cfquant 0.2.0__py3-none-any.whl

qmt_scripts//321/205/320/240/320/234/321/210/342/224/244/320/266/321/205/320/237/342/225/226/321/207/320/233/320/274/321/207/320/273/320/233/321/205/342/225/225/320/222/321/205/320/254/342/225/221/CFQUANT_TRADE_LOWLAT_SZ.py

@@ -0,0 +1,436 @@
+#coding:gbk
+#! /usr/bin/python
+# Embedded same-account market entry. Do not load parent entry files at runtime.
+
+import os as _cfquant_market_os
+
+_CFQUANT_MARKET = "SZ"
+_CFQUANT_CONFIG_FILENAME = "cfquant_bridge_config_SZ.json"
+
+
+def _cfquant_market_base_dir():
+    path = globals().get("__file__") or ""
+    if path and not str(path).startswith("<"):
+        try:
+            return _cfquant_market_os.path.dirname(_cfquant_market_os.path.abspath(path))
+        except Exception:
+            return ""
+    try:
+        return _cfquant_market_os.path.abspath(_cfquant_market_os.getcwd())
+    except Exception:
+        return ""
+
+
+def _cfquant_market_config_path():
+    base = _cfquant_market_base_dir()
+    parent = _cfquant_market_os.path.dirname(base) if base else ""
+    if base and _cfquant_market_os.path.basename(base).lower() == "python" and parent:
+        return _cfquant_market_os.path.join(parent, "bin.x64", _CFQUANT_CONFIG_FILENAME)
+    if base:
+        return _cfquant_market_os.path.join(base, _CFQUANT_CONFIG_FILENAME)
+    return _CFQUANT_CONFIG_FILENAME
+
+
+_cfquant_market_os.environ["CFQUANT_MARKET"] = _CFQUANT_MARKET
+_cfquant_market_os.environ["CFQUANT_MARKET_SOURCE"] = "cfquant_market_entry"
+
+
+def _cfquant_market_should_set_config_path():
+    current = str(_cfquant_market_os.environ.get("CFQUANT_BRIDGE_CONFIG_FILE") or "").strip()
+    if not current:
+        return True
+    source = str(_cfquant_market_os.environ.get("CFQUANT_BRIDGE_CONFIG_FILE_SOURCE") or "").strip()
+    if source in ("cfquant_market_entry", "cfquant_entry"):
+        return True
+    current_name = _cfquant_market_os.path.basename(current).lower()
+    market_names = ("cfquant_bridge_config_sh.json", "cfquant_bridge_config_sz.json")
+    return current_name in market_names and current_name != _CFQUANT_CONFIG_FILENAME.lower()
+
+
+if _cfquant_market_should_set_config_path():
+    _cfquant_market_os.environ["CFQUANT_BRIDGE_CONFIG_FILE"] = _cfquant_market_config_path()
+    _cfquant_market_os.environ["CFQUANT_BRIDGE_CONFIG_FILE_SOURCE"] = "cfquant_market_entry"
+
+# Embedded market entry: CFQUANT_TRADE_LOWLAT_SZ.py
+#coding:gbk
+#! /usr/bin/python
+
+import os
+import sys
+import importlib
+import io
+import json
+
+
+_trade_bridge = None
+DEFAULT_ACCOUNT_ID = ""
+USER_BRIDGE_ID = "default"
+BRIDGE_ID = os.environ.get("CFQUANT_BRIDGE_ID", USER_BRIDGE_ID)
+RUNTIME_CONFIG = {}
+RUNTIME_CHANNELS = {}
+QMT_MARKET = os.environ.get("CFQUANT_MARKET", "").strip().upper()
+
+
+def _entry_file_path():
+    path = globals().get("__file__") or ""
+    path = str(path or "").strip()
+    if path and not path.startswith("<"):
+        try:
+            return os.path.abspath(path)
+        except Exception:
+            return path
+    return ""
+
+
+def _entry_base_dir():
+    entry_file = _entry_file_path()
+    if entry_file:
+        return os.path.dirname(entry_file)
+    for name in ("CFQUANT_QMT_SCRIPT_DIR", "CFQUANT_SCRIPT_DIR", "CFQUANT_ENTRY_DIR"):
+        path = str(os.environ.get(name) or "").strip()
+        if path and os.path.isdir(path):
+            return os.path.abspath(path)
+    try:
+        cwd = os.path.abspath(os.getcwd())
+        if (
+            os.path.isfile(os.path.join(cwd, "CFQUANT_TRADE_LOWLAT_SZ.py"))
+            or os.path.isfile(os.path.join(cwd, "cfquant_bridge_config.json"))
+            or os.path.isdir(os.path.join(cwd, "cfquant"))
+        ):
+            return cwd
+    except Exception:
+        pass
+    for path in sys.path:
+        path = str(path or "").strip()
+        if path and os.path.isdir(path):
+            base = os.path.abspath(path)
+            if (
+                os.path.isfile(os.path.join(base, "CFQUANT_TRADE_LOWLAT_SZ.py"))
+                or os.path.isfile(os.path.join(base, "cfquant_bridge_config.json"))
+                or os.path.isdir(os.path.join(base, "cfquant"))
+            ):
+                return base
+    try:
+        return os.path.abspath(os.getcwd())
+    except Exception:
+        return ""
+
+
+def _runtime_config_paths():
+    try:
+        base_dir = _entry_base_dir()
+        parent_dir = os.path.dirname(base_dir)
+        candidates = []
+        env_path = os.environ.get("CFQUANT_BRIDGE_CONFIG_FILE")
+        if env_path:
+            candidates.append(env_path)
+        market = str(os.environ.get("CFQUANT_MARKET") or QMT_MARKET or "").strip().upper()
+        market_filenames = []
+        if market in ("SH", "SZ"):
+            market_filenames.append("cfquant_bridge_config_%s.json" % market)
+        if os.path.basename(base_dir).lower() == "python":
+            for filename in market_filenames:
+                candidates.append(os.path.join(parent_dir, "bin.x64", filename))
+                candidates.append(os.path.join(base_dir, filename))
+            candidates.append(os.path.join(parent_dir, "bin.x64", "cfquant_bridge_config.json"))
+            candidates.append(os.path.join(base_dir, "cfquant_bridge_config.json"))
+        else:
+            for filename in market_filenames:
+                candidates.append(os.path.join(base_dir, filename))
+                candidates.append(os.path.join(base_dir, "bin.x64", filename))
+            candidates.append(os.path.join(base_dir, "cfquant_bridge_config.json"))
+            candidates.append(os.path.join(base_dir, "bin.x64", "cfquant_bridge_config.json"))
+        for filename in market_filenames:
+            candidates.append(os.path.join(parent_dir, filename))
+        candidates.append(os.path.join(parent_dir, "cfquant_bridge_config.json"))
+        result = []
+        seen = set()
+        for path in candidates:
+            if not path:
+                continue
+            path = os.path.abspath(os.path.expandvars(os.path.expanduser(path)))
+            key = os.path.normcase(path)
+            if key in seen:
+                continue
+            seen.add(key)
+            result.append(path)
+        return result
+    except Exception:
+        return []
+
+
+def _load_runtime_config():
+    for path in _runtime_config_paths():
+        if not os.path.isfile(path):
+            continue
+        for opener in (
+            lambda: io.open(path, "r", encoding="utf-8"),
+            lambda: open(path, "r"),
+        ):
+            try:
+                with opener() as f:
+                    data = json.loads(f.read())
+                if isinstance(data, dict):
+                    return data
+            except Exception:
+                pass
+    return {}
+
+
+def _config_bool(value, default=True):
+    if isinstance(value, bool):
+        return value
+    if value is None:
+        return default
+    text = str(value).strip().lower()
+    if text in ("0", "false", "no", "off", "disable", "disabled", "closed", "close"):
+        return False
+    if text in ("1", "true", "yes", "on", "enable", "enabled", "open"):
+        return True
+    return default
+
+
+def _env_allows_runtime_override(name, default_value=""):
+    value = str(os.environ.get(name) or "").strip()
+    if not value:
+        return True
+    if str(os.environ.get("%s_SOURCE" % name) or "").strip() == "cfquant_entry":
+        return True
+    return bool(default_value and value == default_value)
+
+
+def _apply_runtime_config():
+    global BRIDGE_ID, RUNTIME_CONFIG, RUNTIME_CHANNELS, QMT_MARKET
+
+    data = _load_runtime_config()
+    RUNTIME_CONFIG = data
+    if not data:
+        return
+    if data.get("bridge_id") and _env_allows_runtime_override("CFQUANT_BRIDGE_ID", USER_BRIDGE_ID):
+        BRIDGE_ID = data.get("bridge_id")
+    if data.get("market"):
+        market = str(data.get("market") or "").strip().upper()
+        if market in ("SH", "SZ"):
+            QMT_MARKET = market
+            if not os.environ.get("CFQUANT_MARKET"):
+                os.environ["CFQUANT_MARKET"] = market
+                os.environ["CFQUANT_MARKET_SOURCE"] = "cfquant_entry"
+    channels = data.get("channels") or {}
+    if isinstance(channels, dict):
+        RUNTIME_CHANNELS = channels
+    if not os.environ.get("CFQUANT_QMT_LOG_LANGUAGE") and data.get("qmt_log_language"):
+        os.environ["CFQUANT_QMT_LOG_LANGUAGE"] = str(data.get("qmt_log_language") or "zh")
+    if not os.environ.get("CFQUANT_QMT_LOG_ENABLED") and "qmt_log_enabled" in data:
+        os.environ["CFQUANT_QMT_LOG_ENABLED"] = "1" if _config_bool(data.get("qmt_log_enabled"), True) else "0"
+
+
+def _ensure_path():
+    try:
+        base_dir = _entry_base_dir()
+        parent_dir = os.path.dirname(base_dir)
+        env_paths = [p for p in os.environ.get("CFQUANT_PYTHONPATH", "").split(os.pathsep) if p]
+        if os.path.basename(base_dir).lower() == "python":
+            candidates = env_paths + [os.path.join(parent_dir, "bin.x64"), base_dir, parent_dir]
+        else:
+            candidates = env_paths + [
+                base_dir,
+                os.path.join(base_dir, "bin.x64"),
+                parent_dir,
+                os.path.join(parent_dir, "bin.x64"),
+                os.path.join(parent_dir, "python"),
+            ]
+        ordered = []
+        seen = set()
+        for path in candidates:
+            if not path or not os.path.isdir(path):
+                continue
+            path = os.path.abspath(path)
+            key = os.path.normcase(path)
+            if key in seen:
+                continue
+            seen.add(key)
+            ordered.append(path)
+        if ordered:
+            sys.path[:] = ordered + [
+                path for path in sys.path
+                if os.path.normcase(os.path.abspath(path or os.curdir)) not in seen
+            ]
+    except Exception:
+        pass
+
+
+def _install_logging_compat():
+    """Keep this entry compatible with older cfquant packages in QMT."""
+    logging_module = importlib.import_module("cfquant.logging_i18n")
+
+    if not hasattr(logging_module, "normalize_log_language"):
+        def _normalize_log_language(value=None):
+            value = str(value or "").strip().lower()
+            return "en" if value in ("en", "english") else "zh"
+
+        logging_module.normalize_log_language = _normalize_log_language
+
+    if not hasattr(logging_module, "normalize_log_enabled"):
+        def _normalize_log_enabled(value=None):
+            if isinstance(value, bool):
+                return value
+            if value is None:
+                return True
+            text = str(value).strip().lower()
+            return text not in ("0", "false", "no", "off", "disable", "disabled", "closed", "close")
+
+        logging_module.normalize_log_enabled = _normalize_log_enabled
+
+    if not hasattr(logging_module, "_CFQUANT_COMPAT_LOG_LANGUAGE"):
+        logging_module._CFQUANT_COMPAT_LOG_LANGUAGE = ""
+    if not hasattr(logging_module, "_CFQUANT_COMPAT_LOG_ENABLED"):
+        logging_module._CFQUANT_COMPAT_LOG_ENABLED = None
+
+    if not hasattr(logging_module, "get_log_language"):
+        def _get_log_language():
+            if logging_module._CFQUANT_COMPAT_LOG_LANGUAGE:
+                return logging_module._CFQUANT_COMPAT_LOG_LANGUAGE
+            return logging_module.normalize_log_language(
+                os.environ.get("CFQUANT_QMT_LOG_LANGUAGE")
+                or os.environ.get("CFQUANT_LOG_LANGUAGE")
+                or "zh"
+            )
+
+        logging_module.get_log_language = _get_log_language
+
+    if not hasattr(logging_module, "set_log_language"):
+        def _set_log_language(value):
+            language = logging_module.normalize_log_language(value)
+            logging_module._CFQUANT_COMPAT_LOG_LANGUAGE = language
+            return language
+
+        logging_module.set_log_language = _set_log_language
+
+    if not hasattr(logging_module, "get_log_enabled"):
+        def _get_log_enabled():
+            if logging_module._CFQUANT_COMPAT_LOG_ENABLED is not None:
+                return bool(logging_module._CFQUANT_COMPAT_LOG_ENABLED)
+            return logging_module.normalize_log_enabled(
+                os.environ.get("CFQUANT_QMT_LOG_ENABLED")
+                or os.environ.get("CFQUANT_LOG_ENABLED")
+                or "1"
+            )
+
+        logging_module.get_log_enabled = _get_log_enabled
+
+    if not hasattr(logging_module, "set_log_enabled"):
+        def _set_log_enabled(value):
+            enabled = logging_module.normalize_log_enabled(value)
+            logging_module._CFQUANT_COMPAT_LOG_ENABLED = enabled
+            return enabled
+
+        logging_module.set_log_enabled = _set_log_enabled
+
+    if not hasattr(logging_module, "translate_log"):
+        def _translate_log(message, language=None):
+            return str(message)
+
+        logging_module.translate_log = _translate_log
+
+    return logging_module
+
+
+_ensure_path()
+_apply_runtime_config()
+
+_logging_i18n = _install_logging_compat()
+get_log_enabled = _logging_i18n.get_log_enabled
+translate_log = _logging_i18n.translate_log
+
+from cfquant import __version__ as _ENTRY_VERSION
+
+
+def _print_log(message):
+    if get_log_enabled():
+        print(translate_log(message))
+
+
+def _load_bridge_starter():
+    import cfquant.tx_trade_bridge as tx_trade_bridge
+
+    try:
+        tx_trade_bridge = importlib.reload(tx_trade_bridge)
+    except Exception as e:
+        _print_log("tx trade bridge reload failed:%s" % e)
+    return tx_trade_bridge.start_tx_trade_bridge
+
+
+start_tx_trade_bridge = _load_bridge_starter()
+
+from cfquant.channels import channels_for_bridge, normalize_bridge_id
+
+BRIDGE_ID = normalize_bridge_id(BRIDGE_ID)
+QMT_MARKET = str(QMT_MARKET or os.environ.get("CFQUANT_MARKET") or RUNTIME_CONFIG.get("market") or "").strip().upper()
+if QMT_MARKET not in ("SH", "SZ"):
+    QMT_MARKET = ""
+if not os.environ.get("CFQUANT_BRIDGE_ID"):
+    os.environ["CFQUANT_BRIDGE_ID"] = BRIDGE_ID
+    os.environ["CFQUANT_BRIDGE_ID_SOURCE"] = "cfquant_entry"
+if QMT_MARKET and not os.environ.get("CFQUANT_MARKET"):
+    os.environ["CFQUANT_MARKET"] = QMT_MARKET
+    os.environ["CFQUANT_MARKET_SOURCE"] = "cfquant_entry"
+BRIDGE_CHANNELS = channels_for_bridge(BRIDGE_ID)
+_trade_channel_value = RUNTIME_CHANNELS.get("trade") or RUNTIME_CONFIG.get("trade_channel")
+if _trade_channel_value:
+    BRIDGE_CHANNELS["trade"] = str(_trade_channel_value).strip()
+
+_trade_bridge = start_tx_trade_bridge(
+    None,
+    ip="127.0.0.1",
+    port=2049,
+    token="LTtx",
+    request_channel=BRIDGE_CHANNELS["trade"],
+    bridge_id=BRIDGE_ID,
+    account_id=DEFAULT_ACCOUNT_ID,
+    show=True,
+)
+_print_log("cfquant lowlat trade bridge module loaded")
+_print_log("cfquant lowlat entry version:%s" % _ENTRY_VERSION)
+_print_log("cfquant bridge id:%s trade_channel:%s" % (BRIDGE_ID, BRIDGE_CHANNELS["trade"]))
+if QMT_MARKET:
+    _print_log("cfquant lowlat market route market:%s bridge_id:%s" % (QMT_MARKET, BRIDGE_ID))
+
+
+def _attach_trade_status_extra():
+    if not _trade_bridge:
+        return
+    original_status_extra = _trade_bridge._status_extra
+
+    def status_extra_with_market():
+        data = original_status_extra()
+        data.update({
+            "qmt_runtime_market": QMT_MARKET,
+            "qmt_runtime_market_role": RUNTIME_CONFIG.get("market_role") or ("trade" if QMT_MARKET else ""),
+            "qmt_runtime_market_parent_bridge_id": RUNTIME_CONFIG.get("market_route_parent_bridge_id") or "",
+        })
+        return data
+
+    _trade_bridge._status_extra = status_extra_with_market
+
+
+_attach_trade_status_extra()
+
+
+def init(ContextInfo):
+    if _trade_bridge:
+        _trade_bridge.set_context(ContextInfo)
+        _print_log("cfquant lowlat trade context ready version:%s" % _ENTRY_VERSION)
+        _trade_bridge.run_forever(sleep_seconds=0.001)
+
+
+def handlebar(ContextInfo):
+    pass
+
+
+def stop(ContextInfo):
+    global _trade_bridge
+
+    if _trade_bridge:
+        _trade_bridge.close()
+        _trade_bridge = None
+        _print_log("cfquant lowlat trade bridge stopped")

qmt_scripts//321/205/320/240/320/234/321/210/342/224/244/320/266/321/205/320/237/342/225/226/321/207/320/233/320/274/321/207/320/273/320/233/321/205/342/225/225/320/222/321/205/320/254/342/225/221/readme.md

@@ -0,0 +1,95 @@
+# 同账号独立市场部署说明
+
+## 适用场景
+
+有些券商的大 QMT 会把上海市场和深圳市场拆成两个独立交易端，但两个交易端使用同一个资金账号。本目录用于这种场景：
+
+- `000001.SZ` 这类深圳标的自动路由到深圳交易端。
+- `601222.SH` 这类上海标的自动路由到上海交易端。
+- 账号仍然是同一个账号，系统内部只按标的市场切换交易桥接。
+
+## 网页端配置
+
+在网页的账号绑定页面中：
+
+1. 编辑对应资金账号。
+2. 开启“同账号独立市场路由”。
+3. 填写“上海交易端目录”和“深圳交易端目录”，建议填写各自 QMT 的 `bin.x64` 目录。
+4. `bridge_id` 可以留空，系统会自动生成，例如 `acct_xxx_sh`、`acct_xxx_sz`。
+5. 保存绑定。
+
+保存后，系统会分别写入独立配置文件：
+
+- 上海交易端：`cfquant_bridge_config_SH.json`
+- 深圳交易端：`cfquant_bridge_config_SZ.json`
+
+这两个 JSON 会声明各自的 `bridge_id`、请求通道和 `market`。
+
+## QMT 端运行哪个脚本
+
+根据当前账号使用的模式选择对应脚本。
+
+### 通用 ctypes / 单文件低延迟模式
+
+- 上海 QMT 运行：`CFQUANT_CTYPE_ALL_LOWLAT_SH.py`
+- 深圳 QMT 运行：`CFQUANT_CTYPE_ALL_LOWLAT_SZ.py`
+
+### 高级模式 LTtx 交易端
+
+- 上海 QMT 交易端运行：`CFQUANT_TRADE_LOWLAT_SH.py`
+- 深圳 QMT 交易端运行：`CFQUANT_TRADE_LOWLAT_SZ.py`
+
+### 极致模式
+
+- 上海 QMT 运行：`CFQUANT_LITE_SH.py`
+- 深圳 QMT 运行：`CFQUANT_LITE_SZ.py`
+
+## 手工复制时的注意事项
+
+这些 `_SH` / `_SZ` 文件现在是完整市场入口，已经内置对应主入口代码，不会在 QMT 运行时读取上层目录里的原始入口脚本。手工复制时只需要复制当前模式对应的市场文件：
+
+- 通用 ctypes：`CFQUANT_CTYPE_ALL_LOWLAT_SH.py` / `CFQUANT_CTYPE_ALL_LOWLAT_SZ.py`
+- 高级模式交易端：`CFQUANT_TRADE_LOWLAT_SH.py` / `CFQUANT_TRADE_LOWLAT_SZ.py`
+- 极致模式：`CFQUANT_LITE_SH.py` / `CFQUANT_LITE_SZ.py`
+
+通用 ctypes 和高级模式交易端仍按原模式要求部署 `cfquant` 核心包；极致模式市场入口不需要复制 `cfquant` 核心包。
+
+## 账号数据和回调
+
+同账号独立市场开启后，主桥可以只作为账号配置和路由身份存在，上海、深圳两个市场入口分别在线即可。
+
+- 下单、撤单按证券代码市场发送到对应 SH/SZ 子桥。
+- 持仓、委托、成交会分别查询 SH/SZ 子桥，并在 Web 端合并展示。
+- 资金属于同一个资金账号，Web 端不会把 SH/SZ 两边的资金简单相加；会取第一个成功子桥的资金结果，并保留分市场查询明细用于排查。
+- 交易回调按 SH/SZ 子桥分别上报，Web 端按主账号订阅时会同时接收两个子桥的回调。
+
+## 路由规则
+
+系统优先按完整代码后缀判断市场：
+
+- `.SH` 走上海交易端。
+- `.SZ` 走深圳交易端。
+
+如果没有后缀，会按代码开头推断：
+
+- `5`、`6`、`9` 开头默认上海。
+- `0`、`1`、`2`、`3` 开头默认深圳。
+
+批量下单中如果同时包含上海和深圳标的，系统会自动拆分为两组请求，分别发送到对应交易端，再合并返回结果。
+
+## 排查要点
+
+如果 QMT 日志里仍然显示 `bridge_id=default`，通常说明没有读到对应市场 JSON，重点检查：
+
+- 网页绑定是否已经开启“同账号独立市场路由”并保存。
+- SH/SZ 两个 QMT 的 `bin.x64` 目录是否填写正确。
+- 对应目录里是否生成了 `cfquant_bridge_config_SH.json` 或 `cfquant_bridge_config_SZ.json`。
+- 上海 QMT 是否运行 `_SH.py`，深圳 QMT 是否运行 `_SZ.py`。
+- 是否复制的是最新完整市场入口文件，而不是旧包装脚本。
+
+正常启动后，日志中会出现类似信息：
+
+```text
+cfquant ctypes market route market:SH bridge_id:acct_xxx_sh
+cfquant lowlat market route market:SZ bridge_id:acct_xxx_sz
+```

web_dashboard/__init__.py

@@ -0,0 +1 @@
+"""Static assets for the cfquant local Web dashboard."""