miniqmt-skill
A quantitative trading library for connecting to MiniQMT terminals to automate market data analysis and trade execution.
Install
mkdir -p .claude/skills/miniqmt-skill && curl -L -o skill.zip "https://agentskills.codes/api/skills/download/15406" && unzip -o skill.zip -d .claude/skills/miniqmt-skill && rm skill.zipInstalls to .claude/skills/miniqmt-skill
Activation
This is the description your AI agent reads to decide when to run this skill — the better it matches your request, the more reliably it fires.
MiniQMT量化交易开发技能，基于迅投XtQuant库提供行情数据获取(xtdata)和交易执行(xttrader)功能。用于开发股票、期货、期权等量化交易策略，支持历史/实时行情数据下载、K线/分笔数据获取、财务数据查询、自动下单/撤单、持仓查询、资产查询等。适用于需要连接MiniQMT客户端进行量化交易的场景。Key capabilities
- →Download historical market data for specific stocks and periods
- →Get real-time market data including open, high, low, close, and volume
- →Execute stock orders for buying and selling
- →Query current stock positions and assets
- →Retrieve financial data for analysis
- →Subscribe to real-time quotes
How it works
The skill uses the XtQuant Python library to interact with the MiniQMT client, providing functions for market data retrieval and trade execution.
Inputs & outputs
When to use miniqmt-skill
- →Backtest trading strategies
- →Automate stock orders
- →Fetch historical K-line data
- →Query asset and position status
About this skill
MiniQMT 量化交易开发指南
概述
MiniQMT是基于迅投QMT的极简量化交易终端，通过XtQuant Python库提供行情和交易API。
运行依赖：
- 已安装MiniQMT客户端并启动
- Python 3.6-3.12 (64位)
- 安装xtquant库
核心模块：
xtdata- 行情数据模块：K线、分笔、财务数据、合约信息等xttrader- 交易模块：下单、撤单、查询、主推消息
快速开始
1. 行情数据获取
from xtquant import xtdata
# 下载历史数据（必须先下载才能获取）
xtdata.download_history_data('600000.SH', period='1d', start_time='20240101')
# 获取行情数据
data = xtdata.get_market_data(
field_list=['open', 'high', 'low', 'close', 'volume'],
stock_list=['600000.SH'],
period='1d',
start_time='20240101',
count=-1
)
2. 交易功能
from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
from xtquant.xttype import StockAccount
from xtquant import xtconstant
# 初始化交易对象
path = 'D:\\迅投极速交易终端 睿智融科版\\userdata_mini'
session_id = 123456
xt_trader = XtQuantTrader(path, session_id)
# 创建账号
acc = StockAccount('1000000365') # 资金账号
# 注册回调并启动
callback = MyXtQuantTraderCallback()
xt_trader.register_callback(callback)
xt_trader.start()
xt_trader.connect()
xt_trader.subscribe(acc)
# 下单
order_id = xt_trader.order_stock(
acc, '600000.SH', xtconstant.STOCK_BUY,
100, xtconstant.FIX_PRICE, 10.5
)
详细功能参考
行情模块 (xtdata)
主要功能：
- 历史K线数据下载/获取 (
download_history_data,get_market_data) - 实时行情订阅 (
subscribe_quote,subscribe_whole_quote) - 分笔数据获取 (
get_full_tick) - 财务数据下载/获取 (
download_financial_data,get_financial_data) - 板块/行业数据 (
download_sector_data,get_stock_list_in_sector) - 合约基础信息 (
get_instrument_detail)
交易模块 (xttrader)
主要功能：
- 同步/异步下单 (
order_stock,order_stock_async) - 撤单 (
cancel_order_stock) - 资产查询 (
query_stock_asset) - 持仓查询 (
query_stock_positions,query_stock_position) - 委托查询 (
query_stock_orders,query_stock_order) - 成交查询 (
query_stock_trades) - 主推消息回调 (
on_stock_order,on_stock_trade等)
常用常量
委托类型 (xtconstant)
# 股票
STOCK_BUY = 23 # 买入
STOCK_SELL = 24 # 卖出
# 期货
FUTURE_OPEN_LONG = 0 # 开多
FUTURE_CLOSE_LONG_TODAY = 1 # 平今多
FUTURE_CLOSE_LONG_HISTORY = 2 # 平昨多
FUTURE_OPEN_SHORT = 3 # 开空
FUTURE_CLOSE_SHORT_TODAY = 4 # 平今空
FUTURE_CLOSE_SHORT_HISTORY = 5 # 平昨空
报价类型
FIX_PRICE = 11 # 指定价
LATEST_PRICE = 5 # 最新价
委托状态
ORDER_UNREPORTED = 48 # 未报
ORDER_REPORTED = 50 # 已报
ORDER_PART_SUCC = 55 # 部成
ORDER_SUCCEEDED = 56 # 已成
ORDER_CANCELED = 54 # 已撤
ORDER_JUNK = 57 # 废单
示例代码
详见 scripts/ 目录：
market_data_demo.py- 行情数据获取示例trading_demo.py- 交易功能示例data_download.py- 批量数据下载示例
注意事项
- 数据下载：使用
get_market_data前必须先调用download_history_data下载数据到本地 - 订阅限制：单股订阅数量建议不超过50，更多请使用全推订阅
- 路径配置：券商版指向
userdata_mini，投研版指向userdata - session_id：不同策略使用不同的会话编号
- 回调处理：交易回调中调用同步查询需开启
set_relaxed_response_order_enabled
数据字典速查
合约代码格式
- 股票：
000001.SZ,600000.SH - 期货：
rb2405.SF,IF2403.IF - 期权：
510050.SH(ETF期权),sc2403C465.INE(商品期权)
周期类型
tick- 分笔数据1m,5m,15m,30m,1h- 分钟/小时线1d,1w,1mon,1q,1hy,1y- 日/周/月/季/半年/年线
除权方式
none- 不复权front- 前复权back- 后复权front_ratio- 等比前复权back_ratio- 等比后复权
When not to use it
- →When not connected to a MiniQMT client
- →When developing trading strategies for platforms other than MiniQMT
- →When the required Python version is outside 3.6-3.12
Prerequisites
Limitations
- →Single stock subscription quantity is suggested not to exceed 50
- →Historical data must be downloaded before it can be retrieved
- →Trading callbacks require enabling set_relaxed_response_order_enabled for synchronous queries
How it compares
This skill provides a direct Python API for MiniQMT, enabling programmatic control over trading and data fetching compared to manual client operation.
Compared to similar skills
miniqmt-skill side by side with the closest alternatives in the catalog.
| Skill | Installs | Updated | Safety | Difficulty |
|---|---|---|---|---|
| miniqmt-skill (this skill) | 0 | 6mo | Review | Intermediate |
| finance-manager | 12 | 9mo | Review | Intermediate |
| data-engineering-data-pipeline | 4 | 4mo | No flags | Advanced |
| add-vault-note | 1 | 5mo | No flags | Intermediate |
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