chore: init qmt_bridge repo (HTTP+WS bridge, MCP endpoint, docs, references)
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Docker
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# coding: utf-8
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"""Live API smoke test + latency bench (read-only, safe for live account).
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Covers every read method grouped by category. Reports per-call status and
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latency, plus a category summary. Does NOT call any order/cancel method.
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"""
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import sys
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import time
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sys.path.insert(0, r"D:\gjzqqmt\xtquant_big_convert\src")
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sys.path.insert(0, r"D:\国金证券QMT交易端_lemo\python")
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import bigqmt_signal_trader.xtquant_compat as compat
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compat.configure()
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client = compat.get_default_client()
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ACCOUNT = client.account_id
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print("account:", ACCOUNT, "| transport:", client.transport_name)
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print("=" * 78)
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# (category, method, params)
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GROUPS = [
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("系统", [
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("ping", {}),
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]),
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("行情快照", [
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("get_full_tick", {"codes": ["000001.SZ"]}),
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("get_ticks", {"codes": ["000001.SZ", "600000.SH"]}),
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]),
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("合约/品种", [
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("get_instrument", {"code": "000001.SZ"}),
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("get_instrument_type", {"code": "000001.SZ"}),
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("get_stock_name", {"stock": "000001.SZ"}),
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("get_last_close", {"stock": "000001.SZ"}),
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("get_float_caps", {"stockcode": "000001.SZ"}),
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("get_total_share", {"stockcode": "000001.SZ"}),
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("get_contract_multiplier", {"stockcode": "000001.SZ"}),
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]),
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("K线/历史", [
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("get_market_data_ex", {"field_list": ["close"], "stock_list": ["000001.SZ"], "period": "1d", "count": 5}),
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("get_market_data", {"field_list": ["close"], "stock_list": ["000001.SZ"], "period": "1d", "count": 5}),
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("get_local_data", {"field_list": ["close"], "stock_list": ["000001.SZ"], "period": "1d", "count": 5}),
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("get_divid_factors", {"stock_code": "000001.SZ", "end_time": "20250101"}),
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]),
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("板块", [
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("get_sector_list", {}),
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("get_stock_list_in_sector", {"sector_name": "沪深A股"}),
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("get_sector_info", {"sector_name": "沪深A股"}),
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]),
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("交易日历/时间", [
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("get_trading_dates", {"market": "SH", "count": 5}),
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("get_holidays", {}),
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("get_markets", {}),
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("get_market_last_trade_date", {"market": "SH"}),
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("get_trading_calendar", {"market": "SH", "start_time": "20250601", "end_time": "20250615"}),
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("get_date_location", {"date": "20250701"}),
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("datetime_to_timetag", {"datetime_str": "20250701150000", "format": "%Y%m%d%H%M%S"}),
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("timetag_to_datetime", {"timetag": 1751353200000, "format": "%Y%m%d %H:%M:%S"}),
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]),
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("财务/因子", [
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("get_financial_data", {"stock_list": ["000001.SZ"], "table_list": ["CAPITAL"], "start_time": "20240101", "end_time": "20241231"}),
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]),
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("ETF/期权/期货", [
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("get_etf_info", {}),
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("get_main_contract", {"code_market": "IF"}),
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("get_his_contract_list", {"market": "IF"}),
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]),
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("期权定价", [
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("bsm_price", {"opt_type": "C", "target_price": 3.0, "strike_price": 2.8, "risk_free": 0.03, "sigma": 0.3, "days": 30}),
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("bsm_iv", {"opt_type": "C", "target_price": 3.0, "strike_price": 2.8, "option_price": 0.25, "risk_free": 0.03, "days": 30}),
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]),
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("龙虎榜/资金流", [
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("get_longhubang", {"stock_list": ["000001.SZ"], "start_time": "20250101", "end_time": "20250630"}),
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("get_turnover_rate", {"stock_code": ["000001.SZ"], "start_time": "20250601", "end_time": "20250630"}),
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("get_industry", {"industry_name": "银行"}),
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("get_north_finance_change", {"period": "1d"}),
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]),
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("账户查询", [
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("get_asset", {}),
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("get_positions", {}),
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("query_stock_position", {"stock_code": "000001.SZ"}),
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("query_orders", {}),
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("query_trades", {}),
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]),
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("官方交易函数", [
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("get_ipo_data", {}),
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("get_new_purchase_limit", {}),
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("get_hkt_exchange_rate", {}),
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("get_value_by_order_id", {"order_id": "1"}),
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("get_last_order_id", {}),
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]),
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("融资融券(普通账户应空)", [
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("get_assure_contract", {}),
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("get_unclosed_compacts", {}),
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("get_debt_contract", {}),
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("get_enable_short_contract", {}),
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]),
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]
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results = [] # (category, method, status, ms, summary)
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def summarize(d):
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if d is None:
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return "None"
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if isinstance(d, dict):
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if not d:
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return "{}"
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if "__bigqmt_type__" in d:
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return "[%s cols=%d rec=%d]" % (d.get("__bigqmt_type__"), len(d.get("columns") or []), len(d.get("records") or []))
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k = list(d.keys())[:2]
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return "{%s...}(%d)" % (k, len(d))
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if isinstance(d, list):
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return "[len=%d]" % len(d)
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return repr(d)[:40]
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for category, methods in GROUPS:
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print("\n--- %s ---" % category)
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for method, params in methods:
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t0 = time.time()
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try:
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data = client.call(method, params)
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ms = (time.time() - t0) * 1000
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status = "OK"
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results.append((category, method, status, ms, summarize(data)))
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except Exception as e:
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ms = (time.time() - t0) * 1000
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status = "FAIL"
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results.append((category, method, status, ms, str(e)[:40]))
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r = results[-1]
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print(" [%-4s %6.1fms] %-28s %s" % (r[2], r[3], r[1], r[4]))
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# Summary
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print("\n" + "=" * 78)
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print("=== 汇总 ===")
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ok = [r for r in results if r[2] == "OK"]
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fail = [r for r in results if r[2] == "FAIL"]
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print("通过 %d / 失败 %d / 总计 %d" % (len(ok), len(fail), len(results)))
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print("\n=== 按类别 ===")
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cats = {}
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for r in results:
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cats.setdefault(r[0], []).append(r)
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for cat, items in cats.items():
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o = sum(1 for i in items if i[2] == "OK")
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avg = sum(i[3] for i in items) / len(items)
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print(" %-22s %d/%d avg=%.1fms" % (cat, o, len(items), avg))
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print("\n=== 延迟分布 (OK) ===")
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lat = sorted(i[3] for i in ok)
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if lat:
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p50 = lat[len(lat) // 2]
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p90 = lat[int(len(lat) * 0.9)]
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print(" n=%d min=%.1fms p50=%.1fms p90=%.1fms max=%.1fms" % (len(lat), lat[0], p50, p90, lat[-1]))
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if fail:
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print("\n=== 失败明细 ===")
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for r in fail:
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print(" %-28s %s" % (r[1], r[4]))
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