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XtQuant

迅投(XtQuant)量化交易接口,提供行情数据、财务数据、交易接口等功能。

功能模块

  • xtdata - 行情数据模块
  • xttrader - 交易接口模块

系统要求

  • Windows x64
  • Python 3.6 - 3.13

安装

pip install xtquant

文档

详见 xtquant文档

更新说明

250807.1.2

token模式,K线全推和全推数据加载模式调整 从xtdc.init()后立刻加载,调整为在第一次使用数据时加载

xttrader支持智能算法 获取智能算法参数配置信息接口get_smart_algo_param 智能算法下单接口smart_algo_order_async 智能算法任务查询接口query_smart_algo_task 智能算法任务撤销接口cancel_smart_algo_task_async

获取当前连接订阅的数据信息 xtdata.get_current_connect_sub_info(需要投研版本)

获取客户端所有订阅信息 xtdata.get_all_sub_info()(需要投研版本)

获取委托在千档队列中的排名 xtdata.get_order_rank() (需要投研版本)

token模式可以设置千档数据源模式 xtdc.set_thousand_source_mode()

token模式同datadir只允许启动一个xtdc进程

get_tabular_data参数不合法返回None

大单统计字段调整,查阅xtdata.md文档

vix市场的订阅和全推支持显示夜盘真实时间

修复期货0点前夜盘复权不生效的问题

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