Tutorials/Guides (Practice-Oriented)
├── overview.md              System overview, mode selection, getting started path
├── execution-mechanisms.md  Detailed explanation of three operation mechanisms (including flowcharts and code templates)
├── backtesting-guide.md     Complete backtesting process (data preparation → parameter setting → execution → analysis)
├── live-trading-guide.md    Live trading guide (account configuration → order management → risk control)
├── quick-reference.md       ★ Quick reference card for commonly used APIs
├── best-practices.md        Coding standards, performance optimization, risk management, debugging techniques
├── joinquant-migration.md   Guide for migrating JoinQuant strategies to QMT
└── examples/                Code examples (backtest / live-trading / subscribe / run-time)

API References (Official Complete Documentation)
└── python-innerApi/
    ├── start_now.md          Quick start (backtest/live trading overview + three mechanism examples)
    ├── data_function.md      Market and data functions (complete parameters for get_market_data_ex, etc.)
    ├── trading_function.md   Trading functions (passorder, get_trade_detail_data, etc.)
    ├── system_function.md    System functions (ContextInfo methods, timers, etc.)
    ├── callback_function.md  Callback functions (push for account/order/deal/position)
    ├── quote_function.md     Reference functions (extended data, factors, VBA calls)
    ├── drawing_function.md   Drawing functions
    ├── interface_operation.md Interface operation instructions
    ├── data_structure.md     Data structure definitions (fields of Bar/Tick/Order/Position objects, etc.)
    ├── enum_constants.md     Enumeration constants (opType, orderType, order status, etc.)
    ├── variable_convention.md Variable conventions
    ├── code_examples.md      Collection of complete code examples
    ├── user_attention.md     User notes
    └── question_answer.md    Frequently asked questions

Data Dictionary
└── dict/                    Data fields for various varieties (stock / indexes / future / option, etc.)

Need to know how to use a function?
  → quick-reference.md (simplified version of commonly used functions)
  → python-innerApi/data_function.md (complete documentation for data acquisition functions)
  → python-innerApi/trading_function.md (complete documentation for trading functions)
  → python-innerApi/system_function.md (system/ContextInfo methods)

Need to see complete code?
  → python-innerApi/code_examples.md (official example collection)
  → examples/ (selected examples)

Need to check field meanings?
  → python-innerApi/data_structure.md (data structure definitions)
  → dict/ (data dictionaries for various varieties)

Encounter errors/issues?
  → python-innerApi/question_answer.md (official FAQ)
  → python-innerApi/user_attention.md (notes)

#coding:gbk  # Must be on the first line of the file

# Get historical market data (use subscribe=False for backtesting, subscribe=True for live trading)
data = C.get_market_data_ex(['close'], [stock], end_time=bar_date,
                              period='1d', count=100, subscribe=False)
close_list = list(data[stock].iloc[:, 0])

# Get full push real-time market data
tick = C.get_full_tick(['600000.SH'])
price = tick['600000.SH']['lastPrice']

# Place buy order (23=Buy, 1101=By share count, quicktrade=0 per K-line mode)
passorder(23, 1101, account, stock, 5, -1, 100, C)

# Place buy order (quicktrade=2 immediate order mode)
passorder(23, 1101, account, stock, 5, -1, 100, 'Strategy Name', 2, 'Remarks', C)

# Query positions
holds = get_trade_detail_data(account, 'stock', 'position')
holds_dict = {f'{p.m_strInstrumentID}.{p.m_strExchangeID}': p.m_nVolume for p in holds}

# Query available account funds (unit: cents)
cash = get_trade_detail_data(account, 'stock', 'account')[0].m_dAvailable