Update Version 3.2.10

Author: shinny-pack

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.2.9
+Version: 3.2.10
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/conf.py

@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.2.9'
+version = u'3.2.10'
 # The full version, including alpha/beta/rc tags.
-release = u'3.2.9'
+release = u'3.2.10'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/usage/mddatas.rst

@@ -7,7 +7,7 @@
 ----------------------------------------------------
 TqSdk中的合约代码, 统一采用 交易所代码.交易所内品种代码 的格式. 交易所代码为全大写字母, 交易所内品种代码的大小写规范, 遵从交易所规定, 大小写敏感.
 
-其中 TqSdk 免费版本提供全部的期货、商品/金融期权和上证50、沪深300和中证500的实时行情
+其中 TqSdk 免费版本提供全部的期货、商品/金融期权和上证50、沪深300、中证500和中证1000的实时行情
 
 购买或申请 TqSdk 专业版试用后可提供A股股票的实时和历史行情，具体免费版和专业版的区别，请点击 `天勤量化专业版 <https://www.shinnytech.com/tqsdk_professional/>`_
 
@@ -54,6 +54,7 @@ SZSE               深圳证券交易所
 	SSE.000016 - 上证50指数
 	SSE.000300 - 沪深300指数
 	SSE.000905 - 中证500指数
+	SSE.000852 - 中证1000指数
 	SSE.510050 - 上交所上证50etf
 	SSE.510300 - 上交所沪深300etf
 	SZSE.159919 - 深交所沪深300etf

doc/version.rst

@@ -2,6 +2,13 @@
 
 版本变更
 =============================
+3.2.10 (2022/07/20)
+
+* 增加：增加中证 1000 指数，免费用户可获取该指数行情，参考文档 :ref:`mddatas`
+* 修复：回测中没有正常更新 quotes 下的 expire_rest_days 字段的问题
+* 修复：回测 web_gui 图表没有显示成交标注、持仓线的问题
+
+
 3.2.9 (2022/07/07)
 
 * 增加：下载 tick 数据时增加 average 列

setup.py

@@ -36,7 +36,7 @@ def get_tag(self):
 
 setuptools.setup(
     name='tqsdk',
-    version="3.2.9",
+    version="3.2.10",
     description='TianQin SDK',
     author='TianQin',
     author_email='tianqincn@gmail.com',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.2.9'
+__version__ = '3.2.10'

tqsdk/auth.py

@@ -152,7 +152,7 @@ def _has_md_grants(self, symbol):
                 continue
             elif symbol.split('.', 1)[0] in ["SSE", "SZSE"] and self._has_feature("sec"):
                 continue
-            elif symbol in ["SSE.000016", "SSE.000300", "SSE.000905"] and self._has_feature("lmt_idx"):
+            elif symbol in ["SSE.000016", "SSE.000300", "SSE.000905", "SSE.000852"] and self._has_feature("lmt_idx"):
                 continue
             else:
                 raise Exception(f"您的账户不支持查看 {symbol} 的行情数据，需要购买专业版本后使用。升级网址：https://account.shinnytech.com")

tqsdk/data_extension.py

@@ -41,7 +41,10 @@ class DataExtension(object):
 
     def __init__(self, api):
         self._api = api
-        self._data = {'trade': {}}  # 数据截面, 现在的功能只需要记录 trade
+        self._data = {
+            'trade': {},
+            'quotes': {}  # 记录 quotes 的 expire_datetime，并不是每一次 diff 更新都会重新发送 expire_datetime，重新 expire_rest_days 时需要这个信息
+        }  # 数据截面, 现在的功能只需要记录 trade
         self._diffs = []
         self._diffs_paths = set()
         self._prototype = {
@@ -109,6 +112,11 @@ async def _md_recv(self, pack):
         """将行情数据和交易数据合并至 self._data """
         for d in pack.get("data", []):
             self._datetime_state.update_state(d)
+            if d.get('quotes', None):
+                _simple_merge_diff(
+                    result=self._data['quotes'],
+                    diff=d['quotes']
+                )
             if d.get('trade', None):
                 _simple_merge_diff_and_collect_paths(
                     result=self._data['trade'],
@@ -160,9 +168,7 @@ def _generate_ext_diff(self):
 
     def _update_quotes(self, diff):
         for symbol in diff['quotes']:
-            if not _is_key_exist(diff, path=['quotes', symbol], key=['expire_datetime']):
-                continue
-            expire_datetime = diff['quotes'][symbol]['expire_datetime']
+            expire_datetime = self._data['quotes'].get(symbol, {}).get('expire_datetime', None)
             if expire_datetime and expire_datetime == expire_datetime:  # 排除 None 和 nan
                 # expire_rest_days 距离到期日的剩余天数（自然日天数），正数表示距离到期日的剩余天数，0表示到期日当天，负数表示距离到期日已经过去的天数
                 # 直接修改在 diff 里面的数据，当 diffs 里有多个对同个合约的修改时，保持数据截面的一致

tqsdk/objs.py

@@ -6,7 +6,6 @@
 import json
 import warnings
 
-from tqsdk.datetime import _get_expire_rest_days
 from tqsdk.diff import _get_obj
 from tqsdk.entity import Entity
 from tqsdk.utils import _query_for_init, _generate_uuid

tqsdk/web/index.html

@@ -1,4 +1,4 @@
-<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta http-equiv="X-UA-Compatible" content="IE=edge"><meta name="viewport" content="width=device-width,initial-scale=1"><!--[if IE]><link rel="icon" href="web/favicon.ico"><![endif]--><title>tqsdk-python-web</title><link href="web/css/app.d72d8978.css" rel="preload" as="style"><link href="web/css/chunk-vendors.c93e9127.css" rel="preload" as="style"><link href="web/js/app.fc01ac28.js" rel="preload" as="script"><link href="web/js/chunk-vendors.d7fceff6.js" rel="preload" as="script"><link href="web/css/chunk-vendors.c93e9127.css" rel="stylesheet"><link href="web/css/app.d72d8978.css" rel="stylesheet"><link rel="icon" type="image/png" sizes="32x32" href="web/img/icons/favicon-32x32.png"><link rel="icon" type="image/png" sizes="16x16" href="web/img/icons/favicon-16x16.png"><link rel="manifest" href="web/manifest.json"><meta name="theme-color" content="#4DBA87"><meta name="apple-mobile-web-app-capable" content="no"><meta name="apple-mobile-web-app-status-bar-style" content="default"><meta name="apple-mobile-web-app-title" content="tqsdk-python-web"><link rel="apple-touch-icon" href="web/img/icons/apple-touch-icon-152x152.png"><link rel="mask-icon" href="web/img/icons/safari-pinned-tab.svg" color="#4DBA87"><meta name="msapplication-TileImage" content="web/img/icons/msapplication-icon-144x144.png"><meta name="msapplication-TileColor" content="#000000"></head><body><noscript><strong>We're sorry but tqsdk web doesn't work properly without JavaScript enabled. Please enable it to continue.</strong></noscript><script>const TqsdkAddress = location.host
+<!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta http-equiv="X-UA-Compatible" content="IE=edge"><meta name="viewport" content="width=device-width,initial-scale=1"><!--[if IE]><link rel="icon" href="web/favicon.ico"><![endif]--><title>tqsdk-python-web</title><link href="web/css/app.d72d8978.css" rel="preload" as="style"><link href="web/css/chunk-vendors.c93e9127.css" rel="preload" as="style"><link href="web/js/app.2c843c86.js" rel="preload" as="script"><link href="web/js/chunk-vendors.d7fceff6.js" rel="preload" as="script"><link href="web/css/chunk-vendors.c93e9127.css" rel="stylesheet"><link href="web/css/app.d72d8978.css" rel="stylesheet"><link rel="icon" type="image/png" sizes="32x32" href="web/img/icons/favicon-32x32.png"><link rel="icon" type="image/png" sizes="16x16" href="web/img/icons/favicon-16x16.png"><link rel="manifest" href="web/manifest.json"><meta name="theme-color" content="#4DBA87"><meta name="apple-mobile-web-app-capable" content="no"><meta name="apple-mobile-web-app-status-bar-style" content="default"><meta name="apple-mobile-web-app-title" content="tqsdk-python-web"><link rel="apple-touch-icon" href="web/img/icons/apple-touch-icon-152x152.png"><link rel="mask-icon" href="web/img/icons/safari-pinned-tab.svg" color="#4DBA87"><meta name="msapplication-TileImage" content="web/img/icons/msapplication-icon-144x144.png"><meta name="msapplication-TileColor" content="#000000"></head><body><noscript><strong>We're sorry but tqsdk web doesn't work properly without JavaScript enabled. Please enable it to continue.</strong></noscript><script>const TqsdkAddress = location.host
     const FetchUrl = '/url'</script><script>const GetTqsdkUrl = function () {
         return new Promise(function (resolve, reject) {
             fetch(FetchUrl).then(function(response) {
@@ -7,4 +7,4 @@
                 })
             });
         })
-    }</script><div id="app"></div><script src="web/js/chunk-vendors.d7fceff6.js"></script><script src="web/js/app.fc01ac28.js"></script></body></html>
+    }</script><div id="app"></div><script src="web/js/chunk-vendors.d7fceff6.js"></script><script src="web/js/app.2c843c86.js"></script></body></html>