dataquant 1.1.6__py3-none-any.whl

dataquant/apis/quote/api.py

@@ -0,0 +1,1744 @@
+# -*- coding: UTF-8 -*-
+
+import re
+import os
+import time
+import mmap
+import gevent
+import platform
+import warnings
+import numpy as np
+import pandas as pd
+from functools import wraps
+import traceback
+import socket
+from concurrent.futures import as_completed, ThreadPoolExecutor
+
+from dataquant.apis.base import get_data, get_qdata
+from dataquant.utils.convert import convert_fields, sort_merge_df, sort_merge_df_dic
+from dataquant.utils.datetime_func import get_current_date
+from dataquant.utils.config import read_config
+from dataquant.utils.error import MaxTryExceed, RunTimeError
+
+__all__ = [
+    "load_conf",
+    "get_kline",
+    "get_tick",
+    "get_order",
+    "get_deal",
+    "get_tree_sum",
+    "get_tree_detail",
+    "get_tick2",
+
+
+
+
+    # "get_stock_snapshot",
+    # "get_stock_entrust",
+    # "get_stock_tick",
+    # "get_future_snapshot"
+]
+
+
+# 请求服务端URL
+URL_GET_STK_TICK = 'get_stock_tick'
+URL_GET_STK_ORDER = 'get_stock_order'
+URL_GET_STK_DEAL = 'get_stock_deal'
+URL_GET_STK_KLINE = 'get_stock_kline'
+URL_GET_FUT_TICK = 'get_future_tick'
+URL_GET_FUT_TICK2 = 'get_future_tick2'
+URL_GET_FUT_KLINE = 'get_future_kline'
+URL_GET_BND_TICK = 'get_bond_tick'
+URL_GET_BND_ORDER = 'get_bond_order'
+URL_GET_BND_DEAL = 'get_bond_deal'
+URL_GET_BND_KLINE = 'get_bond_kline'
+URL_GET_FND_TICK = 'get_fund_tick'
+URL_GET_FND_ORDER = 'get_fund_order'
+URL_GET_FND_DEAL = 'get_fund_deal'
+URL_GET_FND_KLINE = 'get_fund_kline'
+URL_GET_STK_TREESUM = 'get_stock_treesum'
+URL_GET_STK_TREEDETAIL = 'get_stock_treedetail'
+
+
+# 代码与证券类型映射
+CODE_SECURITY_MAP = {}
+
+
+global CONFIG_PAGE_SIZE, PARALLEL_NUM, PARALLEL_MODE, EXECUTOR, EXECUTOR_INNER, \
+    HF_SORT_COLS, KLINED_SORT_COLS, KLINEM_SORT_COLS, PROCESS_MMAP
+
+if platform.system().lower() == 'windows':
+    PROCESS_MMAP = mmap.mmap(-1, 1, tagname='dataquant_sdk_pid')
+else:
+    MMAP_FILE = open('/dev/shm/dataquant_sdk_pid', 'w+b')
+    MMAP_FILE.write(b"\x00")
+    MMAP_FILE.flush()
+    PROCESS_MMAP = mmap.mmap(MMAP_FILE.fileno(), 1, flags=mmap.MAP_SHARED, prot=mmap.PROT_READ | mmap.PROT_WRITE)
+
+PROCESS_MMAP.seek(0)
+if PROCESS_MMAP.read() != b'\x31':
+    PROCESS_MMAP.seek(0)
+    PROCESS_MMAP.write(b"\x00")
+    PROCESS_MMAP.flush()
+
+
+def reset():
+    PROCESS_MMAP.seek(0)
+    PROCESS_MMAP.write(b"\x00")
+    PROCESS_MMAP.flush()
+
+
+def load_basic_info():
+    int_param = []
+    float_param = []
+
+    params = {
+        "mkt_code_list": ['XSHG', 'XSHE'],
+        "cols": ['scr_num', 'scr_name', 'scr_abbr', 'scr_code', 'mkt_code', 'scr_clas', 'list_date'],
+        "int_param": int_param,
+        "float_param": float_param
+    }
+    result = get_data("get_scr_basc_info", **params)
+    global CODE_SECURITY_MAP
+    CODE_SECURITY_MAP = result.set_index('scr_num')['scr_clas'].to_dict()
+
+
+reset()
+
+
+def load_conf():
+    global CONFIG_PAGE_SIZE, PARALLEL_NUM, PARALLEL_MODE, EXECUTOR, EXECUTOR_INNER, \
+        HF_SORT_COLS, KLINED_SORT_COLS, KLINEM_SORT_COLS
+    CONFIG = read_config()['system']
+    CONFIG_PAGE_SIZE = CONFIG.get('page_size')
+    PARALLEL_NUM = CONFIG.get("quote_parallel")
+    PARALLEL_MODE = CONFIG.get("parallel_mode")
+    if PARALLEL_MODE == 'Thread':
+        EXECUTOR = ThreadPoolExecutor(max_workers=PARALLEL_NUM)
+        EXECUTOR_INNER = ThreadPoolExecutor(max_workers=PARALLEL_NUM)
+    elif PARALLEL_MODE == 'Coroutine':
+        from gevent import monkey
+        monkey.patch_all()
+        from gevent.pool import Pool as gPool
+        EXECUTOR = gPool(PARALLEL_NUM)
+        EXECUTOR_INNER = gPool(PARALLEL_NUM)
+        EXECUTOR.submit = EXECUTOR.spawn
+        EXECUTOR_INNER.submit = EXECUTOR_INNER.spawn
+    HF_SORT_COLS = {
+        'future': list(CONFIG.get('quote_hf_future_sort').split(',')),
+        'stock': list(CONFIG.get('quote_hf_stock_sort').split(',')),
+        'hkstock': list(CONFIG.get('quote_hf_hkstock_sort').split(',')),
+        'bond': list(CONFIG.get('quote_hf_bond_sort').split(',')),
+        'fund': list(CONFIG.get('quote_hf_fund_sort').split(','))
+    }
+    KLINED_SORT_COLS = {
+        'future': list(CONFIG.get('quote_kd_future_sort').split(',')),
+        'stock': list(CONFIG.get('quote_kd_stock_sort').split(',')),
+        'bond': list(CONFIG.get('quote_kd_bond_sort').split(',')),
+        'fund': list(CONFIG.get('quote_kd_fund_sort').split(','))
+    }
+    KLINEM_SORT_COLS = {
+        'future': list(CONFIG.get('quote_km_future_sort').split(',')),
+        'stock': list(CONFIG.get('quote_km_stock_sort').split(',')),
+        'bond': list(CONFIG.get('quote_km_bond_sort').split(',')),
+        'fund': list(CONFIG.get('quote_km_fund_sort').split(','))
+    }
+
+
+load_conf()
+_config = read_config()['system']
+
+TWO_STEP_QUERY = False  # 20220812 行情请求是否使用分页模式（第一步获取总条数，第二步实际查询）
+ONE_STEP_NUM = 9999999  # 20220812 一步请求的最大请求数量需要很大以覆盖所有情况
+
+KLINE_CODE_GROUP = 10
+HF_DAY_DELTA = 1
+HF_CODE_GROUP = 1
+KLINE_DAY_DELTA = 90
+
+KLINE_DAY_DELTA_CANDLE_PERIOD = {
+    '1m', '1',
+    '5m', '2',
+    '15m', '3',
+    '30m', '4',
+    '1h', '5',
+    '1d', '6',
+    # '1w': '7',
+    # '1M': '8',
+    # '1y': '9',
+    '2h', '11',
+    '3h', '12',
+    '4h', '13'
+}
+
+
+CANDLE_PERIOD_MAP = {
+    '1m': '1',
+    '5m': '2',
+    '15m': '3',
+    '30m': '4',
+    '1h': '5',
+    '1d': '6',
+    '1w': '7',
+    '1M': '8',
+    '1y': '9',
+    '2h': '11',
+    '3h': '12',
+    '4h': '13'
+}
+
+
+CANDLE_MODE_MAP = {
+    None: '0',
+    'pre': '1',
+    'post': '2'
+}
+
+STOCK = ['XSHG', 'XSHE']
+FUTURE = ['XZCE', 'XDCE', 'XSGE', 'CCFX', 'XINE']
+
+
+def bind(_socket=None):
+    if _socket is None:
+        PROCESS_MMAP.seek(0)
+        # 共享区域没有数据，则写入对应数据
+        if PROCESS_MMAP.read() == b'\x00':
+            # 执行绑定操作
+            PROCESS_MMAP.seek(0)
+            PROCESS_MMAP.write(b'\x31')
+            PROCESS_MMAP.flush()
+
+            # 检验绑定是否成功
+            PROCESS_MMAP.seek(0)
+            if PROCESS_MMAP.read() == b'\x31':
+                return True
+            else:
+                return False
+
+        else:
+            return False
+    else:
+        try:
+            _socket.bind(('127.0.0.1', _config["bind_port"]))
+            return True
+        except Exception as ex:
+            return False
+
+
+def unbind(_socket=None):
+    if _socket is None:
+        PROCESS_MMAP.seek(0)
+        PROCESS_MMAP.write(b'\x00')
+        PROCESS_MMAP.flush()
+    else:
+        _socket.close()
+
+
+def wait_until_bind(count=10000, time_delta=1.0):
+    def decorate(func):
+        @wraps(func)
+        def wrap(*args, **kwargs):
+            # 尝试进行绑定
+            bind_method = _config.get("bind_method", "socket")
+            if bind_method == 'socket':
+                _socket = socket.socket()
+            else:
+                _socket = None
+            cnt = 0
+            while True:
+                if bind(_socket):
+                    try:
+                        return func(*args, **kwargs)
+                    except:
+                        print(f"进程{os.getpid()}运行函数报错")
+                        print(traceback.format_exc())
+                        raise RunTimeError("运行时报错")
+                    finally:
+                        unbind(_socket)
+
+                else:
+                    cnt += 1
+                    if cnt > count:
+                        raise MaxTryExceed(f"进程{os.getpid()}等待次数超过上线")
+                    if cnt % 60 == 0:
+                        print(f"进程{os.getpid()}正常排队查询")
+                time.sleep(time_delta)
+        return wrap
+    return decorate
+
+
+def quote_single_part(method, params, two_step: bool = TWO_STEP_QUERY):
+    init_count = 0  # 初次查询已获取的条数
+    init_page = 0  # 初次查询已获取的页数
+    total_pages = 0
+    df_dic = {}
+
+    # 两步模式下第一步获取总条数以取得分页
+    if two_step:
+        # 约定使用0作为条数查询
+        params['total_num'] = 0
+        init_result = get_qdata(method, **params)
+        if str(init_result.get('result_code', '0')) != '0':
+            raise Exception('异常代码[%s], 异常信息[%s]' % (init_result['result_code'], init_result['result_msg']))
+        if init_result['data'] is not None:
+            init_count = len(init_result['data'])
+            df_dic[0] = init_result['data']
+        total_pages = (init_result['total_num'] + params['page_size'] - 1 - init_count) // params['page_size']
+        # 只可能是1或0，表示初次查询是否返回值，否则有问题
+        init_page = init_count // params['page_size']
+
+    if two_step and total_pages > init_page:
+        _parts = []
+        for i in range(init_page + 1, total_pages + 1):
+            params['total_num'] = init_result['total_num']
+            params['page_num'] = i
+            _part = EXECUTOR_INNER.submit(get_qdata, method=method, **params)
+            _parts.append(_part)
+
+        for _p in as_completed(_parts):
+            try:
+                if _p is None:
+                    continue
+                elif _p.result() is None:
+                    continue
+
+                result_data = _p.result()
+
+                df_part = result_data['data']
+                if len(df_part) > 0:
+                    df_part.index = df_part.index + (result_data['page_num'] - 1) * params['page_size']
+                    df_dic[result_data['page_num']] = df_part
+
+            except Exception as ex:
+                raise Exception("并发处理异常，异常函数[%s]" % method)
+        df = sort_merge_df_dic(df_dic)
+    else:
+        # 一步模式请求所有数据
+        params['total_num'] = ONE_STEP_NUM
+        params['page_size'] = ONE_STEP_NUM
+        result = get_qdata(method, **params)
+        if str(result.get('result_code', '0')) != '0':
+            raise Exception('异常代码[%s], 异常信息[%s]' % (result['result_code'], result['result_msg']))
+        df = result['data']
+    ret = {'method': method, 'params': params, 'data': df, }
+    return ret
+
+
+def get_exchange_calendar(mkt_code, strt_date='19900101', end_date=None, trdy_flag=None, cols=None, rslt_type=0):
+    """
+    获取交易所交易日日历，包括：上海证券交易所，深圳证券交易所等。
+
+    """
+
+    int_param = []
+    float_param = []
+    if cols:
+        int_param = list(set([]).intersection(set(convert_fields(cols))))
+        float_param = list(set([]).intersection(set(convert_fields(cols))))
+    else:
+        cols = ['mkt_code', 'busi_date', 'trdy_flag']
+
+    if mkt_code:
+        params = {
+            "mkt_code": mkt_code,
+            "strt_date": strt_date,
+            "end_date": end_date,
+            "trdy_flag": trdy_flag,
+            "cols": cols,
+            "rslt_type": rslt_type,
+            "int_param": int_param,
+            "float_param": float_param
+        }
+        return get_data("get_exch_trd_cldr", **params)
+    else:
+        warnings.warn("函数[get_exchange_calendar]的参数(mkt_code)为必填项")
+        return None
+
+
+def _async_get_kline_data(func, scr_num_list, start_date, end_date,
+                          candle_period, candle_mode, columns, code_type):
+    """
+    异步获取K线数据
+    """
+
+    if code_type == 'stock':
+        int_param = ['trd_vol', 'fp_vol']
+
+        float_param = ['open_px', 'high_px', 'low_px', 'close_px', 'trd_amt', 'fp_amt', 'preclose_px']
+    else:
+        int_param = ['trd_vol', 'position', 'preposition']
+        float_param = ['open_px', 'high_px', 'low_px', 'close_px', 'preclose_px',
+                       'up_limit', 'down_limit', 'settlement_px', 'presettlement_px',
+                       'avg_px', 'trd_amt', 'up_low', 'up_low_rate', 'up_low_k', 'up_low_rate_k']
+
+    if columns:
+        # 分钟级别K线
+        if int(CANDLE_PERIOD_MAP[candle_period]) < int(CANDLE_PERIOD_MAP['1d']):
+            if code_type == 'stock':
+                fix_cols = \
+                    ['scr_num', 'date_time', 'min_time']
+            else:
+                fix_cols = \
+                    ['scr_num', 'date_time', 'action_date', 'min_time']
+        else:
+            fix_cols = \
+                ['scr_num', 'date_time']
+
+        if isinstance(columns, str):
+            columns = columns.split(',')
+        tmp_cols = fix_cols + columns
+        columns = list(set(tmp_cols))
+        columns.sort(key=tmp_cols.index)
+
+        int_param = \
+            list(set(int_param).intersection(set(columns)))
+        float_param = \
+            list(set(float_param).intersection(set(columns)))
+
+        if isinstance(columns, list):
+            columns = ','.join(columns)
+
+    current_date = get_current_date()
+    if start_date is None and end_date is None:
+        df = get_exchange_calendar('XSHG', end_date=current_date, trdy_flag=1)
+        if df.shape[0] > 2:
+            start_date = end_date = df['busi_date'].tolist()[-2]
+        else:
+            start_date = end_date = current_date
+    elif start_date is None:
+        start_date = end_date
+    elif end_date is None:
+        end_date = start_date
+
+    trading_day = [start_date]
+    if start_date != end_date:
+        df = get_exchange_calendar('XSHG', start_date, end_date, trdy_flag=1)
+        if df is None:
+            return None
+        trading_day = df['busi_date'].tolist()
+
+        # 根据查询日期跨度判断采用的股票代码步长
+        scr_num_list = regroup_scr_nums(scr_num_list, 1)
+
+    else:
+        # 根据查询日期跨度判断采用的股票代码步长
+        scr_num_list = regroup_scr_nums(scr_num_list, KLINE_CODE_GROUP)
+
+    if candle_period in KLINE_DAY_DELTA_CANDLE_PERIOD:
+        # 仅对日K或更短周期的蜡烛图做按天切分
+        day_delta = KLINE_DAY_DELTA if KLINE_DAY_DELTA < len(trading_day) else len(trading_day)
+        _start_date_list = trading_day[::day_delta]
+        _end_date_list = trading_day[day_delta - 1::day_delta]
+        if len(_start_date_list) != len(_end_date_list):
+            _end_date_list.append(trading_day[-1])
+    else:
+        _start_date_list = [start_date]
+        _end_date_list = [end_date]
+
+    _futures = []
+    params_list = []
+    for _idx in range(len(_start_date_list)):
+        for _scr in scr_num_list:
+            params = {
+                "scr_num_list": _scr,
+                "candle_period": CANDLE_PERIOD_MAP[candle_period],
+                "candle_mode": CANDLE_MODE_MAP[candle_mode],
+                "strt_date": _start_date_list[_idx],
+                "end_date": _end_date_list[_idx],
+                "cols": columns,
+                "api_type": "kline",
+                "int_param": int_param,
+                "float_param": float_param
+            }
+            params_list.append(params)
+
+    for params in params_list:
+        _future = EXECUTOR.submit(get_qdata, method=func, **params)
+        _futures.append(_future)
+
+    dfs = collect_dfs_parallel(func, _futures)
+
+    # 分钟K线
+    if int(CANDLE_PERIOD_MAP[candle_period]) < int(CANDLE_PERIOD_MAP['1d']):
+        global KLINEM_SORT_COLS
+        result = sort_merge_df(dfs, KLINEM_SORT_COLS[code_type])
+    else:
+        global KLINED_SORT_COLS
+        result = sort_merge_df(dfs, KLINED_SORT_COLS[code_type])
+    return result
+
+
+@wait_until_bind()
+def get_kline(scr_num_list, candle_period='1d', candle_mode=None, strt_date=None, end_date=None,
+              cols=None, rslt_type=0):
+    """
+    批量获取不同种类的K线历史数据查询
+
+    """
+
+    if scr_num_list is None:
+        warnings.warn("函数[get_kline]的参数(scr_num_list)为必填项")
+        return None
+
+    if isinstance(scr_num_list, str):
+        scr_num_list = scr_num_list.split(',')
+
+    stk_list = []
+    futu_list = []
+    bond_list = []
+    fund_list = []
+
+    global CODE_SECURITY_MAP
+    if len(CODE_SECURITY_MAP) == 0:
+        load_basic_info()
+
+    scr_code_list = \
+        [
+            _code for _code in scr_num_list if _code.split('.')[1] in ['XSHG', 'XSHE']
+        ]
+
+    noexist_code_list = set(scr_code_list) - set(list(CODE_SECURITY_MAP.keys()))
+    if len(noexist_code_list):
+        warnings.warn("函数[scr_num_list]中指定代码不存在[%s]" % ''.join(noexist_code_list))
+        return None
+
+    try:
+        for _scr in scr_num_list:
+            _market_code = _scr.split('.')[1]
+            if _market_code in FUTURE:
+                futu_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'STOCK':
+                stk_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'BOND':
+                bond_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'FUND':
+                fund_list.append(_scr)
+    except IndexError:
+        raise Exception('scr_num_list输入格式异常[%s]' % scr_num_list)
+
+    stk_result = None
+    bond_result = None
+    fund_result = None
+    futu_result = None
+    if len(stk_list) > 0:
+        stk_result = _async_get_kline_data(
+            URL_GET_STK_KLINE, stk_list, strt_date, end_date, candle_period,
+            candle_mode, cols, 'stock'
+        )
+
+    if len(bond_list) > 0:
+        bond_result = _async_get_kline_data(
+            URL_GET_BND_KLINE, bond_list, strt_date, end_date, candle_period,
+            candle_mode, cols, 'bond'
+        )
+
+    if len(fund_list) > 0:
+        fund_result = _async_get_kline_data(
+            URL_GET_FND_KLINE, fund_list, strt_date, end_date, candle_period,
+            candle_mode, cols, 'fund'
+        )
+
+    if len(futu_list) > 0:
+        futu_candle_mode = None
+        futu_result = _async_get_kline_data(
+            URL_GET_FUT_KLINE, futu_list, strt_date, end_date, candle_period,
+            futu_candle_mode, cols, 'future'
+        )
+
+    final_result = None
+    concat_list = []
+    if stk_result is not None:
+        concat_list.append(stk_result)
+    if bond_result is not None:
+        concat_list.append(bond_result)
+    if fund_result is not None:
+        concat_list.append(fund_result)
+    if futu_result is not None:
+        concat_list.append(futu_result)
+
+    if len(concat_list) > 1:
+        final_result = pd.concat(
+            concat_list,
+            axis=0, sort=False, ignore_index=True
+        )
+    elif len(concat_list) == 1:
+        final_result = concat_list[0]
+
+    final_result = convert_result_data(final_result, rslt_type)
+
+    return final_result
+
+
+def _async_get_hf_data(func, scr_num_list, start_time, end_time, columns, code_type):
+    """
+    异步获取高频数据
+    """
+    # future和hkstock默认用的单日起止时间
+    day_end_time = '235959'
+    day_start_time = '000000'
+    
+    if code_type == 'stock' or code_type == 'bond' or code_type == 'fund':
+        # stock用的时间
+        day_end_time = '150159'
+        day_start_time = '091500'
+
+    scr_num_list = regroup_scr_nums(scr_num_list, HF_CODE_GROUP)
+
+    if HF_DAY_DELTA > 0:
+        # 获取交易日
+        if start_time[: 8] == end_time[: 8]:
+            trading_day = [start_time[: 8]]
+        else:
+            #20240606 新增港股交易日判斷
+            if code_type == "hkstock" :
+                df = get_exchange_calendar('XHKG', start_time[: 8], end_time[: 8], trdy_flag=1)
+                if df is None:
+                    df = get_exchange_calendar('XHKG', trdy_flag=1).tail(1)
+            else:
+                df = get_exchange_calendar('XSHG', start_time[: 8], end_time[: 8], trdy_flag=1)
+                if df is None:
+                    df = get_exchange_calendar('XSHG', trdy_flag=1).tail(1)
+            trading_day = df['busi_date'].tolist()
+
+    params_list = []
+    _futures = []
+    if HF_DAY_DELTA > 0:
+        day_delta = HF_DAY_DELTA if HF_DAY_DELTA < len(trading_day) else len(trading_day)
+        _start_date_list = trading_day[::day_delta]
+        _end_date_list = trading_day[day_delta - 1::day_delta]
+        if len(_start_date_list) != len(_end_date_list):
+            _end_date_list.append(trading_day[-1])
+
+        for _idx in range(len(_start_date_list)):
+            _start_time = _start_date_list[_idx]
+            _end_time = _end_date_list[_idx]
+            if _idx == 0 and _start_time == start_time[: 8]:
+                _start_time = start_time
+            if _idx == len(trading_day) - 1 and _end_time == end_time[: 8]:
+                _end_time = end_time
+                if len(end_time) == 8:
+                    end_time = '%s%s' % (end_time, day_end_time)
+
+            for _s in scr_num_list:
+                params = {
+                    "scr_num": _s,
+                    "strt_time": _start_time,
+                    "end_time": _end_time,
+                    "cols": columns,
+                }
+                params_list.append(params)
+
+    else: # if SPILIT_DAY > 0
+        _start_time = start_time
+        _end_time = end_time
+        for _s in scr_num_list:
+            params = {
+                "scr_num": _s,
+                "strt_time": _start_time,
+                "end_time": _end_time,
+                "cols": columns,
+            }
+            params_list.append(params)
+
+    for params in params_list:
+        _future = EXECUTOR.submit(func, **params)
+        _futures.append(_future)
+
+    dfs = collect_dfs_parallel(func, _futures)
+
+    global HF_SORT_COLS
+    result = sort_merge_df(dfs, HF_SORT_COLS[code_type])
+    return result
+
+
+@wait_until_bind()
+def get_tick(scr_num_list, strt_time, end_time, cols=None, rslt_type=0):
+    """
+    获取快照数据
+    """
+
+    if scr_num_list is None or strt_time is None or end_time is None:
+        warnings.warn("函数[get_tick]的参数(scr_num_list, strt_time, end_time)为必填项")
+        return None
+
+    if isinstance(scr_num_list, str):
+        scr_num_list = scr_num_list.split(',')
+
+    stk_list = []
+    futu_list = []
+    bond_list = []
+    fund_list = []
+
+    global CODE_SECURITY_MAP
+    if len(CODE_SECURITY_MAP) == 0:
+        load_basic_info()
+
+    scr_code_list = \
+        [
+            _code for _code in scr_num_list if _code.split('.')[1] in ['XSHG', 'XSHE']
+        ]
+
+    noexist_code_list = set(scr_code_list) - set(list(CODE_SECURITY_MAP.keys()))
+    if len(noexist_code_list):
+        warnings.warn("函数[scr_num_list]中指定代码不存在[%s]" % ''.join(noexist_code_list))
+        return None
+
+    try:
+        for _scr in scr_num_list:
+            _market_code = _scr.split('.')[1]
+            if _market_code in FUTURE:
+                futu_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'STOCK':
+                stk_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'BOND':
+                bond_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'FUND':
+                fund_list.append(_scr)
+    except IndexError:
+        raise Exception('scr_num_list输入格式异常[%s]' % scr_num_list)
+
+    stk_result = None
+    bond_result = None
+    fund_result = None
+    futu_result = None
+    if len(stk_list) > 0:
+        stk_result = _async_get_hf_data(
+            get_stock_tick, stk_list, strt_time, end_time,
+            cols, 'stock'
+        )
+
+    if len(bond_list) > 0:
+        bond_result = _async_get_hf_data(
+            get_bond_tick, bond_list, strt_time, end_time,
+            cols, 'bond')
+
+    if len(fund_list) > 0:
+        fund_result = _async_get_hf_data(
+            get_fund_tick, fund_list, strt_time, end_time,
+            cols, 'fund')
+
+    if len(futu_list) > 0:
+        futu_result = _async_get_hf_data(
+            get_future_tick, futu_list, strt_time, end_time,
+            cols, 'future')
+
+    final_result = None
+    concat_list = []
+    if stk_result is not None:
+        concat_list.append(stk_result)
+    if bond_result is not None:
+        concat_list.append(bond_result)
+    if fund_result is not None:
+        concat_list.append(fund_result)
+    if futu_result is not None:
+        concat_list.append(futu_result)
+
+    if len(concat_list) > 1:
+        final_result = pd.concat(
+            concat_list,
+            axis=0, sort=False, ignore_index=True
+        )
+    elif len(concat_list) == 1:
+        final_result = concat_list[0]
+
+    final_result = convert_result_data(final_result, rslt_type)
+
+    return final_result
+
+
+@wait_until_bind()
+def get_tick2(scr_num_list, strt_time, end_time, cols=None, rslt_type=0):
+    """
+    获取期货Level2快照数据
+    """
+
+    if scr_num_list is None or strt_time is None or end_time is None:
+        warnings.warn("函数[get_tick2]的参数(scr_num_list, strt_time, end_time)为必填项")
+        return None
+
+    if isinstance(scr_num_list, str):
+        scr_num_list = scr_num_list.split(',')
+
+    futu_list = []
+
+    global CODE_SECURITY_MAP
+    if len(CODE_SECURITY_MAP) == 0:
+        load_basic_info()
+
+    try:
+        for _scr in scr_num_list:
+            _market_code = _scr.split('.')[1]
+            futu_list.append(_scr)
+    except IndexError:
+        raise Exception('scr_num_list输入格式异常[%s]' % scr_num_list)
+
+    futu_result = None
+    if len(futu_list) > 0:
+        futu_result = _async_get_hf_data(
+            get_future_tick2, futu_list, strt_time, end_time,
+            cols, 'future')
+
+    final_result = None
+    concat_list = []
+    if futu_result is not None:
+        concat_list.append(futu_result)
+
+    if len(concat_list) > 1:
+        final_result = pd.concat(
+            concat_list,
+            axis=0, sort=False, ignore_index=True
+        )
+    elif len(concat_list) == 1:
+        final_result = concat_list[0]
+
+    final_result = convert_result_data(final_result, rslt_type)
+
+    return final_result
+
+
+def get_stock_tick(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取股票代码快照数据
+
+    """
+
+    int_param = [
+        'total_num', 'page_num', 'total_pages',
+        'trd_count', 'withdraw_buy_count', 'withdraw_sell_count',
+        'bid_size1', 'bid_size2', 'bid_size3', 'bid_size4', 'bid_size5',
+        'bid_size6', 'bid_size7', 'bid_size8', 'bid_size9', 'bid_size10',
+        'offer_size1', 'offer_size2', 'offer_size3', 'offer_size4', 'offer_size5',
+        'offer_size6', 'offer_size7', 'offer_size8', 'offer_size9', 'offer_size10',
+    ]
+    float_param = [
+        'preclose_px', 'open_px', 'high_px', 'low_px', 'last_px',
+        'up_limit', 'down_limit', 'totl_trd_vol', 'totl_trd_amt',
+        'withdraw_buy_px', 'withdraw_buy_amount', 'withdraw_sell_px', 'withdraw_sell_amount',
+        'bid_price1', 'bid_price2', 'bid_price3', 'bid_price4', 'bid_price5',
+        'bid_price6', 'bid_price7', 'bid_price8', 'bid_price9', 'bid_price10',
+        'offer_price1', 'offer_price2', 'offer_price3', 'offer_price4', 'offer_price5',
+        'offer_price6', 'offer_price7', 'offer_price8', 'offer_price9', 'offer_price10',
+        'totl_buy_amount', 'totl_sell_amount', 'weighted_avg_buy_px', 'weighted_avg_sell_px'
+    ]
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE,
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_STK_TICK, params)
+        return quote_data
+
+    else:
+        warnings.warn("函数[get_stock_tick]的参数(scr_num)为必填项")
+        return None
+
+
+def get_bond_tick(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取债券代码快照数据
+
+    """
+
+    int_param = [
+        'total_num', 'page_num', 'total_pages',
+        'trd_count', 'withdraw_buy_count', 'withdraw_sell_count',
+        'bid_size1', 'bid_size2', 'bid_size3', 'bid_size4', 'bid_size5',
+        'bid_size6', 'bid_size7', 'bid_size8', 'bid_size9', 'bid_size10',
+        'offer_size1', 'offer_size2', 'offer_size3', 'offer_size4', 'offer_size5',
+        'offer_size6', 'offer_size7', 'offer_size8', 'offer_size9', 'offer_size10',
+    ]
+    float_param = [
+        'preclose_px', 'open_px', 'high_px', 'low_px', 'last_px',
+        'up_limit', 'down_limit', 'totl_trd_vol', 'totl_trd_amt',
+        'withdraw_buy_px', 'withdraw_buy_amount', 'withdraw_sell_px', 'withdraw_sell_amount',
+        'bid_price1', 'bid_price2', 'bid_price3', 'bid_price4', 'bid_price5',
+        'bid_price6', 'bid_price7', 'bid_price8', 'bid_price9', 'bid_price10',
+        'offer_price1', 'offer_price2', 'offer_price3', 'offer_price4', 'offer_price5',
+        'offer_price6', 'offer_price7', 'offer_price8', 'offer_price9', 'offer_price10',
+        'totl_buy_amount', 'totl_sell_amount', 'weighted_avg_buy_px', 'weighted_avg_sell_px'
+    ]
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE,
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_BND_TICK, params)
+        return quote_data
+
+    else:
+        warnings.warn("函数[get_bond_tick]的参数(scr_num)为必填项")
+        return None
+
+
+def get_fund_tick(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取基金代码快照数据
+
+    """
+
+    int_param = [
+        'total_num', 'page_num', 'total_pages',
+        'trd_count', 'withdraw_buy_count', 'withdraw_sell_count',
+        'bid_size1', 'bid_size2', 'bid_size3', 'bid_size4', 'bid_size5',
+        'bid_size6', 'bid_size7', 'bid_size8', 'bid_size9', 'bid_size10',
+        'offer_size1', 'offer_size2', 'offer_size3', 'offer_size4', 'offer_size5',
+        'offer_size6', 'offer_size7', 'offer_size8', 'offer_size9', 'offer_size10',
+        'etf_bid_count', 'etf_bid_volume', 'etf_offer_count', 'etf_offer_volumne',
+    ]
+    float_param = [
+        'preclose_px', 'open_px', 'high_px', 'low_px', 'last_px',
+        'up_limit', 'down_limit', 'totl_trd_vol', 'totl_trd_amt',
+        'withdraw_buy_px', 'withdraw_buy_amount', 'withdraw_sell_px', 'withdraw_sell_amount',
+        'bid_price1', 'bid_price2', 'bid_price3', 'bid_price4', 'bid_price5',
+        'bid_price6', 'bid_price7', 'bid_price8', 'bid_price9', 'bid_price10',
+        'offer_price1', 'offer_price2', 'offer_price3', 'offer_price4', 'offer_price5',
+        'offer_price6', 'offer_price7', 'offer_price8', 'offer_price9', 'offer_price10',
+        'totl_buy_amount', 'totl_sell_amount', 'weighted_avg_buy_px', 'weighted_avg_sell_px',
+        'etf_bid_amount', 'etf_offer_amount', 'pre_nav', 'real_nav', 'iopv',
+    ]
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE,
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_FND_TICK, params)
+        return quote_data
+
+    else:
+        warnings.warn("函数[get_fund_tick]的参数(scr_num)为必填项")
+        return None
+
+
+@wait_until_bind()
+def get_order(scr_num_list, strt_time, end_time, cols=None, rslt_type=0):
+    """
+
+    """
+
+    if scr_num_list is None or strt_time is None or end_time is None:
+        warnings.warn("函数[get_order]的参数(scr_num_list, strt_time, end_time)为必填项")
+        return None
+
+    if isinstance(scr_num_list, str):
+        scr_num_list = scr_num_list.split(',')
+
+    stk_list = []
+    bond_list = []
+    fund_list = []
+
+    global CODE_SECURITY_MAP
+    if len(CODE_SECURITY_MAP) == 0:
+        load_basic_info()
+
+    scr_code_list = \
+        [
+            _code for _code in scr_num_list if _code.split('.')[1] in ['XSHG', 'XSHE']
+        ]
+
+    noexist_code_list = set(scr_code_list) - set(list(CODE_SECURITY_MAP.keys()))
+    if len(noexist_code_list):
+        warnings.warn("函数[scr_num_list]中指定代码不存在[%s]" % ''.join(noexist_code_list))
+        return None
+
+    try:
+        for _scr in scr_num_list:
+            _market_code = _scr.split('.')[1]
+            if CODE_SECURITY_MAP[_scr] == 'STOCK':
+                stk_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'BOND':
+                bond_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'FUND':
+                fund_list.append(_scr)
+    except IndexError:
+        raise Exception('scr_num_list输入格式异常[%s]' % scr_num_list)
+
+    stk_result = None
+    bond_result = None
+    fund_result = None
+    if len(stk_list) > 0:
+        stk_result = _async_get_hf_data(
+            get_stock_order, stk_list, strt_time, end_time,
+            cols, 'stock'
+        )
+
+    if len(bond_list) > 0:
+        bond_result = _async_get_hf_data(
+            get_bond_order, bond_list, strt_time, end_time,
+            cols, 'bond')
+
+    if len(fund_list) > 0:
+        fund_result = _async_get_hf_data(
+            get_fund_order, fund_list, strt_time, end_time,
+            cols, 'fund')
+
+    final_result = None
+    concat_list = []
+    if stk_result is not None:
+        concat_list.append(stk_result)
+    if bond_result is not None:
+        concat_list.append(bond_result)
+    if fund_result is not None:
+        concat_list.append(fund_result)
+
+    if len(concat_list) > 1:
+        final_result = pd.concat(
+            concat_list,
+            axis=0, sort=False, ignore_index=True
+        )
+    elif len(concat_list) == 1:
+        final_result = concat_list[0]
+
+    final_result = convert_result_data(final_result, rslt_type)
+
+    return final_result
+
+
+def get_stock_order(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取股票代码逐笔委托历史数据查询
+
+    """
+
+    int_param = ['total_num', 'page_num', 'total_pages', 'channel_no']
+    float_param = ['entr_px', 'entr_vol']
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE, # 20220812 统一改为与期货快照一致
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_STK_ORDER, params)
+        return quote_data
+    else:
+        warnings.warn("函数[get_stock_entrust]的参数(scr_num)为必填项")
+        return None
+
+
+def get_bond_order(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取债券代码逐笔委托历史数据查询
+
+    """
+
+    int_param = ['total_num', 'page_num', 'total_pages', 'channel_no']
+    float_param = ['entr_px', 'entr_vol']
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE, # 20220812 统一改为与期货快照一致
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_BND_ORDER, params)
+        return quote_data
+    else:
+        warnings.warn("函数[get_bond_entrust]的参数(scr_num)为必填项")
+        return None
+
+
+def get_fund_order(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取基金代码逐笔委托历史数据查询
+
+    """
+
+    int_param = ['total_num', 'page_num', 'total_pages', 'channel_no']
+    float_param = ['entr_px', 'entr_vol']
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE, # 20220812 统一改为与期货快照一致
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_FND_ORDER, params)
+        return quote_data
+    else:
+        warnings.warn("函数[get_fund_entrust]的参数(scr_num)为必填项")
+        return None
+
+
+@wait_until_bind()
+def get_deal(scr_num_list, strt_time, end_time, cols=None, rslt_type=0):
+    """
+
+    """
+
+    if scr_num_list is None or strt_time is None or end_time is None:
+        warnings.warn("函数[get_deal]的参数(scr_num_list, strt_time, end_time)为必填项")
+        return None
+
+    if isinstance(scr_num_list, str):
+        scr_num_list = scr_num_list.split(',')
+
+    stk_list = []
+    bond_list = []
+    fund_list = []
+
+    global CODE_SECURITY_MAP
+    if len(CODE_SECURITY_MAP) == 0:
+        load_basic_info()
+
+    scr_code_list = \
+        [
+            _code for _code in scr_num_list if _code.split('.')[1] in ['XSHG', 'XSHE']
+        ]
+
+    noexist_code_list = set(scr_code_list) - set(list(CODE_SECURITY_MAP.keys()))
+    if len(noexist_code_list):
+        warnings.warn("函数[scr_num_list]中指定代码不存在[%s]" % ''.join(noexist_code_list))
+        return None
+
+    try:
+        for _scr in scr_num_list:
+            _market_code = _scr.split('.')[1]
+            if CODE_SECURITY_MAP[_scr] == 'STOCK':
+                stk_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'BOND':
+                bond_list.append(_scr)
+            elif CODE_SECURITY_MAP[_scr] == 'FUND':
+                fund_list.append(_scr)
+    except IndexError:
+        raise Exception('scr_num_list输入格式异常[%s]' % scr_num_list)
+
+    stk_result = None
+    bond_result = None
+    fund_result = None
+    if len(stk_list) > 0:
+        stk_result = _async_get_hf_data(
+            get_stock_deal, stk_list, strt_time, end_time,
+            cols, 'stock'
+        )
+
+    if len(bond_list) > 0:
+        bond_result = _async_get_hf_data(
+            get_bond_deal, bond_list, strt_time, end_time,
+            cols, 'bond')
+
+    if len(fund_list) > 0:
+        fund_result = _async_get_hf_data(
+            get_fund_deal, fund_list, strt_time, end_time,
+            cols, 'fund')
+
+    final_result = None
+    concat_list = []
+    if stk_result is not None:
+        concat_list.append(stk_result)
+    if bond_result is not None:
+        concat_list.append(bond_result)
+    if fund_result is not None:
+        concat_list.append(fund_result)
+
+    if len(concat_list) > 1:
+        final_result = pd.concat(
+            concat_list,
+            axis=0, sort=False, ignore_index=True
+        )
+    elif len(concat_list) == 1:
+        final_result = concat_list[0]
+
+    final_result = convert_result_data(final_result, rslt_type)
+
+    return final_result
+
+
+def get_stock_deal(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取股票代码逐笔委托历史数据查询
+
+    """
+
+    int_param = ['total_num', 'page_num', 'total_pages', 'channel_no']
+    float_param = ['trd_px', 'trd_vol']
+
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE, # 20220812 统一改为与期货快照一致
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_STK_DEAL, params)
+        return quote_data
+    else:
+        warnings.warn("函数[get_stock_deal]的参数(scr_num)为必填项")
+        return None
+
+
+def get_bond_deal(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取债券代码逐笔委托历史数据查询
+
+    """
+
+    int_param = ['total_num', 'page_num', 'total_pages', 'channel_no']
+    float_param = ['trd_px', 'trd_vol']
+
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE, # 20220812 统一改为与期货快照一致
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_BND_DEAL, params)
+        return quote_data
+    else:
+        warnings.warn("函数[get_bond_deal]的参数(scr_num)为必填项")
+        return None
+
+
+def get_fund_deal(scr_num, strt_time=None, end_time=None, cols=None, rslt_type=0):
+    """
+    批量获取基金代码逐笔委托历史数据查询
+
+    """
+
+    int_param = ['total_num', 'page_num', 'total_pages', 'channel_no']
+    float_param = ['trd_px', 'trd_vol']
+
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE, # 20220812 统一改为与期货快照一致
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param
+        }
+
+        # 20220812 统一改为与期货快照一致
+        quote_data = quote_single_part(URL_GET_FND_DEAL, params)
+        return quote_data
+    else:
+        warnings.warn("函数[get_fund_deal]的参数(scr_num)为必填项")
+        return None
+
+
+def is_product(scr_num):
+    """
+
+    """
+    _result = re.findall(r'\d+', scr_num)
+    if len(_result) == 0:
+        return True
+    else:
+        return False
+
+
+def get_product(scr_num):
+    _idx_s = 0
+    _idx_e = scr_num.find('.')
+    _prd_type = ''
+    for i in range(len(scr_num)):
+        if scr_num[i].isdecimal() or scr_num[i] == '.':
+            break
+        _prd_type += scr_num[i]
+        _idx_s = i
+
+    _prd_date = scr_num[_idx_s + 1: _idx_e - _idx_s + 1]
+    return _prd_type, _prd_date
+
+
+def get_future_tick(scr_num, strt_time, end_time, date_type=None, cols=None, rslt_type=0):
+    """
+    批量获取股票代码快照tick历史数据查询
+
+    """
+
+    int_param = [
+        'total_num', 'page_num', 'total_pages', 'position', 'preposition'
+    ]
+    float_param = [
+        'open_px', 'high_px', 'low_px', 'close_px', 'last_px', 'preclose_px',
+        'up_limit', 'down_limit', 'settlement_px', 'presettlement_px',
+        'bid_price1', 'bid_price2', 'bid_price3', 'bid_price4', 'bid_price5',
+        'bid_size1', 'bid_size2', 'bid_size3', 'bid_size4', 'bid_size5',
+        'offer_price1', 'offer_price2', 'offer_price3', 'offer_price4', 'offer_price5',
+        'offer_size1', 'offer_size2', 'offer_size3', 'offer_size4', 'offer_size5',
+        'trd_vol', 'trd_amt', 'delta', 'predelta', 'avg_px'
+    ]
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time', 'action_date', 'action_time', 'action_mesc']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        _prd_type, _prd_date = get_product(scr_num)
+        contr_type = 'T'
+        if _prd_date is None:
+            contr_type = 'Z'
+
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "date_type": date_type,
+            "contr_type": contr_type,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE,
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param,
+        }
+
+        quote_data = quote_single_part(URL_GET_FUT_TICK, params)
+        return quote_data
+
+    else:
+        warnings.warn("函数[get_future_tick]的参数(scr_num)为必填项")
+        return None
+
+
+def get_future_tick2(scr_num, strt_time, end_time, date_type=None, cols=None, rslt_type=0):
+    """
+    批量获取股票代码快照tick历史数据查询
+
+    """
+
+    int_param = [
+        'total_num', 'page_num', 'total_pages', 'position', 'preposition'
+    ]
+    float_param = [
+        'open_px', 'high_px', 'low_px', 'close_px', 'last_px', 'preclose_px',
+        'up_limit', 'down_limit', 'settlement_px', 'presettlement_px',
+        'bid_price1', 'bid_price2', 'bid_price3', 'bid_price4', 'bid_price5',
+        'bid_size1', 'bid_size2', 'bid_size3', 'bid_size4', 'bid_size5',
+        'offer_price1', 'offer_price2', 'offer_price3', 'offer_price4', 'offer_price5',
+        'offer_size1', 'offer_size2', 'offer_size3', 'offer_size4', 'offer_size5',
+        'trd_vol', 'trd_amt', 'delta', 'predelta', 'avg_px'
+    ]
+    if cols:
+        fix_cols = \
+            ['scr_num', 'date_time', 'action_date', 'action_time', 'action_mesc']
+        if isinstance(cols, str):
+            cols = cols.split(',')
+        tmp_cols = fix_cols + cols
+        cols = list(set(tmp_cols))
+        cols.sort(key=tmp_cols.index)
+
+        int_param = list(set(int_param).intersection(set(cols)))
+        float_param = list(set(float_param).intersection(set(cols)))
+
+        if isinstance(cols, list):
+            cols = ','.join(cols)
+
+    if scr_num:
+        _prd_type, _prd_date = get_product(scr_num)
+        contr_type = 'T'
+        if _prd_date is None:
+            contr_type = 'Z'
+
+        params = {
+            "scr_num": scr_num,
+            "strt_time": strt_time,
+            "end_time": end_time,
+            "date_type": date_type,
+            "contr_type": contr_type,
+            "cols": cols,
+            "page_num": 1,
+            "page_size": CONFIG_PAGE_SIZE,
+            "rslt_type": rslt_type,
+            "api_type": "quote",
+            "int_param": int_param,
+            "float_param": float_param,
+        }
+
+        # 获取期货Level-2快照行情数据
+        quote_data = quote_single_part(URL_GET_FUT_TICK2, params)
+        return quote_data
+
+    else:
+        warnings.warn("函数[get_future_tick2]的参数(scr_num)为必填项")
+        return None
+
+
+def collect_dfs_parallel(func, _futures):
+    dfs = []
+    if PARALLEL_MODE in {'Coroutine'}:
+        gevent.joinall(_futures)
+        for _f in _futures:
+            try:
+                if _f is None:
+                    continue
+                elif _f.value is None:
+                    continue
+                elif _f.value['data'] is None:
+                    continue
+
+                if len(_f.value['data']) > 0:
+                    dfs.append(_f.value['data'])
+            except Exception as ex:
+                warn_str = "并发处理异常，异常函数[%s]" % func
+                warnings.warn(warn_str)
+                # raise Exception("并发处理异常，异常函数[%s]" % func)
+    else:
+        for _f in as_completed(_futures):
+            try:
+                if _f is None:
+                    continue
+                elif _f.result() is None:
+                    continue
+                elif _f.result()['data'] is None:
+                    continue
+
+                if len(_f.result()['data']) > 0:
+                    dfs.append(_f.result()['data'])
+            except Exception as ex:
+                import traceback
+                warn_str = "并发处理异常，异常函数[%s]，异常信息[%s]" % (func, traceback.format_exc())
+                warnings.warn(warn_str)
+    return dfs
+
+
+def convert_result_data(df, rslt_type):
+    rslt = None
+    if df is not None:
+        if rslt_type == 0:
+            rslt = df
+        else:
+            rslt = df.values
+    return rslt
+
+
+def regroup_scr_nums(scr_num_list, group_num):
+    scr_num_list.sort() # 否则合并时可能排序顺序不对
+    new_list = list([','.join(scr_num_list[i:i+group_num]) for i in range(0, len(scr_num_list), group_num)])
+    return new_list
+
+
+def get_tree_sum(scr_num, qury_time, rslt_type=0):
+    """
+    获取股票订单簿汇总信息
+
+    """
+
+    int_param = [
+        'total_num', 'page_num', 'total_pages',
+
+    ]
+    float_param = [
+        'entr_px', 'minus_volume'
+    ]
+
+    if len(qury_time) != 14:
+        warnings.warn("参数[qury_time]格式不符合规范")
+        return None
+
+    strt_time = '%s091500' % qury_time[0:8]
+    end_time = qury_time
+
+    params = {
+        "scr_num": scr_num,
+        "strt_time": strt_time,
+        "end_time": end_time,
+        "fix_cols": ['entr_px', 'entr_direction', 'entr_volume'],
+        "page_num": 1,
+        "page_size": CONFIG_PAGE_SIZE,
+        "rslt_type": rslt_type,
+        "api_type": "summary",
+        "int_param": int_param,
+        "float_param": float_param
+    }
+
+    # 20220812 统一改为与期货快照一致
+    quote_data = quote_single_part(URL_GET_STK_TREESUM, params)
+    return quote_data['data']
+
+
+def get_tree_detail(scr_num, qury_time, rslt_type=0):
+    """
+    获取股票订单簿汇总信息
+
+    """
+
+    int_param = [
+        'total_num', 'page_num', 'total_pages',
+
+    ]
+    float_param = [
+        'entr_px', 'minus_volume'
+    ]
+
+    if len(qury_time) != 14:
+        warnings.warn("参数[qury_time]格式不符合规范")
+        return None
+
+    strt_time = '%s091500' % qury_time[0:8]
+    end_time = qury_time
+
+    if scr_num is None or qury_time is None:
+        warnings.warn("函数[get_stock_treesum]的参数(scr_num或qury_time)为必填项")
+        return None
+
+    params = {
+        "scr_num": scr_num,
+        "strt_time": strt_time,
+        "end_time": end_time,
+        "fix_cols": ['entr_px', 'entr_direction', 'entr_orde_no', 'date_time', 'entr_volume'],
+        "page_num": 1,
+        "page_size": CONFIG_PAGE_SIZE,
+        "rslt_type": rslt_type,
+        "api_type": "summary",
+        "int_param": int_param,
+        "float_param": float_param
+    }
+
+    # 20220812 统一改为与期货快照一致
+    quote_data = quote_single_part(URL_GET_STK_TREEDETAIL, params)
+    return quote_data['data']
+
+
+
+# def check_pid():
+#     global _WARN_MULTI_PROC, BIND_PORT
+#     if platform.system().lower() == 'windows':
+#         return True
+#
+#     req_pid = os.environ.get('dataquant_sdk_pid', None)
+#     req_pid = int(req_pid) if req_pid else -1
+#     this_pid = os.getpid()
+#     if req_pid == this_pid:
+#         return True
+#
+#     renew_pid = False
+#     try:
+#         os.kill(req_pid, 0)
+#     except Exception as ex:
+#         renew_pid = True
+#
+#     if renew_pid:
+#         os.environ['dataquant_sdk_pid'] = str(this_pid)
+#         return True
+#     elif _WARN_MULTI_PROC:
+#         warn_str = '关键功能端口{}绑定失败，请检查端口配置和多开情况，暂不支持多开功能，敬请谅解'.format(BIND_PORT)
+#         warnings.warn(warn_str)
+#         _WARN_MULTI_PROC = False
+#         return False
+#     return False
+
+
+
+