Python SDK 参考¶
安装与导入¶
XtQuantClient¶
client = XtQuantClient(config=ClientConfig(
base_url="http://127.0.0.1:8888",
account_id="55009640",
api_token="", # 无 Token 时留空
timeout=5.0,
max_retries=2,
verify_ssl=True, # HTTPS 时是否验证证书
))
连接与状态¶
client.connect() # 验证服务可达，返回 (self, self) 或抛出异常
client.close() # 释放 HTTP 连接池
client.is_connected() -> bool # 检查账号是否连接
client.health() -> dict # 返回账号健康状态 dict
client.get_account_status() -> dict # 返回账号详细状态
client.get_metrics() -> dict # 返回账号调用指标
持仓与资产¶
与 easy_qmt_trader 接口兼容：
client.position() -> pd.DataFrame # 所有持仓，列名与 QMT 一致
client.balance() -> pd.DataFrame # 账户资金
client.query_stock_asset() -> dict # 资产 dict
client.query_stock_orders() -> pd.DataFrame # 当日委托
client.query_stock_trades() -> pd.DataFrame # 当日成交
交易¶
client.order_stock(
stock_code: str, # "000001.SZ"
order_type: int, # 23=限价买, 24=限价卖
order_volume: int, # 股数
price_type: int = 11, # 11=限价, 5=市价
price: float = 0.0,
strategy_name: str = "",
order_remark: str = "",
) -> int # order_id >= 0，失败返回 -1
client.buy(security, order_type, amount, price=0.0) -> int
client.sell(security, order_type, amount, price=0.0) -> int
client.cancel_order_stock(order_id: int) -> int # 0=提交成功
行情¶
client.get_full_tick(stock_codes: list) -> dict
client.get_market_data_ex(
fields: list,
stock_list: list,
period: str,
start_time: str,
end_time: str,
) -> dict
client.download_history_data(
stock_code: str,
period: str,
start_time: str,
end_time: str,
) -> bool
XtDataAdapter¶
兼容 xtquant.xtdata 接口，可直接替换原有 xtdata 调用：
xtdata = XtDataAdapter(client)
# 与 xtquant.xtdata 接口兼容
xtdata.connect() -> bool
xtdata.get_full_tick(stock_codes: list) -> dict
xtdata.get_market_data_ex(fields, stock_list, period, start_time, end_time) -> dict
xtdata.download_history_data(stock_code, period, start_time, end_time)