Update Version 3.9.0

Author: shinny-hongyan

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.8.9
+Version: 3.9.0
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/conf.py

@@ -40,17 +40,17 @@
 
 # General information about the project.
 project = u'TianQin Python SDK'
-copyright = u'2018-2025, TianQin'
+copyright = u'2018-2026, TianQin'
 author = u'TianQin'
 
 # The version info for the project you're documenting, acts as replacement for
 # |version| and |release|, also used in various other places throughout the
 # built documents.
 #
 # The short X.Y version.
-version = u'3.8.9'
+version = u'3.9.0'
 # The full version, including alpha/beta/rc tags.
-release = u'3.8.9'
+release = u'3.9.0'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/version.rst

@@ -2,6 +2,11 @@
 
 版本变更
 =============================
+3.9.0 (2026/01/16)
+
+* 新增: :py:meth:`~tqsdk.TqApi.query_edb_data` 接口，获取非量价数据
+
+
 3.8.9 (2025/12/23)
 
 * 修复: 回测/下载数据在行情服务运维阶段发生断线重连，重连成功后没有发送已订阅请求，导致回测/下载数据无法继续推进的问题

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.8.9",
+    version="3.9.0",
     description='TianQin SDK',
     author='TianQin',
     author_email='tianqincn@gmail.com',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.8.9'
+__version__ = '3.9.0'

tqsdk/api.py

@@ -67,7 +67,7 @@
 from tqsdk.objs import Quote, TradingStatus, Kline, Tick, Account, Position, Order, Trade, RiskManagementRule, RiskManagementData
 from tqsdk.objs import SecurityAccount, SecurityOrder, SecurityTrade, SecurityPosition
 from tqsdk.objs_not_entity import QuoteList, TqDataFrame, TqSymbolDataFrame, SymbolList, SymbolLevelList, \
-    TqSymbolRankingDataFrame, TqOptionGreeksDataFrame, TqMdSettlementDataFrame
+    TqSymbolRankingDataFrame, TqOptionGreeksDataFrame, TqMdSettlementDataFrame, TqEdbIndexDataFrame
 from tqsdk.risk_manager import TqRiskManager
 from tqsdk.risk_rule import TqRiskRule
 from tqsdk.ins_schema import ins_schema, basic, derivative, future, option
@@ -251,6 +251,7 @@ def __init__(self, account: Optional[Union[TqMultiAccount, UnionTradeable]] = No
             "quotes": set(),
             "klines": {},
             "ticks": {},
+            "edb": {},  # 记录已发出的 EDB 请求（key: 参数元组, value: DataFrame 对象），用于请求去重/复用
         }  # 记录已发出的请求
         self._serials = {}  # 记录所有数据序列
         # 记录所有(若有多个serial 则仅data_length不同, right_id相同)合约、周期相同的多合约K线中最大的更新数据范围
@@ -2375,6 +2376,167 @@ def query_symbol_settlement(self, symbol: Union[str, List[str]], days: int = 1,
                 raise TqTimeoutError("获取每日结算价信息超时，请检查客户端及网络是否正常")
         return df
 
+    def query_edb_data(self, ids: List[int], n: int = 1, align: Optional[str] = None, fill: Optional[str] = None) -> TqEdbIndexDataFrame:
+        """
+        查询非量价指标数据
+
+        .. warning::
+            这是一个实验性接口（**unstable**）：EDB 后端的 id/表结构/数据口径可能变更，
+            本接口的参数与返回结构未来可能调整，届时可能不兼容旧代码。
+
+        EDB 指标数据说明：
+            - EDB 指标数据网站入口：`https://edb.shinnytech.com`
+            - 指标 id 列表、指标含义、以及数据可视化展示，可在上述网站中在线查询与查看
+
+        Args:
+            ids (list[int]): [必填] 指标 id 列表，长度 1~100（会去重并保持请求顺序）
+            n (int): [可选] 时间窗口长度（单位：自然日，闭区间），默认 1。
+                - end 使用当前 api 时间（回测模式下为回测推进的当前时间对应日期）
+                - start = end - (n - 1) 天
+            align (str/None): [可选] 对齐方式：
+                - None [默认]：仅返回实际有值的日期（稀疏），不补齐缺失日期
+                - "day"：在 [start, end] 内按自然日补齐日期
+            fill (str): [可选] 填充方式（仅在 align="day" 时生效）：
+                - None [默认]：不填充，缺失为 NaN
+                - "ffill"：用前一个已知值向后填充
+                - "bfill"：用后一个已知值向前填充
+
+        Returns:
+            pandas.DataFrame: 本函数返回 pandas.DataFrame 实例。返回值不会再更新。包含以下结构说明:
+
+            * index: 日期字符串，格式为 YYYY-MM-DD
+                * align=None 时：仅包含实际有值的日期（稀疏），不补齐缺失日期
+                * align="day" 时：包含 [start, end] 内的所有自然日（补齐缺失日期）
+            * columns: 指标 id（会对 ids 去重并保持请求顺序；最终以服务端返回为准）
+            * values: 指标取值
+                * 缺失值为 NaN
+                * align="day" 且 fill="ffill"/"bfill" 时，会对缺失值进行前向/后向填充
+
+        Example (实盘)::
+
+            from tqsdk import TqApi, TqAuth
+
+            api = TqApi(auth=TqAuth("快期账号", "快期密码"))
+            try:
+                # Case 1: 最小调用（只传 ids，其余用默认）
+                # - n 默认为 1：窗口为 [end, end]
+                # - align=None：稀疏返回，不补齐日期
+                df1 = api.query_edb_data(ids=[472])
+
+                # Case 2: ids 去重并保持顺序（重复的 472 会被去掉）
+                df2 = api.query_edb_data(ids=[472, 497, 472])
+
+                # Case 3: 指定 n（自然日，闭区间）
+                # - end 为 api 当前日期（回测模式下为回测推进到的当前日期）
+                # - start = end - (n-1)
+                df3 = api.query_edb_data(ids=[472, 497], n=10)
+
+                # Case 4: align=None（稀疏，不补齐），fill 会被忽略
+                df4 = api.query_edb_data(ids=[472, 497, 10350], n=10, align=None, fill=None)
+
+                # Case 5: align="day"（自然日补齐），不填充缺失（NaN）
+                df5 = api.query_edb_data(ids=[472, 497, 10350], n=10, align="day", fill=None)
+
+                # Case 6: align="day" + fill="ffill"（前值填充）
+                df6 = api.query_edb_data(ids=[472, 497, 10350], n=10, align="day", fill="ffill")
+
+                # Case 7: align="day" + fill="bfill"（后值填充）
+                df7 = api.query_edb_data(ids=[472, 497, 10350], n=10, align="day", fill="bfill")
+
+                print(df1.to_string())
+                print(df2.to_string())
+                print(df3.to_string())
+                print(df4.to_string())
+                print(df5.to_string())
+                print(df6.to_string())
+                print(df7.to_string())
+            finally:
+                api.close()
+
+        Example (回测)::
+
+            from datetime import datetime
+            from tqsdk import TqApi, TqAuth, TqBacktest
+
+            api = TqApi(
+                auth=TqAuth("快期账号", "快期密码"),
+                backtest=TqBacktest(start_dt=datetime(2025, 10, 1), end_dt=datetime(2026, 1, 12)),
+            )
+            klines = api.get_kline_serial(symbol="SHFE.ni2512", duration_seconds=86400, data_length=10)
+            try:
+                # 初次查询：以当前回测推进到的日期作为 end
+                edb = api.query_edb_data(ids=[472, 497, 10350], n=10, align="day", fill="ffill")
+                print(edb.to_string())
+                # 之后随着回测时间推进，end 会变化
+                while True:
+                    api.wait_update()
+                    if api.is_changing(klines.iloc[-1], "datetime"):
+                        edb = api.query_edb_data(ids=[472, 497, 10350], n=10, align="day", fill="ffill")
+                        print(edb.to_string())
+            finally:
+                api.close()
+        """
+        if not isinstance(ids, list) or len(ids) == 0:
+            raise Exception("ids 不能为空。")
+        if not isinstance(n, int) or n < 1:
+            raise Exception(f"n 参数 {n} 错误，应为 >= 1 的整数。")
+        if align not in (None, "day"):
+            raise Exception(f"align 参数 {align} 错误，仅支持 None 或 'day'")
+        if fill not in (None, "ffill", "bfill"):
+            raise Exception(f"fill 参数 {fill} 错误，仅支持 None/'ffill'/'bfill'")
+
+        # 以 api 当前时间计算窗口（回测模式下会随回测推进）
+        now_dt = self._get_current_datetime()
+        # backtest 初始化早期 current_dt 可能为 0，兜底到 backtest start_dt
+        if isinstance(self._backtest, TqBacktest) and getattr(now_dt, "year", 1970) <= 1970:
+            now_dt = _timestamp_nano_to_datetime(self._backtest._start_dt)
+        end_date = now_dt.date()
+        start_date = end_date - timedelta(days=n - 1)
+        start_s = start_date.strftime("%Y-%m-%d")
+        end_s = end_date.strftime("%Y-%m-%d")
+
+        # ids 归一化：去重保持顺序
+        seen = set()
+        norm_ids = []
+        for x in ids:
+            if not isinstance(x, int):
+                raise Exception(f"ids 中包含非法 id: {x} (仅支持 int)")
+            v = x
+            if v not in seen:
+                seen.add(v)
+                norm_ids.append(v)
+        if len(norm_ids) > 100:
+            raise Exception("ids 数量超过限制(<=100)")
+
+        edb_cache = self._requests["edb"]
+
+        # 统一策略（实盘/回测）：
+        # - api._requests 只缓存“原始数据”（HTTP 拉取得到的稀疏日期数据），缓存 key 不包含 align/fill，避免重复下载
+        # - 返回给用户时再按窗口切片，并做 align/fill（回测下先切片再 fill，避免引入未来数据）
+        if isinstance(self._backtest, TqBacktest):
+            bt_start_d = _timestamp_nano_to_datetime(self._backtest._start_dt).date()
+            bt_end_d = _timestamp_nano_to_datetime(self._backtest._end_dt).date()
+            raw_start_s = (bt_start_d - timedelta(days=n - 1)).strftime("%Y-%m-%d")
+            raw_end_s = bt_end_d.strftime("%Y-%m-%d")
+        else:
+            raw_start_s = start_s
+            raw_end_s = end_s
+
+        raw_request = (tuple(norm_ids), raw_start_s, raw_end_s)
+        raw_df = edb_cache.get(raw_request, None)
+        if raw_df is None:
+            raw_df = TqEdbIndexDataFrame(self, ids=norm_ids, start=raw_start_s, end=raw_end_s,
+                                         align=None, fill=None)
+            edb_cache[raw_request] = raw_df
+
+        # 每次调用返回窗口 df（不缓存窗口对象：同一个 raw 可派生出多种 align/fill）
+        df = TqEdbIndexDataFrame(self, ids=norm_ids, start=start_s, end=end_s, align=align, fill=fill, raw_df=raw_df)
+        deadline = time.time() + 30
+        while not self._loop.is_running() and not df.__dict__["_task"].done():
+            if not self.wait_update(deadline=deadline, _task=df.__dict__["_task"]):
+                raise TqTimeoutError("获取 EDB 指标取值超时，请检查客户端及网络是否正常")
+        return df
+
     def query_symbol_ranking(self, symbol: str, ranking_type: str, days: int = 1, start_dt: date = None, broker: str = None)\
             -> TqSymbolRankingDataFrame:
         """

tqsdk/auth.py

@@ -118,7 +118,9 @@ def _request_token(self, payload):
         data = {"client_id": "shinny_tq", "client_secret": "be30b9f4-6862-488a-99ad-21bde0400081"}
         data.update(payload)
         url = f"{self._auth_url}/auth/realms/shinnytech/protocol/openid-connect/token"
-        self._logger.debug("request token", url=url, params=data, method="POST")
+        log_data = data.copy()
+        log_data.pop("password", None)
+        self._logger.debug("request token", url=url, params=log_data, method="POST")
         response = requests.post(url=url, headers=self._base_headers, data=data, timeout=30)
         self._logger.debug("request token result", url=response.url, status_code=response.status_code, headers=response.headers, reason=response.reason, text=response.text)
         if response.status_code == 200:

tqsdk/backtest/backtest.py

@@ -213,6 +213,14 @@ async def _md_handler(self):
                 # 收到的 symbols 应该转发给下游
                 if d.get("symbols"):
                     self._diffs.append({"symbols": d["symbols"]})
+                # EDB 指标查询结果：回测模块不理解其数据结构，只做透传，保证下游 api 能收到完成标记
+                edb_diff = {}
+                if "_edb_index_data" in d:
+                    edb_diff["_edb_index_data"] = d["_edb_index_data"]
+                if "_edb_index_data_finished" in d:
+                    edb_diff["_edb_index_data_finished"] = d["_edb_index_data_finished"]
+                if edb_diff:
+                    self._diffs.append(edb_diff)
             # 如果没有收到 quotes（合约信息），或者当前的 self._data.get('quotes', {}) 里没有股票，那么不应该向 _diffs 里添加元素
             if recv_quotes:
                 quotes_stock = self._stock_dividend._get_dividend(self._data.get('quotes', {}), self._trading_day)

tqsdk/channel.py

@@ -51,6 +51,20 @@ def __init__(self, api: 'TqApi', last_only: bool = False, logger: Union[Logger,
     def _logger_bind(self, **kwargs):
         self._logger = self._logger.bind(**kwargs)
 
+    def _sanitize_log_item(self, item: Any) -> Any:
+        """
+        Sanitize sensitive fields for channel logging only (do NOT mutate the original item).
+
+        Current policy: only sensitive password in req_login packs.
+        """
+        if not self._logger.logger.isEnabledFor(TqChan._level):
+            return item
+        if isinstance(item, dict) and item.get("aid") == "req_login":
+            log_item = item.copy()
+            log_item.pop("password", None)
+            return log_item
+        return item
+
     async def close(self) -> None:
         """
         关闭channel
@@ -73,7 +87,7 @@ async def send(self, item: Any) -> None:
                 while not self.empty():
                     asyncio.Queue.get_nowait(self)
             await asyncio.Queue.put(self, item)
-            self._logger.log(TqChan._level, "tqchan send", item=item)
+            self._logger.log(TqChan._level, "tqchan send", item=self._sanitize_log_item(item))
 
     def send_nowait(self, item: Any) -> None:
         """
@@ -90,7 +104,7 @@ def send_nowait(self, item: Any) -> None:
                 while not self.empty():
                     asyncio.Queue.get_nowait(self)
             asyncio.Queue.put_nowait(self, item)
-            self._logger.log(TqChan._level, "tqchan send_nowait", item=item)
+            self._logger.log(TqChan._level, "tqchan send_nowait", item=self._sanitize_log_item(item))
 
     async def recv(self) -> Any:
         """
@@ -102,7 +116,7 @@ async def recv(self) -> Any:
         if self._closed and self.empty():
             return None
         item = await asyncio.Queue.get(self)
-        self._logger.log(TqChan._level, "tqchan recv", item=item)
+        self._logger.log(TqChan._level, "tqchan recv", item=self._sanitize_log_item(item))
         return item
 
     def recv_nowait(self) -> Any:
@@ -118,7 +132,7 @@ def recv_nowait(self) -> Any:
         if self._closed and self.empty():
             return None
         item = asyncio.Queue.get_nowait(self)
-        self._logger.log(TqChan._level, "tqchan recv_nowait", item=item)
+        self._logger.log(TqChan._level, "tqchan recv_nowait", item=self._sanitize_log_item(item))
         return item
 
     def recv_latest(self, latest: Any) -> Any:
@@ -133,7 +147,7 @@ def recv_latest(self, latest: Any) -> Any:
         """
         while (self._closed and self.qsize() > 1) or (not self._closed and not self.empty()):
             latest = asyncio.Queue.get_nowait(self)
-        self._logger.log(TqChan._level, "tqchan recv_latest", item=latest)
+        self._logger.log(TqChan._level, "tqchan recv_latest", item=self._sanitize_log_item(latest))
         return latest
 
     def __aiter__(self):
@@ -143,7 +157,7 @@ async def __anext__(self):
         value = await asyncio.Queue.get(self)
         if self._closed and self.empty():
             raise StopAsyncIteration
-        self._logger.log(TqChan._level, "tqchan recv_next", item=value)
+        self._logger.log(TqChan._level, "tqchan recv_next", item=self._sanitize_log_item(value))
         return value
 
     async def __aenter__(self):

tqsdk/connect.py

@@ -240,6 +240,10 @@ async def _send_handler(self, send_chan, client):
                         warnings.warn(f"订阅合约信息字段总长度大于 {self._query_max_length}，可能会引起服务器限制。", stacklevel=3)
                 msg = json.dumps(pack)
                 await client.send(msg)
+                if pack.get("aid") == "req_login":
+                    log_pack = pack.copy()
+                    log_pack.pop("password", None)
+                    msg = json.dumps(log_pack)
                 self._logger.debug("websocket send data", pack=msg)
         except asyncio.CancelledError:  # 取消任务不抛出异常，不然等待者无法区分是该任务抛出的取消异常还是有人直接取消等待者
             pass
@@ -278,7 +282,11 @@ async def _run(self, api, api_send_chan, api_recv_chan, ws_send_chan, ws_recv_ch
                     for msg in self._resend_request.values():
                         # 这里必须用 send_nowait 而不是 send，因为如果使用异步写法，在循环中，代码可能执行到 send_task, 可能会修改 _resend_request
                         ws_send_chan.send_nowait(msg)
-                        self._logger.debug("resend request", pack=msg)
+                        log_msg = msg
+                        if log_msg.get("aid") == "req_login":
+                            log_msg = msg.copy()
+                            log_msg.pop("password", None)
+                        self._logger.debug("resend request", pack=log_msg)
                     await ws_send_chan.send({"aid": "peek_message"})
                 elif self._un_processed:  # 处理重连后数据
                     pack_data = pack.get("data", [])