diff --git a/docs/API_REFERENCE.md b/docs/API_REFERENCE.md
index 0de8594..9fb0186 100644
--- a/docs/API_REFERENCE.md
+++ b/docs/API_REFERENCE.md
@@ -251,7 +251,6 @@
### 期货数据
| [`eastmoney_futures_strange`](#api-eastmoney-futures-strange) | 东方财富期货龙虎榜 | `GET` | `api/v1/market/data/eastmoney-futures-strange` | `exchange`, `variety`, `contract`, `trade_date` | `东方财富期货龙虎榜.md` |
-| [`futures_minutes_batch`](#api-futures-minutes-batch) | 批量期货历史分钟行情 | `GET` | `api/v2/market/data/futures_minutes/batch` | `symbols`, `interval`, `start`, `end`, `limit` | `批量期货历史分钟行情.md` |
| [`member_build_process`](#api-member-build-process) | 会员建仓过程 | `GET` | `api/v2/market/data/member-build-process` | `exchange`, `member_name`, `instrument_id`, `start_date`, `end_date`, `contract_multiplier`, `page`, `page_size` | `会员建仓过程.md` |
| [`member_position_ranking`](#api-member-position-ranking) | 会员持仓排名 | `GET` | `api/v2/market/data/member-position-ranking` | `exchange`, `instrument_id`, `trade_date`, `direction`, `page`, `page_size` | `会员持仓排名.md` |
@@ -971,7 +970,7 @@ Documented endpoint: ``get_eastmoney_stock_flow``.
Args:
symbol: 股票代码，如 600522 (type: string; required: N).
- trade_date: 交易日 YYYYMMDD；与 start_date/end_date 互斥 (type: string; required: N).
+ trade_date: 交易日 YYYYMMDD；可与 start_date/end_date 按 AND 条件组合过滤 (type: string; required: N).
start_date: 区间起始日 YYYYMMDD；需与 end_date 同时提供 (type: string; required: N).
end_date: 区间结束日 YYYYMMDD；需与 start_date 同时提供 (type: string; required: N).
page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
@@ -2920,7 +2919,7 @@ Returns:
- HTTP：`GET`
- Path：`api/v4/market/data/stock-realtime-day-kline`
- 参数：`symbols`
-- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为 JSON 字符串数组）或 JSON 字符串。
+- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为逗号分隔字符串）或已是逗号分隔/JSON 字符串的代码列表。
- 来源文档：`股票实时日K线.md`
- 原始接口：`stock_realtime_day_kline`
@@ -2968,7 +2967,7 @@ Returns:
- HTTP：`GET`
- Path：`api/v4/market/data/stock-realtime-minute-kline`
- 参数：`symbols`
-- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为 JSON 字符串数组）或 JSON 字符串。
+- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为逗号分隔字符串）或已是逗号分隔/JSON 字符串的代码列表。
- 来源文档：`股票实时分钟K线.md`
- 原始接口：`stock_realtime_minute_kline`
@@ -3799,7 +3798,7 @@ Returns:
- HTTP：`GET`
- Path：`api/v4/market/data/index-realtime-day-kline`
- 参数：`symbols`
-- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为 JSON 字符串数组）或 JSON 字符串。
+- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为逗号分隔字符串）或已是逗号分隔/JSON 字符串的代码列表。
- 来源文档：`指数实时日K线.md`
- 原始接口：`index_realtime_day_kline`
@@ -3813,7 +3812,7 @@ Returns:
- HTTP：`GET`
- Path：`api/v4/market/data/index-realtime-minute-kline`
- 参数：`symbols`
-- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为 JSON 字符串数组）或 JSON 字符串。
+- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为逗号分隔字符串）或已是逗号分隔/JSON 字符串的代码列表。
- 来源文档：`指数实时分钟K线.md`
- 原始接口：`index_realtime_minute_kline`
@@ -4233,7 +4232,7 @@ Returns:
- HTTP：`GET`
- Path：`api/v4/market/data/etf-realtime-day-kline`
- 参数：`symbols`
-- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为 JSON 字符串数组）或 JSON 字符串。
+- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为逗号分隔字符串）或已是逗号分隔/JSON 字符串的代码列表。
- 来源文档：`ETF实时日K线.md`
- 原始接口：`etf_realtime_day_kline`
@@ -4247,7 +4246,7 @@ ETF实时日K线.
- HTTP：`GET`
- Path：`api/v4/market/data/etf-realtime-minute-kline`
- 参数：`symbols`
-- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为 JSON 字符串数组）或 JSON 字符串。
+- 说明：`symbols` 支持 list/tuple（SDK 自动序列化为逗号分隔字符串）或已是逗号分隔/JSON 字符串的代码列表。
- 来源文档：`ETF实时分钟K线.md`
- 原始接口：`etf_realtime_minute_kline`
@@ -5172,7 +5171,7 @@ Method: ``GET``.
Documented endpoint: ``futures_kline_batch``.
Args:
- symbols: 1～20 个期货合约代码；支持重复参数、逗号分隔或列表 (type: string[]; required: Y).
+ symbols: 1～20 个期货合约代码；使用逗号分隔，兼容重复参数 (type: string; required: Y).
interval: K 线周期，默认 ``daily`` (type: string; required: N).
start: 起始时间戳，单位毫秒 (type: integer; required: N).
end: 结束时间戳，单位毫秒，不能单独传 (type: integer; required: N).
@@ -5205,7 +5204,7 @@ Documented endpoint: ``futures_minutes``.
Args:
symbol: 单个期货合约代码，带交易所短后缀；与 ``symbols`` 二选一 (type: string; required: N).
- symbols: 1～20 个期货合约代码；支持重复参数、逗号分隔或列表；与 ``symbol`` 二选一 (type: string[]; required: N).
+ symbols: 1～20 个期货合约代码；使用逗号分隔，兼容重复参数；与 ``symbol`` 二选一 (type: string; required: N).
interval: 分钟周期，默认 ``1min`` (type: string; required: N).
start: 起始时间戳，单位毫秒；必填 (type: integer; required: Y).
end: 结束时间戳，单位毫秒；必填，不能单独传 (type: integer; required: Y).
@@ -5237,7 +5236,7 @@ Method: ``GET``.
Documented endpoint: ``futures_minutes_realtime``.
Args:
- symbols: 期货合约代码列表，1～20 个 (type: array; required: Y).
+ symbols: 逗号分隔的期货合约代码列表，1～20 个 (type: string; required: Y).
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.
@@ -5302,7 +5301,7 @@ Method: ``GET``.
Documented endpoint: ``futures_realtime_day_kline``.
Args:
- symbols: 1～20 个期货合约代码；支持重复参数、逗号分隔或列表 (type: string[]; required: Y).
+ symbols: 1～20 个期货合约代码；使用逗号分隔，兼容重复参数 (type: string; required: Y).
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.
@@ -5463,7 +5462,7 @@ Method: ``GET``.
Documented endpoint: ``convertible_bond_candlesticks_batch``.
Args:
- symbols: 可转债代码列表，1～20 个；支持重复参数、逗号分隔或 JSON 字符串数组 (type: string[]; required: Y).
+ symbols: 1～20 个可转债代码；使用逗号分隔，兼容重复参数和 JSON 字符串数组 (type: string; required: Y).
interval_unit: 周期单位：Day/Week/Month/Year，大小写不敏感 (type: enum; required: Y).
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: 起始时间戳，单位毫秒；不得晚于 until，且与 until 相差不超过 12 个自然月 (type: int(ms); required: Y).
@@ -5498,10 +5497,10 @@ Documented endpoint: ``convertible_bond_minute_candlesticks``.
Args:
symbol: 单只可转债代码（与 symbols 二选一，不能同时传） (type: string; required: N).
- symbols: 1～20 个可转债代码；支持重复参数、逗号分隔或 JSON 字符串数组（与 symbol 二选一） (type: string[]; required: N).
+ symbols: 1～20 个可转债代码；使用逗号分隔，兼容重复参数和 JSON 字符串数组（与 symbol 二选一） (type: string; required: N).
interval_value: 分钟周期：仅支持 1、5、15，默认 1 (type: enum; required: N).
since_ts_millis: 起始时间戳，单位毫秒；单只、批量都必须提供 (type: int(ms); required: Y).
- until_ts_millis: 结束时间戳，单位毫秒；不得早于 since，且单次跨度不超过 3 个自然日 (type: int(ms); required: Y).
+ until_ts_millis: 结束时间戳，单位毫秒；不得早于 since，且单次跨度不超过 30 个北京时间自然日（包含起止日期，非交易日也计入） (type: int(ms); required: Y).
limit: 每只标的聚合后最多返回条数，范围 1～1000；省略返回窗口内全部记录 (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.
@@ -5531,7 +5530,7 @@ Method: ``GET``.
Documented endpoint: ``convertible_bond_realtime_day_kline``.
Args:
- symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+ symbols: 1～20 个可转债代码的逗号分隔列表，如 ``113042.SH,123107.SZ``；也兼容 JSON 字符串数组格式；支持带交易所后缀和可推断市场的六码裸代码 (type: string; required: Y).
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.
@@ -5559,7 +5558,7 @@ Method: ``GET``.
Documented endpoint: ``convertible_bond_realtime_minute_kline``.
Args:
- symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+ symbols: 1～20 个可转债代码的逗号分隔列表，如 ``113042.SH,123107.SZ``；也兼容 JSON 字符串数组格式；支持带交易所后缀和可推断市场的六码裸代码 (type: string; required: Y).
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.
@@ -6722,12 +6721,6 @@ Returns:
- 参数：`exchange, variety, contract, trade_date`
- 来源文档：`东方财富期货龙虎榜.md`
-futures_minutes_batch
-
-- Path：`api/v2/market/data/futures_minutes/batch`
-- 参数：`symbols, interval, start, end, limit`
-- 来源文档：`批量期货历史分钟行情.md`
-
member_build_process
- Path：`api/v2/market/data/member-build-process`
diff --git a/src/ftshare/apis/bond.py b/src/ftshare/apis/bond.py
index 315d31e..0fce6db 100644
--- a/src/ftshare/apis/bond.py
+++ b/src/ftshare/apis/bond.py
@@ -6,7 +6,7 @@
from typing import Any
from ..endpoints import ENDPOINTS
-from ..params import symbols_to_json_string
+from ..params import symbols_to_csv_string
class BondApiMixin:
@@ -80,7 +80,7 @@ def convertible_bond_candlesticks_batch(
Documented endpoint: ``convertible_bond_candlesticks_batch``.
Args:
- symbols: 可转债代码列表，1～20 个；支持重复参数、逗号分隔或 JSON 字符串数组 (type: string[]; required: Y).
+ symbols: 1～20 个可转债代码；使用逗号分隔，兼容重复参数和 JSON 字符串数组 (type: string; required: Y).
interval_unit: 周期单位：Day/Week/Month/Year，大小写不敏感 (type: enum; required: Y).
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: 起始时间戳，单位毫秒；不得晚于 until，且与 until 相差不超过 12 个自然月 (type: int(ms); required: Y).
@@ -96,7 +96,7 @@ def convertible_bond_candlesticks_batch(
``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, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params = {'symbols': symbols_to_csv_string(symbols), 'interval_unit': interval_unit, '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',
@@ -128,10 +128,10 @@ def convertible_bond_minute_candlesticks(
Args:
symbol: 单只可转债代码（与 symbols 二选一，不能同时传） (type: string; required: N).
- symbols: 1～20 个可转债代码；支持重复参数、逗号分隔或 JSON 字符串数组（与 symbol 二选一） (type: string[]; required: N).
+ symbols: 1～20 个可转债代码；使用逗号分隔，兼容重复参数和 JSON 字符串数组（与 symbol 二选一） (type: string; required: N).
interval_value: 分钟周期：仅支持 1、5、15，默认 1 (type: enum; required: N).
since_ts_millis: 起始时间戳，单位毫秒；单只、批量都必须提供 (type: int(ms); required: Y).
- until_ts_millis: 结束时间戳，单位毫秒；不得早于 since，且单次跨度不超过 3 个自然日 (type: int(ms); required: Y).
+ until_ts_millis: 结束时间戳，单位毫秒；不得早于 since，且单次跨度不超过 30 个北京时间自然日（包含起止日期，非交易日也计入） (type: int(ms); required: Y).
limit: 每只标的聚合后最多返回条数，范围 1～1000；省略返回窗口内全部记录 (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.
@@ -143,7 +143,7 @@ def convertible_bond_minute_candlesticks(
``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, 'symbols': symbols, 'interval_value': interval_value, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ request_params = {'symbol': symbol, 'symbols': symbols_to_csv_string(symbols), 'interval_value': interval_value, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
request_params.update(kwargs)
return self._call_endpoint(
'convertible_bond_minute_candlesticks',
@@ -161,7 +161,7 @@ def convertible_bond_realtime_day_kline(self, symbols: Any | None = None, *, raw
Documented endpoint: ``convertible_bond_realtime_day_kline``.
Args:
- symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+ symbols: 1～20 个可转债代码的逗号分隔列表，如 ``113042.SH,123107.SZ``；也兼容 JSON 字符串数组格式；支持带交易所后缀和可推断市场的六码裸代码 (type: string; required: Y).
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.
@@ -171,7 +171,7 @@ def convertible_bond_realtime_day_kline(self, symbols: Any | None = None, *, raw
A pandas ``DataFrame`` by default, Python rows when
``as_dataframe=False``, or raw JSON when ``raw=True``.
"""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('convertible_bond_realtime_day_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
@@ -183,7 +183,7 @@ def convertible_bond_realtime_minute_kline(self, symbols: Any | None = None, *,
Documented endpoint: ``convertible_bond_realtime_minute_kline``.
Args:
- symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+ symbols: 1～20 个可转债代码的逗号分隔列表，如 ``113042.SH,123107.SZ``；也兼容 JSON 字符串数组格式；支持带交易所后缀和可推断市场的六码裸代码 (type: string; required: Y).
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.
@@ -193,7 +193,7 @@ def convertible_bond_realtime_minute_kline(self, symbols: Any | None = None, *,
A pandas ``DataFrame`` by default, Python rows when
``as_dataframe=False``, or raw JSON when ``raw=True``.
"""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('convertible_bond_realtime_minute_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
diff --git a/src/ftshare/apis/etf.py b/src/ftshare/apis/etf.py
index dd22c57..de3cfe8 100644
--- a/src/ftshare/apis/etf.py
+++ b/src/ftshare/apis/etf.py
@@ -7,7 +7,7 @@
from typing import Any
from ..endpoints import ENDPOINTS
-from ..params import symbols_to_json_string
+from ..params import symbols_to_csv_string
class EtfApiMixin:
@@ -330,20 +330,20 @@ def etf_minutes(self, symbol: Any | None = None, interval_value: Any | None = No
def etf_realtime_minute_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
"""ETF实时分钟K线."""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('etf_realtime_minute_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
def etf_realtime_day_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
"""ETF实时日K线."""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('etf_realtime_day_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
def etf_minutes_batch(self, symbols: 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ETF历史分钟行情."""
- params = {'symbols': symbols, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ params = {'symbols': symbols_to_csv_string(symbols), 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
params.update(kwargs)
return self._call_endpoint('etf_minutes_batch', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
@@ -429,7 +429,7 @@ def etf_announcements_download(
def etf_candlesticks_batch(self, symbols: Any | None = None, interval_unit: 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."""
- params = {'symbols': symbols, 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ params = {'symbols': symbols_to_csv_string(symbols), 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
params.update(kwargs)
return self._call_endpoint('etf_candlesticks_batch', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
diff --git a/src/ftshare/apis/futures.py b/src/ftshare/apis/futures.py
index e53a074..a059bb9 100644
--- a/src/ftshare/apis/futures.py
+++ b/src/ftshare/apis/futures.py
@@ -6,6 +6,7 @@
from typing import Any
from ..endpoints import ENDPOINTS
+from ..params import symbols_to_csv_string
class FuturesApiMixin:
@@ -317,7 +318,7 @@ def futures_minutes(
Args:
symbol: 单个期货合约代码，带交易所短后缀；与 ``symbols`` 二选一 (type: string; required: N).
- symbols: 1～20 个期货合约代码；支持重复参数、逗号分隔或列表；与 ``symbol`` 二选一 (type: string[]; required: N).
+ symbols: 1～20 个期货合约代码；使用逗号分隔，兼容重复参数；与 ``symbol`` 二选一 (type: string; required: N).
interval: 分钟周期，默认 ``1min`` (type: string; required: N).
start: 起始时间戳，单位毫秒；必填 (type: integer; required: Y).
end: 结束时间戳，单位毫秒；必填，不能单独传 (type: integer; required: Y).
@@ -333,7 +334,7 @@ def futures_minutes(
"""
request_params = {
'symbol': symbol,
- 'symbols': symbols,
+ 'symbols': symbols_to_csv_string(symbols),
'interval': interval,
'start': start,
'end': end,
@@ -418,7 +419,7 @@ def futures_kline_batch(
Documented endpoint: ``futures_kline_batch``.
Args:
- symbols: 1～20 个期货合约代码；支持重复参数、逗号分隔或列表 (type: string[]; required: Y).
+ symbols: 1～20 个期货合约代码；使用逗号分隔，兼容重复参数 (type: string; required: Y).
interval: K 线周期，默认 ``daily`` (type: string; required: N).
start: 起始时间戳，单位毫秒 (type: integer; required: N).
end: 结束时间戳，单位毫秒，不能单独传 (type: integer; required: N).
@@ -433,7 +434,7 @@ def futures_kline_batch(
``as_dataframe=False``, or raw JSON when ``raw=True``.
"""
request_params = {
- 'symbols': symbols,
+ 'symbols': symbols_to_csv_string(symbols),
'interval': interval,
'start': start,
'end': end,
@@ -464,7 +465,7 @@ def futures_minutes_realtime(
Documented endpoint: ``futures_minutes_realtime``.
Args:
- symbols: 期货合约代码列表，1～20 个 (type: array; required: Y).
+ symbols: 逗号分隔的期货合约代码列表，1～20 个 (type: string; required: Y).
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.
@@ -474,7 +475,7 @@ def futures_minutes_realtime(
A pandas ``DataFrame`` by default, Python rows when
``as_dataframe=False``, or raw JSON when ``raw=True``.
"""
- request_params = {'symbols': symbols}
+ request_params = {'symbols': symbols_to_csv_string(symbols)}
request_params.update(kwargs)
return self._call_endpoint(
'futures_minutes_realtime',
@@ -500,7 +501,7 @@ def futures_realtime_day_kline(
Documented endpoint: ``futures_realtime_day_kline``.
Args:
- symbols: 1～20 个期货合约代码；支持重复参数、逗号分隔或列表 (type: string[]; required: Y).
+ symbols: 1～20 个期货合约代码；使用逗号分隔，兼容重复参数 (type: string; required: Y).
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.
@@ -510,7 +511,7 @@ def futures_realtime_day_kline(
A pandas ``DataFrame`` by default, Python rows when
``as_dataframe=False``, or raw JSON when ``raw=True``.
"""
- request_params = {'symbols': symbols}
+ request_params = {'symbols': symbols_to_csv_string(symbols)}
request_params.update(kwargs)
return self._call_endpoint(
'futures_realtime_day_kline',
@@ -847,9 +848,3 @@ def member_position_ranking(self, exchange: Any | None = None, instrument_id: An
params = {'exchange': exchange, 'instrument_id': instrument_id, 'trade_date': trade_date, 'direction': direction}
params.update(kwargs)
return self.get_paginated(ENDPOINTS['member_position_ranking'].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, **params)
-
- def futures_minutes_batch(self, symbols: Any | None = None, interval: Any | None = None, start: Any | None = None, end: Any | None = None, limit: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
- """批量期货历史分钟行情."""
- params = {'symbols': symbols, 'interval': interval, 'start': start, 'end': end, 'limit': limit}
- params.update(kwargs)
- return self._call_endpoint('futures_minutes_batch', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
diff --git a/src/ftshare/apis/index.py b/src/ftshare/apis/index.py
index e505131..c8840f1 100644
--- a/src/ftshare/apis/index.py
+++ b/src/ftshare/apis/index.py
@@ -6,7 +6,7 @@
from typing import Any
from ..endpoints import ENDPOINTS
-from ..params import symbols_to_json_string
+from ..params import symbols_to_csv_string
class IndexApiMixin:
@@ -469,14 +469,14 @@ def index_minutes(self, symbol: Any | None = None, interval_value: Any | None =
def index_realtime_minute_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
"""指数实时分钟K线."""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('index_realtime_minute_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
def index_realtime_day_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
"""指数实时日K线."""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('index_realtime_day_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
@@ -488,12 +488,12 @@ def sw_index_history_minutes(self, index_code: Any | None = None, start_date: An
def index_minutes_batch(self, symbols: Any | None = None, interval_value: 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:
"""批量指数历史分钟行情."""
- params = {'symbols': symbols, 'interval_value': interval_value, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ params = {'symbols': symbols_to_csv_string(symbols), 'interval_value': interval_value, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
params.update(kwargs)
return self._call_endpoint('index_minutes_batch', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
def index_candlesticks_batch(self, symbols: Any | None = None, interval_unit: 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."""
- params = {'symbols': symbols, 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ params = {'symbols': symbols_to_csv_string(symbols), 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
params.update(kwargs)
return self._call_endpoint('index_candlesticks_batch', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
diff --git a/src/ftshare/apis/stock.py b/src/ftshare/apis/stock.py
index 5d1d079..bbfeba9 100644
--- a/src/ftshare/apis/stock.py
+++ b/src/ftshare/apis/stock.py
@@ -6,7 +6,7 @@
from typing import Any
from ..endpoints import ENDPOINTS
-from ..params import symbols_to_json_string
+from ..params import symbols_to_csv_string
def _present_params(params: dict[str, Any]) -> list[str]:
@@ -1554,7 +1554,7 @@ def eastmoney_stock_flow(
Args:
symbol: 股票代码，如 600522 (type: string; required: N).
- trade_date: 交易日 YYYYMMDD；与 start_date/end_date 互斥 (type: string; required: N).
+ trade_date: 交易日 YYYYMMDD；可与 start_date/end_date 按 AND 条件组合过滤 (type: string; required: N).
start_date: 区间起始日 YYYYMMDD；需与 end_date 同时提供 (type: string; required: N).
end_date: 区间结束日 YYYYMMDD；需与 start_date 同时提供 (type: string; required: N).
page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
@@ -2367,6 +2367,7 @@ def abnormal_trading_details(
limit=limit,
all_pages=all_pages,
max_pages=max_pages,
+ max_page_size=500,
raw=raw,
fields=fields,
as_dataframe=as_dataframe,
@@ -2415,6 +2416,7 @@ def abnormal_trading_overview(
limit=limit,
all_pages=all_pages,
max_pages=max_pages,
+ max_page_size=500,
raw=raw,
fields=fields,
as_dataframe=as_dataframe,
@@ -4735,14 +4737,14 @@ def ths_industry_constituents(self, industry_code: Any | None = None, industry_n
def stock_realtime_minute_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
"""股票实时分钟K线."""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('stock_realtime_minute_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
def stock_realtime_day_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
"""股票实时日K线."""
- params = {'symbols': symbols_to_json_string(symbols)}
+ params = {'symbols': symbols_to_csv_string(symbols)}
params.update(kwargs)
return self._call_endpoint('stock_realtime_day_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
@@ -4791,13 +4793,13 @@ def ths_all_board_kline(self, start_date: Any | None = None, end_date: Any | Non
def stock_candlesticks_batch(self, symbols: Any | None = None, interval_unit: 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:
"""批量股票K线."""
- params = {'symbols': symbols, 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ params = {'symbols': symbols_to_csv_string(symbols), 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
params.update(kwargs)
return self._call_endpoint('stock_candlesticks_batch', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
def stock_minutes_batch(self, symbols: 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:
"""批量股票历史分钟行情."""
- params = {'symbols': symbols, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+ params = {'symbols': symbols_to_csv_string(symbols), 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
params.update(kwargs)
return self._call_endpoint('stock_minutes_batch', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
diff --git a/src/ftshare/endpoints/futures.py b/src/ftshare/endpoints/futures.py
index 02d3437..a851964 100644
--- a/src/ftshare/endpoints/futures.py
+++ b/src/ftshare/endpoints/futures.py
@@ -146,12 +146,5 @@
'original_api': 'member_position_ranking',
'params': ('exchange', 'instrument_id', 'trade_date', 'direction', 'page', 'page_size'),
},
- 'futures_minutes_batch': {
- 'path': 'api/v2/market/data/futures_minutes/batch',
- 'title': '批量期货历史分钟行情',
- 'doc_file': '批量期货历史分钟行情.md',
- 'original_api': 'futures_minutes_batch',
- 'params': ('symbols', 'interval', 'start', 'end', 'limit'),
- },
})
diff --git a/src/ftshare/endpoints/stock.py b/src/ftshare/endpoints/stock.py
index e185bb9..0644bf4 100644
--- a/src/ftshare/endpoints/stock.py
+++ b/src/ftshare/endpoints/stock.py
@@ -12,6 +12,7 @@
'doc_file': '龙虎榜明细.md',
'original_api': 'abnormal_trading_details',
'params': ('date', 'page', 'page_size'),
+ 'max_page_size': 500,
},
'abnormal_trading_overview': {
'path': 'api/v1/market/data/abnormal-trading-overview',
@@ -19,6 +20,7 @@
'doc_file': '龙虎榜总览.md',
'original_api': 'abnormal_trading_overview',
'params': ('date', 'page', 'page_size'),
+ 'max_page_size': 500,
},
'auction_results': {
'path': 'api/v2/market/data/auction-results',
diff --git a/src/ftshare/params.py b/src/ftshare/params.py
index 49e64da..6473fdb 100644
--- a/src/ftshare/params.py
+++ b/src/ftshare/params.py
@@ -2,12 +2,11 @@
from __future__ import annotations
-import json
from typing import Any
-def symbols_to_json_string(symbols: Any) -> Any:
- """Serialize list/tuple/set symbols into the JSON string realtime kline endpoints require."""
+def symbols_to_csv_string(symbols: Any) -> Any:
+ """Serialize list/tuple/set symbols into the comma-separated string the realtime kline endpoints document."""
if isinstance(symbols, (list, tuple, set)):
- return json.dumps(list(symbols))
+ return ",".join(str(symbol) for symbol in symbols)
return symbols
diff --git a/tests/endpoint_cases.py b/tests/endpoint_cases.py
index cf14a3a..a07777c 100644
--- a/tests/endpoint_cases.py
+++ b/tests/endpoint_cases.py
@@ -254,7 +254,6 @@
"eastmoney_futures_strange": {"exchange": "DCE", "variety": "A", "contract": "A2609", "trade_date": "20260820"},
"member_build_process": {"exchange": "DCE", "member_name": "永安期货", "instrument_id": "A2609", "start_date": "20260818", "end_date": "20260820", "contract_multiplier": 10, "page": 1, "page_size": 5},
"member_position_ranking": {"exchange": "DCE", "instrument_id": "A2609", "trade_date": "20260820", "direction": "long", "page": 1, "page_size": 5},
- "futures_minutes_batch": {"symbols": "A2609.DCE", "interval": "1min", "start": 1784048400000, "end": 1784050200000, "limit": 5},
"hsi_daily_weight": {"trade_date": 20260820, "start_date": None, "end_date": None, "index_slug": "HSI", "stock_code": None, "page": 1, "page_size": 5},
"stk_ah_comparison": {"hk_code": "00700.HK", "ts_code": None, "trade_date": 20260820, "start_date": None, "end_date": None, "page": 1, "page_size": 5},
"sw_index_history_minutes": {"index_code": "801001", "start_date": "20260818", "end_date": "20260820", "page": 1, "page_size": 5},
@@ -306,7 +305,6 @@ def _millis(day: str, time: str = "00:00:00") -> int:
"futures_kline": {"symbol": "A2609.DCE", "interval": "daily", "start": _millis("2026-05-01"), "end": _millis("2026-07-17", "15:00:00"), "limit": 5},
"futures_kline_batch": {"symbols": "A2609.DCE", "interval": "daily", "start": _millis("2026-05-01"), "end": _millis("2026-07-17", "15:00:00"), "limit": 5},
"futures_minutes": {"symbol": "A2609.DCE", "symbols": None, "interval": "1min", "start": _millis("2026-07-17", "09:30:00"), "end": _millis("2026-07-17", "10:00:00"), "limit": 5},
- "futures_minutes_batch": {"symbols": "A2609.DCE", "interval": "1min", "start": _millis("2026-07-17", "09:30:00"), "end": _millis("2026-07-17", "10:00:00"), "limit": 5},
"futures_minutes_realtime": {"symbols": "A2609.DCE"},
"futures_realtime_day_kline": {"symbols": "A2609.DCE"},
"futures_nanhua_index_kline": {"code": "AG_NH", "trade_date": None, "start_date": None, "end_date": None, "page": 1, "page_size": 5},
diff --git a/tests/test_client.py b/tests/test_client.py
index 49966d3..0954637 100644
--- a/tests/test_client.py
+++ b/tests/test_client.py
@@ -350,7 +350,6 @@ def test_requested_endpoint_api_versions():
"eastmoney_futures_strange": "api/v1/market/data/eastmoney-futures-strange",
"member_build_process": "api/v2/market/data/member-build-process",
"member_position_ranking": "api/v2/market/data/member-position-ranking",
- "futures_minutes_batch": "api/v2/market/data/futures_minutes/batch",
"hsi_daily_weight": "api/v1/market/data/hk/hsi-daily-weight",
"stk_ah_comparison": "api/v1/market/data/hk/stk-ah-comparison",
"sw_index_history_minutes": "api/v1/market/data/sw-index/history-minutes",
@@ -382,12 +381,13 @@ def test_requested_endpoint_api_versions():
assert {name: ENDPOINTS[name].path for name in expected_paths} == expected_paths
-def test_new_batch_endpoints_forward_symbols_and_documented_parameters():
+def test_new_batch_endpoints_forward_symbols_as_comma_separated_string():
cases = [
(
"stock_candlesticks_batch",
+ ["600519.SH", "000001.SZ"],
+ "600519.SH,000001.SZ",
{
- "symbols": '["600519.SH"]',
"interval_unit": "day",
"adjust_kind": "forward",
"since_ts_millis": 1784048400000,
@@ -397,8 +397,9 @@ def test_new_batch_endpoints_forward_symbols_and_documented_parameters():
),
(
"etf_candlesticks_batch",
+ ["510300.SH", "159915.SZ"],
+ "510300.SH,159915.SZ",
{
- "symbols": '["510300.SH"]',
"interval_unit": "day",
"adjust_kind": "forward",
"since_ts_millis": 1784048400000,
@@ -408,8 +409,9 @@ def test_new_batch_endpoints_forward_symbols_and_documented_parameters():
),
(
"index_candlesticks_batch",
+ ["000300.SH", "000905.SH"],
+ "000300.SH,000905.SH",
{
- "symbols": '["000300.SH"]',
"interval_unit": "day",
"adjust_kind": "forward",
"since_ts_millis": 1784048400000,
@@ -419,8 +421,9 @@ def test_new_batch_endpoints_forward_symbols_and_documented_parameters():
),
(
"stock_minutes_batch",
+ ["600519.SH", "000001.SZ"],
+ "600519.SH,000001.SZ",
{
- "symbols": '["600519.SH"]',
"interval_value": 1,
"adjust_kind": "none",
"since_ts_millis": 1784048400000,
@@ -430,8 +433,9 @@ def test_new_batch_endpoints_forward_symbols_and_documented_parameters():
),
(
"etf_minutes_batch",
+ ["510300.SH", "159915.SZ"],
+ "510300.SH,159915.SZ",
{
- "symbols": '["510300.SH"]',
"interval_value": 1,
"adjust_kind": "none",
"since_ts_millis": 1784048400000,
@@ -441,8 +445,9 @@ def test_new_batch_endpoints_forward_symbols_and_documented_parameters():
),
(
"index_minutes_batch",
+ ["000300.SH", "000905.SH"],
+ "000300.SH,000905.SH",
{
- "symbols": '["000300.SH"]',
"interval_value": 1,
"since_ts_millis": 1784048400000,
"until_ts_millis": 1784050200000,
@@ -450,25 +455,28 @@ def test_new_batch_endpoints_forward_symbols_and_documented_parameters():
},
),
(
- "futures_minutes_batch",
- {
- "symbols": '["A2609.DCE"]',
- "interval": "1min",
- "start": 1784048400000,
- "end": 1784050200000,
- "limit": 5,
- },
+ "futures_minutes_realtime",
+ ["A2609.DCE", "CU2609.SHF"],
+ "A2609.DCE,CU2609.SHF",
+ {},
),
]
- for method_name, kwargs in cases:
+ for method_name, symbols, expected_symbols, kwargs in cases:
session = FakeSession([FakeResponse(payload=[])])
client = FtshareClient(session=session)
- getattr(client, method_name)(as_dataframe=False, **kwargs)
+ getattr(client, method_name)(symbols=symbols, as_dataframe=False, **kwargs)
assert session.calls[0]["url"] == "https://market.ft.tech/gateway/" + ENDPOINTS[method_name].path
- assert session.calls[0]["params"] == kwargs
+ assert session.calls[0]["params"] == {"symbols": expected_symbols, **kwargs}
+
+ session = FakeSession([FakeResponse(payload=[])])
+ client = FtshareClient(session=session)
+
+ client.stock_candlesticks_batch(symbols='["600519.SH"]', interval_unit="day", since_ts_millis=1784048400000, until_ts_millis=1784050200000, as_dataframe=False)
+
+ assert session.calls[0]["params"]["symbols"] == '["600519.SH"]'
def test_eastmoney_etf_flow_allows_page_size_up_to_1000():
@@ -764,7 +772,7 @@ def test_etf_share_and_net_value_reject_page_size_above_200():
client.etf_net_value(etf_code="510300", page_size=201)
-def test_realtime_kline_methods_serialize_symbols_list_to_json():
+def test_realtime_kline_methods_serialize_symbols_list_to_csv():
realtime_payload = {"code": 200, "message": "success", "data": [{"symbol": "600519.SH", "items": [], "total": 0}]}
methods = [
"stock_realtime_day_kline",
@@ -781,7 +789,7 @@ def test_realtime_kline_methods_serialize_symbols_list_to_json():
getattr(client, method_name)(symbols=["600519.SH", "000001.SZ"], as_dataframe=False)
- assert session.calls[0]["params"] == {"symbols": '["600519.SH", "000001.SZ"]'}
+ assert session.calls[0]["params"] == {"symbols": "600519.SH,000001.SZ"}
session = FakeSession([FakeResponse(payload=realtime_payload)])
client = FtshareClient(session=session)
@@ -791,6 +799,14 @@ def test_realtime_kline_methods_serialize_symbols_list_to_json():
assert session.calls[0]["params"] == {"symbols": '["600519.SH"]'}
+def test_abnormal_trading_methods_accept_documented_500_row_page_size():
+ client = FtshareClient(session=FakeSession([]))
+
+ for method_name in ("abnormal_trading_details", "abnormal_trading_overview"):
+ with pytest.raises(ValueError, match="page_size must be between 1 and 500"):
+ getattr(client, method_name)(page_size=501)
+
+
def test_futures_kline_batch_and_realtime_day_kline_forward_symbols_list():
session = FakeSession([FakeResponse(payload=[])])
client = FtshareClient(session=session)
@@ -806,7 +822,7 @@ def test_futures_kline_batch_and_realtime_day_kline_forward_symbols_list():
assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v2/market/data/futures/kline/batch"
assert session.calls[0]["params"] == {
- "symbols": ["A2611.DCE", "M2611.DCE"],
+ "symbols": "A2611.DCE,M2611.DCE",
"interval": "daily",
"start": 1790784000000,
"end": 1791647999000,
@@ -819,7 +835,7 @@ def test_futures_kline_batch_and_realtime_day_kline_forward_symbols_list():
client.futures_realtime_day_kline(symbols=["A2611.DCE", "CU2611.SHF"], as_dataframe=False)
assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v4/market/data/futures-realtime-day-kline"
- assert session.calls[0]["params"] == {"symbols": ["A2611.DCE", "CU2611.SHF"]}
+ assert session.calls[0]["params"] == {"symbols": "A2611.DCE,CU2611.SHF"}
def test_futures_minutes_forwards_symbols_for_batch_queries():
@@ -837,7 +853,7 @@ def test_futures_minutes_forwards_symbols_for_batch_queries():
assert session.calls[0]["url"] == "https://market.ft.tech/gateway/api/v2/market/data/futures_minutes"
assert session.calls[0]["params"] == {
- "symbols": ["A2611.DCE", "CU2611.SHF"],
+ "symbols": "A2611.DCE,CU2611.SHF",
"interval": "5min",
"start": 1791475200000,
"end": 1791647999000,
@@ -1336,7 +1352,7 @@ def test_convertible_bond_kline_family_forwards_documented_parameters():
"convertible_bond_candlesticks_batch",
"api/v2/market/data/convertible-bond-candlesticks/batch",
kline,
- {"symbols": ["113042.SH", "123107.SZ"], "interval_unit": "Day", "since_ts_millis": 1786291200000, "until_ts_millis": 1786377599999, "limit": 1},
+ {"symbols": "113042.SH,123107.SZ", "interval_unit": "Day", "since_ts_millis": 1786291200000, "until_ts_millis": 1786377599999, "limit": 1},
),
(
"convertible_bond_minute_candlesticks",
@@ -1366,7 +1382,7 @@ def test_convertible_bond_kline_family_forwards_documented_parameters():
)
assert session.calls[0]["params"] == {
- "symbols": ["113042.SH", "123107.SZ"],
+ "symbols": "113042.SH,123107.SZ",
"since_ts_millis": 1786291200000,
"until_ts_millis": 1786377599999,
}
@@ -1377,7 +1393,7 @@ def test_convertible_bond_kline_family_forwards_documented_parameters():
getattr(client, method_name)(symbols=["113042.SH", "123107.SZ"], as_dataframe=False)
- assert session.calls[0]["params"] == {"symbols": '["113042.SH", "123107.SZ"]'}
+ assert session.calls[0]["params"] == {"symbols": "113042.SH,123107.SZ"}
def test_stock_intraday_forwards_range_days_and_ts_ms():
diff --git a/tests/test_integration_market.py b/tests/test_integration_market.py
index 2945fbd..17d022a 100644
--- a/tests/test_integration_market.py
+++ b/tests/test_integration_market.py
@@ -20,7 +20,6 @@
# server moves.
KNOWN_SERVER_ISSUES: dict[str, str] = {
"ashare_news_sentiment_factors": "HTTP 502 下游服务请求失败 for every parameter combination",
- "futures_minutes_batch": "HTTP 404 请求的资源不存在 — route absent on the test server",
}