tdxquant

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Original

English

🇨🇳

Translation

Chinese

通达信量化数据获取技能

Tongdaxin Quantitative Data Retrieval Skill

任务目标

Task Objectives

本 Skill 用于：通过通达信 TdxQuant (tqcenter) 接口获取A股市场数据、执行技术分析和查询交易相关信息
能力包含：行情快照、K线数据、证券基本信息、专业财务数据、股票/板块/市场交易数据、板块与成份股、可转债/ETF/新股信息、交易日历、通达信公式执行、行情订阅、交易下单
触发条件：用户提到 tdxquant、通达信、TdxQuant、tqcenter、获取A股数据、K线查询、财务数据、板块分析等

This Skill is used to: Obtain A-share market data, perform technical analysis, and query transaction-related information through the Tongdaxin TdxQuant (tqcenter) interface
Capabilities include: Market snapshot, K-line data, basic securities information, professional financial data, stock/sector/market trading data, sectors and constituent stocks, convertible bond/ETF/new stock information, trading calendar, Tongdaxin formula execution, market quote subscription, trading order placement
Trigger conditions: Users mention tdxquant, Tongdaxin, TdxQuant, tqcenter, obtain A-share data, K-line query, financial data, sector analysis, etc.

前置准备

Preparations

tqcenter 模块说明：tqcenter 位于通达信安装目录的
```
PYPlugins\user\tqcenter.py
```
。脚本通过
```
_tdx_init.py
```
自动检测安装目录并将路径加入
```
sys.path
```
。用户也可以通过设置环境变量
```
TDX_ROOT
```
指定安装目录。
环境要求：需安装通达信金融终端（支持 TQ 策略功能的专业研究版、量化模拟版或期货通），并预先启动客户端
Python 版本：支持 64 位 Python 3.7~3.14，建议 3.13
数据准备：部分数据（如专业财务数据、交易数据）需先在客户端中下载对应数据包

tqcenter Module Description: tqcenter is located at
```
PYPlugins\user\tqcenter.py
```
in the Tongdaxin installation directory. The script automatically detects the installation directory via
```
_tdx_init.py
```
and adds the path to
```
sys.path
```
. Users can also specify the installation directory by setting the environment variable
```
TDX_ROOT
```
.
Environment Requirements: Tongdaxin Financial Terminal (professional research version, quantitative simulation version or futures version supporting TQ Strategy function) must be installed, and the client must be started in advance
Python Version: Supports 64-bit Python 3.7~3.14, Python 3.13 is recommended
Data Preparation: Some data (such as professional financial data, trading data) requires downloading the corresponding data packages in the client first

核心概念

Core Concepts

证券代码格式：6位数字 + 市场后缀（大小写均可），如
```
600519.SH
```
（上海）、
```
000001.SZ
```
（深圳）、
```
430047.BJ
```
（北交所）
周期参数：
```
1m
```
/
```
5m
```
/
```
15m
```
/
```
30m
```
/
```
1h
```
/
```
1d
```
/
```
1w
```
/
```
1mon
```
/
```
1q
```
/
```
1y
```
/
```
tick
```
复权类型：
```
none
```
不复权、
```
front
```
前复权、
```
back
```
后复权
市场类型后缀：
```
.SH
```
上海
```
.SZ
```
深圳
```
.BJ
```
北交所
```
.HK
```
港股
```
.US
```
美股
```
.CSI
```
中证指数
```
.CNI
```
国证指数
```
.CFF
```
中金期货等

安装目录结构：

通达信安装目录\
├── TdxW.exe              # 主程序
├── PYPlugins\
│   ├── TPyth.dll         # 通信DLL
│   ├── TPythClient.dll   # 通信DLL
│   ├── user\
│   │   └── tqcenter.py   # TdxQuant 核心模块
│   ├── data\             # 下载数据目录
│   └── file\             # 发送文件目录

Securities Code Format: 6-digit number + market suffix (case-insensitive), e.g.,
```
600519.SH
```
(Shanghai),
```
000001.SZ
```
(Shenzhen),
```
430047.BJ
```
(Beijing Stock Exchange)
Period Parameters:
```
1m
```
/
```
5m
```
/
```
15m
```
/
```
30m
```
/
```
1h
```
/
```
1d
```
/
```
1w
```
/
```
1mon
```
/
```
1q
```
/
```
1y
```
/
```
tick
```
Adjustment Types:
```
none
```
(no adjustment),
```
front
```
(forward adjustment),
```
back
```
(backward adjustment)
Market Type Suffixes:
```
.SH
```
Shanghai,
```
.SZ
```
Shenzhen,
```
.BJ
```
Beijing Stock Exchange,
```
.HK
```
Hong Kong Stock Market,
```
.US
```
US Stock Market,
```
.CSI
```
CSI Index,
```
.CNI
```
CSI China Securities Index,
```
.CFF
```
CFFEX Futures, etc.

Installation Directory Structure:

Tongdaxin Installation Directory\
├── TdxW.exe              # Main Program
├── PYPlugins\
│   ├── TPyth.dll         # Communication DLL
│   ├── TPythClient.dll   # Communication DLL
│   ├── user\
│   │   └── tqcenter.py   # TdxQuant Core Module
│   ├── data\             # Downloaded Data Directory
│   └── file\             # File Sending Directory

操作步骤

Operation Steps

确定数据需求 — 智能体理解用户意图
调用对应脚本 — 根据数据类型选择脚本
解析结果 — 智能体分析返回的 JSON 格式数据

Confirm Data Requirements — The agent understands the user's intent
Call Corresponding Script — Select the script according to the data type
Parse Results — The agent analyzes the returned JSON format data

意图识别映射示例

Intent Recognition Mapping Examples

用户提问	对应功能模块	调用参数
"贵州茅台实时股价"	market_data.py snapshot	--code 600519.sh
"平安银行K线数据"	market_data.py kline	--code 000001.sz --period 1d
"招商银行基本信息"	market_data.py stock_info	--code 600036.sh
"招商银行财务指标"	financial_data.py financial	--code 600036.sh --fields fn193,fn197
"半导体板块成分股"	sector_data.py sector_stocks	--block_name 半导体
"今日新股申购"	etf_bond_data.py ipo_info	--ipo_type 2 --ipo_date 1
"市场融资融券数据"	trading_data.py scjy	--fields sc1,sc25
"MACD指标"	formula.py zb	--name MACD --arg 12,26,9
"连涨3天选股"	formula.py xg	--name UPN --arg 3

User Query	Corresponding Functional Module	Call Parameters
"Real-time stock price of Kweichow Moutai"	market_data.py snapshot	--code 600519.sh
"K-line data of Ping An Bank"	market_data.py kline	--code 000001.sz --period 1d
"Basic information of China Merchants Bank"	market_data.py stock_info	--code 600036.sh
"Financial indicators of China Merchants Bank"	financial_data.py financial	--code 600036.sh --fields fn193,fn197
"Constituent stocks of semiconductor sector"	sector_data.py sector_stocks	--block_name Semiconductor
"Today's new stock subscriptions"	etf_bond_data.py ipo_info	--ipo_type 2 --ipo_date 1
"Market margin trading and short selling data"	trading_data.py scjy	--fields sc1,sc25
"MACD indicator"	formula.py zb	--name MACD --arg 12,26,9
"Stock selection for 3 consecutive rising days"	formula.py xg	--name UPN --arg 3

使用示例

Usage Examples

示例1：获取股票实时行情快照
- 场景/输入：用户说"查看贵州茅台的实时行情"
- 预期产出：返回股票代码、名称、现价、涨跌幅、成交量、五档买卖等信息
- 关键要点：调用
```
python scripts/market_data.py snapshot --code 600519.sh
```
示例2：获取日K线数据
- 场景/输入：用户说"获取平安银行最近100天的日K线数据"
- 预期产出：返回日期、开盘价、最高价、最低价、收盘价、成交量等OHLCV数据
- 关键要点：调用
```
python scripts/market_data.py kline --code 000001.sz --period 1d --count 100
```
示例3：查询专业财务数据
- 场景/输入：用户说"查看招商银行最近的成本费用利润率和营业利润率"
- 预期产出：返回fn193成本费用利润率、fn194营业利润率等财务指标
- 关键要点：调用
```
python scripts/financial_data.py financial --code 600036.sh --fields fn193,fn194 --start 20240101
```

Example 1: Obtain real-time market snapshot of stocks
- Scenario/Input: User says "Check the real-time market of Kweichow Moutai"
- Expected Output: Return information such as stock code, name, current price, price change rate, trading volume, five-level bid and ask prices, etc.
- Key Points: Call
```
python scripts/market_data.py snapshot --code 600519.sh
```
Example 2: Obtain daily K-line data
- Scenario/Input: User says "Obtain the daily K-line data of Ping An Bank for the last 100 days"
- Expected Output: Return OHLCV data such as date, opening price, highest price, lowest price, closing price, trading volume, etc.
- Key Points: Call
```
python scripts/market_data.py kline --code 000001.sz --period 1d --count 100
```
Example 3: Query professional financial data
- Scenario/Input: User says "Check the recent cost expense profit margin and operating profit margin of China Merchants Bank"
- Expected Output: Return financial indicators such as fn193 (cost expense profit margin), fn194 (operating profit margin), etc.
- Key Points: Call
```
python scripts/financial_data.py financial --code 600036.sh --fields fn193,fn194 --start 20240101
```

脚本调用映射参考

Script Call Mapping Reference

行情快照 →

python scripts/market_data.py snapshot --code 600519.sh

K线数据 →

python scripts/market_data.py kline --code 600519.sh --period 1d --count 100

证券基本信息 →

python scripts/market_data.py stock_info --code 600519.sh

股票更多信息 →

python scripts/market_data.py more_info --code 600519.sh

分红配送 →

python scripts/market_data.py divid_factors --code 600519.sh

股本数据 →

python scripts/market_data.py gb_info --code 600519.sh --dates 20250101,20250601

专业财务数据 →

python scripts/financial_data.py financial --code 600519.sh --fields fn193,fn194,fn197 --start 20250101

指定日期财务数据 →

python scripts/financial_data.py financial_by_date --code 600519.sh --fields fn193,fn197 --year 0 --mmdd 0

单个财务指标 →

python scripts/financial_data.py gp_one_data --code 600519.sh --fields go1,go3,go5

股票交易数据 →

python scripts/trading_data.py gpjy --code 600519.sh --fields gp1,gp2,gp3 --start 20250101

板块交易数据 →

python scripts/trading_data.py bkjy --code 880660.sh --fields bk5,bk6,bk9 --start 20250101

市场交易数据 →

python scripts/trading_data.py scjy --fields sc1,sc2,sc3 --start 20250101

系统分类成份股 →

python scripts/sector_data.py stock_list --list_type 5

板块代码列表 →

python scripts/sector_data.py sector_list --with_name

板块成份股 →

python scripts/sector_data.py sector_stocks --block_code 880081.sh

股票所属板块 →

python scripts/sector_data.py stock_relation --code 688318.sh

自定义板块操作 →

python scripts/sector_data.py user_sector --action list

可转债信息 →

python scripts/etf_bond_data.py kzz_info --code 123039.sz

ETF跟踪指数 →

python scripts/etf_bond_data.py trackzs_etf --zs_code 950162.csi

新股申购 →

python scripts/etf_bond_data.py ipo_info --ipo_type 2 --ipo_date 1

交易日列表 →

python scripts/calendar.py --start 20250101 --end 20250601

通达信公式(指标) →

python scripts/formula.py zb --name MACD --arg 12,26,9 --code 688318.sh --period 1d --count 100

通达信公式(选股) →

python scripts/formula.py xg --name UPN --arg 3 --code 688318.sh --period 1d --count 100

批量选股公式 →

python scripts/formula.py mul_xg --name UPN --arg 3 --codes 688318.sh,600519.sh --period 1d --count 20

Market Snapshot →

python scripts/market_data.py snapshot --code 600519.sh

K-line Data →

python scripts/market_data.py kline --code 600519.sh --period 1d --count 100

Basic Securities Information →

python scripts/market_data.py stock_info --code 600519.sh

More Stock Information →

python scripts/market_data.py more_info --code 600519.sh

Dividend Distribution →

python scripts/market_data.py divid_factors --code 600519.sh

Share Capital Data →

python scripts/market_data.py gb_info --code 600519.sh --dates 20250101,20250601

Professional Financial Data →

python scripts/financial_data.py financial --code 600519.sh --fields fn193,fn194,fn197 --start 20250101

Financial Data on Specified Date →

python scripts/financial_data.py financial_by_date --code 600519.sh --fields fn193,fn197 --year 0 --mmdd 0

Single Financial Indicator →

python scripts/financial_data.py gp_one_data --code 600519.sh --fields go1,go3,go5

Stock Trading Data →

python scripts/trading_data.py gpjy --code 600519.sh --fields gp1,gp2,gp3 --start 20250101

Sector Trading Data →

python scripts/trading_data.py bkjy --code 880660.sh --fields bk5,bk6,bk9 --start 20250101

Market Trading Data →

python scripts/trading_data.py scjy --fields sc1,sc2,sc3 --start 20250101

System Classification Constituent Stocks →

python scripts/sector_data.py stock_list --list_type 5

Sector Code List →

python scripts/sector_data.py sector_list --with_name

Sector Constituent Stocks →

python scripts/sector_data.py sector_stocks --block_code 880081.sh

Sectors of Stocks →

python scripts/sector_data.py stock_relation --code 688318.sh

Custom Sector Operations →

python scripts/sector_data.py user_sector --action list

Convertible Bond Information →

python scripts/etf_bond_data.py kzz_info --code 123039.sz

ETF Tracking Index →

python scripts/etf_bond_data.py trackzs_etf --zs_code 950162.csi

New Stock Subscription →

python scripts/etf_bond_data.py ipo_info --ipo_type 2 --ipo_date 1

Trading Day List →

python scripts/calendar.py --start 20250101 --end 20250601

Tongdaxin Formula (Indicator) →

python scripts/formula.py zb --name MACD --arg 12,26,9 --code 688318.sh --period 1d --count 100

Tongdaxin Formula (Stock Selection) →

python scripts/formula.py xg --name UPN --arg 3 --code 688318.sh --period 1d --count 100

Batch Stock Selection Formula →

python scripts/formula.py mul_xg --name UPN --arg 3 --codes 688318.sh,600519.sh --period 1d --count 20

资源索引

Resource Index

数据获取脚本

Data Retrieval Scripts

scripts/market_data.py (用途与参数：行情快照snapshot、K线kline、基本信息stock_info、更多信息more_info、分红divid_factors、股本gb_info)
scripts/financial_data.py (用途与参数：专业财务financial、指定日期财务financial_by_date、单个指标gp_one_data)
scripts/trading_data.py (用途与参数：股票交易gpjy、板块交易bkjy、市场交易scjy及其by_date变体)
scripts/sector_data.py (用途与参数：系统分类stock_list、板块列表sector_list、板块成份股sector_stocks、股票所属板块stock_relation、自定义板块user_sector)
scripts/etf_bond_data.py (用途与参数：可转债kzz_info、ETF跟踪trackzs_etf、新股申购ipo_info)
scripts/calendar.py (用途与参数：获取交易日列表，支持 --start/--end/--count)
scripts/formula.py (用途与参数：通达信公式执行，支持zb指标/xg选股/exp专家/mul批量)
scripts/trade.py (用途与参数：交易下单、查询持仓/委托/资产、撤单)

scripts/market_data.py (Purpose & Parameters: Market snapshot snapshot, K-line kline, basic information stock_info, more information more_info, dividend divid_factors, share capital gb_info)
scripts/financial_data.py (Purpose & Parameters: Professional financial financial, financial data on specified date financial_by_date, single indicator gp_one_data)
scripts/trading_data.py (Purpose & Parameters: Stock trading gpjy, sector trading bkjy, market trading scjy and its by_date variants)
scripts/sector_data.py (Purpose & Parameters: System classification stock_list, sector list sector_list, sector constituent stocks sector_stocks, sectors of stocks stock_relation, custom sector user_sector)
scripts/etf_bond_data.py (Purpose & Parameters: Convertible bond kzz_info, ETF tracking trackzs_etf, new stock subscription ipo_info)
scripts/calendar.py (Purpose & Parameters: Obtain trading day list, supports --start/--end/--count)
scripts/formula.py (Purpose & Parameters: Tongdaxin formula execution, supports zb indicator/xg stock selection/exp expert/mul batch)
scripts/trade.py (Purpose & Parameters: Trading order placement, query positions/orders/assets, cancel orders)

扩展参考

Extended References

Python 初始化指引 (何时读取：需要写 python 脚本自定义获取更多的数据时)
API 使用示例与故障排除 (何时读取：需要查看常见用法时。提供了八种常见数据查询示例)
tqcenter API (何时读取：需要查看完整API参数、字段说明、初始化配置时，此为最核心参考文档)
常量字典 (何时读取：需要查看市场类型、周期、复权类型等常量映射时)
策略开发与回测指引 (何时读取：需要写策略、执行策略回测时)

Python Initialization Guide (When to read: When you need to write Python scripts to customize and obtain more data)
API Usage Examples & Troubleshooting (When to read: When you need to view common usages. Provides eight common data query examples)
tqcenter API (When to read: When you need to view complete API parameters, field descriptions, initialization configurations, this is the core reference document)
Constant Dictionary (When to read: When you need to view constant mappings such as market types, periods, adjustment types, etc.)
Strategy Development & Backtesting Guide (When to read: When you need to write strategies and execute strategy backtesting)

注意事项

Notes

运行脚本前，必须先启动通达信金融终端（支持TQ策略功能的版本），且 TdxW.exe 进程正在运行
如果安装目录下不存在
```
tqcenter.py
```
，说明当前客户端不支持TQ策略，需升级通达信终端
证券代码必须带市场后缀（如
```
.SH
```
、
```
.SZ
```
、
```
.BJ
```
），大小写均可，但不可省略
专业财务数据和交易数据需先在客户端中下载对应数据包
部分数据（如交易数据中的融资融券、陆股通等）仅展示特定日期之后的数据
K线数据一次最多返回24000条，获取完整分钟线需多次分批获取
通达信公式执行时，公式名称和参数需符合通达信语法规范
后复权数据与获取的数据个数有关，只在返回的数据中进行后复权
使用
```
sys.path.insert(0, ...)
```
而非
```
append()
```
，确保优先加载通达信安装目录的 tqcenter.py

Before running the script, you must start the Tongdaxin Financial Terminal (version supporting TQ Strategy function), and the TdxW.exe process must be running
If
```
tqcenter.py
```
does not exist in the installation directory, it means the current client does not support TQ Strategy, and you need to upgrade the Tongdaxin Terminal
Securities codes must include market suffixes (such as
```
.SH
```
,
```
.SZ
```
,
```
.BJ
```
), case-insensitive but cannot be omitted
Professional financial data and trading data require downloading the corresponding data packages in the client first
Some data (such as margin trading and short selling, Stock Connect data in trading data) only displays data after specific dates
K-line data can return up to 24000 items at a time; to obtain complete minute-level data, you need to fetch in batches multiple times
When executing Tongdaxin formulas, the formula name and parameters must comply with Tongdaxin syntax specifications
Backward adjustment data is related to the number of data obtained, and backward adjustment is only performed on the returned data
Use
```
sys.path.insert(0, ...)
```
instead of
```
append()
```
to ensure priority loading of tqcenter.py in the Tongdaxin installation directory