feat：新增接口

src/ftshare/apis/bond.py

@@ -6,6 +6,7 @@
 from typing import Any
 
 from ..endpoints import ENDPOINTS
+from ..params import symbols_to_json_string
 
 
 class BondApiMixin:
@@ -26,20 +27,20 @@ def convertible_bond_candlesticks(
         as_dataframe: bool = True,
         **kwargs: Any,
     ) -> Any:
-        """可转债K线.
+        """可转债历史K线.
 
         Endpoint: ``api/v1/market/data/convertible-bond-candlesticks``.
         Method: ``GET``.
         Documented endpoint: ``convertible_bond_candlesticks``.
 
         Args:
-            symbol: 可转债代码，如 113027.XSHG、128048.XSHE；也接受 .SH、.SZ 短后缀 (type: string; required: Y).
-            interval_unit: 周期单位：Minute/Day/Week/Month/Year (type: enum; required: Y).
-            interval_value: 间隔数值，默认 1；例如 Minute+5 表示 5 分钟 K 线 (type: int; required: N).
+            symbol: 单只可转债代码，如 113042.SH；也接受 .XSHG、.XSHE 后缀 (type: string; required: Y).
+            interval_unit: 周期单位：Day/Week/Month/Year，大小写不敏感 (type: enum; required: Y).
+            interval_value: 可省略；周期查询无需设置 (type: int; required: N).
             adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
-            since_ts_millis: 开始时间戳，单位毫秒；分钟 K 线与 until 的跨度 ≤3 天 (type: int(ms); required: N).
+            since_ts_millis: 起始时间戳，单位毫秒；不得晚于 until，且与 until 相差不超过 12 个自然月 (type: int(ms); required: Y).
             until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
-            limit: 返回条数上限；未传 since 和 limit 时默认最多返回 50 根 K 线 (type: int; required: N).
+            limit: 保留最新 K 线条数上限；省略返回窗口内全部记录 (type: int; 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.
@@ -59,6 +60,147 @@ def convertible_bond_candlesticks(
             as_dataframe=as_dataframe,
             **request_params,
         )
+
+    def convertible_bond_candlesticks_batch(
+        self,
+        symbols: Any | None = None,
+        interval_unit: Any | None = None,
+        interval_value: Any | None = None,
+        adjust_kind: Any | None = None,
+        since_ts_millis: Any | None = None,
+        until_ts_millis: Any | None = None,
+        limit: Any | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """批量可转债历史K线.
+
+        Endpoint: ``api/v2/market/data/convertible-bond-candlesticks/batch``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_candlesticks_batch``.
+
+        Args:
+            symbols: 可转债代码列表，1～20 个；支持重复参数、逗号分隔或 JSON 字符串数组 (type: string[]; required: Y).
+            interval_unit: 周期单位：Day/Week/Month/Year，大小写不敏感 (type: enum; required: Y).
+            interval_value: 可省略；周期查询无需设置 (type: int; required: N).
+            adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+            since_ts_millis: 起始时间戳，单位毫秒；不得晚于 until，且与 until 相差不超过 12 个自然月 (type: int(ms); required: Y).
+            until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+            limit: 每个标的最新 K 线条数上限；省略返回窗口内全部记录 (type: int; 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.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'symbols': symbols, 'interval_unit': interval_unit, 'interval_value': interval_value, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+        request_params.update(kwargs)
+        return self._call_endpoint(
+            'convertible_bond_candlesticks_batch',
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+    def convertible_bond_minute_candlesticks(
+        self,
+        symbol: Any | None = None,
+        symbols: Any | None = None,
+        interval_value: Any | None = None,
+        since_ts_millis: Any | None = None,
+        until_ts_millis: Any | None = None,
+        limit: Any | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """可转债历史分钟K线.
+
+        Endpoint: ``api/v2/market/data/convertible-bond-minute-candlesticks``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_minute_candlesticks``.
+
+        Args:
+            symbol: 单只可转债代码（与 symbols 二选一，不能同时传） (type: string; required: N).
+            symbols: 1～20 个可转债代码；支持重复参数、逗号分隔或 JSON 字符串数组（与 symbol 二选一） (type: string[]; required: N).
+            interval_value: 分钟周期：仅支持 1、5、15，默认 1 (type: enum; required: N).
+            since_ts_millis: 起始时间戳，单位毫秒；单只、批量都必须提供 (type: int(ms); required: Y).
+            until_ts_millis: 结束时间戳，单位毫秒；不得早于 since，且单次跨度不超过 3 个自然日 (type: int(ms); required: Y).
+            limit: 每只标的聚合后最多返回条数，范围 1～1000；省略返回窗口内全部记录 (type: int; 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.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'symbol': symbol, 'symbols': symbols, 'interval_value': interval_value, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+        request_params.update(kwargs)
+        return self._call_endpoint(
+            'convertible_bond_minute_candlesticks',
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+    def convertible_bond_realtime_day_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
+        """可转债实时日K线.
+
+        Endpoint: ``api/v4/market/data/convertible-bond-realtime-day-kline``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_realtime_day_kline``.
+
+        Args:
+            symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+            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.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, or raw JSON when ``raw=True``.
+        """
+        params = {'symbols': symbols_to_json_string(symbols)}
+        params.update(kwargs)
+        return self._call_endpoint('convertible_bond_realtime_day_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
+
+    def convertible_bond_realtime_minute_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
+        """可转债实时分钟K线.
+
+        Endpoint: ``api/v4/market/data/convertible-bond-realtime-minute-kline``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_realtime_minute_kline``.
+
+        Args:
+            symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+            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.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, or raw JSON when ``raw=True``.
+        """
+        params = {'symbols': symbols_to_json_string(symbols)}
+        params.update(kwargs)
+        return self._call_endpoint('convertible_bond_realtime_minute_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
+
     def szse_convertible_bond_matching_trades(self, security_code: Any | None = None, trade_date: Any | None = None, start_date: Any | None = None, end_date: Any | None = None, page: int | None = None, page_size: int | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
         """深交所可转债匹配成交."""
         params = {'security_code': security_code, 'trade_date': trade_date, 'start_date': start_date, 'end_date': end_date, 'page': page, 'page_size': page_size}

src/ftshare/apis/llm_corpus.py

@@ -224,3 +224,61 @@ def stock_reports(
             as_dataframe=as_dataframe,
             **request_params,
         )
+
+    def stock_prospectuses(
+        self,
+        stock_code: Any | None = None,
+        start_date: Any | None = None,
+        end_date: 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:
+        """招股书列表.
+
+        Endpoint: ``api/v2/market/data/announcements/stock-prospectuses``.
+        Method: ``GET``.
+        Documented endpoint: ``stock_prospectuses``.
+
+        Args:
+            stock_code: 股票代码；按标的查询时必填，支持裸代码、短后缀和长后缀 (type: string; required: N).
+            start_date: 披露日期 YYYYMMDD；未提供 stock_code 时必填 (type: string; required: N).
+            end_date: 披露日期 YYYYMMDD；不填默认等于 start_date，传入时必须等于 start_date (type: string; required: N).
+            page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+            page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+            limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+            all_pages: Fetch and combine pages until the server reports the last page.
+            max_pages: Optional safety cap for ``all_pages``.
+            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.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'stock_code': stock_code, 'start_date': start_date, 'end_date': end_date}
+        request_params.update(kwargs)
+        path = ENDPOINTS['stock_prospectuses'].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=ENDPOINTS['stock_prospectuses'].max_page_size,
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )

src/ftshare/apis/stock.py

@@ -3708,6 +3708,48 @@ def stock_prev_close(
             **request_params,
         )
 
+    def stock_intraday(
+        self,
+        symbol: Any | None = None,
+        range: Any | None = None,
+        days: Any | None = None,
+        ts_ms: Any | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """股票跨日分时行情.
+
+        Endpoint: ``api/v4/market/data/stock-intraday``.
+        Method: ``GET``.
+        Documented endpoint: ``stock_intraday``.
+
+        Args:
+            symbol: 股票代码，需带市场后缀，如 600000.SH、000001.SZ；不接受裸代码 (type: string; required: Y).
+            range: 预置时间区间：Today（当日）/ FiveDays（当日及此前 4 个交易日，默认），大小写敏感 (type: string; required: N).
+            days: 1～5；查询当日及此前 N-1 个交易日，1 表示当日 (type: int; required: N).
+            ts_ms: 当日过滤起点，Unix 毫秒时间戳，包含起点；不能通过它指定历史日期 (type: int(ms); 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.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, or raw JSON when ``raw=True``.
+        """
+        request_params = {'symbol': symbol, 'range': range, 'days': days, 'ts_ms': ts_ms}
+        request_params.update(kwargs)
+        return self._call_endpoint(
+            'stock_intraday',
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
     def stock_intraday_prices(
         self,
         symbol: Any | None = None,

src/ftshare/endpoints/bond.py

@@ -8,12 +8,45 @@
 ENDPOINTS: dict[str, Endpoint] = build_endpoints({
     'convertible_bond_candlesticks': {
         'path': 'api/v1/market/data/convertible-bond-candlesticks',
-        'title': '可转债K线',
-        'doc_file': '可转债K线.md',
+        'title': '可转债历史K线',
+        'doc_file': '可转债历史K线.md',
         'original_api': 'convertible_bond_candlesticks',
         'method': 'GET',
         'params': ('symbol', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
     },
+
+    'convertible_bond_candlesticks_batch': {
+        'path': 'api/v2/market/data/convertible-bond-candlesticks/batch',
+        'title': '批量可转债历史K线',
+        'doc_file': '批量可转债历史K线.md',
+        'original_api': 'convertible_bond_candlesticks_batch',
+        'params': ('symbols', 'interval_unit', 'interval_value', 'adjust_kind', 'since_ts_millis', 'until_ts_millis', 'limit'),
+    },
+
+    'convertible_bond_minute_candlesticks': {
+        'path': 'api/v2/market/data/convertible-bond-minute-candlesticks',
+        'title': '可转债历史分钟K线',
+        'doc_file': '可转债历史分钟K线.md',
+        'original_api': 'convertible_bond_minute_candlesticks',
+        'params': ('symbol', 'symbols', 'interval_value', 'since_ts_millis', 'until_ts_millis', 'limit'),
+    },
+
+    'convertible_bond_realtime_day_kline': {
+        'path': 'api/v4/market/data/convertible-bond-realtime-day-kline',
+        'title': '可转债实时日K线',
+        'doc_file': '可转债实时日K线.md',
+        'original_api': 'convertible_bond_realtime_day_kline',
+        'params': ('symbols',),
+    },
+
+    'convertible_bond_realtime_minute_kline': {
+        'path': 'api/v4/market/data/convertible-bond-realtime-minute-kline',
+        'title': '可转债实时分钟K线',
+        'doc_file': '可转债实时分钟K线.md',
+        'original_api': 'convertible_bond_realtime_minute_kline',
+        'params': ('symbols',),
+    },
+
     'szse_convertible_bond_matching_trades': {
         'path': 'api/v1/market/data/convertible-bond/szse/matching-trades',
         'title': '深交所可转债匹配成交',

src/ftshare/endpoints/llm_corpus.py

@@ -34,4 +34,12 @@
         'original_api': 'stock_reports',
         'params': ('stock_code', 'start_date', 'end_date', 'type', 'page', 'page_size'),
     },
+    'stock_prospectuses': {
+        'path': 'api/v2/market/data/announcements/stock-prospectuses',
+        'title': '招股书列表',
+        'doc_file': '招股书列表.md',
+        'original_api': 'stock_prospectuses',
+        'params': ('stock_code', 'start_date', 'end_date', 'page', 'page_size'),
+        'max_page_size': 500,
+    },
 })

src/ftshare/endpoints/stock.py

@@ -417,6 +417,13 @@
         'original_api': 'get_stock_institution_share_holdings',
         'params': ('institution_id', 'year', 'report_type', 'invest_type'),
     },
+    'stock_intraday': {
+        'path': 'api/v4/market/data/stock-intraday',
+        'title': '股票跨日分时行情',
+        'doc_file': '股票跨日分时行情.md',
+        'original_api': 'stock_intraday',
+        'params': ('symbol', 'range', 'days', 'ts_ms'),
+    },
     'stock_intraday_auction_volume': {
         'path': 'api/v2/market/data/intraday-auction-volume',
         'title': '连续竞价成交量',