xtquant_240329
Project description
数据
郑商所期货品种支持使用4位年月代码(例如:CF2303.ZF)
xtdata.get_instrument_detail()支持使用4位年月代码获取
历史主力合约数据 新增4位年月代码字段
支持获取etf的iopv数据 分笔数据添加iopv字段(pe) xtdata.get_market_data()系列函数 数据周期:etfiopv1m(分钟级) etfiopv1d(日级)
期权函数xtdata.get_option_detail_data() 新增标的品种代码字段 OptUndlCodeFull
新增板块 上证转债、沪深转债、T+0基金
功能
连接状态监听接口回调数据结构调整 xtdata.watch_quote_server_status() xtdata.watch_xtquant_status()
新增接口 xtdata.subscribe_formula() 支持连接投研端调用vba
token模式下支持按用户权限放开并行接入数量
本地python回测支持多线程
优化7*24连续交易的问题
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