掘金量化

A股实盘量化中国期货量化程序化交易仿真中国量化第一掘金3 sdk

Changelog

Version v3.0.186

feat: 新增后台推送数据解析异常后落地异常数据包的功能

Version v3.0.185

fix: 部分接口类型注释问题提示错误
chore: 调整python312及以上版本tzdata库版本限制
feat: 支持python3.14

Version v3.0.184

feat: 增加bus证书参数

Version v3.0.183

fix: 新环境安装protobuf默认安装的最新版本存在兼容问题，增加版本限制

Version v3.0.182

fix: 当策略没有关联账号时 get_account接口返回所有实时账号问题.

Version v3.0.181

fix: 升级c api, 修复linux版本依赖库缺失的问题
feat: order_batch增加委托属性order_style=1
other: 调整protobuf依赖版本

Version v3.0.180

feat: 支持bus消息交互功能。相关api：
- set_option
- on_customized_message
- send_msg_to_bus
other: subscribe在不需要设置count的场景下，参数count默认值修改为0。解决在回测过程中因该参数默认值为1导致每次订阅都需要从后台查询数据影响回测性能的问题.

Version v3.0.179

fix: 回测模式下订阅多频度数据时context.data重复记录问题
fix: 实时模式subscribe订阅多频度数据且wait_group=True时，出现只推送了单个频度数据的情况，出现频率跟订阅代码行情活跃情况有关
fix: 回测时run返回-1错误问题
other: 优化python3.12+环境调用get_trading_dates_by_year出现DataFrame.applyMap弃用警告
other: 修正get_open_call_auction返回类型描述

Version v3.0.178

fix: 过滤重复推送的委托状态与成交(主要是账号重登录引起)
fix:龙虎榜接口(stk_abnor_change_detail、stk_abnor_change_stocks)在df=False情况下没有返回"零"值字段的问题
feat: 新增接口last_price, 查询历史L2 Tick行情
feat: 新增run回测参数backtest_intraday
feat: algo_order、order数据增加字段(origin_product、origin_module)

Version v3.0.177

fix: 修复正常回测时，报日期格式不正确问题
feat: 支持python3.13

Version v3.0.176

feat: get_symbol_infos、get_symbols、get_history_symbol 增加返回字段 delisting_begin_date(退市整理开始日)
feat: 增加get_open_call_auction 查询开盘集合竞价
feat: 增加current_price 查询当前最新价
perf: 回测过程变更订阅条件时，如果变更后与之前比较无变化，则回测速度影响不大

Version v3.0.175

fix: 实时模式下策略结束后策略进程异常挂起

Version v3.0.174

feat: 支持算法单批量委托，关联api:
- algo_order_batch

Version v3.0.173

feat: 新增标的池功能, 关联api:
- universe_delete
- universe_set
- universe_get_names
- universe_get_symbols
refactor: 标记部分弃用函数, 替换函数参照新老数据函数切换对照表

Version v3.0.172

fix: numpy2语法兼容。由于numpy2移除了np.NAN，当有空字段返回时会报错
feat: 股票分红接口stk_get_dividend、基金分红接口fnd_get_dividend 增加返回字段dvd_target
feat: order_volume 支持期货条件单
feat: 新增数据接口
- stk_get_money_flow
- stk_get_finance_audit
- stk_get_finance_forecast
- fnd_get_share
- bnd_get_analysis

Version v3.0.171

fix: 退订后再次订阅数据context.data数据异常
fix: 同时存在waitgroup=true和waitgroup=false的订阅时触发on_bar会导致程序崩溃

Version v3.0.170

fix: 订阅多标的、多频率情况下出现context.data缓存异常

Version v3.0.169

fix: 当历史bar数量少于订阅行情时设置的订阅数据滑窗大小时，context.data会出现重复数据。
feat: 增加账号连接状态枚举值
feat: 增加wheel依赖，避免新python环境安装出错
other: 升级capi到3.7.8。
- fix: 修正回测下单时交易事件错误时序问题
- fix: 回测时委托回报添加待报和已报状态

Version v3.0.168

fix: option_calculate_ivsurface 接口调用出错
refactor: 优化对接实时行情服务的兼容性
feat: 支持pandas2、numpy2

Version 3.0.167

feat: 支持多源行情
feat: 支持ctp行情直连, 可通过set_option接口设置ctp_md_info参数来配置ctp行情连接信息
feat: 行情连接、断开回调触发时可通过 context.message 来获取描述信息
feat: 回测模式下在策略代码中提前订阅行情再调用current，会根据订阅频度（tick，分钟bar，日线）取回测当前时刻的最新价格返回，超出历史行情权限会报错中止回测；不订阅current会取回测当前时刻最近的日线收盘价返回

Version 3.0.166

fix: current 没有返回"0"值字段
fix: get_instruments、get_history_instruments 查询参数fields包含 is_adjusted 时，is_adjusted字段没有返回
feat: 新增期货每日成交持仓排名接口（多标的多指标）

Version 3.0.165

fix: 单独订阅 3600s 与同时订阅 tick 和 3600s 所产生的 3600s 数据 open 和 high 不一致
fix: context.data在回测模式下盘中可以取到当天的日线数据(未来数据)
feat: 支持Python 3.12

Version 3.0.164

修复 context.data 函数bug
移除 arrow 库依赖, 改为使用 Python 原生日期库

Version 3.0.163

context.data 优化, 增加两种新的返回类型
新增龙虎榜和北向资金接口
增加 get_cash 和 get_position 接口

Version 3.0.162

添加新的回调函数, on_customized_message - 定制消息推送事件
修改回测时间错误提示文案
日内回测行情提取逻辑调整, 匹配单次33000条记录限制
修正回测内存过大问题
优化 history 和 history_n 速度
增加 tzdata 依赖, 解决 tick 和 bar 转换为 pandas DataFrame 时过慢问题

Version 3.0.161

current 函数添加 include_call_auction 入参

Version 3.0.160

SDK 支持 Python 3.11 版本
对不常用到的依赖库设置为可选依赖项, 现在默认移除 scipy 库的依赖, 要下载所有依赖可使用 pip install gm[all] 命令
Pandas 的默认精度改为8位小数
修复 tick 回测模式 created_at 字段毫秒数错误问题
添加新枚举值, 委托类型 OrderType 相关

Version 3.0.159

修复context.data报错问题

Version 3.0.158

修复context.data取日线数据少了最近一天的问题
修复回测模式下，订阅用了wait_group=True，导致定时任务处理时间不对问题
Tick增加iopv字段
交易所增加广期所

Version 3.0.157

修正 Order 对象被错误过滤掉 order_business 和 position_src 字段的问题

Version 3.0.156

新增做市API
新增10个财务接口
修复get_history_instruments接口conversion_price字段取数错误问题
get_symbols增加股转作市业务相关字段
修正回测错误时，返回错误码与扩展信息不一致问题
增加枚举常量 OrderBusiness_MARKET_MAKING

Version 3.0.155

两融API改造, 补全头寸来源 position_src, 负债合约编号 debtsno 和还款方式 repay_type 三个字段
修复 context.data 获取日线bar时有重复数据的bug
current 接口支持 field 过滤
修复 stk_get_index_constituents 接口返回值 weight 为 0 bug
Python3.9 的 pandas 库 1.5 版本有bug, 在转带时区的datetime数据时非常慢, 限制 pandas 库的最高版本号避免

Version 3.0.154

修正用广发端时AccountStatus事件中account_name缺失问题
修正AccountStatus状态为6问题
SDK 报错提示错误信息文案优化
支持分布式部署, Linux SDK 现在可以连上终端
修复投研数据查询接口返回值时间格式问题
指数成分查询函数stk_get_index_constituents增加总市值和流通市值字段
优化回测时 on_tick 和 on_bar 的性能瓶颈
修复行情连接断开又连上后，订阅行情成功策略却退出问题
context.account().status 的类型改为 dict 类型

Version 3.0.153

修复 SDK Python 3.10 版本的第三方依赖库兼容性问题

Version 3.0.152

修复部分老接口日期格式兼容问题
修复 grpc 网络错误问题
限制第三方库最高版本以保证兼容性

Versino 3.0.151

修正使用数据代理时还在读取sdk缓存问题
优化 SDK 依赖项, 保证 SDK 安装兼容性

Version 3.0.150

本地数据代理优化
SDK 报错机制改造
新增接口 set_option - 设置策略运行系统选项, 目前支持设置回测运行的最大线程数和触发流控时最大等待时间
优化回测时的超时机制，避免部分回测业务不正常
添加枚举量, 新的委托拒绝原因
接口变更, 查询指数成分股接口新增 trade_date 参数
修复 AccountStatus 查询与推送系列问题
回测模式下载数据时打印相关指引信息

Version 3.0.149

新增广发期权组合保证金API

Version 3.0.148

新增财务数据接口
修复已知 bug

Version 3.0.147

修复启动速度过慢的问题
修复调用 get_history_symbols 接口时进程崩溃退出问题

Version 3.0.146

修复 get_symbols 和 get_history_symbols 接口 bug
Tick 类型添加 ask_q, bid_q 字段

Version 3.0.145

新增投研数据查询接口
修复 ipo_get_match_number 和 ipo_get_lot_info 函数日期参数传输错误 bug
修复 get_history_instruments 函数返回值不存在 info 字段时产生的 Bug
修复用 in 判断 BarLikeDict2 对象时无法退出的 bug

Version 3.0.144

修复 get_history_instruments 返回错误的调整标志的 Bug

Version 3.0.143

增加接口 bond_convertible_get_call_info - 查询可转债赎回信息

Version 3.0.142

context.data 获取 tick 时返回格式修正为 DataFrame
get_history_instrument 增加可转债字段
支持 Python3.10, 弃用 Python2.7

Version 3.0.141

限制 protobuf 版本小于 4.0 防止不兼容情况
修复 get_history_instruments 里获取的保证金比例 margin_ratio 获取的是最新数据而不是历史数据的问题

Version 3.0.140

算法单新增 algo_params 字段
兼容老版本客户端传入错误的默认参数 undefined 的情况
实时模式能正确返回错误信息
instrument 添加 conversion_price 字段

Version 3.0.139

修复 Python 3.7.1 版本 typing_extensions 依赖问题, typing_extensions 版本需要大于等于 4.1.1
增加 get_expire_rest_days 查询到期剩余天数
修改 option_covered_open 备兑开仓, 在回测/仿真模式下不占用保证金
修改 option_covered_close 备兑平仓, 在回测/仿真模式下不释放保证金
新增 option_preorder_valid_volume 备兑标志, 可获取备兑可开数量
run 函数新增 backtest_match_mode 参数, 设置回测撮合模式, 可设定市价单是否采用当前 bar/tick 撮合成交

Version 3.0.138

策略进程退出前, SDK主动退订已订阅代码, 恢复订阅权限
修复回测模式中在 on_bar 或 on_tick 里下单后资金和持仓没有变化的问题
兼容 Pandas 1.4.0 以上版本
option_get_symbols_by_exchange 增加参数 adjust_flag
修复 get_history_instruments 返回的 multiplier 和 exercise_price 字段只取最新数据问题
之前对所有的浮点数四舍五入改为仅对价格类的字段四舍五入4位小数
run 添加参数 backtest_commission_unit, 表示回测手续费需要按张收取
option_get_symbols_by_in_at_out 添加参数 adjust_flag 来决定选择的合约范围是否包含调整过的合约
修复 get_instruments 的 exchanges 不支持list格式问题
增加针对剩余时间t=0导致分母为0的健壮性处理, 定价模型计算时剩余时间最小值设置为 0.01

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Release history Release notifications | RSS feed

This release

3.0.186

Jul 28, 2026

3.0.185

Jun 30, 2026

3.0.184

Jun 2, 2026

3.0.183

Feb 7, 2026

3.0.182

Feb 4, 2026

3.0.180

Dec 12, 2025

3.0.179

Oct 31, 2025

3.0.178

Aug 7, 2025

3.0.177

Apr 18, 2025

3.0.176

Apr 11, 2025

3.0.175

Feb 27, 2025

3.0.174

Feb 19, 2025

3.0.173

Dec 24, 2024

3.0.172

Nov 29, 2024

3.0.171

Aug 16, 2024

3.0.170

Aug 14, 2024

3.0.169

Aug 13, 2024

3.0.168

Jun 24, 2024

3.0.167

Jun 3, 2024

3.0.166

May 20, 2024

3.0.165

Apr 12, 2024

3.0.164

Mar 6, 2024

3.0.163

Jan 26, 2024

3.0.162

Dec 29, 2023

3.0.161

Nov 22, 2023

3.0.160

Oct 27, 2023

3.0.159

Sep 1, 2023

3.0.158

Aug 29, 2023

3.0.157

Jul 14, 2023

3.0.156

Jul 7, 2023

3.0.155

May 26, 2023

3.0.154

Apr 21, 2023

3.0.153

Apr 13, 2023

3.0.152

Apr 10, 2023

3.0.151

Mar 31, 2023

3.0.150

Mar 30, 2023

3.0.149

Feb 24, 2023

3.0.148

Jan 16, 2023

3.0.147

Dec 13, 2022

3.0.146

Nov 25, 2022

3.0.145

Oct 28, 2022

3.0.144

Sep 5, 2022

3.0.143

Aug 12, 2022

3.0.142

Jul 8, 2022

3.0.141

Jun 28, 2022

3.0.140

Jun 9, 2022

3.0.139

Apr 1, 2022

3.0.138

Feb 25, 2022

3.0.137

Dec 28, 2021

3.0.136

Nov 12, 2021

3.0.135

Sep 2, 2021

3.0.134

Mar 2, 2021

3.0.133

Mar 2, 2021

3.0.132

Feb 5, 2021

3.0.131

Jan 7, 2021

3.0.130

Dec 28, 2020

3.0.129

Dec 18, 2020

3.0.128

Nov 28, 2020

3.0.127

Aug 27, 2020

3.0.126

Jun 21, 2020

3.0.125

Aug 29, 2019

3.0.124

Jul 11, 2019

3.0.123

Apr 24, 2019

3.0.122

Apr 22, 2019

3.0.121

Apr 12, 2019

3.0.120

Apr 8, 2019

3.0.119

Mar 12, 2019

3.0.118

Mar 4, 2019

3.0.117

Jan 18, 2019

3.0.116

Jan 16, 2019

3.0.115

Jan 15, 2019

3.0.114

Jan 15, 2019

3.0.113

Jan 14, 2019

3.0.112

Nov 2, 2018

3.0.111

Sep 1, 2018

3.0.110

Aug 30, 2018

3.0.0.109

Aug 23, 2018

3.0.0.108

Aug 23, 2018

3.0.0.107

Jul 5, 2018

3.0.0.106

Jul 3, 2018

3.0.0.105

Jun 5, 2018

3.0.0.104

Jun 5, 2018

3.0.0.103

May 30, 2018

3.0.0.101

May 23, 2018

3.0.0.100

May 23, 2018

3.0.0.99

May 16, 2018

3.0.0.98

May 9, 2018

3.0.0.97

May 4, 2018

3.0.0.95

Apr 17, 2018

3.0.0.93

Apr 16, 2018

3.0.0.92

Apr 14, 2018

3.0.0.91

Apr 12, 2018

3.0.0.90

Mar 29, 2018

3.0.0.89

Mar 20, 2018

3.0.0.88

Feb 8, 2018

3.0.0.86

Jan 29, 2018

3.0.0.85

Jan 19, 2018

3.0.0.84

Jan 19, 2018

3.0.0.82

Jan 17, 2018

3.0.0.81

Jan 2, 2018

3.0.0.80

Jan 2, 2018

3.0.0.79

Dec 22, 2017

3.0.0.78

Dec 22, 2017

3.0.0.76

Dec 16, 2017

3.0.0.74

Dec 8, 2017

3.0.0.73

Dec 6, 2017

3.0.0.72

Dec 1, 2017

3.0.0.71

Nov 28, 2017

3.0.0.70

Nov 27, 2017

3.0.0.69

Nov 25, 2017

3.0.0.68

Nov 25, 2017

3.0.0.67

Nov 22, 2017

3.0.0.66

Nov 21, 2017

3.0.0.64

Nov 17, 2017

3.0.0.63

Nov 16, 2017

3.0.0.62

Nov 15, 2017

3.0.0.61

Nov 13, 2017

3.0.0.60

Nov 8, 2017

3.0.0.59

Nov 6, 2017

3.0.0.58

Nov 6, 2017

3.0.0.57

Nov 1, 2017

3.0.0.56

Nov 1, 2017

3.0.0.55

Oct 31, 2017

3.0.0.54

Oct 30, 2017

3.0.0.53

Oct 28, 2017

3.0.0.52

Oct 27, 2017

3.0.0.51

Oct 27, 2017

3.0.0.50

Oct 27, 2017

3.0.0.47

Oct 27, 2017

3.0.0.46

Oct 27, 2017

3.0.0.45

Oct 27, 2017

3.0.0.44

Oct 25, 2017

3.0.0.42

Oct 24, 2017

3.0.0.41

Oct 24, 2017

3.0.0.40

Oct 23, 2017

3.0.0.38

Oct 23, 2017

3.0.0.37

Oct 23, 2017

3.0.0.36

Oct 21, 2017

3.0.0.35

Oct 20, 2017

3.0.0.34

Oct 19, 2017

3.0.0.33

Oct 18, 2017

3.0.0.32

Oct 18, 2017

3.0.0.31

Oct 18, 2017

3.0.0.30

Oct 18, 2017

3.0.0.29

Oct 18, 2017

3.0.0.28

Oct 17, 2017

3.0.0.27

Oct 17, 2017

3.0.0.26

Oct 17, 2017

3.0.0.25

Oct 17, 2017

3.0.0.24

Oct 16, 2017

3.0.0.23

Oct 14, 2017

3.0.0.22

Oct 13, 2017

3.0.0.21

Oct 13, 2017

3.0.0.20

Oct 12, 2017

3.0.0.19

Oct 11, 2017

3.0.0.18

Oct 11, 2017

3.0.0.17

Oct 11, 2017

3.0.0.16

Oct 10, 2017

3.0.0.15

Oct 10, 2017

3.0.0.14

Sep 30, 2017

3.0.0.12

Sep 29, 2017

3.0.0.11

Sep 27, 2017

3.0.0.10

Sep 26, 2017

3.0.0.9

Sep 26, 2017

3.0.0.8

Sep 25, 2017

3.0.0.7

Sep 25, 2017

3.0.0.6

Sep 23, 2017

2.4.0rc1 pre-release

Sep 11, 2015

2.1.3rc1 pre-release

Sep 7, 2015

2.1.2

Sep 2, 2015

gm 3.0.186

掘金量化

Changelog

Version v3.0.186

Version v3.0.185

Version v3.0.184

Version v3.0.183

Version v3.0.182

Version v3.0.181

Version v3.0.180

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