Data Engine Reference

Internal package catquant.data_engine. All sources return List[SecurityData].

SecurityData (K-line bar)

Field	Type	Description
date	int	Epoch seconds (UTC), Beijing midnight for daily
open / high / low / close	float	OHLC prices
volume	int	Volume in shares
amount	float	Turnover in CNY

Methods: to_dict(), SecurityData.from_dict(d), copy(other)

LatestData (real-time snapshot, FaceCat)

Field	Type	Description
code / name	str	Symbol and name
close / high / low / open	float	Prices
volume / amount	int/float	Volume and turnover
lastClose	float	Previous close
buyPrices / buyVolumes	list	Bid 1-5
sellPrices / sellVolumes	list	Ask 1-5

PriceData (batch overview, FaceCat)

Field	Type	Description
code / name	str	Symbol and name
close / high / low / open	float	Prices
volume / amount	int/float	Volume and turnover
lastClose	float	Previous close
totalShares / flowShares	int	Total and float shares
pe	float	P/E ratio
upperLimit / lowerLimit	float	Price limits

Symbol Format

normalize_symbol() auto-converts between 600000.SH (FaceCat) and SH600000 (TDX).

API

get_history(code, cycle=1440, count=1000, source="facecat",
            tdx_dir="", refresh=False, verify_ssl=True) -> List[SecurityData]

get_latest(code) -> LatestData

get_prices(codes="all", count=200) -> Dict[str, PriceData]

Cache

FaceCat data cached as {CACHE_DIR}/{code}_{cycle}.csv. refresh=True bypasses cache.

User CSV

No built-in loader. Agent writes a converter to List[SecurityData] in the backtest script when users provide custom data files.

FaceCat API Response Formats (debug)

Base URL: env FaceCat_URL, endpoint /quote.

getkline: Line 0 header, lines 1+ CSV: date,open,high,low,close,volume,amount
getnewdata: Single CSV line. [0]code [1]name [2]close [3]high [4]low [5]open [6]volume [7]amount [8]lastClose [9-13]bid_prices [14-18]bid_volumes [19-23]ask_prices [24-28]ask_volumes [29]datetime
price: Multi-line CSV. [0]code [1]name [2]close [3]high [4]low [5]open [6]volume [7]amount [8]lastClose [9]totalShares [10]flowShares [11]pe [12]? [13]? [14]upperLimit [15]lowerLimit [16]datetime

Environment

FaceCat_URL: API base (default https://www.jjmfc.com:9969)
TDX_DIR: TongDaXin path
CACHE_DIR: Cache directory (default ./cache)