# 异步发起指标计算
- Python
- Proto
- C#
- Java
- C++
- JavaScript
request_indicator_calc_async(short_name, lang_type, code, kl_type, klines, num=None, input_params=None)
介绍
异步发起指标计算。接口先返回
calc_id，实际计算结果由push-indicator-calc推送，通过calc_id配对。需先注册IndicatorCalcHandlerBase子类接收推送。参数
参数 类型 说明 short_name str 指标短名 lang_type IndicatorLangType 脚本语言类型 code str 股票代码，如 HK.00700kl_type KLType K 线类型 klines pd.DataFrame 或 list[dict] K 线数据，可由 request_history_kline/get_cur_kline返回num int 或 None 最多取前 N 条 K 线参与计算 None 表示使用全部 K 线input_params list[dict] 或 None 入参覆盖列表 可空，留空使用云配置默认值；每项为{"index": int, "value": str}返回
参数 类型 说明 ret RET_CODE 接口调用结果 data str 当 ret == RET_OK，返回 calc_id（计算任务 ID，与推送结果配对） str 当 ret != RET_OK，返回错误描述 Example
from futu import *
import time
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
class IndicatorCalcHandler(IndicatorCalcHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, content = super(IndicatorCalcHandler, self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print('error:', content)
return ret_code, content
print('calc result:', content)
return RET_OK, content
quote_ctx.set_handler(IndicatorCalcHandler())
ret, kl_data, _ = quote_ctx.request_history_kline('HK.00700', start='2024-01-01', end='2024-03-01', ktype=KLType.K_DAY)
if ret == RET_OK:
ret, calc_id = quote_ctx.request_indicator_calc_async(
'MA', IndicatorLangType.MYLANG, 'HK.00700', KLType.K_DAY, kl_data)
if ret == RET_OK:
print('calc_id:', calc_id)
else:
print('error:', calc_id)
time.sleep(5)
quote_ctx.close()
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# Qot_RequestIndicatorCalc.proto
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 Qot_PushIndicatorCalc(3261) 推送。
参数
//单个输入参数覆盖项
message IndicatorInputItem
{
required int32 index = 1; //入参下标，对应 IndicatorInfo.inputs 中的 index，从 0 开始
optional string value = 2; //入参值（字符串形式，省略则沿用默认值）
}
//计算所需的标的与 K 线数据
message IndicatorCalcData
{
required Qot_Common.Security security = 1; //标的
required Qot_Common.KLType klType = 2; //K 线周期
repeated Qot_Common.KLine kLine = 3; //K 线数据
}
message C2S
{
required string shortName = 1; //指标短名
required Qot_Common.IndicatorLangType langType = 2; //语言类型
required IndicatorCalcData data = 3; //计算所需数据
optional int32 num = 4; //最多取前 N 条 K 线参与计算；不填表示使用全部 K 线
repeated IndicatorInputItem inputs = 5; //入参覆盖（可空，留空则使用云配置）
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1; //计算任务 ID，与推送结果配对
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 指标语言类型参见 IndicatorLangType
- K 线周期参见 KLType
- 接口调用结果，结构参见 RetType
协议 ID
3260
uint RequestIndicatorCalc(QotRequestIndicatorCalc.Request req);
virtual void OnReply_RequestIndicatorCalc(FTAPI_Conn client, uint nSerialNo, QotRequestIndicatorCalc.Response rsp);
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message IndicatorInputItem
{
required int32 index = 1;
optional string value = 2;
}
message IndicatorCalcData
{
required Qot_Common.Security security = 1;
required Qot_Common.KLType klType = 2;
repeated Qot_Common.KLine kLine = 3;
}
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
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- Output
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int requestIndicatorCalc(QotRequestIndicatorCalc.Request req);
void onReply_RequestIndicatorCalc(FTAPI_Conn client, int nSerialNo, QotRequestIndicatorCalc.Response rsp);
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message IndicatorInputItem
{
required int32 index = 1;
optional string value = 2;
}
message IndicatorCalcData
{
required Qot_Common.Security security = 1;
required Qot_Common.KLType klType = 2;
repeated Qot_Common.KLine kLine = 3;
}
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
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- Output
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Futu::u32_t RequestIndicatorCalc(const Qot_RequestIndicatorCalc::Request &stReq);
virtual void OnReply_RequestIndicatorCalc(Futu::u32_t nSerialNo, const Qot_RequestIndicatorCalc::Response &stRsp) = 0;
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message IndicatorInputItem
{
required int32 index = 1; //入参下标
optional string value = 2; //入参值
}
message IndicatorCalcData
{
required Qot_Common.Security security = 1; //标的
required Qot_Common.KLType klType = 2; //K 线周期
repeated Qot_Common.KLine kLine = 3; //K 线数据
}
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1; //计算任务 ID
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
class Program : public FTSPI_Qot, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr) {
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
Qot_RequestIndicatorCalc::Request req;
Qot_RequestIndicatorCalc::C2S *c2s = req.mutable_c2s();
c2s->set_shortname("MA");
c2s->set_langtype(Qot_Common::IndicatorLangType_MyLang);
Qot_RequestIndicatorCalc::IndicatorCalcData *data = c2s->mutable_data();
Qot_Common::Security *sec = data->mutable_security();
sec->set_market(Qot_Common::QotMarket_HK_Security);
sec->set_code("00700");
data->set_kltype(Qot_Common::KLType_Day);
// 此处需自行填充 data->add_kline()，可由 RequestHistoryKL 获取
c2s->set_num(60);
Qot_RequestIndicatorCalc::IndicatorInputItem *item = c2s->add_inputs();
item->set_index(0);
item->set_value("20");
m_RequestIndicatorCalcSerialNo = m_pQotApi->RequestIndicatorCalc(req);
}
virtual void OnReply_RequestIndicatorCalc(Futu::u32_t nSerialNo, const Qot_RequestIndicatorCalc::Response &stRsp) {
if (nSerialNo != m_RequestIndicatorCalcSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
virtual void OnPush_PushIndicatorCalc(const Qot_PushIndicatorCalc::Response &stRsp) {
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << "push: " << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_RequestIndicatorCalcSerialNo = 0;
};
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RequestIndicatorCalc(req);
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message IndicatorInputItem
{
required int32 index = 1;
optional string value = 2;
}
message IndicatorCalcData
{
required Qot_Common.Security security = 1;
required Qot_Common.KLType klType = 2;
repeated Qot_Common.KLine kLine = 3;
}
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
import ftWebsocket from "futu-api";
import { Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotRequestIndicatorCalc(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
shortName: "MA",
langType: 1,
data: {
security: { market: 1, code: "00700" },
klType: 2,
kLine: [],
},
num: 60,
inputs: [{ index: 0, value: "20" }],
},
};
websocket.RequestIndicatorCalc(req)
.then((res) => {
let { errCode, retMsg, retType, s2c } = res
console.log("RequestIndicatorCalc: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotRequestIndicatorCalc()
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- Output
RequestIndicatorCalc: errCode 0, retMsg , retType 0
{
"calcId": "1700000000000-0"
}
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接口限制
- 每 30 秒内最多发起 10 次指标计算请求。
- 实际计算结果通过 Qot_PushIndicatorCalc(3261) 异步推送，需提前注册推送回调。
- Python
- Proto
- C#
- Java
- C++
- JavaScript
request_indicator_calc_async(short_name, lang_type, code, kl_type, klines, num=None, input_params=None)
介绍
异步发起指标计算。接口先返回
calc_id，实际计算结果由push-indicator-calc推送，通过calc_id配对。参数
参数 类型 说明 short_name str 指标短名 lang_type IndicatorLangType 脚本语言类型 code str 股票代码，如 HK.00700kl_type KLType K 线类型 klines pd.DataFrame 或 list[dict] K 线数据 num int 或 None 最多取前 N 条 K 线参与计算 None 表示使用全部 K 线input_params list[dict] 或 None 入参覆盖列表 可空返回
参数 类型 说明 ret RET_CODE 接口调用结果 data str 当 ret == RET_OK，返回 calc_id str 当 ret != RET_OK，返回错误描述 Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
class IndicatorCalcHandler(IndicatorCalcHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, content = super(IndicatorCalcHandler, self).on_recv_rsp(rsp_pb)
print('calc result:', content)
return ret_code, content
quote_ctx.set_handler(IndicatorCalcHandler())
ret, kl_data, _ = quote_ctx.request_history_kline('HK.00700', start='2024-01-01', end='2024-03-01', ktype=KLType.K_DAY)
if ret == RET_OK:
ret, calc_id = quote_ctx.request_indicator_calc_async(
'MA', IndicatorLangType.MYLANG, 'HK.00700', KLType.K_DAY, kl_data)
print('calc_id:', calc_id)
import time
time.sleep(5)
quote_ctx.close()
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# Qot_RequestIndicatorCalc.proto
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 Qot_PushIndicatorCalc(3261) 推送。
参数
message IndicatorInputItem
{
required int32 index = 1;
optional string value = 2;
}
message IndicatorCalcData
{
required Qot_Common.Security security = 1;
required Qot_Common.KLType klType = 2;
repeated Qot_Common.KLine kLine = 3;
}
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 指标语言类型参见 IndicatorLangType
- 接口调用结果，结构参见 RetType
协议 ID
3260
uint RequestIndicatorCalc(QotRequestIndicatorCalc.Request req);
virtual void OnReply_RequestIndicatorCalc(MMAPI_Conn client, uint nSerialNo, QotRequestIndicatorCalc.Response rsp);
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
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- Output
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int requestIndicatorCalc(QotRequestIndicatorCalc.Request req);
void onReply_RequestIndicatorCalc(MMAPI_Conn client, int nSerialNo, QotRequestIndicatorCalc.Response rsp);
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
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- Output
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Moomoo::u32_t RequestIndicatorCalc(const Qot_RequestIndicatorCalc::Request &stReq);
virtual void OnReply_RequestIndicatorCalc(Moomoo::u32_t nSerialNo, const Qot_RequestIndicatorCalc::Response &stRsp) = 0;
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
class Program : public MMSPI_Qot, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr) {
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, Moomoo::i64_t nErrCode, const char* strDesc) {
Qot_RequestIndicatorCalc::Request req;
Qot_RequestIndicatorCalc::C2S *c2s = req.mutable_c2s();
c2s->set_shortname("MA");
c2s->set_langtype(Qot_Common::IndicatorLangType_MyLang);
Qot_RequestIndicatorCalc::IndicatorCalcData *data = c2s->mutable_data();
Qot_Common::Security *sec = data->mutable_security();
sec->set_market(Qot_Common::QotMarket_HK_Security);
sec->set_code("00700");
data->set_kltype(Qot_Common::KLType_Day);
// 此处需自行填充 data->add_kline()
c2s->set_num(60);
Qot_RequestIndicatorCalc::IndicatorInputItem *item = c2s->add_inputs();
item->set_index(0);
item->set_value("20");
m_RequestIndicatorCalcSerialNo = m_pQotApi->RequestIndicatorCalc(req);
}
virtual void OnReply_RequestIndicatorCalc(Moomoo::u32_t nSerialNo, const Qot_RequestIndicatorCalc::Response &stRsp) {
if (nSerialNo != m_RequestIndicatorCalcSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
virtual void OnPush_PushIndicatorCalc(const Qot_PushIndicatorCalc::Response &stRsp) {
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << "push: " << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
Moomoo::u32_t m_RequestIndicatorCalcSerialNo = 0;
};
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RequestIndicatorCalc(req);
介绍
异步发起指标计算。接口立即返回 calcId，实际结果由 PushIndicatorCalc(3261) 推送。
参数
message C2S
{
required string shortName = 1;
required Qot_Common.IndicatorLangType langType = 2;
required IndicatorCalcData data = 3;
optional int32 num = 4;
repeated IndicatorInputItem inputs = 5;
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required string calcId = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
import mmWebsocket from "moomoo-api";
import { Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotRequestIndicatorCalc(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
shortName: "MA",
langType: 1,
data: {
security: { market: 1, code: "00700" },
klType: 2,
kLine: [],
},
num: 60,
inputs: [{ index: 0, value: "20" }],
},
};
websocket.RequestIndicatorCalc(req)
.then((res) => {
let { errCode, retMsg, retType, s2c } = res
console.log("RequestIndicatorCalc: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotRequestIndicatorCalc()
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- Output
RequestIndicatorCalc: errCode 0, retMsg , retType 0
{
"calcId": "1700000000000-0"
}
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接口限制
- 每 30 秒内最多发起 10 次指标计算请求。
- 实际计算结果通过 Qot_PushIndicatorCalc(3261) 异步推送，需提前注册推送回调。
← 获取指标列表 指标异步计算结果推送 →