chore: init qmt_bridge repo (HTTP+WS bridge, MCP endpoint, docs, references)

2026-08-26 16:53:15 +08:00
commit 22a5b8ca04
210 changed files with 68176 additions and 0 deletions
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+"""Optional xtquant import shim backed by Big QMT Redis RPC.
+
+Put this package before the real xtquant package on PYTHONPATH only when the
+caller intentionally wants Big QMT RPC compatibility.
+"""
+
+from . import xtconstant, xtdata, xttrader, xttype
+
+__all__ = ["xtconstant", "xtdata", "xttrader", "xttype"]
@@ -0,0 +1,128 @@
+"""MiniQMT-compatible constant definitions (xtconstant).
+
+Mirrors the native ``xtquant/xtconstant.py`` so code that does
+``from xtquant.xtconstant import STOCK_BUY`` keeps working against the
+Big QMT bridge. Values are defined once in
+``bigqmt_signal_trader.xtquant_compat`` and re-exported here.
+"""
+
+from bigqmt_signal_trader.xtquant_compat import (
+    # 账号类型
+    CREDIT_ACCOUNT,
+    FUTURE_ACCOUNT,
+    FUTURE_OPTION_ACCOUNT,
+    HUGANGTONG_ACCOUNT,
+    SECURITY_ACCOUNT,
+    SHENGANGTONG_ACCOUNT,
+    STOCK_OPTION_ACCOUNT,
+    # 委托类型 - 期货
+    FUTURE_ARBITRAGE_CLOSE_HISTORY_FIRST,
+    FUTURE_ARBITRAGE_CLOSE_TODAY_FIRST,
+    FUTURE_ARBITRAGE_OPEN,
+    FUTURE_CLOSE,
+    FUTURE_CLOSE_LONG_HISTORY,
+    FUTURE_CLOSE_LONG_HISTORY_FIRST,
+    FUTURE_CLOSE_LONG_HISTORY_TODAY_THEN_OPEN_SHORT,
+    FUTURE_CLOSE_LONG_TODAY,
+    FUTURE_CLOSE_LONG_TODAY_FIRST,
+    FUTURE_CLOSE_LONG_TODAY_HISTORY_THEN_OPEN_SHORT,
+    FUTURE_CLOSE_SHORT_HISTORY,
+    FUTURE_CLOSE_SHORT_HISTORY_FIRST,
+    FUTURE_CLOSE_SHORT_HISTORY_TODAY_THEN_OPEN_LONG,
+    FUTURE_CLOSE_SHORT_TODAY,
+    FUTURE_CLOSE_SHORT_TODAY_FIRST,
+    FUTURE_CLOSE_SHORT_TODAY_HISTORY_THEN_OPEN_LONG,
+    FUTURE_OPEN,
+    FUTURE_OPEN_LONG,
+    FUTURE_OPEN_SHORT,
+    FUTURE_RENEW_LONG_CLOSE_HISTORY_FIRST,
+    FUTURE_RENEW_LONG_CLOSE_TODAY_FIRST,
+    FUTURE_RENEW_SHORT_CLOSE_HISTORY_FIRST,
+    FUTURE_RENEW_SHORT_CLOSE_TODAY_FIRST,
+    # 委托类型 - 股票 / 信用
+    CREDIT_BUY,
+    CREDIT_BUY_SECU_REPAY,
+    CREDIT_BUY_SECU_REPAY_SPECIAL,
+    CREDIT_DIRECT_CASH_REPAY,
+    CREDIT_DIRECT_CASH_REPAY_SPECIAL,
+    CREDIT_DIRECT_SECU_REPAY,
+    CREDIT_DIRECT_SECU_REPAY_SPECIAL,
+    CREDIT_FIN_BUY,
+    CREDIT_FIN_BUY_SPECIAL,
+    CREDIT_SELL,
+    CREDIT_SELL_SECU_REPAY,
+    CREDIT_SELL_SECU_REPAY_SPECIAL,
+    CREDIT_SLO_SELL,
+    CREDIT_SLO_SELL_SPECIAL,
+    STOCK_BUY,
+    STOCK_SELL,
+    # 委托类型 - 股票期权 / 期货期权
+    OPTION_FUTURE_OPTION_EXERCISE,
+    STOCK_OPTION_BUY_CLOSE,
+    STOCK_OPTION_BUY_OPEN,
+    STOCK_OPTION_CALL_EXERCISE,
+    STOCK_OPTION_COVERED_CLOSE,
+    STOCK_OPTION_COVERED_OPEN,
+    STOCK_OPTION_PUT_EXERCISE,
+    STOCK_OPTION_SECU_LOCK,
+    STOCK_OPTION_SECU_UNLOCK,
+    STOCK_OPTION_SELL_CLOSE,
+    STOCK_OPTION_SELL_OPEN,
+    # 报价类型（市价）
+    FIX_PRICE,
+    LATEST_PRICE,
+    MARKET_MINE_PRICE_FIRST,
+    MARKET_PEER_PRICE_FIRST,
+    MARKET_SH_CONVERT_5_CANCEL,
+    MARKET_SH_CONVERT_5_LIMIT,
+    MARKET_SZ_CONVERT_5_CANCEL,
+    MARKET_SZ_FULL_OR_CANCEL,
+    MARKET_SZ_INSTBUSI_RESTCANCEL,
+    # 市场代码
+    SH_MARKET,
+    SZ_MARKET,
+    # 委托状态
+    ORDER_CANCELED,
+    ORDER_JUNK,
+    ORDER_PARTSUCC_CANCEL,
+    ORDER_PART_CANCEL,
+    ORDER_PART_SUCC,
+    ORDER_REPORTED,
+    ORDER_REPORTED_CANCEL,
+    ORDER_SUCCEEDED,
+    ORDER_UNKNOWN,
+    ORDER_UNREPORTED,
+    ORDER_WAIT_REPORTING,
+    # 账号状态
+    ACCOUNT_STATUS_ASSIS_FAIL,
+    ACCOUNT_STATUS_CLOSED,
+    ACCOUNT_STATUS_CORRECTING,
+    ACCOUNT_STATUS_DISABLEBYSYS,
+    ACCOUNT_STATUS_DISABLEBYUSER,
+    ACCOUNT_STATUS_FAIL,
+    ACCOUNT_STATUS_INITING,
+    ACCOUNT_STATUS_INVALID,
+    ACCOUNT_STATUS_OK,
+    ACCOUNT_STATUS_WAITING_LOGIN,
+    ACCOUNT_STATUSING,
+)
+
+# 合法委托类型集合（对齐原生 ORDER_TYPE_SET）
+ORDER_TYPE_SET = {
+    STOCK_BUY,
+    STOCK_SELL,
+    CREDIT_BUY,
+    CREDIT_SELL,
+    CREDIT_FIN_BUY,
+    CREDIT_SLO_SELL,
+    CREDIT_BUY_SECU_REPAY,
+    CREDIT_DIRECT_SECU_REPAY,
+    CREDIT_SELL_SECU_REPAY,
+    CREDIT_DIRECT_CASH_REPAY,
+    CREDIT_FIN_BUY_SPECIAL,
+    CREDIT_SLO_SELL_SPECIAL,
+    CREDIT_BUY_SECU_REPAY_SPECIAL,
+    CREDIT_DIRECT_SECU_REPAY_SPECIAL,
+    CREDIT_SELL_SECU_REPAY_SPECIAL,
+    CREDIT_DIRECT_CASH_REPAY_SPECIAL,
+}
@@ -0,0 +1,165 @@
+import bigqmt_signal_trader.xtquant_compat as _compat
+
+
+def __getattr__(name):
+    return getattr(_compat.xtdata, name)
+
+
+def get_full_tick(code_list):
+    return _compat.xtdata.get_full_tick(code_list)
+
+
+def get_market_data(field_list=[], stock_list=[], period="1d", start_time="", end_time="", count=-1, dividend_type="none", fill_data=True):
+    return _compat.xtdata.get_market_data(field_list, stock_list, period, start_time, end_time, count, dividend_type, fill_data)
+
+
+def get_market_data_ex(field_list=[], stock_list=[], period="1d", start_time="", end_time="", count=-1, dividend_type="none", fill_data=True):
+    return _compat.xtdata.get_market_data_ex(field_list, stock_list, period, start_time, end_time, count, dividend_type, fill_data)
+
+
+def get_local_data(field_list=[], stock_list=[], period="1d", start_time="", end_time="", count=-1, dividend_type="none", fill_data=True, data_dir=None):
+    return _compat.xtdata.get_local_data(field_list, stock_list, period, start_time, end_time, count, dividend_type, fill_data, data_dir)
+
+
+def get_instrument_detail(stock_code):
+    return _compat.xtdata.get_instrument_detail(stock_code)
+
+
+def get_instrumentdetail(stock_code):
+    return _compat.xtdata.get_instrumentdetail(stock_code)
+
+
+def get_instrument_type(stock_code, variety_list=None):
+    return _compat.xtdata.get_instrument_type(stock_code, variety_list)
+
+
+def get_stock_list_in_sector(sector_name, real_timetag=-1):
+    return _compat.xtdata.get_stock_list_in_sector(sector_name, real_timetag=real_timetag)
+
+
+def get_sector_list():
+    return _compat.xtdata.get_sector_list()
+
+
+def get_sector_info(sector_name=""):
+    return _compat.xtdata.get_sector_info(sector_name)
+
+
+def subscribe_quote(stock_code, period="1d", start_time="", end_time="", count=0, callback=None):
+    return _compat.xtdata.subscribe_quote(stock_code, period, start_time, end_time, count, callback)
+
+
+def subscribe_quote2(stock_code, period="1d", start_time="", end_time="", count=0, dividend_type=None, callback=None):
+    return _compat.xtdata.subscribe_quote2(stock_code, period, start_time, end_time, count, dividend_type, callback)
+
+
+def subscribe_whole_quote(code_list, callback=None):
+    return _compat.xtdata.subscribe_whole_quote(code_list, callback=callback)
+
+
+def unsubscribe_quote(seq):
+    return _compat.xtdata.unsubscribe_quote(seq)
+
+
+def run():
+    return _compat.xtdata.run()
+
+
+def get_divid_factors(stock_code, start_time="", end_time=""):
+    return _compat.xtdata.get_divid_factors(stock_code, start_time, end_time)
+
+
+def getDividFactors(*args, **kwargs):
+    return _compat.xtdata.get_divid_factors(*args, **kwargs)
+
+
+def submit_download_history_data(stock_code, period, start_time="", end_time="", incrementally=None):
+    return _compat.xtdata.submit_download_history_data(stock_code, period, start_time, end_time, incrementally)
+
+
+def submit_download_history_data2(stock_list, period, start_time="", end_time="", incrementally=None):
+    return _compat.xtdata.submit_download_history_data2(stock_list, period, start_time, end_time, incrementally)
+
+
+def get_download_status(job_id):
+    return _compat.xtdata.get_download_status(job_id)
+
+
+def wait_download(job_id, timeout=None, poll_interval=None, callback=None):
+    return _compat.xtdata.wait_download(job_id, timeout, poll_interval, callback)
+
+
+def download_history_data(stock_code, period, start_time="", end_time="", incrementally=None):
+    return _compat.xtdata.download_history_data(stock_code, period, start_time, end_time, incrementally)
+
+
+def download_history_data2(stock_list, period, start_time="", end_time="", callback=None, incrementally=None):
+    return _compat.xtdata.download_history_data2(stock_list, period, start_time, end_time, callback, incrementally)
+
+
+def get_trading_dates(market, start_time="", end_time="", count=-1):
+    return _compat.xtdata.get_trading_dates(market, start_time, end_time, count)
+
+
+def get_holidays():
+    return _compat.xtdata.get_holidays()
+
+
+def download_holiday_data(incrementally=True):
+    return _compat.xtdata.download_holiday_data(incrementally)
+
+
+def get_ipo_info(start_time="", end_time=""):
+    return _compat.xtdata.get_ipo_info(start_time, end_time)
+
+
+def get_etf_info():
+    return _compat.xtdata.get_etf_info()
+
+
+def download_etf_info():
+    return _compat.xtdata.download_etf_info()
+
+
+def get_option_list(undl_code, dedate, opttype="", isavailavle=False):
+    return _compat.xtdata.get_option_list(undl_code, dedate, opttype, isavailavle)
+
+
+def get_his_option_list(undl_code, dedate):
+    return _compat.xtdata.get_his_option_list(undl_code, dedate)
+
+
+def get_his_option_list_batch(undl_code, start_time="", end_time=""):
+    return _compat.xtdata.get_his_option_list_batch(undl_code, start_time, end_time)
+
+
+def get_financial_data(stock_list, table_list=[], start_time="", end_time="", report_type="report_time"):
+    return _compat.xtdata.get_financial_data(stock_list, table_list, start_time, end_time, report_type)
+
+
+def download_financial_data(stock_list, table_list=[], start_time="", end_time="", incrementally=None):
+    return _compat.xtdata.download_financial_data(stock_list, table_list, start_time, end_time, incrementally)
+
+
+def download_financial_data2(stock_list, table_list=[], start_time="", end_time="", callback=None):
+    return _compat.xtdata.download_financial_data2(stock_list, table_list, start_time, end_time, callback)
+
+
+def call_formula(formula_name, stock_code, period, start_time="", end_time="", count=-1, dividend_type=None, extend_param={}):
+    return _compat.xtdata.call_formula(formula_name, stock_code, period, start_time, end_time, count, dividend_type, extend_param)
+
+
+def subscribe_formula(formula_name, stock_code, period, start_time="", end_time="", count=-1, dividend_type=None, extend_param={}, callback=None):
+    return _compat.xtdata.subscribe_formula(formula_name, stock_code, period, start_time, end_time, count, dividend_type, extend_param, callback)
+
+
+def unsubscribe_formula(request_id):
+    return _compat.xtdata.unsubscribe_formula(request_id)
+
+
+def get_formula_result(request_id, start_time="", end_time="", count=-1, timeout_second=-1):
+    return _compat.xtdata.get_formula_result(request_id, start_time, end_time, count, timeout_second)
+
+
+def gen_factor_index(data_name, formula_name, vars, sector_list, start_time="", end_time="", period="1d", dividend_type="none"):
+    return _compat.xtdata.gen_factor_index(data_name, formula_name, vars, sector_list, start_time, end_time, period, dividend_type)
@@ -0,0 +1,7 @@
+from bigqmt_signal_trader.xtquant_compat import (
+    BigQmtXtTrader,
+    XtQuantTrader,
+    XtQuantTraderCallback,
+)
+
+__all__ = ["BigQmtXtTrader", "XtQuantTrader", "XtQuantTraderCallback"]
@@ -0,0 +1,3 @@
+from bigqmt_signal_trader.xtquant_compat import StockAccount
+
+__all__ = ["StockAccount"]