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xtquant_250516

Project description

功能

支持python3.13版本

xttrader 支持银证转账 银行信息查询 xttrader.query_bank_info() 银行账户余额查询xttrader.query_bank_amount() 银证转账转入 xttrader.bank_transfer_in() 银证转账转出 xttrader.bank_transfer_out() 银行卡流水记录查询xttrader.query_bank_transfer_stream()

xttrader 支持期货和期权资金划转 权资金转期货 xttrader.ctp_transfer_option_to_future() 期货资金转期权 xttrader.ctp_transfer_future_to_option()

xttrader支持北交所 xtconstant 添加北交所市价报价方式说明

xttrader 交易数据字段调整 委托 XtOrder 新增 股东代码 secu_account 证券名称 instrument_name 成交 XtTrade 新增 股东代码 secu_account 证券名称 instrument_name 持仓 XtPosition 新增 股东代码 secu_account 证券名称 instrument_name 当前价 last_price 盈亏比例 profit_rate 浮动盈亏 float_profit 持仓盈亏 position_profit 开仓日期 open_date(只对期货可用) 账号资金 XtAsset 新增 可取余额 fetch_balance 当前余额 current_balance(当前余额 = 可用资金 + 冻结资金)

xtdata获取数据函数支持以datetime形式传入时间范围

数据

合约信息添加交易日字段 TradingDay xtdata.get_instrument_detail()

支持获取大单统计数据(需要vip权限) xtdata.get_transactioncount()

支持获取带有分类信息的板块列表(需要投研版本) xtdata.get_sector_info()

期权合约信息添加期权预估保证金 OptEstimatedMargin(需要投研版本) xtdata.get_option_detail_data()

郑商所期货、期权品种提供标准化代码的字段(如 MA2504.ZF)(需要投研版本)

xtdata获取数据函数支持ATM市场 xtdata.get_market_data() xtdata.get_market_data_ex()

BugFix: 订阅数据问题

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