Docker
505 lines
279 KiB
HTML
505 lines
279 KiB
HTML
<!DOCTYPE html>
|
||
<html lang="zh-CN">
|
||
<head>
|
||
<meta charset="utf-8">
|
||
<meta name="viewport" content="width=device-width,initial-scale=1">
|
||
<meta name="generator" content="VuePress 2.0.0-beta.67">
|
||
<style>
|
||
:root {
|
||
--c-bg: #fff;
|
||
}
|
||
html.dark {
|
||
--c-bg: #22272e;
|
||
}
|
||
html, body {
|
||
background-color: var(--c-bg);
|
||
}
|
||
</style>
|
||
<script>
|
||
const userMode = localStorage.getItem('vuepress-color-scheme');
|
||
const systemDarkMode = window.matchMedia && window.matchMedia('(prefers-color-scheme: dark)').matches;
|
||
if (userMode === 'dark' || (userMode !== 'light' && systemDarkMode)) {
|
||
document.documentElement.classList.toggle('dark', true);
|
||
}
|
||
</script>
|
||
<link rel="icon" type="image/png" sizes="16x16" href="/images/favicon.ico"><link rel="preload" href="/embed/chat-ui-embed.css" as="style"><link rel="preload" href="/embed/chat-ui-embed.umd.cjs" as="script"><link rel="stylesheet" href="/embed/chat-ui-embed.css"><style>
|
||
[data-chat-ui-embedded] {
|
||
background-color: var(--c-bg, #fff);
|
||
}
|
||
html.dark [data-chat-ui-embedded] {
|
||
background-color: var(--c-bg, #1b1b1f);
|
||
}
|
||
.assistant-layout,
|
||
.assistant-panel,
|
||
.assistant-chat {
|
||
background-color: var(--c-bg, #fff);
|
||
}
|
||
html.dark .assistant-layout,
|
||
html.dark .assistant-panel,
|
||
html.dark .assistant-chat {
|
||
background-color: var(--c-bg, #1b1b1f);
|
||
}
|
||
.assistant-chat,
|
||
.assistant-chat-preboot {
|
||
height: 100%;
|
||
width: 100%;
|
||
}
|
||
.assistant-chat.is-ready,
|
||
.assistant-chat-preboot.is-ready {
|
||
opacity: 1 !important;
|
||
}
|
||
</style><script>
|
||
// 为浏览器环境提供process变量的兼容性处理
|
||
if (typeof window !== 'undefined' && !window.process) {
|
||
window.process = { env: { NODE_ENV: 'production' } };
|
||
}
|
||
</script><script src="/embed/chat-ui-embed.umd.cjs" id="chat-ui-embed-script"></script><script>
|
||
window.__chatUILoadPromise = new Promise(function(resolve) {
|
||
function onReady() {
|
||
resolve(!!window.ChatUI);
|
||
}
|
||
if (window.ChatUI) {
|
||
onReady();
|
||
return;
|
||
}
|
||
var el = document.getElementById('chat-ui-embed-script');
|
||
if (!el) {
|
||
resolve(false);
|
||
return;
|
||
}
|
||
if (el.readyState === 'complete' || el.readyState === 'loaded') {
|
||
onReady();
|
||
return;
|
||
}
|
||
el.addEventListener('load', onReady);
|
||
el.addEventListener('error', function() { resolve(false); });
|
||
});
|
||
</script><script>
|
||
var _hmt = _hmt || [];
|
||
(function() {
|
||
var hm = document.createElement("script");
|
||
hm.src = "https://hm.baidu.com/hm.js?db74a9715180bac1ca6d22e853a90e9b";
|
||
var s = document.getElementsByTagName("script")[0];
|
||
s.parentNode.insertBefore(hm, s);
|
||
})();
|
||
</script><title>XtQuant.Xttrade 交易模块 | 迅投知识库</title><meta name="description" content="QMT说明, QMT-Python-API, QMT用户手册。">
|
||
<link rel="preload" href="/assets/style-937c34dd.css" as="style"><link rel="stylesheet" href="/assets/style-937c34dd.css">
|
||
<link rel="modulepreload" href="/assets/app-2fe24c5e.js"><link rel="modulepreload" href="/assets/xttrader.html-cd097e38.js"><link rel="modulepreload" href="/assets/xttrader.html-a6a0e543.js"><link rel="prefetch" href="/assets/index.html-aacedb99.js" as="script"><link rel="prefetch" href="/assets/basic_syntax.html-e393df56.js" as="script"><link rel="prefetch" href="/assets/check_sheet.html-a405c8a3.js" as="script"><link rel="prefetch" href="/assets/code_examples.html-985b4984.js" as="script"><link rel="prefetch" href="/assets/control_statement.html-bf992bd7.js" as="script"><link rel="prefetch" href="/assets/operating_mode.html-a2f39c1a.js" as="script"><link rel="prefetch" href="/assets/start_now.html-1be21f8a.js" as="script"><link rel="prefetch" href="/assets/system_function.html-feab901e.js" as="script"><link rel="prefetch" href="/assets/python调用VBA.html-1946fa92.js" as="script"><link rel="prefetch" href="/assets/全市场涨跌幅度统计.html-b8ba35f1.js" as="script"><link rel="prefetch" href="/assets/全市场资金流向.html-2357f922.js" as="script"><link rel="prefetch" href="/assets/前结_今结_持仓.html-a4436106.js" as="script"><link rel="prefetch" href="/assets/北向资金.html-e540615d.js" as="script"><link rel="prefetch" href="/assets/南向资金.html-9137d95c.js" as="script"><link rel="prefetch" href="/assets/因子获取.html-89140fd6.js" as="script"><link rel="prefetch" href="/assets/外盘_内盘.html-e7f33912.js" as="script"><link rel="prefetch" href="/assets/多空对比.html-a634bb69.js" as="script"><link rel="prefetch" href="/assets/委买价_委卖价_委买量_委卖量.html-e9c29505.js" as="script"><link rel="prefetch" href="/assets/委差_委比.html-ff3246bc.js" as="script"><link rel="prefetch" href="/assets/总股本_总市值.html-e8ba60d4.js" as="script"><link rel="prefetch" href="/assets/振幅.html-e9576d1a.js" as="script"><link rel="prefetch" href="/assets/换手.html-f2f05a67.js" as="script"><link rel="prefetch" href="/assets/最新_今开_最高_最低_总额_总手_交易状态.html-2ca89ba1.js" as="script"><link rel="prefetch" href="/assets/注册资本.html-bec636fc.js" as="script"><link rel="prefetch" href="/assets/流通值.html-f34e70d5.js" as="script"><link rel="prefetch" href="/assets/流通盘_流通值.html-50ac8dc4.js" as="script"><link rel="prefetch" href="/assets/涨停_跌停.html-ba7667b7.js" as="script"><link rel="prefetch" href="/assets/涨跌_涨幅.html-a4d004cb.js" as="script"><link rel="prefetch" href="/assets/涨跌家数变化.html-a30316a7.js" as="script"><link rel="prefetch" href="/assets/现手.html-0f4ec2e6.js" as="script"><link rel="prefetch" href="/assets/规模风向标.html-d7dc3f5e.js" as="script"><link rel="prefetch" href="/assets/量比.html-2be39bbd.js" as="script"><link rel="prefetch" href="/assets/rookie.html-90dba3b5.js" as="script"><link rel="prefetch" href="/assets/ty_rookie.html-8868ad82.js" as="script"><link rel="prefetch" href="/assets/index.html-a4665f64.js" as="script"><link rel="prefetch" href="/assets/bond.html-087de96b.js" as="script"><link rel="prefetch" href="/assets/data_browser_barra_factor.html-2740d45d.js" as="script"><link rel="prefetch" href="/assets/floorfunds.html-f1e05c44.js" as="script"><link rel="prefetch" href="/assets/future.html-3c7280d8.js" as="script"><link rel="prefetch" href="/assets/indexes.html-4c831e2f.js" as="script"><link rel="prefetch" href="/assets/industry.html-07c2d987.js" as="script"><link rel="prefetch" href="/assets/option.html-1cda80f4.js" as="script"><link rel="prefetch" href="/assets/question_answer.html-57f4a833.js" as="script"><link rel="prefetch" href="/assets/scenario_based_example.html-e840fc79.js" as="script"><link rel="prefetch" href="/assets/stock.html-d4aeb9ec.js" as="script"><link rel="prefetch" href="/assets/xuntou_factor.html-47f372c3.js" as="script"><link rel="prefetch" href="/assets/callback_function.html-ba3839f5.js" as="script"><link rel="prefetch" href="/assets/code_examples.html-28482bfc.js" as="script"><link rel="prefetch" href="/assets/data_function.html-412f8b29.js" as="script"><link rel="prefetch" href="/assets/data_structure.html-8f55b710.js" as="script"><link rel="prefetch" href="/assets/drawing_function.html-dee669df.js" as="script"><link rel="prefetch" href="/assets/enum_constants.html-42ed8cba.js" as="script"><link rel="prefetch" href="/assets/interface_operation.html-47a2cf15.js" as="script"><link rel="prefetch" href="/assets/question_answer.html-f08895ff.js" as="script"><link rel="prefetch" href="/assets/quote_function.html-d5906fa7.js" as="script"><link rel="prefetch" href="/assets/related_instructions.html-9b630c20.js" as="script"><link rel="prefetch" href="/assets/start_now.html-2cd8fc71.js" as="script"><link rel="prefetch" href="/assets/system_function.html-79f889f8.js" as="script"><link rel="prefetch" href="/assets/trading_function.html-19c5ecb8.js" as="script"><link rel="prefetch" href="/assets/user_attention.html-e0d27a96.js" as="script"><link rel="prefetch" href="/assets/variable_convention.html-92ed4d6f.js" as="script"><link rel="prefetch" href="/assets/code_examples.html-84d3bae8.js" as="script"><link rel="prefetch" href="/assets/download_xtquant.html-9de3a818.js" as="script"><link rel="prefetch" href="/assets/question_function.html-4e4bd334.js" as="script"><link rel="prefetch" href="/assets/start_now.html-b2c933ee.js" as="script"><link rel="prefetch" href="/assets/xtdata.html-312381bb.js" as="script"><link rel="prefetch" href="/assets/xtdata_new.html-2164196d.js" as="script"><link rel="prefetch" href="/assets/JoinQuant2QMT.html-38cb9974.js" as="script"><link rel="prefetch" href="/assets/index.html-22b6b31a.js" as="script"><link rel="prefetch" href="/assets/daoru_daochu.html-c8cace75.js" as="script"><link rel="prefetch" href="/assets/hangqing_setting.html-1a9570b3.js" as="script"><link rel="prefetch" href="/assets/ty_add_indicator.html-1f2f4b0a.js" as="script"><link rel="prefetch" href="/assets/ty_backtest_strategy.html-3f8682bc.js" as="script"><link rel="prefetch" href="/assets/ty_code_review_backtest.html-200ceddd.js" as="script"><link rel="prefetch" href="/assets/ty_content.html-f2564dc8.js" as="script"><link rel="prefetch" href="/assets/ty_data_download.html-351b4a4f.js" as="script"><link rel="prefetch" href="/assets/ty_data_interface.html-2e32a98a.js" as="script"><link rel="prefetch" href="/assets/ty_direct_connect.html-f8b10f83.js" as="script"><link rel="prefetch" href="/assets/ty_factor_data.html-1746bcaa.js" as="script"><link rel="prefetch" href="/assets/ty_native_python.html-55154231.js" as="script"><link rel="prefetch" href="/assets/ty_register_install.html-0d2c078f.js" as="script"><link rel="prefetch" href="/assets/404.html-f9875e7b.js" as="script"><link rel="prefetch" href="/assets/index.html-ced75bd7.js" as="script"><link rel="prefetch" href="/assets/basic_syntax.html-b8abc947.js" as="script"><link rel="prefetch" href="/assets/check_sheet.html-dcf52204.js" as="script"><link rel="prefetch" href="/assets/code_examples.html-3113b68a.js" as="script"><link rel="prefetch" href="/assets/control_statement.html-00e2be67.js" as="script"><link rel="prefetch" href="/assets/operating_mode.html-61fbaed0.js" as="script"><link rel="prefetch" href="/assets/start_now.html-eaff5695.js" as="script"><link rel="prefetch" href="/assets/system_function.html-2d90b97e.js" as="script"><link rel="prefetch" href="/assets/python调用VBA.html-13606619.js" as="script"><link rel="prefetch" href="/assets/全市场涨跌幅度统计.html-233ddc7a.js" as="script"><link rel="prefetch" href="/assets/全市场资金流向.html-ecb85a96.js" as="script"><link rel="prefetch" href="/assets/前结_今结_持仓.html-837c8847.js" as="script"><link rel="prefetch" href="/assets/北向资金.html-b86e0737.js" as="script"><link rel="prefetch" href="/assets/南向资金.html-af4159d2.js" as="script"><link rel="prefetch" href="/assets/因子获取.html-96ca84cb.js" as="script"><link rel="prefetch" href="/assets/外盘_内盘.html-46442d98.js" as="script"><link rel="prefetch" href="/assets/多空对比.html-77a530ac.js" as="script"><link rel="prefetch" href="/assets/委买价_委卖价_委买量_委卖量.html-298fb634.js" as="script"><link rel="prefetch" href="/assets/委差_委比.html-8aaf6597.js" as="script"><link rel="prefetch" href="/assets/总股本_总市值.html-ed03a153.js" as="script"><link rel="prefetch" href="/assets/振幅.html-0d26176f.js" as="script"><link rel="prefetch" href="/assets/换手.html-1a803631.js" as="script"><link rel="prefetch" href="/assets/最新_今开_最高_最低_总额_总手_交易状态.html-256abaa5.js" as="script"><link rel="prefetch" href="/assets/注册资本.html-1d912787.js" as="script"><link rel="prefetch" href="/assets/流通值.html-9ba094fb.js" as="script"><link rel="prefetch" href="/assets/流通盘_流通值.html-2d754f1f.js" as="script"><link rel="prefetch" href="/assets/涨停_跌停.html-e9099f68.js" as="script"><link rel="prefetch" href="/assets/涨跌_涨幅.html-4efc9eb8.js" as="script"><link rel="prefetch" href="/assets/涨跌家数变化.html-53de94c7.js" as="script"><link rel="prefetch" href="/assets/现手.html-0ab76010.js" as="script"><link rel="prefetch" href="/assets/规模风向标.html-79312cc7.js" as="script"><link rel="prefetch" href="/assets/量比.html-9ef1d579.js" as="script"><link rel="prefetch" href="/assets/rookie.html-5fca3b77.js" as="script"><link rel="prefetch" href="/assets/ty_rookie.html-35f28c88.js" as="script"><link rel="prefetch" href="/assets/index.html-fcd652a1.js" as="script"><link rel="prefetch" href="/assets/bond.html-29897ac6.js" as="script"><link rel="prefetch" href="/assets/data_browser_barra_factor.html-e738eab1.js" as="script"><link rel="prefetch" href="/assets/floorfunds.html-0d9d6507.js" as="script"><link rel="prefetch" href="/assets/future.html-f7124802.js" as="script"><link rel="prefetch" href="/assets/indexes.html-d7b6311e.js" as="script"><link rel="prefetch" href="/assets/industry.html-16efb403.js" as="script"><link rel="prefetch" href="/assets/option.html-9f501a6a.js" as="script"><link rel="prefetch" href="/assets/question_answer.html-47cf70ab.js" as="script"><link rel="prefetch" href="/assets/scenario_based_example.html-0950e171.js" as="script"><link rel="prefetch" href="/assets/stock.html-f974aa84.js" as="script"><link rel="prefetch" href="/assets/xuntou_factor.html-8e81ea23.js" as="script"><link rel="prefetch" href="/assets/callback_function.html-a2c9d30a.js" as="script"><link rel="prefetch" href="/assets/code_examples.html-2ffd3c2b.js" as="script"><link rel="prefetch" href="/assets/data_function.html-cb5dd5ef.js" as="script"><link rel="prefetch" href="/assets/data_structure.html-2ba7501e.js" as="script"><link rel="prefetch" href="/assets/drawing_function.html-3f6a35e8.js" as="script"><link rel="prefetch" href="/assets/enum_constants.html-cc910da2.js" as="script"><link rel="prefetch" href="/assets/interface_operation.html-9afd00f4.js" as="script"><link rel="prefetch" href="/assets/question_answer.html-f50e9534.js" as="script"><link rel="prefetch" href="/assets/quote_function.html-8ec4b48e.js" as="script"><link rel="prefetch" href="/assets/related_instructions.html-b21d5ef1.js" as="script"><link rel="prefetch" href="/assets/start_now.html-5a5de085.js" as="script"><link rel="prefetch" href="/assets/system_function.html-cb9d0895.js" as="script"><link rel="prefetch" href="/assets/trading_function.html-fdb92ee0.js" as="script"><link rel="prefetch" href="/assets/user_attention.html-67276bd2.js" as="script"><link rel="prefetch" href="/assets/variable_convention.html-96cab360.js" as="script"><link rel="prefetch" href="/assets/code_examples.html-7561c6c2.js" as="script"><link rel="prefetch" href="/assets/download_xtquant.html-9bc2e654.js" as="script"><link rel="prefetch" href="/assets/question_function.html-845d97e5.js" as="script"><link rel="prefetch" href="/assets/start_now.html-9a07cd5e.js" as="script"><link rel="prefetch" href="/assets/xtdata.html-60737e81.js" as="script"><link rel="prefetch" href="/assets/xtdata_new.html-18c73eaa.js" as="script"><link rel="prefetch" href="/assets/JoinQuant2QMT.html-ace7c465.js" as="script"><link rel="prefetch" href="/assets/index.html-9d1612c5.js" as="script"><link rel="prefetch" href="/assets/daoru_daochu.html-eae2410f.js" as="script"><link rel="prefetch" href="/assets/hangqing_setting.html-0ff7ba11.js" as="script"><link rel="prefetch" href="/assets/ty_add_indicator.html-79a10fed.js" as="script"><link rel="prefetch" href="/assets/ty_backtest_strategy.html-bf683d1f.js" as="script"><link rel="prefetch" href="/assets/ty_code_review_backtest.html-3497c894.js" as="script"><link rel="prefetch" href="/assets/ty_content.html-d9354c9a.js" as="script"><link rel="prefetch" href="/assets/ty_data_download.html-d1a7795c.js" as="script"><link rel="prefetch" href="/assets/ty_data_interface.html-8f993a77.js" as="script"><link rel="prefetch" href="/assets/ty_direct_connect.html-ffc766ea.js" as="script"><link rel="prefetch" href="/assets/ty_factor_data.html-75792bc5.js" as="script"><link rel="prefetch" href="/assets/ty_native_python.html-7400d196.js" as="script"><link rel="prefetch" href="/assets/ty_register_install.html-5498913b.js" as="script"><link rel="prefetch" href="/assets/404.html-86fec5d9.js" as="script"><link rel="prefetch" href="/assets/SearchBox-625c401e.js" as="script"><link rel="prefetch" href="/assets/auto-6adc87e8.js" as="script"><link rel="prefetch" href="/assets/index-2bf332f6.js" as="script"><link rel="prefetch" href="/assets/flowchart-c441f34d.js" as="script"><link rel="prefetch" href="/assets/SignPanel-da80f282.js" as="script"><link rel="prefetch" href="/assets/SignPanel-da80f282.js" as="script">
|
||
</head>
|
||
<body>
|
||
<div id="app"><!--[--><div class="theme-container"><!--[--><div class="n-config-provider"><header class="navbar"><div><div class="toggle-sidebar-button" title="切换侧边栏" aria-expanded="false" role="button" tabindex="0"><div class="icon" aria-hidden="true"><span></span><span></span><span></span></div></div></div><span><a href="/" class=""><img class="logo" src="/images/logo.png" alt="迅投知识库"><span class="site-name can-hide">迅投知识库</span></a></span><span><div class="search-box" role="search" data-v-7a908cc7><div data-v-7a908cc7><input value="" aria-label="Search" class="" placeholder="搜索文档" autocomplete="off" spellcheck="false" data-v-7a908cc7><!----></div><!----><!----></div></span><div class="navbar-items-wrapper" style=""><!--[--><!--]--><nav class="navbar-items can-hide" id="customize-nav"><!--[--><div class="navbar-item"><a href="/" class="" aria-label="首页"><!--[--><!--]--> 首页 <!--[--><!--]--></a></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="API"><span class="title">API</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="API"><span class="title">API</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/freshman/ty_rookie.html" class="" aria-label="投研新手教程"><!--[--><!--]--> 投研新手教程 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/freshman/rookie.html" class="" aria-label="QMT新手教程"><!--[--><!--]--> QMT新手教程 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/innerApi/start_now.html" class="" aria-label="内置Python"><!--[--><!--]--> 内置Python <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/nativeApi/start_now.html" class="" aria-label="XtQuant文档"><!--[--><!--]--> XtQuant文档 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/VBA/start_now.html" class="" aria-label="VBA"><!--[--><!--]--> VBA <!--[--><!--]--></a></li><!--]--></ul></div></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="数据字典"><span class="title">数据字典</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="数据字典"><span class="title">数据字典</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/dictionary/" class="" aria-label="快速开始"><!--[--><!--]--> 快速开始 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/stock.html" class="" aria-label="股票数据"><!--[--><!--]--> 股票数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/industry.html" class="" aria-label="行业概念数据"><!--[--><!--]--> 行业概念数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/indexes.html" class="" aria-label="指数数据"><!--[--><!--]--> 指数数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/future.html" class="" aria-label="期货数据"><!--[--><!--]--> 期货数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/option.html" class="" aria-label="期权数据"><!--[--><!--]--> 期权数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/floorfunds.html" class="" aria-label="场内基金数据"><!--[--><!--]--> 场内基金数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/bond.html" class="" aria-label="债券数据"><!--[--><!--]--> 债券数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/question_answer.html" class="" aria-label="常见问题"><!--[--><!--]--> 常见问题 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/scenario_based_example.html" class="" aria-label="场景化示例"><!--[--><!--]--> 场景化示例 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/xuntou_factor.html" class="" aria-label="迅投因子"><!--[--><!--]--> 迅投因子 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/data_browser_barra_factor.html" class="" aria-label="数据浏览器"><!--[--><!--]--> 数据浏览器 <!--[--><!--]--></a></li><!--]--></ul></div></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="策略迁移"><span class="title">策略迁移</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="策略迁移"><span class="title">策略迁移</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/strategy/JoinQuant2QMT.html" class="" aria-label="聚宽策略"><!--[--><!--]--> 聚宽策略 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><!--[--><h4 class="navbar-dropdown-subtitle"><span></span></h4><ul class="navbar-dropdown-subitem-wrapper"><!--[--><li class="navbar-dropdown-subitem"><a aria-current="page" href="/nativeApi/xttrader.html" class="router-link-active router-link-exact-active router-link-active" aria-label="客服QQ: 810315303"><!--[--><!--]--> 客服QQ: 810315303 <!--[--><!--]--></a></li><li class="navbar-dropdown-subitem"><a aria-current="page" href="/nativeApi/xttrader.html" class="router-link-active router-link-exact-active router-link-active" aria-label="联系方式: 18309226715"><!--[--><!--]--> 联系方式: 18309226715 <!--[--><!--]--></a></li><!--]--></ul><!--]--></li><!--]--></ul></div></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="视频教程"><span class="title">视频教程</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="视频教程"><span class="title">视频教程</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/videos/touyan/ty_register_install.html" class="" aria-label="投研端教程"><!--[--><!--]--> 投研端教程 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a class="external-link" href="https://www.xuntou.net/plugin.php?id=keke_video_base" rel="noopener noreferrer" target="_blank" aria-label="迅投学堂"><!--[--><!--]--> 迅投学堂 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span><!--[--><!--]--></a></li><!--]--></ul></div></div><!--]--></nav><div class="navbar-item flexBtn fromBtn"><span> 投研平台 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></span></div><div class="flexBtn fromBtn"><span> 迅投社区 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></span></div><!-- <div class="navbar-item flexBtn fromBtn" v-if="!info.isMobile">
|
||
<span
|
||
@click="getNUrl('crowdfunding')"
|
||
>
|
||
特色众筹
|
||
<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path>
|
||
<polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg>
|
||
<span class="external-link-icon-sr-only">在新窗口打开</span>
|
||
</span>
|
||
</span>
|
||
</div> --><div class="navbar-item flexBtn"><a class="external-link" href="http://www.thinktrader.net" rel="noopener noreferrer" target="_blank" aria-label="迅投官网"> 迅投官网 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></div><!--v-if--><!--[--><!--]--><div class="ToggleColor"><button class="toggle-color-mode-button" title="切换颜色模式"><svg style="" class="icon" focusable="false" viewBox="0 0 32 32"><path d="M16 12.005a4 4 0 1 1-4 4a4.005 4.005 0 0 1 4-4m0-2a6 6 0 1 0 6 6a6 6 0 0 0-6-6z" fill="currentColor"></path><path d="M5.394 6.813l1.414-1.415l3.506 3.506L8.9 10.318z" fill="currentColor"></path><path d="M2 15.005h5v2H2z" fill="currentColor"></path><path d="M5.394 25.197L8.9 21.691l1.414 1.415l-3.506 3.505z" fill="currentColor"></path><path d="M15 25.005h2v5h-2z" fill="currentColor"></path><path d="M21.687 23.106l1.414-1.415l3.506 3.506l-1.414 1.414z" fill="currentColor"></path><path d="M25 15.005h5v2h-5z" fill="currentColor"></path><path d="M21.687 8.904l3.506-3.506l1.414 1.415l-3.506 3.505z" fill="currentColor"></path><path d="M15 2.005h2v5h-2z" fill="currentColor"></path></svg><svg style="display:none;" class="icon" focusable="false" viewBox="0 0 32 32"><path d="M13.502 5.414a15.075 15.075 0 0 0 11.594 18.194a11.113 11.113 0 0 1-7.975 3.39c-.138 0-.278.005-.418 0a11.094 11.094 0 0 1-3.2-21.584M14.98 3a1.002 1.002 0 0 0-.175.016a13.096 13.096 0 0 0 1.825 25.981c.164.006.328 0 .49 0a13.072 13.072 0 0 0 10.703-5.555a1.01 1.01 0 0 0-.783-1.565A13.08 13.08 0 0 1 15.89 4.38A1.015 1.015 0 0 0 14.98 3z" fill="currentColor"></path></svg></button></div><div><div class="n-config-provider user"><!--v-if--></div><div role="none" class="n-space" style="display:flex;flex-direction:row;justify-content:flex-start;flex-wrap:wrap;margin-top:;margin-bottom:;gap:8px 12px;"><!-- <n-button strong secondary type="error" @click="linkTo('/signup/')" v-show="!info.isMobile">注册</n-button> --><!-- <n-button strong secondary type="info" @click="linkTo('/signin/')">登录</n-button> --><div role="none" class="" style="max-width:100%;"><button class="n-button n-button--error-type n-button--medium-type n-button--secondary" tabindex="0" type="button" style="--n-bezier:cubic-bezier(.4, 0, .2, 1);--n-bezier-ease-out:cubic-bezier(0, 0, .2, 1);--n-ripple-duration:.6s;--n-opacity-disabled:0.5;--n-wave-opacity:0.6;--n-font-weight:500;--n-color:rgba(208, 48, 80, 0.16);--n-color-hover:rgba(208, 48, 80, 0.22);--n-color-pressed:rgba(208, 48, 80, 0.28);--n-color-focus:rgba(208, 48, 80, 0.22);--n-color-disabled:rgba(46, 51, 56, .05);--n-ripple-color:#0000;--n-text-color:#d03050;--n-text-color-hover:#d03050;--n-text-color-pressed:#d03050;--n-text-color-focus:#d03050;--n-text-color-disabled:#d03050;--n-border:1px solid #d03050;--n-border-hover:1px solid #de576d;--n-border-pressed:1px solid #ab1f3f;--n-border-focus:1px solid #de576d;--n-border-disabled:1px solid #d03050;--n-width:initial;--n-height:34px;--n-font-size:14px;--n-padding:0 14px;--n-icon-size:18px;--n-icon-margin:6px;--n-border-radius:3px;"><!----><!----><span class="n-button__content">注册</span><div aria-hidden="true" class="n-base-wave"></div><!----><!----></button></div><div role="none" class="" style="max-width:100%;"><button class="n-button n-button--info-type n-button--medium-type n-button--secondary" tabindex="0" type="button" style="--n-bezier:cubic-bezier(.4, 0, .2, 1);--n-bezier-ease-out:cubic-bezier(0, 0, .2, 1);--n-ripple-duration:.6s;--n-opacity-disabled:0.5;--n-wave-opacity:0.6;--n-font-weight:500;--n-color:rgba(32, 128, 240, 0.16);--n-color-hover:rgba(32, 128, 240, 0.22);--n-color-pressed:rgba(32, 128, 240, 0.28);--n-color-focus:rgba(32, 128, 240, 0.22);--n-color-disabled:rgba(46, 51, 56, .05);--n-ripple-color:#0000;--n-text-color:#2080f0;--n-text-color-hover:#2080f0;--n-text-color-pressed:#2080f0;--n-text-color-focus:#2080f0;--n-text-color-disabled:#2080f0;--n-border:1px solid #2080f0;--n-border-hover:1px solid #4098fc;--n-border-pressed:1px solid #1060c9;--n-border-focus:1px solid #4098fc;--n-border-disabled:1px solid #2080f0;--n-width:initial;--n-height:34px;--n-font-size:14px;--n-padding:0 14px;--n-icon-size:18px;--n-icon-margin:6px;--n-border-radius:3px;"><!----><!----><span class="n-button__content">登录</span><div aria-hidden="true" class="n-base-wave"></div><!----><!----></button></div></div></div></div></header><!--[--><!-- 桌面端：微信 / 分享始终可见 --><div class="assistant-float-actions" style="right:462px;top:calc(50% + var(--navbar-height) / 2);" data-v-5b14e8e0><button type="button" class="assistant-float-btn" title="微信扫码联系客服" data-v-5b14e8e0><img src="/assets/wechat-d90fd08f.png" alt="微信扫码联系客服" data-v-5b14e8e0></button><button id="assistant-share-btn" type="button" class="assistant-float-btn" title="分享链接" data-v-5b14e8e0><img src="data:image/png;base64,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" alt="分享链接" data-v-5b14e8e0></button></div><!-- 桌面端：头部下方左右布局，助手固定右侧 --><aside class="assistant-layout" style="width:450px;" data-v-5b14e8e0><div class="assistant-resize-handle" title="拖动调整宽度，向右拖至最窄可关闭" data-v-5b14e8e0></div><div class="assistant-panel" data-v-5b14e8e0><div class="assistant-loading" data-v-5b14e8e0><div class="assistant-loading-inner" data-v-5b14e8e0><span class="assistant-spinner" aria-hidden="true" data-v-5b14e8e0></span><span class="assistant-loading-text" data-v-5b14e8e0>智能助手加载中...</span></div></div><div data-chat-ui-embedded class="assistant-chat" data-v-5b14e8e0></div><!----></div></aside><!-- 后续启用：底部输入条（展开态）
|
||
<form
|
||
v-if="showFloatingAssistant && quickBarExpanded"
|
||
class="assistant-quick-bar"
|
||
:class="{ 'assistant-quick-bar--mobile': isMobile }"
|
||
role="search"
|
||
aria-label="和 AI 开始对话"
|
||
@submit.prevent="submitFabQuery"
|
||
>
|
||
<input
|
||
v-model="fabQuery"
|
||
type="text"
|
||
class="assistant-quick-bar-input"
|
||
placeholder="和 AI 说点什么，按 Enter 直接发送..."
|
||
maxlength="500"
|
||
aria-label="向 AI 提问"
|
||
/>
|
||
<button
|
||
type="button"
|
||
class="assistant-quick-bar-submit"
|
||
:title="fabQuery.trim() ? '发送并打开智能助手' : '收起输入框'"
|
||
@click="onAiBallClick"
|
||
>
|
||
AI
|
||
</button>
|
||
</form>
|
||
--><!-- 助手收起后：可拖动悬浮球，点击打开智能助手 --><!----><!-- 移动端：保留抽屉 --><!----><!--]--><!--v-if--></div><!--]--><div class="sidebar-mask"></div><!--[--><aside class="sidebar"><div class="toggleColor" style="display:none;"><button class="toggle-color-mode-button" title="切换颜色模式"><svg style="" class="icon" focusable="false" viewBox="0 0 32 32"><path d="M16 12.005a4 4 0 1 1-4 4a4.005 4.005 0 0 1 4-4m0-2a6 6 0 1 0 6 6a6 6 0 0 0-6-6z" fill="currentColor"></path><path d="M5.394 6.813l1.414-1.415l3.506 3.506L8.9 10.318z" fill="currentColor"></path><path d="M2 15.005h5v2H2z" fill="currentColor"></path><path d="M5.394 25.197L8.9 21.691l1.414 1.415l-3.506 3.505z" fill="currentColor"></path><path d="M15 25.005h2v5h-2z" fill="currentColor"></path><path d="M21.687 23.106l1.414-1.415l3.506 3.506l-1.414 1.414z" fill="currentColor"></path><path d="M25 15.005h5v2h-5z" fill="currentColor"></path><path d="M21.687 8.904l3.506-3.506l1.414 1.415l-3.506 3.505z" fill="currentColor"></path><path d="M15 2.005h2v5h-2z" fill="currentColor"></path></svg><svg style="display:none;" class="icon" focusable="false" viewBox="0 0 32 32"><path d="M13.502 5.414a15.075 15.075 0 0 0 11.594 18.194a11.113 11.113 0 0 1-7.975 3.39c-.138 0-.278.005-.418 0a11.094 11.094 0 0 1-3.2-21.584M14.98 3a1.002 1.002 0 0 0-.175.016a13.096 13.096 0 0 0 1.825 25.981c.164.006.328 0 .49 0a13.072 13.072 0 0 0 10.703-5.555a1.01 1.01 0 0 0-.783-1.565A13.08 13.08 0 0 1 15.89 4.38A1.015 1.015 0 0 0 14.98 3z" fill="currentColor"></path></svg></button></div><nav class="navbar-items" id="customize-sidebar"><!--[--><div class="navbar-item"><a href="/" class="" aria-label="首页"><!--[--><!--]--> 首页 <!--[--><!--]--></a></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="API"><span class="title">API</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="API"><span class="title">API</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/freshman/ty_rookie.html" class="" aria-label="投研新手教程"><!--[--><!--]--> 投研新手教程 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/freshman/rookie.html" class="" aria-label="QMT新手教程"><!--[--><!--]--> QMT新手教程 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/innerApi/start_now.html" class="" aria-label="内置Python"><!--[--><!--]--> 内置Python <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/nativeApi/start_now.html" class="" aria-label="XtQuant文档"><!--[--><!--]--> XtQuant文档 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/VBA/start_now.html" class="" aria-label="VBA"><!--[--><!--]--> VBA <!--[--><!--]--></a></li><!--]--></ul></div></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="数据字典"><span class="title">数据字典</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="数据字典"><span class="title">数据字典</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/dictionary/" class="" aria-label="快速开始"><!--[--><!--]--> 快速开始 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/stock.html" class="" aria-label="股票数据"><!--[--><!--]--> 股票数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/industry.html" class="" aria-label="行业概念数据"><!--[--><!--]--> 行业概念数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/indexes.html" class="" aria-label="指数数据"><!--[--><!--]--> 指数数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/future.html" class="" aria-label="期货数据"><!--[--><!--]--> 期货数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/option.html" class="" aria-label="期权数据"><!--[--><!--]--> 期权数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/floorfunds.html" class="" aria-label="场内基金数据"><!--[--><!--]--> 场内基金数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/bond.html" class="" aria-label="债券数据"><!--[--><!--]--> 债券数据 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/question_answer.html" class="" aria-label="常见问题"><!--[--><!--]--> 常见问题 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/scenario_based_example.html" class="" aria-label="场景化示例"><!--[--><!--]--> 场景化示例 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/xuntou_factor.html" class="" aria-label="迅投因子"><!--[--><!--]--> 迅投因子 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a href="/dictionary/data_browser_barra_factor.html" class="" aria-label="数据浏览器"><!--[--><!--]--> 数据浏览器 <!--[--><!--]--></a></li><!--]--></ul></div></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="策略迁移"><span class="title">策略迁移</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="策略迁移"><span class="title">策略迁移</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/strategy/JoinQuant2QMT.html" class="" aria-label="聚宽策略"><!--[--><!--]--> 聚宽策略 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><!--[--><h4 class="navbar-dropdown-subtitle"><span></span></h4><ul class="navbar-dropdown-subitem-wrapper"><!--[--><li class="navbar-dropdown-subitem"><a aria-current="page" href="/nativeApi/xttrader.html" class="router-link-active router-link-exact-active router-link-active" aria-label="客服QQ: 810315303"><!--[--><!--]--> 客服QQ: 810315303 <!--[--><!--]--></a></li><li class="navbar-dropdown-subitem"><a aria-current="page" href="/nativeApi/xttrader.html" class="router-link-active router-link-exact-active router-link-active" aria-label="联系方式: 18309226715"><!--[--><!--]--> 联系方式: 18309226715 <!--[--><!--]--></a></li><!--]--></ul><!--]--></li><!--]--></ul></div></div><div class="navbar-item"><div class="navbar-dropdown-wrapper"><button class="navbar-dropdown-title" type="button" aria-label="视频教程"><span class="title">视频教程</span><span class="arrow down"></span></button><button class="navbar-dropdown-title-mobile" type="button" aria-label="视频教程"><span class="title">视频教程</span><span class="right arrow"></span></button><ul style="display:none;" class="navbar-dropdown"><!--[--><li class="navbar-dropdown-item"><a href="/videos/touyan/ty_register_install.html" class="" aria-label="投研端教程"><!--[--><!--]--> 投研端教程 <!--[--><!--]--></a></li><li class="navbar-dropdown-item"><a class="external-link" href="https://www.xuntou.net/plugin.php?id=keke_video_base" rel="noopener noreferrer" target="_blank" aria-label="迅投学堂"><!--[--><!--]--> 迅投学堂 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span><!--[--><!--]--></a></li><!--]--></ul></div></div><!--]--></nav><div class="newSider" style="display:none;"><div class="fromBtn"><span> 投研平台 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></span></div><div class="fromBtn" style="display:none;"><span> 迅投社区 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></span></div><!-- <div class="navbar-item fromBtn" v-if="info.isMobile">
|
||
<span
|
||
@click="getNUrl('crowdfunding')"
|
||
>
|
||
特色众筹
|
||
<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path>
|
||
<polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg>
|
||
<span class="external-link-icon-sr-only">在新窗口打开</span>
|
||
</span>
|
||
</span>
|
||
</div> --><div class="navbar-item"><a class="external-link" href="http://www.thinktrader.net" rel="noopener noreferrer" target="_blank" aria-label="迅投官网"> 迅投官网 <span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></div><!----></div><!--[--><!--]--><ul class="sidebar-items"><!--[--><li><p tabindex="0" class="sidebar-item sidebar-heading active">xtquant文档 <!----></p><ul style="" class="sidebar-item-children"><!--[--><li><a href="/nativeApi/start_now.html" class="sidebar-item" aria-label="快速开始"><!--[--><!--]--> 快速开始 <!--[--><!--]--></a><!----></li><li><a href="/nativeApi/xtdata.html" class="sidebar-item" aria-label="XtQuant.XtData 行情模块"><!--[--><!--]--> XtQuant.XtData 行情模块 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html" class="router-link-active router-link-exact-active router-link-active sidebar-item active" aria-label="XtQuant.Xttrade 交易模块"><!--[--><!--]--> XtQuant.Xttrade 交易模块 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#版本信息" class="router-link-active router-link-exact-active sidebar-item" aria-label="版本信息"><!--[--><!--]--> 版本信息 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#快速入门" class="router-link-active router-link-exact-active sidebar-item" aria-label="快速入门"><!--[--><!--]--> 快速入门 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#创建策略" class="router-link-active router-link-exact-active sidebar-item" aria-label="创建策略"><!--[--><!--]--> 创建策略 <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#xtquant运行逻辑" class="router-link-active router-link-exact-active sidebar-item" aria-label="XtQuant运行逻辑"><!--[--><!--]--> XtQuant运行逻辑 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#xtquant数据字典" class="router-link-active router-link-exact-active sidebar-item" aria-label="XtQuant数据字典"><!--[--><!--]--> XtQuant数据字典 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#交易市场-market" class="router-link-active router-link-exact-active sidebar-item" aria-label="交易市场(market)"><!--[--><!--]--> 交易市场(market) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#账号类型-account-type" class="router-link-active router-link-exact-active sidebar-item" aria-label="账号类型(account_type)"><!--[--><!--]--> 账号类型(account_type) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#委托类型-order-type" class="router-link-active router-link-exact-active sidebar-item" aria-label="委托类型(order_type)"><!--[--><!--]--> 委托类型(order_type) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#报价类型-price-type" class="router-link-active router-link-exact-active sidebar-item" aria-label="报价类型(price_type)"><!--[--><!--]--> 报价类型(price_type) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#委托状态-order-status" class="router-link-active router-link-exact-active sidebar-item" aria-label="委托状态(order_status)"><!--[--><!--]--> 委托状态(order_status) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#账号状态-account-status" class="router-link-active router-link-exact-active sidebar-item" aria-label="账号状态(account_status)"><!--[--><!--]--> 账号状态(account_status) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#划拨方向-transfer-direction" class="router-link-active router-link-exact-active sidebar-item" aria-label="划拨方向(transfer_direction)"><!--[--><!--]--> 划拨方向(transfer_direction) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#多空方向-direction" class="router-link-active router-link-exact-active sidebar-item" aria-label="多空方向(direction)"><!--[--><!--]--> 多空方向(direction) <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#交易操作-offset-flag" class="router-link-active router-link-exact-active sidebar-item" aria-label="交易操作(offset_flag)"><!--[--><!--]--> 交易操作(offset_flag) <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#xtquant数据结构说明" class="router-link-active router-link-exact-active sidebar-item" aria-label="XtQuant数据结构说明"><!--[--><!--]--> XtQuant数据结构说明 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#资产xtasset" class="router-link-active router-link-exact-active sidebar-item" aria-label="资产XtAsset"><!--[--><!--]--> 资产XtAsset <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#委托xtorder" class="router-link-active router-link-exact-active sidebar-item" aria-label="委托XtOrder"><!--[--><!--]--> 委托XtOrder <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#成交xttrade" class="router-link-active router-link-exact-active sidebar-item" aria-label="成交XtTrade"><!--[--><!--]--> 成交XtTrade <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#持仓xtposition" class="router-link-active router-link-exact-active sidebar-item" aria-label="持仓XtPosition"><!--[--><!--]--> 持仓XtPosition <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#期货持仓统计xtpositionstatistics" class="router-link-active router-link-exact-active sidebar-item" aria-label="期货持仓统计XtPositionStatistics"><!--[--><!--]--> 期货持仓统计XtPositionStatistics <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#异步下单委托反馈xtorderresponse" class="router-link-active router-link-exact-active sidebar-item" aria-label="异步下单委托反馈XtOrderResponse"><!--[--><!--]--> 异步下单委托反馈XtOrderResponse <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#异步撤单委托反馈xtcancelorderresponse" class="router-link-active router-link-exact-active sidebar-item" aria-label="异步撤单委托反馈XtCancelOrderResponse"><!--[--><!--]--> 异步撤单委托反馈XtCancelOrderResponse <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#下单失败错误xtordererror" class="router-link-active router-link-exact-active sidebar-item" aria-label="下单失败错误XtOrderError"><!--[--><!--]--> 下单失败错误XtOrderError <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#撤单失败错误xtcancelerror" class="router-link-active router-link-exact-active sidebar-item" aria-label="撤单失败错误XtCancelError"><!--[--><!--]--> 撤单失败错误XtCancelError <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#信用账号资产xtcreditdetail" class="router-link-active router-link-exact-active sidebar-item" aria-label="信用账号资产XtCreditDetail"><!--[--><!--]--> 信用账号资产XtCreditDetail <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#负债合约stkcompacts" class="router-link-active router-link-exact-active sidebar-item" aria-label="负债合约StkCompacts"><!--[--><!--]--> 负债合约StkCompacts <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#融资融券标的creditsubjects" class="router-link-active router-link-exact-active sidebar-item" aria-label="融资融券标的CreditSubjects"><!--[--><!--]--> 融资融券标的CreditSubjects <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#融券状态说明" class="router-link-active router-link-exact-active sidebar-item" aria-label="融券状态说明"><!--[--><!--]--> 融券状态说明 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#可融券数据creditslocode" class="router-link-active router-link-exact-active sidebar-item" aria-label="可融券数据CreditSloCode"><!--[--><!--]--> 可融券数据CreditSloCode <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#标的担保品creditassure" class="router-link-active router-link-exact-active sidebar-item" aria-label="标的担保品CreditAssure"><!--[--><!--]--> 标的担保品CreditAssure <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#账号状态xtaccountstatus" class="router-link-active router-link-exact-active sidebar-item" aria-label="账号状态XtAccountStatus"><!--[--><!--]--> 账号状态XtAccountStatus <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#账号信息xtaccountinfo" class="router-link-active router-link-exact-active sidebar-item" aria-label="账号信息XtAccountInfo"><!--[--><!--]--> 账号信息XtAccountInfo <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#约券相关异步接口的反馈xtsmtappointmentresponse" class="router-link-active router-link-exact-active sidebar-item" aria-label="约券相关异步接口的反馈XtSmtAppointmentResponse"><!--[--><!--]--> 约券相关异步接口的反馈XtSmtAppointmentResponse <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#xtquant-api说明" class="router-link-active router-link-exact-active sidebar-item" aria-label="XtQuant API说明"><!--[--><!--]--> XtQuant API说明 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#系统设置接口" class="router-link-active router-link-exact-active sidebar-item" aria-label="系统设置接口"><!--[--><!--]--> 系统设置接口 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#创建api实例" class="router-link-active router-link-exact-active sidebar-item" aria-label="创建API实例"><!--[--><!--]--> 创建API实例 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#注册回调类" class="router-link-active router-link-exact-active sidebar-item" aria-label="注册回调类"><!--[--><!--]--> 注册回调类 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#准备api环境" class="router-link-active router-link-exact-active sidebar-item" aria-label="准备API环境"><!--[--><!--]--> 准备API环境 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#创建连接" class="router-link-active router-link-exact-active sidebar-item" aria-label="创建连接"><!--[--><!--]--> 创建连接 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#停止运行" class="router-link-active router-link-exact-active sidebar-item" aria-label="停止运行"><!--[--><!--]--> 停止运行 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#阻塞当前线程进入等待状态" class="router-link-active router-link-exact-active sidebar-item" aria-label="阻塞当前线程进入等待状态"><!--[--><!--]--> 阻塞当前线程进入等待状态 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#开启主动请求接口的专用线程" class="router-link-active router-link-exact-active sidebar-item" aria-label="开启主动请求接口的专用线程"><!--[--><!--]--> 开启主动请求接口的专用线程 <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#操作接口" class="router-link-active router-link-exact-active sidebar-item" aria-label="操作接口"><!--[--><!--]--> 操作接口 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#订阅账号信息" class="router-link-active router-link-exact-active sidebar-item" aria-label="订阅账号信息"><!--[--><!--]--> 订阅账号信息 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#反订阅账号信息" class="router-link-active router-link-exact-active sidebar-item" aria-label="反订阅账号信息"><!--[--><!--]--> 反订阅账号信息 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#股票同步报单" class="router-link-active router-link-exact-active sidebar-item" aria-label="股票同步报单"><!--[--><!--]--> 股票同步报单 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#股票异步报单" class="router-link-active router-link-exact-active sidebar-item" aria-label="股票异步报单"><!--[--><!--]--> 股票异步报单 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#股票同步撤单" class="router-link-active router-link-exact-active sidebar-item" aria-label="股票同步撤单"><!--[--><!--]--> 股票同步撤单 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#股票同步撤单-1" class="router-link-active router-link-exact-active sidebar-item" aria-label="股票同步撤单"><!--[--><!--]--> 股票同步撤单 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#股票异步撤单" class="router-link-active router-link-exact-active sidebar-item" aria-label="股票异步撤单"><!--[--><!--]--> 股票异步撤单 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#股票异步撤单-1" class="router-link-active router-link-exact-active sidebar-item" aria-label="股票异步撤单"><!--[--><!--]--> 股票异步撤单 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#资金划拨" class="router-link-active router-link-exact-active sidebar-item" aria-label="资金划拨"><!--[--><!--]--> 资金划拨 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#外部交易数据录入" class="router-link-active router-link-exact-active sidebar-item" aria-label="外部交易数据录入"><!--[--><!--]--> 外部交易数据录入 <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#股票查询接口" class="router-link-active router-link-exact-active sidebar-item" aria-label="股票查询接口"><!--[--><!--]--> 股票查询接口 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#资产查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="资产查询"><!--[--><!--]--> 资产查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#委托查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="委托查询"><!--[--><!--]--> 委托查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#成交查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="成交查询"><!--[--><!--]--> 成交查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#持仓查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="持仓查询"><!--[--><!--]--> 持仓查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#期货持仓统计查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="期货持仓统计查询"><!--[--><!--]--> 期货持仓统计查询 <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#信用查询接口" class="router-link-active router-link-exact-active sidebar-item" aria-label="信用查询接口"><!--[--><!--]--> 信用查询接口 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#信用资产查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="信用资产查询"><!--[--><!--]--> 信用资产查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#负债合约查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="负债合约查询"><!--[--><!--]--> 负债合约查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#融资融券标的查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="融资融券标的查询"><!--[--><!--]--> 融资融券标的查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#可融券数据查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="可融券数据查询"><!--[--><!--]--> 可融券数据查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#标的担保品查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="标的担保品查询"><!--[--><!--]--> 标的担保品查询 <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#其他查询接口" class="router-link-active router-link-exact-active sidebar-item" aria-label="其他查询接口"><!--[--><!--]--> 其他查询接口 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#新股申购额度查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="新股申购额度查询"><!--[--><!--]--> 新股申购额度查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#当日新股信息查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="当日新股信息查询"><!--[--><!--]--> 当日新股信息查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#账号信息查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="账号信息查询"><!--[--><!--]--> 账号信息查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#账号状态查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="账号状态查询"><!--[--><!--]--> 账号状态查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#普通柜台资金查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="普通柜台资金查询"><!--[--><!--]--> 普通柜台资金查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#普通柜台持仓查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="普通柜台持仓查询"><!--[--><!--]--> 普通柜台持仓查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#通用数据导出" class="router-link-active router-link-exact-active sidebar-item" aria-label="通用数据导出"><!--[--><!--]--> 通用数据导出 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#通用数据查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="通用数据查询"><!--[--><!--]--> 通用数据查询 <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#约券相关接口" class="router-link-active router-link-exact-active sidebar-item" aria-label="约券相关接口"><!--[--><!--]--> 约券相关接口 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#券源行情查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="券源行情查询"><!--[--><!--]--> 券源行情查询 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#库存券约券申请" class="router-link-active router-link-exact-active sidebar-item" aria-label="库存券约券申请"><!--[--><!--]--> 库存券约券申请 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#约券合约查询" class="router-link-active router-link-exact-active sidebar-item" aria-label="约券合约查询"><!--[--><!--]--> 约券合约查询 <!--[--><!--]--></a><!----></li><!--]--></ul></li><li><a aria-current="page" href="/nativeApi/xttrader.html#回调类" class="router-link-active router-link-exact-active sidebar-item" aria-label="回调类"><!--[--><!--]--> 回调类 <!--[--><!--]--></a><ul style="" class="sidebar-item-children"><!--[--><li><a aria-current="page" href="/nativeApi/xttrader.html#连接状态回调" class="router-link-active router-link-exact-active sidebar-item" aria-label="连接状态回调"><!--[--><!--]--> 连接状态回调 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#账号状态信息推送" class="router-link-active router-link-exact-active sidebar-item" aria-label="账号状态信息推送"><!--[--><!--]--> 账号状态信息推送 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#委托信息推送" class="router-link-active router-link-exact-active sidebar-item" aria-label="委托信息推送"><!--[--><!--]--> 委托信息推送 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#成交信息推送" class="router-link-active router-link-exact-active sidebar-item" aria-label="成交信息推送"><!--[--><!--]--> 成交信息推送 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#下单失败信息推送" class="router-link-active router-link-exact-active sidebar-item" aria-label="下单失败信息推送"><!--[--><!--]--> 下单失败信息推送 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#撤单失败信息推送" class="router-link-active router-link-exact-active sidebar-item" aria-label="撤单失败信息推送"><!--[--><!--]--> 撤单失败信息推送 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#异步下单回报推送" class="router-link-active router-link-exact-active sidebar-item" aria-label="异步下单回报推送"><!--[--><!--]--> 异步下单回报推送 <!--[--><!--]--></a><!----></li><li><a aria-current="page" href="/nativeApi/xttrader.html#约券相关异步接口的回报推送" class="router-link-active router-link-exact-active sidebar-item" aria-label="约券相关异步接口的回报推送"><!--[--><!--]--> 约券相关异步接口的回报推送 <!--[--><!--]--></a><!----></li><!--]--></ul></li><!--]--></ul></li><!--]--></ul></li><li><a href="/nativeApi/code_examples.html" class="sidebar-item" aria-label="完整实例"><!--[--><!--]--> 完整实例 <!--[--><!--]--></a><!----></li><li><a href="/nativeApi/question_function.html" class="sidebar-item" aria-label="常见问题"><!--[--><!--]--> 常见问题 <!--[--><!--]--></a><!----></li><li><a href="/nativeApi/download_xtquant.html" class="sidebar-item" aria-label="xtquant版本下载"><!--[--><!--]--> xtquant版本下载 <!--[--><!--]--></a><!----></li><!--]--></ul></li><!--]--></ul><!--[--><!--]--></aside><!--]--><!--[--><main class="page" data-v-3c904194><!--[--><!--]--><div class="theme-default-contents" data-v-3c904194><!----><!--[--><!--]--><div class="theme-default-content" data-v-3c904194><div data-v-3c904194><h1 id="xtquant-xttrade-交易模块" tabindex="-1"><a class="header-anchor" href="#xtquant-xttrade-交易模块" aria-hidden="true">#</a> XtQuant.Xttrade 交易模块</h1><h2 id="版本信息" tabindex="-1"><a class="header-anchor" href="#版本信息" aria-hidden="true">#</a> 版本信息</h2><ul><li><p>2020-09-01</p><ul><li>初稿</li></ul></li><li><p>2020-10-14</p><ul><li>持仓结构添加字段</li><li>投资备注相关修正</li></ul></li><li><p>2020-10-21</p><ul><li>添加信用交易相关委托类型（order_type）枚举</li><li>调整XtQuant运行依赖环境说明，更新多版本支持相关说明</li></ul></li><li><p>2020-11-13</p><ul><li>添加信用交易相关类型定义说明</li><li>添加信用交易相关接口说明</li><li>添加异步撤单委托反馈结构说明</li><li>添加下单失败和撤单失败主推结构说明</li><li>添加订阅和反订阅接口</li><li>添加创建API实例，注册回调类，准备API环境，创建连接，停止运行，阻塞进程接口说明</li><li>调整API接口说明 <ul><li>将接口细分为"系统设置接口"，“操作接口”，“查询接口”，"信用相关查询接口"，“回调类”等五类</li><li>接口返回“None”修改为“无”</li><li>去掉回调类接口中的示例</li><li>添加“备注”项</li></ul></li><li>所有“证券账号”改为“资金账号”</li><li>英文“,”调整为中文“，”</li><li>示例代码中增加XtQuant API实例对象，修正没有实例，直接调用的错误</li><li>添加股票异步撤单接口说明，将原股票撤单修改为股票同步撤单</li></ul></li><li><p>2020-11-19</p><ul><li>添加账号状态主推接口</li><li>添加账号状态数据结构说明</li><li>添加账号状态枚举值</li><li>回调类接口说明调整 <ul><li>将回调函数定义及函数说明标题调整一致</li><li>补充异步下单回报推送、异步撤单回报推送接口说明</li></ul></li></ul></li><li><p>2021-07-20</p><ul><li>修改回调/主推函数实现机制，提升报撤单回报的速度，降低穿透延时波动</li><li><code>XtQuantTrader.run_forever()</code>修改实现，支持<code>Ctrl+C</code>跳出</li></ul></li><li><p>2022-06-27</p><ul><li>委托查询支持仅查询可撤委托</li><li>添加新股申购相关接口 <ul><li><code>query_new_purchase_limit</code> 查询新股申购额度</li><li><code>query_ipo_data</code> 查询新股信息</li></ul></li><li>添加账号信息查询接口 <ul><li><code>query_account_infos</code></li></ul></li></ul></li><li><p>2022-11-15</p><ul><li>修复<code>XtQuantTrader.unsubscribe</code>的实现</li></ul></li><li><p>2022-11-17</p><ul><li>交易数据字典格式调整</li></ul></li><li><p>2022-11-28</p><ul><li>为主动请求接口的返回增加专用线程以及相关控制，以支持在on_stock_order等推送接口中调用同步请求 <ul><li><code>XtQuantTrader.set_relaxed_response_order_enabled</code></li></ul></li></ul></li><li><p>2023-07-17</p><ul><li>持仓结构<code>XtPosition</code> 成本价字段调整 <ul><li><code>open_price</code> - 开仓价</li><li><code>avg_price</code> - 成本价</li></ul></li></ul></li><li><p>2023-07-26</p><ul><li>添加资金划拨接口 <code>fund_transfer</code></li></ul></li><li><p>2023-08-11</p><ul><li>添加划拨业务查询普通柜台资金接口 <code>query_com_fund</code></li><li>添加划拨业务查询普通柜台持仓接口 <code>query_com_position</code></li></ul></li><li><p>2023-10-16</p><ul><li>添加期货市价的报价类型 <ul><li><code>xtconstant.MARKET_BEST</code> - 市价最优价[郑商所]</li><li><code>xtconstant.MARKET_CANCEL</code> - 市价即成剩撤[大商所]</li><li><code>xtconstant.MARKET_CANCEL_ALL</code> - 市价全额成交或撤[大商所]</li><li><code>xtconstant.MARKET_CANCEL_1</code> - 市价最优一档即成剩撤[中金所]</li><li><code>xtconstant.MARKET_CANCEL_5</code> - 市价最优五档即成剩撤[中金所]</li><li><code>xtconstant.MARKET_CONVERT_1</code> - 市价最优一档即成剩转[中金所]</li><li><code>xtconstant.MARKET_CONVERT_5</code> - 市价最优五档即成剩转[中金所]</li></ul></li></ul></li><li><p>2023-10-20</p></li><li><p>委托结构<code>XtOrder</code>，成交结构<code>XtTrade</code>，持仓结构<code>XtPosition</code> 新增多空字段</p><ul><li><code>direction</code> - 多空，股票不需要</li></ul></li><li><p>委托结构<code>XtOrder</code>，成交结构<code>XtTrade</code>新增交易操作字段</p><ul><li><code>offset_flag</code> - 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等</li></ul></li><li><p>2023-11-03</p><ul><li>添加券源行情查询接口 <code>smt_query_quoter</code></li><li>添加库存券约券申请接口 <code>smt_negotiate_order</code></li><li>添加约券合约查询接口 <code>smt_query_compact</code></li></ul></li><li><p>2024-01-02</p><ul><li>委托类型增加ETF申赎</li></ul></li><li><p>2024-02-29</p><ul><li>添加期货持仓统计查询接口<code>query_position_statistics</code></li></ul></li><li><p>2024-04-25</p><ul><li>数据结构添加<code>stock_code1</code>字段以适配长代码</li></ul></li><li><p>2024-05-24</p><ul><li>添加通用数据导出接口export_data</li><li>添加通用数据查询接口query_data</li></ul></li><li><p>2024-06-27</p><ul><li>添加外部成交导入接口sync_transaction_from_external</li></ul></li></ul><h2 id="快速入门" tabindex="-1"><a class="header-anchor" href="#快速入门" aria-hidden="true">#</a> 快速入门</h2><h3 id="创建策略" tabindex="-1"><a class="header-anchor" href="#创建策略" aria-hidden="true">#</a> 创建策略</h3><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#6272A4;">#coding=utf-8</span></span>
|
||
<span class="line"><span style="color:#FF79C6;">from</span><span style="color:#F8F8F2;"> xtquant.xttrader </span><span style="color:#FF79C6;">import</span><span style="color:#F8F8F2;"> XtQuantTrader, XtQuantTraderCallback</span></span>
|
||
<span class="line"><span style="color:#FF79C6;">from</span><span style="color:#F8F8F2;"> xtquant.xttype </span><span style="color:#FF79C6;">import</span><span style="color:#F8F8F2;"> StockAccount</span></span>
|
||
<span class="line"><span style="color:#FF79C6;">from</span><span style="color:#F8F8F2;"> xtquant </span><span style="color:#FF79C6;">import</span><span style="color:#F8F8F2;"> xtconstant</span></span>
|
||
<span class="line"></span>
|
||
<span class="line"></span>
|
||
<span class="line"><span style="color:#FF79C6;">class</span><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">MyXtQuantTraderCallback</span><span style="color:#F8F8F2;">(</span><span style="color:#8BE9FD;font-style:italic;">XtQuantTraderCallback</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_disconnected</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 连接断开</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">connection lost</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_stock_order</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">order</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 委托回报推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param order: XtOrder对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on order callback:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(order.stock_code, order.order_status, order.order_sysid)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_stock_trade</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">trade</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 成交变动推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param trade: XtTrade对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on trade callback</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(trade.account_id, trade.stock_code, trade.order_id)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_order_error</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">order_error</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 委托失败推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param order_error:XtOrderError 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on order_error callback</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(order_error.order_id, order_error.error_id, order_error.error_msg)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_cancel_error</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">cancel_error</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 撤单失败推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param cancel_error: XtCancelError 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on cancel_error callback</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(cancel_error.order_id, cancel_error.error_id, cancel_error.error_msg)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_order_stock_async_response</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">response</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 异步下单回报推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param response: XtOrderResponse 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on_order_stock_async_response</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(response.account_id, response.order_id, response.seq)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_account_status</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">status</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param response: XtAccountStatus 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on_account_status</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(status.account_id, status.account_type, status.status)</span></span>
|
||
<span class="line"></span>
|
||
<span class="line"><span style="color:#FF79C6;">if</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">__name__</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">==</span><span style="color:#F8F8F2;"> </span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">__main__</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">:</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">demo test</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># path为mini qmt客户端安装目录下userdata_mini路径</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> path </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">D:</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">迅投极速交易终端 睿智融科版</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">userdata_mini</span><span style="color:#E9F284;">'</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># session_id为会话编号，策略使用方对于不同的Python策略需要使用不同的会话编号</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> session_id </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">123456</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> xt_trader </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> XtQuantTrader(path, session_id)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 创建资金账号为1000000365的证券账号对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> acc </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># StockAccount可以用第二个参数指定账号类型，如沪港通传'HUGANGTONG'，深港通传'SHENGANGTONG'</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># acc = StockAccount('1000000365','STOCK')</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 创建交易回调类对象，并声明接收回调</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> callback </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> MyXtQuantTraderCallback()</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> xt_trader.register_callback(callback)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 启动交易线程</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> xt_trader.start()</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 建立交易连接，返回0表示连接成功</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> connect_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.connect()</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(connect_result)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> subscribe_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.subscribe(acc)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(subscribe_result)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> stock_code </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">600000.SH</span><span style="color:#E9F284;">'</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">order using the fix price:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> fix_result_order_id </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.order_stock(acc, stock_code, xtconstant.</span><span style="color:#BD93F9;">STOCK_BUY</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">200</span><span style="color:#F8F8F2;">, xtconstant.</span><span style="color:#BD93F9;">FIX_PRICE</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">10.5</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">strategy_name</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">remark</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(fix_result_order_id)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 使用订单编号撤单</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">cancel order:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> cancel_order_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.cancel_order_stock(acc, fix_result_order_id)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(cancel_order_result)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 使用异步下单接口，接口返回下单请求序号seq，seq可以和on_order_stock_async_response的委托反馈response对应起来</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">order using async api:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> async_seq </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.order_stock_async(acc, stock_code, xtconstant.</span><span style="color:#BD93F9;">STOCK_BUY</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">200</span><span style="color:#F8F8F2;">, xtconstant.</span><span style="color:#BD93F9;">FIX_PRICE</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">10.5</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">strategy_name</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">remark</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(async_seq)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 查询证券资产</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">query asset:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> asset </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_asset(acc)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">if</span><span style="color:#F8F8F2;"> asset:</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">asset:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">cash </span><span style="color:#BD93F9;">{0}</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">.format(asset.cash))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 根据订单编号查询委托</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">query order:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> order </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_order(acc, fix_result_order_id)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">if</span><span style="color:#F8F8F2;"> order:</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">order:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">order </span><span style="color:#BD93F9;">{0}</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">.format(order.order_id))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 查询当日所有的委托</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">query orders:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> orders </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_orders(acc)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">orders:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">, </span><span style="color:#8BE9FD;">len</span><span style="color:#F8F8F2;">(orders))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">if</span><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">len</span><span style="color:#F8F8F2;">(orders) </span><span style="color:#FF79C6;">!=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">0</span><span style="color:#F8F8F2;">:</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">last order:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#BD93F9;">{0}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{1}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{2}</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">.format(orders[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].stock_code, orders[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].order_volume, orders[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].price))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 查询当日所有的成交</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">query trade:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> trades </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_trades(acc)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">trades:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">, </span><span style="color:#8BE9FD;">len</span><span style="color:#F8F8F2;">(trades))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">if</span><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">len</span><span style="color:#F8F8F2;">(trades) </span><span style="color:#FF79C6;">!=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">0</span><span style="color:#F8F8F2;">:</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">last trade:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#BD93F9;">{0}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{1}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{2}</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">.format(trades[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].stock_code, trades[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].traded_volume, trades[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].traded_price))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 查询当日所有的持仓</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">query positions:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> positions </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_positions(acc)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">positions:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">, </span><span style="color:#8BE9FD;">len</span><span style="color:#F8F8F2;">(positions))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">if</span><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">len</span><span style="color:#F8F8F2;">(positions) </span><span style="color:#FF79C6;">!=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">0</span><span style="color:#F8F8F2;">:</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">last position:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#BD93F9;">{0}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{1}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{2}</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">.format(positions[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].account_id, positions[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].stock_code, positions[</span><span style="color:#FF79C6;">-</span><span style="color:#BD93F9;">1</span><span style="color:#F8F8F2;">].volume))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 根据股票代码查询对应持仓</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">query position:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> position </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_position(acc, stock_code)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">if</span><span style="color:#F8F8F2;"> position:</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">position:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#BD93F9;">{0}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{1}</span><span style="color:#F1FA8C;"> </span><span style="color:#BD93F9;">{2}</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">.format(position.account_id, position.stock_code, position.volume))</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;"># 阻塞线程，接收交易推送</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> xt_trader.run_forever()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h1 id="进阶篇" tabindex="-1"><a class="header-anchor" href="#进阶篇" aria-hidden="true">#</a> 进阶篇</h1><h2 id="xtquant运行逻辑" tabindex="-1"><a class="header-anchor" href="#xtquant运行逻辑" aria-hidden="true">#</a> XtQuant运行逻辑</h2><p>XtQuant封装了策略交易所需要的Python API接口，可以和MiniQMT客户端交互进行报单、撤单、查询资产、查询委托、查询成交、查询持仓以及收到资金、委托、成交和持仓等变动的主推消息。</p><h2 id="xtquant数据字典" tabindex="-1"><a class="header-anchor" href="#xtquant数据字典" aria-hidden="true">#</a> XtQuant数据字典</h2><h3 id="交易市场-market" tabindex="-1"><a class="header-anchor" href="#交易市场-market" aria-hidden="true">#</a> 交易市场(market)</h3><ul><li>上交所 - <code>xtconstant.SH_MARKET</code></li><li>深交所 - <code>xtconstant.SZ_MARKET</code></li><li>北交所 - <code>xtconstant.MARKET_ENUM_BEIJING</code></li><li>沪港通 - <code>xtconstant.MARKET_ENUM_SHANGHAI_HONGKONG_STOCK</code></li><li>深港通 - <code>xtconstant.MARKET_ENUM_SHENZHEN_HONGKONG_STOCK</code></li><li>上期所 - <code>xtconstant.MARKET_ENUM_SHANGHAI_FUTURE</code></li><li>大商所 - <code>xtconstant.MARKET_ENUM_DALIANG_FUTURE</code></li><li>郑商所 - <code>xtconstant.MARKET_ENUM_ZHENGZHOU_FUTURE</code></li><li>中金所 - <code>xtconstant.MARKET_ENUM_INDEX_FUTURE</code></li><li>能源中心 - <code>xtconstant.MARKET_ENUM_INTL_ENERGY_FUTURE</code></li><li>广期所 - <code>xtconstant.MARKET_ENUM_GUANGZHOU_FUTURE</code></li><li>上海期权 - <code>xtconstant.MARKET_ENUM_SHANGHAI_STOCK_OPTION</code></li><li>深证期权 - <code>xtconstant.MARKET_ENUM_SHENZHEN_STOCK_OPTION</code></li></ul><h3 id="账号类型-account-type" tabindex="-1"><a class="header-anchor" href="#账号类型-account-type" aria-hidden="true">#</a> 账号类型(account_type)</h3><ul><li>期货 - <code>xtconstant.FUTURE_ACCOUNT</code></li><li>股票 - <code>xtconstant.SECURITY_ACCOUNT</code></li><li>信用 - <code>xtconstant.CREDIT_ACCOUNT</code></li><li>期货期权 - <code>xtconstant.FUTURE_OPTION_ACCOUNT</code></li><li>股票期权 - <code>xtconstant.STOCK_OPTION_ACCOUNT</code></li><li>沪港通 - <code>xtconstant.HUGANGTONG_ACCOUNT</code></li><li>深港通 - <code>xtconstant.SHENGANGTONG_ACCOUNT</code></li></ul><h3 id="委托类型-order-type" tabindex="-1"><a class="header-anchor" href="#委托类型-order-type" aria-hidden="true">#</a> 委托类型(order_type)</h3><ul><li><p>股票</p><ul><li>买入 - <code>xtconstant.STOCK_BUY</code></li><li>卖出 - <code>xtconstant.STOCK_SELL</code></li></ul></li><li><p>信用</p><ul><li>担保品买入 - <code>xtconstant.CREDIT_BUY</code></li><li>担保品卖出 - <code>xtconstant.CREDIT_SELL</code></li><li>融资买入 - <code>xtconstant.CREDIT_FIN_BUY</code></li><li>融券卖出 - <code>xtconstant.CREDIT_SLO_SELL</code></li><li>买券还券 - <code>xtconstant.CREDIT_BUY_SECU_REPAY</code></li><li>直接还券 - <code>xtconstant.CREDIT_DIRECT_SECU_REPAY</code></li><li>卖券还款 - <code>xtconstant.CREDIT_SELL_SECU_REPAY</code></li><li>直接还款 - <code>xtconstant.CREDIT_DIRECT_CASH_REPAY</code></li><li>专项融资买入 - <code>xtconstant.CREDIT_FIN_BUY_SPECIAL</code></li><li>专项融券卖出 - <code>xtconstant.CREDIT_SLO_SELL_SPECIAL</code></li><li>专项买券还券 - <code>xtconstant.CREDIT_BUY_SECU_REPAY_SPECIAL</code></li><li>专项直接还券 - <code>xtconstant.CREDIT_DIRECT_SECU_REPAY_SPECIAL</code></li><li>专项卖券还款 - <code>xtconstant.CREDIT_SELL_SECU_REPAY_SPECIAL</code></li><li>专项直接还款 - <code>xtconstant.CREDIT_DIRECT_CASH_REPAY_SPECIAL</code></li></ul></li><li><p>期货六键风格</p><ul><li>开多 - <code>xtconstant.FUTURE_OPEN_LONG</code></li><li>平昨多 - <code>xtconstant.FUTURE_CLOSE_LONG_HISTORY</code></li><li>平今多 - <code>xtconstant.FUTURE_CLOSE_LONG_TODAY</code></li><li>开空 - <code>xtconstant.FUTURE_OPEN_SHORT</code></li><li>平昨空 - <code>xtconstant.FUTURE_CLOSE_SHORT_HISTORY</code></li><li>平今空 - <code>xtconstant.FUTURE_CLOSE_SHORT_TODAY</code></li></ul></li><li><p>期货四键风格</p><ul><li>平多，优先平今 - <code>xtconstant.FUTURE_CLOSE_LONG_TODAY_FIRST</code></li><li>平多，优先平昨 - <code>xtconstant.FUTURE_CLOSE_LONG_HISTORY_FIRST</code></li><li>平空，优先平今 - <code>xtconstant.FUTURE_CLOSE_SHORT_TODAY_FIRST</code></li><li>平空，优先平昨 - <code>xtconstant.FUTURE_CLOSE_SHORT_HISTORY_FIRST</code></li></ul></li><li><p>期货两键风格</p><ul><li>卖出，如有多仓，优先平仓，优先平今，如有余量，再开空 - <code>xtconstant.FUTURE_CLOSE_LONG_TODAY_HISTORY_THEN_OPEN_SHORT</code></li><li>卖出，如有多仓，优先平仓，优先平昨，如有余量，再开空 - <code>xtconstant.FUTURE_CLOSE_LONG_HISTORY_TODAY_THEN_OPEN_SHORT</code></li><li>买入，如有空仓，优先平仓，优先平今，如有余量，再开多 - <code>xtconstant.FUTURE_CLOSE_SHORT_TODAY_HISTORY_THEN_OPEN_LONG</code></li><li>买入，如有空仓，优先平仓，优先平昨，如有余量，再开多 - <code>xtconstant.FUTURE_CLOSE_SHORT_HISTORY_TODAY_THEN_OPEN_LONG</code></li><li>买入，不优先平仓 - <code>xtconstant.FUTURE_OPEN</code></li><li>卖出，不优先平仓 - <code>xtconstant.FUTURE_CLOSE</code></li></ul></li><li><p>期货 - 跨商品套利</p><ul><li>开仓 - <code>xtconstant.FUTURE_ARBITRAGE_OPEN</code></li><li>平, 优先平昨 - <code>xtconstant.FUTURE_ARBITRAGE_CLOSE_HISTORY_FIRST</code></li><li>平, 优先平今 - <code>xtconstant.FUTURE_ARBITRAGE_CLOSE_TODAY_FIRST</code></li></ul></li><li><p>期货展期</p><ul><li>看多, 优先平昨 - <code>xtconstant.FUTURE_RENEW_LONG_CLOSE_HISTORY_FIRST</code></li><li>看多，优先平今 - <code>xtconstant.FUTURE_RENEW_LONG_CLOSE_TODAY_FIRST</code></li><li>看空，优先平昨 - <code>xtconstant.FUTURE_RENEW_SHORT_CLOSE_HISTORY_FIRST</code></li><li>看空，优先平今 - <code>xtconstant.FUTURE_RENEW_SHORT_CLOSE_TODAY_FIRST</code></li></ul></li><li><p>股票期权</p><ul><li>买入开仓，以下用于个股期权交易业务 - <code>xtconstant.STOCK_OPTION_BUY_OPEN</code></li><li>卖出平仓 - <code>xtconstant.STOCK_OPTION_SELL_CLOSE</code></li><li>卖出开仓 - <code>xtconstant.STOCK_OPTION_SELL_OPEN</code></li><li>买入平仓 - <code>xtconstant.STOCK_OPTION_BUY_CLOSE</code></li><li>备兑开仓 - <code>xtconstant.STOCK_OPTION_COVERED_OPEN</code></li><li>备兑平仓 - <code>xtconstant.STOCK_OPTION_COVERED_CLOSE</code></li><li>认购行权 - <code>xtconstant.STOCK_OPTION_CALL_EXERCISE</code></li><li>认沽行权 - <code>xtconstant.STOCK_OPTION_PUT_EXERCISE</code></li><li>证券锁定 - <code>xtconstant.STOCK_OPTION_SECU_LOCK</code></li><li>证券解锁 - <code>xtconstant.STOCK_OPTION_SECU_UNLOCK</code></li></ul></li><li><p>期货期权</p><ul><li>期货期权行权 - <code>xtconstant.OPTION_FUTURE_OPTION_EXERCISE</code></li></ul></li><li><p>ETF申赎</p><ul><li>申购 - <code>xtconstant.ETF_PURCHASE </code></li><li>赎回 - <code>xtconstant.ETF_REDEMPTION </code></li></ul></li></ul><h3 id="报价类型-price-type" tabindex="-1"><a class="header-anchor" href="#报价类型-price-type" aria-hidden="true">#</a> 报价类型(price_type)</h3><div class="custom-container tip"><p class="custom-container-title">提示</p><ol><li>市价类型只在实盘环境中生效，模拟环境不支持市价方式报单</li></ol></div><ul><li>最新价 - <code>xtconstant.LATEST_PRICE</code></li><li>指定价 - <code>xtconstant.FIX_PRICE</code></li><li>郑商所 期货 <ul><li>市价最优价 - <code>xtconstant.MARKET_BEST</code></li></ul></li><li>大商所 期货 <ul><li>市价即成剩撤 - <code>xtconstant.MARKET_CANCEL</code></li><li>市价全额成交或撤 - <code>xtconstant.MARKET_CANCEL_ALL</code></li></ul></li><li>中金所 期货 <ul><li>市价最优一档即成剩撤 - <code>xtconstant.MARKET_CANCEL_1</code></li><li>市价最优五档即成剩撤 - <code>xtconstant.MARKET_CANCEL_5</code></li><li>市价最优一档即成剩转 - <code>xtconstant.MARKET_CONVERT_1</code></li><li>市价最优五档即成剩转 - <code>xtconstant.MARKET_CONVERT_5</code></li></ul></li><li>上交所/北交所 股票 <ul><li>最优五档即时成交剩余撤销 - <code>xtconstant.MARKET_SH_CONVERT_5_CANCEL</code></li><li>最优五档即时成交剩转限价 - <code>xtconstant.MARKET_SH_CONVERT_5_LIMIT</code></li><li>对手方最优价格委托 - <code>xtconstant.MARKET_PEER_PRICE_FIRST</code></li><li>本方最优价格委托 - <code>xtconstant.MARKET_MINE_PRICE_FIRST</code></li></ul></li><li>深交所 股票 期权 <ul><li>对手方最优价格委托 - <code>xtconstant.MARKET_PEER_PRICE_FIRST</code></li><li>本方最优价格委托 - <code>xtconstant.MARKET_MINE_PRICE_FIRST</code></li><li>即时成交剩余撤销委托 - <code>xtconstant.MARKET_SZ_INSTBUSI_RESTCANCEL</code></li><li>最优五档即时成交剩余撤销 - <code>xtconstant.MARKET_SZ_CONVERT_5_CANCEL</code></li><li>全额成交或撤销委托 - <code>xtconstant.MARKET_SZ_FULL_OR_CANCEL</code></li></ul></li></ul><h3 id="委托状态-order-status" tabindex="-1"><a class="header-anchor" href="#委托状态-order-status" aria-hidden="true">#</a> 委托状态(order_status)</h3><table><thead><tr><th>枚举变量名</th><th>值</th><th>含义</th></tr></thead><tbody><tr><td>xtconstant.ORDER_UNREPORTED</td><td>48</td><td>未报</td></tr><tr><td>xtconstant.ORDER_WAIT_REPORTING</td><td>49</td><td>待报</td></tr><tr><td>xtconstant.ORDER_REPORTED</td><td>50</td><td>已报</td></tr><tr><td>xtconstant.ORDER_REPORTED_CANCEL</td><td>51</td><td>已报待撤</td></tr><tr><td>xtconstant.ORDER_PARTSUCC_CANCEL</td><td>52</td><td>部成待撤</td></tr><tr><td>xtconstant.ORDER_PART_CANCEL</td><td>53</td><td>部撤（已经有一部分成交，剩下的已经撤单）</td></tr><tr><td>xtconstant.ORDER_CANCELED</td><td>54</td><td>已撤</td></tr><tr><td>xtconstant.ORDER_PART_SUCC</td><td>55</td><td>部成（已经有一部分成交，剩下的待成交）</td></tr><tr><td>xtconstant.ORDER_SUCCEEDED</td><td>56</td><td>已成</td></tr><tr><td>xtconstant.ORDER_JUNK</td><td>57</td><td>废单</td></tr><tr><td>xtconstant.ORDER_UNKNOWN</td><td>255</td><td>未知</td></tr></tbody></table><h3 id="账号状态-account-status" tabindex="-1"><a class="header-anchor" href="#账号状态-account-status" aria-hidden="true">#</a> 账号状态(account_status)</h3><table><thead><tr><th>枚举变量名</th><th>值</th><th>含义</th></tr></thead><tbody><tr><td>xtconstant.ACCOUNT_STATUS_INVALID</td><td>-1</td><td>无效</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_OK</td><td>0</td><td>正常</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_WAITING_LOGIN</td><td>1</td><td>连接中</td></tr><tr><td>xtconstant.ACCOUNT_STATUSING</td><td>2</td><td>登陆中</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_FAIL</td><td>3</td><td>失败</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_INITING</td><td>4</td><td>初始化中</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_CORRECTING</td><td>5</td><td>数据刷新校正中</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_CLOSED</td><td>6</td><td>收盘后</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_ASSIS_FAIL</td><td>7</td><td>穿透副链接断开</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_DISABLEBYSYS</td><td>8</td><td>系统停用（总线使用-密码错误超限）</td></tr><tr><td>xtconstant.ACCOUNT_STATUS_DISABLEBYUSER</td><td>9</td><td>用户停用（总线使用）</td></tr></tbody></table><h3 id="划拨方向-transfer-direction" tabindex="-1"><a class="header-anchor" href="#划拨方向-transfer-direction" aria-hidden="true">#</a> 划拨方向(transfer_direction)</h3><table><thead><tr><th>枚举变量名</th><th>值</th><th>含义</th></tr></thead><tbody><tr><td>xtconstant.FUNDS_TRANSFER_NORMAL_TO_SPEED</td><td>510</td><td>资金划拨-普通柜台到极速柜台</td></tr><tr><td>xtconstant.FUNDS_TRANSFER_SPEED_TO_NORMAL</td><td>511</td><td>资金划拨-极速柜台到普通柜台</td></tr><tr><td>xtconstant.NODE_FUNDS_TRANSFER_SH_TO_SZ</td><td>512</td><td>节点资金划拨-上海节点到深圳节点</td></tr><tr><td>xtconstant.NODE_FUNDS_TRANSFER_SZ_TO_SH</td><td>513</td><td>节点资金划拨-深圳节点到上海节点</td></tr></tbody></table><h3 id="多空方向-direction" tabindex="-1"><a class="header-anchor" href="#多空方向-direction" aria-hidden="true">#</a> 多空方向(direction)</h3><table><thead><tr><th>枚举变量名</th><th>值</th><th>含义</th></tr></thead><tbody><tr><td>xtconstant.DIRECTION_FLAG_LONG</td><td>48</td><td>多</td></tr><tr><td>xtconstant.DIRECTION_FLAG_SHORT</td><td>49</td><td>空</td></tr></tbody></table><h3 id="交易操作-offset-flag" tabindex="-1"><a class="header-anchor" href="#交易操作-offset-flag" aria-hidden="true">#</a> 交易操作(offset_flag)</h3><table><thead><tr><th>枚举变量名</th><th>值</th><th>含义</th></tr></thead><tbody><tr><td>xtconstant.OFFSET_FLAG_OPEN</td><td>48</td><td>买入，开仓</td></tr><tr><td>xtconstant.OFFSET_FLAG_CLOSE</td><td>49</td><td>卖出，平仓</td></tr><tr><td>xtconstant.OFFSET_FLAG_FORCECLOSE</td><td>50</td><td>强平</td></tr><tr><td>xtconstant.OFFSET_FLAG_CLOSETODAY</td><td>51</td><td>平今</td></tr><tr><td>xtconstant.OFFSET_FLAG_ClOSEYESTERDAY</td><td>52</td><td>平昨</td></tr><tr><td>xtconstant.OFFSET_FLAG_FORCEOFF</td><td>53</td><td>强减</td></tr><tr><td>xtconstant.OFFSET_FLAG_LOCALFORCECLOSE</td><td>54</td><td>本地强平</td></tr></tbody></table><h2 id="xtquant数据结构说明" tabindex="-1"><a class="header-anchor" href="#xtquant数据结构说明" aria-hidden="true">#</a> XtQuant数据结构说明</h2><h3 id="资产xtasset" tabindex="-1"><a class="header-anchor" href="#资产xtasset" aria-hidden="true">#</a> 资产XtAsset</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>cash</td><td>float</td><td>可用金额</td></tr><tr><td>frozen_cash</td><td>float</td><td>冻结金额</td></tr><tr><td>market_value</td><td>float</td><td>持仓市值</td></tr><tr><td>total_asset</td><td>float</td><td>总资产</td></tr></tbody></table><h3 id="委托xtorder" tabindex="-1"><a class="header-anchor" href="#委托xtorder" aria-hidden="true">#</a> 委托XtOrder</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>stock_code</td><td>str</td><td>证券代码，例如"600000.SH"</td></tr><tr><td>order_id</td><td>int</td><td>订单编号</td></tr><tr><td>order_sysid</td><td>str</td><td>柜台合同编号</td></tr><tr><td>order_time</td><td>int</td><td>报单时间</td></tr><tr><td>order_type</td><td>int</td><td>委托类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A7%94%E6%89%98%E7%B1%BB%E5%9E%8B-order-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>order_volume</td><td>int</td><td>委托数量</td></tr><tr><td>price_type</td><td>int</td><td>报价类型，该字段在返回时为柜台返回类型，不等价于下单传入的price_type，枚举值不一样功能一样，参见<a href="https://dict.thinktrader.net/innerApi/enum_constants.html#enum-ebrokerpricetype-%E4%BB%B7%E6%A0%BC%E7%B1%BB%E5%9E%8B" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>price</td><td>float</td><td>委托价格</td></tr><tr><td>traded_volume</td><td>int</td><td>成交数量</td></tr><tr><td>traded_price</td><td>float</td><td>成交均价</td></tr><tr><td>order_status</td><td>int</td><td>委托状态，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A7%94%E6%89%98%E7%8A%B6%E6%80%81-order-status" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>status_msg</td><td>str</td><td>委托状态描述，如废单原因</td></tr><tr><td>strategy_name</td><td>str</td><td>策略名称</td></tr><tr><td>order_remark</td><td>str</td><td>委托备注，最大 24 个英文字符</td></tr><tr><td>direction</td><td>int</td><td>多空方向，股票不适用；参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A4%9A%E7%A9%BA%E6%96%B9%E5%90%91-direction" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>offset_flag</td><td>int</td><td>交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等；参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E4%BA%A4%E6%98%93%E6%93%8D%E4%BD%9C-offset-flag" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr></tbody></table><h3 id="成交xttrade" tabindex="-1"><a class="header-anchor" href="#成交xttrade" aria-hidden="true">#</a> 成交XtTrade</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>stock_code</td><td>str</td><td>证券代码</td></tr><tr><td>order_type</td><td>int</td><td>委托类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A7%94%E6%89%98%E7%B1%BB%E5%9E%8B-order-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>traded_id</td><td>str</td><td>成交编号</td></tr><tr><td>traded_time</td><td>int</td><td>成交时间</td></tr><tr><td>traded_price</td><td>float</td><td>成交均价</td></tr><tr><td>traded_volume</td><td>int</td><td>成交数量</td></tr><tr><td>traded_amount</td><td>float</td><td>成交金额</td></tr><tr><td>order_id</td><td>int</td><td>订单编号</td></tr><tr><td>order_sysid</td><td>str</td><td>柜台合同编号</td></tr><tr><td>strategy_name</td><td>str</td><td>策略名称</td></tr><tr><td>order_remark</td><td>str</td><td>委托备注，最大 24 个英文字符(</td></tr><tr><td>direction</td><td>int</td><td>多空方向，股票不适用；参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A4%9A%E7%A9%BA%E6%96%B9%E5%90%91-direction" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>offset_flag</td><td>int</td><td>交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等；参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E4%BA%A4%E6%98%93%E6%93%8D%E4%BD%9C-offset-flag" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr></tbody></table><h3 id="持仓xtposition" tabindex="-1"><a class="header-anchor" href="#持仓xtposition" aria-hidden="true">#</a> 持仓XtPosition</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>stock_code</td><td>str</td><td>证券代码</td></tr><tr><td>volume</td><td>int</td><td>持仓数量</td></tr><tr><td>can_use_volume</td><td>int</td><td>可用数量</td></tr><tr><td>open_price</td><td>float</td><td>开仓价（返回与成本价一致）</td></tr><tr><td>market_value</td><td>float</td><td>市值</td></tr><tr><td>frozen_volume</td><td>int</td><td>冻结数量</td></tr><tr><td>on_road_volume</td><td>int</td><td>在途股份</td></tr><tr><td>yesterday_volume</td><td>int</td><td>昨夜拥股</td></tr><tr><td>avg_price</td><td>float</td><td>成本价</td></tr><tr><td>direction</td><td>int</td><td>多空方向，股票不适用；参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A4%9A%E7%A9%BA%E6%96%B9%E5%90%91-direction" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr></tbody></table><h3 id="期货持仓统计xtpositionstatistics" tabindex="-1"><a class="header-anchor" href="#期货持仓统计xtpositionstatistics" aria-hidden="true">#</a> 期货持仓统计XtPositionStatistics</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_id</td><td>string</td><td>账户</td></tr><tr><td>exchange_id</td><td>string</td><td>市场代码</td></tr><tr><td>exchange_name</td><td>string</td><td>市场名称</td></tr><tr><td>product_id</td><td>string</td><td>品种代码</td></tr><tr><td>instrument_id</td><td>string</td><td>合约代码</td></tr><tr><td>instrument_name</td><td>string</td><td>合约名称</td></tr><tr><td>direction</td><td>int</td><td>多空方向，股票不适用；参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A4%9A%E7%A9%BA%E6%96%B9%E5%90%91-direction" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>hedge_flag</td><td>int</td><td>投保类型；参见<a href="https://dict.thinktrader.net/innerApi/enum_constants.html#enum-ehedge-flag-type" target="_blank" rel="noopener noreferrer">投保类型<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>position</td><td>int</td><td>持仓数量</td></tr><tr><td>yesterday_position</td><td>int</td><td>昨仓数量</td></tr><tr><td>today_position</td><td>int</td><td>今仓数量</td></tr><tr><td>can_close_vol</td><td>int</td><td>可平数量</td></tr><tr><td>position_cost</td><td>float</td><td>持仓成本</td></tr><tr><td>avg_price</td><td>float</td><td>持仓均价</td></tr><tr><td>position_profit</td><td>float</td><td>持仓盈亏</td></tr><tr><td>float_profit</td><td>float</td><td>浮动盈亏</td></tr><tr><td>open_price</td><td>float</td><td>开仓均价</td></tr><tr><td>open_cost</td><td>float</td><td>开仓成本</td></tr><tr><td>used_margin</td><td>float</td><td>已使用保证金</td></tr><tr><td>used_commission</td><td>float</td><td>已使用的手续费</td></tr><tr><td>frozen_margin</td><td>float</td><td>冻结保证金</td></tr><tr><td>frozen_commission</td><td>float</td><td>冻结手续费</td></tr><tr><td>instrument_value</td><td>float</td><td>市值，合约价值</td></tr><tr><td>open_times</td><td>int</td><td>开仓次数</td></tr><tr><td>open_volume</td><td>int</td><td>总开仓量 中间平仓不减</td></tr><tr><td>cancel_times</td><td>int</td><td>撤单次数</td></tr><tr><td>last_price</td><td>float</td><td>最新价</td></tr><tr><td>rise_ratio</td><td>float</td><td>当日涨幅</td></tr><tr><td>product_name</td><td>string</td><td>产品名称</td></tr><tr><td>royalty</td><td>float</td><td>权利金市值</td></tr><tr><td>expire_date</td><td>string</td><td>到期日</td></tr><tr><td>assest_weight</td><td>float</td><td>资产占比</td></tr><tr><td>increase_by_settlement</td><td>float</td><td>当日涨幅（结）</td></tr><tr><td>margin_ratio</td><td>float</td><td>保证金占比</td></tr><tr><td>float_profit_divide_by_used_margin</td><td>float</td><td>浮盈比例（保证金）</td></tr><tr><td>float_profit_divide_by_balance</td><td>float</td><td>浮盈比例（动态权益）</td></tr><tr><td>today_profit_loss</td><td>float</td><td>当日盈亏（结）</td></tr><tr><td>yesterday_init_position</td><td>int</td><td>昨日持仓</td></tr><tr><td>frozen_royalty</td><td>float</td><td>冻结权利金</td></tr><tr><td>today_close_profit_loss</td><td>float</td><td>当日盈亏（收）</td></tr><tr><td>close_profit</td><td>float</td><td>平仓盈亏</td></tr><tr><td>ft_product_name</td><td>string</td><td>品种名称</td></tr></tbody></table><h3 id="异步下单委托反馈xtorderresponse" tabindex="-1"><a class="header-anchor" href="#异步下单委托反馈xtorderresponse" aria-hidden="true">#</a> 异步下单委托反馈XtOrderResponse</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>order_id</td><td>int</td><td>订单编号</td></tr><tr><td>strategy_name</td><td>str</td><td>策略名称</td></tr><tr><td>order_remark</td><td>str</td><td>委托备注</td></tr><tr><td>seq</td><td>int</td><td>异步下单的请求序号</td></tr></tbody></table><h3 id="异步撤单委托反馈xtcancelorderresponse" tabindex="-1"><a class="header-anchor" href="#异步撤单委托反馈xtcancelorderresponse" aria-hidden="true">#</a> 异步撤单委托反馈XtCancelOrderResponse</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>order_id</td><td>int</td><td>订单编号</td></tr><tr><td>order_sysid</td><td>str</td><td>柜台委托编号</td></tr><tr><td>cancel_result</td><td>int</td><td>撤单结果（0 成功，-1 失败）</td></tr><tr><td>seq</td><td>int</td><td>异步撤单的请求序号</td></tr></tbody></table><h3 id="下单失败错误xtordererror" tabindex="-1"><a class="header-anchor" href="#下单失败错误xtordererror" aria-hidden="true">#</a> 下单失败错误XtOrderError</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>order_id</td><td>int</td><td>订单编号</td></tr><tr><td>error_id</td><td>int</td><td>下单失败错误码</td></tr><tr><td>error_msg</td><td>str</td><td>下单失败具体信息</td></tr><tr><td>strategy_name</td><td>str</td><td>策略名称</td></tr><tr><td>order_remark</td><td>str</td><td>委托备注</td></tr></tbody></table><h3 id="撤单失败错误xtcancelerror" tabindex="-1"><a class="header-anchor" href="#撤单失败错误xtcancelerror" aria-hidden="true">#</a> 撤单失败错误XtCancelError</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>order_id</td><td>int</td><td>订单编号</td></tr><tr><td>market</td><td>int</td><td>交易市场 0:上海 1:深圳</td></tr><tr><td>order_sysid</td><td>str</td><td>柜台委托编号</td></tr><tr><td>error_id</td><td>int</td><td>下单失败错误码</td></tr><tr><td>error_msg</td><td>str</td><td>下单失败具体信息</td></tr></tbody></table><h3 id="信用账号资产xtcreditdetail" tabindex="-1"><a class="header-anchor" href="#信用账号资产xtcreditdetail" aria-hidden="true">#</a> 信用账号资产XtCreditDetail</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>m_nStatus</td><td>int</td><td>账号状态</td></tr><tr><td>m_nUpdateTime</td><td>int</td><td>更新时间</td></tr><tr><td>m_nCalcConfig</td><td>int</td><td>计算参数</td></tr><tr><td>m_dFrozenCash</td><td>float</td><td>冻结金额</td></tr><tr><td>m_dBalance</td><td>float</td><td>总资产</td></tr><tr><td>m_dAvailable</td><td>float</td><td>可用金额</td></tr><tr><td>m_dPositionProfit</td><td>float</td><td>持仓盈亏</td></tr><tr><td>m_dMarketValue</td><td>float</td><td>总市值</td></tr><tr><td>m_dFetchBalance</td><td>float</td><td>可取金额</td></tr><tr><td>m_dStockValue</td><td>float</td><td>股票市值</td></tr><tr><td>m_dFundValue</td><td>float</td><td>基金市值</td></tr><tr><td>m_dTotalDebt</td><td>float</td><td>总负债</td></tr><tr><td>m_dEnableBailBalance</td><td>float</td><td>可用保证金</td></tr><tr><td>m_dPerAssurescaleValue</td><td>float</td><td>维持担保比例</td></tr><tr><td>m_dAssureAsset</td><td>float</td><td>净资产</td></tr><tr><td>m_dFinDebt</td><td>float</td><td>融资负债</td></tr><tr><td>m_dFinDealAvl</td><td>float</td><td>融资本金</td></tr><tr><td>m_dFinFee</td><td>float</td><td>融资息费</td></tr><tr><td>m_dSloDebt</td><td>float</td><td>融券负债</td></tr><tr><td>m_dSloMarketValue</td><td>float</td><td>融券市值</td></tr><tr><td>m_dSloFee</td><td>float</td><td>融券息费</td></tr><tr><td>m_dOtherFare</td><td>float</td><td>其它费用</td></tr><tr><td>m_dFinMaxQuota</td><td>float</td><td>融资授信额度</td></tr><tr><td>m_dFinEnableQuota</td><td>float</td><td>融资可用额度</td></tr><tr><td>m_dFinUsedQuota</td><td>float</td><td>融资冻结额度</td></tr><tr><td>m_dSloMaxQuota</td><td>float</td><td>融券授信额度</td></tr><tr><td>m_dSloEnableQuota</td><td>float</td><td>融券可用额度</td></tr><tr><td>m_dSloUsedQuota</td><td>float</td><td>融券冻结额度</td></tr><tr><td>m_dSloSellBalance</td><td>float</td><td>融券卖出资金</td></tr><tr><td>m_dUsedSloSellBalance</td><td>float</td><td>已用融券卖出资金</td></tr><tr><td>m_dSurplusSloSellBalance</td><td>float</td><td>剩余融券卖出资金</td></tr></tbody></table><h3 id="负债合约stkcompacts" tabindex="-1"><a class="header-anchor" href="#负债合约stkcompacts" aria-hidden="true">#</a> 负债合约StkCompacts</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>compact_type</td><td>int</td><td>合约类型</td></tr><tr><td>cashgroup_prop</td><td>int</td><td>头寸来源</td></tr><tr><td>exchange_id</td><td>int</td><td>证券市场</td></tr><tr><td>open_date</td><td>int</td><td>开仓日期</td></tr><tr><td>business_vol</td><td>int</td><td>合约证券数量</td></tr><tr><td>real_compact_vol</td><td>int</td><td>未还合约数量</td></tr><tr><td>ret_end_date</td><td>int</td><td>到期日</td></tr><tr><td>business_balance</td><td>float</td><td>合约金额</td></tr><tr><td>businessFare</td><td>float</td><td>合约息费</td></tr><tr><td>real_compact_balance</td><td>float</td><td>未还合约金额</td></tr><tr><td>real_compact_fare</td><td>float</td><td>未还合约息费</td></tr><tr><td>repaid_fare</td><td>float</td><td>已还息费</td></tr><tr><td>repaid_balance</td><td>float</td><td>已还金额</td></tr><tr><td>instrument_id</td><td>str</td><td>证券代码</td></tr><tr><td>compact_id</td><td>str</td><td>合约编号</td></tr><tr><td>position_str</td><td>str</td><td>定位串</td></tr></tbody></table><h3 id="融资融券标的creditsubjects" tabindex="-1"><a class="header-anchor" href="#融资融券标的creditsubjects" aria-hidden="true">#</a> 融资融券标的CreditSubjects</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>slo_status</td><td>int</td><td>融券状态（参见下一条融券状态说明）</td></tr><tr><td>fin_status</td><td>int</td><td>融资状态</td></tr><tr><td>exchange_id</td><td>int</td><td>证券市场</td></tr><tr><td>slo_ratio</td><td>float</td><td>融券保证金比例</td></tr><tr><td>fin_ratio</td><td>float</td><td>融资保证金比例</td></tr><tr><td>instrument_id</td><td>str</td><td>证券代码</td></tr></tbody></table><h3 id="融券状态说明" tabindex="-1"><a class="header-anchor" href="#融券状态说明" aria-hidden="true">#</a> 融券状态说明</h3><table><thead><tr><th>返回值</th><th>状态</th></tr></thead><tbody><tr><td>48</td><td>正常</td></tr><tr><td>49</td><td>暂停</td></tr><tr><td>50</td><td>作废</td></tr></tbody></table><h3 id="可融券数据creditslocode" tabindex="-1"><a class="header-anchor" href="#可融券数据creditslocode" aria-hidden="true">#</a> 可融券数据CreditSloCode</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>cashgroup_prop</td><td>int</td><td>头寸来源</td></tr><tr><td>exchange_id</td><td>int</td><td>证券市场</td></tr><tr><td>enable_amount</td><td>int</td><td>融券可融数量</td></tr><tr><td>instrument_id</td><td>str</td><td>证券代码</td></tr></tbody></table><h3 id="标的担保品creditassure" tabindex="-1"><a class="header-anchor" href="#标的担保品creditassure" aria-hidden="true">#</a> 标的担保品CreditAssure</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>assure_status</td><td>int</td><td>是否可做担保</td></tr><tr><td>exchange_id</td><td>int</td><td>证券市场</td></tr><tr><td>assure_ratio</td><td>float</td><td>担保品折算比例</td></tr><tr><td>instrument_id</td><td>str</td><td>证券代码</td></tr></tbody></table><h3 id="账号状态xtaccountstatus" tabindex="-1"><a class="header-anchor" href="#账号状态xtaccountstatus" aria-hidden="true">#</a> 账号状态XtAccountStatus</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>status</td><td>int</td><td>账号状态，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%8A%B6%E6%80%81-account-status" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr></tbody></table><h3 id="账号信息xtaccountinfo" tabindex="-1"><a class="header-anchor" href="#账号信息xtaccountinfo" aria-hidden="true">#</a> 账号信息XtAccountInfo</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>account_type</td><td>int</td><td>账号类型，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%B1%BB%E5%9E%8B-account-type" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr><tr><td>account_id</td><td>str</td><td>资金账号</td></tr><tr><td>broker_type</td><td>int</td><td>同 account_type</td></tr><tr><td>platform_id</td><td>int</td><td>平台号</td></tr><tr><td>account_classification</td><td>int</td><td>账号分类</td></tr><tr><td>login_status</td><td>int</td><td>账号状态，参见<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%8A%B6%E6%80%81-account-status" target="_blank" rel="noopener noreferrer">数据字典<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a></td></tr></tbody></table><h3 id="约券相关异步接口的反馈xtsmtappointmentresponse" tabindex="-1"><a class="header-anchor" href="#约券相关异步接口的反馈xtsmtappointmentresponse" aria-hidden="true">#</a> 约券相关异步接口的反馈XtSmtAppointmentResponse</h3><table><thead><tr><th>属性</th><th>类型</th><th>注释</th></tr></thead><tbody><tr><td>seq</td><td>int</td><td>异步请求序号</td></tr><tr><td>success</td><td>bool</td><td>申请是否成功</td></tr><tr><td>msg</td><td>str</td><td>反馈信息</td></tr><tr><td>apply_id</td><td>str</td><td>若申请成功返回资券申请编号，否则返回-1</td></tr></tbody></table><h2 id="xtquant-api说明" tabindex="-1"><a class="header-anchor" href="#xtquant-api说明" aria-hidden="true">#</a> XtQuant API说明</h2><h3 id="系统设置接口" tabindex="-1"><a class="header-anchor" href="#系统设置接口" aria-hidden="true">#</a> 系统设置接口</h3><h4 id="创建api实例" tabindex="-1"><a class="header-anchor" href="#创建api实例" aria-hidden="true">#</a> 创建API实例</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">XtQuantTrader(path, session_id)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>创建XtQuant API的实例</li></ul></li><li>参数 <ul><li>path - str MiniQMT客户端userdata_mini的完整路径</li><li>session_id - int 与MiniQMT通信的会话ID，不同的会话要保证不重</li></ul></li><li>返回 <ul><li>XtQuant API实例对象</li></ul></li><li>备注 <ul><li>后续对XtQuant API的操作都需要该实例对象</li><li>通常情况下只需要创建一个XtQuant API实例</li></ul></li><li>示例</li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">path </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">D:</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">迅投极速交易终端 睿智融科版</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">userdata_mini</span><span style="color:#E9F284;">'</span></span>
|
||
<span class="line"><span style="color:#6272A4;"># session_id为会话编号，策略使用方对于不同的Python策略需要使用不同的会话编号</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">session_id </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">123456</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#后续的所有示例将使用该实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">xt_trader </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> XtQuantTrader(path, session_id)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="注册回调类" tabindex="-1"><a class="header-anchor" href="#注册回调类" aria-hidden="true">#</a> 注册回调类</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">register_callback(callback)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>将回调类实例对象注册到API实例中，用以消息回调和主推</li></ul></li><li>参数 <ul><li>callback - XtQuantTraderCallback 回调类实例对象</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例</li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#6272A4;"># 创建交易回调类对象，并声明接收回调</span></span>
|
||
<span class="line"><span style="color:#FF79C6;">class</span><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">MyXtQuantTraderCallback</span><span style="color:#F8F8F2;">(</span><span style="color:#8BE9FD;font-style:italic;">XtQuantTraderCallback</span><span style="color:#F8F8F2;">)：</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> ...</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">pass</span></span>
|
||
<span class="line"><span style="color:#8BE9FD;">callback</span><span style="color:#F8F8F2;"> = </span><span style="color:#8BE9FD;">MyXtQuantTraderCallback</span><span style="color:#F8F8F2;">()</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">#</span><span style="color:#8BE9FD;">xt_trader为XtQuant</span><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">API实例对象</span></span>
|
||
<span class="line"><span style="color:#8BE9FD;">xt_trader</span><span style="color:#F8F8F2;">.</span><span style="color:#8BE9FD;">register_callback</span><span style="color:#F8F8F2;">(</span><span style="color:#8BE9FD;font-style:italic;">callback</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="准备api环境" tabindex="-1"><a class="header-anchor" href="#准备api环境" aria-hidden="true">#</a> 准备API环境</h4><div class="language-text line-numbers-mode" data-ext="text"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">start()</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"></span></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>启动交易线程，准备交易所需的环境</li></ul></li><li>参数 <ul><li>无</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例</li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#6272A4;"># 启动交易线程</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">xt_trader.start()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="创建连接" tabindex="-1"><a class="header-anchor" href="#创建连接" aria-hidden="true">#</a> 创建连接</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">connect()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>连接MiniQMT</li></ul></li><li>参数 <ul><li>无</li></ul></li><li>返回 <ul><li>连接结果信息，连接成功返回0，失败返回非0</li></ul></li><li>备注 <ul><li>该连接为一次性连接，断开连接后不会重连，需要再次主动调用</li></ul></li><li>示例</li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#6272A4;"># 建立交易连接，返回0表示连接成功</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">connect_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.connect()</span></span>
|
||
<span class="line"><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(connect_result)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="停止运行" tabindex="-1"><a class="header-anchor" href="#停止运行" aria-hidden="true">#</a> 停止运行</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">stop()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>停止API接口</li></ul></li><li>参数 <ul><li>无</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例</li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">xt_trader.stop()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="阻塞当前线程进入等待状态" tabindex="-1"><a class="header-anchor" href="#阻塞当前线程进入等待状态" aria-hidden="true">#</a> 阻塞当前线程进入等待状态</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">run_forever()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>阻塞当前线程，进入等待状态，直到stop函数被调用结束阻塞</li></ul></li><li>参数 <ul><li>无</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例</li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">xt_trader.run_forever()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="开启主动请求接口的专用线程" tabindex="-1"><a class="header-anchor" href="#开启主动请求接口的专用线程" aria-hidden="true">#</a> 开启主动请求接口的专用线程</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">set_relaxed_response_order_enabled(enabled)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>控制主动请求接口的返回是否从额外的专用线程返回，以获得宽松的数据时序</li></ul></li><li><p>参数</p><ul><li>enabled - bool 是否开启，默认为False关闭</li></ul></li><li><p>返回</p><ul><li>无</li></ul></li><li><p>备注</p><ul><li><p>如果开启，在on_stock_order等推送回调中调用同步请求不会卡住，但查询和推送的数据在时序上会变得不确定</p></li><li><div class="language-text line-numbers-mode" data-ext="text"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">timeline t1 t2 t3 t4</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">callback push1 push2 push3 resp4</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">do query4 ------------------^</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"></span></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div></li><li><p>例如：分别在t1 t2 t3时刻到达三条委托数据，在on_push1中调用同步委托查询接口query_orders()</p></li><li><p>未开启宽松时序时，查询返回resp4会在t4时刻排队到push3完成之后处理，这使得同步等待结果的查询不能返回而卡住执行</p></li><li><p>开启宽松时序时，查询返回的resp4由专用线程返回，程序正常执行，但此时查到的resp4是push3之后的状态，也就是说resp4中的委托要比push2 push3这两个前一时刻推送的数据新，但在更早的t1时刻就进入了处理</p></li><li><p>使用中请根据策略实际情况来开启，通常情况下，推荐在on_stock_order等推送回调中使用查询接口的异步版本，如<code>query_stock_orders_async</code></p></li></ul></li></ul><h3 id="操作接口" tabindex="-1"><a class="header-anchor" href="#操作接口" aria-hidden="true">#</a> 操作接口</h3><h4 id="订阅账号信息" tabindex="-1"><a class="header-anchor" href="#订阅账号信息" aria-hidden="true">#</a> 订阅账号信息</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">subscribe(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>订阅账号信息，包括资金账号、委托信息、成交信息、持仓信息</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>订阅结果信息，订阅成功返回0，订阅失败返回-1</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例 <ul><li>订阅资金账号1000000365</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">subscribe_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.subscribe(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="反订阅账号信息" tabindex="-1"><a class="header-anchor" href="#反订阅账号信息" aria-hidden="true">#</a> 反订阅账号信息</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">unsubscribe(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>反订阅账号信息</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>反订阅结果信息，订阅成功返回0，订阅失败返回-1</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例 <ul><li>订阅资金账号1000000365</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">unsubscribe_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.unsubscribe(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="股票同步报单" tabindex="-1"><a class="header-anchor" href="#股票同步报单" aria-hidden="true">#</a> 股票同步报单</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">order_stock(account, stock_code, order_type, order_volume, price_type, price, strategy_name, order_remark)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>对股票进行下单操作</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>stock_code - str 证券代码，如'600000.SH'</li><li>order_type - int 委托类型</li><li>order_volume - int 委托数量，股票以'股'为单位，债券以'张'为单位</li><li>price_type - int 报价类型</li><li>price - float 委托价格</li><li>strategy_name - str 策略名称</li><li>order_remark - str 委托备注</li></ul></li><li>返回 <ul><li>系统生成的订单编号，成功委托后的订单编号为大于0的正整数，如果为-1表示委托失败</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例 <ul><li>股票资金账号1000000365对浦发银行买入1000股，使用限价价格10.5元, 委托备注为'order_test'</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">order_id </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.order_stock(account, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">600000.SH</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, xtconstant.</span><span style="color:#BD93F9;">STOCK_BUY</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">1000</span><span style="color:#F8F8F2;">, xtconstant.</span><span style="color:#BD93F9;">FIX_PRICE</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">10.5</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">strategy1</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">order_test</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="股票异步报单" tabindex="-1"><a class="header-anchor" href="#股票异步报单" aria-hidden="true">#</a> 股票异步报单</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">order_stock_async(account, stock_code, order_type, order_volume, price_type, price, strategy_name, order_remark)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>对股票进行异步下单操作，异步下单接口如果正常返回了下单请求序号seq，会收到on_order_stock_async_response的委托反馈</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>stock_code - str 证券代码， 如'600000.SH'</li><li>order_type - int 委托类型</li><li>order_volume - int 委托数量，股票以'股'为单位，债券以'张'为单位</li><li>price_type - int 报价类型</li><li>price - float 委托价格</li><li>strategy_name - str 策略名称</li><li>order_remark - str 委托备注</li></ul></li><li>返回 <ul><li>返回下单请求序号seq，成功委托后的下单请求序号为大于0的正整数，如果为-1表示委托失败</li></ul></li><li>备注 <ul><li>如果失败，则通过下单失败主推接口返回下单失败信息</li></ul></li><li>示例 <ul><li>股票资金账号1000000365对浦发银行买入1000股，使用限价价格10.5元，委托备注为'order_test'</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">seq </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.order_stock_async(account, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">600000.SH</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, xtconstant.</span><span style="color:#BD93F9;">STOCK_BUY</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">1000</span><span style="color:#F8F8F2;">, xtconstant.</span><span style="color:#BD93F9;">FIX_PRICE</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">10.5</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">strategy1</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">order_test</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="股票同步撤单" tabindex="-1"><a class="header-anchor" href="#股票同步撤单" aria-hidden="true">#</a> 股票同步撤单</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">cancel_order_stock(account, order_id)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>根据订单编号对委托进行撤单操作</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>order_id - int 同步下单接口返回的订单编号,对于期货来说，是order结构中的order_sysid字段</li></ul></li><li>返回 <ul><li>返回是否成功发出撤单指令，0: 成功, -1: 表示撤单失败</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例 <ul><li>股票资金账号1000000365对订单编号为order_id的委托进行撤单</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">order_id </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">100</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">cancel_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.cancel_order_stock(account, order_id)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="股票同步撤单-1" tabindex="-1"><a class="header-anchor" href="#股票同步撤单-1" aria-hidden="true">#</a> 股票同步撤单</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">cancel_order_stock_sysid(account, market, order_sysid)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>根据券商柜台返回的合同编号对委托进行撤单操作</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>market - int 交易市场</li><li>order_sysid - str 券商柜台的合同编号</li></ul></li><li>返回 <ul><li>返回是否成功发出撤单指令，0: 成功， -1: 表示撤单失败</li></ul></li><li>备注 <ul><li>无</li></ul></li><li>示例 <ul><li>股票资金账号1000000365对柜台合同编号为order_sysid的上交所委托进行撤单</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">market </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xtconstant.</span><span style="color:#BD93F9;">SH_MARKET</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">order_sysid </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">100</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;"> </span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">cancel_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.cancel_order_stock_sysid(account, market, order_sysid)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="股票异步撤单" tabindex="-1"><a class="header-anchor" href="#股票异步撤单" aria-hidden="true">#</a> 股票异步撤单</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">cancel_order_stock_async(account, order_id)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>根据订单编号对委托进行异步撤单操作</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>order_id - int 下单接口返回的订单编号，对于期货来说，是order结构中的order_sysid</li></ul></li><li>返回 <ul><li>返回撤单请求序号, 成功委托后的撤单请求序号为大于0的正整数, 如果为-1表示委托失败</li></ul></li><li>备注 <ul><li>如果失败，则通过撤单失败主推接口返回撤单失败信息</li></ul></li><li>示例 <ul><li>股票资金账号1000000365对订单编号为order_id的委托进行异步撤单</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">order_id </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">100</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">cancel_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.cancel_order_stock_async(account, order_id)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="股票异步撤单-1" tabindex="-1"><a class="header-anchor" href="#股票异步撤单-1" aria-hidden="true">#</a> 股票异步撤单</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">cancel_order_stock_sysid_async(account, market, order_sysid)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>根据券商柜台返回的合同编号对委托进行异步撤单操作</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>market - int 交易市场</li><li>order_sysid - str 券商柜台的合同编号</li></ul></li><li>返回 <ul><li>返回撤单请求序号, 成功委托后的撤单请求序号为大于0的正整数, 如果为-1表示委托失败</li></ul></li><li>备注 <ul><li>如果失败，则通过撤单失败主推接口返回撤单失败信息</li></ul></li><li>示例 <ul><li>股票资金账号1000000365对柜台合同编号为order_sysid的上交所委托进行异步撤单</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">market </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xtconstant.</span><span style="color:#BD93F9;">SH_MARKET</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">order_sysid </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">100</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;"> </span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">cancel_result </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.cancel_order_stock_sysid_async(account, market, order_sysid)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="资金划拨" tabindex="-1"><a class="header-anchor" href="#资金划拨" aria-hidden="true">#</a> 资金划拨</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">fund_transfer(account, transfer_direction, price)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>资金划拨</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>transfer_direction - int 划拨方向，见数据字典划拨方向(transfer_direction)字段说明</li><li>price - float 划拨金额</li></ul></li><li>返回 <ul><li>(success, msg) <ul><li>success - bool 划拨操作是否成功</li><li>msg - str 反馈信息</li></ul></li></ul></li></ul><h4 id="外部交易数据录入" tabindex="-1"><a class="header-anchor" href="#外部交易数据录入" aria-hidden="true">#</a> 外部交易数据录入</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">sync_transaction_from_external(operation, data_type, account, deal_list)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>通用数据导出</li></ul></li><li><p>参数</p><ul><li>operation - str 操作类型，有"UPDATE","REPLACE","ADD","DELETE"</li><li>data_type - str 数据类型，有"DEAL"</li><li>account - StockAccount 资金账号</li><li>deal_list - list 成交列表,每一项是Deal成交对象的参数字典,键名参考官网数据字典,大小写保持一致</li></ul></li><li><p>返回</p><ul><li>result - dict 结果反馈信息</li></ul></li><li><p>示例</p><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">deal_list </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> [</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> {</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">m_strExchangeID</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">SF</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">m_strInstrumentID</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">ag2407</span><span style="color:#E9F284;">'</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> , </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">m_strTradeID</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">123456</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">m_strOrderSysID</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1234566</span><span style="color:#E9F284;">'</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> , </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">m_dPrice</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#BD93F9;">7600</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">m_nVolume</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#BD93F9;">1</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> , </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">m_strTradeDate</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">20240627</span><span style="color:#E9F284;">'</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> }</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">]</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">resp </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.sync_transaction_from_external(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">ADD</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">DEAL</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, acc, deal_list)</span></span>
|
||
<span class="line"><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(resp)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#成功输出示例：{'msg': 'sync transaction from external success'}</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#失败输出示例：{'error': {'msg': '[0-0: invalid operation type: ADDD], '}}</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div></li></ul><h3 id="股票查询接口" tabindex="-1"><a class="header-anchor" href="#股票查询接口" aria-hidden="true">#</a> 股票查询接口</h3><h4 id="资产查询" tabindex="-1"><a class="header-anchor" href="#资产查询" aria-hidden="true">#</a> 资产查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_stock_asset(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的资产</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该账号对应的资产对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B5%84%E4%BA%A7xtasset" target="_blank" rel="noopener noreferrer">XtAsset<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>或者None</li></ul></li><li>备注 <ul><li>返回None表示查询失败</li></ul></li><li>示例 <ul><li>查询股票资金账号1000000365对应的资产数据</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">asset </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_asset(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="委托查询" tabindex="-1"><a class="header-anchor" href="#委托查询" aria-hidden="true">#</a> 委托查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_stock_orders(account, </span><span style="color:#FFB86C;font-style:italic;">cancelable_only</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">False</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的当日所有委托</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li><li>cancelable_only - bool 仅查询可撤委托</li></ul></li><li>返回 <ul><li>该账号对应的当日所有委托对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A7%94%E6%89%98xtorder" target="_blank" rel="noopener noreferrer">XtOrder<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败或者当日委托列表为空</li></ul></li><li>示例 <ul><li>查询股票资金账号1000000365对应的当日所有委托</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">orders </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_orders(account, </span><span style="color:#BD93F9;">False</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="成交查询" tabindex="-1"><a class="header-anchor" href="#成交查询" aria-hidden="true">#</a> 成交查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_stock_trades(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的当日所有成交</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该账号对应的当日所有成交对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E6%88%90%E4%BA%A4xttrade" target="_blank" rel="noopener noreferrer">XtTrade<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败或者当日成交列表为空</li></ul></li><li>示例 <ul><li>查询股票资金账号1000000365对应的当日所有成交</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">trades </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_trades(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="持仓查询" tabindex="-1"><a class="header-anchor" href="#持仓查询" aria-hidden="true">#</a> 持仓查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_stock_positions(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的持仓</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该账号对应的最新持仓对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E6%8C%81%E4%BB%93xtposition" target="_blank" rel="noopener noreferrer">XtPosition<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败或者当日持仓列表为空</li></ul></li><li>示例 <ul><li>查询股票资金账号1000000365对应的最新持仓</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">positions </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stock_positions(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="期货持仓统计查询" tabindex="-1"><a class="header-anchor" href="#期货持仓统计查询" aria-hidden="true">#</a> 期货持仓统计查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_position_statistics(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询期货账号的持仓统计</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该账号对应的最新持仓对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E6%9C%9F%E8%B4%A7%E6%8C%81%E4%BB%93%E7%BB%9F%E8%AE%A1xtpositionstatistics" target="_blank" rel="noopener noreferrer">XtPositionStatistics<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败或者当日持仓列表为空</li></ul></li><li>示例 <ul><li>查询期货资金账号1000000365对应的最新持仓</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000000365</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">FUTURE</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">positions </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_position_statistics(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h3 id="信用查询接口" tabindex="-1"><a class="header-anchor" href="#信用查询接口" aria-hidden="true">#</a> 信用查询接口</h3><h4 id="信用资产查询" tabindex="-1"><a class="header-anchor" href="#信用资产查询" aria-hidden="true">#</a> 信用资产查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_credit_detail(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询信用资金账号对应的资产</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该信用账户对应的资产对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E4%BF%A1%E7%94%A8%E8%B4%A6%E5%8F%B7%E8%B5%84%E4%BA%A7xtcreditdetail" target="_blank" rel="noopener noreferrer">XtCreditDetail<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败</li><li>通常情况下一个资金账号只有一个详细信息数据</li></ul></li><li>示例 <ul><li>查询信用资金账号1208970161对应的资产信息</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1208970161</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">CREDIT</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">datas </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_credit_detail(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="负债合约查询" tabindex="-1"><a class="header-anchor" href="#负债合约查询" aria-hidden="true">#</a> 负债合约查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_stk_compacts(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的负债合约</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该账户对应的负债合约对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%9F%E5%80%BA%E5%90%88%E7%BA%A6stkcompacts" target="_blank" rel="noopener noreferrer">StkCompacts<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败或者负债合约列表为空</li></ul></li><li>示例 <ul><li>查询信用资金账号1208970161对应的负债合约</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1208970161</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">CREDIT</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">datas </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_stk_compacts(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="融资融券标的查询" tabindex="-1"><a class="header-anchor" href="#融资融券标的查询" aria-hidden="true">#</a> 融资融券标的查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_credit_subjects(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的融资融券标的</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该账户对应的融资融券标的对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%9E%8D%E8%B5%84%E8%9E%8D%E5%88%B8%E6%A0%87%E7%9A%84creditsubjects" target="_blank" rel="noopener noreferrer">CreditSubjects<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败或者融资融券标的列表为空</li></ul></li><li>示例 <ul><li>查询信用资金账号1208970161对应的融资融券标的</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1208970161</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">CREDIT</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">datas </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_credit_subjects(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="可融券数据查询" tabindex="-1"><a class="header-anchor" href="#可融券数据查询" aria-hidden="true">#</a> 可融券数据查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_credit_slo_code(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的可融券数据</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>该账户对应的可融券数据对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%8F%AF%E8%9E%8D%E5%88%B8%E6%95%B0%E6%8D%AEcreditslocode" target="_blank" rel="noopener noreferrer">CreditSloCode<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul></li><li>备注 <ul><li>None表示查询失败或者可融券数据列表为空</li></ul></li><li>示例 <ul><li>查询信用资金账号1208970161对应的可融券数据</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1208970161</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">CREDIT</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">datas </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_credit_slo_code(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="标的担保品查询" tabindex="-1"><a class="header-anchor" href="#标的担保品查询" aria-hidden="true">#</a> 标的担保品查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_credit_assure(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询资金账号对应的标的担保品</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回</li></ul><ul><li>该账户对应的标的担保品对象<a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E6%A0%87%E7%9A%84%E6%8B%85%E4%BF%9D%E5%93%81creditassure" target="_blank" rel="noopener noreferrer">CreditAssure<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a>组成的list或者None</li></ul><ul><li>备注 <ul><li>None表示查询失败或者标的担保品列表为空</li></ul></li><li>示例 <ul><li>查询信用资金账号1208970161对应的标的担保品</li></ul></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1208970161</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">CREDIT</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">datas </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_credit_assure(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h3 id="其他查询接口" tabindex="-1"><a class="header-anchor" href="#其他查询接口" aria-hidden="true">#</a> 其他查询接口</h3><h4 id="新股申购额度查询" tabindex="-1"><a class="header-anchor" href="#新股申购额度查询" aria-hidden="true">#</a> 新股申购额度查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_new_purchase_limit(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>查询新股申购额度</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>dict 新股申购额度数据集 <ul><li>{ type1: number1, type2: number2, ... } <ul><li>type - str 品种类型 <ul><li><code>KCB</code> - 科创板，<code>SH</code> - 上海，<code>SZ</code> - 深圳</li></ul></li><li>number - int 可申购股数</li></ul></li></ul></li></ul></li><li>备注 <ul><li>数据仅代表股票申购额度，债券的申购额度固定10000张</li></ul></li></ul><h4 id="当日新股信息查询" tabindex="-1"><a class="header-anchor" href="#当日新股信息查询" aria-hidden="true">#</a> 当日新股信息查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_ipo_data()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>查询当日新股新债信息</li></ul></li><li><p>参数</p><ul><li>无</li></ul></li><li><p>返回</p><ul><li><p>dict 新股新债信息数据集</p><ul><li><p>{ stock1: info1, stock2: info2, ... }</p><ul><li>stock - str 品种代码，例如 '301208.SZ'</li><li>info - dict 新股信息 <ul><li>name - str 品种名称</li><li>type - str 品种类型 <ul><li><code>STOCK</code> - 股票，<code>BOND</code> - 债券</li></ul></li><li>minPurchaseNum / maxPurchaseNum - int 最小 / 最大申购额度 <ul><li>单位为股（股票）/ 张（债券）</li></ul></li><li>purchaseDate - str 申购日期</li><li>issuePrice - float 发行价</li></ul></li></ul></li><li><p>返回值示例</p><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">{</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">754810.SH</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: {</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">name</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">丰山发债</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">type</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">BOND</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">maxPurchaseNum</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#BD93F9;">10000</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">minPurchaseNum</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#BD93F9;">10</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">purchaseDate</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">20220627</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">issuePrice</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#BD93F9;">100.0</span><span style="color:#F8F8F2;">}, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">301208.SZ</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: {</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">name</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">中亦科技</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">type</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">STOCK</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">maxPurchaseNum</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#BD93F9;">16500</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">minPurchaseNum</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#BD93F9;">500</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">purchaseDate</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">20220627</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">issuePrice</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">: </span><span style="color:#BD93F9;">46.06</span><span style="color:#F8F8F2;">}}</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div></li></ul></li></ul></li><li><p>备注</p><ul><li>无</li></ul></li></ul><h4 id="账号信息查询" tabindex="-1"><a class="header-anchor" href="#账号信息查询" aria-hidden="true">#</a> 账号信息查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_account_infos()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>查询所有资金账号</li></ul></li><li><p>参数</p><ul><li>无</li></ul></li><li><p>返回</p><ul><li><p>list 账号信息列表</p><ul><li>[ XtAccountInfo ]</li></ul></li></ul></li><li><p>备注</p><ul><li>无</li></ul></li></ul><h4 id="账号状态查询" tabindex="-1"><a class="header-anchor" href="#账号状态查询" aria-hidden="true">#</a> 账号状态查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_account_status()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>查询所有账号状态</li></ul></li><li><p>参数</p><ul><li>无</li></ul></li><li><p>返回</p><ul><li><p>list 账号状态列表</p><ul><li>[ XtAccountStatus ]</li></ul></li></ul></li><li><p>备注</p><ul><li>无</li></ul></li></ul><h4 id="普通柜台资金查询" tabindex="-1"><a class="header-anchor" href="#普通柜台资金查询" aria-hidden="true">#</a> 普通柜台资金查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_com_fund(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>划拨业务查询普通柜台的资金</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>result - dict 资金信息，包含以下字段 <ul><li>success - bool</li><li>erro - str</li><li>currentBalance - double 当前余额</li><li>enableBalance - double 可用余额</li><li>fetchBalance - double 可取金额</li><li>interest - double 待入账利息</li><li>assetBalance - double 总资产</li><li>fetchCash - double 可取现金</li><li>marketValue - double 市值</li><li>debt - double 负债</li></ul></li></ul></li></ul><h4 id="普通柜台持仓查询" tabindex="-1"><a class="header-anchor" href="#普通柜台持仓查询" aria-hidden="true">#</a> 普通柜台持仓查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_com_position(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>划拨业务查询普通柜台的持仓</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>result - list 持仓信息列表[position1, position2, ...] <ul><li>position - dict 持仓信息，包含以下字段 <ul><li>success - bool</li><li>error - str</li><li>stockAccount - str 股东号</li><li>exchangeType - str 交易市场</li><li>stockCode - str 证券代码</li><li>stockName - str 证券名称</li><li>totalAmt - float 总量</li><li>enableAmount - float 可用量</li><li>lastPrice - float 最新价</li><li>costPrice - float 成本价</li><li>income - float 盈亏</li><li>incomeRate - float 盈亏比例</li><li>marketValue - float 市值</li><li>costBalance - float 成本总额</li><li>bsOnTheWayVol - int 买卖在途量</li><li>prEnableVol - int 申赎可用量</li></ul></li></ul></li></ul></li></ul><h4 id="通用数据导出" tabindex="-1"><a class="header-anchor" href="#通用数据导出" aria-hidden="true">#</a> 通用数据导出</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">export_data(account, result_path, data_type, </span><span style="color:#FFB86C;font-style:italic;">start_time</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">None</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">end_time</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">None</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">user_param</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> {})</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>通用数据导出</li></ul></li><li><p>参数</p><ul><li>account - StockAccount 资金账号</li><li>result_path - str 导出路径，包含文件名及.csv后缀，如'C:\Users\Desktop\test\deal.csv'</li><li>data_type - str 数据类型，如'deal'</li><li>start_time - str 开始时间（可缺省）</li><li>end_time - str 结束时间（可缺省）</li><li>user_param - dict 用户参数（可缺省）</li></ul></li><li><p>返回</p><ul><li>result - dict 结果反馈信息</li></ul></li><li><p>示例</p><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">resp </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.export_data(acc, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">C:</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">Users</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">Desktop</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">test</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">deal.csv</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">deal</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(resp)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#成功输出示例：{'msg': 'export success'}</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#失败输出示例：{'error': {'errorMsg': 'can not find account info, accountID:2000449 accountType:2'}}</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div></li></ul><h4 id="通用数据查询" tabindex="-1"><a class="header-anchor" href="#通用数据查询" aria-hidden="true">#</a> 通用数据查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">query_data(account, result_path, data_type, </span><span style="color:#FFB86C;font-style:italic;">start_time</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">None</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">end_time</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> </span><span style="color:#BD93F9;">None</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">user_param</span><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> {})</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>通用数据查询，利用export_data接口导出数据后再读取其中的数据内容，读取完毕后删除导出的文件</li></ul></li><li><p>参数</p><p>同export_data</p></li><li><p>返回</p><ul><li>result - dict 数据信息</li></ul></li><li><p>示例</p><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">data </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.query_data(acc, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">C:</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">Users</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">Desktop</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">test</span><span style="color:#FF79C6;">\\</span><span style="color:#F1FA8C;">deal.csv</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">deal</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(data)</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#成功输出示例：</span></span>
|
||
<span class="line"><span style="color:#6272A4;"># account_id account_Type stock_code order_type ... </span></span>
|
||
<span class="line"><span style="color:#6272A4;">#0 2003695 2 688488.SH 23 ...</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#1 2003695 2 000096.SZ 23 ...</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#失败输出示例：{'error': {'errorMsg': 'can not find account info, accountID:2000449 accountType:2'}}</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div></li></ul><h3 id="约券相关接口" tabindex="-1"><a class="header-anchor" href="#约券相关接口" aria-hidden="true">#</a> 约券相关接口</h3><h4 id="券源行情查询" tabindex="-1"><a class="header-anchor" href="#券源行情查询" aria-hidden="true">#</a> 券源行情查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">smt_query_quoter(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>券源行情查询</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>result - list 券源信息列表[quoter1, quoter2, ...] <ul><li>quoter - dict 券源信息，包含以下字段 <ul><li>success - bool</li><li>error - str</li><li>finType - str 金融品种</li><li>stockType - str 证券类型</li><li>date - int 期限天数</li><li>code - str 证券代码</li><li>codeName - str 证券代码名称</li><li>exchangeType - str 市场</li><li>fsmpOccupedRate - float 资券占用利率</li><li>fineRate - float 罚息利率</li><li>fsmpreendRate - float 资券提前归还利率</li><li>usedRate - float 资券使用利率</li><li>unUusedRate - float 资券占用未使用利率</li><li>initDate - int 交易日期</li><li>endDate - int 到期日期</li><li>enableSloAmountT0 - float T+0可融券数量</li><li>enableSloAmountT3 - float T+3可融券数量</li><li>srcGroupId - str 来源组编号</li><li>applyMode - str 资券申请方式，"1":库存券，"2":专项券</li><li>lowDate - int 最低期限天数</li></ul></li></ul></li></ul></li></ul><h4 id="库存券约券申请" tabindex="-1"><a class="header-anchor" href="#库存券约券申请" aria-hidden="true">#</a> 库存券约券申请</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">smt_negotiate_order_async(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, account, src_group_id, order_code, date, amount, apply_rate, </span><span style="color:#FFB86C;font-style:italic;">dict_param</span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;">{})</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li><p>释义</p><ul><li>库存券约券申请的异步接口，异步接口如果正常返回了请求序号seq，会收到on_smt_appointment_async_response的反馈</li></ul></li><li><p>参数</p><ul><li>account - StockAccount 资金账号</li><li>src_group_id - str 来源组编号</li><li>order_code - str 证券代码，如'600000.SH'</li><li>date - int 期限天数</li><li>amount - int 委托数量</li><li>apply_rate - float 资券申请利率</li></ul><p>注：目前有如下参数通过一个可缺省的字典传递，键名与参数名称相同</p><ul><li>dict_param - dict 可缺省的字典参数 <ul><li>subFareRate - float 提前归还利率</li><li>fineRate - float 罚息利率</li></ul></li></ul></li><li><p>返回</p><ul><li>返回请求序号seq，成功发起申请后的请求序号为大于0的正整数，如果为-1表示发起申请失败</li></ul></li><li><p>示例</p></li></ul><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">account </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> StockAccount(</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">1000008</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">CREDIT</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">dict_param </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> {</span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">subFareRate</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#BD93F9;">0.1</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">fineRate</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">:</span><span style="color:#BD93F9;">0.1</span><span style="color:#F8F8F2;">}</span></span>
|
||
<span class="line"><span style="color:#6272A4;">#xt_trader为XtQuant API实例对象</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;">seq </span><span style="color:#FF79C6;">=</span><span style="color:#F8F8F2;"> xt_trader.smt_negotiate_order_async(account, </span><span style="color:#E9F284;">''</span><span style="color:#F8F8F2;">, </span><span style="color:#E9F284;">'</span><span style="color:#F1FA8C;">000001.SZ</span><span style="color:#E9F284;">'</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">7</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">100</span><span style="color:#F8F8F2;">, </span><span style="color:#BD93F9;">0.2</span><span style="color:#F8F8F2;">, dict_param)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="约券合约查询" tabindex="-1"><a class="header-anchor" href="#约券合约查询" aria-hidden="true">#</a> 约券合约查询</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">smt_query_compact(account)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>约券合约查询</li></ul></li><li>参数 <ul><li>account - StockAccount 资金账号</li></ul></li><li>返回 <ul><li>result - list 约券合约信息列表[compact1, compact2, ...] <ul><li>compact - dict 券源信息，包含以下字段 <ul><li>success - bool</li><li>error - str</li><li>createDate - int 创建日期</li><li>cashcompactId - str 头寸合约编号</li><li>oriCashcompactId - str 原头寸合约编号</li><li>applyId - str 资券申请编号</li><li>srcGroupId - str 来源组编号</li><li>comGroupId - str 资券组合编号</li><li>finType - str 金融品种</li><li>exchangeType - str 市场</li><li>code - str 证券代码</li><li>codeName - str 证券代码名称</li><li>date - int 期限天数</li><li>beginCompacAmount - float 期初合约数量</li><li>beginCompacBalance - float 期初合约金额</li><li>compacAmount - float 合约数量</li><li>compacBalance - float 合约金额</li><li>returnAmount - float 返还数量</li><li>returnBalance - float 返还金额</li><li>realBuyAmount - float 回报买入数量</li><li>fsmpOccupedRate - float 资券占用利率</li><li>compactInterest - float 合约利息金额</li><li>compactFineInterest - float 合约罚息金额</li><li>repaidInterest - float 已还利息</li><li>repaidFineInterest - float 归还罚息</li><li>fineRate - float 罚息利率</li><li>preendRate - float 资券提前归还利率</li><li>compactType - str 资券合约类型</li><li>postponeTimes - int 展期次数</li><li>compactStatus - str 资券合约状态，"0":未归还，"1":部分归还，"2":提前了结，"3":到期了结，"4":逾期了结，"5":逾期，"9":已作废</li><li>lastInterestDate - int 上次结息日期</li><li>interestEndDate - int 记息结束日期</li><li>validDate - int 有效日期</li><li>dateClear - int 清算日期</li><li>usedAmount - float 已使用数量</li><li>usedBalance - float 使用金额</li><li>usedRate - float 资券使用利率</li><li>unUusedRate - float 资券占用未使用利率</li><li>srcGroupName - str 来源组名称</li><li>repaidDate - int 归还日期</li><li>preOccupedInterest - float 当日实际应收利息</li><li>compactInterestx - float 合约总利息</li><li>enPostponeAmount - float 可展期数量</li><li>postponeStatus - str 合约展期状态，"0":未审核，"1":审核通过，"2":已撤销，"3":审核不通过</li><li>applyMode - str 资券申请方式，"1":库存券，"2":专项券</li></ul></li></ul></li></ul></li></ul><h3 id="回调类" tabindex="-1"><a class="header-anchor" href="#回调类" aria-hidden="true">#</a> 回调类</h3><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#FF79C6;">class</span><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">MyXtQuantTraderCallback</span><span style="color:#F8F8F2;">(</span><span style="color:#8BE9FD;font-style:italic;">XtQuantTraderCallback</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_disconnected</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 连接状态回调</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">connection lost</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_account_status</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">status</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 账号状态信息推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param response: XtAccountStatus 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on_account_status</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(status.account_id, status.account_type, status.status)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_stock_order</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">order</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 委托信息推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param order: XtOrder对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on order callback:</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(order.stock_code, order.order_status, order.order_sysid)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_stock_trade</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">trade</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 成交信息推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param trade: XtTrade对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on trade callback</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(trade.account_id, trade.stock_code, trade.order_id)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_order_error</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">order_error</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 下单失败信息推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param order_error:XtOrderError 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on order_error callback</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(order_error.order_id, order_error.error_id, order_error.error_msg)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_cancel_error</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">cancel_error</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 撤单失败信息推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param cancel_error: XtCancelError 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on cancel_error callback</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(cancel_error.order_id, cancel_error.error_id, cancel_error.error_msg)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_order_stock_async_response</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">response</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> 异步下单回报推送</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param response: XtOrderResponse 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on_order_stock_async_response</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(response.account_id, response.order_id, response.seq)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#FF79C6;">def</span><span style="color:#F8F8F2;"> </span><span style="color:#50FA7B;">on_smt_appointment_async_response</span><span style="color:#F8F8F2;">(</span><span style="color:#BD93F9;font-style:italic;">self</span><span style="color:#F8F8F2;">, </span><span style="color:#FFB86C;font-style:italic;">response</span><span style="color:#F8F8F2;">):</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#6272A4;">"""</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :param response: XtAppointmentResponse 对象</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> :return:</span></span>
|
||
<span class="line"><span style="color:#6272A4;"> """</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(</span><span style="color:#E9F284;">"</span><span style="color:#F1FA8C;">on_smt_appointment_async_response</span><span style="color:#E9F284;">"</span><span style="color:#F8F8F2;">)</span></span>
|
||
<span class="line"><span style="color:#F8F8F2;"> </span><span style="color:#8BE9FD;">print</span><span style="color:#F8F8F2;">(response.account_id, response.order_sysid, response.error_id, response.error_msg, response.seq)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div><div class="line-number"></div></div></div><h4 id="连接状态回调" tabindex="-1"><a class="header-anchor" href="#连接状态回调" aria-hidden="true">#</a> 连接状态回调</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_disconnected()</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>失去连接时推送信息</li></ul></li><li>参数 <ul><li>无</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul><h4 id="账号状态信息推送" tabindex="-1"><a class="header-anchor" href="#账号状态信息推送" aria-hidden="true">#</a> 账号状态信息推送</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_account_status(data)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>账号状态信息变动推送</li></ul></li><li>参数 <ul><li>data - <a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E8%B4%A6%E5%8F%B7%E7%8A%B6%E6%80%81xtaccountstatus" target="_blank" rel="noopener noreferrer">XtAccountStatus<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a> 账号状态信息</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul><h4 id="委托信息推送" tabindex="-1"><a class="header-anchor" href="#委托信息推送" aria-hidden="true">#</a> 委托信息推送</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_stock_order(data)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>委托信息变动推送,例如已成交数量，委托状态变化等</li></ul></li><li>参数 <ul><li>data - <a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%A7%94%E6%89%98xtorder" target="_blank" rel="noopener noreferrer">XtOrder<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a> 委托信息</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul><h4 id="成交信息推送" tabindex="-1"><a class="header-anchor" href="#成交信息推送" aria-hidden="true">#</a> 成交信息推送</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_stock_trade(data)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>成交信息变动推送</li></ul></li><li>参数 <ul><li>data - <a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E6%88%90%E4%BA%A4xttrade" target="_blank" rel="noopener noreferrer">XtTrade<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a> 成交信息</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul><h4 id="下单失败信息推送" tabindex="-1"><a class="header-anchor" href="#下单失败信息推送" aria-hidden="true">#</a> 下单失败信息推送</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_order_error(data)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>下单失败信息推送</li></ul></li><li>参数 <ul><li>data - <a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E4%B8%8B%E5%8D%95%E5%A4%B1%E8%B4%A5%E9%94%99%E8%AF%AFxtordererror" target="_blank" rel="noopener noreferrer">XtOrderError<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a> 下单失败信息</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul><h4 id="撤单失败信息推送" tabindex="-1"><a class="header-anchor" href="#撤单失败信息推送" aria-hidden="true">#</a> 撤单失败信息推送</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_cancel_error(data)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>撤单失败信息的推送</li></ul></li><li>参数 <ul><li>data - <a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E6%92%A4%E5%8D%95%E5%A4%B1%E8%B4%A5%E9%94%99%E8%AF%AFxtcancelerror" target="_blank" rel="noopener noreferrer">XtCancelError<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a> 撤单失败信息</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul><h4 id="异步下单回报推送" tabindex="-1"><a class="header-anchor" href="#异步下单回报推送" aria-hidden="true">#</a> 异步下单回报推送</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_order_stock_async_response(data)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>异步下单回报推送</li></ul></li><li>参数 <ul><li>data - <a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E5%BC%82%E6%AD%A5%E4%B8%8B%E5%8D%95%E5%A7%94%E6%89%98%E5%8F%8D%E9%A6%88xtorderresponse" target="_blank" rel="noopener noreferrer">XtOrderResponse<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a> 异步下单委托反馈</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul><h4 id="约券相关异步接口的回报推送" tabindex="-1"><a class="header-anchor" href="#约券相关异步接口的回报推送" aria-hidden="true">#</a> 约券相关异步接口的回报推送</h4><div class="language-python line-numbers-mode" data-ext="py"><pre class="shiki dracula" style="background-color:#282A36;" tabindex="0"><code><span class="line"><span style="color:#F8F8F2;">on_smt_appointment_async_response(data)</span></span>
|
||
<span class="line"></span></code></pre><div class="line-numbers" aria-hidden="true"><div class="line-number"></div></div></div><ul><li>释义 <ul><li>异步约券相关接口回报推送</li></ul></li><li>参数 <ul><li>data - <a href="http://dict.thinktrader.net/nativeApi/xttrader.html#%E7%BA%A6%E5%88%B8%E7%9B%B8%E5%85%B3%E5%BC%82%E6%AD%A5%E6%8E%A5%E5%8F%A3%E7%9A%84%E5%8F%8D%E9%A6%88xtsmtappointmentresponse" target="_blank" rel="noopener noreferrer">XtSmtAppointmentResponse<span><svg class="external-link-icon" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" focusable="false" x="0px" y="0px" viewBox="0 0 100 100" width="15" height="15"><path fill="currentColor" d="M18.8,85.1h56l0,0c2.2,0,4-1.8,4-4v-32h-8v28h-48v-48h28v-8h-32l0,0c-2.2,0-4,1.8-4,4v56C14.8,83.3,16.6,85.1,18.8,85.1z"></path><polygon fill="currentColor" points="45.7,48.7 51.3,54.3 77.2,28.5 77.2,37.2 85.2,37.2 85.2,14.9 62.8,14.9 62.8,22.9 71.5,22.9"></polygon></svg><span class="external-link-icon-sr-only">在新窗口打开</span></span></a> 约券相关异步接口的反馈</li></ul></li><li>返回 <ul><li>无</li></ul></li><li>备注 <ul><li>无</li></ul></li></ul></div></div><!--[--><!--]--></div><footer class="page-meta pageFooter" data-v-3c904194><!----><div class="meta-item last-updated"><span class="meta-item-label">上次更新: </span><!----></div><!----><div id="myFooter"><div vertical id="content"><div class="content-title">邀请注册送VIP优惠券</div><div>分享下方的内容给好友、QQ群、微信群,好友注册您即可获得VIP优惠券</div><div class="content-body"><div class="n-input-group"><div class="tip"><div>玩转qmt,上迅投qmt知识库</div></div><button class="n-button n-button--info-type n-button--small-type n-button--secondary" tabindex="0" type="button" style="--n-bezier:cubic-bezier(.4, 0, .2, 1);--n-bezier-ease-out:cubic-bezier(0, 0, .2, 1);--n-ripple-duration:.6s;--n-opacity-disabled:0.5;--n-wave-opacity:0.6;--n-font-weight:500;--n-color:rgba(32, 128, 240, 0.16);--n-color-hover:rgba(32, 128, 240, 0.22);--n-color-pressed:rgba(32, 128, 240, 0.28);--n-color-focus:rgba(32, 128, 240, 0.22);--n-color-disabled:rgba(46, 51, 56, .05);--n-ripple-color:#0000;--n-text-color:#2080f0;--n-text-color-hover:#2080f0;--n-text-color-pressed:#2080f0;--n-text-color-focus:#2080f0;--n-text-color-disabled:#2080f0;--n-border:1px solid #2080f0;--n-border-hover:1px solid #4098fc;--n-border-pressed:1px solid #1060c9;--n-border-focus:1px solid #4098fc;--n-border-disabled:1px solid #2080f0;--n-width:initial;--n-height:28px;--n-font-size:14px;--n-padding:0 10px;--n-icon-size:18px;--n-icon-margin:6px;--n-border-radius:3px;" id="copy-btn2"><!----><!----><span class="n-button__content">登录后获取</span><div aria-hidden="true" class="n-base-wave"></div><!----><!----></button></div><!-- <n-space style="width: 100%;" vertical>
|
||
<div style="width: 100%;">
|
||
<div>玩转qmt,上迅投qmt知识库,复制分享要登录</div>
|
||
</div>
|
||
<n-space style="width: 100%;" justify="end">
|
||
|
||
</n-space>
|
||
</n-space> --></div></div></div></footer><nav class="page-nav" data-v-3c904194><p class="inner"><span class="prev"><a href="/nativeApi/xtdata.html" class="" aria-label="XtQuant.XtData 行情模块"><!--[--><!--]--> XtQuant.XtData 行情模块 <!--[--><!--]--></a></span><span class="next"><a href="/nativeApi/code_examples.html" class="" aria-label="完整实例"><!--[--><!--]--> 完整实例 <!--[--><!--]--></a></span></p></nav><!--[--><!--]--></main><!--]--></div><!----><!--]--></div>
|
||
<script type="module" src="/assets/app-2fe24c5e.js" defer></script>
|
||
</body>
|
||
</html>
|