{"id":"3d6f7cff-6704-41a9-882b-430c3a1e478f","shortId":"zwgWHc","kind":"skill","title":"miniqmt","tagline":"MiniQMT 迅投量化交易接口，基于 XtQuant Python 库，支持 A 股/期货/期权的行情数据获取（K线、分笔、财务数据等）和交易下单（报单、撤单、查询资产/委托/持仓）。当用户需要获取miniqmt实时/历史行情、进行量化交易、回测数据时使用","description":"# MiniQMT 量化交易技能\n\n## 任务目标\n- 本 Skill 用于：通过 XtQuant 库连接 MiniQMT 客户端，获取 A 股/期货/期权行情数据，执行量化交易操作\n- 能力包含：\n  - **行情模块 (xtdata)**：K线数据、分笔数据、实时行情订阅、财务数据、板块分类、ETF信息、新股申购、交易日历\n  - **交易模块 (xttrader)**：股票/期货/期权下单、撤单、查询资产/委托/持仓、资金划拨、信用交易、约券\n- 触发条件：用户提及 miniqmt、xtquant、迅投、获取行情、量化交易、下单交易时使用\n\n## 前置准备\n\n### MiniQMT 环境要求\n- **客户端安装**：需安装迅投极速交易终端，并启动 MiniQMT（支持模拟/实盘）\n- **Python 库**：`pip install xtquant`\n- **路径配置**：MiniQMT 安装目录下的 `userdata_mini` 路径用于 xttrader 连接\n\n### 目录结构\n```\nQMT安装目录\\\n├── bin.x64\\XtMiniQmt.exe # MiniQMT 主程序\n├── userdata_mini\\        # 用户数据目录（xttrader 连接路径）\n│   ├── xqtrader.ini      # 交易配置\n│   └── xtdatacenter.ini  # 行情配置\n```\n\n### 核心概念\n\n#### 证券代码格式\n- **股票**：6位数字 + 市场后缀，如 `600000.SH`（上海）、`000001.SZ`（深圳）\n- **期货**：品种代码 + 合约月份，如 `rb2405.SF`（螺纹钢）\n- **期权**：标的代码 + 行权月份，如 `510050.SH`（上证50ETF期权）\n\n#### 周期类型 (period)\n| 周期 | 说明 | 周期 | 说明 |\n|------|------|------|------|\n| `tick` | 分笔数据 | `1q` | 季度线 |\n| `1m` | 1分钟线 | `1hy` | 半年线 |\n| `5m` | 5分钟线 | `1y` | 年线 |\n| `15m` | 15分钟线 | `1w` | 周线 |\n| `30m` | 30分钟线 | `1d` | 日线 |\n| `1h` | 1小时线 | `1mon` | 月线 |\n\n#### 复权类型 (dividend_type)\n- `none` - 不复权\n- `front` - 前复权\n- `back` - 后复权\n- `front_ratio` - 等比前复权\n- `back_ratio` - 等比后复权\n\n#### 交易市场 (market)\n| 市场 | 常量 | 市场 | 常量 |\n|------|------|------|------|\n| 上海 | `xtconstant.SH_MARKET` | 中金所 | `xtconstant.MARKET_ENUM_INDEX_FUTURE` |\n| 深圳 | `xtconstant.SZ_MARKET` | 上期所 | `xtconstant.MARKET_ENUM_SHANGHAI_FUTURE` |\n| 北交所 | `xtconstant.MARKET_ENUM_BEIJING` | 郑商所 | `xtconstant.MARKET_ENUM_ZHENGZHOU_FUTURE` |\n| 大商所 | `xtconstant.MARKET_ENUM_DALIANG_FUTURE` | 广期所 | `xtconstant.MARKET_ENUM_GUANGZHOU_FUTURE` |\n\n#### 账号类型 (account_type)\n| 类型 | 常量 | 类型 | 常量 |\n|------|------|------|------|\n| 股票 | `xtconstant.SECURITY_ACCOUNT` | 沪港通 | `xtconstant.HUGANGTONG_ACCOUNT` |\n| 期货 | `xtconstant.FUTURE_ACCOUNT` | 深港通 | `xtconstant.SHENGANGTONG_ACCOUNT` |\n| 信用 | `xtconstant.CREDIT_ACCOUNT` | 期货期权 | `xtconstant.FUTURE_OPTION_ACCOUNT` |\n| 股票期权 | `xtconstant.STOCK_OPTION_ACCOUNT` | - | - |\n\n## 操作步骤\n\n1. **确定需求** — 识别是行情数据获取还是交易操作\n2. **选择模块** — xtdata 用于行情，xttrader 用于交易\n3. **调用脚本** — 根据数据类型选择对应脚本\n4. **解析结果** — 智能体分析返回的 JSON 格式数据\n\n### 意图识别映射示例\n\n| 用户提问 | 对应功能 | 调用方式 |\n|---------|---------|---------|\n| \"贵州茅台实时股价\" | 实时行情快照 | xtdata.get_full_tick |\n| \"平安银行K线数据\" | K线数据 | xtdata.get_market_data |\n| \"招商银行财务指标\" | 财务报表 | xtdata.get_financial_data |\n| \"半导体板块成分股\" | 板块成分股 | xtdata.get_stock_list_in_sector |\n| \"今日可转债信息\" | ETF/可转债数据 | xtdata.get_cb_info |\n| \"新股申购\" | 新股信息 | xtdata.get_ipo_info |\n| \"下单买入平安银行\" | 交易下单 | xttrader.order_stock |\n| \"查询持仓\" | 持仓查询 | xttrader.query_stock_positions |\n| \"撤单\" | 撤单操作 | xttrader.cancel_order_stock |\n\n## 使用示例\n\n### 示例1：获取股票实时行情\n```python\nimport xtdata\n\n# 获取全推行情快照\nticks = xtdata.get_full_tick(['600519.SH', '000001.SZ'])\n\n# 订阅单股实时行情\ndef on_data(datas):\n    for code in datas:\n        print(code, datas[code])\n\nxtdata.subscribe_quote('600519.SH', period='tick', callback=on_data)\nxtdata.run()\n```\n\n### 示例2：获取K线历史数据\n```python\nimport xtdata\n\n# 下载历史K线数据\nxtdata.download_history_data2(['600519.SH'], period='1d', start_time='')\n\n# 获取K线数据\ndata = xtdata.get_market_data(\n    field_list=['open', 'high', 'low', 'close', 'volume'],\n    stock_list=['600519.SH'],\n    period='1d',\n    start_time='20240101',\n    end_time='',\n    count=100,\n    dividend_type='front'\n)\n```\n\n### 示例3：交易下单\n```python\nfrom xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback\nfrom xtquant.xttype import StockAccount\nfrom xtquant import xtconstant\n\n# 配置路径和会话\npath = 'D:\\\\迅投极速交易终端\\\\userdata_mini'\nsession_id = 123456\nxt_trader = XtQuantTrader(path, session_id)\n\n# 创建账号对象\nacc = StockAccount('1000000365')  # 替换为实际账号\n\n# 连接交易\nxt_trader.start()\nconnect_result = xt_trader.connect()\nsubscribe_result = xt_trader.subscribe(acc)\n\n# 下单买入\norder_id = xt_trader.order_stock(\n    acc,\n    '600519.SH',\n    xtconstant.STOCK_BUY,\n    100,  # 100股\n    xtconstant.FIX_PRICE,\n    1800.0,  # 价格\n    'strategy1',\n    'remark'\n)\n\n# 查询资产\nasset = xt_trader.query_stock_asset(acc)\nprint(f\"可用资金: {asset.cash}\")\n```\n\n### 示例4：订阅行情并实时处理\n```python\nimport xtdata\n\ndef on_tick_data(datas):\n    for code in datas:\n        tick = datas[code]\n        print(f\"{code}: 现价={tick['lastPrice']}, 成交量={tick['volume']}\")\n\n# 订阅多只股票\nxtdata.subscribe_whole_quote(['SH', 'SZ'], callback=on_tick_data)\nxtdata.run()\n```\n\n## 资源索引\n\n### 行情数据脚本\n\n- **行情快照**：`python scripts/market_data.py snapshot --code 600519.SH`\n- **K线数据**：`python scripts/market_data.py kline --code 600519.SH --period 1d --count 100`\n- **分笔数据**：`python scripts/market_data.py tick --code 600519.SH --count 100`\n- **实时行情**：`python scripts/market_data.py full_tick --codes 600519.SH,000001.SZ`\n\n### 板块与财务脚本\n\n- **板块列表**：`python scripts/sector_data.py sector_list`\n- **板块成分股**：`python scripts/sector_data.py sector_stocks --sector 半导体`\n- **财务数据**：`python scripts/financial_data.py financial --code 600519.SH --tables Balance,Income`\n\n### 交易脚本\n\n- **下单**：`python scripts/trade.py order --code 600519.SH --type buy --volume 100 --price 1800.0`\n- **撤单**：`python scripts/trade.py cancel --order_id 12345`\n- **查询持仓**：`python scripts/trade.py positions`\n- **查询委托**：`python scripts/trade.py orders`\n- **查询资产**：`python scripts/trade.py asset`\n- **查询成交**：`python scripts/trade.py trades`\n\n### 参考文档\n\n- [xtdata 行情模块 API](references/xtdata.md)（何时读取：需要查看行情数据接口时）\n- [xtdata行情数据字段与数据字典](references/xtdata_dict.md) （何时读取：需要查看行情数据字段、数据字典时）\n- [xttrader 交易模块 API](references/xttrader.md)（何时读取：需要查看交易接口、数据结构说明时）\n- [安装与下载指南](references/download_xtquant.md)（何时读取：首次安装 XtQuant 或遇到安装问题时）\n- [常见问题](references/question_function.md)（何时读取：遇到常见问题时）\n- [代码示例](references/code_examples.md)（何时读取：需要参考完整代码示例时）\n- [更新日志](references/changelog.md)（何时读取：查看版本更新历史时）\n\n## 注意事项\n\n### 环境要求\n- **必须运行 MiniQMT**：xttrader 交易模块需要 MiniQMT 客户端在后台运行\n- **路径配置**：确保 `userdata_mini` 路径正确，否则连接会失败\n- **行情订阅限制**：单股订阅建议不超过 50 只，较多时建议使用全推数据\n\n### 数据获取注意\n- **数据补下载**：历史数据需先通过 `download_history_data2` 下载\n- **权限限制**：Level2 数据需要终端有相应权限\n- **时间格式**：K线时间参数格式为 `'20240101'` 或 `'20240101000000'`\n\n### 交易注意\n- **账号格式**：股票账号直接使用资金账号字符串，期货账号需指定 `'FUTURE'`\n- **委托数量**：股票以\"股\"为单位，债券以\"张\"为单位，期货以\"手\"为单位\n- **订单编号**：下单成功后返回正整数 order_id，-1 表示失败\n- **异步操作**：交易操作支持同步/异步两种模式，异步模式需配合回调使用\n\n### 性能优化\n- **批量请求**：多只股票数据建议使用 `get_market_data` 批量获取\n- **缓存利用**：已订阅的数据会自动缓存，无需重复订阅\n- **线程安全**：xttrader 支持多策略，但需使用不同的 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'account':220,228,231,234,237,240,244,248 'api':598,609 'asset':457,460,590 'asset.cash':465 'back':170,175 'balanc':557 'beij':203 'bin.x64':98 'buy':447,567 'callback':349,498 'cancel':575 'cb':297 'close':377 'code':337,341,343,477,482,485,509,515,525,534,554,564 'connect':432 'count':389,519,527 'd':412 'daliang':212 'data':280,285,334,335,339,342,351,368,371,474,475,479,481,501,696 'data2':361,656 'def':332,471 'dividend':164,391 'download':654 'end':387 'enum':189,197,202,206,211,216 'etf':294 'etf信息':51 'f':463,484 'field':372 'financi':284,553 'front':168,172,393 'full':274,327,532 'futur':191,199,208,213,218,670 'get':694 'guangzhou':217 'high':375 'histori':360,655 'id':417,424,441,577,684,706 'import':322,356,399,404,408,469 'incom':558 'index':190 'info':298,303 'instal':86 'ipo':302 'json':265 'kline':514 'k线':13 'k线数据':46,277,511 'k线时间参数格式为':662 'lastpric':488 'level2':659 'list':290,373,380,542 'low':376 'market':179,186,194,279,370,695 'mini':92,103,415,643 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'subscrib':435 'sz':497 'tabl':556 'tick':139,275,325,328,348,473,480,487,490,500,524,533 'time':366,385,388 'topic-agent-skills' 'topic-skills' 'trade':594 'trader':420 'type':165,221,392,566 'userdata':91,102,414,642 'volum':378,491,568 'whole':494 'xqtrader.ini':107 'xt':419 'xt_trader.connect':434 'xt_trader.order':442 'xt_trader.query':458 'xt_trader.start':431 'xt_trader.subscribe':437 'xtconstant':409 'xtconstant.credit':239 'xtconstant.fix':450 'xtconstant.future':233,242 'xtconstant.hugangtong':230 'xtconstant.market':188,196,201,205,210,215 'xtconstant.security':227 'xtconstant.sh':185 'xtconstant.shengangtong':236 'xtconstant.stock':246,446 'xtconstant.sz':193 'xtdata':45,255,323,357,470,596 'xtdata.download':359 'xtdata.get':273,278,283,288,296,301,326,369 'xtdata.run':352,502 'xtdata.subscribe':344,493 'xtdatacenter.ini':109 'xtdata行情数据字段与数据字典':602 'xtminiqmt.exe':99 'xtquant':5,33,69,87,407,618 'xtquant.xttrader':398 'xtquant.xttype':403 'xtquanttrad':400,421 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'实时行情订阅':48 '实盘':82 '客户端':36 '客户端在后台运行':639 '客户端安装':77 '对应功能':269 '已订阅的数据会自动缓存':699 '市场':180,182 '市场后缀':115 '常见问题':620 '常量':181,183,223,225 '平安银行k线数据':276 '年线':150 '并启动':79 '广期所':214 '库':7,84 '库连接':34 '异步两种模式':689 '异步操作':687 '异步模式需配合回调使用':690 '张':676 '当用户需要获取miniqmt实时':22 '必须运行':634 '性能优化':691 '意图识别映射示例':267 '成交量':489 '或':664 '或遇到安装问题时':619 '手':679 '执行量化交易操作':42 '批量获取':697 '批量请求':692 '报单':17 '招商银行财务指标':281 '持仓':21,62 '持仓查询':309 '撤单':18,59,313,572 '撤单操作':314 '操作步骤':249 '支持':8 '支持多策略':703 '支持模拟':81 '数据字典时':606 '数据结构说明时':613 '数据获取注意':651 '数据补下载':652 '数据需要终端有相应权限':660 '新股信息':300 '新股申购':52,299 '无需重复订阅':700 '日线':158 '时间格式':661 '智能体分析返回的':264 '更新日志':628 '替换为实际账号':429 '月线':162 '期权':127 '期权下单':58 '期权的行情数据获取':12 '期权行情数据':41 '期货':11,40,57,121,232 '期货以':678 '期货期权':241 '期货账号需指定':669 '本':29 '权限限制':658 '板块与财务脚本':537 '板块分类':50 '板块列表':538 '板块成分股':287,543 '查看版本更新历史时':631 '查询委托':583 '查询成交':591 '查询持仓':308,579 '查询资产':19,60,456,587 '标的代码':128 '核心概念':111 '根据数据类型选择对应脚本':261 '格式数据':266 '沪港通':229 '注意事项':632 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'需要查看行情数据字段':605 '需要查看行情数据接口时':601 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