From fc7e0799c819007c30aa4556bdbadae3a3a4e1f9 Mon Sep 17 00:00:00 2001
From: zzk <zhongkai.zhu@gmail.com>
Date: Mon, 16 Mar 2026 18:18:31 +0800
Subject: [PATCH 1/6] Removed auth for local backtest

---
 tqsdk/api.py  | 32 +++++++++++++++-------------
 tqsdk/auth.py | 59 +++++++++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 76 insertions(+), 15 deletions(-)

diff --git a/tqsdk/api.py b/tqsdk/api.py
index 1785beb1..51021eb9 100644
--- a/tqsdk/api.py
+++ b/tqsdk/api.py
@@ -224,7 +224,8 @@ def __init__(self, account: Optional[Union[TqMultiAccount, UnionTradeable]] = No
             user_name, pwd = auth[:comma_index], auth[comma_index + 1:]
             self._auth = TqAuth(user_name, pwd)
         else:
-            self._auth = None
+            from tqsdk.auth import TqAuthDummy
+            self._auth = TqAuthDummy()
         self._account = TqSim() if account is None else account
         self._backtest = backtest
         self._stock = False if isinstance(self._backtest, TqReplay) else _stock
@@ -3405,21 +3406,22 @@ def _setup_connection(self):
                            py_version=platform.python_version(), py_arch=platform.architecture()[0],
                            cmd=sys.argv, mem_total=mem.total, mem_free=mem.free)
         if self._auth is None:
-            raise Exception("请输入 auth （快期账户）参数，快期账户是使用 tqsdk 的前提，如果没有请点击注册，注册地址：https://account.shinnytech.com/。")
-        else:
-            self._auth.init(mode="bt" if isinstance(self._backtest, TqBacktest) else "real")
-            self._auth.login()  # tqwebhelper 有可能会设置 self._auth
+            from tqsdk.auth import TqAuthDummy
+            self._auth = TqAuthDummy()
+
+        self._auth.init(mode="bt" if isinstance(self._backtest, TqBacktest) else "real")
+        self._auth.login()  # tqwebhelper 有可能会设置 self._auth
             
-            # tqsdk 内部捕获异常如果需要打印日志，则需要自定义异常
-            # 对于第三方代码产生的异常需要逐个捕获，可以参考 connect.py TqConnect._run 函数中对于各类异常的捕获
-            # 这里只是打印账户过期日期来提醒用户，不关心是否成功，也不记录日志，所以直接 pass
-            # 单独捕获 self._auth.expire_datetime 是为了语义清晰，表明异常的来源
-            try:
-                self._auth.expire_datetime
-            except Exception:
-                pass
-            if self._auth._expire_days_left is not None and self._auth._product_type is not None and self._auth._expire_days_left < 30:
-                self._print(f"TqSdk {self._auth._product_type} 版剩余 {self._auth._expire_days_left} 天到期，如需续费或升级请访问 https://account.shinnytech.com/ 或联系相关工作人员。")
+        # tqsdk 内部捕获异常如果需要打印日志，则需要自定义异常
+        # 对于第三方代码产生的异常需要逐个捕获，可以参考 connect.py TqConnect._run 函数中对于各类异常的捕获
+        # 这里只是打印账户过期日期来提醒用户，不关心是否成功，也不记录日志，所以直接 pass
+        # 单独捕获 self._auth.expire_datetime 是为了语义清晰，表明异常的来源
+        try:
+            self._auth.expire_datetime
+        except Exception:
+            pass
+        if self._auth._expire_days_left is not None and self._auth._product_type is not None and self._auth._expire_days_left < 30:
+            self._print(f"TqSdk {self._auth._product_type} 版剩余 {self._auth._expire_days_left} 天到期，如需续费或升级请访问 https://account.shinnytech.com/ 或联系相关工作人员。")
 
         # 在快期账户登录之后，对于账户的基本信息校验及更新
         for acc in self._account._account_list:
diff --git a/tqsdk/auth.py b/tqsdk/auth.py
index 0c04099b..e3b2de62 100644
--- a/tqsdk/auth.py
+++ b/tqsdk/auth.py
@@ -212,3 +212,62 @@ def _has_td_grants(self, symbol):
         if symbol.split('.', 1)[0] in (FUTURE_EXCHANGES + KQ_EXCHANGES) and self._has_feature("futr"):
             return True
         raise Exception(f"您的账户不支持交易 {symbol}，需要购买后才能使用。升级网址：https://www.shinnytech.com/tqsdk-buy/")
+
+
+class TqAuthDummy(object):
+    """无认证桩类，授予所有权限，不做任何网络调用。"""
+
+    def __init__(self):
+        self._user_name = "local_user"
+        self._password = ""
+        self._access_token = ""
+        self._refresh_token = ""
+        self._auth_id = ""
+        self._mode = "real"
+        self._grants = {"features": [], "accounts": []}
+        self._expire_datetime = None
+        self._expire_days_left = None
+        self._product_type = None
+        self._logger = ShinnyLoggerAdapter(
+            logging.getLogger("TqApi.TqAuth"),
+            headers=self._base_headers,
+            grants=self._grants,
+        )
+
+    @property
+    def _base_headers(self):
+        return {
+            "User-Agent": "tqsdk-python %s" % __version__,
+            "Accept": "application/json",
+        }
+
+    @property
+    def expire_datetime(self):
+        return datetime.datetime(2099, 12, 31, 23, 59, 59, tzinfo=_cst_tz)
+
+    def init(self, mode="real"):
+        self._mode = mode
+
+    def login(self):
+        pass
+
+    def _has_feature(self, feature):
+        return True
+
+    def _has_account(self, account):
+        return True
+
+    def _has_md_grants(self, symbol):
+        return True
+
+    def _has_td_grants(self, symbol):
+        return True
+
+    def _add_account(self, account_id):
+        return True
+
+    def _get_td_url(self, broker_id, account_id):
+        raise Exception("无认证模式不支持 OTG 实盘交易，请提供 TqAuth 参数。")
+
+    def _get_md_url(self, stock, backtest):
+        raise Exception("无认证模式无法自动发现行情服务器，请通过 url 参数或 TQ_MD_URL 环境变量指定。")

From 00edea43669ba73478e7cb0163aa0c52912953bd Mon Sep 17 00:00:00 2001
From: snowbro3 <iexue2010@126.com>
Date: Thu, 19 Mar 2026 10:06:02 +0800
Subject: [PATCH 2/6] set main ins to usual

---
 tqsdk/backtest/backtest.py | 24 +++++-------------------
 1 file changed, 5 insertions(+), 19 deletions(-)

diff --git a/tqsdk/backtest/backtest.py b/tqsdk/backtest/backtest.py
index 8007be5d..8be268a8 100644
--- a/tqsdk/backtest/backtest.py
+++ b/tqsdk/backtest/backtest.py
@@ -9,7 +9,7 @@
 from datetime import date, datetime
 from typing import Union, Any, List, Dict
 
-from tqsdk.backtest.utils import TqBacktestContinuous, TqBacktestDividend
+from tqsdk.backtest.utils import TqBacktestDividend
 from tqsdk.channel import TqChan
 from tqsdk.datetime import _get_trading_day_start_time, _get_trading_day_end_time, _get_trading_day_from_timestamp, \
     _timestamp_nano_to_str, _convert_user_input_to_nano
@@ -87,16 +87,12 @@ def __init__(self, start_dt: Union[date, datetime], end_dt: Union[date, datetime
     async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_chan):
         """回测task"""
         self._api = api
-        # 下载历史主连合约信息
-        start_trading_day = _get_trading_day_from_timestamp(self._start_dt)  # 回测开始交易日
-        end_trading_day = _get_trading_day_from_timestamp(self._end_dt)  # 回测结束交易日
-        self._continuous_table = TqBacktestContinuous(start_dt=start_trading_day,
-                                                      end_dt=end_trading_day,
-                                                      headers=self._api._base_headers)
+        start_trading_day = _get_trading_day_from_timestamp(self._start_dt)
+        end_trading_day = _get_trading_day_from_timestamp(self._end_dt)
         self._stock_dividend = TqBacktestDividend(start_dt=start_trading_day,
                                                   end_dt=end_trading_day,
                                                   headers=self._api._base_headers)
-        self._logger = api._logger.getChild("TqBacktest")  # 调试信息输出
+        self._logger = api._logger.getChild("TqBacktest")
         self._sim_send_chan = sim_send_chan
         self._sim_recv_chan = sim_recv_chan
         self._md_send_chan = md_send_chan
@@ -229,8 +225,6 @@ def _update_valid_quotes(self, quotes):
         invalid_keys.union({'open', 'close', 'settlement', 'lowest', 'lower_limit', 'upper_limit', 'pre_open_interest', 'pre_settlement', 'pre_close', 'expired'})
         for symbol, quote in quotes.items():
             [quote.pop(k, None) for k in invalid_keys]
-            if symbol.startswith("KQ.m"):
-                quote.pop("underlying_symbol", None)
             if quote.get('expire_datetime'):
                 # 先删除所有的 quote 的 expired 字段，只在有 expire_datetime 字段时才会添加 expired 字段
                 quote['expired'] = quote.get('expire_datetime') * 1000000000 <= self._trading_day_start
@@ -278,11 +272,6 @@ async def _send_snapshot(self):
                     "option_class": quote.get("option_class", ""),
                     "product_id": quote.get("product_id", ""),
                 }
-        # 修改历史主连合约信息
-        cont_quotes = self._continuous_table._get_history_cont_quotes(self._trading_day)
-        for k, v in cont_quotes.items():
-            quotes.setdefault(k, {})  # 实际上，初始行情截面中只有下市合约，没有主连
-            quotes[k].update(v)
         self._diffs.append({
             "quotes": quotes,
             "ins_list": "",
@@ -298,16 +287,13 @@ async def _send_diff(self):
                 # 发送数据集中添加 backtest 字段，开始时间、结束时间、当前时间，表示当前行情推进是由 backtest 推进
                 self._diffs.append({"_tqsdk_backtest": self._get_backtest_time()})
 
-                # 切换交易日，将历史的主连合约信息添加的 diffs
+                # 切换交易日
                 if self._current_dt > self._trading_day_end:
                     # 使用交易日结束时间，每个交易日切换只需要计算一次交易日结束时间
                     # 相比发送 diffs 前每次都用 _current_dt 计算当前交易日，计算次数更少
                     self._trading_day = _get_trading_day_from_timestamp(self._current_dt)
                     self._trading_day_start = _get_trading_day_start_time(self._trading_day)
                     self._trading_day_end = _get_trading_day_end_time(self._trading_day)
-                    self._diffs.append({
-                        "quotes": self._continuous_table._get_history_cont_quotes(self._trading_day)
-                    })
                     self._diffs.append({
                         "quotes": self._stock_dividend._get_dividend(self._data.get('quotes'), self._trading_day)
                     })

From 9de893e8de2f676d23b72d35c97e1fef5ea43f1e Mon Sep 17 00:00:00 2001
From: snowbro3 <iexue2010@126.com>
Date: Thu, 19 Mar 2026 16:00:16 +0800
Subject: [PATCH 3/6] dd

---
 tqsdk/datetime.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/tqsdk/datetime.py b/tqsdk/datetime.py
index 5234baef..811ce295 100644
--- a/tqsdk/datetime.py
+++ b/tqsdk/datetime.py
@@ -125,6 +125,9 @@ def _get_period_timestamp(real_date_timestamp, period_str):
 def _is_in_trading_time(quote, current_datetime, local_time_record):
     """ 判断是否在可交易时间段内，需在quote已收到行情后调用本函数"""
     # 只在需要用到可交易时间段时(即本函数中)才调用_get_trading_timestamp()
+    time_part = current_datetime.split(' ')[1] if ' ' in current_datetime else ''
+    if time_part in ('18:00:00.000000', '17:59:59.999999'):
+        return True
     trading_timestamp = _get_trading_timestamp(quote, current_datetime)
     now_ns_timestamp = _get_trade_timestamp(current_datetime, local_time_record)  # 当前预估交易所纳秒时间戳
     # 判断当前交易所时间（估计值）是否在交易时间段内

From 7a0d7aa6f6d85d084de1e1439616742c323acf45 Mon Sep 17 00:00:00 2001
From: snowbro3 <iexue2010@126.com>
Date: Thu, 19 Mar 2026 18:01:34 +0800
Subject: [PATCH 4/6] dd

---
 tqsdk/backtest.py          | 4 +++-
 tqsdk/backtest/backtest.py | 4 +++-
 2 files changed, 6 insertions(+), 2 deletions(-)

diff --git a/tqsdk/backtest.py b/tqsdk/backtest.py
index f8ec5b88..ecaa6822 100644
--- a/tqsdk/backtest.py
+++ b/tqsdk/backtest.py
@@ -445,7 +445,9 @@ async def _ensure_quote(self, ins):
                 quote["_listener"].add(update_chan)
                 while math.isnan(quote.get("price_tick")):
                     await update_chan.recv()
-        if ins not in self._quotes or self._quotes[ins]["min_duration"] > 60000000000:
+        # if ins not in self._quotes or self._quotes[ins]["min_duration"] > 60000000000:
+        #     await self._ensure_serial(ins, 60000000000)
+        if ins not in self._quotes:
             await self._ensure_serial(ins, 60000000000)
 
     async def _fetch_serial(self, key):
diff --git a/tqsdk/backtest/backtest.py b/tqsdk/backtest/backtest.py
index 8be268a8..5d42f1ea 100644
--- a/tqsdk/backtest/backtest.py
+++ b/tqsdk/backtest/backtest.py
@@ -453,7 +453,9 @@ async def _ensure_symbols(self, symbols):
                 await update_chan.recv()
 
     async def _ensure_quote(self, symbol):
-        if symbol not in self._quotes or self._quotes[symbol]["min_duration"] > 60000000000:
+        # if symbol not in self._quotes or self._quotes[symbol]["min_duration"] > 60000000000:
+        #     await self._ensure_serial(symbol, 60000000000)
+        if symbol not in self._quotes:
             await self._ensure_serial(symbol, 60000000000)
 
     async def _fetch_serial(self, key):

From 8aecc8a8d0370d2cdb97f286a0b05a48de4d1fc1 Mon Sep 17 00:00:00 2001
From: zzk <zhongkai.zhu@gmail.com>
Date: Fri, 20 Mar 2026 15:53:19 +0800
Subject: [PATCH 5/6] Performance optimization

---
 tqsdk/api.py               | 22 +++++++--------
 tqsdk/backtest.py          | 16 +++++------
 tqsdk/backtest/backtest.py | 16 +++++------
 tqsdk/diff.py              | 10 +++----
 tqsdk/entity.py            | 57 +++++++++++++++++++++++++++++++-------
 tqsdk/objs.py              | 46 ++++++++++++++++++++++++------
 tqsdk/trading_status.py    |  4 +--
 7 files changed, 119 insertions(+), 52 deletions(-)

diff --git a/tqsdk/api.py b/tqsdk/api.py
index 51021eb9..a1bcd8f0 100644
--- a/tqsdk/api.py
+++ b/tqsdk/api.py
@@ -2057,7 +2057,7 @@ def _is_obj_changing(self, obj: Any, diffs: List[Dict[str, Any]], key: List[str]
                 if id(obj) in self._serials:
                     paths = []
                     for root in self._serials[id(obj)]["root"]:
-                        paths.append(root["_path"])
+                        paths.append(root._path)
                 elif len(obj) == 0:
                     return False
                 else:  # 处理传入的为一个 copy 出的 DataFrame (与原 DataFrame 数据相同的另一个object)
@@ -2088,7 +2088,7 @@ def _is_obj_changing(self, obj: Any, diffs: List[Dict[str, Any]], key: List[str]
                     paths.append(["ticks", obj["symbol"], "data", str(int(obj["id"]))])
 
             else:
-                paths = [obj["_path"]]
+                paths = [obj._path]
         except (KeyError, IndexError):
             return False
         for diff in diffs:
@@ -3629,12 +3629,12 @@ def _init_serial(self, root_list, width, default, adj_type):
         temp_df = pd.DataFrame()
         temp_df._mgr = bm
         serial["df"] = TqDataFrame(self, temp_df, copy=False)
-        serial["df"]["symbol"] = root_list[0]["_path"][1]
+        serial["df"]["symbol"] = root_list[0]._path[1]
         for i in range(1, len(root_list)):
-            serial["df"]["symbol" + str(i)] = root_list[i]["_path"][1]
+            serial["df"]["symbol" + str(i)] = root_list[i]._path[1]
 
-        serial["df"]["duration"] = 0 if root_list[0]["_path"][0] == "ticks" else int(
-            root_list[0]["_path"][-1]) // 1000000000
+        serial["df"]["duration"] = 0 if root_list[0]._path[0] == "ticks" else int(
+            root_list[0]._path[-1]) // 1000000000
         return serial
 
     def _update_serial_single(self, serial):
@@ -3842,8 +3842,8 @@ def _process_serial_extra_array(self, serial):
         serial["all_attr"] = set(serial["df"].columns.values)
         if serial["update_row"] == serial["width"]:
             return
-        symbol = serial["root"][0]["_path"][1]  # 主合约的symbol，标志绘图的主合约
-        duration = 0 if serial["root"][0]["_path"][0] == "ticks" else int(serial["root"][0]["_path"][-1])
+        symbol = serial["root"][0]._path[1]  # 主合约的symbol，标志绘图的主合约
+        duration = 0 if serial["root"][0]._path[0] == "ticks" else int(serial["root"][0]._path[-1])
         cols = list(serial["extra_array"].keys())
         # 归并数据序列
         while len(cols) != 0:
@@ -4033,8 +4033,8 @@ def _gen_security_prototype(self):
 
     @staticmethod
     def _deep_copy_dict(source, dest):
-        for key, value in source.__dict__.items():
-            if isinstance(value, Entity):
+        for key, value in source._data.items():
+            if hasattr(value, '_data'):
                 dest[key] = {}
                 TqApi._deep_copy_dict(value, dest[key])
             else:
@@ -4216,7 +4216,7 @@ def draw_report(self, report_datas):
 
     def _send_chart_data(self, base_kserial_frame, serial_id, serial_data):
         s = self._serials[id(base_kserial_frame)]
-        p = s["root"][0]["_path"]
+        p = s["root"][0]._path
         symbol = p[-2]
         dur_nano = int(p[-1])
         pack = {
diff --git a/tqsdk/backtest.py b/tqsdk/backtest.py
index ecaa6822..09891978 100644
--- a/tqsdk/backtest.py
+++ b/tqsdk/backtest.py
@@ -232,7 +232,7 @@ def _update_valid_quotes(self, quotes):
     async def _send_snapshot(self):
         """发送初始合约信息"""
         async with TqChan(self._api, last_only=True) as update_chan:  # 等待与行情服务器连接成功
-            self._data["_listener"].add(update_chan)
+            self._data._listener.add(update_chan)
             while self._data.get("mdhis_more_data", True):
                 await update_chan.recv()
         # 发送初始行情(合约信息截面)时
@@ -431,7 +431,7 @@ async def _ensure_query(self, pack):
         if query_pack.items() <= self._data.get("symbols", {}).get(pack["query_id"], {}).items():
             return
         async with TqChan(self._api, last_only=True) as update_chan:
-            self._data["_listener"].add(update_chan)
+            self._data._listener.add(update_chan)
             while not query_pack.items() <= self._data.get("symbols", {}).get(pack["query_id"], {}).items():
                 await update_chan.recv()
 
@@ -442,7 +442,7 @@ async def _ensure_quote(self, ins):
             query_pack = _query_for_quote(ins)
             await self._md_send_chan.send(query_pack)
             async with TqChan(self._api, last_only=True) as update_chan:
-                quote["_listener"].add(update_chan)
+                quote._listener.add(update_chan)
                 while math.isnan(quote.get("price_tick")):
                     await update_chan.recv()
         # if ins not in self._quotes or self._quotes[ins]["min_duration"] > 60000000000:
@@ -483,9 +483,9 @@ async def _gen_serial(self, ins, dur):
             serials = [_get_obj(self._data, ["klines", s, str(dur)]) for s in symbol_list]
         async with TqChan(self._api, last_only=True) as update_chan:
             for serial in serials:
-                serial["_listener"].add(update_chan)
-            chart_a["_listener"].add(update_chan)
-            chart_b["_listener"].add(update_chan)
+                serial._listener.add(update_chan)
+            chart_a._listener.add(update_chan)
+            chart_b._listener.add(update_chan)
             await self._md_send_chan.send(chart_info.copy())
             try:
                 async for _ in update_chan:
@@ -501,10 +501,10 @@ async def _gen_serial(self, ins, dur):
                     if last_id == -1:
                         continue  # 数据序列还没收到
                     if self._data.get("mdhis_more_data", True):
-                        self._data["_listener"].add(update_chan)
+                        self._data._listener.add(update_chan)
                         continue
                     else:
-                        self._data["_listener"].discard(update_chan)
+                        self._data._listener.discard(update_chan)
                     if current_id is None:
                         current_id = max(left_id, 0)
                     # 发送下一段 chart 8964 根 kline
diff --git a/tqsdk/backtest/backtest.py b/tqsdk/backtest/backtest.py
index 5d42f1ea..43f5a10a 100644
--- a/tqsdk/backtest/backtest.py
+++ b/tqsdk/backtest/backtest.py
@@ -233,7 +233,7 @@ def _update_valid_quotes(self, quotes):
     async def _send_snapshot(self):
         """发送初始合约信息"""
         async with TqChan(self._api, last_only=True) as update_chan:  # 等待与行情服务器连接成功
-            self._data["_listener"].add(update_chan)
+            self._data._listener.add(update_chan)
             while self._data.get("mdhis_more_data", True):
                 await update_chan.recv()
         # 发送初始行情(合约信息截面)时
@@ -434,7 +434,7 @@ async def _ensure_query(self, pack):
         if query_pack.items() <= self._data.get("symbols", {}).get(pack["query_id"], {}).items():
             return
         async with TqChan(self._api, last_only=True) as update_chan:
-            self._data["_listener"].add(update_chan)
+            self._data._listener.add(update_chan)
             while not query_pack.items() <= self._data.get("symbols", {}).get(pack["query_id"], {}).items():
                 await update_chan.recv()
 
@@ -448,7 +448,7 @@ async def _ensure_symbols(self, symbols):
             await self._md_send_chan.send(query_pack)
         async with TqChan(self._api, last_only=True) as update_chan:
             for q in quotes:
-                q["_listener"].add(update_chan)
+                q._listener.add(update_chan)
             while any([math.isnan(q.get("price_tick")) for q in quotes]):
                 await update_chan.recv()
 
@@ -491,9 +491,9 @@ async def _gen_serial(self, ins, dur):
             serials = [_get_obj(self._data, ["klines", s, str(dur)]) for s in symbol_list]
         async with TqChan(self._api, last_only=True) as update_chan:
             for serial in serials:
-                serial["_listener"].add(update_chan)
-            chart_a["_listener"].add(update_chan)
-            chart_b["_listener"].add(update_chan)
+                serial._listener.add(update_chan)
+            chart_a._listener.add(update_chan)
+            chart_b._listener.add(update_chan)
             await self._md_send_chan.send(chart_info.copy())
             try:
                 async for _ in update_chan:
@@ -520,10 +520,10 @@ async def _gen_serial(self, ins, dur):
                         yield self._current_dt, diff, None, "OPEN"
                         return
                     if self._data.get("mdhis_more_data", True):
-                        self._data["_listener"].add(update_chan)
+                        self._data._listener.add(update_chan)
                         continue
                     else:
-                        self._data["_listener"].discard(update_chan)
+                        self._data._listener.discard(update_chan)
                     left_id = chart.get("left_id", -1)
                     right_id = chart.get("right_id", -1)
                     if current_id is None:
diff --git a/tqsdk/diff.py b/tqsdk/diff.py
index 5dd89adc..28172009 100644
--- a/tqsdk/diff.py
+++ b/tqsdk/diff.py
@@ -29,7 +29,7 @@ def _merge_diff(result, diff, prototype, persist, reduce_diff=False, notify_upda
             else:
                 if notify_update_diff:
                     dv = result.pop(key, None)
-                    _notify_update(dv, True, _gen_diff_obj(None, result["_path"] + [key]))
+                    _notify_update(dv, True, _gen_diff_obj(None, result._path + [key]))
                 else:
                     dv = result.pop(key, None)
                     _notify_update(dv, True, True)
@@ -65,7 +65,7 @@ def _merge_diff(result, diff, prototype, persist, reduce_diff=False, notify_upda
             # 这里发的数据目前是不需要 copy (浅拷贝会有坑，深拷贝的话性能不知道有多大影响)
             # 因为这里现在会用到发送这个 diff 的只有 quote 对象，只有 sim 会收到使用，sim 收到之后是不会修改这个 diff
             # 所以这里就约定接收方不能改 diff 中的值
-            diff_obj = _gen_diff_obj(diff, result["_path"])
+            diff_obj = _gen_diff_obj(diff, result._path)
         _notify_update(result, False, diff_obj)
 
 
@@ -79,7 +79,7 @@ def _gen_diff_obj(diff, path):
 
 def _notify_update(target, recursive, content):
     """同步通知业务数据更新"""
-    if isinstance(target, dict) or isinstance(target, Entity):
+    if type(target) is dict or hasattr(target, '_data'):
         for q in getattr(target, "_listener", {}):
             q.send_nowait(content)
         if recursive:
@@ -96,7 +96,7 @@ def _get_obj(root, path, default=None):
                 dv = Entity()
             else:
                 dv = copy.copy(default)
-            dv._instance_entity(d["_path"] + [path[i]])
+            dv._instance_entity(d._path + [path[i]])
             d[path[i]] = dv
         d = d[path[i]]
     return d
@@ -106,7 +106,7 @@ def _register_update_chan(objs, chan):
     if not isinstance(objs, list):
         objs = [objs]
     for o in objs:
-        o["_listener"].add(chan)
+        o._listener.add(chan)
     return chan
 
 
diff --git a/tqsdk/entity.py b/tqsdk/entity.py
index 317470ea..eec8f18f 100644
--- a/tqsdk/entity.py
+++ b/tqsdk/entity.py
@@ -8,31 +8,68 @@
 
 
 class Entity(MutableMapping):
+    def __new__(cls, *args, **kwargs):
+        instance = super().__new__(cls)
+        object.__setattr__(instance, '_data', {})
+        return instance
+
     def _instance_entity(self, path):
-        self._path = path
-        self._listener = weakref.WeakSet()
+        object.__setattr__(self, '_path', path)
+        object.__setattr__(self, '_listener', weakref.WeakSet())
+
+    def __setattr__(self, key, value):
+        if key.startswith('_'):
+            object.__setattr__(self, key, value)
+        else:
+            self._data[key] = value
+
+    def __getattr__(self, key):
+        try:
+            return self._data[key]
+        except KeyError:
+            raise AttributeError(key)
+
+    def __delattr__(self, key):
+        if key.startswith('_'):
+            object.__delattr__(self, key)
+        else:
+            try:
+                del self._data[key]
+            except KeyError:
+                raise AttributeError(key)
 
     def __setitem__(self, key, value):
-        return self.__dict__.__setitem__(key, value)
+        self._data[key] = value
 
     def __delitem__(self, key):
-        return self.__dict__.__delitem__(key)
+        del self._data[key]
 
     def __getitem__(self, key):
-        return self.__dict__.__getitem__(key)
+        return self._data[key]
 
     def __iter__(self):
-        return iter({k: v for k, v in self.__dict__.items() if not k.startswith("_")})
+        return iter(self._data)
 
     def __len__(self):
-        return len({k: v for k, v in self.__dict__.items() if not k.startswith("_")})
+        return len(self._data)
 
     def __str__(self):
-        return str({k: v for k, v in self.__dict__.items() if not k.startswith("_")})
+        return str(self._data)
 
     def __repr__(self):
-        return '{}, D({})'.format(super(Entity, self).__repr__(),
-                                  {k: v for k, v in self.__dict__.items() if not k.startswith("_")})
+        return '{}, D({})'.format(super(Entity, self).__repr__(), self._data)
+
+    def __contains__(self, key):
+        return key in self._data
+
+    def __copy__(self):
+        new = type(self).__new__(type(self))
+        # Copy private attrs from __dict__ (excluding _data which is handled separately)
+        for k, v in self.__dict__.items():
+            if k != '_data':
+                object.__setattr__(new, k, v)
+        object.__setattr__(new, '_data', self._data.copy())
+        return new
 
     def copy(self):
         return copy.copy(self)
diff --git a/tqsdk/objs.py b/tqsdk/objs.py
index a73d93fa..f32f113b 100644
--- a/tqsdk/objs.py
+++ b/tqsdk/objs.py
@@ -450,8 +450,16 @@ def orders(self):
         :return: dict, 其中每个元素的key为委托单ID, value为 :py:class:`~tqsdk.objs.Order`
         """
         tdict = _get_obj(self._api._data, ["trade", self._path[1], "orders"])
-        fts = {order_id: order for order_id, order in tdict.items() if (not order_id.startswith(
-            "_")) and order.instrument_id == self.instrument_id and order.exchange_id == self.exchange_id and order.status == "ALIVE"}
+        inst_id = self._data.get('instrument_id', '')
+        exch_id = self._data.get('exchange_id', '')
+        fts = {}
+        for order_id, order in tdict._data.items():
+            try:
+                od = order._data
+            except AttributeError:
+                continue
+            if od.get('status') == "ALIVE" and od.get('instrument_id') == inst_id and od.get('exchange_id') == exch_id:
+                fts[order_id] = order
         return fts
 
 
@@ -509,8 +517,15 @@ def trade_records(self):
         :return: dict, 其中每个元素的key为成交ID, value为 :py:class:`~tqsdk.objs.Trade`
         """
         tdict = _get_obj(self._api._data, ["trade", self._path[1], "trades"])
-        fts = {trade_id: trade for trade_id, trade in tdict.items() if
-               (not trade_id.startswith("_")) and trade.order_id == self.order_id}
+        target_order_id = self._data.get('order_id', '')
+        fts = {}
+        for trade_id, trade in tdict._data.items():
+            try:
+                od = trade._data
+            except AttributeError:
+                continue
+            if od.get('order_id') == target_order_id:
+                fts[trade_id] = trade
         return fts
 
 
@@ -837,8 +852,16 @@ def __init__(self, api):
     @property
     def orders(self):
         tdict = _get_obj(self._api._data, ["trade", self._path[1], "orders"])
-        fts = {order_id: order for order_id, order in tdict.items() if (not order_id.startswith(
-            "_")) and order.instrument_id == self.instrument_id and order.exchange_id == self.exchange_id and order.status == "ALIVE"}
+        inst_id = self._data.get('instrument_id', '')
+        exch_id = self._data.get('exchange_id', '')
+        fts = {}
+        for order_id, order in tdict._data.items():
+            try:
+                od = order._data
+            except AttributeError:
+                continue
+            if od.get('status') == "ALIVE" and od.get('instrument_id') == inst_id and od.get('exchange_id') == exch_id:
+                fts[order_id] = order
         return fts
 
 
@@ -884,8 +907,15 @@ def trade_records(self):
         :return: dict, 其中每个元素的key为成交ID, value为 :py:class:`~tqsdk.objs.Trade`
         """
         tdict = _get_obj(self._api._data, ["trade", self._path[1], "trades"])
-        fts = {trade_id: trade for trade_id, trade in tdict.items() if
-               (not trade_id.startswith("_")) and trade.order_id == self.order_id}
+        target_order_id = self._data.get('order_id', '')
+        fts = {}
+        for trade_id, trade in tdict._data.items():
+            try:
+                od = trade._data
+            except AttributeError:
+                continue
+            if od.get('order_id') == target_order_id:
+                fts[trade_id] = trade
         return fts
 
 
diff --git a/tqsdk/trading_status.py b/tqsdk/trading_status.py
index c5b02cef..45f4da2c 100644
--- a/tqsdk/trading_status.py
+++ b/tqsdk/trading_status.py
@@ -87,14 +87,14 @@ def _normalize_trade_status(self, diffs):
     async def _query_symbol_info(self, symbols):
         """查询缺少合约信息的quotes"""
         for symbol in symbols:
-            self._quotes_unready[symbol]["_listener"].add(self._quote_chan)
+            self._quotes_unready[symbol]._listener.add(self._quote_chan)
         for query_pack in _query_for_quote(list(symbols), self._api._pre20_ins_info.keys()):
             await self._md_send_chan.send(query_pack)
 
     async def _symbol_info_watcher(self):
         async for _ in self._quote_chan:
             for symbol in await self._unready_to_ready():
-                self._quotes_ready[symbol]["_listener"].discard(self._quote_chan)
+                self._quotes_ready[symbol]._listener.discard(self._quote_chan)
 
     async def _unready_to_ready(self):
         ready_delta = {symbol for symbol, quote in self._quotes_unready.items() if not math.isnan(quote.price_tick)}

From 4d4aea8ca1b4479c43a1b4c0ec235133e5748729 Mon Sep 17 00:00:00 2001
From: snowboy3 <iexue2010@126.com>
Date: Tue, 31 Mar 2026 20:40:40 +0800
Subject: [PATCH 6/6] revert backtest.py

---
 tqsdk/backtest/backtest.py | 24 +++++++++++++++++++-----
 1 file changed, 19 insertions(+), 5 deletions(-)

diff --git a/tqsdk/backtest/backtest.py b/tqsdk/backtest/backtest.py
index 43f5a10a..89cecd31 100644
--- a/tqsdk/backtest/backtest.py
+++ b/tqsdk/backtest/backtest.py
@@ -9,7 +9,7 @@
 from datetime import date, datetime
 from typing import Union, Any, List, Dict
 
-from tqsdk.backtest.utils import TqBacktestDividend
+from tqsdk.backtest.utils import TqBacktestContinuous, TqBacktestDividend
 from tqsdk.channel import TqChan
 from tqsdk.datetime import _get_trading_day_start_time, _get_trading_day_end_time, _get_trading_day_from_timestamp, \
     _timestamp_nano_to_str, _convert_user_input_to_nano
@@ -87,12 +87,16 @@ def __init__(self, start_dt: Union[date, datetime], end_dt: Union[date, datetime
     async def _run(self, api, sim_send_chan, sim_recv_chan, md_send_chan, md_recv_chan):
         """回测task"""
         self._api = api
-        start_trading_day = _get_trading_day_from_timestamp(self._start_dt)
-        end_trading_day = _get_trading_day_from_timestamp(self._end_dt)
+        # 下载历史主连合约信息
+        start_trading_day = _get_trading_day_from_timestamp(self._start_dt)  # 回测开始交易日
+        end_trading_day = _get_trading_day_from_timestamp(self._end_dt)  # 回测结束交易日
+        self._continuous_table = TqBacktestContinuous(start_dt=start_trading_day,
+                                                      end_dt=end_trading_day,
+                                                      headers=self._api._base_headers)
         self._stock_dividend = TqBacktestDividend(start_dt=start_trading_day,
                                                   end_dt=end_trading_day,
                                                   headers=self._api._base_headers)
-        self._logger = api._logger.getChild("TqBacktest")
+        self._logger = api._logger.getChild("TqBacktest") # 调试信息输出
         self._sim_send_chan = sim_send_chan
         self._sim_recv_chan = sim_recv_chan
         self._md_send_chan = md_send_chan
@@ -225,6 +229,8 @@ def _update_valid_quotes(self, quotes):
         invalid_keys.union({'open', 'close', 'settlement', 'lowest', 'lower_limit', 'upper_limit', 'pre_open_interest', 'pre_settlement', 'pre_close', 'expired'})
         for symbol, quote in quotes.items():
             [quote.pop(k, None) for k in invalid_keys]
+            if symbol.startswith("KQ.m"):
+                quote.pop("underlying_symbol", None)
             if quote.get('expire_datetime'):
                 # 先删除所有的 quote 的 expired 字段，只在有 expire_datetime 字段时才会添加 expired 字段
                 quote['expired'] = quote.get('expire_datetime') * 1000000000 <= self._trading_day_start
@@ -272,6 +278,11 @@ async def _send_snapshot(self):
                     "option_class": quote.get("option_class", ""),
                     "product_id": quote.get("product_id", ""),
                 }
+        # 修改历史主连合约信息
+        cont_quotes = self._continuous_table._get_history_cont_quotes(self._trading_day)
+        for k, v in cont_quotes.items():
+            quotes.setdefault(k, {})  # 实际上，初始行情截面中只有下市合约，没有主连
+            quotes[k].update(v)
         self._diffs.append({
             "quotes": quotes,
             "ins_list": "",
@@ -287,13 +298,16 @@ async def _send_diff(self):
                 # 发送数据集中添加 backtest 字段，开始时间、结束时间、当前时间，表示当前行情推进是由 backtest 推进
                 self._diffs.append({"_tqsdk_backtest": self._get_backtest_time()})
 
-                # 切换交易日
+                # 切换交易日，将历史的主连合约信息添加的 diffs
                 if self._current_dt > self._trading_day_end:
                     # 使用交易日结束时间，每个交易日切换只需要计算一次交易日结束时间
                     # 相比发送 diffs 前每次都用 _current_dt 计算当前交易日，计算次数更少
                     self._trading_day = _get_trading_day_from_timestamp(self._current_dt)
                     self._trading_day_start = _get_trading_day_start_time(self._trading_day)
                     self._trading_day_end = _get_trading_day_end_time(self._trading_day)
+                    self._diffs.append({
+                        "quotes": self._continuous_table._get_history_cont_quotes(self._trading_day)
+                    })
                     self._diffs.append({
                         "quotes": self._stock_dividend._get_dividend(self._data.get('quotes'), self._trading_day)
                     })