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TianQin SDK (tqsdk) - Python量化交易框架，用于期货/期权/股票交易策略开发、回测与实盘交易
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| name | tqsdk |
| description | TianQin SDK (tqsdk) - Python量化交易框架，用于期货/期权/股票交易策略开发、回测与实盘交易 |
TqSdk 是由信易科技开发的开源 Python 量化交易库，基于快期交易及行情服务器体系，支持期货、期权、股票的行情获取、策略开发、回测与实盘交易。
当用户需要以下内容时触发：
# 安装/升级
pip install tqsdk -U
# 国内镜像（推荐）
pip install tqsdk -U -i https://pypi.tuna.tsinghua.edu.cn/simple --trusted-host=pypi.tuna.tsinghua.edu.cn
环境要求： Python 3, Windows 7+ / macOS / Linux 注意： TqSdk 使用 asyncio，部分 IDE（如 Spyder）不支持。推荐使用 VS Code、Cursor、Trae 等支持 asyncio 的 IDE。
TqSdk 使用单线程异步模型，核心循环为：
from tqsdk import TqApi, TqAuth
api = TqApi(auth=TqAuth("快期账户", "账户密码"))
# 1. 获取数据引用对象
quote = api.get_quote("SHFE.rb2401")
klines = api.get_kline_serial("SHFE.rb2401", 60)
# 2. 在循环中等待数据更新
while True:
api.wait_update()
# 3. 使用 is_changing() 判断哪个对象更新了
if api.is_changing(quote):
print(f"最新价: {quote.last_price}")
if api.is_changing(klines):
print(f"最新K线收盘价: {klines.close.iloc[-1]}")
api.close()
关键要点：
get_quote()、get_kline_serial() 等返回的是引用对象，值在 wait_update() 时自动更新wait_update() 是阻塞函数，收到数据包才返回is_changing() 判断指定对象在最近一次 wait_update 中是否被更新格式：交易所代码.合约代码（大小写敏感）
# 期货合约
"SHFE.cu2401" # 上期所铜
"DCE.m2401" # 大商所豆粕
"CZCE.SR401" # 郑商所白糖（注意：郑商所字母大写，三位数字）
"CFFEX.IF2401" # 中金所沪深300股指
"INE.sc2401" # 上期能源原油
"GFEX.si2401" # 广期所工业硅
# 期权合约
"DCE.m2401-C-3500" # 大商所豆粕看涨期权
"SHFE.au2404C480" # 上期所黄金看涨期权
"CFFEX.IO2402-C-4000" # 中金所沪深300股指期权
# 主连/指数
"KQ.m@CFFEX.IF" # 中金所IF主连合约
"KQ.i@SHFE.bu" # 上期所沥青指数
# 外盘
"KQD.m@CBOT.ZS" # 美黄豆主连
# 跨期组合
"CZCE.SPD SR401&SR403" # 郑商所跨期
"DCE.SP a2409&a2501" # 大商所跨期
# 股票（专业版）
"SSE.600000" # 上交所浦发银行
"SZSE.000001" # 深交所平安银行
from tqsdk import TqApi, TqAuth
# 临时模拟账户（程序结束后数据丢失）
api = TqApi(auth=TqAuth("快期账户", "账户密码"))
# 指定初始资金的模拟账户
from tqsdk import TqSim
api = TqApi(TqSim(init_balance=100000), auth=TqAuth("快期账户", "账户密码"))
from tqsdk import TqApi, TqKq, TqAuth
# 快期模拟账户，数据持久保存，与快期APP互通
api = TqApi(TqKq(), auth=TqAuth("快期账户", "账户密码"))
from tqsdk import TqApi, TqAccount, TqAuth
api = TqApi(TqAccount("H海通期货", "账号", "密码"), auth=TqAuth("快期账户", "账户密码"))
from tqsdk import TqApi, TqCtp, TqAuth
api = TqApi(TqCtp("tcp://180.168.xxx:41205", "tcp://180.168.xxx:41205", "账号", "密码"),
auth=TqAuth("快期账户", "账户密码"))
from tqsdk import TqApi, TqMultiAccount, TqAccount, TqSim, TqAuth
api = TqApi(TqMultiAccount([TqAccount("H海通期货", "账号1", "密码1"), TqSim()]),
auth=TqAuth("快期账户", "账户密码"))
quote = api.get_quote("SHFE.cu2401")
# 主要字段：
# quote.last_price 最新价
# quote.bid_price1 买一价
# quote.ask_price1 卖一价
# quote.volume 成交量
# quote.open_interest 持仓量
# quote.upper_limit 涨停价
# quote.lower_limit 跌停价
# quote.volume_multiple 合约乘数
# quote.price_tick 最小变动价位
# K线周期以秒数表示，最多获取最后 8000 根
klines = api.get_kline_serial("SHFE.cu2401", 60) # 1分钟线
klines = api.get_kline_serial("SHFE.cu2401", 60*60) # 1小时线
klines = api.get_kline_serial("SHFE.cu2401", 60*60*24) # 日线
klines = api.get_kline_serial("SHFE.cu2401", 10) # 10秒线
# klines 是 pandas.DataFrame，包含列：
# datetime, open, high, low, close, volume, open_oi, close_oi
# 常见用法
print(klines.close.iloc[-1]) # 最新K线收盘价
ma = klines.close.rolling(20).mean() # 20周期均线
print(klines.close.iloc[-3:]) # 最近3根K线收盘价
# 检测新K线
while True:
api.wait_update()
if api.is_changing(klines.iloc[-1], "datetime"):
print("新K线产生")
ticks = api.get_tick_serial("SHFE.cu2401")
# 返回 pandas.DataFrame，包含 datetime, last_price, volume 等列
# 限价单
order = api.insert_order("SHFE.rb2401", "BUY", "OPEN", volume=3, limit_price=4000)
# 市价单
order = api.insert_order("SHFE.rb2401", "BUY", "OPEN", volume=3)
# 等待成交
while order.status != "FINISHED":
api.wait_update()
# 撤单
api.cancel_order(order)
# 查看委托单状态
# order.status: ALIVE（活跃）/ FINISHED（完成）
# order.volume_orign: 委托手数
# order.volume_left: 未成交手数
# 账户资金
account = api.get_account()
print(account.balance) # 账户权益
print(account.available) # 可用资金
# 持仓查询
position = api.get_position("SHFE.rb2401")
print(position.pos_long) # 多头持仓
print(position.pos_short) # 空头持仓
自动管理下单撤单，调整到目标仓位：
from tqsdk import TqApi, TqAuth, TargetPosTask
api = TqApi(auth=TqAuth("快期账户", "账户密码"))
target_pos = TargetPosTask(api, "SHFE.rb2401")
# 设置目标持仓
target_pos.set_target_volume(5) # 多头5手
target_pos.set_target_volume(-3) # 空头3手
target_pos.set_target_volume(0) # 平仓
# 价格模式
target_pos = TargetPosTask(api, "SHFE.rb2401", price="PASSIVE") # 排队价
target_pos = TargetPosTask(api, "SHFE.rb2401", price="ACTIVE") # 对手价
# 取消和检查完成状态
target_pos.cancel()
while not target_pos.is_finished():
api.wait_update()
from datetime import date
from tqsdk import TqApi, TqAuth, TqSim, TqBacktest, BacktestFinished
acc = TqSim(init_balance=1000000) # 可选：自定义初始资金
try:
api = TqApi(acc,
backtest=TqBacktest(start_dt=date(2023, 1, 1), end_dt=date(2023, 12, 31)),
auth=TqAuth("快期账户", "账户密码"))
quote = api.get_quote("SHFE.rb2401")
klines = api.get_kline_serial("SHFE.rb2401", 60*60*24)
target_pos = TargetPosTask(api, "SHFE.rb2401")
while True:
api.wait_update()
if api.is_changing(klines.iloc[-1], "datetime"):
ma5 = klines.close.iloc[-6:-1].mean()
if quote.last_price > ma5:
target_pos.set_target_volume(1)
else:
target_pos.set_target_volume(-1)
except BacktestFinished:
print(acc.trade_log) # 交易明细
print(acc.tqsdk_stat) # 统计指标
# tqsdk_stat 包含: init_balance, balance, max_drawdown,
# winning_rate, ror, annual_yield, sharpe_ratio 等
api.close()
回测规则：
TqSimStock）quote.underlying_symbol 获取标的from tqsdk.ta import MA, MACD, RSI, BOLL, ATR, KDJ
klines = api.get_kline_serial("SHFE.rb2401", 60*60*24)
# 均线
ma = MA(klines, 20) # ma.ma 列
# MACD
macd = MACD(klines, 12, 26, 9) # macd.diff, macd.dea, macd.bar
# 布林带
boll = BOLL(klines, 20, 2) # boll.mid, boll.top, boll.bottom
# RSI
rsi = RSI(klines, 14) # rsi.rsi
# KDJ
kdj = KDJ(klines, 9, 3, 3) # kdj.k, kdj.d, kdj.j
# ATR
atr = ATR(klines, 14) # atr.atr
from tqsdk import tafunc
ema = tafunc.ema(klines.close, 20)
std = tafunc.std(klines.close, 20)
highest = tafunc.highest(klines.high, 20)
lowest = tafunc.lowest(klines.low, 20)
from tqsdk import TqApi
from tqsdk.algorithm import Twap
api = TqApi(auth="快期账户,用户密码")
target_twap = Twap(api, "SHFE.rb2401", "BUY", "OPEN",
volume=500, duration=300,
min_volume_each_order=10,
max_volume_each_order=25)
while True:
api.wait_update()
if target_twap.is_finished():
break
api.close()
from tqsdk import TqApi, TargetPosScheduler
from tqsdk.algorithm import vwap_table
api = TqApi(auth="快期账户,用户密码")
time_table = vwap_table(api, "CZCE.MA401", target_pos=-100, duration=600)
scheduler = TargetPosScheduler(api, "CZCE.MA401", time_table)
while not scheduler.is_finished():
api.wait_update()
api.close()
from tqsdk import TqApi, TqAuth
api = TqApi(auth=TqAuth("快期账户", "账户密码"), web_gui=True)
# 或指定端口
api = TqApi(auth=TqAuth("快期账户", "账户密码"), web_gui=":9876")
启动后在浏览器访问显示的地址，可以查看 K 线图、持仓、委托单等信息。
每个策略是独立进程，可以同时运行多个策略互不影响：
# strategy_a.py - 策略A
api = TqApi(TqAccount("期货公司", "账号", "密码"), auth=TqAuth("快期账户", "密码"))
# ...策略逻辑...
# strategy_b.py - 策略B（独立文件，独立运行）
api = TqApi(TqAccount("期货公司", "账号", "密码"), auth=TqAuth("快期账户", "密码"))
# ...策略逻辑...
import logging
from contextlib import closing
logging.basicConfig(filename='strategy.log', level=logging.INFO)
with closing(TqApi(TqAccount("期货公司", "账号", "密码"),
auth=TqAuth("快期账户", "密码"))) as api:
# 策略代码...
pass
import requests
from json import dumps
def send_msg(content):
webhook = "你的钉钉webhook地址"
msg = {"msgtype": "text", "text": {"content": f"天勤量化\n{content}"}}
requests.post(webhook, data=dumps(msg),
headers={"content-type": "application/json;charset=utf-8"})
sim = TqSim()
api = TqApi(sim, auth=TqAuth("快期账户", "账户密码"))
sim.set_commission("SHFE.cu2401", 50) # 设置每手手续费
sim.set_margin("SHFE.cu2401", 26000) # 设置每手保证金
q_near = api.get_quote("SHFE.rb2401")
q_far = api.get_quote("SHFE.rb2405")
t_near = TargetPosTask(api, "SHFE.rb2401")
t_far = TargetPosTask(api, "SHFE.rb2405")
while True:
api.wait_update()
spread = q_near.last_price - q_far.last_price
if spread > 250:
t_near.set_target_volume(-1) # 空近月
t_far.set_target_volume(1) # 多远月
elif spread < 200:
t_near.set_target_volume(0)
t_far.set_target_volume(0)
klines = api.get_kline_serial("SHFE.rb2401", 60*15, data_length=200)
target_pos = TargetPosTask(api, "SHFE.rb2401")
while True:
api.wait_update()
if api.is_changing(klines.iloc[-1], "datetime"):
ma5 = klines.close.iloc[-6:-1].mean()
ma20 = klines.close.iloc[-21:-1].mean()
if ma5 > ma20:
target_pos.set_target_volume(1)
else:
target_pos.set_target_volume(-1)
| 函数 | 说明 |
|---|---|
TqApi(account, auth, backtest, web_gui) | 创建 API 实例 |
api.get_quote(symbol) | 获取实时行情 |
api.get_kline_serial(symbol, duration, data_length) | 获取K线序列 |
api.get_tick_serial(symbol, data_length) | 获取Tick序列 |
api.insert_order(symbol, direction, offset, volume, limit_price) | 下单 |
api.cancel_order(order) | 撤单 |
api.get_account() | 获取账户资金 |
api.get_position(symbol) | 获取持仓 |
api.get_order(order_id) | 获取委托单 |
api.get_trade(trade_id) | 获取成交记录 |
api.wait_update(deadline) | 等待数据更新 |
api.is_changing(obj, key) | 判断对象是否更新 |
api.close() | 关闭连接 |
TargetPosTask(api, symbol, price) | 创建目标持仓任务 |
target_pos.set_target_volume(volume) | 设置目标持仓 |
本技能包含以下详细参考文档（位于 references/ 目录）：
趋势策略 (15个):
套利策略 (15个):
均值回归与其他策略 (15个):
需要详细信息时，请查阅对应的参考文件。
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