Hermes-Skills/longbridge-python-sdk/SKILL.md

name, description

name	description
longbridge-python-sdk	LongPort Python SDK — 行情、持仓、自选、估值指标(PE/PB/股息率/EPS/BPS)、资金流向。支持港股/美股/A股。bashrc已有LONGPORT_*变量，可直接Config.from_env()。

LongPort Python SDK Usage

Use this skill to interact with LongPort via Python instead of the CLI. The SDK requires LONGPORT_ environment variables, while the user's bashrc uses LONGBRIDGE_.

📖 Related: references/longportapp-cn-endpoints.md — why Python SDK and CLI use different domains (longportapp.cn vs longbridge.cn), why LONGBRIDGE_REGION=ap is ineffective in the Python wheel, and the exact hosts rewrite needed.

⚠️ CRITICAL: Mainland China Access (602315) — PARTIAL workaround (CLI only; SDK still blocked)

As of 2026-07-09: the 602315 geo-block is enforced server-side based on source IP (CN egress IP or CN/Clash ASN). Domain-routing tricks (LONGBRIDGE_REGION=ap, /etc/hosts override) do NOT bypass it. The verified recipe works only for the CLI (one-off manual orders) — order ID 1259547163696824320 (RGTI 15@$15.50) was placed via CLI. Python SDK cron paths still get 602315 because the SDK hardcodes openapi.longportapp.cn and the *.com alternatives are unreachable from every Clash node we tested (AWS blocks egress from those ASNs).

Working paths today (ranked):

1. Manual CLI order: LONGBRIDGE_REGION=ap LONGBRIDGE_TRADE_ENABLED=true proxychains4 -f ~/.proxychains/proxychains.conf ~/.local/bin/longbridge --profile lb_real <order> — verified.
2. Phone app with HK proxy: confirmed by user.
3. Disable auto-execution in Python monitor scripts and have them push signals to QQ; place orders manually.
4. ❌ Do NOT propose WireGuard (banned, see below).

For the CLI recipe (one-off manual): see references/longbridge-602315-bypass.md (in the longbridge-cli skill) for the full three-piece recipe.

For the Python SDK limitation: see references/longportapp-cn-endpoints.md (this skill) for the diagnosis of why the Python wheel ignores the env var, why hosts rewrites don't work, and what diagnostic one-liner to run. Do not waste time trying hosts rewrites for the SDK path — they were tested on 2026-07-09 and the AWS HK IPs are unreachable from every available proxy node.

WireGuard is BANNED for this account — user spent 1h recovering from a half-shutdown. Do not propose.

When to use

• User asks for holdings, quotes, or account info via Python.
• CLI longbridge command fails (e.g., token issues, missing args).

Setup

1. Install SDK: pip3 install longbridge (package name on PyPI is longbridge, but import is from longport import openapi). Do NOT pip install longport — that's a different/empty package.
2. ~/.bashrc now has BOTH sets of variables (added 2026-06-01):

   # CLI uses these
   export LONGBRIDGE_APP_KEY=<key>
   export LONGBRIDGE_APP_SECRET=<secret>
   export LONGBRIDGE_ACCESS_TOKEN=<token>
   
   # Python SDK uses these (same values, references LONGBRIDGE_ vars)
   export LONGPORT_APP_KEY=${LONGBRIDGE_APP_KEY}
   export LONGPORT_APP_SECRET=${LONGBRIDGE_APP_SECRET}
   export LONGPORT_ACCESS_TOKEN=${LONGBRIDGE_ACCESS_TOKEN}
   

3. With both sets in bashrc, Config.from_env() works directly without manual mapping.

Usage Steps

1. Connect (LONGPORT_* now in bashrc):

   from longport import openapi
   cfg = openapi.Config.from_env()  # Reads LONGPORT_* vars directly
   ctx = openapi.QuoteContext(config=cfg)
   trade_ctx = openapi.TradeContext(config=cfg)
   

Usage

• Holdings: resp = ctx.stock_positions() → iterate resp.channels[0].positions
• Balance: ctx.account_balance()
• Orders: ctx.today_orders()

Extended API (discovered via testing)

Watchlist

resp = ctx.watchlist()  # Returns list[WatchlistGroup]
for group in resp:
    print(f'Group: {group.name}')  # e.g. "收息", "月派", "all"
    for sec in group.securities:
        print(f'  {sec.symbol}: {sec.name} @ {sec.watched_price}')

WatchlistGroup fields: name, securities (list) WatchlistSecurity fields: symbol, market, name, watched_price (Optional), watched_at (ISO string) Special groups: all (auto-generated, all securities), us/hk (market-based auto-groups)

Static Info (EPS, BPS, shares)

resp = ctx.static_info(['O.US', '823.HK'])
for info in resp:
    # Key fields: symbol, name_en, name_cn, currency, exchange, board
    # Valuation: eps, eps_ttm, bps, dividend_yield
    # Shares: total_shares, circulating_shares, hk_shares
    # Other: lot_size, stock_derivatives

Calc Indexes (PE, PB, Market Cap, etc.)

from longport.openapi import CalcIndex

indexes = [
    CalcIndex.PeTtmRatio,       # PE TTM
    CalcIndex.PbRatio,          # PB
    CalcIndex.DividendRatioTtm, # Dividend yield TTM (%)
    CalcIndex.TotalMarketValue, # Total market cap
    CalcIndex.TurnoverRate,     # Turnover rate (%)
    CalcIndex.VolumeRatio,      # Volume ratio
    CalcIndex.ChangeRate,       # Change (%)
]
resp = ctx.calc_indexes(['O.US'], indexes)
for item in resp:
    print(f'{item.symbol}: PE={item.pe_ttm_ratio}, PB={item.pb_ratio}')

Available CalcIndex values: Amplitude, BalancePoint, CallPrice, CapitalFlow, ChangeRate, ChangeValue, ConversionRatio, Delta, DividendRatioTtm, EffectiveLeverage, ExpiryDate, FiveDayChangeRate, FiveMinutesChangeRate, Gamma, HalfYearChangeRate, ImpliedVolatility, ItmOtm, LastDone, LeverageRatio, LowerStrikePrice, OpenInterest, OutstandingQty, OutstandingRatio, PbRatio, PeTtmRatio, Premium, Rho, StrikePrice, TenDayChangeRate, Theta, ToCallPrice, TotalMarketValue, Turnover, TurnoverRate, UpperStrikePrice, Vega, Volume, VolumeRatio, WarrantDelta, YtdChangeRate

Candlesticks (with AdjustType)

from longport.openapi import Period, AdjustType

candles = ctx.candlesticks('O.US', Period.Day, 365, AdjustType.ForwardAdjust)
# Returns: timestamp, open, high, low, close, volume, turnover

⚠️ PITFALL: candlesticks() requires adjust_type parameter — will fail with "missing 1 required positional argument: 'adjust_type'" without it. Always pass AdjustType.ForwardAdjust (前复权) or AdjustType.NoAdjust.

Fundamental Data (calc_indexes + static_info)

calc_indexes — PE, PB, 股息率, 市值等

from longport.openapi import CalcIndex

indexes = [
    CalcIndex.PeTtmRatio,          # PE TTM
    CalcIndex.PbRatio,             # PB
    CalcIndex.DividendRatioTtm,    # 股息率 TTM (%)
    CalcIndex.TotalMarketValue,    # 总市值 (货币单位)
    CalcIndex.TurnoverRate,        # 换手率 (%)
    CalcIndex.VolumeRatio,         # 量比
    CalcIndex.ChangeRate,          # 涨跌幅 (%)
    CalcIndex.FiveDayChangeRate,   # 5日涨跌幅
    CalcIndex.TenDayChangeRate,    # 10日涨跌幅
    CalcIndex.HalfYearChangeRate,  # 半年涨跌幅
    CalcIndex.YtdChangeRate,       # 年初至今涨跌幅
]

resp = ctx.calc_indexes(['O.US', '823.HK'], indexes)
for item in resp:
    print(f'{item.symbol}: PE={item.pe_ttm_ratio}, PB={item.pb_ratio}, 股息率={item.dividend_ratio_ttm}%')

static_info — EPS, 每股净资产, 股本

resp = ctx.static_info(['O.US', '823.HK'])
for info in resp:
    print(f'{info.symbol}: EPS_TTM={info.eps_ttm}, BPS={info.bps}, 总股本={info.total_shares}')

static_info 字段: symbol, name_cn, name_en, name_hk, currency, lot_size, eps, eps_ttm, bps, dividend_yield, total_shares, circulating_shares, exchange, board

watchlist — 自选列表

resp = ctx.watchlist()
for group in resp:
    print(f'分组: {group.name} ({len(group.securities)}只)')
    for sec in group.securities:
        print(f'  {sec.symbol}: {sec.name} @ {sec.watched_price}')

特殊分组: all (全量), us/hk (按市场自动分组), 用户自建分组 (如"收息", "月派")

Order Placement (Trading)

Trading requires LONGBRIDGE_TRADE_ENABLED=true in bashrc. Use execute_code for all order operations (not terminal).

Submit Limit Order

os.environ["LONGBRIDGE_TRADE_ENABLED"] = "true"

resp = ctx.submit_order(
    symbol="RGTI.US",
    order_type=openapi.OrderType.LO,              # Limit Order
    side=openapi.OrderSide.Sell,                   # or .Buy
    submitted_quantity=15,
    time_in_force=openapi.TimeInForceType.Day,     # or .GoodTilCanceled
    submitted_price=21.00,
    outside_rth=openapi.OutsideRTH.AnyTime,        # optional: pre/post market
)
print(f"Order ID: {resp.order_id}")

Key Enums

• OrderType: LO (Limit), MO (Market), ALO (At Limit Open), ELO (Extended Limit)
• OrderSide: Buy, Sell
• TimeInForceType: Day, GoodTilCanceled, GoodTilDate, Unknown
• OutsideRTH: AnyTime (pre+regular+post), Overnight, RTHOnly, Unknown

Cancel / Query Orders

# Today's orders
orders = trade_ctx.today_orders()
for o in orders:
    print(f"{o.symbol} {o.side} {o.quantity}@{o.price} [{o.status}]")

# Cancel
trade_ctx.cancel_order(order_id)

Modify Existing Order (Cancel + Replace, 2026-07-08)

LongPort SDK has no replace_order / modify_order — must cancel old + submit new. Workflow:

# 1. Find old order ID
orders = trade_ctx.today_orders()
old_id = next(o.order_id for o in orders
              if 'RGTI' in o.symbol and o.status.name == 'New')

# 2. Cancel old
trade_ctx.cancel_order(old_id)

# 3. Submit new at desired price (LO, GTC)
new = trade_ctx.submit_order(
    symbol="RGTI.US",
    order_type=openapi.OrderType.LO,
    side=openapi.OrderSide.Sell,
    submitted_quantity=15,
    time_in_force=openapi.TimeInForceType.GoodTilCanceled,
    submitted_price=17.00,
    outside_rth=openapi.OutsideRTH.AnyTime,
)
print(f"New order ID: {new.order_id}")

Concurrency caveat: Brief gap between cancel and new-submit leaves position unprotected. For做T scenarios OK; for risk-managed positions use submit-before-cancel pattern (held in New queues). Verified 2026-07-08 with RGTI sell @ $21.40 → replaced with sell @ $17.00.

602315 status (2026-07-09): PARTIAL — CLI only

The CLI three-piece recipe (LONGBRIDGE_REGION=ap + proxychains4 + Clash HK) is verified working for one-off manual orders — order 1259547163696824320 placed 2026-07-09. The Python SDK recipe is NOT working in cron paths (see top of skill). Earlier sessions that concluded "602315 IS resolvable" were correct only for the CLI path; the Python SDK path remains blocked.

Approach	Layer	Resolves 602315 (2026-07-09)
LONGBRIDGE_REGION=ap + proxychains4 + Clash HK (CLI)	combined	✅ Verified
LONGBRIDGE_REGION=ap + proxychains4 + Clash HK (Python SDK)	combined	❌ Still 602315
LONGBRIDGE_REGION=ap + proxychains4 + Clash HK + /etc/hosts override to AWS HK IPs (Python SDK)	combined	❌ AWS HK IPs unreachable from every Clash node (SSL handshake fails)
Mihomo HTTP proxy alone	HTTP	❌
WireGuard VPN	IP	❌ (Ubuntu shutdown unreliable, user banned)
Phone app with HK proxy	phone-specific	✅ Confirmed by user

For Python SDK cron automation today: disable auto-execution in monitor scripts (have them push signals to QQ for manual confirmation). For one-off manual orders: use the CLI recipe. Full diagnostic history in references/longportapp-cn-endpoints.md.

The earlier "sell passes, buy fails" observation was a side-effect of an incomplete workaround (proxychains without LONGBRIDGE_REGION=ap), not a real directional asymmetry in longport's geo-block. The current "CLI passes, Python SDK fails" observation is a real domain/sdk difference (see references/longportapp-cn-endpoints.md).

WireGuard: BANNED for this account

Do NOT propose WG as a workaround. User explicitly said "不要用wg了，会害死你的" after spending 1h recovering from a half-shutdown that left 0.0.0.0/1 + 128.0.0.0/1 residual routes. All WG scripts deleted. The verified alternative is the three-piece recipe in the top section of this skill.

submit_order Signature

submit_order(symbol, order_type, side, submitted_quantity, time_in_force,
             submitted_price=None, trigger_price=None, limit_offset=None,
             trailing_amount=None, trailing_percent=None, expire_date=None,
             outside_rth=None, remark=None)

⚠️ time_in_force is required positional before optional submitted_price.

Quick Reference

Get Watchlist (with groups)

ctx = openapi.QuoteContext(config=cfg)
resp = ctx.watchlist()
for group in resp:
    print(f'{group.name}: {len(group.securities)} stocks')
    for sec in group.securities:
        print(f'  {sec.symbol}: {sec.name}')

Get Quotes

resp = ctx.quote(['O.US', '823.HK', 'JEPI.US'])
for q in resp:
    print(f'{q.symbol}: ${q.last_done}')

Get Holdings

trade_ctx = openapi.TradeContext(config=cfg)
positions = trade_ctx.stock_positions()
for ch in positions.channels:
    for pos in ch.positions:
        print(f'{pos.symbol}: {pos.quantity} @ {pos.cost_price}')

For full API surface, see references/api-reference.md.

Python SDK still works for read-only — for orders, use the CLI helper

As of 2026-07-09, submit_order() and cancel_order() from the Python SDK still hit 602315 even with the full three-piece recipe. The verified path is the CLI (one-off manual orders). For Python code that needs to actually place orders, use scripts/longbridge_cli_helper.py in the longbridge-cli skill — it provides SDK-shaped functions (account_balance, stock_positions, submit_order, cancel_order, OrderType / OrderSide / TimeInForceType enums) that internally shell out to the CLI binary. Pattern:

# In any Python script that needs to trade:
import sys
sys.path.insert(0, '/home/openclaw/.hermes/scripts')
import longbridge_cli_helper as _helper
# Inject as fake 'longport' module so existing code can keep importing
fake = type(sys)('longport')
fake.openapi = _helper
sys.modules['longport'] = fake
sys.modules['longport.openapi'] = _helper
from longport import openapi  # now openapi is the CLI-backed helper

# All SDK-shaped calls work and route to CLI:
ctx = openapi.QuoteContext(config=None)  # Yahoo Finance fallback for quotes
bals = openapi.account_balance()         # via longbridge balance
positions = openapi.stock_positions()     # via longbridge positions
resp = openapi.submit_order(              # via longbridge buy --profile lb_real
    symbol="RGTI.US", order_type=openapi.OrderType.LO,
    side=openapi.OrderSide.Buy, submitted_quantity=1, time_in_force=openapi.TimeInForceType.Day,
    submitted_price=15.40,
)

This is the migration path for any cron script that used to call trade_ctx.submit_order() directly. Read operations (quote, candlesticks, balance, positions) still work fine through the Python SDK — keep them. Only the order placement needs the helper.

Common Pitfalls

Valuation Metrics (calc_indexes)

Get PE, PB, dividend yield, market cap via CalcIndex enum:

from longport.openapi import CalcIndex

indexes = [
    CalcIndex.PeTtmRatio,        # PE TTM
    CalcIndex.PbRatio,           # PB
    CalcIndex.DividendRatioTtm,  # Dividend yield TTM (%)
    CalcIndex.TotalMarketValue,  # Total market cap
    CalcIndex.TurnoverRate,      # Turnover rate (%)
    CalcIndex.VolumeRatio,       # Volume ratio
    CalcIndex.ChangeRate,        # Change (%)
]

resp = ctx.calc_indexes(['O.US'], indexes)
for item in resp:
    print(f'{item.symbol}: PE={item.pe_ttm_ratio}, PB={item.pb_ratio}, Yield={item.dividend_ratio_ttm}%')

Response fields (direct attributes, NOT a list):

• pe_ttm_ratio, pb_ratio, dividend_ratio_ttm
• total_market_value, turnover_rate, volume_ratio, change_rate

Static Info (EPS, BPS, Shares)

resp = ctx.static_info(['O.US'])
info = resp[0]
print(f'EPS TTM: {info.eps_ttm}')
print(f'BPS: {info.bps}')
print(f'Dividend Yield: {info.dividend_yield}%')
print(f'Total Shares: {info.total_shares}')
print(f'Currency: {info.currency}')

Fields: eps, eps_ttm, bps, dividend_yield, currency, total_shares, circulating_shares, name_en, name_cn, lot_size

Historical K-lines (Longer History)

candlesticks() is limited to ~1000 bars. For longer history use:

from longport.openapi import Period, AdjustType

# Parameters: symbol, period, adjust_type, backward, count
candles = ctx.history_candlesticks_by_offset(
    'AAPL.US',
    Period.Day,
    AdjustType.ForwardAdjust,  # 前复权
    False,                      # backward=True means older data
    1000,                       # max ~1000 per request
)

⚠️ Parameter order is different from candlesticks()!

• candlesticks(symbol, period, count, adjust_type) — count is 3rd
• history_candlesticks_by_offset(symbol, period, adjust_type, backward, count) — adjust_type is 3rd, count is 5th

Other Broker SDKs

📖 For comparison with 雪盈证券 (snbpy) and other Chinese/Asian broker SDKs, see references/broker-sdk-comparison.md.

Common Pitfalls

• Env Var Prefix: CLI uses LONGBRIDGE_, SDK uses LONGPORT_. Both are now in bashrc (LONGPORT_* references LONGBRIDGE_), so Config.from_env() works directly. If it fails, the fallback is to map manually from bashrc LONGBRIDGE_ values.
• Method Name: Use ctx.stock_positions(), NOT ctx.positions().
• Response Structure: stock_positions() returns a response object with channels list, then positions inside each channel.
• Decimal Type: total_market_value and some fields return decimal.Decimal, not float. Always wrap with float() for arithmetic.
• adjust_type Required: candlesticks() requires adjust_type parameter. Use AdjustType.ForwardAdjust for forward-adjusted prices.
• K-line Limit: Error code 301607 = "request too many klines". Max ~1000 per request. Use history_candlesticks_by_offset for pagination.
• calc_indexes Response: Returns SecurityCalcIndex objects with direct attributes (e.g., item.pe_ttm_ratio), NOT an indexes list.
• Token Expiration — two different codes:
  • 401003 "token expired": Token was valid but has reached its ~180-day expiry. All scripts using LongPort fail simultaneously. Fix: run bash ~/.hermes/scripts/update_longbridge_token.sh <new_token> to auto-update all locations and verify both CLI + SDK.
  • 401004 "token invalid": Token was truncated or never valid. Bashrc has a placeholder like m_eyJh...jb-k (with literal ...). Run the same script: bash ~/.hermes/scripts/update_longbridge_token.sh <new_token>. The script reads/bashrc-parsing approach shown below is a fallback for when the script is unavailable.

  import os, re
  env_vars = {}
  # Try .env first (authoritative), then bashrc
  for fpath in [os.path.expanduser('~/.env'), os.path.expanduser('~/.bashrc')]:
      if not os.path.exists(fpath):
          continue
      with open(fpath) as f:
          for line in f:
              line = line.strip()
              if line.startswith('export LONGBRIDGE_') or line.startswith('export LONGPORT_'):
                  parts = line.replace('export ', '').split('=', 1)
                  if len(parts) == 2 and '...' not in parts[1]:  # skip truncated placeholders
                      key, val = parts
                      env_vars[key] = val
  # Set non-referencing vars first
  for key, val in env_vars.items():
      if '${' not in val:
          os.environ[key] = val
  # Then resolve ${VAR} references
  for key, val in env_vars.items():
      if '${' in val:
          resolved = re.sub(r'\$\{(\w+)\}', lambda m: os.environ.get(m.group(1), ''), val)
          os.environ[key] = resolved
  

  ⚠️ Key gotcha: If bashrc contains LONGBRIDGE_ACCESS_TOKEN=m_eyJh...jb-k (with literal ...), it's a truncated placeholder, NOT a real token. Skip entries containing ... and prefer .env values.
• candlesticks() vs history_candlesticks_by_offset() Parameter Order: These have DIFFERENT signatures!
  • candlesticks(symbol, period, count, adjust_type) — count is 3rd
  • history_candlesticks_by_offset(symbol, period, adjust_type, backward, count) — adjust_type is 3rd, count is 5th
  • Always check signatures when switching between these methods.
• history_candlesticks_by_offset backward param: False = get older/historical data, True = get newer data from offset.
• calc_indexes Batch Size: LongPort accepts arbitrary symbol lists but errors/silently drops on very large batches. Safe batch size is ~10-20 symbols per call. For screener scripts (100+ symbols), iterate in batches of 10.
• python3 -c with HK Stock Codes: HK codes like 1088.HK, 3988.HK start with digits. Python parses them as 1088.HK → decimal literal error. Never use python3 -c for scripts containing HK stock codes. Always write to a temp file (/tmp/script.py) and run python3 /tmp/script.py instead. Same applies to any identifier starting with a digit.
• quote() fields: SecurityQuote has last_done, prev_close, volume, turnover, symbol. It does NOT have change_rate — use calc_indexes with CalcIndex.ChangeRate for price change %. Gotcha: accessing q.change_rate raises AttributeError: 'SecurityQuote' object has no attribute 'change_rate'.
• CLI Token Masking (Critical): The terminal tool masks/redacts secrets from environment variables, causing the longbridge CLI to get truncated tokens → 401004/403201 errors. The Python SDK always works because scripts read bashrc directly via open() and set os.environ programmatically. When CLI fails but SDK works, this is why. Always prefer execute_code + SDK over terminal + CLI for any order/trade operation.
• 🔴 [2026-07-09] The LONGBRIDGE_REGION=ap env var is unreliable in the Python wheel. The Python SDK ignores it for the hardcoded openapi.longportapp.cn endpoints — proxychains logs from cron runs (e.g. hk_intraday_monitor_cron.sh) show requests still routed to openapi.longportapp.cn:443 even with the env var set. Result: cron-driven submit_order() calls return 602315 despite the three-piece recipe. The CLI version of the same env var works because the CLI binary is a separate Go/Rust process that does honor the override. Use the CLI for any order you actually want to fill; the Python SDK is for monitoring/quoting only until this is fixed upstream. See references/longportapp-cn-endpoints.md for the full diagnosis.
• China Mainland Geo-Block (Error 602315): LongPort API blocks trading from mainland China IPs. The verified-working bypass is the CLI three-piece recipe (see references/longbridge-602315-bypass.md in the longbridge-cli skill). The Python SDK three-piece recipe is not currently working as of 2026-07-09 — see the section "⚠️ CRITICAL: Mainland China Access (602315) — PARTIAL workaround" at the top of this skill. WireGuard is NOT a viable alternative (Ubuntu shutdown unreliable, banned by user).
• API Rate Limiting (429002): LongPort enforces per-app request frequency limits. Error: api request is limited, please slow down request frequency (code 429002). Root cause: multiple scripts hitting the API simultaneously (e.g. DCA monitor + price alert both running at :00). Fix: (1) Stagger cron schedules by ≥15 minutes between LongPort-calling jobs; (2) Reduce polling frequency — 30min is enough for price monitoring, don't use 10/15min intervals; (3) Use market filters (--market=us/hk/cn) to reduce per-run API calls; (4) Add exponential backoff retry in scripts for transient 429 errors.
• source ~/.bashrc doesn't work in terminal tool: The terminal tool runs each command in a fresh shell that doesn't persist env vars from source ~/.bashrc. If Config.from_env() fails with "missing environment variable: LONGPORT_APP_KEY", use a Python script to parse bashrc directly:

  import os, re
  env_vars = {}
  with open(os.path.expanduser('~/.bashrc')) as f:
      for line in f:
          line = line.strip()
          if line.startswith('export LONGBRIDGE_') or line.startswith('export LONGPORT_'):
              parts = line.replace('export ', '').split('=', 1)
              if len(parts) == 2:
                  key, val = parts
                  env_vars[key] = val
  # Set non-referencing vars first
  for key, val in env_vars.items():
      if '${' not in val:
          os.environ[key] = val
  # Then resolve ${VAR} references
  for key, val in env_vars.items():
      if '${' in val:
          resolved = re.sub(r'\$\{(\w+)\}', lambda m: os.environ.get(m.group(1), ''), val)
          os.environ[key] = resolved
  

  Write this to /tmp/load_env.py and import at the top of any LongPort script run via python3 /tmp/script.py.

Dividend/Valuation Screener Pattern

📖 For HK-specific dividend investing (monthly dividend workarounds, entry price methodology, data sources), see references/hk-dividend-investing.md. 📖 For DCA scanner/monitor architecture (multi-market scanning, ladder alerts, cron scheduling), see references/dca-monitoring-architecture.md.

When user asks "which stocks have X% yield" or "find high-dividend stocks", use this pattern:

1. Pull watchlist symbols via ctx.watchlist() → all user's tracked symbols
2. Add a curated candidate list (BDCs, mREITs, MLPs, high-div ETFs, blue-chip dividend stocks)
3. Batch calc_indexes() with CalcIndex.DividendRatioTtm + CalcIndex.TotalMarketValue in batches of 10
4. Sort by yield descending, present in tiers (🔥 >20%, ⭐ 10-20%, ✅ 5-10%)

from longport.openapi import CalcIndex
import os, sys

cfg = openapi.Config.from_env()
ctx = openapi.QuoteContext(config=cfg)

# Step 1: Get all watchlist symbols
wl = ctx.watchlist()
watchlist_symbols = list({sec.symbol for group in wl for sec in group.securities})

# Step 2: Add high-yield candidate universe
candidates = [
    'HRZN.US','PSEC.US','SVOL.US','FSK.US','ORC.US','IVR.US',  # BDC/mREIT >20%
    'ARR.US','DX.US','AGNC.US','NLY.US','NYMT.US','CIM.US',     # mREIT
    'ARCC.US','HTGC.US','TSLX.US','MAIN.US','GAIN.US','GLAD.US', # BDC
    'JEPI.US','JEPQ.US','QYLD.US','SPYI.US','QQQI.US','DIVO.US', # 高息ETF
    'MO.US','VZ.US','XOM.US','BTI.US','O.US',                     # 蓝筹高息
    'ET.US','EPD.US','MPLX.US','USAC.US',                          # MLP
    '3416.HK','3417.HK','3419.HK',                                 # 港股高息ETF
    '1088.HK','0883.HK','3968.HK','1919.HK','2318.HK',            # 港股高息蓝筹
]
all_symbols = list(set(watchlist_symbols + candidates))

# Step 3: Batch calc (10 per batch)
results = []
for i in range(0, len(all_symbols), 10):
    batch = all_symbols[i:i+10]
    try:
        resp = ctx.calc_indexes(batch, [CalcIndex.DividendRatioTtm, CalcIndex.TotalMarketValue])
        for item in resp:
            dy = item.dividend_ratio_ttm
            if dy is not None:
                try:
                    dy_val = float(dy)
                    if dy_val > 5:  # Filter noise
                        cap = float(item.total_market_value) if item.total_market_value else 0
                        results.append({'symbol': item.symbol, 'yield': dy_val, 'cap': cap})
                except: pass
    except Exception as e:
        print(f"Batch error: {e}", file=sys.stderr)

# Step 4: Sort and present
results.sort(key=lambda x: x['yield'], reverse=True)

Note: DividendRatioTtm returns the trailing 12-month dividend yield as a percentage (e.g. 14.16 means 14.16%). This is dividend-per-share / price, annualized from actual payments — not a forward estimate.

Example Script

import os
from longport import openapi
from longport.openapi import CalcIndex

# Connect (LONGPORT_* now in bashrc)
cfg = openapi.Config.from_env()
ctx = openapi.QuoteContext(config=cfg)
trade_ctx = openapi.TradeContext(config=cfg)

# 1. Realtime quote
resp = ctx.quote(['O.US', '823.HK'])
for q in resp:
    print(f'{q.symbol}: ${q.last_done:.2f}')

# 2. Fundamental data (PE, PB, dividend yield)
resp = ctx.calc_indexes(['O.US'], [CalcIndex.PeTtmRatio, CalcIndex.PbRatio, CalcIndex.DividendRatioTtm])
print(f'O.US: PE={resp[0].pe_ttm_ratio}, PB={resp[0].pb_ratio}, 股息率={resp[0].dividend_ratio_ttm}%')

# 3. Static info (EPS, BPS)
info = ctx.static_info(['O.US'])[0]
print(f'EPS_TTM: {info.eps_ttm}, BPS: {info.bps}')

# 4. Holdings
positions = trade_ctx.stock_positions()
for ch in positions.channels:
    for pos in ch.positions:
        print(f'{pos.symbol}: {pos.quantity} @ {pos.cost_price}')

# 5. Watchlist
wl = ctx.watchlist()
for group in wl:
    print(f'分组: {group.name} ({len(group.securities)}只)')