feat：新增消息量价共振接口

docs/API_REFERENCE.md

@@ -6,13 +6,13 @@
 
 | 指标 | 数量 |
 |---|---:|
-| SDK 方法总数 | 228 |
+| SDK 方法总数 | 229 |
 
 ## 专题分布
 
 | ftshare-doc 专题 | SDK 方法数 | API mixin 模块 | Endpoint 模块 |
 |---|---:|---|---|
-| 股票数据 | 120 | `ftshare.apis.stock` | `ftshare.endpoints.stock` |
+| 股票数据 | 121 | `ftshare.apis.stock` | `ftshare.endpoints.stock` |
 | 港股数据 | 3 | `ftshare.apis.hk` | `ftshare.endpoints.hk` |
 | 美股数据 | 2 | `ftshare.apis.us` | `ftshare.endpoints.us` |
 | 指数专题 | 15 | `ftshare.apis.index` | `ftshare.endpoints.index` |
@@ -78,6 +78,7 @@
 | [`limit_up_public_report`](#api-limit-up-public-report) | 涨停对外归因报告 | `GET` | `api/v3/market/data/limit-up-reports/public-report` | `date`, `security_code` | `涨停对外归因报告.md` |
 | [`margin_trading_details`](#api-margin-trading-details) | 融资融券明细 | `GET` | `api/v1/market/data/margin-trading-details` | `date`, `start_date`, `end_date`, `stock`, `page`, `page_size` | `融资融券明细.md` |
 | [`namechange`](#api-namechange) | 股票曾用名 | `GET` | `api/v1/market/data/namechange` | `trade_code`, `start_date`, `end_date` | `股票曾用名.md` |
+| [`news_reaction_snapshot`](#api-news-reaction-snapshot) | 消息量价共振 | `GET` | `api/v3/market/data/news-reaction-snapshot` | `symbol`, `start_date`, `end_date`, `lookback_hours`, `page`, `page_size` | `消息量价共振.md` |
 | [`nth_trade_date`](#api-nth-trade-date) | 第N个交易日 | `GET` | `api/v1/market/data/time/get-nth-trade-date` | `n` | `第N个交易日.md` |
 | [`northbound`](#api-northbound) | 北向资金交易 | `GET` | `api/v1/market/data/northbound` | `date` | `北向资金交易.md` |
 | [`performance_forecasts_paginated`](#api-performance-forecasts-paginated) | 业绩预告 | `GET` | `api/v1/market/data/finance/stock-performance-forecast` | `stock_code`, `year`, `report_type`, `page`, `page_size` | `业绩预告.md` |
@@ -4021,7 +4022,7 @@ Documented endpoint: ``get_fund_classification``.
 
 Args:
     fund_code: 基金代码 (type: string; required: Y).
-    classify_std: 分类标准：证监会基金分类/晨星基金分类/银河证券分类2017版/Gangtise基金分类/Gangtise基金概念分类，缺省全部 (type: string; required: N).
+    classify_std: 分类标准：证监会基金分类/晨星基金分类/银河证券分类2017版，缺省全部 (type: string; required: N).
     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.
@@ -4533,7 +4534,7 @@ Documented endpoint: ``get_china_futures_base_data_handler``.
 
 Args:
     trade_date: 交易日 YYYYMMDD；不传则使用前一交易日（CST） (type: int; required: N).
-    symbol: WIND 合约全码如 A2605.DCE；大小写不敏感；不传或空表示该日全部 (type: string; required: N).
+    symbol: 合约全码如 A2605.DCE；大小写不敏感；不传或空表示该日全部 (type: string; required: N).
     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.
@@ -5871,3 +5872,13 @@ Returns:
 - Path：`api/v2/market/data/stock-dividends-effective`
 - 参数：`symbol, since_date, until_date, page, page_size`
 - 来源文档：`股票有效分红记录.md`
+
+<h4 id="api-news-reaction-snapshot"><code>news_reaction_snapshot</code></h4>
+
+- 接口名称：消息量价共振
+- HTTP：`GET`
+- Path：`api/v3/market/data/news-reaction-snapshot`
+- 参数：`symbol`, `start_date`, `end_date`, `lookback_hours`, `page`, `page_size`
+- 来源文档：`消息量价共振.md`
+- 原始接口：`news_reaction_snapshot`
+- 说明：返回 `code/message/data` 分页信封，快照记录位于 `data.records`；`symbol`、`start_date`、`end_date` 必填，`lookback_hours` 仅 `24` 或 `48`，日期跨度不超过 31 天，`page_size` 上限 200。

pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "ftshare"
-version = "1.0.6"
+version = "1.0.7"
 description = "Python SDK for FTShare market data APIs."
 readme = "README.md"
 requires-python = ">=3.9"

src/ftshare/apis/fund.py

@@ -469,7 +469,7 @@ def fund_classification(
 
         Args:
             fund_code: 基金代码 (type: string; required: Y).
-            classify_std: 分类标准：证监会基金分类/晨星基金分类/银河证券分类2017版/Gangtise基金分类/Gangtise基金概念分类，缺省全部 (type: string; required: N).
+            classify_std: 分类标准：证监会基金分类/晨星基金分类/银河证券分类2017版，缺省全部 (type: string; required: N).
             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.

src/ftshare/apis/futures.py

@@ -172,7 +172,7 @@ def china_futures_base_data(
 
         Args:
             trade_date: 交易日 YYYYMMDD；不传则使用前一交易日（CST） (type: int; required: N).
-            symbol: WIND 合约全码如 A2605.DCE；大小写不敏感；不传或空表示该日全部 (type: string; required: N).
+            symbol: 合约全码如 A2605.DCE；大小写不敏感；不传或空表示该日全部 (type: string; required: N).
             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.

src/ftshare/apis/stock.py

@@ -4212,3 +4212,30 @@ def stock_st_history(self, symbol: Any | None = None, st_type: Any | None = None
         params = {'symbol': symbol, 'st_type': st_type}
         params.update(kwargs)
         return self._call_endpoint('stock_st_history', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
+
+    def news_reaction_snapshot(self, symbol: Any | None = None, start_date: Any | None = None, end_date: Any | None = None, lookback_hours: Any | None = None, page: int | None = None, page_size: int | None = None, limit: int | None = None, all_pages: bool = False, max_pages: int | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
+        """消息量价共振.
+
+        Endpoint: ``api/v3/market/data/news-reaction-snapshot``.
+        Method: ``GET``.
+        Documented endpoint: ``news_reaction_snapshot``.
+
+        Args:
+            symbol: 股票代码，必须带交易所后缀，如 000333.SZ (type: string; required: Y).
+            start_date: 起始交易日（含），YYYYMMDD 或 YYYY-MM-DD (type: string; required: Y).
+            end_date: 截止交易日（含），与起始日期相隔不超过 31 天 (type: string; required: Y).
+            lookback_hours: 新闻回看窗口，仅 24 或 48；不传则两套窗口都返回 (type: number; required: N).
+            page: 页码，从 1 开始，默认 1，最大 1000.
+            page_size: 每页条数，默认 50，最大 200.
+            limit: Maximum number of rows to return when aggregating pages.
+            all_pages: Fetch every page.
+            max_pages: Safety bound when ``all_pages`` is enabled.
+            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.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+        """
+        params = {'symbol': symbol, 'start_date': start_date, 'end_date': end_date, 'lookback_hours': lookback_hours}
+        params.update(kwargs)
+        path = ENDPOINTS['news_reaction_snapshot'].path
+        return self.get_paginated(path, page=page, page_size=page_size, limit=limit, all_pages=all_pages, max_pages=max_pages, max_page_size=200, raw=raw, fields=fields, as_dataframe=as_dataframe, **params)

src/ftshare/endpoints/stock.py

@@ -917,4 +917,13 @@
         'params': ('symbol', 'st_type'),
     },
 
+    'news_reaction_snapshot': {
+        'path': 'api/v3/market/data/news-reaction-snapshot',
+        'title': '消息量价共振',
+        'doc_file': '消息量价共振.md',
+        'original_api': 'news_reaction_snapshot',
+        'params': ('symbol', 'start_date', 'end_date', 'lookback_hours', 'page', 'page_size'),
+        'max_page_size': 200,
+    },
+
 })

tests/endpoint_cases.py

@@ -75,6 +75,7 @@
     "limit": 5,
     "limit_type": "up",
     "listing_date_since": "20260101",
+    "lookback_hours": 48,
     "market": "cn",
     "market_code": "000300",
     "market_id": 1,

tests/test_client.py

@@ -467,6 +467,36 @@ def test_new_paginated_endpoints_forward_parameters():
     assert session.calls[3]["params"] == {"start_date": "20260805", "end_date": "20260805", "board_name": "证券", "page": 1, "page_size": 1000}
 
 
+def test_news_reaction_snapshot_forwards_filters_and_extracts_records():
+    records = [{"trade_date": "20260819", "symbol": "600519.SH", "lookback_hours": 48}]
+    session = FakeSession([FakeResponse(payload=paginated_records(records))])
+    client = FtshareClient(session=session)
+
+    frame = client.news_reaction_snapshot(
+        symbol="600519.SH",
+        start_date="20260818",
+        end_date="20260828",
+        lookback_hours=48,
+        page=1,
+        page_size=5,
+    )
+
+    assert session.calls[0]["url"] == "https://market.ft.tech/gateway/" + ENDPOINTS["news_reaction_snapshot"].path
+    assert "json" not in session.calls[0]
+    assert session.calls[0]["params"] == {
+        "symbol": "600519.SH",
+        "start_date": "20260818",
+        "end_date": "20260828",
+        "lookback_hours": 48,
+        "page": 1,
+        "page_size": 5,
+    }
+    assert list(frame.columns) == ["trade_date", "symbol", "lookback_hours"]
+
+    with pytest.raises(ValueError, match="page_size must be between 1 and 200"):
+        client.news_reaction_snapshot(symbol="600519.SH", start_date="20260818", end_date="20260828", page_size=201)
+
+
 def test_eastmoney_sector_flow_forwards_board_parameters():
     session = FakeSession([FakeResponse(payload=paginated_records([]))])
     client = FtshareClient(session=session)