diff --git a/docs/API_REFERENCE.md b/docs/API_REFERENCE.md
index d059c30..a9551b9 100644
--- a/docs/API_REFERENCE.md
+++ b/docs/API_REFERENCE.md
@@ -6,7 +6,7 @@
| 指标 | 数量 |
|---|---:|
-| SDK 方法总数 | 180 |
+| SDK 方法总数 | 201 |
## 专题分布
@@ -17,11 +17,11 @@
| 股票数据 | 96 | `ftshare.apis.stock` | `ftshare.endpoints.stock` |
| 港股数据 | 14 | `ftshare.apis.hk` | `ftshare.endpoints.hk` |
| 美股数据 | 9 | `ftshare.apis.us` | `ftshare.endpoints.us` |
-| 指数专题 | 8 | `ftshare.apis.index` | `ftshare.endpoints.index` |
-| ETF专题 | 8 | `ftshare.apis.etf` | `ftshare.endpoints.etf` |
-| 公募基金 | 5 | `ftshare.apis.fund` | `ftshare.endpoints.fund` |
+| 指数专题 | 10 | `ftshare.apis.index` | `ftshare.endpoints.index` |
+| ETF专题 | 10 | `ftshare.apis.etf` | `ftshare.endpoints.etf` |
+| 公募基金 | 20 | `ftshare.apis.fund` | `ftshare.endpoints.fund` |
| 期货数据 | 9 | `ftshare.apis.futures` | `ftshare.endpoints.futures` |
-| 债券专题 | 2 | `ftshare.apis.bond` | `ftshare.endpoints.bond` |
+| 债券专题 | 4 | `ftshare.apis.bond` | `ftshare.endpoints.bond` |
| 宏观经济 | 17 | `ftshare.apis.economic` | `ftshare.endpoints.economic` |
| 大模型语料 | 5 | `ftshare.apis.llm_corpus` | `ftshare.endpoints.llm_corpus` |
| 现货数据 | 2 | `ftshare.apis.spot` | `ftshare.endpoints.spot` |
@@ -76,10 +76,10 @@ df = market.baidu_financial_calendar(
| [`hk_sh_stock_connect_members`](#api-hk-sh-stock-connect-members) | 沪港通成份 | `GET` | `api/v1/market/data/hk-sh-stock-connect-members` | - | `沪港通成份.md` |
| [`hk_sz_stock_connect_members`](#api-hk-sz-stock-connect-members) | 深港通成份 | `GET` | `api/v1/market/data/hk-sz-stock-connect-members` | - | `深港通成份.md` |
| [`income`](#api-income) | A股利润表 | `GET` | `api/v1/market/data/finance/income` | `stock_code`, `year`, `report_type`, `page`, `page_size` | `A股利润表.md` |
-| [`limit_down_pool`](#api-limit-down-pool) | 跌停池 | `GET` | `api/v1/market/data/limit-down-pool` | - | `跌停池.md` |
-| [`limit_event_timeline_3s`](#api-limit-event-timeline-3s) | 涨跌停事件时间线 | `GET` | `api/v1/market/data/limit-event-timeline-3s` | `symbol` | `涨跌停事件时间线.md` |
-| [`limit_up_break_pool`](#api-limit-up-break-pool) | 炸板池 | `GET` | `api/v1/market/data/limit-up-break-pool` | - | `炸板池.md` |
-| [`limit_up_pool`](#api-limit-up-pool) | 涨停池 | `GET` | `api/v1/market/data/limit-up-pool` | - | `涨停池.md` |
+| [`limit_down_pool`](#api-limit-down-pool) | 跌停池 | `GET` | `api/v1/market/data/limit-down-pool` | `trade_date` | `跌停池.md` |
+| [`limit_event_timeline_3s`](#api-limit-event-timeline-3s) | 涨跌停事件时间线 | `GET` | `api/v1/market/data/limit-event-timeline-3s` | `symbol`, `trade_date` | `涨跌停事件时间线.md` |
+| [`limit_up_break_pool`](#api-limit-up-break-pool) | 炸板池 | `GET` | `api/v1/market/data/limit-up-break-pool` | `trade_date` | `炸板池.md` |
+| [`limit_up_pool`](#api-limit-up-pool) | 涨停池 | `GET` | `api/v1/market/data/limit-up-pool` | `trade_date` | `涨停池.md` |
| [`limit_up_pool_yesterday`](#api-limit-up-pool-yesterday) | 昨日涨停池 | `GET` | `api/v1/market/data/limit-up-pool-yesterday` | - | `昨日涨停池.md` |
| [`margin_trading_details`](#api-margin-trading-details) | 融资融券明细 | `GET` | `api/v1/market/data/margin-trading-details` | `date`, `page`, `page_size` | `融资融券明细.md` |
| [`margin_trading_details_paginated`](#api-margin-trading-details-paginated) | 融资融券明细分页 | `GET` | `api/v1/market/data/margin-trading-details` | `date`, `page`, `page_size` | `融资融券明细分页.md` |
@@ -104,7 +104,7 @@ df = market.baidu_financial_calendar(
| [`stock_comment_focus_em`](#api-stock-comment-focus-em) | 千股千评关注度 | `GET` | `api/v1/market/data/stock-comment/focus` | `symbol` | `千股千评关注度.md` |
| [`stock_comment_org_participate_em`](#api-stock-comment-org-participate-em) | 机构参与度 | `GET` | `api/v1/market/data/stock-comment/org-participate` | `symbol` | `机构参与度.md` |
| [`stock_comment_score_em`](#api-stock-comment-score-em) | 千股千评评分 | `GET` | `api/v1/market/data/stock-comment/score` | `symbol` | `千股千评评分.md` |
-| [`stock_filter`](#api-stock-filter) | 股票筛选 | `GET` | `api/v1/market/data/stock-list/filter` | `board`, `listing_date_since`, `page`, `page_size` | `股票筛选.md` |
+| [`stock_filter`](#api-stock-filter) | 股票筛选 | `GET` | `api/v1/market/data/stock-list/filter` | `symbol`, `board`, `listing_date_since`, `page`, `page_size` | `股票筛选.md` |
| [`stock_float_holders`](#api-stock-float-holders) | 十大流通股东 | `GET` | `api/v1/market/data/holder/stock-holder-ften` | `stock_code`, `is_last`, `page`, `page_size` | `十大流通股东.md` |
| [`stock_ggcg_em`](#api-stock-ggcg-em) | 东方财富股东增减持 | `GET` | `api/v1/market/data/holder/stock-ggcg-em` | `symbol`, `page`, `page_size` | `东方财富股东增减持.md` |
| [`stock_ggmx`](#api-stock-ggmx) | 董监高持股变动 | `GET` | `api/v1/market/data/holder/stock-ggmx` | `stock_code`, `change_direction`, `start_date`, `end_date`, `page`, `page_size` | `董监高持股变动.md` |
@@ -183,6 +183,8 @@ df = market.baidu_financial_calendar(
| SDK 方法 | 接口名称 | HTTP | Path | 参数 | 来源文档 |
|---|---|---|---|---|---|
| [`global_index_daily_kline`](#api-global-index-daily-kline) | 全球指数日K线 | `GET` | `api/v1/market/data/global-index/daily-kline` | `secid`, `start_date`, `end_date` | `全球指数日K线.md` |
+| [`index_candlesticks`](#api-index-candlesticks) | 指数K线 | `POST` | `api/v1/market/data/index-candlesticks` | `symbol`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit` | `指数K线.md` |
+| [`index_candlesticks_batch`](#api-index-candlesticks-batch) | 批量指数K线 | `POST` | `api/v1/market/data/index-candlesticks/batch` | `symbols`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit` | `批量指数K线.md` |
| [`index_description_all`](#api-index-description-all) | 指数基础信息 | `GET` | `api/v1/market/data/index-description-all` | - | `指数基础信息.md` |
| [`index_description_list`](#api-index-description-list) | 中证指数描述列表 | `GET` | `api/v1/market/data/index/index_description` | `page`, `page_size` | `中证指数描述列表.md` |
| [`index_weight_list`](#api-index-weight-list) | 指数权重列表 | `GET` | `api/v1/market/data/index/index_weight` | `index_code`, `date`, `page`, `page_size` | `指数权重列表.md` |
@@ -196,6 +198,8 @@ df = market.baidu_financial_calendar(
| SDK 方法 | 接口名称 | HTTP | Path | 参数 | 来源文档 |
|---|---|---|---|---|---|
| [`etf_adjust_factor`](#api-etf-adjust-factor) | ETF复权因子 | `GET` | `api/v1/market/data/etf-adjust-factor` | `symbol`, `trade_date`, `start_date`, `end_date`, `offset`, `limit` | `ETF复权因子.md` |
+| [`etf_candlesticks`](#api-etf-candlesticks) | ETFK线 | `POST` | `api/v1/market/data/etf-candlesticks` | `symbol`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit` | `ETFK线.md` |
+| [`etf_candlesticks_batch`](#api-etf-candlesticks-batch) | 批量ETFK线 | `POST` | `api/v1/market/data/etf-candlesticks/batch` | `symbols`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit` | `批量ETFK线.md` |
| [`etf_components`](#api-etf-components) | ETF成份股 | `GET` | `api/v1/market/data/etf-component` | `symbol` | `ETF成份股.md` |
| [`etf_components_all`](#api-etf-components-all) | ETF成份列表 | `GET` | `api/v1/market/data/etf-components-all` | - | `ETF成份列表.md` |
| [`etf_description_all`](#api-etf-description-all) | ETF基础信息 | `GET` | `api/v1/market/data/etf-description-all` | - | `ETF基础信息.md` |
@@ -213,6 +217,21 @@ df = market.baidu_financial_calendar(
| [`fund_nav`](#api-fund-nav) | 基金净值 | `GET` | `api/v1/market/data/fund/fund-nav` | `institution_code`, `page`, `page_size` | `基金净值.md` |
| [`fund_overview`](#api-fund-overview) | 基金总览 | `GET` | `api/v1/market/data/fund/fund-overview` | `page`, `page_size` | `基金总览.md` |
| [`fund_support_symbols`](#api-fund-support-symbols) | 基金支持标的 | `GET` | `api/v1/market/data/fund/fund-support-symbols` | `page`, `page_size` | `基金支持标的.md` |
+| [`fund_share`](#api-fund-share) | 基金份额 | `GET` | `api/v1/market/data/fund/fund-share` | `fund_code`, `stati_perd`, `start_date`, `end_date`, `page`, `page_size` | `基金份额.md` |
+| [`fund_company`](#api-fund-company) | 基金公司 | `GET` | `api/v1/market/data/fund/fund-company` | `fund_company`, `page`, `page_size` | `基金公司.md` |
+| [`fund_net_value_performance`](#api-fund-net-value-performance) | 基金净值收益表现 | `GET` | `api/v1/market/data/fund/fund-net-value-performance` | `fund_code`, `stat_date`, `start_date`, `end_date`, `page`, `page_size` | `基金净值收益表现.md` |
+| [`fund_net_value`](#api-fund-net-value) | 基金净值明细 | `GET` | `api/v1/market/data/fund/fund-net-value` | `fund_code`, `nav_date`, `start_date`, `end_date`, `page`, `page_size` | `基金净值明细.md` |
+| [`fund_classification`](#api-fund-classification) | 基金分类 | `GET` | `api/v1/market/data/fund/fund-classification` | `fund_code`, `classify_std` | `基金分类.md` |
+| [`fund_list`](#api-fund-list) | 基金列表 | `GET` | `api/v1/market/data/fund/fund-list` | `fund_code`, `fund_type`, `page`, `page_size` | `基金列表.md` |
+| [`fund_portfolio`](#api-fund-portfolio) | 基金持仓明细 | `GET` | `api/v1/market/data/fund/fund-portfolio` | `fund_code`, `report_date`, `publish_date`, `start_date`, `end_date`, `page`, `page_size` | `基金持仓明细.md` |
+| [`fund_holder_structure`](#api-fund-holder-structure) | 基金持有人结构 | `GET` | `api/v1/market/data/fund/fund-holder-structure` | `fund_code`, `report_type`, `start_date`, `end_date` | `基金持有人结构.md` |
+| [`fund_new_found`](#api-fund-new-found) | 基金新发 | `GET` | `api/v1/market/data/fund/fund-new-found` | `start_date`, `end_date`, `fund_type`, `page`, `page_size` | `基金新发.md` |
+| [`fund_manager`](#api-fund-manager) | 基金经理任职关系 | `GET` | `api/v1/market/data/fund/fund-manager` | `fund_code`, `fund_manager`, `is_inoffice`, `page`, `page_size` | `基金经理任职关系.md` |
+| [`fund_daily`](#api-fund-daily) | 基金行情日线 | `GET` | `api/v1/market/data/fund/fund-daily` | `fund_code`, `trade_date`, `start_date`, `end_date`, `page`, `page_size` | `基金行情日线.md` |
+| [`fund_fee`](#api-fund-fee) | 基金费率 | `GET` | `api/v1/market/data/fund/fund-fee` | `fund_code`, `charge_type`, `client_type`, `page`, `page_size` | `基金费率.md` |
+| [`fund_asset_allocation`](#api-fund-asset-allocation) | 基金资产配置 | `GET` | `api/v1/market/data/fund/fund-asset-allocation` | `fund_code`, `report_date`, `publish_date`, `start_date`, `end_date`, `page`, `page_size` | `基金资产配置.md` |
+| [`fund_risk_level`](#api-fund-risk-level) | 基金风险等级 | `GET` | `api/v1/market/data/fund/fund-risk-level` | `fund_code`, `history` | `基金风险等级.md` |
+| [`fund_index_fund`](#api-fund-index-fund) | 指数跟踪基金 | `GET` | `api/v1/market/data/fund/index-fund` | `index_code`, `scope` | `指数跟踪基金.md` |
### 期货数据
@@ -234,6 +253,8 @@ df = market.baidu_financial_calendar(
|---|---|---|---|---|---|
| [`cb_base_data`](#api-cb-base-data) | 可转债基础数据 | `GET` | `api/v1/market/data/cb/cb-base-data` | `symbol_code` | `可转债基础数据.md` |
| [`cb_lists`](#api-cb-lists) | 可转债列表 | `GET` | `api/v1/market/data/cb/cb-lists` | - | `可转债列表.md` |
+| [`convertible_bond_candlesticks`](#api-convertible-bond-candlesticks) | 可转债K线 | `POST` | `api/v1/market/data/convertible-bond-candlesticks` | `symbol`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit` | `可转债K线.md` |
+| [`convertible_bond_candlesticks_batch`](#api-convertible-bond-candlesticks-batch) | 批量可转债K线 | `POST` | `api/v1/market/data/convertible-bond-candlesticks/batch` | `symbols`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit` | `批量可转债K线.md` |
### 宏观经济
@@ -1222,7 +1243,7 @@ Returns:
- 接口名称：跌停池
- HTTP：`GET`
- Path：`api/v1/market/data/limit-down-pool`
-- 参数：-
+- 参数：`trade_date`
- 来源文档：`跌停池.md`
- 原始接口：`limit_down_pool`
@@ -1234,6 +1255,7 @@ Method: ``GET``.
Documented endpoint: ``limit_down_pool``.
Args:
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -1250,7 +1272,7 @@ Returns:
- 接口名称：涨跌停事件时间线
- HTTP：`GET`
- Path：`api/v1/market/data/limit-event-timeline-3s`
-- 参数：`symbol`
+- 参数：`symbol`, `trade_date`
- 来源文档：`涨跌停事件时间线.md`
- 原始接口：`limit_event_timeline_3s`
@@ -1263,6 +1285,7 @@ Documented endpoint: ``limit_event_timeline_3s``.
Args:
symbol: 标的代码，如 000001.XSHE；不传返回全市场 (type: string; required: N).
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -1279,7 +1302,7 @@ Returns:
- 接口名称：炸板池
- HTTP：`GET`
- Path：`api/v1/market/data/limit-up-break-pool`
-- 参数：-
+- 参数：`trade_date`
- 来源文档：`炸板池.md`
- 原始接口：`limit_up_break_pool`
@@ -1291,6 +1314,7 @@ Method: ``GET``.
Documented endpoint: ``limit_up_break_pool``.
Args:
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -1307,7 +1331,7 @@ Returns:
- 接口名称：涨停池
- HTTP：`GET`
- Path：`api/v1/market/data/limit-up-pool`
-- 参数：-
+- 参数：`trade_date`
- 来源文档：`涨停池.md`
- 原始接口：`limit_up_pool`
@@ -1319,6 +1343,7 @@ Method: ``GET``.
Documented endpoint: ``limit_up_pool``.
Args:
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -1863,13 +1888,13 @@ Method: ``POST``.
Documented endpoint: ``stock_candlesticks``.
Args:
- symbol: 标的代码，如 000001.SZ (type: SymbolKey; required: Y).
+ symbol: 标的代码，如 000001.SZ、600519.XSHG；长短市场后缀均支持 (type: SymbolKey; required: Y).
interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
- interval_value: 间隔数值（默认1，如 Day+1=日K，Minute+5=5分钟） (type: int; required: N).
- adjust_kind: 复权：None(默认,除权)/Forward(前复权)/Backward(后复权) (type: enum; required: N).
- since_ts_millis: 开始时间戳（毫秒）；与 until 跨度 ≤3 天 (type: DateTime(ms); required: N).
- until_ts_millis: 结束时间戳（毫秒） (type: DateTime(ms); required: Y).
- limit: 返回条数上限 (type: int; required: N).
+ interval_value: 间隔数值（默认 1，如 Day+1=日 K，Minute+5=5 分钟） (type: int; required: N).
+ adjust_kind: 复权：None（默认，除权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 跨度 ≤3 天 (type: DateTime(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: DateTime(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认 50 (type: int; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -1898,13 +1923,13 @@ Method: ``POST``.
Documented endpoint: ``stock_candlesticks_batch``.
Args:
- symbols: 标的代码列表，如 ["000001.SZ","600000.SH"] (type: array[SymbolKey]; required: Y).
+ symbols: 标的代码列表，允许股票、ETF、可转债和指数混合，例如 ["600519.SH","510300.SH","113027.SH","000300.SH"] (type: string[]; required: Y).
interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
- interval_value: 间隔数值（默认1） (type: int; required: N).
- adjust_kind: 复权：None(默认)/Forward(前复权)/Backward(后复权) (type: enum; required: N).
- since_ts_millis: 开始时间戳（毫秒）；与 until 跨度 ≤3 天 (type: DateTime(ms); required: N).
- until_ts_millis: 结束时间戳（毫秒） (type: DateTime(ms); required: Y).
- limit: 每标的返回条数上限 (type: int; required: N).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权类型：None（默认）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳；分钟 K 线与 until 的跨度不超过 3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认 50 (type: int; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -2107,14 +2132,14 @@ Returns:
- Path：`api/v1/market/data/stock-list/filter`
- 参数：`board`, `listing_date_since`, `page`, `page_size`
- 来源文档：`股票筛选.md`
-- 原始接口：`stock_filter`
+- 原始接口：`get_stock_filter`
```text
股票筛选.
Endpoint: ``api/v1/market/data/stock-list/filter``.
Method: ``GET``.
-Documented endpoint: ``stock_filter``.
+Documented endpoint: ``get_stock_filter``.
Args:
board: 板块/交易所筛选：`star` / `chi_next` / `bjse` / `xshg` / `xshe` / `main` (type: string; required: N).
@@ -2142,14 +2167,14 @@ Returns:
- Path：`api/v1/market/data/holder/stock-holder-ften`
- 参数：`stock_code`, `is_last`, `page`, `page_size`
- 来源文档：`十大流通股东.md`
-- 原始接口：`stock_float_holders`
+- 原始接口：`get_stock_holder_float_top10`
```text
十大流通股东.
Endpoint: ``api/v1/market/data/holder/stock-holder-ften``.
Method: ``GET``.
-Documented endpoint: ``stock_float_holders``.
+Documented endpoint: ``get_stock_holder_float_top10``.
Args:
stock_code: 标的代码，指定时返回该标的全部历史数据 (type: string; required: N).
@@ -2316,14 +2341,14 @@ Returns:
- Path：`api/v1/market/data/holder/stock-holder-ten`
- 参数：`stock_code`, `is_last`, `page`, `page_size`
- 来源文档：`十大股东.md`
-- 原始接口：`stock_holders`
+- 原始接口：`get_stock_holder_top10`
```text
十大股东.
Endpoint: ``api/v1/market/data/holder/stock-holder-ten``.
Method: ``GET``.
-Documented endpoint: ``stock_holders``.
+Documented endpoint: ``get_stock_holder_top10``.
Args:
stock_code: 标的代码，指定时返回该标的全部历史数据 (type: string; required: N).
@@ -2351,14 +2376,14 @@ Returns:
- Path：`api/v1/market/data/holder/stock-holder-nums`
- 参数：`stock_code`, `is_last`, `page`, `page_size`
- 来源文档：`股东人数.md`
-- 原始接口：`stock_holders_number`
+- 原始接口：`get_stock_holder_nums`
```text
股东人数.
Endpoint: ``api/v1/market/data/holder/stock-holder-nums``.
Method: ``GET``.
-Documented endpoint: ``stock_holders_number``.
+Documented endpoint: ``get_stock_holder_nums``.
Args:
stock_code: 标的代码，指定时返回该标的全部历史数据 (type: string; required: N).
@@ -2957,14 +2982,14 @@ Returns:
- Path：`api/v1/market/data/share/get-stock-share`
- 参数：`stock_code`, `date`
- 来源文档：`股本.md`
-- 原始接口：`get_stock_share_handler`
+- 原始接口：`get_stock_share`
```text
股本.
Endpoint: ``api/v1/market/data/share/get-stock-share``.
Method: ``GET``.
-Documented endpoint: ``get_stock_share_handler``.
+Documented endpoint: ``get_stock_share``.
Args:
stock_code: 股票代码 (type: string; required: Y).
@@ -2987,14 +3012,14 @@ Returns:
- Path：`api/v1/market/data/holder/stock-share-chg`
- 参数：`stock_code`, `is_last`, `page`, `page_size`
- 来源文档：`股东增减持.md`
-- 原始接口：`stock_share_chg`
+- 原始接口：`get_stock_share_chg`
```text
股东增减持.
Endpoint: ``api/v1/market/data/holder/stock-share-chg``.
Method: ``GET``.
-Documented endpoint: ``stock_share_chg``.
+Documented endpoint: ``get_stock_share_chg``.
Args:
stock_code: 标的代码，指定时返回该标的分页历史数据 (type: string; required: N).
@@ -4292,6 +4317,76 @@ Returns:
payloads when multi-page fetching is used with ``raw=True``.
```
+index_candlesticks
+
+- 接口名称：指数K线
+- HTTP：`POST`
+- Path：`api/v1/market/data/index-candlesticks`
+- 参数：`symbol`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit`
+- 来源文档：`指数K线.md`
+- 原始接口：`index_candlesticks`
+
+```text
+指数K线.
+
+Endpoint: ``api/v1/market/data/index-candlesticks``.
+Method: ``POST``.
+Documented endpoint: ``index_candlesticks``.
+
+Args:
+ symbol: 指数代码，如 000300.XSHG、399001.XSHE；也接受 .SH、.SZ 短后缀 (type: string; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+```
+
+index_candlesticks_batch
+
+- 接口名称：批量指数K线
+- HTTP：`POST`
+- Path：`api/v1/market/data/index-candlesticks/batch`
+- 参数：`symbols`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit`
+- 来源文档：`批量指数K线.md`
+- 原始接口：`index_candlesticks_batch`
+
+```text
+批量指数K线.
+
+Endpoint: ``api/v1/market/data/index-candlesticks/batch``.
+Method: ``POST``.
+Documented endpoint: ``index_candlesticks_batch``.
+
+Args:
+ symbols: 指数代码列表，如 ["000300.XSHG","399001.XSHE"]；也接受 .SH、.SZ 短后缀 (type: string[]; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+```
+
index_description_all
- 接口名称：指数基础信息
@@ -4558,6 +4653,76 @@ Returns:
payloads when multi-page fetching is used with ``raw=True``.
```
+etf_candlesticks
+
+- 接口名称：ETFK线
+- HTTP：`POST`
+- Path：`api/v1/market/data/etf-candlesticks`
+- 参数：`symbol`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit`
+- 来源文档：`ETFK线.md`
+- 原始接口：`etf_candlesticks`
+
+```text
+ETFK线.
+
+Endpoint: ``api/v1/market/data/etf-candlesticks``.
+Method: ``POST``.
+Documented endpoint: ``etf_candlesticks``.
+
+Args:
+ symbol: ETF 代码，如 510300.XSHG、159915.XSHE；也接受 .SH、.SZ 短后缀 (type: string; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+```
+
+etf_candlesticks_batch
+
+- 接口名称：批量ETFK线
+- HTTP：`POST`
+- Path：`api/v1/market/data/etf-candlesticks/batch`
+- 参数：`symbols`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit`
+- 来源文档：`批量ETFK线.md`
+- 原始接口：`etf_candlesticks_batch`
+
+```text
+批量ETFK线.
+
+Endpoint: ``api/v1/market/data/etf-candlesticks/batch``.
+Method: ``POST``.
+Documented endpoint: ``etf_candlesticks_batch``.
+
+Args:
+ symbols: ETF 代码列表，如 ["510300.XSHG","159915.XSHE"]；也接受 .SH、.SZ 短后缀 (type: string[]; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+```
+
etf_components
- 接口名称：ETF成份股
@@ -4936,6 +5101,231 @@ Returns:
payloads when multi-page fetching is used with ``raw=True``.
```
+fund_share
+
+- 接口名称：基金份额
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-share`
+- 参数：`fund_code`, `stati_perd`, `start_date`, `end_date`, `page`, `page_size`
+- 来源文档：`基金份额.md`
+- 原始接口：`get_fund_share`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-share``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_share``.
+```
+
+fund_company
+
+- 接口名称：基金公司
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-company`
+- 参数：`fund_company`, `page`, `page_size`
+- 来源文档：`基金公司.md`
+- 原始接口：`get_fund_company`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-company``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_company``.
+```
+
+
+
+- 接口名称：基金净值收益表现
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-net-value-performance`
+- 参数：`fund_code`, `stat_date`, `start_date`, `end_date`, `page`, `page_size`
+- 来源文档：`基金净值收益表现.md`
+- 原始接口：`get_fund_net_value_performance`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-net-value-performance``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_net_value_performance``.
+```
+
+fund_net_value
+
+- 接口名称：基金净值明细
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-net-value`
+- 参数：`fund_code`, `nav_date`, `start_date`, `end_date`, `page`, `page_size`
+- 来源文档：`基金净值明细.md`
+- 原始接口：`get_fund_net_value`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-net-value``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_net_value``.
+```
+
+fund_classification
+
+- 接口名称：基金分类
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-classification`
+- 参数：`fund_code`, `classify_std`
+- 来源文档：`基金分类.md`
+- 原始接口：`get_fund_classification`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-classification``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_classification``.
+```
+
+fund_list
+
+- 接口名称：基金列表
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-list`
+- 参数：`fund_code`, `fund_type`, `page`, `page_size`
+- 来源文档：`基金列表.md`
+- 原始接口：`get_fund_list`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-list``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_list``.
+```
+
+fund_portfolio
+
+- 接口名称：基金持仓明细
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-portfolio`
+- 参数：`fund_code`, `report_date`, `publish_date`, `start_date`, `end_date`, `page`, `page_size`
+- 来源文档：`基金持仓明细.md`
+- 原始接口：`get_fund_portfolio`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-portfolio``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_portfolio``.
+```
+
+fund_holder_structure
+
+- 接口名称：基金持有人结构
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-holder-structure`
+- 参数：`fund_code`, `report_type`, `start_date`, `end_date`
+- 来源文档：`基金持有人结构.md`
+- 原始接口：`get_fund_holder_structure`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-holder-structure``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_holder_structure``.
+```
+
+fund_new_found
+
+- 接口名称：基金新发
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-new-found`
+- 参数：`start_date`, `end_date`, `fund_type`, `page`, `page_size`
+- 来源文档：`基金新发.md`
+- 原始接口：`get_fund_new_found`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-new-found``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_new_found``.
+```
+
+fund_manager
+
+- 接口名称：基金经理任职关系
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-manager`
+- 参数：`fund_code`, `fund_manager`, `is_inoffice`, `page`, `page_size`
+- 来源文档：`基金经理任职关系.md`
+- 原始接口：`get_fund_manager`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-manager``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_manager``.
+```
+
+fund_daily
+
+- 接口名称：基金行情日线
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-daily`
+- 参数：`fund_code`, `trade_date`, `start_date`, `end_date`, `page`, `page_size`
+- 来源文档：`基金行情日线.md`
+- 原始接口：`get_fund_daily`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-daily``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_daily``.
+```
+
+fund_fee
+
+- 接口名称：基金费率
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-fee`
+- 参数：`fund_code`, `charge_type`, `client_type`, `page`, `page_size`
+- 来源文档：`基金费率.md`
+- 原始接口：`get_fund_fee`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-fee``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_fee``.
+```
+
+fund_asset_allocation
+
+- 接口名称：基金资产配置
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-asset-allocation`
+- 参数：`fund_code`, `report_date`, `publish_date`, `start_date`, `end_date`, `page`, `page_size`
+- 来源文档：`基金资产配置.md`
+- 原始接口：`get_fund_asset_allocation`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-asset-allocation``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_asset_allocation``.
+```
+
+fund_risk_level
+
+- 接口名称：基金风险等级
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/fund-risk-level`
+- 参数：`fund_code`, `history`
+- 来源文档：`基金风险等级.md`
+- 原始接口：`get_fund_risk_level`
+
+```text
+Endpoint: ``api/v1/market/data/fund/fund-risk-level``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_risk_level``.
+```
+
+fund_index_fund
+
+- 接口名称：指数跟踪基金
+- HTTP：`GET`
+- Path：`api/v1/market/data/fund/index-fund`
+- 参数：`index_code`, `scope`
+- 来源文档：`指数跟踪基金.md`
+- 原始接口：`get_fund_index_fund`
+
+```text
+Endpoint: ``api/v1/market/data/fund/index-fund``.
+Method: ``GET``.
+Documented endpoint: ``get_fund_index_fund``.
+```
+
### 期货数据
china_futures_base_data
@@ -5299,6 +5689,76 @@ Returns:
payloads when multi-page fetching is used with ``raw=True``.
```
+convertible_bond_candlesticks
+
+- 接口名称：可转债K线
+- HTTP：`POST`
+- Path：`api/v1/market/data/convertible-bond-candlesticks`
+- 参数：`symbol`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit`
+- 来源文档：`可转债K线.md`
+- 原始接口：`convertible_bond_candlesticks`
+
+```text
+可转债K线.
+
+Endpoint: ``api/v1/market/data/convertible-bond-candlesticks``.
+Method: ``POST``.
+Documented endpoint: ``convertible_bond_candlesticks``.
+
+Args:
+ symbol: 可转债代码，如 113027.XSHG、128048.XSHE；也接受 .SH、.SZ 短后缀 (type: string; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+```
+
+convertible_bond_candlesticks_batch
+
+- 接口名称：批量可转债K线
+- HTTP：`POST`
+- Path：`api/v1/market/data/convertible-bond-candlesticks/batch`
+- 参数：`symbols`, `interval_unit`, `interval_value`, `adjust_kind`, `since_ts_millis`, `until_ts_millis`, `limit`
+- 来源文档：`批量可转债K线.md`
+- 原始接口：`convertible_bond_candlesticks_batch`
+
+```text
+批量可转债K线.
+
+Endpoint: ``api/v1/market/data/convertible-bond-candlesticks/batch``.
+Method: ``POST``.
+Documented endpoint: ``convertible_bond_candlesticks_batch``.
+
+Args:
+ symbols: 可转债代码列表，如 ["113027.XSHG","128048.XSHE"]；也接受 .SH、.SZ 短后缀 (type: string[]; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+```
+
### 宏观经济
baidu_financial_calendar
diff --git a/src/ftshare/apis/bond.py b/src/ftshare/apis/bond.py
index ce485bf..13ce1b6 100644
--- a/src/ftshare/apis/bond.py
+++ b/src/ftshare/apis/bond.py
@@ -82,3 +82,101 @@ def cb_lists(
as_dataframe=as_dataframe,
**request_params,
)
+
+ def convertible_bond_candlesticks(
+ self,
+ symbol: Any | None = None,
+ interval_unit: Any | None = None,
+ interval_value: Any | None = None,
+ adjust_kind: Any | None = None,
+ since_ts_millis: Any | None = None,
+ until_ts_millis: Any | None = None,
+ limit: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """可转债K线.
+
+ Endpoint: ``api/v1/market/data/convertible-bond-candlesticks``.
+ Method: ``POST``.
+ Documented endpoint: ``convertible_bond_candlesticks``.
+
+ Args:
+ symbol: 可转债代码，如 113027.XSHG、128048.XSHE；也接受 .SH、.SZ 短后缀 (type: string; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'symbol': symbol, 'interval_unit': interval_unit, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'convertible_bond_candlesticks',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def convertible_bond_candlesticks_batch(
+ self,
+ symbols: Any | None = None,
+ interval_unit: Any | None = None,
+ interval_value: Any | None = None,
+ adjust_kind: Any | None = None,
+ since_ts_millis: Any | None = None,
+ until_ts_millis: Any | None = None,
+ limit: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """批量可转债K线.
+
+ Endpoint: ``api/v1/market/data/convertible-bond-candlesticks/batch``.
+ Method: ``POST``.
+ Documented endpoint: ``convertible_bond_candlesticks_batch``.
+
+ Args:
+ symbols: 可转债代码列表，如 ["113027.XSHG","128048.XSHE"]；也接受 .SH、.SZ 短后缀 (type: string[]; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'symbols': symbols, 'interval_unit': interval_unit, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'convertible_bond_candlesticks_batch',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
diff --git a/src/ftshare/apis/etf.py b/src/ftshare/apis/etf.py
index 74ebaaf..89f0fee 100644
--- a/src/ftshare/apis/etf.py
+++ b/src/ftshare/apis/etf.py
@@ -58,6 +58,104 @@ def etf_adjust_factor(
**request_params,
)
+ def etf_candlesticks(
+ self,
+ symbol: Any | None = None,
+ interval_unit: Any | None = None,
+ interval_value: Any | None = None,
+ adjust_kind: Any | None = None,
+ since_ts_millis: Any | None = None,
+ until_ts_millis: Any | None = None,
+ limit: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """ETFK线.
+
+ Endpoint: ``api/v1/market/data/etf-candlesticks``.
+ Method: ``POST``.
+ Documented endpoint: ``etf_candlesticks``.
+
+ Args:
+ symbol: ETF 代码，如 510300.XSHG、159915.XSHE；也接受 .SH、.SZ 短后缀 (type: string; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'symbol': symbol, 'interval_unit': interval_unit, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'etf_candlesticks',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def etf_candlesticks_batch(
+ self,
+ symbols: Any | None = None,
+ interval_unit: Any | None = None,
+ interval_value: Any | None = None,
+ adjust_kind: Any | None = None,
+ since_ts_millis: Any | None = None,
+ until_ts_millis: Any | None = None,
+ limit: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """批量ETFK线.
+
+ Endpoint: ``api/v1/market/data/etf-candlesticks/batch``.
+ Method: ``POST``.
+ Documented endpoint: ``etf_candlesticks_batch``.
+
+ Args:
+ symbols: ETF 代码列表，如 ["510300.XSHG","159915.XSHE"]；也接受 .SH、.SZ 短后缀 (type: string[]; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'symbols': symbols, 'interval_unit': interval_unit, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'etf_candlesticks_batch',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
def etf_components(
self,
symbol: Any | None = None,
diff --git a/src/ftshare/apis/fund.py b/src/ftshare/apis/fund.py
index 752b2e3..8e83cb1 100644
--- a/src/ftshare/apis/fund.py
+++ b/src/ftshare/apis/fund.py
@@ -257,3 +257,845 @@ def fund_support_symbols(
as_dataframe=as_dataframe,
**request_params,
)
+
+ def fund_share(
+ self,
+ fund_code: Any | None = None,
+ stati_perd: Any | None = None,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金份额.
+
+ Endpoint: ``api/v1/market/data/fund/fund-share``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_share``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ stati_perd: 统计周期：日/季度/年度/截止时点/半年/全部，默认日 (type: string; required: N).
+ start_date: 开始日期 YYYYMMDD（按 trade_date 过滤） (type: int; required: N).
+ end_date: 结束日期 YYYYMMDD (type: int; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'stati_perd': stati_perd,
+ 'start_date': start_date,
+ 'end_date': end_date,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_share'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_company(
+ self,
+ fund_company: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金公司.
+
+ Endpoint: ``api/v1/market/data/fund/fund-company``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_company``.
+
+ Args:
+ fund_company: 基金公司名称，精确匹配 (type: string; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'fund_company': fund_company}
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_company'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_net_value_performance(
+ self,
+ fund_code: Any | None = None,
+ stat_date: Any | None = None,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金净值收益表现.
+
+ Endpoint: ``api/v1/market/data/fund/fund-net-value-performance``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_net_value_performance``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ stat_date: 统计日期 YYYYMMDD（与 start/end 互斥） (type: int; required: N).
+ start_date: 统计开始日期（需与 end_date 同传） (type: int; required: N).
+ end_date: 统计结束日期 (type: int; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'stat_date': stat_date,
+ 'start_date': start_date,
+ 'end_date': end_date,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_net_value_performance'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_net_value(
+ self,
+ fund_code: Any | None = None,
+ nav_date: Any | None = None,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金净值明细.
+
+ Endpoint: ``api/v1/market/data/fund/fund-net-value``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_net_value``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ nav_date: 净值日期 YYYYMMDD（与 start/end 互斥） (type: int; required: N).
+ start_date: 净值开始日期 YYYYMMDD（需与 end_date 同传） (type: int; required: N).
+ end_date: 净值结束日期 YYYYMMDD (type: int; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'nav_date': nav_date,
+ 'start_date': start_date,
+ 'end_date': end_date,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_net_value'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_classification(
+ self,
+ fund_code: Any | None = None,
+ classify_std: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金分类.
+
+ Endpoint: ``api/v1/market/data/fund/fund-classification``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_classification``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ classify_std: 分类标准：证监会基金分类/晨星基金分类/银河证券分类2017版/Gangtise基金分类/Gangtise基金概念分类，缺省全部 (type: string; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``.
+ """
+ request_params = {'fund_code': fund_code, 'classify_std': classify_std}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'fund_classification',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_list(
+ self,
+ fund_code: Any | None = None,
+ fund_type: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金列表.
+
+ Endpoint: ``api/v1/market/data/fund/fund-list``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_list``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: N).
+ fund_type: 基金类型，精确匹配（股票型/混合型/债券型/货币型/保本型/其他型/REITs） (type: string; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'fund_code': fund_code, 'fund_type': fund_type}
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_list'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_portfolio(
+ self,
+ fund_code: Any | None = None,
+ report_date: Any | None = None,
+ publish_date: Any | None = None,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金持仓明细.
+
+ Endpoint: ``api/v1/market/data/fund/fund-portfolio``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_portfolio``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ report_date: 报告期 YYYYMMDD（与 start/end 互斥） (type: int; required: N).
+ publish_date: 发布日期 YYYYMMDD (type: int; required: N).
+ start_date: 报告期起始日期（需与 end_date 同传） (type: int; required: N).
+ end_date: 报告期结束日期 (type: int; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'report_date': report_date,
+ 'publish_date': publish_date,
+ 'start_date': start_date,
+ 'end_date': end_date,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_portfolio'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_holder_structure(
+ self,
+ fund_code: Any | None = None,
+ report_type: Any | None = None,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金持有人结构.
+
+ Endpoint: ``api/v1/market/data/fund/fund-holder-structure``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_holder_structure``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ report_type: 报告类型：年度报告/中期报告/上市公告书/基金合同生效公告，缺省全部 (type: string; required: N).
+ start_date: 报告期起始日期 YYYYMMDD (type: int; required: N).
+ end_date: 报告期截止日期 YYYYMMDD (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'report_type': report_type,
+ 'start_date': start_date,
+ 'end_date': end_date,
+ }
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'fund_holder_structure',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_new_found(
+ self,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ fund_type: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金新发.
+
+ Endpoint: ``api/v1/market/data/fund/fund-new-found``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_new_found``.
+
+ Args:
+ start_date: 成立日起始日期 YYYYMMDD（不传默认近 1 年） (type: int; required: N).
+ end_date: 成立日截止日期 YYYYMMDD（不传默认今天） (type: int; required: N).
+ fund_type: 基金类型过滤：混合型/债券型/股票型/货币型/其他型/保本型/REITs (type: string; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'start_date': start_date,
+ 'end_date': end_date,
+ 'fund_type': fund_type,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_new_found'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_manager(
+ self,
+ fund_code: Any | None = None,
+ fund_manager: Any | None = None,
+ is_inoffice: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金经理任职关系.
+
+ Endpoint: ``api/v1/market/data/fund/fund-manager``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_manager``.
+
+ Args:
+ fund_code: 基金代码（与 fund_manager 二选一） (type: string; required: N).
+ fund_manager: 基金经理姓名（与 fund_code 二选一） (type: string; required: N).
+ is_inoffice: 1 在任 / 0 离任 (type: string; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'fund_manager': fund_manager,
+ 'is_inoffice': is_inoffice,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_manager'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_daily(
+ self,
+ fund_code: Any | None = None,
+ trade_date: Any | None = None,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金行情日线.
+
+ Endpoint: ``api/v1/market/data/fund/fund-daily``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_daily``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ trade_date: 交易日期 YYYYMMDD（与 start/end 互斥） (type: string; required: N).
+ start_date: 起始日期 YYYYMMDD（需与 end_date 同传） (type: string; required: N).
+ end_date: 结束日期 YYYYMMDD (type: string; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'trade_date': trade_date,
+ 'start_date': start_date,
+ 'end_date': end_date,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_daily'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_fee(
+ self,
+ fund_code: Any | None = None,
+ charge_type: Any | None = None,
+ client_type: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金费率.
+
+ Endpoint: ``api/v1/market/data/fund/fund-fee``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_fee``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ charge_type: 费率类型：日常申购费/日常赎回费/认购费/管理费/托管费/销售服务费 (type: string; required: N).
+ client_type: 客户类型：一般/机构/养老金/REITs (type: string; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'charge_type': charge_type,
+ 'client_type': client_type,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_fee'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_asset_allocation(
+ self,
+ fund_code: Any | None = None,
+ report_date: Any | None = None,
+ publish_date: Any | None = None,
+ start_date: Any | None = None,
+ end_date: Any | None = None,
+ page: int | None = None,
+ page_size: int | None = None,
+ limit: int | None = None,
+ all_pages: bool = False,
+ max_pages: int | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金资产配置.
+
+ Endpoint: ``api/v1/market/data/fund/fund-asset-allocation``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_asset_allocation``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ report_date: 报告期 YYYYMMDD（与 start/end 互斥） (type: int; required: N).
+ publish_date: 发布日期 YYYYMMDD (type: int; required: N).
+ start_date: 报告期起始日期（需与 end_date 同传） (type: int; required: N).
+ end_date: 报告期结束日期 (type: int; required: N).
+ page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+ page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+ limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+ all_pages: Fetch and combine pages until the server reports the last page.
+ max_pages: Optional safety cap for ``all_pages``.
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {
+ 'fund_code': fund_code,
+ 'report_date': report_date,
+ 'publish_date': publish_date,
+ 'start_date': start_date,
+ 'end_date': end_date,
+ }
+ request_params.update(kwargs)
+ path = ENDPOINTS['fund_asset_allocation'].path
+ return self.get_paginated(
+ path,
+ page=page,
+ page_size=page_size,
+ limit=limit,
+ all_pages=all_pages,
+ max_pages=max_pages,
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_risk_level(
+ self,
+ fund_code: Any | None = None,
+ history: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """基金风险等级.
+
+ Endpoint: ``api/v1/market/data/fund/fund-risk-level``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_risk_level``.
+
+ Args:
+ fund_code: 基金代码 (type: string; required: Y).
+ history: true 返回全部变更历史，缺省/false 仅当前有效 (type: bool; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``.
+ """
+ request_params = {'fund_code': fund_code, 'history': history}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'fund_risk_level',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def fund_index_fund(
+ self,
+ index_code: Any | None = None,
+ scope: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """指数跟踪基金.
+
+ Endpoint: ``api/v1/market/data/fund/index-fund``.
+ Method: ``GET``.
+ Documented endpoint: ``get_fund_index_fund``.
+
+ Args:
+ index_code: 指数代码，支持裸码或带后缀 (type: string; required: Y).
+ scope: `all` 全市场（默认）/ `etf` 仅场内 ETF (type: string; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``.
+ """
+ request_params = {'index_code': index_code, 'scope': scope}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'fund_index_fund',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
diff --git a/src/ftshare/apis/index.py b/src/ftshare/apis/index.py
index 52fd952..9cd2f15 100644
--- a/src/ftshare/apis/index.py
+++ b/src/ftshare/apis/index.py
@@ -52,6 +52,104 @@ def global_index_daily_kline(
**request_params,
)
+ def index_candlesticks(
+ self,
+ symbol: Any | None = None,
+ interval_unit: Any | None = None,
+ interval_value: Any | None = None,
+ adjust_kind: Any | None = None,
+ since_ts_millis: Any | None = None,
+ until_ts_millis: Any | None = None,
+ limit: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """指数K线.
+
+ Endpoint: ``api/v1/market/data/index-candlesticks``.
+ Method: ``POST``.
+ Documented endpoint: ``index_candlesticks``.
+
+ Args:
+ symbol: 指数代码，如 000300.XSHG、399001.XSHE；也接受 .SH、.SZ 短后缀 (type: string; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'symbol': symbol, 'interval_unit': interval_unit, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'index_candlesticks',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
+ def index_candlesticks_batch(
+ self,
+ symbols: Any | None = None,
+ interval_unit: Any | None = None,
+ interval_value: Any | None = None,
+ adjust_kind: Any | None = None,
+ since_ts_millis: Any | None = None,
+ until_ts_millis: Any | None = None,
+ limit: Any | None = None,
+ *,
+ raw: bool = False,
+ fields: Sequence[str] | str | None = None,
+ as_dataframe: bool = True,
+ **kwargs: Any,
+ ) -> Any:
+ """批量指数K线.
+
+ Endpoint: ``api/v1/market/data/index-candlesticks/batch``.
+ Method: ``POST``.
+ Documented endpoint: ``index_candlesticks_batch``.
+
+ Args:
+ symbols: 指数代码列表，如 ["000300.XSHG","399001.XSHE"]；也接受 .SH、.SZ 短后缀 (type: string[]; required: Y).
+ interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+ raw: Return the decoded JSON payload without tabular extraction.
+ fields: Optional field list or comma-separated field string applied after extraction.
+ as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+ **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+ Returns:
+ A pandas ``DataFrame`` by default, Python rows when
+ ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+ payloads when multi-page fetching is used with ``raw=True``.
+ """
+ request_params = {'symbols': symbols, 'interval_unit': interval_unit, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params.update(kwargs)
+ return self._call_endpoint(
+ 'index_candlesticks_batch',
+ raw=raw,
+ fields=fields,
+ as_dataframe=as_dataframe,
+ **request_params,
+ )
+
def index_description_list(
self,
page: int | None = None,
diff --git a/src/ftshare/apis/stock.py b/src/ftshare/apis/stock.py
index 48960d7..3c20c86 100644
--- a/src/ftshare/apis/stock.py
+++ b/src/ftshare/apis/stock.py
@@ -668,7 +668,7 @@ def stock_float_holders(
Endpoint: ``api/v1/market/data/holder/stock-holder-ften``.
Method: ``GET``.
- Documented endpoint: ``stock_float_holders``.
+ Documented endpoint: ``get_stock_holder_float_top10``.
Args:
stock_code: 标的代码，指定时返回该标的全部历史数据 (type: string; required: N).
@@ -941,7 +941,7 @@ def stock_holders(
Endpoint: ``api/v1/market/data/holder/stock-holder-ten``.
Method: ``GET``.
- Documented endpoint: ``stock_holders``.
+ Documented endpoint: ``get_stock_holder_top10``.
Args:
stock_code: 标的代码，指定时返回该标的全部历史数据 (type: string; required: N).
@@ -996,7 +996,7 @@ def stock_holders_number(
Endpoint: ``api/v1/market/data/holder/stock-holder-nums``.
Method: ``GET``.
- Documented endpoint: ``stock_holders_number``.
+ Documented endpoint: ``get_stock_holder_nums``.
Args:
stock_code: 标的代码，指定时返回该标的全部历史数据 (type: string; required: N).
@@ -1051,7 +1051,7 @@ def stock_share_chg(
Endpoint: ``api/v1/market/data/holder/stock-share-chg``.
Method: ``GET``.
- Documented endpoint: ``stock_share_chg``.
+ Documented endpoint: ``get_stock_share_chg``.
Args:
stock_code: 标的代码，指定时返回该标的分页历史数据 (type: string; required: N).
@@ -2672,6 +2672,7 @@ def block_trades(
def limit_down_pool(
self,
+ trade_date: Any | None = None,
*,
raw: bool = False,
fields: Sequence[str] | str | None = None,
@@ -2685,6 +2686,7 @@ def limit_down_pool(
Documented endpoint: ``limit_down_pool``.
Args:
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -2695,7 +2697,7 @@ def limit_down_pool(
``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
payloads when multi-page fetching is used with ``raw=True``.
"""
- request_params = {}
+ request_params = {'trade_date': trade_date}
request_params.update(kwargs)
return self._call_endpoint(
'limit_down_pool',
@@ -2708,6 +2710,7 @@ def limit_down_pool(
def limit_event_timeline_3s(
self,
symbol: Any | None = None,
+ trade_date: Any | None = None,
*,
raw: bool = False,
fields: Sequence[str] | str | None = None,
@@ -2722,6 +2725,7 @@ def limit_event_timeline_3s(
Args:
symbol: 标的代码，如 000001.XSHE；不传返回全市场 (type: string; required: N).
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -2732,7 +2736,7 @@ def limit_event_timeline_3s(
``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
payloads when multi-page fetching is used with ``raw=True``.
"""
- request_params = {'symbol': symbol}
+ request_params = {'symbol': symbol, 'trade_date': trade_date}
request_params.update(kwargs)
return self._call_endpoint(
'limit_event_timeline_3s',
@@ -2744,6 +2748,7 @@ def limit_event_timeline_3s(
def limit_up_break_pool(
self,
+ trade_date: Any | None = None,
*,
raw: bool = False,
fields: Sequence[str] | str | None = None,
@@ -2757,6 +2762,7 @@ def limit_up_break_pool(
Documented endpoint: ``limit_up_break_pool``.
Args:
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -2767,7 +2773,7 @@ def limit_up_break_pool(
``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
payloads when multi-page fetching is used with ``raw=True``.
"""
- request_params = {}
+ request_params = {'trade_date': trade_date}
request_params.update(kwargs)
return self._call_endpoint(
'limit_up_break_pool',
@@ -2779,6 +2785,7 @@ def limit_up_break_pool(
def limit_up_pool(
self,
+ trade_date: Any | None = None,
*,
raw: bool = False,
fields: Sequence[str] | str | None = None,
@@ -2792,6 +2799,7 @@ def limit_up_pool(
Documented endpoint: ``limit_up_pool``.
Args:
+ trade_date: 交易日期，格式 YYYYMMDD；不传或传当日时查询实时数据 (type: string; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -2802,7 +2810,7 @@ def limit_up_pool(
``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
payloads when multi-page fetching is used with ``raw=True``.
"""
- request_params = {}
+ request_params = {'trade_date': trade_date}
request_params.update(kwargs)
return self._call_endpoint(
'limit_up_pool',
@@ -3222,13 +3230,13 @@ def stock_candlesticks(
Documented endpoint: ``stock_candlesticks``.
Args:
- symbol: 标的代码，如 000001.SZ (type: SymbolKey; required: Y).
+ symbol: 标的代码，如 000001.SZ、600519.XSHG；长短市场后缀均支持 (type: SymbolKey; required: Y).
interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
- interval_value: 间隔数值（默认1，如 Day+1=日K，Minute+5=5分钟） (type: int; required: N).
- adjust_kind: 复权：None(默认,除权)/Forward(前复权)/Backward(后复权) (type: enum; required: N).
- since_ts_millis: 开始时间戳（毫秒）；与 until 跨度 ≤3 天 (type: DateTime(ms); required: N).
- until_ts_millis: 结束时间戳（毫秒） (type: DateTime(ms); required: Y).
- limit: 返回条数上限 (type: int; required: N).
+ interval_value: 间隔数值（默认 1，如 Day+1=日 K，Minute+5=5 分钟） (type: int; required: N).
+ adjust_kind: 复权：None（默认，除权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 跨度 ≤3 天 (type: DateTime(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: DateTime(ms); required: Y).
+ limit: 返回条数上限；未传 since 和 limit 时默认 50 (type: int; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -3271,13 +3279,13 @@ def stock_candlesticks_batch(
Documented endpoint: ``stock_candlesticks_batch``.
Args:
- symbols: 标的代码列表，如 ["000001.SZ","600000.SH"] (type: array[SymbolKey]; required: Y).
+ symbols: 标的代码列表，允许股票、ETF、可转债和指数混合，例如 ["600519.SH","510300.SH","113027.SH","000300.SH"] (type: string[]; required: Y).
interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
- interval_value: 间隔数值（默认1） (type: int; required: N).
- adjust_kind: 复权：None(默认)/Forward(前复权)/Backward(后复权) (type: enum; required: N).
- since_ts_millis: 开始时间戳（毫秒）；与 until 跨度 ≤3 天 (type: DateTime(ms); required: N).
- until_ts_millis: 结束时间戳（毫秒） (type: DateTime(ms); required: Y).
- limit: 每标的返回条数上限 (type: int; required: N).
+ interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+ adjust_kind: 复权类型：None（默认）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+ since_ts_millis: 开始时间戳；分钟 K 线与 until 的跨度不超过 3 天 (type: int(ms); required: N).
+ until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+ limit: 每个标的的返回条数上限；未传 since 和 limit 时默认 50 (type: int; required: N).
raw: Return the decoded JSON payload without tabular extraction.
fields: Optional field list or comma-separated field string applied after extraction.
as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
@@ -3605,6 +3613,7 @@ def stock_comment_score_em(
def stock_filter(
self,
+ symbol: Any | None = None,
board: Any | None = None,
listing_date_since: Any | None = None,
page: int | None = None,
@@ -3622,9 +3631,10 @@ def stock_filter(
Endpoint: ``api/v1/market/data/stock-list/filter``.
Method: ``GET``.
- Documented endpoint: ``stock_filter``.
+ Documented endpoint: ``get_stock_filter``.
Args:
+ symbol: 单标的代码（如 `600519`、`600519.SH`、`600519.XSHG`）；传入后忽略 board 与 listing_date_since (type: string; required: N).
board: 板块/交易所筛选：`star` / `chi_next` / `bjse` / `xshg` / `xshe` / `main` (type: string; required: N).
listing_date_since: 上市日期起点 YYYYMMDD，筛选此后上市的股票 (type: string; required: N).
page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
@@ -3642,7 +3652,7 @@ def stock_filter(
``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
payloads when multi-page fetching is used with ``raw=True``.
"""
- request_params = {'board': board, 'listing_date_since': listing_date_since}
+ request_params = {'symbol': symbol, 'board': board, 'listing_date_since': listing_date_since}
request_params.update(kwargs)
path = ENDPOINTS['stock_filter'].path
return self.get_paginated(
@@ -4452,7 +4462,7 @@ def stock_share(
Endpoint: ``api/v1/market/data/share/get-stock-share``.
Method: ``GET``.
- Documented endpoint: ``get_stock_share_handler``.
+ Documented endpoint: ``get_stock_share``.
Args:
stock_code: 股票代码 (type: string; required: Y).
diff --git a/src/ftshare/base.py b/src/ftshare/base.py
index c22cb05..f9ddbda 100644
--- a/src/ftshare/base.py
+++ b/src/ftshare/base.py
@@ -147,9 +147,13 @@ def _request(
headers=self.headers or None,
)
else:
+ query_params = {
+ key: str(value).lower() if isinstance(value, bool) else value
+ for key, value in clean_params.items()
+ }
response = self.session.get(
url,
- params=clean_params,
+ params=query_params,
timeout=self.timeout,
headers=self.headers or None,
)
diff --git a/src/ftshare/endpoints/bond.py b/src/ftshare/endpoints/bond.py
index d292886..b3ad339 100644
--- a/src/ftshare/endpoints/bond.py
+++ b/src/ftshare/endpoints/bond.py
@@ -19,4 +19,20 @@
'doc_file': '可转债列表.md',
'original_api': 'get_cb_lists_handler',
},
+ 'convertible_bond_candlesticks': {
+ 'path': 'api/v1/market/data/convertible-bond-candlesticks',
+ 'title': '可转债K线',
+ 'doc_file': '可转债K线.md',
+ 'original_api': 'convertible_bond_candlesticks',
+ 'method': 'POST',
+ 'params': ('symbol', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
+ },
+ 'convertible_bond_candlesticks_batch': {
+ 'path': 'api/v1/market/data/convertible-bond-candlesticks/batch',
+ 'title': '批量可转债K线',
+ 'doc_file': '批量可转债K线.md',
+ 'original_api': 'convertible_bond_candlesticks_batch',
+ 'method': 'POST',
+ 'params': ('symbols', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
+ },
})
diff --git a/src/ftshare/endpoints/etf.py b/src/ftshare/endpoints/etf.py
index b9ac0c7..3f1f92d 100644
--- a/src/ftshare/endpoints/etf.py
+++ b/src/ftshare/endpoints/etf.py
@@ -13,6 +13,22 @@
'original_api': 'etf_adjust_factor',
'params': ('symbol', 'trade_date', 'start_date', 'end_date', 'offset', 'limit'),
},
+ 'etf_candlesticks': {
+ 'path': 'api/v1/market/data/etf-candlesticks',
+ 'title': 'ETFK线',
+ 'doc_file': 'ETFK线.md',
+ 'original_api': 'etf_candlesticks',
+ 'method': 'POST',
+ 'params': ('symbol', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
+ },
+ 'etf_candlesticks_batch': {
+ 'path': 'api/v1/market/data/etf-candlesticks/batch',
+ 'title': '批量ETFK线',
+ 'doc_file': '批量ETFK线.md',
+ 'original_api': 'etf_candlesticks_batch',
+ 'method': 'POST',
+ 'params': ('symbols', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
+ },
'etf_components': {
'path': 'api/v1/market/data/etf-component',
'title': 'ETF成份股',
diff --git a/src/ftshare/endpoints/fund.py b/src/ftshare/endpoints/fund.py
index 79dcdc6..132e7e1 100644
--- a/src/ftshare/endpoints/fund.py
+++ b/src/ftshare/endpoints/fund.py
@@ -41,4 +41,109 @@
'original_api': 'get_fund_support_symbols',
'params': ('page', 'page_size'),
},
+ 'fund_share': {
+ 'path': 'api/v1/market/data/fund/fund-share',
+ 'title': '基金份额',
+ 'doc_file': '基金份额.md',
+ 'original_api': 'get_fund_share',
+ 'params': ('fund_code', 'stati_perd', 'start_date', 'end_date', 'page', 'page_size'),
+ },
+ 'fund_company': {
+ 'path': 'api/v1/market/data/fund/fund-company',
+ 'title': '基金公司',
+ 'doc_file': '基金公司.md',
+ 'original_api': 'get_fund_company',
+ 'params': ('fund_company', 'page', 'page_size'),
+ },
+ 'fund_net_value_performance': {
+ 'path': 'api/v1/market/data/fund/fund-net-value-performance',
+ 'title': '基金净值收益表现',
+ 'doc_file': '基金净值收益表现.md',
+ 'original_api': 'get_fund_net_value_performance',
+ 'params': ('fund_code', 'stat_date', 'start_date', 'end_date', 'page', 'page_size'),
+ },
+ 'fund_net_value': {
+ 'path': 'api/v1/market/data/fund/fund-net-value',
+ 'title': '基金净值明细',
+ 'doc_file': '基金净值明细.md',
+ 'original_api': 'get_fund_net_value',
+ 'params': ('fund_code', 'nav_date', 'start_date', 'end_date', 'page', 'page_size'),
+ },
+ 'fund_classification': {
+ 'path': 'api/v1/market/data/fund/fund-classification',
+ 'title': '基金分类',
+ 'doc_file': '基金分类.md',
+ 'original_api': 'get_fund_classification',
+ 'params': ('fund_code', 'classify_std'),
+ },
+ 'fund_list': {
+ 'path': 'api/v1/market/data/fund/fund-list',
+ 'title': '基金列表',
+ 'doc_file': '基金列表.md',
+ 'original_api': 'get_fund_list',
+ 'params': ('fund_code', 'fund_type', 'page', 'page_size'),
+ },
+ 'fund_portfolio': {
+ 'path': 'api/v1/market/data/fund/fund-portfolio',
+ 'title': '基金持仓明细',
+ 'doc_file': '基金持仓明细.md',
+ 'original_api': 'get_fund_portfolio',
+ 'params': ('fund_code', 'report_date', 'publish_date', 'start_date', 'end_date', 'page', 'page_size'),
+ },
+ 'fund_holder_structure': {
+ 'path': 'api/v1/market/data/fund/fund-holder-structure',
+ 'title': '基金持有人结构',
+ 'doc_file': '基金持有人结构.md',
+ 'original_api': 'get_fund_holder_structure',
+ 'params': ('fund_code', 'report_type', 'start_date', 'end_date'),
+ },
+ 'fund_new_found': {
+ 'path': 'api/v1/market/data/fund/fund-new-found',
+ 'title': '基金新发',
+ 'doc_file': '基金新发.md',
+ 'original_api': 'get_fund_new_found',
+ 'params': ('start_date', 'end_date', 'fund_type', 'page', 'page_size'),
+ },
+ 'fund_manager': {
+ 'path': 'api/v1/market/data/fund/fund-manager',
+ 'title': '基金经理任职关系',
+ 'doc_file': '基金经理任职关系.md',
+ 'original_api': 'get_fund_manager',
+ 'params': ('fund_code', 'fund_manager', 'is_inoffice', 'page', 'page_size'),
+ },
+ 'fund_daily': {
+ 'path': 'api/v1/market/data/fund/fund-daily',
+ 'title': '基金行情日线',
+ 'doc_file': '基金行情日线.md',
+ 'original_api': 'get_fund_daily',
+ 'params': ('fund_code', 'trade_date', 'start_date', 'end_date', 'page', 'page_size'),
+ },
+ 'fund_fee': {
+ 'path': 'api/v1/market/data/fund/fund-fee',
+ 'title': '基金费率',
+ 'doc_file': '基金费率.md',
+ 'original_api': 'get_fund_fee',
+ 'params': ('fund_code', 'charge_type', 'client_type', 'page', 'page_size'),
+ },
+ 'fund_asset_allocation': {
+ 'path': 'api/v1/market/data/fund/fund-asset-allocation',
+ 'title': '基金资产配置',
+ 'doc_file': '基金资产配置.md',
+ 'original_api': 'get_fund_asset_allocation',
+ 'params': ('fund_code', 'report_date', 'publish_date', 'start_date', 'end_date', 'page', 'page_size'),
+ },
+ 'fund_risk_level': {
+ 'path': 'api/v1/market/data/fund/fund-risk-level',
+ 'title': '基金风险等级',
+ 'doc_file': '基金风险等级.md',
+ 'original_api': 'get_fund_risk_level',
+ 'params': ('fund_code', 'history'),
+ },
+ 'fund_index_fund': {
+ 'path': 'api/v1/market/data/fund/index-fund',
+ 'title': '指数跟踪基金',
+ 'doc_file': '指数跟踪基金.md',
+ 'original_api': 'get_fund_index_fund',
+ 'params': ('index_code', 'scope'),
+ },
})
diff --git a/src/ftshare/endpoints/index.py b/src/ftshare/endpoints/index.py
index f8999d8..c06a02c 100644
--- a/src/ftshare/endpoints/index.py
+++ b/src/ftshare/endpoints/index.py
@@ -13,6 +13,22 @@
'original_api': 'global_index_daily_kline',
'params': ('secid', 'start_date', 'end_date'),
},
+ 'index_candlesticks': {
+ 'path': 'api/v1/market/data/index-candlesticks',
+ 'title': '指数K线',
+ 'doc_file': '指数K线.md',
+ 'original_api': 'index_candlesticks',
+ 'method': 'POST',
+ 'params': ('symbol', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
+ },
+ 'index_candlesticks_batch': {
+ 'path': 'api/v1/market/data/index-candlesticks/batch',
+ 'title': '批量指数K线',
+ 'doc_file': '批量指数K线.md',
+ 'original_api': 'index_candlesticks_batch',
+ 'method': 'POST',
+ 'params': ('symbols', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
+ },
'index_description_all': {
'path': 'api/v1/market/data/index-description-all',
'title': '指数基础信息',
diff --git a/src/ftshare/endpoints/stock.py b/src/ftshare/endpoints/stock.py
index 4dddcee..436ae6e 100644
--- a/src/ftshare/endpoints/stock.py
+++ b/src/ftshare/endpoints/stock.py
@@ -206,25 +206,28 @@
'title': '跌停池',
'doc_file': '跌停池.md',
'original_api': 'limit_down_pool',
+ 'params': ('trade_date',),
},
'limit_event_timeline_3s': {
'path': 'api/v1/market/data/limit-event-timeline-3s',
'title': '涨跌停事件时间线',
'doc_file': '涨跌停事件时间线.md',
'original_api': 'limit_event_timeline_3s',
- 'params': ('symbol',),
+ 'params': ('symbol', 'trade_date'),
},
'limit_up_break_pool': {
'path': 'api/v1/market/data/limit-up-break-pool',
'title': '炸板池',
'doc_file': '炸板池.md',
'original_api': 'limit_up_break_pool',
+ 'params': ('trade_date',),
},
'limit_up_pool': {
'path': 'api/v1/market/data/limit-up-pool',
'title': '涨停池',
'doc_file': '涨停池.md',
'original_api': 'limit_up_pool',
+ 'params': ('trade_date',),
},
'limit_up_pool_yesterday': {
'path': 'api/v1/market/data/limit-up-pool-yesterday',
@@ -402,14 +405,14 @@
'path': 'api/v1/market/data/stock-list/filter',
'title': '股票筛选',
'doc_file': '股票筛选.md',
- 'original_api': 'stock_filter',
- 'params': ('board', 'listing_date_since', 'page', 'page_size'),
+ 'original_api': 'get_stock_filter',
+ 'params': ('symbol', 'board', 'listing_date_since', 'page', 'page_size'),
},
'stock_float_holders': {
'path': 'api/v1/market/data/holder/stock-holder-ften',
'title': '十大流通股东',
'doc_file': '十大流通股东.md',
- 'original_api': 'stock_float_holders',
+ 'original_api': 'get_stock_holder_float_top10',
'params': ('stock_code', 'is_last', 'page', 'page_size'),
},
'stock_ggcg_em': {
@@ -444,14 +447,14 @@
'path': 'api/v1/market/data/holder/stock-holder-ten',
'title': '十大股东',
'doc_file': '十大股东.md',
- 'original_api': 'stock_holders',
+ 'original_api': 'get_stock_holder_top10',
'params': ('stock_code', 'is_last', 'page', 'page_size'),
},
'stock_holders_number': {
'path': 'api/v1/market/data/holder/stock-holder-nums',
'title': '股东人数',
'doc_file': '股东人数.md',
- 'original_api': 'stock_holders_number',
+ 'original_api': 'get_stock_holder_nums',
'params': ('stock_code', 'is_last', 'page', 'page_size'),
},
'stock_institution_holdings': {
@@ -578,14 +581,14 @@
'path': 'api/v1/market/data/share/get-stock-share',
'title': '股本',
'doc_file': '股本.md',
- 'original_api': 'get_stock_share_handler',
+ 'original_api': 'get_stock_share',
'params': ('stock_code', 'date'),
},
'stock_share_chg': {
'path': 'api/v1/market/data/holder/stock-share-chg',
'title': '股东增减持',
'doc_file': '股东增减持.md',
- 'original_api': 'stock_share_chg',
+ 'original_api': 'get_stock_share_chg',
'params': ('stock_code', 'is_last', 'page', 'page_size'),
},
'stock_signal_latest_snapshot': {
diff --git a/tests/conftest.py b/tests/conftest.py
new file mode 100644
index 0000000..1f27717
--- /dev/null
+++ b/tests/conftest.py
@@ -0,0 +1,32 @@
+from __future__ import annotations
+
+
+class FakeResponse:
+ def __init__(self, status_code=200, payload=None, text="{}", json_error=False):
+ self.status_code = status_code
+ self._payload = payload
+ self.text = text
+ self._json_error = json_error
+
+ def json(self):
+ if self._json_error:
+ raise ValueError("not json")
+ return self._payload
+
+
+class FakeSession:
+ def __init__(self, responses):
+ self.responses = list(responses)
+ self.calls = []
+
+ def get(self, url, params=None, timeout=None, headers=None):
+ self.calls.append(
+ {"method": "GET", "url": url, "params": params, "timeout": timeout, "headers": headers}
+ )
+ return self.responses.pop(0)
+
+ def post(self, url, json=None, timeout=None, headers=None):
+ self.calls.append(
+ {"method": "POST", "url": url, "json": json, "timeout": timeout, "headers": headers}
+ )
+ return self.responses.pop(0)
diff --git a/tests/endpoint_cases.py b/tests/endpoint_cases.py
new file mode 100644
index 0000000..b31e2dc
--- /dev/null
+++ b/tests/endpoint_cases.py
@@ -0,0 +1,142 @@
+from __future__ import annotations
+
+from typing import Any
+
+
+SAMPLE_VALUES: dict[str, Any] = {
+ "adjust": "Forward",
+ "adjust_kind": "Forward",
+ "base_date": "2026-07-17",
+ "board": "all",
+ "board_code": "BK001",
+ "cal-type": "1Y",
+ "category": "经济",
+ "change_direction": "increase",
+ "charge_type": "日常申购费",
+ "classify_std": "证监会行业分类",
+ "client_type": "一般",
+ "compat": "v2",
+ "contract_code": "A2609.DCE",
+ "date": "20260717",
+ "days": 5,
+ "direction": "northbound",
+ "end": "20260717",
+ "end_date": "20260717",
+ "end_time": "15:00:00",
+ "exchange": "DCE",
+ "filter": "close > 10",
+ "fund_code": "000001",
+ "fund_company": "华夏基金",
+ "fund_manager": "张三",
+ "fund_type": "股票型",
+ "history": True,
+ "hk_code": "00700.HK",
+ "index_code": "000300",
+ "industry_code": "801010",
+ "inst_type": "基金",
+ "institution_code": "000001",
+ "institution_id": "1001",
+ "instrument_type": "stock",
+ "interval": "Day",
+ "interval_unit": "Day",
+ "interval_value": 1,
+ "invest_type": "机构",
+ "is_inoffice": "1",
+ "is_last": True,
+ "level": "1",
+ "limit": 5,
+ "listing_date_since": "20260101",
+ "market": "CN",
+ "market_code": "000300",
+ "market_id": "XSHG",
+ "member_name_abbr": "永安期货",
+ "n": 5,
+ "n_code": "000001.SZ",
+ "nav_date": 20260717,
+ "o_code": "000001.SH",
+ "offset": 0,
+ "order_by": "change_rate desc",
+ "page": 1,
+ "page_size": 5,
+ "period": "7d",
+ "publish_date": "20260717",
+ "quarter": 2,
+ "query": "人工智能",
+ "range": "Today",
+ "rank_group": "follow",
+ "refresh": False,
+ "report_date": 20260331,
+ "report_type": "annual",
+ "rept_type": "annual",
+ "request_id": "request-1",
+ "scope": "ChinaStock",
+ "secid": "1.600000",
+ "sector_code": "BK001",
+ "sector_type": "concept",
+ "signal_type": "new-high",
+ "since": "20260701",
+ "since_date": "20260701",
+ "since_ts_millis": 1784048400000,
+ "since_ts_ms": 1784048400000,
+ "span": "DAY1",
+ "start": "20260701",
+ "start_date": "20260701",
+ "start_time": "09:30:00",
+ "stat_date": "20260717",
+ "stati_perd": "日",
+ "stock_code": "000001.SZ",
+ "stock_name": "平安银行",
+ "symbol": "600000.XSHG",
+ "symbol_code": "110070.SH",
+ "symbol_id": "600000",
+ "symbols": ["600000.XSHG", "000001.XSHE"],
+ "time_range": "1Y",
+ "trade_code": "00700.HK",
+ "trade_date": "20260717",
+ "ts_code": "000001.SZ",
+ "ts_ms": 1784048400000,
+ "type": "ism-manufacturing",
+ "until": "20260717",
+ "until_date": "20260717",
+ "until_ts_millis": 1784307600000,
+ "until_ts_ms": 1784307600000,
+ "variant": "300001",
+ "variety_code": "A",
+ "year": 2024,
+}
+
+SPECIAL_CALLS: dict[str, dict[str, Any]] = {
+ "search": {"query": "人工智能", "limit": 5},
+ "stock_daec_stocks": {
+ "board": "all",
+ "page": 1,
+ "page_size": 5,
+ "filter": "close > 10",
+ "order_by": "change_rate desc",
+ },
+ "stock_realtime_list": {"board": "chi-next", "page": 1, "page_size": 5},
+ "stock_intraday_prices": {
+ "symbol": "600000.XSHG",
+ "range": "Today",
+ "days": None,
+ "ts_ms": None,
+ "compat": None,
+ "since": None,
+ "since_ts_ms": None,
+ },
+ "stock_ohlcs": {
+ "symbol": "600000.XSHG",
+ "since": "20260701",
+ "until": "20260717",
+ "interval": "Day",
+ "adjust": "Forward",
+ "compat": None,
+ "span": None,
+ "limit": None,
+ "until_ts_ms": None,
+ },
+}
+
+WIRE_ALIASES: dict[str, dict[str, str]] = {
+ "search": {"query": "q"},
+}
diff --git a/tests/test_client.py b/tests/test_client.py
index fb65dc5..5994e27 100644
--- a/tests/test_client.py
+++ b/tests/test_client.py
@@ -38,6 +38,17 @@ def get(self, url, params=None, timeout=None, headers=None):
)
return self.responses.pop(0)
+ def post(self, url, json=None, timeout=None, headers=None):
+ self.calls.append(
+ {
+ "url": url,
+ "json": json,
+ "timeout": timeout,
+ "headers": headers,
+ }
+ )
+ return self.responses.pop(0)
+
def paginated_records(records, page=1, pages=1):
return {
@@ -646,3 +657,356 @@ def test_as_dataframe_true_returns_dataframe():
assert list(df.columns) == ["ts_code"]
assert df.iloc[0]["ts_code"] == "000001.SZ"
+
+
+def test_get_query_booleans_are_lowercase_strings():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.get("api/v1/market/data/demo", enabled=True, disabled=False, as_dataframe=False)
+
+ assert session.calls[0]["params"] == {"enabled": "true", "disabled": "false"}
+
+
+def test_post_json_booleans_remain_booleans():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.post("api/v1/market/data/demo", enabled=True, disabled=False, as_dataframe=False)
+
+ assert session.calls[0]["json"] == {"enabled": True, "disabled": False}
+
+
+def test_etf_candlesticks_posts_json_body_to_candlesticks_path():
+ session = FakeSession([FakeResponse(payload=[{"close": "4.5"}])])
+ client = FtshareClient(session=session)
+
+ client.etf_candlesticks(
+ symbol="510300.XSHG",
+ interval_unit="Day",
+ until_ts_millis=1756791000000,
+ limit=5,
+ as_dataframe=False,
+ )
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/etf-candlesticks"
+ assert session.calls[0]["json"] == {
+ "symbol": "510300.XSHG",
+ "interval_unit": "Day",
+ "until_ts_millis": 1756791000000,
+ "limit": 5,
+ }
+
+
+def test_etf_candlesticks_batch_posts_symbols_array():
+ session = FakeSession([FakeResponse(payload=[["510300.XSHG", []]])])
+ client = FtshareClient(session=session)
+
+ client.etf_candlesticks_batch(
+ symbols=["510300.XSHG", "159915.XSHE"],
+ interval_unit="Day",
+ until_ts_millis=1756791000000,
+ as_dataframe=False,
+ )
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/etf-candlesticks/batch"
+ assert session.calls[0]["json"] == {
+ "symbols": ["510300.XSHG", "159915.XSHE"],
+ "interval_unit": "Day",
+ "until_ts_millis": 1756791000000,
+ }
+
+
+def test_convertible_bond_candlesticks_posts_json_body():
+ session = FakeSession([FakeResponse(payload=[{"close": "200"}])])
+ client = FtshareClient(session=session)
+
+ client.convertible_bond_candlesticks(
+ symbol="113027.XSHG",
+ interval_unit="Day",
+ until_ts_millis=1756791000000,
+ as_dataframe=False,
+ )
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/convertible-bond-candlesticks"
+ assert session.calls[0]["json"]["symbol"] == "113027.XSHG"
+
+
+def test_convertible_bond_candlesticks_batch_posts_json_body():
+ session = FakeSession([FakeResponse(payload=[[]])])
+ client = FtshareClient(session=session)
+
+ client.convertible_bond_candlesticks_batch(
+ symbols=["113027.XSHG", "128048.XSHE"],
+ interval_unit="Day",
+ until_ts_millis=1756791000000,
+ as_dataframe=False,
+ )
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/convertible-bond-candlesticks/batch"
+ assert session.calls[0]["json"]["symbols"] == ["113027.XSHG", "128048.XSHE"]
+
+
+def test_index_candlesticks_posts_json_body():
+ session = FakeSession([FakeResponse(payload=[{"close": "4500"}])])
+ client = FtshareClient(session=session)
+
+ client.index_candlesticks(
+ symbol="000300.XSHG",
+ interval_unit="Day",
+ until_ts_millis=1756791000000,
+ as_dataframe=False,
+ )
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/index-candlesticks"
+ assert session.calls[0]["json"]["symbol"] == "000300.XSHG"
+
+
+def test_index_candlesticks_batch_posts_json_body():
+ session = FakeSession([FakeResponse(payload=[[]])])
+ client = FtshareClient(session=session)
+
+ client.index_candlesticks_batch(
+ symbols=["000300.XSHG", "399001.XSHE"],
+ interval_unit="Day",
+ until_ts_millis=1756791000000,
+ as_dataframe=False,
+ )
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/index-candlesticks/batch"
+ assert session.calls[0]["json"]["symbols"] == ["000300.XSHG", "399001.XSHE"]
+
+
+def test_limit_up_pool_forwards_trade_date_query_parameter():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.limit_up_pool(trade_date="20260713", as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/limit-up-pool"
+ assert session.calls[0]["params"] == {"trade_date": "20260713"}
+
+
+def test_limit_up_break_pool_forwards_trade_date_query_parameter():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.limit_up_break_pool(trade_date="20260713", as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/limit-up-break-pool"
+ assert session.calls[0]["params"] == {"trade_date": "20260713"}
+
+
+def test_limit_down_pool_forwards_trade_date_query_parameter():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.limit_down_pool(trade_date="20260713", as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/limit-down-pool"
+ assert session.calls[0]["params"] == {"trade_date": "20260713"}
+
+
+def test_limit_event_timeline_3s_forwards_symbol_and_trade_date():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.limit_event_timeline_3s(symbol="000504.XSHE", trade_date="20260713", as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/limit-event-timeline-3s"
+ assert session.calls[0]["params"] == {"symbol": "000504.XSHE", "trade_date": "20260713"}
+
+
+def test_stock_filter_forwards_symbol_param():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.stock_filter(symbol="600519.SH", page=1, page_size=5, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/stock-list/filter"
+ assert session.calls[0]["params"]["symbol"] == "600519.SH"
+ assert "board" not in session.calls[0]["params"]
+ assert "listing_date_since" not in session.calls[0]["params"]
+
+
+def test_stock_float_holders_forwards_is_last_paging():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.stock_float_holders(is_last=True, page=1, page_size=5, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/holder/stock-holder-ften"
+ assert session.calls[0]["params"]["is_last"] == "true"
+
+
+def test_stock_share_chg_forwards_is_last_paging():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.stock_share_chg(is_last=True, page=1, page_size=5, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/holder/stock-share-chg"
+ assert session.calls[0]["params"]["is_last"] == "true"
+
+
+def test_fund_share_forwards_paginated_params():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_share(fund_code="000001", stati_perd="日", start_date=20260101, end_date=20260717,
+ page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-share"
+ assert session.calls[0]["params"] == {
+ "fund_code": "000001",
+ "stati_perd": "日",
+ "start_date": 20260101,
+ "end_date": 20260717,
+ "page": 1,
+ "page_size": 50,
+ }
+
+
+def test_fund_company_paginated_filter():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_company(fund_company="华夏基金", page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-company"
+ assert session.calls[0]["params"]["fund_company"] == "华夏基金"
+
+
+def test_fund_net_value_performance_interval_params():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_net_value_performance(fund_code="000001", start_date=20260101, end_date=20260717,
+ page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-net-value-performance"
+ assert session.calls[0]["params"]["start_date"] == 20260101
+
+
+def test_fund_net_value_paginated():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_net_value(fund_code="000001", nav_date=20260717, page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-net-value"
+ assert session.calls[0]["params"]["nav_date"] == 20260717
+
+
+def test_fund_classification_single_object():
+ session = FakeSession([FakeResponse(payload={"fund_code": "000001", "fund_name": "华夏成长",
+ "classifications": {}})])
+ client = FtshareClient(session=session)
+
+ client.fund_classification(fund_code="000001", as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-classification"
+ assert session.calls[0]["params"]["fund_code"] == "000001"
+
+
+def test_fund_list_paginated_filter():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_list(fund_type="股票型", page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-list"
+ assert session.calls[0]["params"]["fund_type"] == "股票型"
+
+
+def test_fund_portfolio_paginated():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_portfolio(fund_code="000001", report_date=20260331, page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-portfolio"
+ assert session.calls[0]["params"]["report_date"] == 20260331
+
+
+def test_fund_holder_structure_array_response():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.fund_holder_structure(fund_code="000001", as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-holder-structure"
+ assert session.calls[0]["params"]["fund_code"] == "000001"
+
+
+def test_fund_new_found_paginated():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_new_found(start_date=20260101, end_date=20260717, fund_type="混合型",
+ page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-new-found"
+ assert session.calls[0]["params"]["fund_type"] == "混合型"
+
+
+def test_fund_manager_paginated():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_manager(fund_code="000001", is_inoffice="1", page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-manager"
+ assert session.calls[0]["params"]["is_inoffice"] == "1"
+
+
+def test_fund_daily_paginated():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_daily(fund_code="510300", trade_date="20260717", page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-daily"
+ assert session.calls[0]["params"]["trade_date"] == "20260717"
+
+
+def test_fund_fee_paginated_filter():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_fee(fund_code="000001", charge_type="日常申购费", client_type="一般",
+ page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-fee"
+ assert session.calls[0]["params"]["charge_type"] == "日常申购费"
+
+
+def test_fund_asset_allocation_paginated():
+ session = FakeSession([FakeResponse(payload={"items": [], "total_pages": 0, "total_items": 0})])
+ client = FtshareClient(session=session)
+
+ client.fund_asset_allocation(fund_code="000001", report_date=20260331,
+ page=1, page_size=50, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-asset-allocation"
+ assert session.calls[0]["params"]["report_date"] == 20260331
+
+
+def test_fund_risk_level_array_response():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.fund_risk_level(fund_code="000001", history=True, as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/fund-risk-level"
+ assert session.calls[0]["params"]["history"] == "true"
+
+
+def test_fund_index_fund_array_response():
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.fund_index_fund(index_code="000300", scope="etf", as_dataframe=False)
+
+ assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v1/market/data/fund/index-fund"
+ assert session.calls[0]["params"] == {"index_code": "000300", "scope": "etf"}
diff --git a/tests/test_endpoint_contracts.py b/tests/test_endpoint_contracts.py
new file mode 100644
index 0000000..1093bcb
--- /dev/null
+++ b/tests/test_endpoint_contracts.py
@@ -0,0 +1,117 @@
+from __future__ import annotations
+
+import inspect
+from typing import Any
+
+import pytest
+
+from ftshare.client import FtshareClient
+from ftshare.endpoints import ENDPOINTS
+
+from conftest import FakeResponse, FakeSession
+from endpoint_cases import SAMPLE_VALUES, SPECIAL_CALLS, WIRE_ALIASES
+
+
+NON_PUBLISHED_ENDPOINTS = {
+ "stock_dividends_paginated",
+ "stock_intraday",
+ "stock_ohlcs",
+ "stock_related",
+}
+PUBLIC_CONTRACTS = set(ENDPOINTS) - NON_PUBLISHED_ENDPOINTS
+CONTROL_PARAMS = {"page", "page_size"}
+
+
+def _call_kwargs(name: str) -> dict[str, Any]:
+ if name in SPECIAL_CALLS:
+ return dict(SPECIAL_CALLS[name])
+ endpoint = ENDPOINTS[name]
+ return {
+ param.replace("-", "_"): SAMPLE_VALUES[param]
+ for param in endpoint.params
+ }
+
+
+def _wire_params(name: str, kwargs: dict[str, Any]) -> dict[str, Any]:
+ endpoint = ENDPOINTS[name]
+ result = {}
+ for param in endpoint.params:
+ python_name = param.replace("-", "_")
+ value = kwargs.get(python_name)
+ if value is None or param in endpoint.path_params:
+ continue
+ result[WIRE_ALIASES.get(name, {}).get(python_name, param)] = value
+ return result
+
+
+def _response_payload(name: str) -> Any:
+ endpoint = ENDPOINTS[name]
+ if "page" in endpoint.params and "page_size" in endpoint.params:
+ return {"items": [], "total_pages": 0, "total_items": 0}
+ return []
+
+
+def test_contract_cases_cover_all_public_sdk_methods():
+ assert len(PUBLIC_CONTRACTS) == 197
+ assert PUBLIC_CONTRACTS | NON_PUBLISHED_ENDPOINTS == set(ENDPOINTS)
+ assert not (PUBLIC_CONTRACTS & NON_PUBLISHED_ENDPOINTS)
+
+
+@pytest.mark.parametrize("method_name", sorted(PUBLIC_CONTRACTS))
+def test_endpoint_forwards_every_documented_parameter(method_name):
+ endpoint = ENDPOINTS[method_name]
+ method = getattr(FtshareClient, method_name)
+ signature = inspect.signature(method)
+ kwargs = _call_kwargs(method_name)
+
+ for param in endpoint.params:
+ python_name = param.replace("-", "_")
+ if python_name not in signature.parameters:
+ assert any(p.kind == inspect.Parameter.VAR_KEYWORD for p in signature.parameters.values())
+ assert python_name in kwargs
+
+ session = FakeSession([FakeResponse(payload=_response_payload(method_name))])
+ client = FtshareClient(session=session)
+ getattr(client, method_name)(as_dataframe=False, **kwargs)
+
+ call = session.calls[0]
+ expected_path = endpoint.path
+ for path_param in endpoint.path_params:
+ expected_path = expected_path.replace("{" + path_param + "}", str(kwargs[path_param]))
+ assert call["url"] == client.base_url + expected_path
+ assert call["method"] == endpoint.method
+
+ expected_wire = _wire_params(method_name, kwargs)
+ if endpoint.method == "POST":
+ assert call["json"] == expected_wire
+ assert "params" not in call
+ else:
+ expected_query = {
+ key: str(value).lower() if isinstance(value, bool) else value
+ for key, value in expected_wire.items()
+ }
+ assert call["params"] == expected_query
+ assert "json" not in call
+
+
+@pytest.mark.parametrize("method_name", sorted(PUBLIC_CONTRACTS))
+def test_endpoint_case_covers_complete_metadata_parameter_set(method_name):
+ endpoint = ENDPOINTS[method_name]
+ kwargs = _call_kwargs(method_name)
+ expected_python_params = {param.replace("-", "_") for param in endpoint.params}
+ assert set(kwargs) == expected_python_params
+
+
+def test_sample_values_cover_every_public_endpoint_parameter():
+ public_params = {
+ param
+ for name in PUBLIC_CONTRACTS
+ for param in ENDPOINTS[name].params
+ }
+ special_params = {
+ param
+ for name in SPECIAL_CALLS
+ if name in PUBLIC_CONTRACTS
+ for param in ENDPOINTS[name].params
+ }
+ assert public_params - special_params <= set(SAMPLE_VALUES)