TqSdk2 天勤量化交易策略程序开发包
TqSdk2 是一个由 信易科技 发起并贡献主要代码的, 采用 C++ 核心架构, 对外提供 python 和 C++ 接口的库.
依托 快期多年积累成熟的交易和行情服务器体系 和开源量化 python 库 TqSdk, TqSdk2 支持用户使用很少的代码量构建各种类型的量化交易策略程序, 并提供包含 历史数据-实时数据-开发调试-策略回测-模拟交易-实盘交易-运行监控-风险管理 的全套解决方案
from tqsdk2 import TqApi, TqAuth, TqAccount, TargetPosTask
api = TqApi(TqAccount("H海通期货", "4003242", "123456"), auth=TqAuth("信易账户", "账户密码")) # 创建 TqApi 实例, 指定交易账户
q_1910 = api.get_quote("SHFE.rb1910") # 订阅近月合约行情
t_1910 = TargetPosTask(api, "SHFE.rb1910") # 创建近月合约调仓工具
q_2001 = api.get_quote("SHFE.rb2001") # 订阅远月合约行情
t_2001 = TargetPosTask(api, "SHFE.rb2001") # 创建远月合约调仓工具
while True:
api.wait_update() # 等待数据更新
spread = q_1910.last_price - q_2001.last_price # 计算近月合约-远月合约价差
print("当前价差:", spread)
if spread > 250:
print("价差过高: 空近月，多远月")
t_1910.set_target_volume(-1) # 要求把1910合约调整为空头1手
t_2001.set_target_volume(1) # 要求把2001合约调整为多头1手
elif spread < 200:
print("价差回复: 清空持仓") # 要求把 1910 和 2001合约都调整为不持仓
t_1910.set_target_volume(0)
t_2001.set_target_volume(0)
要快速了解如何使用TqSdk2 , 可以访问我们的 十分钟快速入门指南.
Features
TqSdk2 提供的功能可以支持从简单到复杂的各类策略程序.
- 提供当前所有可交易合约从上市开始的 全部Tick数据和K线数据
- 支持数十家期货公司的 实盘交易
- 支持通过直连模式接入期货公司进行交易
- 支持直连直连模式接入期货公司 CTP 柜台
- 支持 模拟交易
- 提供近百个 技术指标函数及源码
- 用户无须建立和维护数据库, 行情和交易数据全在 内存数据库 , 无访问延迟
- 优化支持 pandas 和 numpy 库
- 无强制框架结构, 支持任意复杂度的策略, 在一个交易策略程序中使用多个品种的K线/实时行情并交易多个品种
Installation
TqSdk2 支持 Windows 和 Ubuntu 20.04 环境下 Python 3.6.4 及以上版本。
Windows
TqSdk2 核心代码依赖 C++ 运行库, 若您的环境中缺少该库, 可以到微软官网下载安装对应版本即可( vc_redist 下载地址).
推荐使用 pip 进行安装
$ pip install tqsdk2
Linux
TqSdk2 采用发布包遵循 PEP600 标准, 支持 Linux 发行版如下:
安装如下:
$ sudo apt update
$ sudo apt install -y build-essential
$ sudo apt install -y python3 python3-pip
$ sudo pip install pip --upgrade
$ sudo pip install tqsdk2
注: 国内用户使用 pip 进行 Python 包安装下载时, 默认采用的是国外镜像源, 下载速度可能较慢. 推荐切换至清华源 后再进行 TqSdk2 的下载安装.
Documentation
在线阅读HTML版本文档: https://doc.shinnytech.com/tqsdk2/latest
在线问答社区: https://www.shinnytech.com/qa
知乎账户【天勤量化】：https://www.zhihu.com/org/tian-qin-liang-hua/activities
用户交流QQ群: 619870862 (目前只允许给我们点过STAR的同学加入, 加群时请提供github用户名)
License
TqSdk2 在 Apache License 2.0 协议下提供, 使用者可在遵循此协议的前提下自由使用本软件.
About us
信易科技 是专业的期货软件供应商和交易所授权行情服务商. 旗下的快期系列产品已为市场服务超过10年.
2 maintainers
Metadata
2 maintainers
Release files for tqsdk2 2.3.3
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distributions (wheels)
| File | Reset | |||
|---|---|---|---|---|
| tqsdk2-2.3.3-cp312-cp312-win_amd64.whl | CPython 3.12 | CPython 3.12 | Windows x86-64 | Details |
| tqsdk2-2.3.3-cp312-cp312-manylinux_2_31_x86_64.whl | CPython 3.12 | CPython 3.12 | Linux glibc 2.31+ x86-64 | Details |
| tqsdk2-2.3.3-cp311-cp311-win_amd64.whl | CPython 3.11 | CPython 3.11 | Windows x86-64 | Details |
| tqsdk2-2.3.3-cp311-cp311-manylinux_2_31_x86_64.whl | CPython 3.11 | CPython 3.11 | Linux glibc 2.31+ x86-64 | Details |
| tqsdk2-2.3.3-cp310-cp310-win_amd64.whl | CPython 3.10 | CPython 3.10 | Windows x86-64 | Details |
| tqsdk2-2.3.3-cp310-cp310-manylinux_2_31_x86_64.whl | CPython 3.10 | CPython 3.10 | Linux glibc 2.31+ x86-64 | Details |
| tqsdk2-2.3.3-cp39-cp39-win_amd64.whl | CPython 3.9 | CPython 3.9 | Windows x86-64 | Details |
| tqsdk2-2.3.3-cp39-cp39-manylinux_2_31_x86_64.whl | CPython 3.9 | CPython 3.9 | Linux glibc 2.31+ x86-64 | Details |
| tqsdk2-2.3.3-cp38-cp38-win_amd64.whl | CPython 3.8 | CPython 3.8 | Windows x86-64 | Details |
| tqsdk2-2.3.3-cp38-cp38-manylinux_2_31_x86_64.whl | CPython 3.8 | CPython 3.8 | Linux glibc 2.31+ x86-64 | Details |
| tqsdk2-2.3.3-cp37-cp37m-win_amd64.whl | CPython 3.7 | CPython 3.7 pymalloc | Windows x86-64 | Details |
| tqsdk2-2.3.3-cp37-cp37m-manylinux_2_31_x86_64.whl | CPython 3.7 | CPython 3.7 pymalloc | Linux glibc 2.31+ x86-64 | Details |
Total release size: 28.0 MB
Release files / tqsdk2-2.3.3-cp312-cp312-win_amd64.whl
| Download URL | tqsdk2-2.3.3-cp312-cp312-win_amd64.whl |
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| Tags | CPython 3.12 Windows x86-64 |
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Release files / tqsdk2-2.3.3-cp312-cp312-manylinux_2_31_x86_64.whl
| Download URL | tqsdk2-2.3.3-cp312-cp312-manylinux_2_31_x86_64.whl |
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| Size | 2.6 MB |
| Tags | CPython 3.12 Linux glibc 2.31+ x86-64 |
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Release files / tqsdk2-2.3.3-cp311-cp311-win_amd64.whl
| Download URL | tqsdk2-2.3.3-cp311-cp311-win_amd64.whl |
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Release files / tqsdk2-2.3.3-cp311-cp311-manylinux_2_31_x86_64.whl
| Download URL | tqsdk2-2.3.3-cp311-cp311-manylinux_2_31_x86_64.whl |
|---|---|
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| Tags | CPython 3.11 Linux glibc 2.31+ x86-64 |
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Release files / tqsdk2-2.3.3-cp310-cp310-win_amd64.whl
| Download URL | tqsdk2-2.3.3-cp310-cp310-win_amd64.whl |
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| Size | 2.0 MB |
| Tags | CPython 3.10 Windows x86-64 |
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Release files / tqsdk2-2.3.3-cp310-cp310-manylinux_2_31_x86_64.whl
| Download URL | tqsdk2-2.3.3-cp310-cp310-manylinux_2_31_x86_64.whl |
|---|---|
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| Tags | CPython 3.10 Linux glibc 2.31+ x86-64 |
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| Uploaded via |
twine/5.1.0 CPython/3.12.4
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Release files / tqsdk2-2.3.3-cp39-cp39-win_amd64.whl
| Download URL | tqsdk2-2.3.3-cp39-cp39-win_amd64.whl |
|---|---|
| Size | 2.1 MB |
| Tags | CPython 3.9 Windows x86-64 |
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| Uploaded via |
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Release files / tqsdk2-2.3.3-cp39-cp39-manylinux_2_31_x86_64.whl
| Download URL | tqsdk2-2.3.3-cp39-cp39-manylinux_2_31_x86_64.whl |
|---|---|
| Size | 2.6 MB |
| Tags | CPython 3.9 Linux glibc 2.31+ x86-64 |
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| Uploaded via |
twine/5.1.0 CPython/3.12.4
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Release files / tqsdk2-2.3.3-cp38-cp38-win_amd64.whl
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| Size | 2.0 MB |
| Tags | CPython 3.8 Windows x86-64 |
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Release files / tqsdk2-2.3.3-cp38-cp38-manylinux_2_31_x86_64.whl
| Download URL | tqsdk2-2.3.3-cp38-cp38-manylinux_2_31_x86_64.whl |
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| Size | 2.6 MB |
| Tags | CPython 3.8 Linux glibc 2.31+ x86-64 |
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Release files / tqsdk2-2.3.3-cp37-cp37m-win_amd64.whl
| Download URL | tqsdk2-2.3.3-cp37-cp37m-win_amd64.whl |
|---|---|
| Size | 2.0 MB |
| Tags | CPython 3.7 CPython 3.7 pymalloc Windows x86-64 |
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| Uploaded via |
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Release files / tqsdk2-2.3.3-cp37-cp37m-manylinux_2_31_x86_64.whl
| Download URL | tqsdk2-2.3.3-cp37-cp37m-manylinux_2_31_x86_64.whl |
|---|---|
| Size | 2.7 MB |
| Tags | CPython 3.7 CPython 3.7 pymalloc Linux glibc 2.31+ x86-64 |
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| Uploaded via |
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