cfquant 0.2.39__tar.gz → 0.2.40__tar.gz

{cfquant-0.2.39 → cfquant-0.2.40}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: cfquant
-Version: 0.2.39
+Version: 0.2.40
 Summary: QMT local bridge and xtquant-compatible Python client.
 License: MIT
 Requires-Python: >=3.8

{cfquant-0.2.39 → cfquant-0.2.40}/cfquant/qmt_bridge.py

@@ -18,7 +18,7 @@ from .level2 import (
     require_l2_callable,
     thousand_price,
 )
-from .xttype import filter_cancelable_orders
+from .xttype import _is_zero_time_value, filter_cancelable_orders
 
 
 class CfquantQmtBridge(object):
@@ -1111,23 +1111,26 @@ class CfquantQmtBridge(object):
                 "order_time": self._first_value(obj, (
                     "time",
                     "order_time",
-                    "entrust_time",
+                    "entrust_time",
                     "insert_time",
                     "m_strOrderTime",
                     "m_strEntrustTime",
                     "m_strInsertTime",
-                    "m_nOrderTime",
-                    "m_nEntrustTime",
-                    "m_nInsertTime",
-                )),
+                    "m_nOrderTime",
+                    "m_nEntrustTime",
+                    "m_nInsertTime",
+                ), skip_zero=True),
                 "order_date": self._first_value(obj, (
                     "order_date",
                     "entrust_date",
+                    "insert_date",
                     "m_strOrderDate",
                     "m_strEntrustDate",
+                    "m_strInsertDate",
                     "m_strTradingDay",
                     "m_nOrderDate",
                     "m_nEntrustDate",
+                    "m_nInsertDate",
                 )),
                 "direction": self._get_value(obj, "m_nDirection"),
                 "offset_flag": self._get_value(obj, "m_nOffsetFlag"),
@@ -1205,7 +1208,7 @@ class CfquantQmtBridge(object):
                     "m_strDealTime",
                     "m_nTradeTime",
                     "m_nDealTime",
-                )),
+                ), skip_zero=True),
                 "trade_date": self._first_value(obj, (
                     "trade_date",
                     "deal_date",
@@ -1377,12 +1380,14 @@ class CfquantQmtBridge(object):
         text = " ".join(str(value or "") for value in values).strip().lower()
         return "cfquant" if "cfquant" in text else "other"
 
-    def _first_value(self, obj, names):
-        for name in names:
-            value = self._get_value(obj, name)
-            if value is not None and value != "":
-                return value
-        return None
+    def _first_value(self, obj, names, skip_zero=False):
+        for name in names:
+            value = self._get_value(obj, name)
+            if value is not None and value != "":
+                if skip_zero and _is_zero_time_value(value):
+                    continue
+                return value
+        return None
 
     def _object_to_dict(self, obj):
         if hasattr(obj, "items"):

cfquant-0.2.40/cfquant/tests/test_order_time_callback.py

@@ -0,0 +1,71 @@
+import datetime
+import json
+
+from cfquant.normal_bridge import NormalQmtBridge
+from cfquant.xttype import XtOrder
+
+
+class RecordingTx(object):
+    def __init__(self):
+        self.pushes = []
+
+    def push(self, kind, payload, key):
+        self.pushes.append((kind, payload, key))
+
+
+def _expected_timestamp(hour=21, minute=24, second=23):
+    timezone = datetime.timezone(datetime.timedelta(hours=8))
+    value = datetime.datetime(2026, 9, 24, hour, minute, second, tzinfo=timezone)
+    return int(value.timestamp())
+
+
+def test_order_callback_skips_zero_placeholder_time():
+    raw = {
+        "time": 0,
+        "order_time": 0,
+        "m_strOrderTime": "212423",
+        "m_strOrderDate": "20260924",
+        "m_strAccountID": "A123",
+        "m_strInstrumentID": "000001",
+        "m_strExchangeID": "SZ",
+    }
+    bridge = NormalQmtBridge(None, show=False, schedule_timer=False, order_meta_enabled=False)
+    tx = RecordingTx()
+    bridge.tx = tx
+    try:
+        bridge.publish_callback_event("trader:on_stock_order", raw)
+        payload = json.loads(tx.pushes[-1][1])
+        assert payload["data"]["order_time"] == "212423"
+        assert XtOrder.from_any(payload["data"]).order_time == _expected_timestamp()
+    finally:
+        bridge.close()
+
+
+def test_order_time_conversion_skips_zero_before_valid_qmt_time():
+    raw = {
+        "time": 0,
+        "m_strOrderTime": "212423",
+        "order_date": 0,
+        "m_strOrderDate": "20260924",
+    }
+    assert XtOrder.from_any(raw).order_time == _expected_timestamp()
+
+
+def test_order_callback_uses_insert_time_and_insert_date():
+    raw = {
+        "time": 0,
+        "m_strOrderTime": None,
+        "m_strInsertTime": "112021",
+        "m_strInsertDate": "20260924",
+        "m_strAccountID": "A123",
+        "m_strInstrumentID": "688051",
+        "m_strExchangeID": "SH",
+    }
+    bridge = NormalQmtBridge(None, show=False, schedule_timer=False, order_meta_enabled=False)
+    try:
+        row = bridge._format_trade_detail(raw, "order")
+        assert row["order_time"] == "112021"
+        assert row["order_date"] == "20260924"
+        assert XtOrder.from_any(row).order_time == _expected_timestamp(11, 20, 21)
+    finally:
+        bridge.close()

{cfquant-0.2.39 → cfquant-0.2.40}/cfquant/tx_trade_bridge.py

@@ -30,7 +30,7 @@ from .runtime_report import build_qmt_runtime_report, module_source_state, sourc
 from .xttype import (
     CreditAssure, CreditSloCode, CreditSubjects, StkCompacts, XtCreditDetail, XtPositionStatistics,
     XtAccountInfo, XtAccountStatus, XtSmtAppointmentResponse,
-    filter_cancelable_orders, normalize_order_price_type, _with_qmt_compact_aliases,
+    filter_cancelable_orders, normalize_order_price_type, _is_zero_time_value, _with_qmt_compact_aliases,
 )
 
 
@@ -3069,23 +3069,26 @@ class TxTradeBridge(object):
                 "order_time": self._first_value(obj, (
                     "time",
                     "order_time",
-                    "entrust_time",
+                    "entrust_time",
                     "insert_time",
                     "m_strOrderTime",
                     "m_strEntrustTime",
                     "m_strInsertTime",
-                    "m_nOrderTime",
-                    "m_nEntrustTime",
-                    "m_nInsertTime",
-                )),
+                    "m_nOrderTime",
+                    "m_nEntrustTime",
+                    "m_nInsertTime",
+                ), skip_zero=True),
                 "order_date": self._first_value(obj, (
                     "order_date",
                     "entrust_date",
+                    "insert_date",
                     "m_strOrderDate",
                     "m_strEntrustDate",
+                    "m_strInsertDate",
                     "m_strTradingDay",
                     "m_nOrderDate",
                     "m_nEntrustDate",
+                    "m_nInsertDate",
                 )),
                 "direction": self._get_value(obj, "m_nDirection"),
                 "offset_flag": self._get_value(obj, "m_nOffsetFlag"),
@@ -3166,12 +3169,12 @@ class TxTradeBridge(object):
                 "trade_time": self._first_value(obj, (
                     "time",
                     "trade_time",
-                    "deal_time",
+                    "deal_time",
                     "m_strTradeTime",
                     "m_strDealTime",
-                    "m_nTradeTime",
-                    "m_nDealTime",
-                )),
+                    "m_nTradeTime",
+                    "m_nDealTime",
+                ), skip_zero=True),
                 "trade_date": self._first_value(obj, (
                     "trade_date",
                     "deal_date",
@@ -3286,11 +3289,13 @@ class TxTradeBridge(object):
             return value
         return None
 
-    def _first_value(self, obj, names):
+    def _first_value(self, obj, names, skip_zero=False):
         for name in names:
             value = self._get_value(obj, name)
             if value is not None and value != "":
-                return value
+                if skip_zero and _is_zero_time_value(value):
+                    continue
+                return value
         return None
 
     def _stock_order_type(self, obj):

{cfquant-0.2.39 → cfquant-0.2.40}/cfquant/version.py

@@ -1,5 +1,5 @@
 # -*- coding: utf-8 -*-
 """cfquant core version metadata."""
 
-__version__ = "0.2.39"
-WEB_VERSION = "web_20260923_03"
+__version__ = "0.2.40"
+WEB_VERSION = "web_20260924_01"

{cfquant-0.2.39 → cfquant-0.2.40}/cfquant/xttype.py

@@ -249,10 +249,49 @@ def _coerce_timestamp(value, date_value=None, default=0):
         return default
 
 
+def _is_zero_time_value(value):
+    """Return whether a time field contains the provider's empty value."""
+    if value is None or isinstance(value, bool):
+        return True
+    if isinstance(value, (int, float)):
+        return value == 0
+    text = str(value).strip()
+    if not text:
+        return True
+    # QMT uses both numeric zero and display forms such as 00:00:00 for an
+    # unavailable order/trade time.  Do not discard values such as 000001.
+    if re.fullmatch(r"[+-]?\d+(?:\.\d+)?", text):
+        try:
+            return float(text) == 0
+        except (TypeError, ValueError):
+            return False
+    digits = re.sub(r"\D", "", text)
+    return bool(digits) and not set(digits) - {"0"}
+
+
 def _time_field_timestamp(data, time_names, date_names):
-    value = _first_value(data, time_names, default=None)
-    date_value = _first_value(data, date_names, default=None)
-    return _coerce_timestamp(value, date_value)
+    date_value = None
+    for name in _with_qmt_compact_aliases(*date_names):
+        if name not in data:
+            continue
+        candidate = data.get(name)
+        if _is_empty(candidate) or _is_zero_time_value(candidate):
+            continue
+        date_value = candidate
+        break
+    # A callback can expose a generic ``time``/canonical field as 0 while a
+    # later QMT field (for example m_strOrderTime) contains the real value.
+    # Try every candidate instead of letting the zero placeholder win.
+    for name in _with_qmt_compact_aliases(*time_names):
+        if name not in data:
+            continue
+        value = data.get(name)
+        if _is_empty(value) or _is_zero_time_value(value):
+            continue
+        timestamp = _coerce_timestamp(value, date_value)
+        if timestamp:
+            return timestamp
+    return 0
 
 
 def normalize_order_price_type(value, market=""):
@@ -636,7 +675,7 @@ class XtOrder(DictObject):
         data["order_time"] = _time_field_timestamp(
             data,
             ("order_time", "time", "entrust_time", "insert_time", "m_strOrderTime", "m_strEntrustTime", "m_strInsertTime", "m_nOrderTime", "m_nEntrustTime", "m_nInsertTime"),
-            ("order_date", "entrust_date", "m_strOrderDate", "m_strEntrustDate", "m_strTradingDay", "m_nOrderDate", "m_nEntrustDate"),
+            ("order_date", "entrust_date", "insert_date", "m_strOrderDate", "m_strEntrustDate", "m_strInsertDate", "m_strTradingDay", "m_nOrderDate", "m_nEntrustDate", "m_nInsertDate"),
         )
         for name in ("order_type", "order_volume", "price_type", "traded_volume", "order_status", "direction", "offset_flag"):
             data[name] = _coerce_int(data.get(name))

{cfquant-0.2.39 → cfquant-0.2.40}/cfquant.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: cfquant
-Version: 0.2.39
+Version: 0.2.40
 Summary: QMT local bridge and xtquant-compatible Python client.
 License: MIT
 Requires-Python: >=3.8

{cfquant-0.2.39 → cfquant-0.2.40}/cfquant.egg-info/SOURCES.txt

@@ -96,6 +96,7 @@ cfquant/tests/test_credit_compat.py
 cfquant/tests/test_json_serialization.py
 cfquant/tests/test_log_management.py
 cfquant/tests/test_management_batch.py
+cfquant/tests/test_order_time_callback.py
 cfquant/tests/test_project_updater.py
 cfquant/tests/test_python_api_reference.py
 cfquant/tests/test_qmt_strategy_browser.py

{cfquant-0.2.39 → cfquant-0.2.40}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "cfquant"
-version = "0.2.39"
+version = "0.2.40"
 description = "QMT local bridge and xtquant-compatible Python client."
 license = {text = "MIT"}
 readme = "README.md"

{cfquant-0.2.39 → cfquant-0.2.40}/qmt_scripts/CFQUANT_LITE.py

@@ -1529,6 +1529,23 @@ def l2_query(func, period, params):
     return {"columns": columns, "records": rows}
 
 
+def _is_zero_time_value(value):
+    if value is None or isinstance(value, bool):
+        return True
+    if isinstance(value, (int, float)):
+        return value == 0
+    text = str(value).strip()
+    if not text:
+        return True
+    if re.fullmatch(r"[+-]?\d+(?:\.\d+)?", text):
+        try:
+            return float(text) == 0
+        except (TypeError, ValueError):
+            return False
+    digits = re.sub(r"\D", "", text)
+    return bool(digits) and not set(digits) - {"0"}
+
+
 class TxTradeBridge(object):
     def __init__(
         self,
@@ -3617,6 +3634,7 @@ class TxTradeBridge(object):
                 "order_sysid": self._get_value(obj, "m_strOrderSysID"),
                 "order_type": self._stock_order_type(obj),
                 "order_time": self._first_value(obj, (
+                    "time",
                     "order_time",
                     "entrust_time",
                     "insert_time",
@@ -3626,15 +3644,18 @@ class TxTradeBridge(object):
                     "m_nOrderTime",
                     "m_nEntrustTime",
                     "m_nInsertTime",
-                )),
+                ), skip_zero=True),
                 "order_date": self._first_value(obj, (
                     "order_date",
                     "entrust_date",
+                    "insert_date",
                     "m_strOrderDate",
                     "m_strEntrustDate",
+                    "m_strInsertDate",
                     "m_strTradingDay",
                     "m_nOrderDate",
                     "m_nEntrustDate",
+                    "m_nInsertDate",
                 )),
                 "direction": self._get_value(obj, "m_nDirection"),
                 "offset_flag": self._get_value(obj, "m_nOffsetFlag"),
@@ -3707,13 +3728,14 @@ class TxTradeBridge(object):
                 "strategy_name": self._get_value(obj, "m_strStrategyName"),
                 "order_remark": self._first_value(obj, ("m_strRemark", "m_strOrderRemark")),
                 "trade_time": self._first_value(obj, (
+                    "time",
                     "trade_time",
                     "deal_time",
                     "m_strTradeTime",
                     "m_strDealTime",
                     "m_nTradeTime",
                     "m_nDealTime",
-                )),
+                ), skip_zero=True),
                 "trade_date": self._first_value(obj, (
                     "trade_date",
                     "deal_date",
@@ -3850,10 +3872,12 @@ class TxTradeBridge(object):
                 continue
             return value
         return None
-    def _first_value(self, obj, names):
+    def _first_value(self, obj, names, skip_zero=False):
         for name in names:
             value = self._get_value(obj, name)
             if value is not None and value != "":
+                if skip_zero and _is_zero_time_value(value):
+                    continue
                 return value
         return None
 

{cfquant-0.2.39 → cfquant-0.2.40}/qmt_scripts//345/220/214/350/264/246/345/217/267/347/213/254/347/253/213/345/270/202/345/234/272/CFQUANT_LITE_SH.py

@@ -1583,6 +1583,23 @@ def l2_query(func, period, params):
     return {"columns": columns, "records": rows}
 
 
+def _is_zero_time_value(value):
+    if value is None or isinstance(value, bool):
+        return True
+    if isinstance(value, (int, float)):
+        return value == 0
+    text = str(value).strip()
+    if not text:
+        return True
+    if re.fullmatch(r"[+-]?\d+(?:\.\d+)?", text):
+        try:
+            return float(text) == 0
+        except (TypeError, ValueError):
+            return False
+    digits = re.sub(r"\D", "", text)
+    return bool(digits) and not set(digits) - {"0"}
+
+
 class TxTradeBridge(object):
     def __init__(
         self,
@@ -3709,6 +3726,7 @@ class TxTradeBridge(object):
                 "order_sysid": self._get_value(obj, "m_strOrderSysID"),
                 "order_type": self._stock_order_type(obj),
                 "order_time": self._first_value(obj, (
+                    "time",
                     "order_time",
                     "entrust_time",
                     "insert_time",
@@ -3718,15 +3736,18 @@ class TxTradeBridge(object):
                     "m_nOrderTime",
                     "m_nEntrustTime",
                     "m_nInsertTime",
-                )),
+                ), skip_zero=True),
                 "order_date": self._first_value(obj, (
                     "order_date",
                     "entrust_date",
+                    "insert_date",
                     "m_strOrderDate",
                     "m_strEntrustDate",
+                    "m_strInsertDate",
                     "m_strTradingDay",
                     "m_nOrderDate",
                     "m_nEntrustDate",
+                    "m_nInsertDate",
                 )),
                 "direction": self._get_value(obj, "m_nDirection"),
                 "offset_flag": self._get_value(obj, "m_nOffsetFlag"),
@@ -3799,13 +3820,14 @@ class TxTradeBridge(object):
                 "strategy_name": self._get_value(obj, "m_strStrategyName"),
                 "order_remark": self._first_value(obj, ("m_strRemark", "m_strOrderRemark")),
                 "trade_time": self._first_value(obj, (
+                    "time",
                     "trade_time",
                     "deal_time",
                     "m_strTradeTime",
                     "m_strDealTime",
                     "m_nTradeTime",
                     "m_nDealTime",
-                )),
+                ), skip_zero=True),
                 "trade_date": self._first_value(obj, (
                     "trade_date",
                     "deal_date",
@@ -3942,10 +3964,12 @@ class TxTradeBridge(object):
                 continue
             return value
         return None
-    def _first_value(self, obj, names):
+    def _first_value(self, obj, names, skip_zero=False):
         for name in names:
             value = self._get_value(obj, name)
             if value is not None and value != "":
+                if skip_zero and _is_zero_time_value(value):
+                    continue
                 return value
         return None
 

{cfquant-0.2.39 → cfquant-0.2.40}/qmt_scripts//345/220/214/350/264/246/345/217/267/347/213/254/347/253/213/345/270/202/345/234/272/CFQUANT_LITE_SZ.py

@@ -1583,6 +1583,23 @@ def l2_query(func, period, params):
     return {"columns": columns, "records": rows}
 
 
+def _is_zero_time_value(value):
+    if value is None or isinstance(value, bool):
+        return True
+    if isinstance(value, (int, float)):
+        return value == 0
+    text = str(value).strip()
+    if not text:
+        return True
+    if re.fullmatch(r"[+-]?\d+(?:\.\d+)?", text):
+        try:
+            return float(text) == 0
+        except (TypeError, ValueError):
+            return False
+    digits = re.sub(r"\D", "", text)
+    return bool(digits) and not set(digits) - {"0"}
+
+
 class TxTradeBridge(object):
     def __init__(
         self,
@@ -3709,6 +3726,7 @@ class TxTradeBridge(object):
                 "order_sysid": self._get_value(obj, "m_strOrderSysID"),
                 "order_type": self._stock_order_type(obj),
                 "order_time": self._first_value(obj, (
+                    "time",
                     "order_time",
                     "entrust_time",
                     "insert_time",
@@ -3718,15 +3736,18 @@ class TxTradeBridge(object):
                     "m_nOrderTime",
                     "m_nEntrustTime",
                     "m_nInsertTime",
-                )),
+                ), skip_zero=True),
                 "order_date": self._first_value(obj, (
                     "order_date",
                     "entrust_date",
+                    "insert_date",
                     "m_strOrderDate",
                     "m_strEntrustDate",
+                    "m_strInsertDate",
                     "m_strTradingDay",
                     "m_nOrderDate",
                     "m_nEntrustDate",
+                    "m_nInsertDate",
                 )),
                 "direction": self._get_value(obj, "m_nDirection"),
                 "offset_flag": self._get_value(obj, "m_nOffsetFlag"),
@@ -3799,13 +3820,14 @@ class TxTradeBridge(object):
                 "strategy_name": self._get_value(obj, "m_strStrategyName"),
                 "order_remark": self._first_value(obj, ("m_strRemark", "m_strOrderRemark")),
                 "trade_time": self._first_value(obj, (
+                    "time",
                     "trade_time",
                     "deal_time",
                     "m_strTradeTime",
                     "m_strDealTime",
                     "m_nTradeTime",
                     "m_nDealTime",
-                )),
+                ), skip_zero=True),
                 "trade_date": self._first_value(obj, (
                     "trade_date",
                     "deal_date",
@@ -3942,10 +3964,12 @@ class TxTradeBridge(object):
                 continue
             return value
         return None
-    def _first_value(self, obj, names):
+    def _first_value(self, obj, names, skip_zero=False):
         for name in names:
             value = self._get_value(obj, name)
             if value is not None and value != "":
+                if skip_zero and _is_zero_time_value(value):
+                    continue
                 return value
         return None
 

{cfquant-0.2.39 → cfquant-0.2.40}/web_dashboard/app.js

@@ -1,4 +1,4 @@
-const FRONTEND_VERSION = 'web_20260923_03';
+const FRONTEND_VERSION = 'web_20260924_01';
 
 const state = {
   accountId: '',
@@ -11029,11 +11029,14 @@ const ORDER_TIME_FIELDS = [
 const ORDER_DATE_FIELDS = [
   'order_date',
   'entrust_date',
+  'insert_date',
   'm_strOrderDate',
   'm_strEntrustDate',
+  'm_strInsertDate',
   'm_strTradingDay',
   'm_nOrderDate',
   'm_nEntrustDate',
+  'm_nInsertDate',
 ];
 
 const TRADE_TIME_FIELDS = [

{cfquant-0.2.39 → cfquant-0.2.40}/web_dashboard/index.html

@@ -5,7 +5,7 @@
   <meta name="viewport" content="width=device-width, initial-scale=1">
   <title>cfquant 控制台</title>
   <link rel="icon" type="image/svg+xml" href="/favicon.svg">
-  <link rel="stylesheet" href="/styles.css?v=web_20260923_03">
+  <link rel="stylesheet" href="/styles.css?v=web_20260924_01">
 </head>
 <body>
   <div id="webAuthOverlay" class="auth-overlay hidden" aria-live="polite">
@@ -3211,6 +3211,6 @@ else:
   <script src="/cftrader-api-data.js?v=20260911_02"></script>
   <script src="/api-tester.js?v=20260916_apikey_01"></script>
   <script src="/python-api.js?v=20260911_api_test_01"></script>
-  <script src="/app.js?v=web_20260923_03"></script>
+  <script src="/app.js?v=web_20260924_01"></script>
 </body>
 </html>