update xtquant version to 250425

src/xtquant/__init__.py

@@ -3,7 +3,6 @@
 __version__ = "xtquant"
 
 
-
 def check_for_update(package_name):
     import requests
     from pkg_resources import get_distribution

src/xtquant/config/downloadSchedule.json

@@ -0,0 +1 @@
+{}

src/xtquant/config/user/root2/lua/FunStatistic.lua

@@ -328,12 +328,19 @@ function c_relate()
 end
 
 function c_std()
-    local cache = FormulaDataCacheDouble(cacheDoubleNum)
-    function std_func(value, N, timetag, __formula, type)
-        local ret = std(value, cache, N, timetag, __formula, type)
-        return ret
+    local container = FormulaCacheContainer()
+    function wrapper(X, N, timetag, formula)
+        return std(container, X, N, timetag, formula)
     end
-    return std_func
+    return wrapper
+end
+
+function c_stdp()
+    local container = FormulaCacheContainer()
+    function wrapper(X, N, timetag, formula)
+        return stdp(container, X, N, timetag, formula)
+    end
+    return wrapper
 end
 
 function c_var()
@@ -345,15 +352,6 @@ function c_var()
     return var_func
 end
 
-function c_stdp()
-    local cache = FormulaDataCacheDouble(cacheDoubleNum)
-    function stdp_func(value, N, timetag, __formula)
-        local ret = stdp(value, cache, N, timetag, __formula)
-        return ret
-    end
-    return stdp_func
-end
-
 function c_varp()
     local cache = FormulaDataCacheDouble(cacheDoubleNum)
     function varp_func(value, N, timetag, __formula)

src/xtquant/config/user/root3/config/config_cmd

@@ -0,0 +1 @@
+÷³Ñªg幃bÚh“V‡(EŸ¨)ê´í‹5Ðða<mïmZ!Rß– Ê•GÅ

src/xtquant/config/xtquantservice.lua

@@ -1,4 +1,4 @@
--- 取Client配置
+-- 取Client配置
 
 function()
     local ret = {
@@ -17,6 +17,7 @@ function()
         threadPools = {
             --datasource
             datasource_callback = 10,
+            datasource_process = 3,
             datasource_req = 10,
             datasource_other = 5,
             datasource_tradedate_change = 1,
@@ -26,14 +27,14 @@ function()
             accounts = 5,
             persistmini = 1,
             subquote = 3,
-            --python策略运行
+            --python策略运行
             pystrategy_run = 3,
             --msgservice
             msg_service = 1,
             uicontrol_hpf_data_model = 1,
             server_miniquote = 1,
             server_vbaservice = 1,
-            --指标全推
+            --指标全推
             index_quote = 2,
         },
         client_xtservice = {
@@ -78,7 +79,7 @@ function()
             ["1011"] = "0",
             ["1801"] = "0",
             ["1802"] = "0",
-            ["1803"] = "60000",
+            ["1803"] = "60000,86400000",
             ["1804"] = "0",
             ["1806"] = "0",
             ["1808"] = "60000,86400000",
@@ -91,20 +92,33 @@ function()
             ["2003"] = "86400000",
             ["2004"] = "86400000",
             ["2006"] = "86400000",
+            ["2013"] = "86400000",
+            ["2014"] = "0",
+            ["2016"] = "86400000",
+            ["2017"] = "60000",
+            ["2018"] = "60000",
+            ["2999"] = "86400000",
             ["3000"] = "0",
             ["3001"] = "60000,300000,3600000,86400000",
             ["3002"] = "60000",
             ["3004"] = "60000",
+            ["3006"] = "60000,86400000",
             ["3013"] = "86400000",
+            ["3014"] = "60000,86400000",
+            ["3015"] = "86400000",
+            ["3017"] = "0,86400000",
+            ["3018"] = "86400000",
+            ["3019"] = "86400000",
             ["3030"] = "0",
             ["4000"] = "86400000",
             ["4002"] = "60000,300000,3600000,86400000",
-            ["4011"] = "60000,86400000",
+            ["4003"] = "60000,300000,3600000,86400000",
+            ["4011"] = "60000,300000,3600000,86400000",
             ["4999"] = "86400000",
             ["5000"] = "0",
             ["5002"] = "86400000",
             ["5003"] = "0",
-            ["9000"] = "0",
+            ["9000"] = "0,86400000", 
         },
         config = {
             configdir = "../config",

src/xtquant/config/xtquoterconfig.xml

@@ -5,19 +5,15 @@
     <QuoterServers autoupdate="0" current_trade_option="" current_trade_future="" current_shkstock="" autochangeserver="0" current_trade_hkstock="" current_trade_stock="" current_future="" reconnectonlost="1" current_future_option="" current_trade_future_option="" current_trade_shkstock="" current_trade_gold="" autohide="1" current_trade_neeq="" current_gold="" current_hkstock="" current_option="" nWholeQuoteGear="5" current_neeq="" showdlgonlost="0" current_stock="">
         <QuoterServer username="" address="115.231.218.73" password="" servername="VIP迅投绍兴电信" platform="1" port="55310" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
         <QuoterServer username="" address="115.231.218.79" password="" servername="VIP迅投绍兴电信" platform="1" port="55310" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.11" password="" servername="VIP迅投东莞电信" platform="1" port="55310" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.27" password="" servername="VIP迅投东莞电信" platform="1" port="55310" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.121" password="" servername="迅投东莞主站" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.122" password="" servername="迅投东莞主站" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
-        <QuoterServer username="" address="43.242.96.162" password="" servername="迅投上海主站" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
-        <QuoterServer username="" address="43.242.96.164" password="" servername="迅投上海主站" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
+        <QuoterServer username="" address="36.99.48.20" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
+        <QuoterServer username="" address="36.99.48.21" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
+        <QuoterServer username="" address="42.228.16.210" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
+        <QuoterServer username="" address="42.228.16.211" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="0" markets="" tradeusersynchro="0"/>
         <QuoterServer username="" address="115.231.218.73" password="" servername="VIP迅投绍兴电信" platform="1" port="55310" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
         <QuoterServer username="" address="115.231.218.79" password="" servername="VIP迅投绍兴电信" platform="1" port="55310" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.11" password="" servername="VIP迅投东莞电信" platform="1" port="55310" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.27" password="" servername="VIP迅投东莞电信" platform="1" port="55310" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.121" password="" servername="迅投东莞主站" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
-        <QuoterServer username="" address="218.16.123.122" password="" servername="迅投东莞主站" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
-        <QuoterServer username="" address="43.242.96.162" password="" servername="迅投浦东主站" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
-        <QuoterServer username="" address="43.242.96.164" password="" servername="迅投浦东主站" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
+        <QuoterServer username="" address="36.99.48.20" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
+        <QuoterServer username="" address="36.99.48.21" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
+        <QuoterServer username="" address="42.228.16.210" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
+        <QuoterServer username="" address="42.228.16.211" password="" servername="VIP迅投郑州电信" platform="1" port="55300" type="2" quotertype="1" markets="SZO|ZF|DF|INE|IF|SZ|SH|HK|SF|GF|SHO" tradeusersynchro="0"/>
     </QuoterServers>
 </TTQuoterConfigFile>

src/xtquant/config/xtstocktype.lua

@@ -25,7 +25,7 @@ g_stocktype_info = {
         XT_GE_SH_B = "90****,SH,102",--沪市B股
         XT_GE_SH_FUND = "50****,SH,103",--沪市封基
         XT_GE_SH_INDEX = "000***,SH,104", --沪市指数
-        XT_GE_SH_ETF = "510***|511***|512***|513***|515***|516***|517***|518***|560***|561***|562***|563***|588***,SH,105", --沪市ETF
+        XT_GE_SH_ETF = "510***|511***|512***|513***|515***|516***|517***|518***|520***|530***|560***|561***|562***|563***|588***,SH,105", --沪市ETF
         XT_GE_SH_WARRANT = "000000,SH,106", --沪市权证
         XT_GE_SH_SUBSCRIBE = "73****|78****|712***|715***|795***,SH,107", --沪市申购
         XT_GE_SH_EXCHANGEABLE_LOAN = "132***|1370**|1371**|1372**|1373**|1374**,SH,108", --沪市可交换公司债券
@@ -35,7 +35,7 @@ g_stocktype_info = {
         XT_GE_SH_SHORTTERM_CORPORATE_LOAN_TRANSFER = "1350**|1351**|1352**|1353**|1354**|1175**|1176**|1177**|1178**|1179**,SH,112", --沪市证券公司短期债券挂牌转让
         XT_GE_SH_ABS = "128***,SH,113", --信贷资产支持证券
         XT_GE_SH_CORPORATE_LOAN_PLEDGE = "102***|134***|154***|164***,SH,114", --沪市公司债券质押券入库
-        XT_GE_SH_CORPORATE_BOND = "1230**|1231**|1232**|1233**|1234**|136***|143***|1220**|1221**|1222**|1223**|1224**|155***|163***|175***|185***|188***|1375**|1376**|1377**|1378**|1379**|1385**|1386**|1387**|1388**|1389**|115***|240***|241***,SH,115", --沪市公司债
+        XT_GE_SH_CORPORATE_BOND = "1230**|1231**|1232**|1233**|1234**|136***|143***|1220**|1221**|1222**|1223**|1224**|155***|163***|175***|185***|188***|1375**|1376**|1377**|1378**|1379**|1385**|1386**|1387**|1388**|1389**|115***|240***|241***|242***|243***|244***,SH,115", --沪市公司债
         XT_GE_SH_PUBLIC_PREFERED_SHARES = "330***,SH,116", --沪市公开发行优先股交易
         XT_GE_SH_NON_PUBLIC_PREFERED_SHARES_TRANSFER = "360***,SH,117",--沪市非公开发行优先股转让
         XT_GE_SH_PUBLIC_PREFERED_SHARES_SUBSCRIBE = "770***,SH,118", --沪市公开发行优先股申购
@@ -54,10 +54,10 @@ g_stocktype_info = {
         XT_GE_SH_SEPERATION_BOND = "126***,SH,131", --沪市分离债
         XT_GE_SH_ASSET_SECURITIZATION = "121***,SH,132", --沪市资产证券化
         XT_GE_SH_CREDIT_ASSET_SUPPORTED = "128***,SH,133", --信贷资产支持证券
-        XT_GE_SH_ENTERPRISE_BOND = "120***|124***|1270**|1271**|1272**|1273**|1274**|1275**|1276**|1277**|1278**|129***|139***|1225**|1226**|1227**|1228**|1229**|152***|1840**|1841**|1842**|1843**|1844**|1845**|1846**|1847**|270***|271***|272***,SH,134", --沪市企业债（席位托管方式）
+        XT_GE_SH_ENTERPRISE_BOND = "120***|124***|127***|129***|139***|1225**|1226**|1227**|1228**|1229**|152***|184***|270***|271***|272***,SH,134", --沪市企业债（席位托管方式）
         XT_GE_SH_CONVERTIBALE_BOND = "1000**|1001**|1002**|1003**|1004**|1005**|1006**|1007**|1008**|110***|112***|113***|1110**|1111**|1112**|1113**|1114**|1180**|1181**|1182**|1183**|1184**,SH,135", --沪市可转债
-        XT_GE_SH_LOCAL_GOVERNMENT_LOAN = "130***|140***|147***|157***|160***|173***|171***|186***|101***|109***|198***|230***|231***,SH,136", --沪市地方债
-        XT_GE_SH_GOVERNMENT_LOAN = "010***|019***|020***|130***|160***|171***|009***|140***|147***|157***|173***|186***|101***|109***|198***|230***|231***,SH,137", --沪市政府债（国债+地方债）
+        XT_GE_SH_LOCAL_GOVERNMENT_LOAN = "130***|140***|147***|157***|160***|173***|171***|186***|101***|109***|198***|230***|231***|232***|233***,SH,136", --沪市地方债
+        XT_GE_SH_GOVERNMENT_LOAN = "010***|019***|020***|130***|160***|171***|009***|140***|147***|157***|173***|186***|101***|109***|198***|230***|231***|232***|233***,SH,137", --沪市政府债（国债+地方债）
         XT_GE_SH_CPB = "1370**|1371**|1372**|1373**|1374**,SH,138",--上海可交换私募债
         XT_GE_SH_STANDARD_BOND = "888880|SHRQ88,SH,139", --沪市标准券
         XT_GE_SH_CLOSED_ENDED_FUNDS = "500***|5058**,SH,140", --沪市封闭式基金
@@ -72,11 +72,11 @@ g_stocktype_info = {
         XT_GE_SH_SEPERATION_BOND_REPURCHASE = "1050**|1051**|1052**|1053**|1054**|1055**|1056**|1057*|1058**,SH,149", --分离债质押式回购标准券入库
         XT_GE_SH_BOND_OFFER_REPURCHASE = "205***,SH,150", --债券质押式报价回购
         XT_GE_SH_MS_PRIVATE_PLACEMENT_BOND = "125***|145***|150***|151***,SH,151", --中小企业私募债券在固定收益平台转让
-        XT_GE_SH_CROSS_BORDER_ETF = "513**0|5109*0,SH,152", --跨境ETF
+        XT_GE_SH_CROSS_BORDER_ETF = "513**0|510900|5205**|5206**|5207**|5208**|5209**,SH,152", --跨境ETF
         XT_GE_SH_CROSS_BORDER_LOF = "501018|501021|501023|501025|50130*|501310|501311|501313,SH,153", --跨境LOF
         XT_GE_SH_INNOVATION_CLOSED_ENDED_FUNDS = "5058**,SH,154", --上海创新型封闭式基金
         XT_GE_SF_FIXED_INCOME_ETF = "511***,SH,155",--上海的固定收益类
-        XT_GE_SH_GOLD = "518**0,SH,156",--上海黄金
+        XT_GE_SH_GOLD = "518**0,SH,156",--上海黄金ETF
         XT_GE_SH_RTMF = "5198**,SH,157",--上海实时申赎货币基金
         XT_GE_SH_TMF = "5116**|5117**|5118**|5119**,SH,158",--上海交易型货币基金
         XT_GE_SH_STOCK_IPO = "730***|732***|780***|712***|795***|787***|707***,SH,159",--上海股票申购代码
@@ -106,7 +106,7 @@ g_stocktype_info = {
         XT_GE_SH_LOAN_REPURCHASE_DAY_28 = "204028,SH,183", --沪市28天回购
         XT_GE_SH_LOAN_REPURCHASE_DAY_28_UPPER = "204091|204182,SH,184", --沪市28天以上回购
         XT_GE_SH_GSF = "502**1|502**2|502**4|502**5|502**7|502008|502018|502028|502038|502058|502049|502050,SH,185", --上海分级基金子基金
-        XT_GE_SH_ASS = "121***|1235**|1236**|1237**|1238**|1239**|128***|131***|142***|146***|149***|156***|159***|165***|168***|169***|179***|180***|183***|189***|1931**|1932**|1933**|1934**|1935**|1936**|1937**|1938**|1939**|112***|199***|260***|261***,SH,186",--上海资产支持证券
+        XT_GE_SH_ASS = "121***|1235**|1236**|1237**|1238**|1239**|128***|131***|142***|146***|149***|156***|159***|165***|168***|169***|179***|180***|183***|189***|1931**|1932**|1933**|1934**|1935**|1936**|1937**|1938**|1939**|112***|199***|260***|261***|262***|263***|264***|265***|266***,SH,186",--上海资产支持证券
         XT_GE_SH_LOAN_CBB_SCB_NEW = "733***|783***|754***|7590**|713***|718***,SH,187",--上海可转债可交换债新债申购代码
         --XT_GE_SH_EXCHANGEABLE_BOND = "759***,SH,188",--上海可交换债券
         XT_GE_SH_OPEN_END_FUND = "5190**|5191**|5192**|5193**|5194**|5195**|5196**|5197**|5199**,SH,189",--上海开放式基金申赎代码
@@ -179,11 +179,11 @@ g_stocktype_info = {
         XT_GE_SH_SUBSCRIPTION_ETF_CROSS_BORDER = "5109*3|513**3,SH,256", --上海跨境ETF认购
         XT_GE_SH_SUBSCRIPTION_REPAYMENT_ETF_CROSS_BORDER = "5109*4|513**4,SH,257", --上海跨境ETF认购扣款还款
         XT_GE_SH_NON_FUND_ETF_CROSS_BORDER = "5109*5|513**5,SH,258", --上海跨境ETF非沪市资金
-        XT_GE_SH_TRANSACTION_ETF_LOAN = "5110*0|5112*0,SH,259", --上海债券ETF交易
+        XT_GE_SH_TRANSACTION_ETF_LOAN = "5110*0|5111*0|5112*0,SH,259", --上海实物债券ETF
         XT_GE_SH_SUBSCRIPTION_ETF_LOAN = "5110*3|5112*3,SH,260", --上海债券ETF认购
         XT_GE_SH_SUBSCRIPTION_REPAYMENT_ETF_LOAN = "5110*4|5112*4,SH,261", --上海债券ETF认购扣款还款
         XT_GE_SH_NON_FUND_ETF_LOAN = "5110*5|5112*5,SH,262", --上海债券ETF非沪市资金
-        XT_GE_SH_TRANSACTION_ETF_CR_LOAN = "5113*0|5114*0|5115*0,SH,263", --上海现金申赎债券ETF交易
+        XT_GE_SH_TRANSACTION_ETF_CR_LOAN = "5113*0|5114*0|5115*0,SH,263", --上海现金债券ETF
         XT_GE_SH_FUND_ETF_CR_LOAN = "5113*2|5114*2|5115*2,SH,264", --上海现金申赎债券ETF沪市资金
         XT_GE_SH_SUBSCRIPTION_ETF_CR_LOAN = "5113*3|5114*3|5115*3,SH,265", --上海现金申赎债券ETF认购
         XT_GE_SH_SUBSCRIPTION_REPAYMENT_ETF_CR_LOAN = "5113*4|5114*4|5115*4,SH,266", --上海现金申赎债券ETF认购扣款还款
@@ -218,15 +218,15 @@ g_stocktype_info = {
         XT_GE_SH_QUOTATION_REPURCHASE_DAY_245 = "205245,SH,295", --沪市245天报价回购
         XT_GE_SH_QUOTATION_REPURCHASE_DAY_301 = "205301,SH,296", --沪市301天报价回购
         XT_GE_SH_QUOTATION_REPURCHASE_DAY_357 = "205357,SH,297", --沪市357天报价回购
-        XT_GE_SH_NON_PUBLIC_CORPORATE_LOAN = "125***|135***|145***|150***|151***|162***|166***|167***|177***|178***|194***|196***|197***|1823**|1824**|1825**|1826**|1827**|1828**|1829**|114***|250***|251***|252***|253***|254***,SH,298", --上海非公开发行公司债券
+        XT_GE_SH_NON_PUBLIC_CORPORATE_LOAN = "125***|135***|145***|150***|151***|162***|166***|167***|177***|178***|194***|196***|197***|1823**|1824**|1825**|1826**|1827**|1828**|1829**|114***|250***|251***|252***|253***|254***|255***|256***|257***,SH,298", --上海非公开发行公司债券
         XT_GE_SH_ENTERPROSE_SUPPORT_AUCTION_BOND = "142***|131***,SH,299",--企业支持债券(竞价系统可交易)
         XT_GE_SH_ABS_TRANSFER = "149***,SH,300", --沪市资产支持证券挂牌转让
         XT_GE_SH_TMFR = "5116*1|5117*1|5118*1|5119*1|5195*1|5199*1,SH,301",--上海交易型货币及其它货币基金申赎
         XT_GE_SH_PUBLIC_INFRASTRUCTURE_FUND = "5080**,SH,302",--上海公募基础设施基金
-        XT_GE_SH_DIRECTIONAL_CONVERTIBALE_BOND = "1108**|1109**,SH,303", --沪市定向可转债
+        XT_GE_SH_DIRECTIONAL_CONVERTIBALE_BOND = "1108**|1109**|1185**|1186**,SH,303", --沪市定向可转债
         XT_GE_SH_50_ETF = "510050,SH,350",
         XT_GE_SH_300_ETF = "510300,SH,351",
-        XT_GE_SH_PUBLIC_CORPORATE_TRADE_LOAN = "115***|136***|143***|163***|175***|185***|188***|240***|241***,SH,352", --上海公开发行公司债现券交易
+        XT_GE_SH_PUBLIC_CORPORATE_TRADE_LOAN = "115***|136***|143***|163***|175***|185***|188***|240***|241***|242***|243***|244***,SH,352", --上海公开发行公司债现券交易
         XT_GE_SH_TECH_BOARD_ETF = "5880*1|5881*1|5882*1|5883*1|5884*1,SH,353", -- 上海科创板etf申赎
         XT_GE_SH_NON_PUBLIC_CONVERTIBLE_CORPORATE_LOAN = "1108**|1109**,SH,354", -- 上海非公开发行可转换公司债券
         XT_GE_SH_TECH_BOARD_CONVERTIBLE_BOND = "1180**|1181**|1182**|1183**|1184**,SH,355", -- 上海科创板可转债
@@ -238,12 +238,13 @@ g_stocktype_info = {
         XT_GE_SH_GOVERNMENT_BANK_FINANCE_LOAN_DISTRIBUTE_SALE = "7512**|7513**,SH,361", --政策性银行金融债券分销
         XT_GE_SH_LOCAL_GOVERNMENT_LOAN_ONLINE_DISTRIBUTE_SALE = "75190*|75191*|75192*|75193*|75194*|75195*|75196*,SH,362", --地方政府债券网上分销
         XT_GE_SH_PLACING = "703***,SH,363", -- 上海配售
-        XT_GE_SH_TECH_BOARD_ETF_ETFCODE = "5880*0|5881*0|5882*0|5883*0|5884*0,SH,364", -- 上海科创板etf
+        XT_GE_SH_TECH_BOARD_ETF_ETFCODE = "588***,SH,364", -- 上海科创板etf
         XT_GE_SH_MAIN_BOARD = "60****,SH,365", -- 沪市主板
         XT_GE_SH_500_ETF = "510500,SH,366", -- 上海500etf
         XT_GE_SH_TECH_BOARD_50_ETF = "588080,SH,367", --科创板50ETF
         XT_GE_SH_TECH_50_ETF = "588000,SH,368", --科创50ETF
         XT_GE_SH_GOV_ALLOW = "1279**|1848**|1849**,SH,369",--上海政府支持债券
+        XT_GE_SH_TECH_DIRECTIONAL_CONVERTIBALE_BOND = "1185**|1186**,SH,370", --沪市科创板定向可转债
 
         XT_GE_SZ_A = "00****|30****,SZ,10001",--深市A股
         XT_GE_SZ_B = "20****,SZ,10002",--深市B股
@@ -257,13 +258,13 @@ g_stocktype_info = {
         XT_GE_SZ_GLR = "131990,SZ,10010",--深市国债回购(131990不是的，需要业务支持)
         XT_GE_SZ_GLIB = "100***|101***|102***|103***|104***|105***|106***|107***,SZ,10011",--深市附息国债
         XT_GE_SZ_GLD = "108***|110***,SZ,10012",--深市贴现国债
-        XT_GE_SZ_CB = "112***,SZ,10013",--深市公司债
+        XT_GE_SZ_CB = "112***|524***|525***|526***|527***|528***|529***,SZ,10013",--深市公司债
         XT_GE_SZ_EB = "111***,SZ,10014",--深市企业债
         XT_GE_SZ_SB = "115***,SZ,10015",--深市分离债
-        XT_GE_SZ_MSP_PB = "118***|114***|133***|134***,SZ,10016",--深市私募债
+        XT_GE_SZ_MSP_PB = "118***|114***|133***|134***|520***|521***|522***|523***,SZ,10016",--深市非公开发行公司债券
         XT_GE_SZ_SFMP = "119***,SZ,10017",--深市专项资金管理规划
-        XT_GE_SZ_LGL = "109***|104***|105***|19****|173***,SZ,10018",--深市地方政府债
-        XT_GE_SZ_CBB = "121***|122***|123***|124***|125***|126***|127***|128***|129***|10165*|10166*|10167*|10168*|10169*,SZ,10019",--深市可转债
+        XT_GE_SZ_LGL = "109***|104***|105***|106***|107***|19****|173***|56****|57****|58****|59****,SZ,10018",--深市地方政府债
+        XT_GE_SZ_CBB = "1210**|1211**|1212**|1213**|1214**|122***|123***|124***|125***|126***|127***|128***|129***,SZ,10019",--深市可转债
         XT_GE_SZ_STANDAR_B = "131990|131991|SZRQ88,SZ,10020",--深市标准券
         XT_GE_SZ_CEF = "184***,SZ,10021",--深市封闭式基金
         XT_GE_SZ_LOF = "16****,SZ,10022",--深市LOF
@@ -271,21 +272,21 @@ g_stocktype_info = {
         XT_GE_SZ_SCB_PB = "117***|1156**|1157**|1158**|1159**,SZ,10024",--深市 中小企业可交换私募债
         XT_GE_SZ_SC_SB = "1189**|1151**|1152**|1153**|1154**|1155**,SZ,10025",--深市证券公司次级债
         XT_GE_SZ_SPB = "1180**|1181**|1182**|1183**|1184**|1185**|1186**|1187**|1188**,SZ,10026",--深市其他中小企业私募债
-        XT_GE_SZ_ASS = "1161**|1162**|1163**|1164**|1191**|1192**|1193**|1194**|138***|139***|135***|136***|137***|143***|144***|146***,SZ,10027",--深市企业资产支持证券
+        XT_GE_SZ_ASS = "116***|1191**|1192**|1193**|1194**|138***|139***|135***|136***|137***|143***|144***|146***|50****|51****,SZ,10027",--深市企业资产支持证券
         XT_GE_SZ_GSF = "150***|151***,SZ,10028",--深市分级基金子基金
-        XT_GE_SZ_CB_ETF = "159920|159941|159954|159960|159963|159605|159607|159612|159615|159632|159636|159655|159711|159712|159718|159726|159735|159740|159741|159742|159747|159750|159751|159776|159788|159792|159822|159823|159850|159866|159892|159519|159696|159699|159509|159513|159506|159501|159659,SZ,10029",--深市跨境ETF
-        XT_GE_SZ_CB_LOF = "160125|160416|160717|160719|161116|161210|161714|161815|162411|164701|164705|164815|164824|165510|165513|164906|163208|162719|162416|162415|161831|161229|161130|161129|161128|161127|161126|161125|161124|160924|160923|160922|160723|160644|160322|160216|160140|160138|159691|159660|159688|159687,SZ,10030",--深市跨境LOF
+        XT_GE_SZ_CB_ETF = "159920|159941|159954|159960|159605|159607|159612|159615|159632|159636|159655|159711|159712|159718|159726|159735|159740|159741|159742|159747|159750|159751|159776|159788|159792|159822|159823|159850|159866|159892|159519|159696|159699|159509|159513|159506|159501|159659|159568|159577|159529|159570|159567|159502|159518|159691|159660|159688|159687|159318|159303|159329|159331|159569|159302|159333|159312,SZ,10029",--深市跨境ETF
+        XT_GE_SZ_CB_LOF = "160125|160416|160717|160719|161116|161210|161714|161815|162411|164701|164705|164815|164824|165510|165513|164906|163208|162719|162416|162415|161831|161229|161130|161129|161128|161127|161126|161125|161124|160924|160923|160922|160723|160644|160322|160216|160140|160138,SZ,10030",--深市跨境LOF
         XT_GE_SZ_ICEF = "150***,SZ,10031",--深市创新型封闭式基金
         XT_GE_SZ_ZB_CCB = "127***,SZ,10032",--深市主板可转换公司债券
         XT_GE_SZ_CYB_CCB = "123***,SZ,10033",--深市创业板可转换公司债券
         XT_GE_SZ_ZXB_CCB = "128***,SZ,10034",--深市中小板可转换公司债券
         XT_GE_SZ_GLRA = "131***,SZ,10035",--深市国债回购(131900不是的，需要业务支持)
-        XT_GE_SZ_GOLD = "159934|159937|159812|159830|159831|159832|159833|159834,SZ,10036",--深市黄金
+        XT_GE_SZ_GOLD = "159934|159937|159812|159830|159831|159834,SZ,10036",--深市黄金ETF
         XT_GE_SZ_RTMF = "1590**,SZ,10037",--深市实时申赎货币基金
         XT_GE_SZ_XGED = "SZXGED,SZ,10038",--深新股额
         XT_GE_SZ_SEO = "07****|37****,SZ,10039",--深增发股
         XT_GE_SZ_SA = "08****|380***,SZ,10040",--深圳配股
-        XT_GE_SZ_LOAN_ETF = "159926|159972|159988|159816|159649|159650|159651,SZ,10041",--深圳债券ETF
+        XT_GE_SZ_LOAN_ETF = "159972|159816|159649|159650|159651,SZ,10041",--深圳债券ETF
         XT_GE_SZ_LOAN_REPURCHASE_DAY_1 = "131810,SZ,10042", --深市1天回购
         XT_GE_SZ_LOAN_REPURCHASE_DAY_2 = "131811,SZ,10043", --深市2天回购
         XT_GE_SZ_LOAN_REPURCHASE_DAY_3 = "131800,SZ,10044", --深市3天回购
@@ -322,15 +323,22 @@ g_stocktype_info = {
         XT_GE_SZ_PUBLIC_INFRASTRUCTURE_FUND = "180***,SZ,10076",--深市公募基础设施基金
         XT_GE_SZ_DIRECTIONAL_CONVERTIBALE_BOND = "124***,SZ,10077", --深市定向可转债
         XT_GE_SZ_EXCHANGEABLE_LOAN = "120***|117***|1156**|1157**|1158**|1159**,SZ,10078",--深圳可交换公司债
-        XT_GE_SZ_ETF_CROSS_MARKET = "159602|159603|159606|159608|159609|159610|159611|159613|159616|159617|159618|159619|159620|159621|159623|159625|159628|159629|159630|159631|159633|159635|159637|159638|159639|159640|159641|159642|159643|159645|159646|159647|159658|159663|159667|159701|159702|159703|159707|159710|159713|159715|159717|159719|159720|159723|159725|159728|159729|159730|159731|159732|159733|159736|159738|159739|159743|159745|159748|159752|159755|159757|159758|159760|159761|159763|159766|159767|159768|159769|159770|159775|159778|159779|159780|159781|159782|159786|159787|159789|159791|159793|159795|159796|159797|159798|159813|159815|159819|159820|159824|159825|159827|159828|159835|159837|159838|159839|159840|159841|159842|159843|159845|159847|159848|159849|159851|159852|159853|159855|159856|159857|159858|159859|159861|159862|159863|159864|159865|159867|159870|159871|159872|159873|159875|159876|159877|159880|159881|159883|159885|159886|159887|159888|159889|159890|159891|159895|159896|159898|159899|159999|159980|159981|159985|159649|159650|159801|159805|159806|159807|159811|159919|159922|159923|159925|159928|159929|159930|159931|159933|159935|159936|159938|159939|159940|159944|159945|159951|159953|159959|159962|159965|159968|159973|159974|159982|159986|159987|159990|159992|159993|159994|159995|159996|159997|159998|159809|159983|159978|159979|159976|159984|159869|159790|159783|159601|159672|159676|159685|159653|159657|159689|159671|159678|159679|159666|159652|159656|159669|159683|159665|159677|159675|159662|159627|159680|159907|159515|159517|159698|159510|159511|159516|159512|159503|159686|159673|159508|159690|159507|159692|159695|159622|159670|159697,SZ,10079",--深圳跨市etf
+        XT_GE_SZ_ETF_CROSS_MARKET = "159602|159603|159606|159608|159609|159610|159611|159613|159616|159617|159618|159619|159620|159621|159623|159625|159628|159629|159630|159631|159633|159635|159637|159638|159639|159640|159641|159642|159643|159645|159646|159647|159658|159663|159667|159701|159703|159707|159713|159715|159717|159719|159720|159723|159725|159728|159729|159730|159731|159732|159736|159738|159739|159743|159745|159748|159752|159755|159757|159758|159760|159761|159763|159766|159767|159768|159769|159770|159775|159778|159779|159780|159781|159782|159786|159787|159791|159793|159795|159796|159797|159798|159813|159819|159820|159824|159825|159827|159828|159835|159837|159838|159839|159840|159841|159842|159843|159845|159847|159848|159849|159851|159852|159855|159856|159857|159858|159859|159861|159862|159863|159864|159865|159867|159870|159871|159872|159873|159875|159876|159877|159880|159881|159883|159885|159886|159887|159888|159889|159890|159891|159895|159896|159898|159899|159801|159805|159806|159807|159811|159919|159922|159923|159925|159928|159929|159930|159931|159933|159935|159936|159938|159939|159940|159944|159945|159959|159965|159968|159973|159974|159982|159987|159990|159992|159993|159994|159995|159996|159997|159998|159976|159869|159790|159783|159601|159672|159676|159685|159653|159657|159689|159671|159678|159679|159666|159652|159656|159669|159683|159665|159677|159675|159662|159627|159680|159907|159515|159517|159698|159510|159511|159516|159512|159503|159686|159673|159508|159690|159507|159692|159695|159622|159670|159697|159505|159520|159521|159522|159523|159531|159532|159535|159536|159537|159538|159539|159540|159543|159546|159549|159551|159555|159560|159661|159693|159565|159566|159547|159527|159562|159530|159556|159559|159593|159589|159591|159592|159595|159596|159581|159586|159300|159542|159533|159322|159315|159558|159309|159552|159583|159800|159301|159332|159327|159330|159587|159335|159326|159351|159339|159338|159352|159353|159305|159337|159590|159325|159328|159361,SZ,10079",--深圳跨市etf
         XT_GE_SZ_100_ETF = "159901,SZ,10080",--深证100ETF股票期权
         XT_GE_SZ_500_ETF = "159922,SZ,10081",--深圳500ETF
         XT_GE_SZ_CYB_ETF = "159915,SZ,10082",--创业板ETF
+        XT_GE_SZ_BEARER_LOAN_ETF = "159972|159816,SZ,10083",--深市实物债券ETF
+        XT_GE_SZ_CR_LOAN_ETF = "159651|159649|159650,SZ,10084",--深市现金债券ETF
+        XT_GE_SZ_COMMODITY_FUTURES_ETF = "159980|159981|159985,SZ,10085",--深市商品期货ETF
 
         XT_GE_MARKET_NEW3BOARD_DELISTED = "400***|420***,NEEQ,20000", --两网及退市公司股票 新三板
         XT_GE_NEW3BOARD_PREFERED_SHARES_TRANSFER = "820***,NEEQ,20001", --全国股转非公开优先股转让
-        XT_GE_BJ = "43****|83****|87****,BJ,20002",--北交
-        XT_GE_BJ_SUBSCRIBE = "889***,BJ,20003",--北交所申购
+        XT_GE_BJ = "43****|83****|87****|920***,BJ,20002",--北交
+        XT_GE_BJ_SUBSCRIBE = "889***|920***,BJ,20003",--北交所申购
+        XT_GE_BJ_CENTRAL_GOVERNMENT_LOAN = "802***|812***,BJ,20004",--京市国债
+        XT_GE_BJ_LOCAL_GOVERNMENT_LOAN = "801***|809***,BJ,20005",--京市地方债
+        XT_GE_BJ_GOVERNMENT_LOAN = "802***|812***|801***|809***,BJ,20006",--京市政府债（国债+地方债）
+        XT_GE_BJ_CORPORATE_LOAN = "821***,BJ,20007",--京市公司债
     },
     --存放扩展类型，能用基础类型描述的，尽量用基础类型，基础类型执行效率高于扩展类型
     --扩展类型可以是基础类型，也可以由基础类型通过简单的&（且）|（或）运算得出，允许用小括号调整运算优先级
@@ -347,12 +355,12 @@ g_stocktype_info = {
        XT_GE_EXTRA_MARKET_ST = "XT_GE_MARKET_SH|XT_GE_MARKET_SZ,100008",--股票
        XT_GE_EXTRA_SZ_CGL = "XT_GE_SZ_GLIB|XT_GE_SZ_GLD,100009",--深市中央政府债（国债）
        XT_GE_EXTRA_SZ_GL = "XT_GE_EXTRA_SZ_CGL|XT_GE_SZ_LGL,100010",--深市政府债
-       XT_GE_EXTRA_SZ_LOAN = "XT_GE_SZ_GLIB|XT_GE_SZ_GLD|XT_GE_SZ_CB|XT_GE_SZ_CBB|XT_GE_SZ_EB|XT_GE_SZ_SB|XT_GE_SZ_MSP_PB|XT_GE_SZ_SFMP|XT_GE_SZ_LGL|XT_GE_SZ_POB|XT_GE_SZ_SCB_PB|XT_GE_SZ_ZB_CCB|XT_GE_SZ_CYB_CCB|XT_GE_SZ_ZXB_CCB|XT_GE_SZ_LOAN_REITS|XT_GE_SZ_LOAN_DIRECTIONAL|XT_GE_SZ_EXCHANGEABLE_LOAN|XT_GE_SZ_ENTERPROSE_SUPPORT_BOND|XT_GE_SZ_GOV_ALLOW,100011",--深市所有债券
+       XT_GE_EXTRA_SZ_LOAN = "XT_GE_SZ_GLIB|XT_GE_SZ_GLD|XT_GE_SZ_CB|XT_GE_SZ_CBB|XT_GE_SZ_EB|XT_GE_SZ_SB|XT_GE_SZ_MSP_PB|XT_GE_SZ_SFMP|XT_GE_SZ_LGL|XT_GE_SZ_POB|XT_GE_SZ_SCB_PB|XT_GE_SZ_ZB_CCB|XT_GE_SZ_CYB_CCB|XT_GE_SZ_ZXB_CCB|XT_GE_SZ_LOAN_REITS|XT_GE_SZ_LOAN_DIRECTIONAL|XT_GE_SZ_EXCHANGEABLE_LOAN|XT_GE_SZ_ENTERPROSE_SUPPORT_BOND|XT_GE_SZ_GOV_ALLOW|XT_GE_SZ_LOAN_IPO|XT_GE_SZ_ASS,100011",--深市所有债券
        XT_GE_EXTRA_STOCK_EX = "!XT_GE_EXTRA_STOCK_INDEX,100012",--广义的股票
        XT_GE_EXTRA_ETF = "XT_GE_SH_ETF|XT_GE_SZ_ETF,100013",--ETF
        XT_GE_EXTRA_CLOSED_ENDED_FUNDS = "XT_GE_SH_CLOSED_ENDED_FUNDS|XT_GE_SZ_CEF,100014",--封闭式基金
        XT_GE_EXTRA_WARRANT = "XT_GE_SH_WARRANT|XT_GE_SZ_WARRANT,100015",--权证
-       XT_GE_EXTRA_LOAN = "XT_GE_EXTRA_SH_LOAN|XT_GE_EXTRA_SZ_LOAN,100016",--债券
+       XT_GE_EXTRA_LOAN = "XT_GE_EXTRA_SH_LOAN|XT_GE_EXTRA_SZ_LOAN|XT_GE_EXTRA_BJ_LOAN,100016",--债券
        XT_GE_EXTRA_SZ_GLR = "XT_GE_SZ_GLRA&(!XT_GE_SZ_GLR),100017",--深市国债回购
        XT_GE_EXTRA_STANDARD_BOND = "XT_GE_SH_STANDARD_BOND|XT_GE_SZ_STANDAR_B,100018",--标准券
        XT_GE_EXTRA_POLICY_JRZ = "XT_GE_SH_POLICY_JRZ,100019",
@@ -364,7 +372,7 @@ g_stocktype_info = {
        XT_GE_EXTRA_SH_IPO = "XT_GE_SH_STOCK_IPO|XT_GE_SH_LOAN_IPO|XT_GE_SH_FUND_IPO,100025",--上海申购代码
        XT_GE_EXTRA_CB_ETF = "XT_GE_SZ_CB_ETF|XT_GE_SH_CROSS_BORDER_ETF,100026",--跨境ETF
        XT_GE_EXTRA_CB_LOF = "XT_GE_SH_CROSS_BORDER_LOF|XT_GE_SZ_CB_LOF,100027",--跨境LOF
-       XT_GE_EXTRA_STOCK_TRANABLE = "XT_GE_EXTRA_STOCK|XT_GE_EXTRA_FUND|XT_GE_EXTRA_ETF|XT_GE_EXTRA_WARRANT|XT_GE_SH_SUBSCRIBE|XT_GE_SZ_GEM_BORAD|XT_GE_EXTRA_GLR|XT_GE_EXTRA_LOAN|XT_GE_SF_FIXED_INCOME_ETF|XT_GE_EXTRA_GOLD|XT_GE_EXTRA_MONETARY_FUND|XT_GE_EXTRA_SZ_CGL|XT_GE_SH_CENTRAL_GOVERNMENT_LOAN|XT_GE_SH_LOCAL_GOVERNMENT_LOAN|XT_GE_SZ_LGL|XT_GE_EXTRA_SH_IPO|XT_GE_SH_PLEDGE|XT_GE_EXTRA_CB_ETF|XT_GE_EXTRA_CB_LOF|XT_GE_SH_SHARES_ALLOTMEN|XT_GE_SH_SHARES_CONVERTIBLE_BOND|XT_GE_SZ_CBB|XT_GE_SH_CONVERTIBALE_BOND|XT_GE_SH_SEO|XT_GE_SZ_SEO|XT_GE_SH_LOAN_CBB_SCB_NEW|XT_GE_SZ_LOAN_IPO|XT_GE_SZ_CDR_ALLOTMEN|XT_GE_SH_TECH_BOARD|XT_GE_SH_BOND_OFFER_REPURCHASE|XT_GE_SH_SUBSCRIPTION_TECH_BOARD|XT_GE_SH_TRANSACTION_ETF_CROSS_MARKET|XT_GE_BOND_DISTRIBUTION|XT_GE_SH_PUBLIC_PREFERED_SHARES|XT_GE_SH_NON_PUBLIC_PREFERED_SHARES_TRANSFER|XT_GE_SH_BOND_RESALE|XT_GE_SH_CONVERTIBALE_BOND_RESALE|XT_GE_SH_CONVERTIBLE_BOND_STOCK|XT_GE_SZ_NON_PUBLIC_PREFERED_SHARES_TRANSFER|XT_GE_SZ_SA|XT_GE_SZ_OLDSHARES_PREFERRED_CONVERTIBLE_BOND|XT_GE_SH_ENTERPROSE_SUPPORT_AUCTION_BOND|XT_GE_EXTRA_PUBLIC_INFRASTRUCTURE_FUND|XT_GE_BJ_SUBSCRIBE,100028",--可交易的
+       XT_GE_EXTRA_STOCK_TRANABLE = "XT_GE_EXTRA_STOCK|XT_GE_EXTRA_FUND|XT_GE_EXTRA_ETF|XT_GE_EXTRA_WARRANT|XT_GE_SH_SUBSCRIBE|XT_GE_SZ_GEM_BORAD|XT_GE_EXTRA_GLR|XT_GE_EXTRA_LOAN|XT_GE_SF_FIXED_INCOME_ETF|XT_GE_EXTRA_GOLD|XT_GE_EXTRA_MONETARY_FUND|XT_GE_EXTRA_SZ_CGL|XT_GE_SH_CENTRAL_GOVERNMENT_LOAN|XT_GE_SH_LOCAL_GOVERNMENT_LOAN|XT_GE_SZ_LGL|XT_GE_EXTRA_SH_IPO|XT_GE_SH_PLEDGE|XT_GE_EXTRA_CB_ETF|XT_GE_EXTRA_CB_LOF|XT_GE_SH_SHARES_ALLOTMEN|XT_GE_SH_SHARES_CONVERTIBLE_BOND|XT_GE_SZ_CBB|XT_GE_SH_CONVERTIBALE_BOND|XT_GE_SH_SEO|XT_GE_SZ_SEO|XT_GE_SH_LOAN_CBB_SCB_NEW|XT_GE_SZ_LOAN_IPO|XT_GE_SZ_CDR_ALLOTMEN|XT_GE_SH_TECH_BOARD|XT_GE_SH_BOND_OFFER_REPURCHASE|XT_GE_SH_SUBSCRIPTION_TECH_BOARD|XT_GE_SH_TRANSACTION_ETF_CROSS_MARKET|XT_GE_BOND_DISTRIBUTION|XT_GE_SH_PUBLIC_PREFERED_SHARES|XT_GE_SH_NON_PUBLIC_PREFERED_SHARES_TRANSFER|XT_GE_SH_BOND_RESALE|XT_GE_SH_CONVERTIBALE_BOND_RESALE|XT_GE_SH_CONVERTIBLE_BOND_STOCK|XT_GE_SZ_NON_PUBLIC_PREFERED_SHARES_TRANSFER|XT_GE_SZ_SA|XT_GE_SZ_OLDSHARES_PREFERRED_CONVERTIBLE_BOND|XT_GE_SH_ENTERPROSE_SUPPORT_AUCTION_BOND|XT_GE_EXTRA_PUBLIC_INFRASTRUCTURE_FUND|XT_GE_BJ_SUBSCRIBE|XT_GE_BJ_GOVERNMENT_LOAN|XT_GE_BJ_CORPORATE_LOAN,100028",--可交易的
        XT_GE_EXTRA_MAIN_BOARD = "XT_GE_SH_MAIN_BOARD|XT_GE_SZ_MAIN_BOARD,100029", --主板
        XT_GE_EXTRA_INTRA_DAY = "XT_GE_EXTRA_LOAN|XT_GE_EXTRA_GOLD|XT_GE_SF_FIXED_INCOME_ETF|XT_GE_EXTRA_WARRANT|XT_GE_EXTRA_CB_ETF|XT_GE_EXTRA_CB_LOF|XT_GE_SH_TMF|XT_GE_SZ_RTMF|XT_GE_EXTRA_LOAN_ETF|XT_GE_EXTRA_MARKET_FU|XT_GE_MARKET_OP,100030", --回转交易
        XT_GE_EXTRA_SH_DISTRIBUTION = "XT_GE_SH_NEW_SHARES_DISTRIBUTION|XT_GE_SH_PLACING_FIRST_DISTRIBUTION|XT_GE_SH_CONVERTIBLE_BOUND_DISTRIBUTION,100031", --上海配号
@@ -375,7 +383,7 @@ g_stocktype_info = {
        XT_GE_EXTRA_GF = "XT_GE_SH_GF|XT_GE_SZ_GF,100036", --分级基金
        XT_GE_EXTRA_LOF = "XT_GE_SH_LOF|XT_GE_SZ_LOF,100037", --LOF
        XT_GE_EXTRA_LOAN_ETF = "XT_GE_SH_LOAN_ETF|XT_GE_SZ_LOAN_ETF,100038", --债券ETF
-       XT_GE_EXTRA_SH_LOAN = "XT_GE_SH_GOVERNMENT_LOAN_INTEREST_BEARING|XT_GE_SH_GOVERNMENT_LOAN_DISCOUNT|XT_GE_SH_LOCAL_GOVERNMENT_LOAN|XT_GE_SH_CONVERTIBALE_BOND|XT_GE_SH_CORPORATE_BOND|XT_GE_SH_ENTERPRISE_BOND|XT_GE_SH_ASSET_SECURITIZATION|XT_GE_SH_SEPERATION_BOND_REPURCHASE|XT_GE_SH_FINANCIAL_BONDS|XT_GE_SH_CREDIT_ASSET_SUPPORTED|XT_GE_SH_EXCHANGEABLE_LOAN|XT_GE_SH_PRIVATELY_LOAN_TRANSFER|XT_GE_SH_SHORTTERM_CORPORATE_LOAN_TRANSFER|XT_GE_SH_EPB_TRANSFER|XT_GE_SH_CPB|XT_GE_SH_CPB_LOAN|XT_GE_SH_GOVERNMENT_LOAN|XT_GE_SH_SEPERATION_BOND|XT_GE_SH_LOAN_CBB_SCB_NEW|XT_GE_SH_MS_PRIVATE_PLACEMENT_BOND|XT_GE_SH_ENTERPROSE_SUPPORT_BOND|XT_GE_SH_PUBLIC_CORPORATE_TRADE_LOAN|XT_GE_SH_NON_PUBLIC_CORPORATE_LOAN|XT_GE_SH_ASS|XT_GE_SH_GOV_ALLOW,100039", --上海债券
+       XT_GE_EXTRA_SH_LOAN = "XT_GE_SH_GOVERNMENT_LOAN_INTEREST_BEARING|XT_GE_SH_GOVERNMENT_LOAN_DISCOUNT|XT_GE_SH_LOCAL_GOVERNMENT_LOAN|XT_GE_SH_CONVERTIBALE_BOND|XT_GE_SH_CORPORATE_BOND|XT_GE_SH_ENTERPRISE_BOND|XT_GE_SH_ASSET_SECURITIZATION|XT_GE_SH_SEPERATION_BOND_REPURCHASE|XT_GE_SH_FINANCIAL_BONDS|XT_GE_SH_CREDIT_ASSET_SUPPORTED|XT_GE_SH_EXCHANGEABLE_LOAN|XT_GE_SH_PRIVATELY_LOAN_TRANSFER|XT_GE_SH_SHORTTERM_CORPORATE_LOAN_TRANSFER|XT_GE_SH_EPB_TRANSFER|XT_GE_SH_CPB|XT_GE_SH_CPB_LOAN|XT_GE_SH_GOVERNMENT_LOAN|XT_GE_SH_SEPERATION_BOND|XT_GE_SH_LOAN_CBB_SCB_NEW|XT_GE_SH_MS_PRIVATE_PLACEMENT_BOND|XT_GE_SH_ENTERPROSE_SUPPORT_BOND|XT_GE_SH_PUBLIC_CORPORATE_TRADE_LOAN|XT_GE_SH_NON_PUBLIC_CORPORATE_LOAN|XT_GE_SH_ASS|XT_GE_SH_GOV_ALLOW|XT_GE_SH_LOAN_IPO,100039", --上海债券
        XT_GE_EXTRA_REPURCHASE_DAY_1 = "XT_GE_SH_LOAN_REPURCHASE_DAY_1|XT_GE_SZ_LOAN_REPURCHASE_DAY_1,100040", --1天逆回购
        XT_GE_EXTRA_REPURCHASE_DAY_2 = "XT_GE_SH_LOAN_REPURCHASE_DAY_2|XT_GE_SZ_LOAN_REPURCHASE_DAY_2,100041", --2天逆回购
        XT_GE_EXTRA_REPURCHASE_DAY_3 = "XT_GE_SH_LOAN_REPURCHASE_DAY_3|XT_GE_SZ_LOAN_REPURCHASE_DAY_3,100042", --3天逆回购
@@ -385,8 +393,8 @@ g_stocktype_info = {
        XT_GE_EXTRA_REPURCHASE_DAY_28 = "XT_GE_SH_LOAN_REPURCHASE_DAY_28|XT_GE_SZ_LOAN_REPURCHASE_DAY_28,100046", --28天逆回购
        XT_GE_EXTRA_REPURCHASE_DAY_28_UPPER = "XT_GE_SH_LOAN_REPURCHASE_DAY_28_UPPER|XT_GE_SZ_LOAN_REPURCHASE_DAY_28_UPPER,100047", --28天以上逆回购
        XT_GE_EXTRA_NOT_CLOSING_AUCTION_MATCH = "XT_GE_EXTRA_SH_LOAN|XT_GE_SH_FUND|XT_GE_SH_ETF|XT_GE_SH_BOND_OFFER_REPURCHASE|XT_GE_SH_GOVERNMENT_LOAN_REPURCHASE|XT_GE_SH_PLEDGE,100070", --上交所不执行收盘集合竞价的品种
-       XT_GE_EXTRA_RATE_BOND = "XT_GE_SH_GOVERNMENT_LOAN|XT_GE_EXTRA_SZ_GL|XT_GE_SH_POLICY_JRZ|XT_GE_BANK_LOAN,100080",  --利率类债券
-       XT_GE_EXTRA_FICC = "XT_GE_SH_CORPORATE_BOND|XT_GE_SH_OLD_GOVERNMENT_LOAN|XT_GE_SH_CENTRAL_GOVERNMENT_LOAN|XT_GE_SH_GOVERNMENT_LOAN_INTEREST_BEARING|XT_GE_SH_CONVERTIBALE_BOND|XT_GE_SH_ENTERPRISE_BOND|XT_GE_SH_MS_PRIVATE_PLACEMENT_BOND|XT_GE_SH_SEPERATION_BOND|XT_GE_SH_CREDIT_ASSET_SUPPORTED|XT_GE_SH_GOVERNMENT_LOAN|XT_GE_SH_ENTERPROSE_SUPPORT_BOND|XT_GE_SH_EXCHANGEABLE_LOAN|XT_GE_SH_PRIVATELY_LOAN_TRANSFER|XT_GE_SH_SHORTTERM_CORPORATE_LOAN_TRANSFER|XT_GE_SH_CPB_LOAN|XT_GE_SH_NON_PUBLIC_CONVERTIBLE_BOND_STOCK|XT_GE_SH_BOND_TRIPARTITE_REPURCHASE|XT_GE_SH_LOW_CORPORATE_BOND|XT_GE_SH_ASSET_BACKED_SECURITIES|XT_GE_SH_LOCAL_GOVERNMENT_LOAN|XT_GE_SH_NON_PUBLIC_CORPORATE_LOAN|XT_GE_SH_ASS|XT_GE_SH_FINANCIAL_BONDS|XT_GE_SH_BOND_PROTOCOL_REPURCHASE|XT_GE_SH_BOND_TRIPARTITE_REPURCHASE|XT_GE_SZ_LOAN_REITS|XT_GE_SZ_LOAN_DIRECTIONAL|XT_GE_SH_PUBLIC_CORPORATE_TRADE_LOAN|XT_GE_SH_PUBLIC_INFRASTRUCTURE_FUND|XT_GE_SH_GOV_ALLOW,100090", --固收
+       XT_GE_EXTRA_RATE_BOND = "XT_GE_SH_GOVERNMENT_LOAN|XT_GE_EXTRA_SZ_GL|XT_GE_SH_POLICY_JRZ|XT_GE_BANK_LOAN|XT_GE_BJ_GOVERNMENT_LOAN ,100080",  --利率类债券
+       XT_GE_EXTRA_FICC = "XT_GE_SH_CORPORATE_BOND|XT_GE_SH_OLD_GOVERNMENT_LOAN|XT_GE_SH_CENTRAL_GOVERNMENT_LOAN|XT_GE_SH_GOVERNMENT_LOAN_INTEREST_BEARING|XT_GE_SH_CONVERTIBALE_BOND|XT_GE_SH_ENTERPRISE_BOND|XT_GE_SH_MS_PRIVATE_PLACEMENT_BOND|XT_GE_SH_SEPERATION_BOND|XT_GE_SH_CREDIT_ASSET_SUPPORTED|XT_GE_SH_GOVERNMENT_LOAN|XT_GE_SH_ENTERPROSE_SUPPORT_BOND|XT_GE_SH_EXCHANGEABLE_LOAN|XT_GE_SH_PRIVATELY_LOAN_TRANSFER|XT_GE_SH_SHORTTERM_CORPORATE_LOAN_TRANSFER|XT_GE_SH_CPB_LOAN|XT_GE_SH_NON_PUBLIC_CONVERTIBLE_BOND_STOCK|XT_GE_SH_BOND_TRIPARTITE_REPURCHASE|XT_GE_SH_LOW_CORPORATE_BOND|XT_GE_SH_LOCAL_GOVERNMENT_LOAN|XT_GE_SH_NON_PUBLIC_CORPORATE_LOAN|XT_GE_SH_ASS|XT_GE_SH_FINANCIAL_BONDS|XT_GE_SH_BOND_PROTOCOL_REPURCHASE|XT_GE_SH_BOND_TRIPARTITE_REPURCHASE|XT_GE_SZ_LOAN_REITS|XT_GE_SZ_LOAN_DIRECTIONAL|XT_GE_SH_PUBLIC_CORPORATE_TRADE_LOAN|XT_GE_SH_PUBLIC_INFRASTRUCTURE_FUND|XT_GE_SH_GOV_ALLOW|XT_GE_BJ_GOVERNMENT_LOAN|XT_GE_BJ_CORPORATE_LOAN|XT_GE_SZ_ASS,100090", --固收
        XT_GE_BOND_DISTRIBUTION = "XT_GE_SH_GOVERNMENT_LOAN_DISTRIBUTE_SALE|XT_GE_SH_LOCAL_GOVERNMENT_LOAN_DISTRIBUTE_SALE|XT_GE_SH_PUBLIC_LOAN_DISTRIBUTE_SALE|XT_GE_SH_LOAN_ISSUANCE_DISTRIBUTE_SALE|XT_GE_SZ_LOAN_ISSUANCE_DISTRIBUTE_SALE|XT_GE_SH_GOVERNMENT_BANK_FINANCE_LOAN_DISTRIBUTE_SALE|XT_GE_SH_LOCAL_GOVERNMENT_LOAN_ONLINE_DISTRIBUTE_SALE,100200", --债券分销
        XT_GE_EXTRA_50_ETF = "XT_GE_SH_50_ETF,100100",
        XT_GE_EXTRA_300_ETF = "XT_GE_SH_300_ETF|XT_GE_SZ_300_ETF,100101",
@@ -399,12 +407,13 @@ g_stocktype_info = {
        XT_GE_EXTRA_100_ETF = "XT_GE_SZ_100_ETF,100108",--100ETF股票期权
        XT_GE_EXTRA_500_ETF = "XT_GE_SH_500_ETF|XT_GE_SZ_500_ETF,100109",--500ETF
        XT_GE_EXTRA_CYB_ETF = "XT_GE_SZ_CYB_ETF,100110",--创业板ETF
+       XT_GE_EXTRA_BJ_LOAN = "XT_GE_BJ_CENTRAL_GOVERNMENT_LOAN|XT_GE_BJ_LOCAL_GOVERNMENT_LOAN|XT_GE_BJ_GOVERNMENT_LOAN|XT_GE_BJ_CORPORATE_LOAN,100111",--北京债券
     },
     optionTypes
     = {
-        XT_GE_SF_FTOPTION = "au*****?|cu*****?|al*****?|ru*****?|zn*****?|ag*****?|rb*****?|br*****?,SFO,100050",          --上期所期权 四位到期数字,一位C/P
-        XT_GE_ZF_FTOPTION = "SR****?|CF****?|TA****?|MA****?|RM****?|ZC****?|OI****?|PK****?|PX****?|SH****?,ZFO,100051",    --郑商所期权 三位到期数字,一位C/P
-        XT_GE_DF_FTOPTION = "m****-*-?|c****-*-?|i****-*-?|y****-*-?|p****-*-?|j****-*-?|jm****-*-?|pg****-*-?|v****-*-?|l****-*-?|pp****-*-?|a****-*-?|b****-*-?|eg****-*-?|eb****-*-?,DFO,100052",        --大商所期权 四位到期数字,一位C/P
+        XT_GE_SF_FTOPTION = "au*****?|cu*****?|al*****?|ru*****?|zn*****?|ag*****?|rb*****?|br*****?|pb*****?|ni*****?|sn*****?|ao*****?,SFO,100050",          --上期所期权 四位到期数字,一位C/P
+        XT_GE_ZF_FTOPTION = "SR****?|CF****?|TA****?|MA****?|RM****?|ZC****?|OI****?|PK****?|PX****?|SH****?|PF****?|SA****?|SM****?|SF****?|UR****?|AP****?,ZFO,100051",    --郑商所期权 三位到期数字,一位C/P
+        XT_GE_DF_FTOPTION = "m****-*-?|c****-*-?|i****-*-?|y****-*-?|p****-*-?|j****-*-?|jm****-*-?|pg****-*-?|v****-*-?|l****-*-?|pp****-*-?|a****-*-?|b****-*-?|eg****-*-?|eb****-*-?|jd****-*-?|cs****-*-?|lh****-*-?|lg****-*-?,DFO,100052",        --大商所期权 四位到期数字,一位C/P
         XT_GE_IF_FTOPTION = "HO?|IO?|MO?|ZO?|IF?^&&IO?,IFO,100053",          --中金所期权，HO\IO期权专用，有IF套利期权合约
         XT_GE_SF_ARBITAGE_FTOPTION = ",SFO,100054",--上期所套利期权
         XT_GE_ZF_ARBITAGE_FTOPTION = ",ZFO,100055",--郑商所套利期权

src/xtquant/doc/xtdata.md

@@ -89,6 +89,12 @@ xtdata是xtquant库中提供行情相关数据的模块，本模块旨在提供
   - `get_stock_list_in_sector` 增加`real_timetag`参数
 - 2024-09-06
   - 增加`subscribe_quote2`，与第一版相比，多一个除权参数
+- 2024-10-11
+  - `data_dir`变量作用改为设置用户自定义数据路径
+  - `get_data_dir`函数来返回数据路径
+- 2024-10-16
+  - 删除`get_trading_time`函数
+  - 增加`get_trading_period`，`get_kline_trading_period`，`get_all_trading_periods`，`get_all_kline_trading_periods`函数获取交易时段
 
 ## 接口概述
 
@@ -759,6 +765,23 @@ get_full_kline(field_list = [], stock_list = [], period = '1m'
 - 返回
   - dict - {field: DataFrame}
 
+#### 获取本地数据路径
+
+```python
+get_data_dir()
+```
+
+- 释义
+  - 获取本地数据路径
+- 参数
+  - 无
+- 返回
+  - str
+- 备注
+  - 如果更改过`xtdata.data_dir`变量的值，优先返回变量设置的值
+  - 没有设置过，返回服务的数据路径
+  - 注意----设置`xtdata.data_dir`的值可以强制指定读取本地数据的位置，谨慎修改
+
 ### 财务数据接口
 
 #### 获取财务数据
@@ -1348,6 +1371,205 @@ download_index_weight()
 'turnoverRate10'    #10日换手
 ```
 
+#### hfiopv - 高频IOPV
+
+```python
+高频IOPV数据指标， 100ms推送频率
+普通指标:
+'time'                              #时间戳
+'dIOPV'                             #动态IOPV
+'dUpperLimitIOPV'                   #涨停IOPV
+'dLowerLimitIOPV'                   #跌停IOPV
+'dSidecarIOPV'                      #停牌IOPV
+'dUpperLimitMarketValue'            #涨停成分股市值
+'dLowerLimitMarketValue'            #跌停成分股市值
+'dSidecarMarketValue'               #停牌成分股市值
+'dUpperLimitMarketValue_local'      #本市场涨停成分股市值
+'dLowerLimitMarketValue_local'      #本市场跌停成分股市值
+'dSidecarMarketValue_local'         #本市场停牌成分股市值
+'dUpperLimitMarketValue_SH'         #上海市场涨停成分股市值
+'dLowerLimitMarketValue_SH'         #上海市场跌停成分股市值
+'dSidecarMarketValue_SH'            #上海市场停牌成分股市值
+'dUpperLimitMarketValue_SZ'         #深圳市场涨停成分股市值
+'dLowerLimitMarketValue_SZ'         #深圳市场跌停成分股市值
+'dSidecarMarketValue_SZ'            #深圳市场停牌成分股市值
+'dIndexDeviation'                   #指数偏差
+    
+五档指标:
+'purchaseIOPVs'                     #申购动态IOPV
+'redemptionIOPVs'                   #赎回动态IOPV
+'lxPurchaseIOPV'                    #申购IOPV
+'lxRedemptionIOPV'                  #赎回IOPV
+'lxPremiumNoRisk'                   #溢价无风险
+'lxDiscountNoRisk'                  #折价无风险
+'purchaseMarketValue'               #申购市值
+'redemptionMarketValue'             #赎回市值
+'purchaseMarketValue_local'         #本市场申购市值
+'redemptionMarketValue_local'       #本市场赎回市值
+'premiumProfits'                    #五档预估溢价
+'discountProfits'                   #五档预估折价
+'premiumCapacitys'                  #溢价容量
+'discountCapacitys'                 #折价容量
+```
+
+#### fullspeedorderbook -  全速盘口
+
+```python
+'time'                    #时间戳
+'price'                   #最新成交价
+'bidPrice'                #多档委买价列表 [1 - 20]档
+'bidVolume'               #多档委买量列表 [1 - 20]档
+'askPrice'                #多档委卖价列表 [1 - 20]档
+'askVolume'               #多档委卖量列表 [1 - 20]档
+```
+
+#### l2transactioncount - level2逐笔成交统计
+
+```python
+'time'                                      #时间戳
+'bidNumber'                                 #主买单总单数
+'offNumber'                                 #主卖单总单数
+'ddx'                                       #大单动向
+'ddy'                                       #涨跌动因
+'ddz'                                       #大单差分
+'netOrder'                                  #净挂单量
+'netWithdraw'                               #净撤单量
+'withdrawBid'                               #总撤买量
+'withdrawOff'                               #总撤卖量
+'bidNumberDx'                               #主买单总单数增量
+'offNumberDx'                               #主卖单总单数增量
+'transactionNumber'                         #成交笔数增量
+
+'bidMostAmount'                             #主买特大单成交额
+'bidBigAmount'                              #主买大单成交额
+'bidMediumAmount'                           #主买中单成交额
+'bidSmallAmount'                            #主买小单成交额
+'bidTotalAmount'                            #主买累计成交额
+
+'offMostAmount'                             #主卖特大单成交额
+'offBigAmount'                              #主卖大单成交额
+'offMediumAmount'                           #主卖中单成交额
+'offSmallAmount'                            #主卖小单成交额
+'offTotalAmount'                            #主卖累计成交额
+
+'unactiveBidMostAmount'                     #被动买特大单成交额
+'unactiveBidBigAmount'                      #被动买大单成交额
+'unactiveBidMediumAmount'                   #被动买中单成交额
+'unactiveBidSmallAmount'                    #被动买小单成交额
+'unactiveBidTotalAmount'                    #被动买累计成交额
+
+'unactiveOffMostAmount'                     #被动卖特大单成交额
+'unactiveOffBigAmount'                      #被动卖大单成交额
+'unactiveOffMediumAmount'                   #被动卖中单成交额
+'unactiveOffSmallAmount'                    #被动卖小单成交额
+'unactiveOffTotalAmount'                    #被动卖累计成交额
+
+'netInflowMostAmount'                       #净流入超大单成交额
+'netInflowBigAmount'                        #净流入大单成交额
+'netInflowMediumAmount'                     #净流入中单成交额
+'netInflowSmallAmount'                      #净流入小单成交额
+
+'bidMostVolume'                             #主买特大单成交量
+'bidBigVolume'                              #主买大单成交量
+'bidMediumVolume'                           #主买中单成交量
+'bidSmallVolume'                            #主买小单成交量
+'bidTotalVolume'                            #主买累计成交量
+
+'offMostVolume'                             #主卖特大单成交量
+'offBigVolume'                              #主卖大单成交量
+'offMediumVolume'                           #主卖中单成交量
+'offSmallVolume'                            #主卖小单成交量
+'offTotalVolume'                            #主卖累计成交量
+
+'unactiveBidMostVolume'                     #被动买特大单成交量
+'unactiveBidBigVolume'                      #被动买大单成交量
+'unactiveBidMediumVolume'                   #被动买中单成交量
+'unactiveBidSmallVolume'                    #被动买小单成交量
+'unactiveBidTotalVolume'                    #被动买累计成交量
+
+'unactiveOffMostVolume'                     #被动卖特大单成交量
+'unactiveOffBigVolume'                      #被动卖大单成交量
+'unactiveOffMediumVolume'                   #被动卖中单成交量
+'unactiveOffSmallVolume'                    #被动卖小单成交量
+'unactiveOffTotalVolume'                    #被动卖累计成交量
+
+'netInflowMostVolume'                       #净流入超大单成交量
+'netInflowBigVolume'                        #净流入大单成交量
+'netInflowMediumVolume'                     #净流入中单成交量
+'netInflowSmallVolume'                      #净流入小单成交量
+
+'bidMostAmountDx'                           #主买特大单成交额增量
+'bidBigAmountDx'                            #主买大单成交额增量
+'bidMediumAmountDx'                         #主买中单成交额增量
+'bidSmallAmountDx'                          #主买小单成交额增量
+'bidTotalAmountDx'                          #主买累计成交额增量
+
+'offMostAmountDx'                           #主卖特大单成交额增量
+'offBigAmountDx'                            #主卖大单成交额增量
+'offMediumAmountDx'                         #主卖中单成交额增量
+'offSmallAmountDx'                          #主卖小单成交额增量
+'offTotalAmountDx'                          #主卖累计成交额增量
+
+'unactiveBidMostAmountDx'                   #被动买特大单成交额增量
+'unactiveBidBigAmountDx'                    #被动买大单成交额增量
+'unactiveBidMediumAmountDx'                 #被动买中单成交额增量
+'unactiveBidSmallAmountDx'                  #被动买小单成交额增量
+'unactiveBidTotalAmountDx'                  #被动买累计成交额增量
+
+'unactiveOffMostAmountDx'                   #被动卖特大单成交额增量
+'unactiveOffBigAmountDx'                    #被动卖大单成交额增量
+'unactiveOffMediumAmountDx'                 #被动卖中单成交额增量
+'unactiveOffSmallAmountDx'                  #被动卖小单成交额增量
+'unactiveOffTotalAmountDx'                  #被动卖累计成交额增量
+
+'netInflowMostAmountDx'                     #净流入超大单成交额增量
+'netInflowBigAmountDx'                      #净流入大单成交额增量
+'netInflowMediumAmountDx'                   #净流入中单成交额增量
+'netInflowSmallAmountDx'                    #净流入小单成交额增量
+
+'bidMostVolumeDx'                           #主买特大单成交量增量
+'bidBigVolumeDx'                            #主买大单成交量增量
+'bidMediumVolumeDx'                         #主买中单成交量增量
+'bidSmallVolumeDx'                          #主买小单成交量增量
+'bidTotalVolumeDx'                          #主买累计成交量增量
+
+'offMostVolumeDx'                           #主卖特大单成交量增量
+'offBigVolumeDx'                            #主卖大单成交量增量
+'offMediumVolumeDx'                         #主卖中单成交量增量
+'offSmallVolumeDx'                          #主卖小单成交量增量
+'offTotalVolumeDx'                          #主卖累计成交量增量
+
+'unactiveBidMostVolumeDx'                   #被动买特大单成交量增量
+'unactiveBidBigVolumeDx'                    #被动买大单成交量增量
+'unactiveBidMediumVolumeDx'                 #被动买中单成交量增量
+'unactiveBidSmallVolumeDx'                  #被动买小单成交量增量
+'unactiveBidTotalVolumeDx'                  #被动买累计成交量增量
+
+'unactiveOffMostVolumeDx'                   #被动卖特大单成交量增量
+'unactiveOffBigVolumeDx'                    #被动卖大单成交量增量
+'unactiveOffMediumVolumeDx'                 #被动卖中单成交量增量
+'unactiveOffSmallVolumeDx'                  #被动卖小单成交量增量
+'unactiveOffTotalVolumeDx'                  #被动卖累计成交量增量
+
+'netInflowMostVolumeDx'                     #净流入超大单成交量增量
+'netInflowBigVolumeDx'                      #净流入大单成交量增量
+'netInflowMediumVolumeDx'                   #净流入中单成交量增量
+'netInflowSmallVolumeDx'                    #净流入小单成交量增量
+```
+
+#### l2thousand - level2委买委卖千档盘口
+
+```python
+'timeTag'                    #时间戳
+'price'                      #最新成交价
+'bidPrice'                   #多档委买价(向量)
+'bidVolume'                  #多档委买量(向量)，单位是手
+'offPrice'                   #多档委卖价(向量)
+'offVolume'                  #多档委卖量(向量)，单位是手
+```
+
+
+
 ### 数据字典
 
 #### 证券状态

src/xtquant/doc/xttrader.md

@@ -77,10 +77,10 @@ XtQuant目前提供的库包括Python3.6、3.7、3.8版本，不同版本的pyth
     - `xtconstant.MARKET_CONVERT_1` - 市价最优一档即成剩转[中金所]
     - `xtconstant.MARKET_CONVERT_5` - 市价最优五档即成剩转[中金所]
 - 2023-10-20
-- 委托结构`XtOrder`，成交结构`XtTrade`，持仓结构`XtPosition` 新增多空字段
-    - `direction` - 多空，股票不需要
-- 委托结构`XtOrder`，成交结构`XtTrade`新增交易操作字段
-    - `offset_flag` - 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等
+    - 委托结构`XtOrder`，成交结构`XtTrade`，持仓结构`XtPosition` 新增多空字段
+        - `direction` - 多空，股票不需要
+        - 委托结构`XtOrder`，成交结构`XtTrade`新增交易操作字段
+        - `offset_flag` - 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等
 - 2023-11-03
   - 添加券源行情查询接口 `smt_query_quoter`
   - 添加库存券约券申请接口 `smt_negotiate_order`
@@ -89,8 +89,6 @@ XtQuant目前提供的库包括Python3.6、3.7、3.8版本，不同版本的pyth
     - 委托类型增加ETF申赎
 - 2024-02-29
     - 添加期货持仓统计查询接口`query_position_statistics`
-- 2024-04-25
-    - 数据结构添加`stock_code1`字段以适配长代码
 - 2024-05-24
     - 添加通用数据导出接口export_data
     - 添加通用数据查询接口query_data
@@ -99,6 +97,39 @@ XtQuant目前提供的库包括Python3.6、3.7、3.8版本，不同版本的pyth
 - 2024-08-27
     - 成交结构`XtTrade`新增手续费字段
         - `commission` - 手续费
+- 2024-11-28
+    - 资产结构`XtAsset`新增可取资金字段
+        - `fetch_balance` - 可取资金
+    - 委托结构`XtOrder`新增证券名称、股东代码字段
+        - `instrument_name` - 证券名称
+        - `secu_account` - 股东代码
+    - 成交结构`XtTrade`新增证券名称、股东代码字段
+        - `instrument_name` - 证券名称
+        - `secu_account` - 股东代码
+    - 持仓结构`XtPosition`新增证券名称、当前价、盈亏比例、股东代码字段
+        - `instrument_name` - 证券名称
+        - `last_price` - 当前价
+        - `profit_rate` - 盈亏比例
+        - `secu_account` - 股东代码
+    - 添加银证转账（银行转证券）接口`bank_transfer_in`/`bank_transfer_in_async`
+    - 添加银证转账（证券转银行）接口`bank_transfer_out`/`bank_transfer_out_async`
+    - 添加银行信息查询接口`query_bank_info`
+    - 添加银行转账流水查询接口`query_bank_transfer_stream`
+    - 添加股东账户查询接口`query_secu_account`
+- 2025-02-13
+    - 持仓结构`XtPosition`新增浮动盈亏字段
+        - `float_profit` - 浮动盈亏
+- 2025-03-10
+    - 添加银行余额查询接口`query_bank_amount`
+- 2025-03-19
+    - 持仓结构`XtPosition`新增开仓日期字段
+      - `open_date` - 开仓日期，股票不需要
+- 2025-03-27
+    - 添加CTP资金内转（期权转期货）接口`ctp_transfer_option_to_future`/`ctp_transfer_option_to_future_async`
+    - 添加CTP资金内转（期货转期权）接口`ctp_transfer_future_to_option`/`ctp_transfer_future_to_option_async`
+- 2025-04-09
+    - 持仓结构`XtPosition`新增持仓盈亏字段
+    - `position_profit` - 持仓盈亏，股票不需要
 
 ## 快速入门 
 
@@ -385,7 +416,7 @@ XtQuant封装了策略交易所需要的Python API接口，可以和MiniQMT客
   - 市价最优五档即成剩撤 - `xtconstant.MARKET_CANCEL_5`
   - 市价最优一档即成剩转 - `xtconstant.MARKET_CONVERT_1`
   - 市价最优五档即成剩转 - `xtconstant.MARKET_CONVERT_5`
-- 上交所 股票
+- 上交所 北交所 股票
   - 最优五档即时成交剩余撤销 - `xtconstant.MARKET_SH_CONVERT_5_CANCEL`
   - 最优五档即时成交剩转限价 - `xtconstant.MARKET_SH_CONVERT_5_LIMIT`
   - 对手方最优价格委托 - `xtconstant.MARKET_PEER_PRICE_FIRST`
@@ -466,6 +497,7 @@ cash | float | 可用金额
 frozen_cash |float | 冻结金额
 market_value | float | 持仓市值
 total_asset | float | 总资产
+fetch_balance | float | 可取资金 
 
 ### 委托XtOrder
 属性|类型|注释
@@ -488,7 +520,8 @@ strategy_name | str | 策略名称
 order_remark | str | 委托备注
 direction | int | 多空方向，股票不需要；参见数据字典 
 offset_flag | int | 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等；参见数据字典 
-stock_code1 | str | 证券代码，例如"600000.SH" 
+instrument_name | str | 证券名称 
+secu_account | str | 股东代码 
 
 ### 成交XtTrade
 属性|类型|注释
@@ -507,9 +540,10 @@ order_sysid | str | 柜台合同编号
 strategy_name | str | 策略名称
 order_remark | str | 委托备注
 direction | int | 多空方向，股票不需要；参见数据字典 
-offset_flag | int | 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等；参见数据字典 
-stock_code1 | str | 证券代码，例如"600000.SH" 
+offset_flag | int | 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等；参见数据字 
 commission | float | 手续费 
+instrument_name | str | 证券名称 
+secu_account | str | 股东代码 
 
 ### 持仓XtPosition
 属性|类型|注释
@@ -526,7 +560,13 @@ on_road_volume | int | 在途股份
 yesterday_volume | int | 昨夜拥股 
 avg_price | float | 成本价 
 direction | int | 多空方向，股票不需要；参见数据字典 
-stock_code1 | str | 证券代码，例如"600000.SH" 
+instrument_name | str | 证券名称                           
+last_price | float | 当前价                             
+profit_rate | float | 盈亏比例                           
+secu_account | str | 股东代码                           
+float_profit | float | 浮动盈亏 
+open_date | str | 开仓日期，股票不需要 
+position_profit | float | 持仓盈亏，股票不需要 
 
 ### 期货持仓统计XtPositionStatistics
 
@@ -738,6 +778,14 @@ status | int | 账号状态，参见数据字典
 | msg      | str  | 反馈信息                               |
 | apply_id | str  | 若申请成功返回资券申请编号，否则返回-1 |
 
+### 银证转账异步接口的反馈XtBankTransferResponse
+
+| 属性    | 类型 | 注释         |
+| ------- | ---- | ------------ |
+| seq     | int  | 异步请求序号 |
+| success | bool | 是否成功     |
+| msg     | str  | 反馈信息     |
+
 ## XtQuant API说明
 
 ### 系统设置接口
@@ -1145,6 +1193,253 @@ sync_transaction_from_external(operation, data_type, account, deal_list)
   #失败输出示例：{'error': {'msg': '[0-0: invalid operation type: ADDD], '}}
   ```
 
+#### 银证转账（银行转证券）同步接口
+
+```python
+bank_transfer_in(account, bank_no, bank_account, balance, bank_pwd, fund_pwd)
+```
+
+* 释义 
+
+  - 银证转账（银行转证券）
+
+* 参数 
+
+  - account - StockAccount 资金账号
+  - bank_no - str 银行编号，可通过query_bank_info查回
+  - bank_account - str 银行账号
+  - balance - float 转账金额
+  - bank_pwd - str 银行账号密码
+  - fund_pwd - str 资金账号密码
+
+* 返回 
+
+  - (success, msg)
+    - success - bool 转账操作是否成功
+    - msg - str 反馈信息
+
+* 示例
+
+  ```python
+  account = StockAccount('1000008')
+  #xt_trader为XtQuant API实例对象
+  result = xt_trader.bank_transfer_in(account, 'A', '0200205001003215076', 10, bank_pwd = 'abc123')
+  print(result)
+  ```
+
+
+#### 银证转账（银行转证券）异步接口
+
+```python
+bank_transfer_in_async(account, bank_no, bank_account, balance, bank_pwd, fund_pwd)
+```
+
+* 释义 
+
+  - 银证转账（银行转证券）的异步接口，异步接口如果正常返回了请求序号seq，会收到on_bank_transfer_async_response的反馈
+
+* 参数
+
+  - account - StockAccount 资金账号
+  - bank_no - str 银行编号，可通过query_bank_info查回
+  - bank_account - str 银行账号
+  - balance - float 转账金额
+  - bank_pwd - str 银行账号密码
+  - fund_pwd - str 资金账号密码
+
+* 返回
+
+  - 返回请求序号seq，成功发起申请后的请求序号为大于0的正整数，如果为-1表示发起申请失败
+
+* 示例
+
+```python
+account = StockAccount('1000008')
+#xt_trader为XtQuant API实例对象
+seq = xt_trader.bank_transfer_in_async(account, 'A', '0200205001003215076', 10, bank_pwd = 'abc123')
+print(seq)
+```
+
+#### 银证转账（证券转银行）同步接口
+
+```python
+bank_transfer_out(account, bank_no, bank_account, balance, bank_pwd, fund_pwd)
+```
+
+* 释义 
+
+  - 银证转账（证券转银行）
+
+* 参数 
+
+  - account - StockAccount 资金账号
+  - bank_no - str 银行编号，可通过query_bank_info查回
+  - bank_account - str 银行账号
+  - balance - float 转账金额
+  - bank_pwd - str 银行账号密码
+  - fund_pwd - str 资金账号密码
+
+* 返回 
+
+  - (success, msg)
+    - success - bool 转账操作是否成功
+    - msg - str 反馈信息
+
+* 示例
+
+  ```python
+  account = StockAccount('1000008')
+  #xt_trader为XtQuant API实例对象
+  result = xt_trader.bank_transfer_out(account, 'A', '0200205001003215076', 10, fund_pwd = 'abc123')
+  print(result)
+  ```
+
+#### 银证转账（证券转银行）异步接口
+
+```python
+bank_transfer_out_async(account, bank_no, bank_account, balance, bank_pwd, fund_pwd)
+```
+
+* 释义 
+
+  - 银证转账（证券转银行）的异步接口，异步接口如果正常返回了请求序号seq，会收到on_bank_transfer_async_response的反馈
+
+* 参数
+
+  - account - StockAccount 资金账号
+  - bank_no - str 银行编号，可通过query_bank_info查回
+  - bank_account - str 银行账号
+  - balance - float 转账金额
+  - bank_pwd - str 银行账号密码
+  - fund_pwd - str 资金账号密码
+
+* 返回
+
+  - 返回请求序号seq，成功发起申请后的请求序号为大于0的正整数，如果为-1表示发起申请失败
+
+* 示例
+
+```python
+account = StockAccount('1000008')
+#xt_trader为XtQuant API实例对象
+seq = xt_trader.bank_transfer_out_async(account, 'A', '0200205001003215076', 10, fund_pwd = 'abc123')
+print(seq)
+```
+
+#### CTP资金内转（期权转期货）同步接口
+
+```python
+ctp_transfer_option_to_future(opt_account_id, ft_account_id, balance)
+```
+
+* 释义 
+
+  - CTP资金内转（期权转期货）
+
+* 参数 
+
+  - opt_account_id - str 期权资金账号
+  - ft_account_id- str 期货资金账号
+  - balance - float 转账金额
+
+* 返回 
+
+  - (success, msg)
+    - success - bool 转账操作是否成功
+    - msg - str 反馈信息
+
+* 示例
+
+  ```python
+  #xt_trader为XtQuant API实例对象
+  result = xt_trader.ctp_transfer_option_to_future('60016061', '10001951', 10)
+  print(result)
+  ```
+
+
+#### CTP资金内转（期权转期货）异步接口
+
+```python
+ctp_transfer_option_to_future_async(opt_account_id, ft_account_id, balance)
+```
+
+* 释义 
+
+  - CTP资金内转（期权转期货）的异步接口，异步接口如果正常返回了请求序号seq，会收到on_ctp_internal_transfer_async_response的反馈
+
+* 参数
+
+  - opt_account_id - str 期权资金账号
+  - ft_account_id- str 期货资金账号
+  - balance - float 转账金额
+
+* 返回
+
+  - 返回请求序号seq，成功发起申请后的请求序号为大于0的正整数，如果为-1表示发起申请失败
+
+* 示例
+
+```python
+#xt_trader为XtQuant API实例对象
+seq = xt_trader.ctp_transfer_option_to_future_async('60016061', '10001951', 10)
+print(seq)
+```
+
+#### CTP资金内转（期货转期权）同步接口
+
+```python
+ctp_transfer_future_to_option(opt_account_id, ft_account_id, balance)
+```
+
+* 释义 
+
+  - CTP资金内转（期权转期货）
+
+* 参数 
+
+  - opt_account_id - str 期权资金账号
+  - ft_account_id- str 期货资金账号
+  - balance - float 转账金额
+
+* 返回 
+
+  - (success, msg)
+    - success - bool 转账操作是否成功
+    - msg - str 反馈信息
+
+* 示例
+
+  ```python
+  #xt_trader为XtQuant API实例对象
+  result = xt_trader.ctp_transfer_future_to_option('60016061', '10001951', 15)
+  print(result)
+  ```
+
+#### CTP资金内转（期货转期权）异步接口
+
+```python
+ctp_transfer_future_to_option_async(opt_account_id, ft_account_id, balance)
+```
+
+* 释义 
+
+  - CTP资金内转（期货转期权）的异步接口，异步接口如果正常返回了请求序号seq，会收到on_ctp_internal_transfer_async_response的反馈
+* 参数
+
+  - opt_account_id - str 期权资金账号
+  - ft_account_id- str 期货资金账号
+  - balance - float 转账金额
+
+* 返回
+
+  - 返回请求序号seq，成功发起申请后的请求序号为大于0的正整数，如果为-1表示发起申请失败
+* 示例
+
+```python
+#xt_trader为XtQuant API实例对象
+seq = xt_trader.ctp_transfer_future_to_option_async('60016061', '10001951', 15)
+print(seq)
+```
 
 ### 股票查询接口
 
@@ -1557,6 +1852,146 @@ query_data(account, result_path, data_type, start_time = None, end_time = None,
   #失败输出示例：{'error': {'errorMsg': 'can not find account info, accountID:2000449 accountType:2'}}
   ```
 
+#### 银行信息查询
+
+```python
+query_bank_info(account)
+```
+
+* 释义 
+  
+  - 银行信息查询
+* 参数 
+  
+  - account - StockAccount 资金账号
+* 返回 
+  - result - dict 银行信息，包含以下字段
+    - success - bool
+    - error_msg - str
+    - money_type - str 币种
+    - bank_no - str 银行编号
+    - bank_account - str 银行账号
+    - bank_name - str 银行名称
+
+* 示例
+
+  ```python
+  account = StockAccount('1000008')
+  #xt_trader为XtQuant API实例对象
+  datas = xt_trader.query_bank_info(account)
+  for it in datas:
+      print({x:it.__getattribute__(x) for x in dir(it) if x[0] != '_'})
+  ```
+
+#### 银行余额查询
+
+```python
+query_bank_amount(account, bank_no, bank_account, bank_pwd)
+```
+
+* 释义 
+
+  - 银行转账流水查询
+
+* 参数 
+
+  - account - StockAccount 资金账号
+  - bank_no - str 银行编号，可通过query_bank_info查回
+  - bank_account - str 银行账号
+  - bank_pwd - str 银行账号密码
+
+* 返回 
+
+  - result - dict 银行转账流水信息，包含以下字段
+    - success - bool
+    - error_msg - str
+    - account_id - str 资金账号
+    - bank_account - str 银行账号
+    - money_type - str 币种
+    - balance - float 余额
+    - enable_balance - float 可转金额
+
+* 示例
+
+  ```python
+  account = StockAccount('1000008')
+  #xt_trader为XtQuant API实例对象
+  datas = xt_trader.query_bank_amount(account, 'A', '0200205001003215076', 'abc123')
+  for it in datas:
+      print({x:it.__getattribute__(x) for x in dir(it) if x[0] != '_'})
+  ```
+
+#### 银行转账流水查询
+
+```python
+query_bank_transfer_stream(account, start_date, end_date, bank_no, bank_account)
+```
+
+* 释义 
+  
+  - 银行转账流水查询
+* 参数 
+  - account - StockAccount 资金账号
+  - start_date - str 查询起始日期，如'20241125'
+  - end_date - str 查询截至日期，如'20241129'
+  - bank_no - str 银行编号，可通过query_bank_info查回
+  - bank_account - str 银行账号
+* 返回 
+  - result - dict 银行转账流水信息，包含以下字段
+    - success - bool
+    - error_msg - str
+    - date - str 日期
+    - time - str 时间
+    - transfer_no - str 转账流水号 
+    - transfer_direction - str 转账方向 '1':银行转证券，'2':证券转银行，'5':查询
+    - bank_no - str 银行编号
+    - bank_name - str 银行名称
+    - bank_account - str 银行账号
+    - money_type - str 币种
+    - account_id - str 资金账号
+    - balance - float 金额
+    - remark - str 备注
+
+* 示例
+
+  ```python
+  account = StockAccount('1000008')
+  #xt_trader为XtQuant API实例对象
+  datas = xt_trader.query_bank_transfer_stream(account, '20241125', '20241129')
+  for it in datas:
+      print({x:it.__getattribute__(x) for x in dir(it) if x[0] != '_'})
+  ```
+
+#### 股东账户查询
+
+```python
+query_secu_account(account)
+```
+
+* 释义 
+  
+  - 股东账户查询
+* 参数 
+  
+  - account - StockAccount 资金账号
+* 返回 
+  - result - dict 银行信息，包含以下字段
+    - success - bool
+    - error_msg - str
+    - main - bool 是否主股东
+    - market - str 证券市场
+    - secu_account - str 股东号
+
+* 示例
+
+  ```python
+  account = StockAccount('1000008')
+  #xt_trader为XtQuant API实例对象
+  datas = xt_trader.query_secu_account(account)
+  for it in datas:
+      print({x:it.__getattribute__(x) for x in dir(it) if x[0] != '_'})
+  ```
+
 ### 约券相关接口
 
 #### 券源行情查询
@@ -1773,6 +2208,13 @@ class MyXtQuantTraderCallback(XtQuantTraderCallback):
         """
         print("on_smt_appointment_async_response")
         print(response.account_id, response.order_sysid, response.error_id, response.error_msg, response.seq)
+    def on_bank_transfer_async_response(self, response):
+        """
+        :param response: XtBankTransferResponse 对象
+        :return:
+        """
+        print("on_bank_transfer_async_response")
+        print(response.seq, response.success, response.msg)
 ```
 
 #### 连接状态回调
@@ -1908,5 +2350,35 @@ on_smt_appointment_async_response(data)
   - data - XtSmtAppointmentResponse 约券相关异步接口的反馈
 * 返回
   - 无 
+* 备注
+  - 无
+
+#### 银证转账异步接口的回报推送
+
+```python
+on_bank_transfer_async_response(data)
+```
+
+* 释义
+  - 银证转账异步接口的回报推送
+* 参数
+  - data - XtBankTransferResponse 银证转账异步接口的反馈
+* 返回
+  - 无 
+* 备注
+  - 无
+
+#### CTP资金内转异步接口的回报推送
+
+```python
+on_ctp_internal_transfer_async_response(data)
+```
+
+* 释义
+  - CTP资金内转异步接口的回报推送
+* 参数
+  - data - XtBankTransferResponse 银证转账异步接口的反馈
+* 返回
+  - 无 
 * 备注
   - 无

src/xtquant/metatable/__init__.py

@@ -5,6 +5,7 @@ from .meta_config import (
     get_metatable_list,
     get_metatable_info,
     get_metatable_fields,
+    download_metatable_data,
 )
 
 from . import get_arrow

src/xtquant/metatable/get_arrow.py

@@ -27,7 +27,7 @@ def _get_tabular_feather_single_ori(
 
     file_path = os.path.join(xtdata.get_data_dir(), "EP", f"{table}_Xdat2", "data.fe")
     if not os.path.exists(file_path):
-        return
+        return None, None
 
     fe_table = fe.read_table(file_path)
 
@@ -199,6 +199,36 @@ def _parse_keys(fields):
 
     return [(tb, sd['show'], sd['fe']) for tb, sd in tmp.items()]
 
+def _datetime_to_timetag(timelabel, format=''):
+    '''
+    timelabel: str '20221231' '20221231235959'
+    format: str '%Y%m%d' '%Y%m%d%H%M%S'
+    return: int 1672502399000
+    '''
+    import datetime as dt
+    if not format:
+        format = '%Y%m%d' if len(timelabel) == 8 else '%Y%m%d%H%M%S'
+    try:
+        return dt.datetime.strptime(timelabel, format).timestamp() * 1000
+    except:
+        return 0
+
+def _datetime_to_timetag_end(timelabel, format=''):
+    '''
+    timelabel: str '20221231' '20221231235959'
+    format: str '%Y%m%d' '%Y%m%d%H%M%S'
+    return: int 1672502399000
+    '''
+    import datetime as dt
+    if not format:
+        format = '%Y%m%d' if len(timelabel) == 8 else '%Y%m%d%H%M%S'
+    try:
+        if len(timelabel) == 8:
+            return dt.datetime.strptime(timelabel, format).timestamp() * 1000 + 24*60*60*1000 - 1
+        elif len(timelabel) == 14:
+            return dt.datetime.strptime(timelabel, format).timestamp() * 1000 + 1000 - 1
+    except:
+        return 0
 
 def get_tabular_fe_data(
         codes: list,
@@ -229,22 +259,8 @@ def get_tabular_fe_data(
 
     table_fields = _parse_fields(fields)
 
-    def datetime_to_timetag(timelabel, format=''):
-        '''
-        timelabel: str '20221231' '20221231235959'
-        format: str '%Y%m%d' '%Y%m%d%H%M%S'
-        return: int 1672502399000
-        '''
-        import datetime as dt
-        if not format:
-            format = '%Y%m%d' if len(timelabel) == 8 else '%Y%m%d%H%M%S'
-        try:
-            return dt.datetime.strptime(timelabel, format).timestamp() * 1000
-        except:
-            return 0
-
-    start_timetag = datetime_to_timetag(start_time)
-    end_timetag = datetime_to_timetag(end_time)
+    start_timetag = _datetime_to_timetag(start_time)
+    end_timetag = _datetime_to_timetag_end(end_time)
 
     dfs = []
     ordered_fields = []
@@ -309,22 +325,8 @@ def get_tabular_fe_bson(
 
     table_fields = _parse_keys(fields)
 
-    def datetime_to_timetag(timelabel, format=''):
-        '''
-        timelabel: str '20221231' '20221231235959'
-        format: str '%Y%m%d' '%Y%m%d%H%M%S'
-        return: int 1672502399000
-        '''
-        import datetime as dt
-        if not format:
-            format = '%Y%m%d' if len(timelabel) == 8 else '%Y%m%d%H%M%S'
-        try:
-            return dt.datetime.strptime(timelabel, format).timestamp() * 1000
-        except:
-            return 0
-
-    start_timetag = datetime_to_timetag(start_time)
-    end_timetag = datetime_to_timetag(end_time)
+    start_timetag = _datetime_to_timetag(start_time)
+    end_timetag = _datetime_to_timetag_end(end_time)
 
     def _get_convert():
         import pyarrow as pa

src/xtquant/qmttools/stgentry.py

@@ -13,6 +13,11 @@ def run_file(user_script, param = {}):
         lib_search = [os.path.abspath(p) for p in pypath.split(';')]
         sys.path = lib_search + [p for p in sys.path if p not in lib_search]
 
+    user_args = param.get('user_args')
+    if user_args and type(user_args) == dict:
+        for k, v in user_args.items():
+            globals()[k] = v
+
     user_module = compile(open(user_script, 'rb').read(), user_script, 'exec', optimize = 2)
     #print({'user_module': user_module})
 

src/xtquant/qmttools/stgframe.py

@@ -73,10 +73,16 @@ class StrategyLoader:
 
         if C.start_time:
             C.start_time_str = C.start_time.replace('-', '').replace(' ', '').replace(':', '')
-            C.start_time_num = int(datetime_to_timetag(C.start_time_str))
+            try:
+                C.start_time_num = int(datetime_to_timetag(C.start_time_str))
+            except:
+                C.start_time_num = 0
         if C.end_time:
             C.end_time_str = C.end_time.replace('-', '').replace(' ', '').replace(':', '')
-            C.end_time_num = int(datetime_to_timetag(C.end_time_str))
+            try:
+                C.end_time_num = int(datetime_to_timetag(C.end_time_str))
+            except:
+                C.end_time_num = 0
 
         if 1: #register
             this.create_formula()
@@ -126,11 +132,17 @@ class StrategyLoader:
             import datetime as dt
             if C.start_time:
                 C.start_time_str = C.start_time.replace('-', '').replace(' ', '').replace(':', '')
-                C.start_time_num = int(datetime_to_timetag(C.start_time_str))
+                try:
+                    C.start_time_num = int(datetime_to_timetag(C.start_time_str))
+                except:
+                    C.start_time_num = 0
                 init_result['backtest']['start_time'] = dt.datetime.fromtimestamp(C.start_time_num / 1000).strftime('%Y-%m-%d %H:%M:%S')
             if C.end_time:
                 C.end_time_str = C.end_time.replace('-', '').replace(' ', '').replace(':', '')
-                C.end_time_num = int(datetime_to_timetag(C.end_time_str))
+                try:
+                    C.end_time_num = int(datetime_to_timetag(C.end_time_str))
+                except:
+                    C.end_time_num = 0
                 init_result['backtest']['end_time'] = dt.datetime.fromtimestamp(C.end_time_num / 1000).strftime('%Y-%m-%d %H:%M:%S')
 
             this.call_formula('initcomplete', init_result)

src/xtquant/xtconstant.py

@@ -193,13 +193,13 @@ MARKET_CANCEL_5 = 22
 MARKET_CONVERT_1 = 23
 # 市价最优五档即成剩转[中金所][期货]
 MARKET_CONVERT_5 = 24
-# 最优五档即时成交剩余撤销[上交所][股票]
+# 最优五档即时成交剩余撤销[上交所][北交所][股票]
 MARKET_SH_CONVERT_5_CANCEL = 42
-# 最优五档即时成交剩转限价[上交所][股票]
+# 最优五档即时成交剩转限价[上交所][北交所][股票]
 MARKET_SH_CONVERT_5_LIMIT = 43
-# 对手方最优价格委托[上交所[股票]][深交所[股票][期权]]
+# 对手方最优价格委托[上交所[股票]][深交所[股票][期权]][北交所[股票]]
 MARKET_PEER_PRICE_FIRST = 44
-# 本方最优价格委托[上交所[股票]][深交所[股票][期权]]
+# 本方最优价格委托[上交所[股票]][深交所[股票][期权]][北交所[股票]]
 MARKET_MINE_PRICE_FIRST = 45
 # 即时成交剩余撤销委托[深交所][股票][期权]
 MARKET_SZ_INSTBUSI_RESTCANCEL = 46

src/xtquant/xtdatacenter.py

@@ -110,7 +110,8 @@ def set_kline_mirror_markets(markets):
 
 def set_allow_optmize_address(allow_list = []):
     '''
-    设置连接池，行情仅从连接池内的地址中选择连接，此接口应该先于init调用
+    设置连接池，此接口应该先于init调用
+    设置后，行情仅从连接池内的地址中选择连接，并且使用第一个地址作为全推行情地址
     地址格式为'127.0.0.1:55300'
     设置为空时，行情从全部的可用地址中选择连接
     '''
@@ -158,7 +159,7 @@ def set_index_mirror_enabled(enable):
         设置指标全推功能是否开启，此接口应该先于init调用
         此功能默认关闭
     '''
-    __dc.set_index_mirror_enabled(["SH", "SZ", "SHO", "SZO", "IF", "DF", "SF", "ZF", "GF", "INE"] if enable else [])
+    __dc.set_index_mirror_enabled(['SH', 'SZ', 'SHO', 'SZO', 'IF', 'DF', 'SF', 'ZF', 'GF', 'INE'] if enable else [])
     return
 
 
@@ -174,6 +175,41 @@ def set_index_mirror_markets(markets):
     return
 
 
+def set_kline_cutting_mode(mode):
+    '''
+    设置多周期数据切割按累计交易时间还是固定交易间隔，此接口应该先于init调用
+    mode: str, 切割方式
+        'accumulate',累计交易时间
+        'fixed',固定交易间隔
+        例如 期货交易时间10:00-10:15, 10:30-11:30， 以30分钟k线切割划分为依据
+            按累计交易时间方式结果为10:00-10:45, 10:45-11:15，累计够30分钟，做一次切割，默认使用当前方式
+            按固定交易间隔方式结果为10:00-10:15, 10:30-11:00，是按固定30分钟切割划分一次
+    默认按累计交易时间
+    '''
+    __dc.set_kline_cutting_mode(mode)
+
+
+def set_quote_time_mode_v2(enable):
+    '''
+        设置是否用新版交易时段，此接口应该先于init调用
+    '''
+    __dc.set_quote_time_version(enable)
+
+def set_thousand_source_mode(mode):
+    '''
+    设置千档数据源模式：
+    mode: str, 千档数据源模式
+        'server',使用服务计算的千档数据
+        'local' ,使用本地计算的千档数据
+    示例：
+        from xtquant import xtdatacenter as xtdc
+        xtdc.set_thousand_source_mode('server') # 使用服务计算的千档数据
+        xtdc.set_thousand_source_mode('local')  # 使用本地计算的千档数据
+
+    默认使用服务计算的千档数据
+    '''
+    __dc.set_thousand_source_mode(mode)
+
 def init(start_local_service = True):
     '''
     初始化行情模块
@@ -182,8 +218,8 @@ def init(start_local_service = True):
     '''
     import time
 
-    __dc.set_config_dir(__config_dir)
-    __dc.set_data_home_dir(__data_home_dir)
+    __dc.set_config_dir(str(__config_dir))
+    __dc.set_data_home_dir(str(__data_home_dir))
     __dc.set_token(__quote_token)
     __dc.log_init()
     __dc.start_init_quote()
@@ -209,8 +245,10 @@ def init(start_local_service = True):
                 status_show[srv_addr] = info['boerror']
             else:
                 status_show[srv_addr] = info['resultdesc']
+                if info['resultcode'] != 0:
+                    status_show[srv_addr] = status_show[srv_addr] + ', ' + info['reason']
 
-        raise ConnectionError(f'行情连接初始化异常, 当前状态:{status_show}')
+        raise ConnectionError(f'行情连接初始化异常, 未获取到市场权限, 当前连接状态:{status_show}')
 
     market_keys = result.get('markets', [])
     '''
@@ -230,14 +268,14 @@ def init(start_local_service = True):
                 srv_addr = info['loginparam']['ip'] + ':' + str(info['loginparam']['port'])
                 error = info['boerror']
 
-                raise ConnectionError(f'行情连接初始化异常 {mkt} {srv_addr} {error}')
+                raise ConnectionError(f'行情连接初始化异常 {mkt}, {srv_addr} {error}')
 
             if info['resultcode'] != 0:
                 srv_addr = info['loginparam']['ip'] + ':' + str(info['loginparam']['port'])
                 error = info['resultdesc']
                 reason = info['reason']
 
-                raise ConnectionError(f'行情连接初始化异常 {mkt} {srv_addr} {error} {reason}')
+                raise ConnectionError(f'行情连接初始化异常 {mkt}, {srv_addr} {error} {reason}')
         else:
             status = bson.decode(__dc.fetch_server_list_status())
 
@@ -250,8 +288,10 @@ def init(start_local_service = True):
                     status_show[srv_addr] = info['boerror']
                 else:
                     status_show[srv_addr] = info['resultdesc']
+                    if info['resultcode'] != 0:
+                        status_show[srv_addr] = status_show[srv_addr] + ', ' + info['reason']
 
-            raise ConnectionError(f'行情连接初始化异常 {mkt}, 当前状态:{status_show}')
+            raise ConnectionError(f'行情连接初始化异常 {mkt}, 未找到支持该市场的连接, 当前连接状态:{status_show}')
 
     global init_complete
     init_complete = True

src/xtquant/xttrader.py

@@ -102,6 +102,20 @@ class XtQuantTraderCallback(object):
         :return:
         """
         pass
+    
+    def on_bank_transfer_async_response(self, response):
+        """
+        :param response: XtBankTransferResponse 对象
+        :return:
+        """
+        pass
+
+    def on_ctp_internal_transfer_async_response(self, response):
+        """
+        :param response: XtBankTransferResponse 对象
+        :return:
+        """
+        pass
 
 class XtQuantTrader(object):
     def __init__(self, path, session, callback=None):
@@ -187,7 +201,13 @@ class XtQuantTrader(object):
         self.async_client.bindOnQueryPositionStatisticsRespCallback(on_common_resp_callback)
         self.async_client.bindOnExportDataRespCallback(on_common_resp_callback)
         self.async_client.bindOnSyncTransactionFromExternalRespCallback(on_common_resp_callback)
-        
+        self.async_client.bindOnBankTransferRespCallback(on_common_resp_callback)
+        self.async_client.bindOnQueryBankInfoRespCallback(on_common_resp_callback)
+        self.async_client.bindOnQueryBankAmountRespCallback(on_common_resp_callback)
+        self.async_client.bindOnQueryBankTransferStreamRespCallback(on_common_resp_callback)
+        self.async_client.bindOnQuerySecuAccountRespCallback(on_common_resp_callback)
+        self.async_client.bindOnCtpInternalTransferRespCallback(on_common_resp_callback)
+     
         self.async_client.bindOnQueryAccountInfosCallback(on_common_resp_callback)
         self.async_client.bindOnQueryAccountStatusCallback(on_common_resp_callback)
     #########################
@@ -311,7 +331,27 @@ class XtQuantTrader(object):
         
         if enable_push:
             self.async_client.bindOnSmtAppointmentRespCallback(on_common_push_callback_wrapper(2, on_push_SmtAppointmentAsyncResponse))
+   
+        def on_push_bankTransferAsyncResponse(seq, resp):
+            callback = self.cbs.pop(seq, None)
+            if callback:
+                resp = _XTTYPE_.XtBankTransferResponse(seq, resp.success, resp.error_msg)
+                callback(resp)
+            return
         
+        if enable_push:
+            self.async_client.bindOnBankTransferRespCallback(on_common_push_callback_wrapper(2, on_push_bankTransferAsyncResponse))
+
+        def on_push_ctpInternalTransferAsyncResponse(seq, resp):
+            callback = self.cbs.pop(seq, None)
+            if callback:
+                resp = _XTTYPE_.XtBankTransferResponse(seq, resp.success, resp.error_msg)
+                callback(resp)
+            return
+      
+        if enable_push:
+            self.async_client.bindOnCtpInternalTransferRespCallback(on_common_push_callback_wrapper(2, on_push_ctpInternalTransferAsyncResponse))
+
     ########################
 
     def common_op_async_with_seq(self, seq, callable, callback):
@@ -433,6 +473,7 @@ class XtQuantTrader(object):
         req.m_strOrderRemarkNew = order_remark
         req.m_dOrderAmount = order_volume
         req.m_strStockCode1 = stock_code
+        req.m_strAccountID1 = account.account_id
 
         seq = self.async_client.nextSeq()
         self.queuing_order_seq.add(seq)
@@ -466,6 +507,7 @@ class XtQuantTrader(object):
         req.m_strOrderRemarkNew = order_remark
         req.m_dOrderAmount = order_volume
         req.m_strStockCode1 = stock_code
+        req.m_strAccountID1 = account.account_id
         
         seq = self.async_client.nextSeq()
         self.queuing_order_seq.add(seq)
@@ -1474,3 +1516,257 @@ class XtQuantTrader(object):
         result = json.loads(resp)
         return result
 
+    def bank_transfer_in(self, account, bank_no, bank_account, balance, bank_pwd = '', fund_pwd = ''):
+        """
+        :param account - StockAccount: 资金账号
+        :param bank_no - str: 银行编号，可通过query_bank_info查回
+        :param bank_account - str: 银行账号
+        :param balance - float: 转账金额
+        :param bank_pwd - str: 银行账号密码
+        :param fund_pwd - str: 资金账号密码
+        :return: 返回转账结果
+        """
+        req = _XTQC_.BankTransferReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        req.fund_pwd = str(fund_pwd)
+        req.direction = 501
+        req.bank_account = str(bank_account)
+        req.bank_no = str(bank_no)
+        req.bank_pwd = str(bank_pwd)
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        result = self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.bankTransferWithSeq, seq, req)
+        )
+        return result.success, result.msg
+
+    def bank_transfer_in_async(self, account, bank_no, bank_account, balance, bank_pwd = '', fund_pwd = ''):
+        """
+        :param account - StockAccount: 资金账号
+        :param bank_no - str: 银行编号，可通过query_bank_info查回
+        :param bank_account - str: 银行账号
+        :param balance - float: 转账金额
+        :param bank_pwd - str: 银行账号密码
+        :param fund_pwd - str: 资金账号密码
+        :return: 返回请求序号, 成功请求后的序号为大于0的正整数, 如果为-1表示请求失败
+        """
+        req = _XTQC_.BankTransferReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        req.fund_pwd = str(fund_pwd)
+        req.direction = 501
+        req.bank_account = str(bank_account)
+        req.bank_no = str(bank_no)
+        req.bank_pwd = str(bank_pwd)
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        self.cbs[seq] = self.callback.on_bank_transfer_async_response
+        self.async_client.bankTransferWithSeq(seq, req)
+        return seq
+
+    def bank_transfer_out(self, account, bank_no, bank_account, balance, bank_pwd = '', fund_pwd = ''):
+        """
+        :param account - StockAccount: 资金账号
+        :param bank_no - str: 银行编号，可通过query_bank_info查回
+        :param bank_account - str: 银行账号
+        :param balance - float: 转账金额
+        :param bank_pwd - str: 银行账号密码
+        :param fund_pwd - str: 资金账号密码
+        :return: 返回转账结果
+        """
+        req = _XTQC_.BankTransferReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        req.fund_pwd = str(fund_pwd)
+        req.direction = 502
+        req.bank_account = str(bank_account)
+        req.bank_no = str(bank_no)
+        req.bank_pwd = str(bank_pwd)
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        result = self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.bankTransferWithSeq, seq, req)
+        )
+        return result.success, result.msg
+
+    def bank_transfer_out_async(self, account, bank_no, bank_account, balance, bank_pwd = '', fund_pwd = ''):
+        """
+        :param account - StockAccount: 资金账号
+        :param bank_no - str: 银行编号，可通过query_bank_info查回
+        :param bank_account - str: 银行账号
+        :param balance - float: 转账金额
+        :param bank_pwd - str: 银行账号密码
+        :param fund_pwd - str: 资金账号密码
+        :return: 返回请求序号, 成功请求后的序号为大于0的正整数, 如果为-1表示请求失败
+        """
+        req = _XTQC_.BankTransferReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        req.fund_pwd = str(fund_pwd)
+        req.direction = 502
+        req.bank_account = str(bank_account)
+        req.bank_no = str(bank_no)
+        req.bank_pwd = str(bank_pwd)
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        self.cbs[seq] = self.callback.on_bank_transfer_async_response
+        self.async_client.bankTransferWithSeq(seq, req)
+        return seq
+
+    def query_bank_info(self, account):
+        """
+        :param account - StockAccount: 资金账号
+        :return: 返回BankInfo结构组成的list
+        """
+        req = _XTQC_.QueryBankInfoReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        
+        seq = self.async_client.nextSeq()
+        return self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.queryBankInfoWithSeq, seq, req)
+        )
+
+    def query_bank_amount(self, account, bank_no, bank_account, bank_pwd):
+        """
+        :param account - StockAccount: 资金账号
+        :param bank_no - str: 银行编号，可通过query_bank_info查回
+        :param bank_account - str: 银行账号
+        :param bank_pwd - str: 银行账号密码
+        :return: 返回BankAmount组成的list
+        """
+        req = _XTQC_.QueryBankAmountReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        req.bank_no = str(bank_no)
+        req.bank_account = str(bank_account)
+        req.bank_pwd = str(bank_pwd)
+
+        seq = self.async_client.nextSeq()
+        return self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.queryBankAmountWithSeq, seq, req)
+        )
+
+    def query_bank_transfer_stream(self, account, start_date, end_date, bank_no = '', bank_account = ''):
+        """
+        :param account - StockAccount: 资金账号
+        :param start_date - str: 查询起始日期，如'20241125'
+        :param end_date - str: 查询截至日期，如'20241129'
+        :param bank_no - str: 银行编号，可通过query_bank_info查回
+        :param bank_account - str: 银行账号
+        :return: 返回BankTransferStream组成的list
+        """
+        req = _XTQC_.QueryBankTransferStreamReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        req.start_date = str(start_date)
+        req.end_date = str(end_date)
+        req.bank_no = str(bank_no)
+        req.bank_account = str(bank_account)
+        
+        seq = self.async_client.nextSeq()
+        return self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.queryBankTransferStreamWithSeq, seq, req)
+        )
+
+    def query_secu_account(self, account):
+        """
+        :param account - StockAccount: 资金账号
+        :return: 返回SecuAccount结构组成的list
+        """
+        req = _XTQC_.QuerySecuAccountReq()
+        req.account_type = account.account_type
+        req.account_id = account.account_id
+        
+        seq = self.async_client.nextSeq()
+        return self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.querySecuAccountWithSeq, seq, req)
+        )
+
+    def ctp_transfer_option_to_future(self, opt_account_id, ft_account_id, balance):
+        """
+        :param opt_account_id - string: 期权资金账号
+        :param ft_account_id - string: 期货资金账号
+        :param balance - float: 转账金额
+        :return: 返回内转结果
+        """
+        req = _XTQC_.CtpInternalTransferReq()
+        req.opt_account_id = str(opt_account_id)
+        req.ft_account_id = str(ft_account_id)
+        req.direction = 515
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        result = self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.ctpInternalTransferWithSeq, seq, req)
+        )
+        return result.success, result.msg
+
+    def ctp_transfer_option_to_future_async(self, opt_account_id, ft_account_id, balance):
+        """
+        :param opt_account_id - string: 期权资金账号
+        :param ft_account_id - string: 期货资金账号
+        :param balance - float: 转账金额
+        :return: 返回请求序号, 成功请求后的序号为大于0的正整数, 如果为-1表示请求失败
+        """
+        req = _XTQC_.CtpInternalTransferReq()
+        req.opt_account_id = str(opt_account_id)
+        req.ft_account_id = str(ft_account_id)
+        req.direction = 515
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        self.cbs[seq] = self.callback.on_ctp_internal_transfer_async_response
+        self.async_client.ctpInternalTransferWithSeq(seq, req)
+        return seq
+
+    def ctp_transfer_future_to_option(self, opt_account_id, ft_account_id, balance):
+        """
+        :param opt_account_id - string: 期权资金账号
+        :param ft_account_id - string: 期货资金账号
+        :param balance - float: 转账金额
+        :return: 返回内转结果
+        """
+        req = _XTQC_.CtpInternalTransferReq()
+        req.opt_account_id = str(opt_account_id)
+        req.ft_account_id = str(ft_account_id)
+        req.direction = 516
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        result = self.common_op_sync_with_seq(
+            seq,
+            (self.async_client.ctpInternalTransferWithSeq, seq, req)
+        )
+        return result.success, result.msg
+
+    def ctp_transfer_future_to_option_async(self, opt_account_id, ft_account_id, balance):
+        """
+        :param opt_account_id - string: 期权资金账号
+        :param ft_account_id - string: 期货资金账号
+        :param balance - float: 转账金额
+        :return: 返回请求序号, 成功请求后的序号为大于0的正整数, 如果为-1表示请求失败
+        """
+        req = _XTQC_.CtpInternalTransferReq()
+        req.opt_account_id = str(opt_account_id)
+        req.ft_account_id = str(ft_account_id)
+        req.direction = 516
+        req.balance = float(balance)
+        
+        seq = self.async_client.nextSeq()
+        self.cbs[seq] = self.callback.on_ctp_internal_transfer_async_response
+        self.async_client.ctpInternalTransferWithSeq(seq, req)
+        return seq
+

src/xtquant/xttype.py

@@ -36,13 +36,14 @@ class XtAsset(object):
     """
     迅投股票账号资金结构
     """
-    def __init__(self, account_id, cash, frozen_cash, market_value, total_asset):
+    def __init__(self, account_id, cash, frozen_cash, market_value, total_asset, fetch_balance):
         """
         :param account_id: 资金账号
         :param cash: 可用
         :param frozen_cash: 冻结
         :param market_value: 持仓市值
         :param total_asset: 总资产
+        :param fetch_balance: 可取资金
         """
         self.account_type = _XTCONST_.SECURITY_ACCOUNT
         self.account_id = account_id
@@ -50,6 +51,7 @@ class XtAsset(object):
         self.frozen_cash = frozen_cash
         self.market_value = market_value
         self.total_asset = total_asset
+        self.fetch_balance = fetch_balance
 
 
 class XtOrder(object):
@@ -60,7 +62,7 @@ class XtOrder(object):
                  order_id, order_sysid, order_time, order_type, order_volume,
                  price_type, price, traded_volume, traded_price,
                  order_status, status_msg, strategy_name, order_remark, direction, offset_flag,
-                 stock_code1):
+                 secu_account, instrument_name):
         """
         :param account_id: 资金账号
         :param stock_code: 证券代码, 例如"600000.SH"
@@ -79,6 +81,8 @@ class XtOrder(object):
         :param order_remark: 委托备注
         :param direction: 多空, 股票不需要
         :param offset_flag: 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等
+        :param secu_account: 股东代码
+        :param instrument_name: 证券名称
         """
         self.account_type = _XTCONST_.SECURITY_ACCOUNT
         self.account_id = account_id
@@ -98,7 +102,8 @@ class XtOrder(object):
         self.order_remark = order_remark
         self.direction = direction
         self.offset_flag = offset_flag
-        self.stock_code1 = stock_code1
+        self.secu_account = secu_account
+        self.instrument_name = instrument_name
 
 
 class XtTrade(object):
@@ -108,7 +113,7 @@ class XtTrade(object):
     def __init__(self, account_id, stock_code,
                  order_type, traded_id, traded_time, traded_price, traded_volume, traded_amount,
                  order_id, order_sysid, strategy_name, order_remark, direction, offset_flag,
-                 stock_code1, commission):
+                 commission, secu_account, instrument_name):
         """
         :param account_id: 资金账号
         :param stock_code: 证券代码, 例如"600000.SH"
@@ -125,6 +130,8 @@ class XtTrade(object):
         :param direction: 多空, 股票不需要
         :param offset_flag: 交易操作，用此字段区分股票买卖，期货开、平仓，期权买卖等
         :param commission: 手续费
+        :param secu_account: 股东代码
+        :param instrument_name: 证券名称
         """
         self.account_type = _XTCONST_.SECURITY_ACCOUNT
         self.account_id = account_id
@@ -141,8 +148,9 @@ class XtTrade(object):
         self.order_remark = order_remark
         self.direction = direction
         self.offset_flag = offset_flag
-        self.stock_code1 = stock_code1
         self.commission = commission
+        self.secu_account = secu_account
+        self.instrument_name = instrument_name
 
 
 class XtPosition(object):
@@ -152,7 +160,7 @@ class XtPosition(object):
     def __init__(self, account_id, stock_code,
                  volume, can_use_volume, open_price, market_value,
                  frozen_volume, on_road_volume, yesterday_volume, avg_price, direction,
-                 stock_code1):
+                 last_price, profit_rate, secu_account, instrument_name):
         """
         :param account_id: 资金账号
         :param stock_code: 证券代码, 例如"600000.SH"
@@ -165,6 +173,10 @@ class XtPosition(object):
         :param yesterday_volume: 昨夜拥股
         :param avg_price: 成本价
         :param direction: 多空, 股票不需要
+        :param last_price: 当前价
+        :param profit_rate: 盈亏比例
+        :param secu_account: 股东代码
+        :param instrument_name: 证券名称
         """
         self.account_type = _XTCONST_.SECURITY_ACCOUNT
         self.account_id = account_id
@@ -178,7 +190,10 @@ class XtPosition(object):
         self.yesterday_volume = yesterday_volume
         self.avg_price = avg_price
         self.direction = direction
-        self.stock_code1 = stock_code1
+        self.last_price = last_price
+        self.profit_rate = profit_rate
+        self.secu_account = secu_account
+        self.instrument_name = instrument_name
 
 
 class XtOrderError(object):
@@ -371,3 +386,18 @@ class XtSmtAppointmentResponse(object):
         self.success = success
         self.msg = msg
         self.apply_id = apply_id
+
+class XtBankTransferResponse(object):
+    """
+    迅投银证转账异步接口的反馈
+    """
+    def __init__(self, seq, success, msg):
+        """
+        :param seq: 异步请求序号
+        :param success: 是否成功
+        :param msg: 反馈信息
+        """
+        self.seq = seq
+        self.success = success
+        self.msg = msg
+

src/xtquant/xtview.py

@@ -20,12 +20,22 @@ def connect(ip = '', port = None, remember_if_success = True):
 
     from . import xtconn
 
+    start_port = 0
+    end_port = 65535
+
+    if isinstance(port, tuple):
+        start_port = port[0]
+        end_port = port[1]
+
+    if start_port > end_port:
+        start_port, end_port = end_port, start_port
+
     if not ip:
         ip = 'localhost'
 
     if port:
         server_list = [f'{ip}:{port}']
-        __client = xtconn.connect_any(server_list)
+        __client = xtconn.connect_any(server_list, start_port, end_port)
     else:
         server_list = xtconn.scan_available_server_addr()
 
@@ -33,7 +43,7 @@ def connect(ip = '', port = None, remember_if_success = True):
         if not default_addr in server_list:
             server_list.append(default_addr)
 
-        __client = xtconn.connect_any(server_list)
+        __client = xtconn.connect_any(server_list, start_port, end_port)
 
     if not __client or not __client.is_connected():
         raise Exception("无法连接xtquant服务，请检查QMT-投研版或QMT-极简版是否开启")
@@ -324,3 +334,51 @@ def push_xtview_data(data_type, time, datas):
     )
     return
 
+
+class UIPanel:
+    code = ''
+    period = '1d'
+    figures = []
+    startX = -1
+    startY = -1
+    width = -1
+    height = -1
+
+    def __init__(self, code, period = '1d', figures = [], startX = -1, startY = -1, width = -1, height = -1):
+        self.code = code
+        self.period = period
+        self.figures = figures
+        self.startX = startX
+        self.startY = startY
+        self.width = width
+        self.height = height
+
+
+def apply_ui_panel_control(info: list):
+    '''
+    控制主图界面展示
+    用法：
+    apply_ui_panel_control(info:list[UIPanel])
+
+    参数：
+    info,list[UIPanel]类型,每个UIPanel为一个行情页面,code为必填项
+    code:str,代码市场,为必填项
+    period:str,周期,'tick','1m','5m','1d'等
+    figures:list,内部存放附图指标名称
+    startX: int, 距屏幕左上角横坐标的位置
+    startY: int, 距屏幕左上角纵坐标的位置
+    width: int, 宽度
+    height: int, 高度
+
+    示例：
+    from xtquant import xtview
+    x=xtview.UIPanel('600000.SH','1d', figures=[{'ma': {'n1': 5}}])
+    y=xtview.UIPanel(code='600030.SH',period='1m',startX=-1,startY=-1, width=-1, height=-1)
+    xtview.apply_ui_panel_control([x,y])
+    '''
+    data = []
+    for i in info:
+        data.append(i.__dict__)
+
+    result = _BSON_call_common(get_client().commonControl, 'applyuipanelcontrol', {'data': data})
+    return