qmt-sdk 0.3.0__tar.gz

qmt_sdk-0.3.0/LICENSE

@@ -0,0 +1,192 @@
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qmt_sdk-0.3.0/MANIFEST.in

@@ -0,0 +1,3 @@
+include qmt_strategy/*.py
+include README.md
+include LICENSE

qmt_sdk-0.3.0/PKG-INFO

@@ -0,0 +1,204 @@
+Metadata-Version: 2.4
+Name: qmt-sdk
+Version: 0.3.0
+Summary: Unified QMT Python SDK with MiniQMT xtquant compatibility.
+Author: qmt-sdk contributors
+License: Apache-2.0
+Classifier: Development Status :: 3 - Alpha
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Operating System :: Microsoft :: Windows
+Classifier: Programming Language :: Python :: 3
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=1.5
+Provides-Extra: dev
+Requires-Dist: pytest>=7; extra == "dev"
+Requires-Dist: ruff>=0.5; extra == "dev"
+Dynamic: license-file
+
+# qmt-sdk
+
+`qmt-sdk` 是一个 QMT 外部调用 SDK。它通过运行在 QMT 内部的文件桥接，
+把 QMT 的查询和行情能力安全地暴露给外部 Python 程序；同时提供 `xtquant_compat`，
+用于适配 MiniQMT/`xtquant.xtdata` 的常用接口，帮助已有 MiniQMT 代码迁移到 QMT。
+
+项目当前以查询和行情为主，不包含下单、撤单、账户或持仓修改。文件桥接不依赖 QMT
+Python 环境中的 Redis、ZeroMQ、`_socket`、`_ctypes` 或 pandas；外部 Python 环境负责
+安装 pandas 等数据处理依赖。
+
+## 为什么采用文件桥接
+
+不同券商提供的 QMT 版本，其内置 Python 运行环境并不完全相同。常见差异包括：
+
+- 没有网络相关模块，例如 `_socket`，无法安装或使用 Redis、ZeroMQ 等通信库；
+- 没有 `_ctypes`、pandas 或其他常用第三方依赖；
+- Python 版本、模块搜索路径和启动方式不同；
+- 策略运行环境受到白名单或沙箱限制，不能直接连接外部服务。
+
+如果把所有通信和数据处理都放进 QMT 内置 Python，代码就会被某个券商的运行环境绑定。
+文件桥接将 QMT 侧限制为“调用 `ContextInfo` 并读写文件”，把网络通信、数据处理和业务
+逻辑放到外部标准 Python 中。请求、响应和订阅事件通过带请求 ID 的文件交换，因此不依赖
+QMT 是否带 Redis、是否允许网络连接，也不要求在 QMT 内安装第三方包。
+
+这种方式的代价是文件 I/O 和额外延迟，适合查询、行情同步、故障恢复和存量代码迁移；
+不定位为逐笔级高频交易通道。
+
+## 一、项目提供什么
+
+```text
+外部 Python 程序
+    ├─ qmt_sdk       QMT 原生风格的统一客户端
+    └─ xtquant_compat MiniQMT/xtquant.xtdata 兼容层
+            ↓
+      文件 bridge（运行在 QMT 策略中）
+            ↓
+      QMT ContextInfo
+```
+
+`qmt_sdk` 尽量返回 QMT 原生结构；`xtquant_compat` 再将结果转换为存量 MiniQMT
+代码常用的结构。两者共用同一个文件 bridge 和请求队列，QMT API 始终在策略线程中串行执行。
+
+## 二、安装外部 Python 客户端
+
+不要把本项目安装到 QMT 自带的 Python。请使用外部 Python 3.8 或更高版本：
+
+```powershell
+python -m venv .venv
+.\.venv\Scripts\python.exe -m pip install -e ".[dev]"
+```
+
+如果只使用运行时，不需要开发依赖，可以执行：
+
+```powershell
+.\.venv\Scripts\python.exe -m pip install -e .
+```
+
+## 三、在 QMT 中部署 bridge
+
+源码仓库的 `qmt_strategy` 目录以及安装包的模板目录都包含两个需要部署的文件：
+
+- `XTQUANT_COMPAT_BRIDGE.py`：实际 bridge 实现；
+- `XTQUANT_COMPAT_BRIDGE_LAUNCHER.py`：QMT 策略入口。
+
+安装步骤：
+
+1. 将 `qmt_strategy/XTQUANT_COMPAT_BRIDGE.py` 复制到 QMT Python 的搜索路径中。
+   通常可以复制到 QMT 安装目录下的 `python` 目录；不要求使用某个固定盘符或目录名称。
+2. 在 QMT 策略管理器中新建一个策略，名称准确填写：
+
+   ```text
+   XTQUANT_COMPAT_BRIDGE_LAUNCHER
+   ```
+
+3. 打开仓库中的 `qmt_strategy/XTQUANT_COMPAT_BRIDGE_LAUNCHER.py`，将全部内容复制到该策略。
+4. 启动策略，确认日志出现类似：
+
+   ```text
+   [xtquant_compat] started root=... instance=...
+   [xtquant_compat] scheduled adjust interval=100nMilliSecond
+   ```
+
+launcher 会自动从 QMT 的 `sys.path` 查找 `XTQUANT_COMPAT_BRIDGE.py`。如果 QMT 没有把
+复制目录加入搜索路径，可以设置环境变量 `XTQUANT_COMPAT_BRIDGE_FILE` 指向该文件。
+
+通过 PyPI 安装时，可以使用下面的命令定位模板目录，再从该目录复制两个文件：
+
+```powershell
+python -c "import qmt_sdk; print(qmt_sdk.get_template_dir())"
+```
+
+bridge 默认使用独立的数据目录；请求、响应、状态和订阅事件都会写入其中。不要把这个
+目录与其他实验 bridge 混用，也不要将其加入生产数据目录。
+
+## 四、外部程序调用
+
+### 使用 QMT 原生风格客户端
+
+```python
+from qmt_sdk import QmtClient
+
+client = QmtClient()
+print(client.data.get_market_data_ex(
+    ["open", "high", "low", "close", "volume", "amount"],
+    ["000001.SZ"], "1d", "20260902", "20260902",
+))
+```
+
+### 迁移 MiniQMT/xtquant 存量代码
+
+```python
+from xtquant_compat import xtdata
+
+stocks = xtdata.get_stock_list_in_sector("沪深A股")
+data = xtdata.get_market_data_ex(
+    ["open", "high", "low", "close", "volume", "amount"],
+    stocks[:10], "1d", "20260902", "20260902",
+)
+print(data)
+```
+
+订阅接口保持常见 MiniQMT 调用方式：
+
+```python
+def on_quote(data):
+    print(data)
+
+seq = xtdata.subscribe_quote("000001.SZ", period="tick", callback=on_quote)
+# 不再需要时：
+xtdata.unsubscribe_quote(seq)
+```
+
+默认 bridge 配置不适合时，可以显式设置目录和超时：
+
+```python
+from xtquant_compat import configure
+
+configure(root=r"<bridge-data-root>", timeout=120)
+```
+
+## 五、目前支持的能力
+
+下面是能力总览。`qmt_sdk` 提供 QMT 原生风格入口，`xtquant_compat` 提供 MiniQMT/`xtquant.xtdata`
+兼容入口；完整签名、实现状态、返回结构、逐字段差异和测试记录以
+[API 兼容性文档](docs/xtdata-api-matrix.md) 为准。
+
+| 能力分类 | 代表接口/功能 | `qmt_sdk` | `xtquant_compat` | 说明 |
+|---|---|---|---|---|
+| 行情与历史数据 | `get_market_data`、`get_market_data_ex`、`get_local_data`、`get_history_data` | 支持 | 支持 | 1d、1m、tick；下载与查询分开 |
+| Tick 快照 | `get_full_tick` | 支持 | 支持 | 返回 QMT 原生或 MiniQMT 兼容结构 |
+| 历史下载 | `download_history_data`、`download_history_data2` | 支持 | 支持 | 批量下载结果依赖 QMT 本地数据能力 |
+| 实时订阅 | `subscribe_quote`、`subscribe_whole_quote`、`unsubscribe_quote` | 支持 | 支持 | 回调、事件持久化和取消订阅 |
+| 标的与板块 | `get_stock_list_in_sector`、`get_instrument_detail*` | 支持 | 支持 | 股票、指数、合约等标的属性 |
+| 交易日历与状态 | 交易日历、ST 状态、合约列表 | 支持 | 支持 | 返回结构按入口分别保持原生/兼容语义 |
+| ETF、期权与指数 | ETF、期权、指数成分/权重、主力合约 | 支持 | 支持 | 具体接口以 API 文档为准 |
+| 除权与计算 | 除权除息、BSM 价格、隐含波动率 | 支持 | 支持 | 查询或纯计算功能 |
+| 财务与市场扩展 | `get_financial_data`、港股通、龙虎榜、北向资金 | 支持 | 支持 | 部分 QMT 环境的财务接口依赖 pandas |
+| 财务扩展（暂不承诺数据） | `get_turnover_rate`、`get_raw_financial_data` | 已接入签名 | 已接入签名 | 当前环境缺少 pandas 时无法保证数据返回 |
+
+当前明确不在范围内：下单、撤单、交易回报、账户/持仓/资金修改，以及必须依赖厂商专有
+DLL 或外部服务才能完成的功能。
+
+## 六、请求、订阅和可靠性
+
+外部请求可以并发提交，但同一个 QMT 实例中的 `ContextInfo` API 始终单线程串行执行。
+订阅建立后，行情事件走独立事件通道，不持续占用普通查询通道；订阅控制请求仍需等待
+当前正在执行的 QMT 调用结束。
+
+请求状态包括排队、运行、完成、失败和取消。长任务超时后，调用方应检查状态并根据业务
+需要补偿；bridge 不能强行中断已经进入 QMT 的底层调用。历史 tick 与业务数据的收盘后
+补偿也由调用方负责。
+
+## 七、文档与测试
+
+- [API 兼容性与逐字段测试记录](docs/xtdata-api-matrix.md)
+- [API 标准实现流程](docs/api-implementation-standard.md)
+- [文件协议](docs/protocol.md)
+
+测试工具位于 `tools` 目录，测试输出应写入独立临时目录，不能覆盖生产数据。
+
+## 八、许可证
+
+本项目采用 Apache-2.0 许可证。QMT、MiniQMT 和 xtquant 是其各自权利人的名称；
+本项目是独立的适配实现，不包含厂商专有组件。

qmt_sdk-0.3.0/README.md

@@ -0,0 +1,184 @@
+# qmt-sdk
+
+`qmt-sdk` 是一个 QMT 外部调用 SDK。它通过运行在 QMT 内部的文件桥接，
+把 QMT 的查询和行情能力安全地暴露给外部 Python 程序；同时提供 `xtquant_compat`，
+用于适配 MiniQMT/`xtquant.xtdata` 的常用接口，帮助已有 MiniQMT 代码迁移到 QMT。
+
+项目当前以查询和行情为主，不包含下单、撤单、账户或持仓修改。文件桥接不依赖 QMT
+Python 环境中的 Redis、ZeroMQ、`_socket`、`_ctypes` 或 pandas；外部 Python 环境负责
+安装 pandas 等数据处理依赖。
+
+## 为什么采用文件桥接
+
+不同券商提供的 QMT 版本，其内置 Python 运行环境并不完全相同。常见差异包括：
+
+- 没有网络相关模块，例如 `_socket`，无法安装或使用 Redis、ZeroMQ 等通信库；
+- 没有 `_ctypes`、pandas 或其他常用第三方依赖；
+- Python 版本、模块搜索路径和启动方式不同；
+- 策略运行环境受到白名单或沙箱限制，不能直接连接外部服务。
+
+如果把所有通信和数据处理都放进 QMT 内置 Python，代码就会被某个券商的运行环境绑定。
+文件桥接将 QMT 侧限制为“调用 `ContextInfo` 并读写文件”，把网络通信、数据处理和业务
+逻辑放到外部标准 Python 中。请求、响应和订阅事件通过带请求 ID 的文件交换，因此不依赖
+QMT 是否带 Redis、是否允许网络连接，也不要求在 QMT 内安装第三方包。
+
+这种方式的代价是文件 I/O 和额外延迟，适合查询、行情同步、故障恢复和存量代码迁移；
+不定位为逐笔级高频交易通道。
+
+## 一、项目提供什么
+
+```text
+外部 Python 程序
+    ├─ qmt_sdk       QMT 原生风格的统一客户端
+    └─ xtquant_compat MiniQMT/xtquant.xtdata 兼容层
+            ↓
+      文件 bridge（运行在 QMT 策略中）
+            ↓
+      QMT ContextInfo
+```
+
+`qmt_sdk` 尽量返回 QMT 原生结构；`xtquant_compat` 再将结果转换为存量 MiniQMT
+代码常用的结构。两者共用同一个文件 bridge 和请求队列，QMT API 始终在策略线程中串行执行。
+
+## 二、安装外部 Python 客户端
+
+不要把本项目安装到 QMT 自带的 Python。请使用外部 Python 3.8 或更高版本：
+
+```powershell
+python -m venv .venv
+.\.venv\Scripts\python.exe -m pip install -e ".[dev]"
+```
+
+如果只使用运行时，不需要开发依赖，可以执行：
+
+```powershell
+.\.venv\Scripts\python.exe -m pip install -e .
+```
+
+## 三、在 QMT 中部署 bridge
+
+源码仓库的 `qmt_strategy` 目录以及安装包的模板目录都包含两个需要部署的文件：
+
+- `XTQUANT_COMPAT_BRIDGE.py`：实际 bridge 实现；
+- `XTQUANT_COMPAT_BRIDGE_LAUNCHER.py`：QMT 策略入口。
+
+安装步骤：
+
+1. 将 `qmt_strategy/XTQUANT_COMPAT_BRIDGE.py` 复制到 QMT Python 的搜索路径中。
+   通常可以复制到 QMT 安装目录下的 `python` 目录；不要求使用某个固定盘符或目录名称。
+2. 在 QMT 策略管理器中新建一个策略，名称准确填写：
+
+   ```text
+   XTQUANT_COMPAT_BRIDGE_LAUNCHER
+   ```
+
+3. 打开仓库中的 `qmt_strategy/XTQUANT_COMPAT_BRIDGE_LAUNCHER.py`，将全部内容复制到该策略。
+4. 启动策略，确认日志出现类似：
+
+   ```text
+   [xtquant_compat] started root=... instance=...
+   [xtquant_compat] scheduled adjust interval=100nMilliSecond
+   ```
+
+launcher 会自动从 QMT 的 `sys.path` 查找 `XTQUANT_COMPAT_BRIDGE.py`。如果 QMT 没有把
+复制目录加入搜索路径，可以设置环境变量 `XTQUANT_COMPAT_BRIDGE_FILE` 指向该文件。
+
+通过 PyPI 安装时，可以使用下面的命令定位模板目录，再从该目录复制两个文件：
+
+```powershell
+python -c "import qmt_sdk; print(qmt_sdk.get_template_dir())"
+```
+
+bridge 默认使用独立的数据目录；请求、响应、状态和订阅事件都会写入其中。不要把这个
+目录与其他实验 bridge 混用，也不要将其加入生产数据目录。
+
+## 四、外部程序调用
+
+### 使用 QMT 原生风格客户端
+
+```python
+from qmt_sdk import QmtClient
+
+client = QmtClient()
+print(client.data.get_market_data_ex(
+    ["open", "high", "low", "close", "volume", "amount"],
+    ["000001.SZ"], "1d", "20260902", "20260902",
+))
+```
+
+### 迁移 MiniQMT/xtquant 存量代码
+
+```python
+from xtquant_compat import xtdata
+
+stocks = xtdata.get_stock_list_in_sector("沪深A股")
+data = xtdata.get_market_data_ex(
+    ["open", "high", "low", "close", "volume", "amount"],
+    stocks[:10], "1d", "20260902", "20260902",
+)
+print(data)
+```
+
+订阅接口保持常见 MiniQMT 调用方式：
+
+```python
+def on_quote(data):
+    print(data)
+
+seq = xtdata.subscribe_quote("000001.SZ", period="tick", callback=on_quote)
+# 不再需要时：
+xtdata.unsubscribe_quote(seq)
+```
+
+默认 bridge 配置不适合时，可以显式设置目录和超时：
+
+```python
+from xtquant_compat import configure
+
+configure(root=r"<bridge-data-root>", timeout=120)
+```
+
+## 五、目前支持的能力
+
+下面是能力总览。`qmt_sdk` 提供 QMT 原生风格入口，`xtquant_compat` 提供 MiniQMT/`xtquant.xtdata`
+兼容入口；完整签名、实现状态、返回结构、逐字段差异和测试记录以
+[API 兼容性文档](docs/xtdata-api-matrix.md) 为准。
+
+| 能力分类 | 代表接口/功能 | `qmt_sdk` | `xtquant_compat` | 说明 |
+|---|---|---|---|---|
+| 行情与历史数据 | `get_market_data`、`get_market_data_ex`、`get_local_data`、`get_history_data` | 支持 | 支持 | 1d、1m、tick；下载与查询分开 |
+| Tick 快照 | `get_full_tick` | 支持 | 支持 | 返回 QMT 原生或 MiniQMT 兼容结构 |
+| 历史下载 | `download_history_data`、`download_history_data2` | 支持 | 支持 | 批量下载结果依赖 QMT 本地数据能力 |
+| 实时订阅 | `subscribe_quote`、`subscribe_whole_quote`、`unsubscribe_quote` | 支持 | 支持 | 回调、事件持久化和取消订阅 |
+| 标的与板块 | `get_stock_list_in_sector`、`get_instrument_detail*` | 支持 | 支持 | 股票、指数、合约等标的属性 |
+| 交易日历与状态 | 交易日历、ST 状态、合约列表 | 支持 | 支持 | 返回结构按入口分别保持原生/兼容语义 |
+| ETF、期权与指数 | ETF、期权、指数成分/权重、主力合约 | 支持 | 支持 | 具体接口以 API 文档为准 |
+| 除权与计算 | 除权除息、BSM 价格、隐含波动率 | 支持 | 支持 | 查询或纯计算功能 |
+| 财务与市场扩展 | `get_financial_data`、港股通、龙虎榜、北向资金 | 支持 | 支持 | 部分 QMT 环境的财务接口依赖 pandas |
+| 财务扩展（暂不承诺数据） | `get_turnover_rate`、`get_raw_financial_data` | 已接入签名 | 已接入签名 | 当前环境缺少 pandas 时无法保证数据返回 |
+
+当前明确不在范围内：下单、撤单、交易回报、账户/持仓/资金修改，以及必须依赖厂商专有
+DLL 或外部服务才能完成的功能。
+
+## 六、请求、订阅和可靠性
+
+外部请求可以并发提交，但同一个 QMT 实例中的 `ContextInfo` API 始终单线程串行执行。
+订阅建立后，行情事件走独立事件通道，不持续占用普通查询通道；订阅控制请求仍需等待
+当前正在执行的 QMT 调用结束。
+
+请求状态包括排队、运行、完成、失败和取消。长任务超时后，调用方应检查状态并根据业务
+需要补偿；bridge 不能强行中断已经进入 QMT 的底层调用。历史 tick 与业务数据的收盘后
+补偿也由调用方负责。
+
+## 七、文档与测试
+
+- [API 兼容性与逐字段测试记录](docs/xtdata-api-matrix.md)
+- [API 标准实现流程](docs/api-implementation-standard.md)
+- [文件协议](docs/protocol.md)
+
+测试工具位于 `tools` 目录，测试输出应写入独立临时目录，不能覆盖生产数据。
+
+## 八、许可证
+
+本项目采用 Apache-2.0 许可证。QMT、MiniQMT 和 xtquant 是其各自权利人的名称；
+本项目是独立的适配实现，不包含厂商专有组件。

qmt_sdk-0.3.0/pyproject.toml

@@ -0,0 +1,42 @@
+[build-system]
+requires = ["setuptools>=68", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "qmt-sdk"
+version = "0.3.0"
+description = "Unified QMT Python SDK with MiniQMT xtquant compatibility."
+readme = "README.md"
+requires-python = ">=3.8"
+license = {text = "Apache-2.0"}
+authors = [{name = "qmt-sdk contributors"}]
+dependencies = ["pandas>=1.5"]
+classifiers = [
+  "Development Status :: 3 - Alpha",
+  "License :: OSI Approved :: Apache Software License",
+  "Operating System :: Microsoft :: Windows",
+  "Programming Language :: Python :: 3",
+  "Topic :: Office/Business :: Financial :: Investment",
+]
+
+[project.optional-dependencies]
+dev = ["pytest>=7", "ruff>=0.5"]
+
+[tool.setuptools.packages.find]
+where = ["src"]
+
+[tool.setuptools.package-data]
+xtquant_compat = ["official_xtdata_api.json"]
+
+[tool.setuptools.data-files]
+qmt_strategy = ["qmt_strategy/*.py"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+
+[tool.ruff]
+line-length = 100
+target-version = "py38"
+
+[tool.ruff.lint]
+select = ["E4", "E7", "E9", "F"]