api,backtest,objs: 更改从合约文件中获取的数据字段。

增加backtest模块的trading_time、expire_datetime、delivery_month、delivery_year、ins_class字段；增加api中的ins_class字段；删除chang、change_percent字段。

close: #208

Author: shinny-limin

tqsdk/api.py

@@ -124,7 +124,7 @@ def __init__(self, account=None, url=None, backtest=None, debug=None, loop=None,
         if not self._logger.handlers:
             sh = logging.StreamHandler()
             sh.setLevel(logging.INFO)
-            if backtest:  # 如果回测, 则去除将第一个本地时间
+            if backtest:  # 如果回测, 则去除第一个本地时间
                 log_format = logging.Formatter('%(levelname)s - %(message)s')
             else:
                 log_format = logging.Formatter('%(asctime)s - %(levelname)s - %(message)s')
@@ -1133,8 +1133,9 @@ def _fetch_symbol_info(self, url):
         rsp.raise_for_status()
         return {
             k: {
-                "margin": v.get("margin"),
-                "commission": v.get("commission"),
+                "ins_class": v.get("class", ""),
+                "margin": v.get("margin"),  # 用于内部实现模拟交易, 不作为 api 对外可用数据（即 Quote 类中无此字段）
+                "commission": v.get("commission"),  # 用于内部实现模拟交易, 不作为 api 对外可用数据（即 Quote 类中无此字段）
                 "price_tick": v["price_tick"],
                 "price_decs": v["price_decs"],
                 "volume_multiple": v["volume_multiple"],
@@ -1144,8 +1145,6 @@ def _fetch_symbol_info(self, url):
                 "min_market_order_volume": v.get("min_market_order_volume", 0),
                 "underlying_symbol": v.get("underlying_symbol", ""),
                 "strike_price": v.get("strike_price", float("nan")),
-                "change": None,
-                "change_percent": None,
                 "expired": v["expired"],
                 "trading_time": v.get("trading_time"),
                 "expire_datetime": v.get("expire_datetime"),

tqsdk/backtest.py

@@ -149,8 +149,9 @@ async def _send_snapshot(self):
                     "pre_open_interest": None,
                     "pre_settlement": None,
                     "pre_close": None,
-                    "margin": quote.get("margin"),
-                    "commission": quote.get("commission"),
+                    "ins_class": quote.get("ins_class", ""),
+                    "margin": quote.get("margin"),  # 用于内部实现模拟交易, 不作为api对外可用数据（即 Quote 类中无此字段）
+                    "commission": quote.get("commission"),  # 用于内部实现模拟交易, 不作为api对外可用数据（即 Quote 类中无此字段）
                     "price_tick": quote["price_tick"],
                     "price_decs": quote["price_decs"],
                     "volume_multiple": quote["volume_multiple"],
@@ -160,10 +161,11 @@ async def _send_snapshot(self):
                     "min_market_order_volume": quote["min_market_order_volume"],
                     "underlying_symbol": quote["underlying_symbol"],
                     "strike_price": quote["strike_price"],
-                    "change": None,
-                    # todo: 回测添加合约文件字段，trading_time等
-                    "change_percent": None,
                     "expired": None,
+                    "trading_time": quote.get("trading_time"),
+                    "expire_datetime": quote.get("expire_datetime"),
+                    "delivery_month": quote.get("delivery_month"),
+                    "delivery_year": quote.get("delivery_year"),
                 }
         self.diffs.append({
             "quotes": quotes,
@@ -192,7 +194,7 @@ async def _send_diff(self):
                     if quotes_diff and (quote_info["min_duration"] != 0 or min_serial[1] == 0):
                         quotes[min_serial[0]] = quotes_diff
                     await self._fetch_serial(min_serial)
-                if not self.serials:
+                if not self.serials:  # 当无可发送数据时则抛出BacktestFinished例外,包括未订阅任何行情 或 所有已订阅行情的最后一笔行情获取完成
                     self.logger.warning("回测结束")
                     raise BacktestFinished() from None
             for ins, diff in quotes.items():
@@ -243,7 +245,7 @@ async def _gen_serial(self, ins, dur):
             "chart_id": TqApi._generate_chart_id("backtest"),
             "ins_list": ins,
             "duration": dur,
-            "view_width": 8964,
+            "view_width": 8964,  # 设为8964原因：可满足用户所有的订阅长度，并在backtest中将所有的 相同合约及周期 的K线用同一个serial存储
             "focus_datetime": int(self.current_dt),
             "focus_position": 8964,
         }

tqsdk/objs.py

@@ -101,10 +101,8 @@ def __init__(self, api):
         self.underlying_symbol = ""
         #: 行权价
         self.strike_price = float("nan")
-        #: 涨跌
-        self.change = float("nan")
-        #: 涨跌幅
-        self.change_percent = float("nan")
+        #: 合约类型
+        self.ins_class = ""
         #: 合约是否已下市
         self.expired = False
         #: 交易时间段