_PHONE",
+        "password": "YOUR_PASSWORD",
+        "device_id": "",
+        "_comment": "需安装 webull: pip install webull"
+    },
+}
+
+
+def get_config_template(broker_type: str) -> Optional[Dict[str, Any]]:
+    """返回指定券商类型的配置模板。"""
+    import copy
+    tmpl = _TEMPLATES.get(broker_type)
+    return copy.deepcopy(tmpl) if tmpl else None
+
+
+def print_all_templates() -> str:
+    """返回所有配置模板的 JSON 字符串（用于 /broker init 命令）。"""
+    return json.dumps({"brokers": list(_TEMPLATES.values())}, ensure_ascii=False, indent=2)

brokers/intl/__init__.py

@@ -0,0 +1,5 @@
+from .ibkr_broker   import IBKRBroker
+from .alpaca_broker import AlpacaBroker
+from .webull_broker import WebullBroker
+
+__all__ = ["IBKRBroker", "AlpacaBroker", "WebullBroker"]