为了更好地调取期权合约，在tqsdk.objs.Quote中加入两个字段： product_id：用于识别基础现货资产 option_class：用于识别"认购" or "认沽" 上述字段来自于："https://openmd.shinnytech.com/t/md/symbols/latest.json" 只是在python项目中没有调取。

最近用了一段时间 tq，也和周边其它产品对比过，发现 tq的 K 线有个问题： 跨区结束时间居然是在下一个时间段出现 ，例如11:30:00的结束 K 线是没有的，13:30:00才是11:30:00的结束线，同样，2:30和15:00的也是没有的， 例如30分钟线，TQ 的序列是这样的： 10:30:00 11:00:00 13:30:00 14:00:00 其它产品是这样的： 10:30:00 11:00:00 11:30:00 14:00:00

我在 TQ回测中，收到13:30:00的 K 线，回测时间也是13:30:00，下单时间却是11:29:59.9999，结果就导致用将来的趋势去过去下单，出现了错误的利润。

希望官方能告知解决办法！

如下的方法，下单后无法取到正确的成交价格， target_pos.set_target_volume(1) api.wait_update() while not api.is_changing(trade): 空 api.wait_update() 空 if True: #判断条件xxx 空 格 lot = position.pos 空 格 if lot>0 : 空 格 openPrice = position.open_price_long 空 格 elif lot<0: 空 格 openPrice = position.open_price_short 空 格 else: 空 格 openPrice = 0 空 格 print("openPrice",openPrice) 成交价格是延时一些毫秒后给出的。 api.is_changing(trade)触发后,position.open_price_short和position.open_price_long却没有及时更新。所以取到的价格是错误的。

如何写判断条件xxx？ 数据结构position,trade里都没有标志，是否已成交，且返回正确的成交价格。 希望能给出正确的案例。

文档写着： volume_long = None 期货公司查询的多头手数 (不推荐, 推荐使用pos_long)

但是从0.9.17 tqsdk收到的Postion对象内容，完全找不到pos_long和pos_short，难道是漏了？

这是收到的实际数据： <tqsdk.objs.Position object at 0x7fd54e8278d0>, D({'exchange_id': 'SHFE', 'instrument_id': 'ag1912', 'pos_long_his': 40, 'pos_long_today': 10, 'pos_short_his': 0, 'pos_short_today': 0, 'volume_long_today': 10, 'volume_long_his': 40, 'volume_long': 50, 'volume_long_frozen_today': 0, 'volume_long_frozen_his': 0, 'volume_long_frozen': 0, 'volume_short_today': 0, 'volume_short_his': 0, 'volume_short': 0, 'volume_short_frozen_today': 0, 'volume_short_frozen_his': 0, 'volume_short_frozen': 0, 'open_price_long': 4249.8, 'open_price_short': 0.0, 'open_cost_long': 3187350.0, 'open_cost_short': 0.0, 'position_price_long': 4569.8, 'position_price_short': 0.0, 'position_cost_long': 3427350.0, 'position_cost_short': 0.0, 'float_profit_long': 237150.0, 'float_profit_short': 0.0, 'float_profit': 237150.0, 'position_profit_long': -2850.0, 'position_profit_short': 0.0, 'position_profit': -2850.0, 'margin_long': 274380.0, 'margin_short': 0.0, 'margin': 274380.0, 'user_id': '135763', 'volume_long_yd': 50, 'volume_short_yd': 0, 'last_price': 4566.0})

订阅了tick时，如果指定回测开始时间为一个交易时间段的开始时间 而tick未更新数据，则导致无法成交（在sim增加交易时间判断之后）：当tick未更新时，quote时间停在上一个交易时间段，而回测时间在下一交易时间段开始，此时应成交 却报错”不在交易时间段内“.

（如果订阅的是K线，或未订阅，此问题也能触发；但当quote生成频率修改为在K线生成时也同时生成，此问题则不存在。）

在天勤中运行simnow实盘, IF策略一直开启，未关闭。 前一交易日有持仓，position.pos=-1 次日，早盘前对策略进行了昨日数据的回测，检查开平仓是否一致。 检查结果近似一致，相差不大。也保留了持仓，position.pos=-1。

随后删除回测。

早开盘，策略继续运行， 发现持仓居然为2手空仓了。（策略每分钟打印持仓） position.pos=-2

大约9：45的样子，策略满足平仓条件， 开始平仓，报告仅平仓1手，另1手失败。

失败是正常的，因为simnow仅一手持仓。

不正常的是回测似乎干扰了实盘的position.pos值。 这是否一个Bug？

数据没有保留，请自行实验验证。

在策略中想利用api.draw_line绘制信号线（线段），打印日志显示开、平点数据都是正确的，但是显示出来的结果都是水平直线，不知道是sdk的bug还是天勤终端的bug，貌似“SEG”、“RAY”均不起作用，都会绘制成直线。 绘图语句示例： if longamt < prelongamt: #如果有平仓，则绘制信号线 api.draw_line(klines, lox, loy, kid, kclose, line_type="SEG", color=0xFF0000FF) print(f"cover long: lox:{lox}, loy:{loy}, lcx:{kid}, lcy:{kclose}") lox = None #开仓位置, long open x loy = None #开仓位置, long open y

使用mac mojave的时候，在pycharm中会ssl.SSLCertVerificationError: [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed: unable to get local issuer certificate (_ssl.c:1056)与 wss://openmd.shinnytech.com/t/md/front/mobile 的网络连接断开，请检查客户端及网络是否正常！！这个问题，请问一下，这个问题应该如何解决，谢谢。

版本：0.9.8 操作系统：阿里云 Centos 7

代码：

def main():
    symbol1 = "[email protected]"
    symbol2 = "[email protected]"
    api = TqApi(TqSim())
    account = api.get_account()
    main_x_symbol = ""
    main_y_symbol = ""

    k_x = api.get_kline_serial(symbol1, 60 * 60 * 24)
    k_y = api.get_kline_serial(symbol2, 60 * 60 * 24)

    quote_x = api.get_quote(symbol1)
    quote_y = api.get_quote(symbol2)

    target_pos_x = TargetPosTask(api, symbol1)
    target_pos_y = TargetPosTask(api, symbol2)

    count = 0

    with closing(api):
        while True:
            api.wait_update()
            if not api.is_changing(quote_x) and not api.is_changing(quote_y):
                continue
            last_k_x = k_x.iloc[-1]
            last_k_y = k_y.iloc[-1]

            vx = last_k_x.close
            vy = last_k_y.close
            print(vx, vy)

断网以后即使网络恢复了，api.wait_update() 以后代码不再被执行。

quote和kline 里面都包含最新的价格， 如果只监控 最新价格的变化， 他们更新的频率是一样的吗？

有这个需求是，如果频率一样，我就只需要关注kline里面价格的最新变化，kline结构数据比quote少很多，可能新的数据就更少了， 可以大大节约网络传输。

但是不确定如果只关心最新价格，更新频率是否一样？

比如说，

q = api.get_quote("SHFE.cu1812")
klines = api.get_kline_serial("SHFE.cu1812", 10)

while api.wait_update() 等待后，q和klines就会自动更新，但是如果我监控的数据比较多，比如我只是临时用了几个合约 5/30/dayily kline数据， 因为没有函数取消这些合约的自动更新， 是否会造成数据太多，影响网络速度？

在使用天勤量化之前，默认您已经知晓并同意以下免责条款，如果不同意请立即停止使用：https://www.shinnytech.com/blog/disclaimer/ 2022-06-18 12:09:01 - INFO - 通知 : 与 wss://free-api.shinnytech.com/t/nfmd/front/mobile 的网络连接已建立 204100.0 246 Task was destroyed but it is pending! task: <Task pending coro=<TqBaseApi._windows_patch() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\baseApi.py:119> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287C644A2E8>()]> cb=[TqBaseApi._on_task_done()]> Task was destroyed but it is pending! task: <Task pending coro=<TqApi._notify_watcher() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\api.py:3604> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287CF30A8B8>()]> cb=[TqBaseApi._on_task_done()]> Exception ignored in: <coroutine object TqApi._notify_watcher at 0x00000287C63D35C8> Traceback (most recent call last): File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\api.py", line 3604, in _notify_watcher File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\channel.py", line 143, in anext File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\queues.py", line 161, in get File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\baseApi.py", line 50, in _call_soon File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\base_events.py", line 691, in call_soon File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\base_events.py", line 479, in _check_closed RuntimeError: Event loop is closed Task was destroyed but it is pending! task: <Task pending coro=<TqConnect._run() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\connect.py:176> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287CF30A9D8>()]> cb=[TqBaseApi._on_task_done()]> Task was destroyed but it is pending! task: <Task pending coro=<TqReconnect._run() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\connect.py:261> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287C644A6D8>()]> cb=[TqBaseApi._on_task_done()]> Exception ignored in: <coroutine object TqConnect._run at 0x00000287C6374C48> Traceback (most recent call last): File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\connect.py", line 225, in _run File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\tasks.py", line 589, in sleep File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\events.py", line 726, in get_event_loop_policy File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\events.py", line 719, in _init_event_loop_policy ImportError: sys.meta_path is None, Python is likely shutting down sys:1: RuntimeWarning: coroutine 'WebSocketCommonProtocol.write_close_frame' was never awaited Task was destroyed but it is pending! task: <Task pending coro=<TqConnect._send_handler() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\connect.py:232> wait_for=> Exception ignored in: <coroutine object TqReconnect._run at 0x00000287E36762C8> Traceback (most recent call last): File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\connect.py", line 311, in _run File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\baseApi.py", line 50, in _call_soon File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\base_events.py", line 691, in call_soon File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\base_events.py", line 479, in _check_closed RuntimeError: Event loop is closed Task was destroyed but it is pending! task: <Task pending coro=<TqReconnect._send_handler() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\connect.py:315> wait_for=> Task was destroyed but it is pending! task: <Task pending coro=<TqSymbols._run() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\symbols.py:29> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287C644A9A8>()]> cb=[TqBaseApi._on_task_done()]> Task was destroyed but it is pending! task: <Task pending coro=<TqTradingStatus._run() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\trading_status.py:26> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287C63DCE28>()]> cb=[TqBaseApi._on_task_done()]> Task was destroyed but it is pending! task: <Task pending coro=<BaseSim._run() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\tradeable\sim\basesim.py:78> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287CC01F978>()]> cb=[TqBaseApi._on_task_done()]> Task was destroyed but it is pending! task: <Task pending coro=<TqWebHelper._run() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\tqwebhelper.py:80> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287CF30AA98>()]> cb=[TqBaseApi._on_task_done()]> Task was destroyed but it is pending! task: <Task pending coro=<DataExtension._run() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\data_extension.py:82> wait_for=<Future pending cb=[<TaskWakeupMethWrapper object at 0x00000287CF30AD08>()]> cb=[TqBaseApi._on_task_done()]> Exception ignored in: <coroutine object TqSymbols._run at 0x00000287C63D36C8> Traceback (most recent call last): File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\symbols.py", line 63, in _run File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\baseApi.py", line 50, in _call_soon File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\base_events.py", line 691, in call_soon File "H:\A_software\Anaconda3\envs\pp212\lib\asyncio\base_events.py", line 479, in _check_closed RuntimeError: Event loop is closed Task was destroyed but it is pending! task: <Task pending coro=<TqSymbols._sim_handler() running at H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\symbols.py:68> wait_for=> Exception ignored in: <coroutine object TqTradingStatus._run at 0x00000287C63D37C8> Traceback (most recent call last): File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\trading_status.py", line 26, in _run File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\baseModule.py", line 47, in _run File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\baseModule.py", line 47, in File "H:\A_software\Anaconda3\envs\pp212\lib\site-packages\tqsdk\baseApi.py", line 50, in _call_soon File "H:\A_software\Anaconda3\

===简单描述=== 用文档里的代码示例,做复盘报错:Exception: 无法创建复盘服务器 (信易账户在试用有效期内,执行请求普通的行情数据没有问题)

===错误日志=== (py37_quant) xiao@xiao-ws:/mnt/Data/Workspace/python/ats/003_tianqin$ cd /mnt/Data/Workspace/python/ats/003_tianqin ; /usr/bin/env /mnt/Data/System/Programs/anaconda3/envs/py37_quant/bin/python /home/xiao/.vscode/extensions/ms-python.python-2021.10.1317843341/pythonFiles/lib/python/debugpy/launcher 40143 -- /mnt/Data/Workspace/python/ats/003_tianqin/01_temp/pureTest.py 在使用天勤量化之前，默认您已经知晓并同意以下免责条款，如果不同意请立即停止使用：https://www.shinnytech.com/blog/disclaimer/ Traceback (most recent call last): File "/mnt/Data/Workspace/python/ats/003_tianqin/01_temp/pureTest.py", line 4, in api = TqApi(backtest = TqReplay(date(2019,12,23)), auth=TqAuth("listplot3d", "123456")) File "/mnt/Data/System/Programs/anaconda3/envs/py37_quant/lib/python3.7/site-packages/tqsdk/api.py", line 284, in init self._setup_connection() # 初始化通讯连接 File "/mnt/Data/System/Programs/anaconda3/envs/py37_quant/lib/python3.7/site-packages/tqsdk/api.py", line 2986, in _setup_connection self._ins_url, self._md_url = self._backtest._create_server(self) File "/mnt/Data/System/Programs/anaconda3/envs/py37_quant/lib/python3.7/site-packages/tqsdk/backtest.py", line 795, in _create_server raise Exception("无法创建复盘服务器，请检查复盘日期后重试。") Exception: 无法创建复盘服务器，请检查复盘日期后重试。 Task was destroyed but it is pending! task: <Task pending coro=<TqApi._notify_watcher() running at /mnt/Data/System/Programs/anaconda3/envs/py37_quant/lib/python3.7/site-packages/tqsdk/api.py:3442> cb=[TqBaseApi._on_task_done()]> sys:1: RuntimeWarning: coroutine 'TqApi._notify_watcher' was never awaited

===重现步骤=== 基于这里的代码:https://doc.shinnytech.com/tqsdk/latest/usage/replay.html?highlight=%E5%A4%8D%E7%9B%98,改成下面的代码,然后运行:

from datetime import date from tqsdk import TqApi, TqReplay,TqAuth

api = TqApi(backtest = TqReplay(date(2019,12,23)), auth=TqAuth("listplotd", "123456")) print("hello relay") api.close()

我用的visual studio code 也提示： Exception: TqSdk 使用了 python3 的原生协程和异步通讯库 asyncio，您所使用的 IDE 不支持 asyncio, 请使用 pycharm 或其它支持 asyncio 的 IDE 我发现只要在协程里调用get_kline_serial就会提示，在协程外面调用就不会报这个错误。 我看了一下貌似tqsdk也依赖那个事件循环，我协程本来就运行在事件循环里面，就不能共用一个事件循环嘛？