tqsdk python

TqSdk Tianqin Quantitative Trading Strategy Program Development Kit

TqSdk is an open source python library initiated by Xinyi Technology and contributed the main code. Relying on Kuaiqi’s mature trading and market server system accumulated over many years, TqSdk supports users to build various types of quantitative trading strategy programs with a very small amount of code, and Provides historical data including futures, options, and stocks - real-time data - development and debugging - strategy backtesting - simulated trading - real trading - operation monitoring - a complete set of risk management solutions.

 from tqsdk import TqApi, TqAuth, TqAccount, TargetPosTask

api = TqApi(TqAccount("H海通期货", "4003242", "123456"), auth=TqAuth("快期账户", "账户密码"))      # 创建 TqApi 实例, 指定交易账户
q_1910 = api.get_quote("SHFE.rb1910")                         # 订阅近月合约行情
t_1910 = TargetPosTask(api, "SHFE.rb1910")                    # 创建近月合约调仓工具
q_2001 = api.get_quote("SHFE.rb2001")                         # 订阅远月合约行情
t_2001 = TargetPosTask(api, "SHFE.rb2001")                    # 创建远月合约调仓工具

while True:
  api.wait_update()                                           # 等待数据更新
  spread = q_1910["last_price"] - q_2001["last_price"]        # 计算近月合约-远月合约价差
  print("当前价差:", spread)
  if spread > 250:
    print("价差过高: 空近月，多远月")                            
    t_1910.set_target_volume(-1)                              # 要求把1910合约调整为空头1手
    t_2001.set_target_volume(1)                               # 要求把2001合约调整为多头1手
  elif spread < 200:
    print("价差回复: 清空持仓")                               # 要求把 1910 和 2001合约都调整为不持仓
    t_1910.set_target_volume(0)
    t_2001.set_target_volume(0)

To quickly learn how to use TqSdk, you can visit our ten-minute quick start guide.

Architecture

• Market Gateway (Open Md Gateway) is responsible for providing real-time market and historical data
• Open Trade Gateway is responsible for connecting to the futures company trading system
• These two gateways use the Diff protocol to provide services to the following
• TqSdk is connected to the market quotation gateway and transaction relay gateway according to the Diff protocol to implement market quotation and trading functions.

Features

The functions provided by TqSdk can support various policy programs from simple to complex.

• Company-level data operation and maintenance , providing all tick data and K-line data of all currently tradable contracts starting from listing
• Support real trading of 90% of futures companies on the market
• Support simulated trading
• Supports Tick-level and K-line level backtesting , and supports complex strategy backtesting
• Provides nearly a hundred technical indicator functions and source codes
• Users do not need to create and maintain a database. Market and transaction data are all stored in the memory database , with no access delay.
• Optimized support for pandas and numpy libraries
• There is no mandatory framework structure, and it supports strategies of any complexity. You can use K-line/real-time quotes of multiple varieties and trade multiple varieties in one trading strategy program.
• With developer support tools, it can manage trading signals and support custom indicator drawing.

Installation

TqSdk only supports Python 3.7 and above. To install TqSdk, use pip:

 $ pip install tqsdk

Documentation

Read the HTML version of the document online: https://doc.shinnytech.com/tqsdk/latest

Zhihu account [Tianqin Quantification]: https://www.zhihu.com/org/tian-qin-liang-hua/activities

Tianqin AI Assistant: https://udify.app/chat/im02prcHNEOVbPAx It can explain functions, write demo strategies, and analyze the causes of error reports!

User communication QQ group: 611806823 (Currently only students who have clicked STAR for us are allowed to join, please provide your github username when joining the group)

Gui

TqSdk has its own web_gui function. A simple line of parameters can support calling the graphical interface. For details, please refer to web_gui.

About us

Xinyi Technology is a professional futures software supplier and exchange-authorized market service provider. Its fast-term series products have been serving the market for more than 10 years. TqSdk is part of the company's open source plan.