TqSdk Trading and Data

Use this skill to answer TqSdk questions with the repository's real APIs, docs, and examples. Prefer minimal runnable snippets, keep futures and stock behavior separate, and explain the update loop explicitly whenever the user's issue depends on wait_update().

Route The Request First

Read only the references needed for the user's question.

1. Read references/wait-update-and-update-loop.md for wait_update, is_changing, deadline, async update notifications, Jupyter caveats, or backtest progression questions.
2. Read references/market-data.md for get_quote, get_kline_serial, get_tick_serial, contract discovery, symbol metadata, and DataDownloader.
3. Read references/account-type-matrix.md for TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, OTG account classes, and TqMultiAccount.
4. Read references/accounts-and-trading.md for account, position, order, and trade getters plus multi-account getter patterns.
5. Read references/scenario-and-margin.md for TqScenario, real-account margin-rate lookup, margin occupancy calculation, risk-ratio what-if analysis, and limited built-in margin discount rules.
6. Read references/order-functions-and-position-tools.md for insert_order, cancel_order, TargetPosTask, TargetPosScheduler, and advanced execution helpers.
7. Read references/object-fields.md when the user asks what fields mean on Quote, K-line or tick rows, Account, Position, Order, Trade, or their stock variants.
8. Read references/simulation-and-backtest.md for local sim, Quick sim, stock sim, backtest, and cross-account backtest limits.
9. Read references/error-faq.md when the user asks about common TqSdk failures, confusing behavior, or exception messages.
10. Read references/example-map.md when you want a repository-backed example or doc page to imitate.

Core Rules

1. Treat get_* results as live references, not snapshots. Explain that they refresh during wait_update().
2. Explain wait_update() whenever the user is confused by missing data, stale fields, orders not leaving the client, or TargetPosTask not acting.
3. Distinguish futures and stock workflows:
   • Futures accounts and objects use Account, Position, Order, Trade.
   • Stock accounts and objects use SecurityAccount, SecurityPosition, SecurityOrder, SecurityTrade.
   • Stock trading does not use offset, and TargetPosTask is not for stock trading.
4. Choose account type before writing code. Do not default to TqKq or TqAccount unless the user really needs that account mode.
5. In multi-account mode, pass account= for getters and trading calls, or use the account object's own get_account, get_position, get_order, and get_trade.
6. For current market examples, avoid expired contracts. Prefer contract discovery APIs or main-contract symbols.
7. When the user asks for field meanings, explain the smallest relevant field set first and say whether the object is futures or stock.
8. When the user asks for long historical ranges, prefer DataDownloader over pretending get_kline_serial is an unlimited history API.
9. When the user asks for advanced execution, prefer public helpers first:
   • TargetPosTask for target net position.
   • TargetPosScheduler plus twap_table or vwap_table from tqsdk.algorithm for scheduled execution.
   • Mention InsertOrderTask and InsertOrderUntilAllTradedTask as internal or advanced helpers, not the default answer.
10. Use TqScenario for synchronous what-if margin and risk trials, not for live order placement. It is futures-only, single-account, and updates the trial snapshot immediately after each call.
11. Explain the margin-rate source in every TqScenario answer:

• account=None or TqSim() uses Quote margin data.
• TqAccount(...) or TqKq() queries account-specific rates synchronously and may fall back to Quote margin if lookup fails.

12. Treat margin discounts conservatively. Reuse one TqScenario object for step-by-step trial actions, and do not promise broker-specific preferential rules beyond the limited built-in rules modeled by TqSdk.
13. Preserve exchange-specific close semantics in TqScenario. For SHFE or INE futures, keep CLOSE versus CLOSETODAY consistent with the imported position snapshot.

Answering Style

• Prefer imports from tqsdk.__init__ for top-level APIs. When an API is documented under a submodule, use that official submodule path such as tqsdk.tools or tqsdk.algorithm.
• Prefer short, correct code blocks over broad pseudo-code.
• Name the exact API the user should call next.
• If behavior differs in live trading, Quick sim, local sim, stock sim, or backtest, say so explicitly.
• If the answer depends on a common pitfall, state the pitfall directly instead of burying it in examples.
• If the answer uses TqScenario, say what snapshot goes into positions, what balance goes into init_balance, and whether the result comes from quote margin or account-specific margin rates.