api

`errors` `special` ¶

`trade` `special` ¶

`base` ¶

`ErrorCodes (IntEnum)` ¶

An enumeration.

Source code in coretypes/errors/trade/base.py

class ErrorCodes(IntEnum):
    Unknown = 1000

    ClientGeneric = 2000
    ClientBadParams = 2001
    ClientAccountConflict = 2002
    ClientAccountStopped = 2003
    ClientTimeRewind = 2004

    ServerGeneric = 3000
    ServerNoDataForMatch = 3001
    ServerNoData = 3002

    TradeGeneric = 4000
    TradeNoCash = 4001
    TradeVolNotEnough = 4002
    TradeReachBuyLimit = 4003
    TradeReachSellLimit = 4004
    TradeNoPosition = 4005
    TradePirceNotMeet = 4006

`TradeError (Exception)` ¶

交易错误基类

在交易和回测过程产生的各种异常，包括客户端参数错误、账户错误、交易限制等。由于需要本异常信息可能需要从服务器传递到客户端并重建，所以需要有串行化能力（使用json)，以及需要传递callstack trace.

Source code in coretypes/errors/trade/base.py

class TradeError(Exception):
    """交易错误基类

    在交易和回测过程产生的各种异常，包括客户端参数错误、账户错误、交易限制等。由于需要本异常信息可能需要从服务器传递到客户端并重建，所以需要有串行化能力（使用json)，以及需要传递callstack trace.
    """

    error_code = ErrorCodes.Unknown

    def __init__(self, msg: str, with_stack: bool = False):
        self.error_msg = msg
        self.stack = None
        if with_stack:
            buffer = io.StringIO()
            traceback.print_stack(file=buffer, limit=20)
            stack = buffer.getvalue()

            # last 2 lines are print_stack and etc.
            self.stack = "\n".join(stack.split("\n")[:-2])

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        raise NotImplementedError

    @classmethod
    def from_json(cls, e: dict):
        """从json字符串中重建错误对象"""
        error_code = e["error_code"]
        error_msg = e["msg"]
        stack = e.get("stack")

        for klass in cls.__subclasses__():
            if klass.error_code.value == error_code:
                try:
                    obj = klass(**klass.parse_msg(error_msg))
                    if stack is not None:
                        obj.stack = stack

                    return obj
                except Exception:
                    te = TradeError(f"异常对象构建时出错。原错误代码：{error_code}, 原错误消息：{error_msg}")
                    te.stack = stack
                    return te
        else:
            te = TradeError(f"未知错误类型。错误代码: {error_code}, 错误消息为{error_msg}")
            te.stack = stack
            return te

    def as_json(self):
        """将对象串行化为json字符串，以遍可以通过网络传输"""
        if self.stack is not None:
            return {
                "error_code": self.error_code.value,
                "msg": self.error_msg,
                "stack": self.stack,
            }
        else:
            return {
                "error_code": self.error_code.value,
                "msg": self.error_msg,
            }

    def __str__(self):
        return f"{self.error_code}: {self.error_msg}"

`as_json(self)` ¶

将对象串行化为json字符串，以遍可以通过网络传输

Source code in coretypes/errors/trade/base.py

def as_json(self):
    """将对象串行化为json字符串，以遍可以通过网络传输"""
    if self.stack is not None:
        return {
            "error_code": self.error_code.value,
            "msg": self.error_msg,
            "stack": self.stack,
        }
    else:
        return {
            "error_code": self.error_code.value,
            "msg": self.error_msg,
        }

`from_json(e)` `classmethod` ¶

从json字符串中重建错误对象

Source code in coretypes/errors/trade/base.py

@classmethod
def from_json(cls, e: dict):
    """从json字符串中重建错误对象"""
    error_code = e["error_code"]
    error_msg = e["msg"]
    stack = e.get("stack")

    for klass in cls.__subclasses__():
        if klass.error_code.value == error_code:
            try:
                obj = klass(**klass.parse_msg(error_msg))
                if stack is not None:
                    obj.stack = stack

                return obj
            except Exception:
                te = TradeError(f"异常对象构建时出错。原错误代码：{error_code}, 原错误消息：{error_msg}")
                te.stack = stack
                return te
    else:
        te = TradeError(f"未知错误类型。错误代码: {error_code}, 错误消息为{error_msg}")
        te.stack = stack
        return te

`client` ¶

`AccountConflictError (TradeError)` ¶

账户冲突异常

Source code in coretypes/errors/trade/client.py

class AccountConflictError(TradeError):
    """账户冲突异常"""

    error_code = ErrorCodes.ClientAccountConflict

    def __init__(self, account: str, with_stack: bool = False):
        super().__init__(f"账户名{account}已被占用", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, account: str) -> dict:
        m = re.match(r"账户名(.*?)已被占用", account)
        return {"account": m.group(1)}  # type: ignore

`AccountStoppedError (TradeError)` ¶

账户已停止异常

Source code in coretypes/errors/trade/client.py

class AccountStoppedError(TradeError):
    """账户已停止异常"""

    error_code = ErrorCodes.ClientAccountStopped

    def __init__(self, bid_time: Frame, stop_time: Frame, with_stack: bool = False):
        super().__init__(f"下单时间为{bid_time},而账户已于{stop_time}冻结。", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"下单时间为(.*?),而账户已于(.*?)冻结。", msg)
        return {"bid_time": m.group(1), "stop_time": m.group(2)}  # type: ignore

`BadParamsError (TradeError)` ¶

客户端参数错误异常

Source code in coretypes/errors/trade/client.py

class BadParamsError(TradeError):
    """客户端参数错误异常"""

    error_code = ErrorCodes.ClientBadParams

    def __init__(self, msg: str, with_stack:bool = False):
        super().__init__(msg, with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        return {"msg": msg}

`TimeRewindError (TradeError)` ¶

客户端时间回退异常

Source code in coretypes/errors/trade/client.py

class TimeRewindError(TradeError):
    """客户端时间回退异常"""

    error_code = ErrorCodes.ClientTimeRewind

    def __init__(self, cur: Frame, last_trade_time: Frame, with_stack: bool = False):
        super().__init__(
            "委托时间必须递增出现。当前{cur}, 前一个委托时间{last_trade_time}", with_stack=with_stack
        )

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"委托时间必须递增出现。当前(.*?), 前一个委托时间(.*?)", msg)
        return {
            "cur": m.group(1),  # type: ignore
            "last_trade_time": m.group(2),  # type: ignore
        }

`entrust` ¶

`BuylimitError (TradeError)` ¶

不允许涨停板上买入

Source code in coretypes/errors/trade/entrust.py

class BuylimitError(TradeError):
    """不允许涨停板上买入"""

    error_code = ErrorCodes.TradeReachBuyLimit

    def __init__(self, security: str, time: Frame, with_stack: bool = False):
        super().__init__(f"不能在涨停板上买入{security}, {time}", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"不能在涨停板上买入(.*?), (.*?)", msg)
        return {
            "security": m.group(1),  # type: ignore
            "time": m.group(2),  # type: ignore
        }

`CashError (TradeError)` ¶

账户余额不足

Source code in coretypes/errors/trade/entrust.py

class CashError(TradeError):
    """账户余额不足"""

    error_code = ErrorCodes.TradeNoCash

    def __init__(
        self,
        account: str,
        required: float,
        available: float,
        with_stack: bool = False,
    ):
        super().__init__(
            f"账户{account}资金不足, 需要{required}, 当前{available}", with_stack=with_stack
        )

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"账户(.*?)资金不足, 需要(\d+(\.\d+)?), 当前(\d+(\.\d+)?)", msg)
        return {
            "account": m.group(1),  # type: ignore
            "required": float(m.group(2)),  # type: ignore
            "available": float(m.group(3)),  # type: ignore
        }

`GenericError (TradeError)` ¶

原因不明的委托错误

Source code in coretypes/errors/trade/entrust.py

class GenericError(TradeError):
    """原因不明的委托错误"""

    error_code = ErrorCodes.TradeGeneric

    def __init__(self, security: str, time: Frame, with_stack: bool=False):
        super().__init__(f"委托{security}在{time}发生未知错误", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"委托(.*?)在(.*?)发生未知错误", msg)
        return {
            "security": m.group(1),  # type: ignore
            "time": m.group(2),  # type: ignore
        }

`PositionError (TradeError)` ¶

security在期间没有持仓时发出卖出指令

Source code in coretypes/errors/trade/entrust.py

class PositionError(TradeError):
    """`security`在期间没有持仓时发出卖出指令"""

    error_code = ErrorCodes.TradeNoPosition

    def __init__(self, security: str, time: Frame, with_stack: bool = False):
        super().__init__(f"{security}在{time}期间没有持仓", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"(.*?)在(.*?)期间没有持仓", msg)
        return {
            "security": m.group(1),  # type: ignore
            "time": m.group(2),  # type: ignore
        }

`PriceNotMeet (TradeError)` ¶

security现价未达到委托价，无法成交

Source code in coretypes/errors/trade/entrust.py

class PriceNotMeet(TradeError):
    """`security`现价未达到委托价，无法成交"""

    error_code = ErrorCodes.TradePirceNotMeet

    def __init__(
        self, security: str, price: float, order_time: Frame, with_stack: bool = False
    ):

        super().__init__(
            f"{security}在{order_time}之后未达到委托价:{price}", with_stack=with_stack
        )

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"(.*?)在(.*?)之后未达到委托价:(\d+(\.\d+)?)", msg)
        return {
            "security": m.group(1),  # type: ignore
            "order_time": m.group(2),  # type: ignore
            "price": float(m.group(3)),  # type: ignore
        }

`SellLimitError (TradeError)` ¶

不允许跌停板上卖出

Source code in coretypes/errors/trade/entrust.py

class SellLimitError(TradeError):
    """不允许跌停板上卖出"""

    error_code = ErrorCodes.TradeReachSellLimit

    def __init__(self, security: str, time: Frame, with_stack: bool = False):
        super().__init__(f"不能在跌停板上卖出{security}, {time}", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"不能在跌停板上卖出(.*?), (.*?)", msg)
        return {
            "security": m.group(1),  # type: ignore
            "time": m.group(2),  # type: ignore
        }

`VolumeNotMeet (TradeError)` ¶

security委托价达到，但成交量为零。

Source code in coretypes/errors/trade/entrust.py

class VolumeNotMeet(TradeError):
    """`security`委托价达到，但成交量为零。"""

    error_code = ErrorCodes.TradeVolNotEnough

    def __init__(self, security: str, price: float, with_stack: bool = False):
        super().__init__(f"{security}委托价{price}达到，但成交量为零", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"(.*?)委托价(\d+(\.\d+)?)达到，但成交量为零", msg)
        return {
            "security": m.group(1),  # type: ignore
            "price": float(m.group(2)),  # type: ignore
        }

`server` ¶

`NoData (TradeError)` ¶

服务器无数据异常

Source code in coretypes/errors/trade/server.py

class NoData(TradeError):
    """服务器无数据异常"""

    error_code = ErrorCodes.ServerNoData

    def __init__(self, security: str, time: Frame, with_stack: bool = False):
        super().__init__(
            f"获取{security}在{time}的行情数据失败，请检查日期是否为交易日，或者当天是否停牌", with_stack=with_stack
        )

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"获取(.*?)在(.*?)的行情数据失败，请检查日期是否为交易日，或者当天是否停牌", msg)
        return {
            "security": m.group(1),  # type: ignore
            "time": m.group(2),  # type: ignore
        }

`NoDataForMatch (TradeError)` ¶

服务器无数据匹配异常

Source code in coretypes/errors/trade/server.py

class NoDataForMatch(TradeError):
    """服务器无数据匹配异常"""

    error_code = ErrorCodes.ServerNoDataForMatch

    def __init__(self, security: str, order_time: Frame, with_stack: bool = False):
        super().__init__(f"没有匹配到{security}在{order_time}的成交数据", with_stack=with_stack)

    @classmethod
    def parse_msg(cls, msg: str) -> dict:
        m = re.match(r"没有匹配到(.*?)在(.*?)的成交数据", msg)
        return {
            "security": m.group(1),  # type: ignore
            "order_time": m.group(2),  # type: ignore
        }

`quote_fetcher` ¶

Interface for quotes worker

`QuotesFetcher (ABC)` ¶

Source code in coretypes/quote_fetcher.py

class QuotesFetcher(ABC):
    async def get_quota(self) -> int:
        """获取接口当前可用的quota

        Raises:
            NotImplementedError: [description]

        Returns:
            int: [description]
        """
        raise NotImplementedError

    async def get_security_list(self) -> numpy.ndarray:
        """fetch security list from server.
        The returned list is a numpy.ndarray, which each elements should look like:
        code         display_name name  start_date  end_date     type
        000001.XSHE  平安银行      PAYH  1991-04-03  2200-01-01   stock
        000002.XSHE   万科A        WKA   1991-01-29  2200-01-01   stock

        all fields are string type
        Returns:
            numpy.ndarray: [description]
        """
        raise NotImplementedError

    async def get_bars(
        self,
        sec: str,
        end: Frame,
        n_bars: int,
        frame_type: FrameType,
        allow_unclosed=True,
    ) -> numpy.ndarray:
        """取n个单位的k线数据。

        k线周期由frame_type指定。最后结束周期为end。股票停牌期间的数据会使用None填充。
        Args:
            sec (str): 证券代码
            end (Frame):
            n_bars (int):
            frame_type (FrameType):
            allow_unclosed (bool): 为真时，当前未结束的帧数据也获取

        Returns:
            a numpy.ndarray, with each element is:
            'frame': datetime.date or datetime.datetime, depends on frame_type.
            Denotes which time frame the data
            belongs .
            'open, high, low, close': float
            'volume': double
            'amount': the buy/sell amount in total, double
            'factor': float, may exist or not
        """
        raise NotImplementedError

    async def get_price(
        self,
        sec: Union[List, str],
        end_at: Union[str, datetime.datetime],
        n_bars: int,
        frame_type: str,
    ) -> Dict[str, numpy.recarray]:

        raise NotImplementedError

    async def create_instance(self, **kwargs):
        raise NotImplementedError

    async def get_all_trade_days(self):
        """返回交易日历。不同的服务器可能返回的时间跨度不一样，但相同跨度内的时间应该一样。对已
        经过去的交易日，可以用上证指数来验证。
        """
        raise NotImplementedError

    async def get_valuation(
        self, code: Union[str, List[str]], day: Frame
    ) -> numpy.ndarray:
        """读取code指定的股票在date指定日期的市值数据。

        返回数据包括：
            code: 股票代码
            day: 日期
            captialization: 总股本
            circulating_cap: 流通股本（万股）
            market_cap: 总市值（亿元）
            circulating_market_cap： 流通市值（亿元）
            turnover_ration: 换手率（%）
            pe_ratio: 市盈率（PE,TTM）每股市价为每股收益的倍数，反映投资人对每元净利润所愿支付的价
            格，用来估计股票的投资报酬和风险
            pe_ratio_lyr: 市盈率（PE），以上一年度每股盈利计算的静态市盈率. 股价/最近年度报告EPS
            pb_ratio: 市净率（PB）
            ps_ratio: 市销率(PS)
            pcf_ratio: 市现率（PCF）

        Args:
            code (Union[str, List[str]]): [description]
            day (Frame): [description]

        Returns:
            numpy.ndarray: [description]
        """
        raise NotImplementedError

    async def get_fund_list(self, codes: Union[str, List[str]] = None) -> numpy.ndarray:
        """
        获取所有的基金基本信息
        Args:
            codes (Union[str, List[str]]): [description]
        Returns:
            np.array: [基金的基本信息]
        """
        raise NotImplementedError

    async def get_fund_portfolio_stock(
        self, codes: Union[str, List[str]], pub_date: Union[str, datetime.date] = None
    ) -> numpy.array:
        raise NotImplementedError

    async def get_fund_net_value(
        self,
        codes: Union[str, List[str]],
        day: datetime.date = None,
    ) -> numpy.array:
        raise NotImplementedError

    async def get_fund_share_daily(
        self, codes: Union[str, List[str]] = None, day: datetime.date = None
    ) -> numpy.array:
        raise NotImplementedError

    @deprecation.deprecated(
        deprecated_in="0.2",
        removed_in="0.3",
        current_version=__version__,
        details="Use get_quota instead",
    )
    async def get_query_count(self):
        """查询当日剩余可调用数据条数"""
        raise NotImplementedError

`get_all_trade_days(self)` `async` ¶

返回交易日历。不同的服务器可能返回的时间跨度不一样，但相同跨度内的时间应该一样。对已经过去的交易日，可以用上证指数来验证。

Source code in coretypes/quote_fetcher.py

async def get_all_trade_days(self):
    """返回交易日历。不同的服务器可能返回的时间跨度不一样，但相同跨度内的时间应该一样。对已
    经过去的交易日，可以用上证指数来验证。
    """
    raise NotImplementedError

`get_bars(self, sec, end, n_bars, frame_type, allow_unclosed=True)` `async` ¶

取n个单位的k线数据。

k线周期由frame_type指定。最后结束周期为end。股票停牌期间的数据会使用None填充。

Parameters:

Name	Type	Description	Default
`sec`	`str`	证券代码	required
`end`	`Frame`		required
`n_bars`	`int`		required
`frame_type`	`FrameType`		required
`allow_unclosed`	`bool`	为真时，当前未结束的帧数据也获取	`True`

Returns:

Type	Description
`a numpy.ndarray, with each element is`	'frame': datetime.date or datetime.datetime, depends on frame_type. Denotes which time frame the data belongs . 'open, high, low, close': float 'volume': double 'amount': the buy/sell amount in total, double 'factor': float, may exist or not

Source code in coretypes/quote_fetcher.py

async def get_bars(
    self,
    sec: str,
    end: Frame,
    n_bars: int,
    frame_type: FrameType,
    allow_unclosed=True,
) -> numpy.ndarray:
    """取n个单位的k线数据。

    k线周期由frame_type指定。最后结束周期为end。股票停牌期间的数据会使用None填充。
    Args:
        sec (str): 证券代码
        end (Frame):
        n_bars (int):
        frame_type (FrameType):
        allow_unclosed (bool): 为真时，当前未结束的帧数据也获取

    Returns:
        a numpy.ndarray, with each element is:
        'frame': datetime.date or datetime.datetime, depends on frame_type.
        Denotes which time frame the data
        belongs .
        'open, high, low, close': float
        'volume': double
        'amount': the buy/sell amount in total, double
        'factor': float, may exist or not
    """
    raise NotImplementedError

`get_fund_list(self, codes=None)` `async` ¶

获取所有的基金基本信息

Parameters:

Name	Type	Description	Default
`codes`	`Union[str, List[str]]`	[description]	`None`

Returns:

Type	Description
`np.array`	[基金的基本信息]

Source code in coretypes/quote_fetcher.py

async def get_fund_list(self, codes: Union[str, List[str]] = None) -> numpy.ndarray:
    """
    获取所有的基金基本信息
    Args:
        codes (Union[str, List[str]]): [description]
    Returns:
        np.array: [基金的基本信息]
    """
    raise NotImplementedError

`get_query_count(self)` `async` ¶

查询当日剩余可调用数据条数

.. deprecated:: 0.2 This will be removed in 0.3. Use get_quota instead

Source code in coretypes/quote_fetcher.py

@deprecation.deprecated(
    deprecated_in="0.2",
    removed_in="0.3",
    current_version=__version__,
    details="Use get_quota instead",
)
async def get_query_count(self):
    """查询当日剩余可调用数据条数"""
    raise NotImplementedError

`get_quota(self)` `async` ¶

获取接口当前可用的quota

Exceptions:

Type	Description
`NotImplementedError`	[description]

Returns:

Type	Description
`int`	[description]

Source code in coretypes/quote_fetcher.py

async def get_quota(self) -> int:
    """获取接口当前可用的quota

    Raises:
        NotImplementedError: [description]

    Returns:
        int: [description]
    """
    raise NotImplementedError

`get_security_list(self)` `async` ¶

fetch security list from server. The returned list is a numpy.ndarray, which each elements should look like: code display_name name start_date end_date type 000001.XSHE 平安银行 PAYH 1991-04-03 2200-01-01 stock 000002.XSHE 万科A WKA 1991-01-29 2200-01-01 stock

all fields are string type

Returns:

Type	Description
`numpy.ndarray`	[description]

Source code in coretypes/quote_fetcher.py

async def get_security_list(self) -> numpy.ndarray:
    """fetch security list from server.
    The returned list is a numpy.ndarray, which each elements should look like:
    code         display_name name  start_date  end_date     type
    000001.XSHE  平安银行      PAYH  1991-04-03  2200-01-01   stock
    000002.XSHE   万科A        WKA   1991-01-29  2200-01-01   stock

    all fields are string type
    Returns:
        numpy.ndarray: [description]
    """
    raise NotImplementedError

`get_valuation(self, code, day)` `async` ¶

读取code指定的股票在date指定日期的市值数据。

返回数据包括： code: 股票代码 day: 日期 captialization: 总股本 circulating_cap: 流通股本（万股） market_cap: 总市值（亿元） circulating_market_cap：流通市值（亿元） turnover_ration: 换手率（%） pe_ratio: 市盈率（PE,TTM）每股市价为每股收益的倍数，反映投资人对每元净利润所愿支付的价格，用来估计股票的投资报酬和风险 pe_ratio_lyr: 市盈率（PE），以上一年度每股盈利计算的静态市盈率. 股价/最近年度报告EPS pb_ratio: 市净率（PB） ps_ratio: 市销率(PS) pcf_ratio: 市现率（PCF）

Parameters:

Name	Type	Description	Default
`code`	`Union[str, List[str]]`	[description]	required
`day`	`Frame`	[description]	required

Returns:

Type	Description
`numpy.ndarray`	[description]

Source code in coretypes/quote_fetcher.py

async def get_valuation(
    self, code: Union[str, List[str]], day: Frame
) -> numpy.ndarray:
    """读取code指定的股票在date指定日期的市值数据。

    返回数据包括：
        code: 股票代码
        day: 日期
        captialization: 总股本
        circulating_cap: 流通股本（万股）
        market_cap: 总市值（亿元）
        circulating_market_cap： 流通市值（亿元）
        turnover_ration: 换手率（%）
        pe_ratio: 市盈率（PE,TTM）每股市价为每股收益的倍数，反映投资人对每元净利润所愿支付的价
        格，用来估计股票的投资报酬和风险
        pe_ratio_lyr: 市盈率（PE），以上一年度每股盈利计算的静态市盈率. 股价/最近年度报告EPS
        pb_ratio: 市净率（PB）
        ps_ratio: 市销率(PS)
        pcf_ratio: 市现率（PCF）

    Args:
        code (Union[str, List[str]]): [description]
        day (Frame): [description]

    Returns:
        numpy.ndarray: [description]
    """
    raise NotImplementedError

`types` ¶

Zillionare中要用到的核心数据类型都定义在此模块中。注意部分定义仅能用作Type Annotation，比如BarsArray等别名。它们通常以大写字母开头

`BarsArray` ¶

行情数据(包含列frame, open, high, low, close, volume, amount, factor)数组

`BarsPanel` ¶

带证券代码的行情数据数组

`BarsWithLimitArray` ¶

带涨跌停价(high_limit, low_limit)的行情数据数组

`Frame` ¶

包含日期date和时间datetime的联合类型

`LimitPriceOnlyBarsArray` ¶

仅包括日期、代码、涨跌停价的的行情数据数组

`bars_cols` ¶

行情数据列名数组，即[frame, open, high, low, close, volume, amount, factor]

`bars_dtype` ¶

行情数据元类型，包括字段（frame, open, high, low, close, volume, amount, factor)

`bars_dtype_with_code` ¶

带证券代码的行情数据元类型，在bars_dtype基础上增加了code字段

`bars_with_limit_cols` ¶

带涨跌停价的行情数据列名数组，即[frame, open, high, low, close, volume, amount, factort high_limit, low_limit]

`bars_with_limit_dtype` ¶

带涨跌停价格的行情数据元类型，包含frame, open, high, low, close, volume, amount, factort high_limit, low_limit

`limit_price_only_dtype` ¶

只包含涨跌停价的行情数据元类型，即frame, code, high_limit, low_limit

`security_info_dtype` ¶

证券信息类型，包括code, alias, name, ipo, end, type字段

`FrameType (Enum)` ¶

对证券交易中K线周期的封装。提供了以下对应周期:

周期	字符串	类型	数值
年线	1Y	FrameType.YEAR	10
季线	1Q	FrameType.QUARTER	9
月线	1M	FrameType.MONTH	8
周线	1W	FrameType.WEEK	7
日线	1D	FrameType.DAY	6
60分钟线	60m	FrameType.MIN60	5
30分钟线	30m	FrameType.MIN30	4
15分钟线	15m	FrameType.MIN15	3
5分钟线	5m	FrameType.MIN5	2
分钟线	1m	FrameType.MIN1	1

Source code in coretypes/types.py

class FrameType(Enum):
    """对证券交易中K线周期的封装。提供了以下对应周期:

    |     周期    | 字符串 | 类型                 | 数值 |
    | --------- | --- | ------------------ | -- |
    |     年线    | 1Y  | FrameType.YEAR     | 10 |
    |     季线    | 1Q  | FrameType.QUARTER |  9  |
    |     月线    | 1M  | FrameType.MONTH    | 8  |
    |     周线    | 1W  | FrameType.WEEK     | 7  |
    |     日线    | 1D  | FrameType.DAY      | 6  |
    |     60分钟线 | 60m | FrameType.MIN60    | 5  |
    |     30分钟线 | 30m | FrameType.MIN30    | 4  |
    |     15分钟线 | 15m | FrameType.MIN15    | 3  |
    |     5分钟线  | 5m  | FrameType.MIN5     | 2  |
    |     分钟线   | 1m  | FrameType.MIN1     |  1 |

    """

    DAY = "1d"
    MIN60 = "60m"
    MIN30 = "30m"
    MIN15 = "15m"
    MIN5 = "5m"
    MIN1 = "1m"
    WEEK = "1w"
    MONTH = "1M"
    QUARTER = "1Q"
    YEAR = "1Y"

    def to_int(self) -> int:
        """转换为整数表示，用于串行化"""
        mapping = {
            FrameType.MIN1: 1,
            FrameType.MIN5: 2,
            FrameType.MIN15: 3,
            FrameType.MIN30: 4,
            FrameType.MIN60: 5,
            FrameType.DAY: 6,
            FrameType.WEEK: 7,
            FrameType.MONTH: 8,
            FrameType.QUARTER: 9,
            FrameType.YEAR: 10,
        }
        return mapping[self]

    @staticmethod
    def from_int(frame_type: int) -> "FrameType":
        """将整数表示的`frame_type`转换为`FrameType`类型"""
        mapping = {
            1: FrameType.MIN1,
            2: FrameType.MIN5,
            3: FrameType.MIN15,
            4: FrameType.MIN30,
            5: FrameType.MIN60,
            6: FrameType.DAY,
            7: FrameType.WEEK,
            8: FrameType.MONTH,
            9: FrameType.QUARTER,
            10: FrameType.YEAR,
        }

        return mapping[frame_type]

    def __lt__(self, other):
        if self.__class__ is other.__class__:
            return self.to_int() < other.to_int()
        return NotImplemented

    def __le__(self, other) -> bool:
        if self.__class__ is other.__class__:
            return self.to_int() <= other.to_int()

        return NotImplemented

    def __ge__(self, other) -> bool:
        if self.__class__ is other.__class__:
            return self.to_int() >= other.to_int()

        return NotImplemented

    def __gt__(self, other) -> bool:
        if self.__class__ is other.__class__:
            return self.to_int() > other.to_int()

        return NotImplemented

`MarketType (Enum)` ¶

市场类型。当前支持的类型为上交所XSHG和XSHE

Source code in coretypes/types.py

class MarketType(Enum):
    """市场类型。当前支持的类型为上交所`XSHG`和`XSHE`"""

    XSHG = "XSHG"
    XSHE = "XSHE"

`SecurityType (Enum)` ¶

支持的证券品种类型定义

类型	值	说明
SecurityType.STOCK	stock	股票类型
SecurityType.INDEX	index	指数类型
SecurityType.ETF	etf	ETF基金
SecurityType.FUND	fund	基金
SecurityType.LOF	lof，LOF基金
SecurityType.FJA	fja	分级A基金
SecurityType.FJB	fjb	分级B基金
SecurityType.BOND	bond	债券基金
SecurityType.STOCK_B	stock_b	B股
SecurityType.UNKNOWN	unknown	未知品种

Source code in coretypes/types.py

class SecurityType(Enum):
    """支持的证券品种类型定义

    |     类型                   | 值         | 说明    |
    | ------------------------ | --------- | ----- |
    |     SecurityType.STOCK   | stock     | 股票类型  |
    |     SecurityType.INDEX   | index     | 指数类型  |
    |     SecurityType.ETF     | etf       | ETF基金 |
    |     SecurityType.FUND    | fund      | 基金    |
    |     SecurityType.LOF     | lof，LOF基金 |       |
    |     SecurityType.FJA     | fja       | 分级A基金 |
    |     SecurityType.FJB     | fjb       | 分级B基金 |
    |     SecurityType.BOND    | bond      | 债券基金  |
    |     SecurityType.STOCK_B | stock_b   | B股    |
    |     SecurityType.UNKNOWN | unknown   | 未知品种  |
    """

    STOCK = "stock"
    INDEX = "index"
    ETF = "etf"
    FUND = "fund"
    LOF = "lof"
    FJA = "fja"
    FJB = "fjb"
    FUTURES = "futures"
    BOND = "bond"
    STOCK_B = "stock_b"
    UNKNOWN = "unknown"

api

errors special ¶

trade special ¶

base ¶

ErrorCodes (IntEnum) ¶

TradeError (Exception) ¶

as_json(self) ¶

from_json(e) classmethod ¶

client ¶

AccountConflictError (TradeError) ¶

AccountStoppedError (TradeError) ¶

BadParamsError (TradeError) ¶

TimeRewindError (TradeError) ¶

entrust ¶

BuylimitError (TradeError) ¶

CashError (TradeError) ¶

GenericError (TradeError) ¶

PositionError (TradeError) ¶

PriceNotMeet (TradeError) ¶

SellLimitError (TradeError) ¶

VolumeNotMeet (TradeError) ¶

server ¶

NoData (TradeError) ¶

NoDataForMatch (TradeError) ¶

quote_fetcher ¶

QuotesFetcher (ABC) ¶

get_all_trade_days(self) async ¶

get_bars(self, sec, end, n_bars, frame_type, allow_unclosed=True) async ¶

get_fund_list(self, codes=None) async ¶

get_query_count(self) async ¶

get_quota(self) async ¶

get_security_list(self) async ¶

get_valuation(self, code, day) async ¶

types ¶

BarsArray ¶

BarsPanel ¶

BarsWithLimitArray ¶

Frame ¶

LimitPriceOnlyBarsArray ¶

bars_cols ¶

bars_dtype ¶

bars_dtype_with_code ¶

bars_with_limit_cols ¶

bars_with_limit_dtype ¶

limit_price_only_dtype ¶

security_info_dtype ¶

FrameType (Enum) ¶

MarketType (Enum) ¶

SecurityType (Enum) ¶

`errors` `special` ¶

`trade` `special` ¶

`base` ¶

`ErrorCodes (IntEnum)` ¶

`TradeError (Exception)` ¶

`as_json(self)` ¶

`from_json(e)` `classmethod` ¶

`client` ¶

`AccountConflictError (TradeError)` ¶

`AccountStoppedError (TradeError)` ¶

`BadParamsError (TradeError)` ¶

`TimeRewindError (TradeError)` ¶

`entrust` ¶

`BuylimitError (TradeError)` ¶

`CashError (TradeError)` ¶

`GenericError (TradeError)` ¶

`PositionError (TradeError)` ¶

`PriceNotMeet (TradeError)` ¶

`SellLimitError (TradeError)` ¶

`VolumeNotMeet (TradeError)` ¶

`server` ¶

`NoData (TradeError)` ¶

`NoDataForMatch (TradeError)` ¶

`quote_fetcher` ¶

`QuotesFetcher (ABC)` ¶

`get_all_trade_days(self)` `async` ¶

`get_bars(self, sec, end, n_bars, frame_type, allow_unclosed=True)` `async` ¶

`get_fund_list(self, codes=None)` `async` ¶

`get_query_count(self)` `async` ¶

`get_quota(self)` `async` ¶

`get_security_list(self)` `async` ¶

`get_valuation(self, code, day)` `async` ¶

`types` ¶

`BarsArray` ¶

`BarsPanel` ¶

`BarsWithLimitArray` ¶

`Frame` ¶

`LimitPriceOnlyBarsArray` ¶

`bars_cols` ¶

`bars_dtype` ¶

`bars_dtype_with_code` ¶

`bars_with_limit_cols` ¶

`bars_with_limit_dtype` ¶

`limit_price_only_dtype` ¶

`security_info_dtype` ¶

`FrameType (Enum)` ¶

`MarketType (Enum)` ¶

`SecurityType (Enum)` ¶