# Miniqmt Skills

> Comprehensive XtQuant (MiniQMT) quant trading skill for Python, covering xtdata行情接口、xttrader交易接口、常量与数据结构、故障排查和实战模板. Use when implementing or debugging A股量化策略 involving historical download, realtime quote subscription, account/order/trade/position queries, order placement/cancellation, callback handling, or MiniQMT path/session/port issues.

- Skill: `zxzvsdcj/miniqmt-skills` (Agent Skill, multi-file: 3 files)
- Install (CLI): `npx skillmds@latest add zxzvsdcj/miniqmt-skills`
- Raw SKILL.md: https://api.skillmd.com/api/skills/zxzvsdcj/miniqmt-skills/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: zxzvsdcj (https://skillmd.com/u/zxzvsdcj)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/zxzvsdcj/miniqmt-skills

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# MiniQMT / XtQuant Skill

Use this skill to deliver executable, risk-aware XtQuant solutions quickly.

## Workflow

1. Verify runtime prerequisites.
2. Load only the reference file needed for the current subtask.
3. Build the smallest runnable script first, then extend.
4. Add callback-safe logic (non-blocking, recoverable).
5. Validate with a simulated account before live trading.

## Runtime Prerequisites

- Start MiniQMT client before running Python code.
- Use 64-bit Python `3.6` to `3.12`.
- Point `path` to the correct user directory:
  - Broker client: `...\\userdata_mini`
  - Research client: `...\\userdata`
- Use a unique `session_id` per strategy process.
- Keep reconnect interval > 3 seconds for the same `session_id`.

## Reference Map

- `references/getting_started.md`: environment, startup sequence, minimal bootstrap.
- `references/api.md`: full API index (quick lookup).
- `references/xtdata_api.md`: market data APIs and return shapes.
- `references/xttrader_api.md`: trading APIs, callbacks, account/query flow.
- `references/data_structures.md`: tick/kline fields, financial fields, trade objects, constants.
- `references/examples.md`: end-to-end strategy templates.
- `references/troubleshooting.md`: common errors and operational guardrails.
- `references/index.md`: navigation and search shortcuts.

## Implementation Guardrails

- Download required history (`download_*`) before reading local historical series.
- Use `get_market_data_ex` as the default read API.
- Keep callback handlers fast; move heavy logic to queues/workers.
- Stock order volume should follow lot rules (typically multiples of 100).
- `order_remark` in MiniQMT has length limits; avoid long Chinese text.
- Do not hardcode account IDs, tokens, or live credentials in source files.

## Minimal Bootstraps

### xtdata quick check

```python
from xtquant import xtdata

xtdata.download_history_data("000001.SZ", period="1d", incrementally=True)
data = xtdata.get_market_data_ex(["close"], ["000001.SZ"], period="1d", count=5)
print(data["close"])
```

### xttrader quick check

```python
import time
from xtquant.xttrader import XtQuantTrader
from xtquant.xttype import StockAccount

path = r"D:\\迅投极速交易终端 睿智融科版\\userdata_mini"
session_id = int(time.time())
trader = XtQuantTrader(path, session_id)
account = StockAccount("YOUR_ACCOUNT", "STOCK")

trader.start()
print("connect:", trader.connect())
print("subscribe:", trader.subscribe(account))
```