fix(backtest): resolve mypy and ruff lint issues

- dsl.py: use NDArray type annotations, fix None narrowing
- cli.py: add type annotations, fix import sorting
- strategy.py: fix UP038 isinstance, add noqa for I() method name
- tests: fix E712 bool comparison assertions

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

src/easy_tdx/backtest/cli.py

@@ -3,8 +3,8 @@
 from __future__ import annotations
 
 import importlib.util
-import json
 from pathlib import Path
+from typing import Any
 
 import click
 
@@ -53,9 +53,9 @@ def backtest(
 
       easy-tdx backtest SZ 000001 --strategy-file my_strategy.py --indicators MACD,KDJ
     """
+    from ..backtest.engine import BacktestEngine
     from ..cli.conn import get_mac_client
     from ..cli.parsers import parse_adjust, parse_market, parse_period
-    from ..backtest.engine import BacktestEngine
     from ..indicator import compute_indicators
 
     # 1. 加载策略
@@ -114,7 +114,6 @@ def _load_strategy(
     Returns:
         Strategy 子类
     """
-    from ..backtest.strategy import Strategy
 
     if strategy_file:
         return _load_strategy_from_file(strategy_file)
@@ -174,7 +173,7 @@ def _load_strategy_from_file(path: str) -> type:
     return strategy_classes[0]
 
 
-def _print_table(result) -> None:
+def _print_table(result: Any) -> None:
     """以表格形式输出回测结果。"""
     perf = result.performance
     config = result.config

src/easy_tdx/backtest/dsl.py

@@ -10,6 +10,7 @@ from collections.abc import Callable
 from typing import Any
 
 import numpy as np
+from numpy.typing import NDArray
 
 from .strategy import Strategy
 
@@ -31,23 +32,24 @@ def dsl_strategy(func: Callable[..., Any]) -> type[Strategy]:
 
     class DSLStrategy(Strategy):
         _signal_func = staticmethod(func)
-        _buy_mask: np.ndarray | None = None
-        _sell_mask: np.ndarray | None = None
+        _buy_mask: NDArray[np.bool_] | None = None
+        _sell_mask: NDArray[np.bool_] | None = None
 
         def init(self) -> None:
             pass
 
         def next(self) -> None:
-            if self._buy_mask is None:
+            buy = self._buy_mask
+            sell = self._sell_mask
+            if buy is None or sell is None:
                 return
             idx = self._bar_index
-            if idx < len(self._buy_mask) and self._buy_mask[idx]:
+            if idx < len(buy) and buy[idx]:
                 self.buy(size=0)
-            elif idx < len(self._sell_mask) and self._sell_mask[idx]:
+            elif idx < len(sell) and sell[idx]:
                 self.sell(size=0)
 
     DSLStrategy.__name__ = func.__name__
     DSLStrategy.__qualname__ = func.__qualname__
-    DSLStrategy._signal_func = func  # type: ignore[attr-defined]
 
     return DSLStrategy

src/easy_tdx/backtest/portfolio.py

@@ -5,8 +5,6 @@
 
 from __future__ import annotations
 
-from typing import Any
-
 import numpy as np
 import pandas as pd
 

src/easy_tdx/backtest/strategy.py

@@ -100,7 +100,7 @@ class StrategyDataProxy:
             if col == "datetime":
                 continue
             arr = df[col].to_numpy()
-            if len(arr) > 0 and isinstance(arr[0], (np.datetime64, pd.Timestamp)):
+            if len(arr) > 0 and isinstance(arr[0], np.datetime64 | pd.Timestamp):
                 # datetime 列转为 int (YYYYMMDD)
                 self._arrays[col] = _datetime_to_int(arr)
             else:
@@ -250,7 +250,7 @@ class Strategy(ABC):
 
     # ── 指标注册 ───────────────────────────────────────────────────────────────
 
-    def I(
+    def I(  # noqa: E743
         self, func: Callable[..., NDArray], *args: Any, **kwargs: Any
     ) -> NDArray:
         """注册指标。
@@ -441,7 +441,7 @@ def _datetime_to_int(arr: NDArray) -> NDArray:
     """
     result = np.zeros(len(arr), dtype=np.float64)
     for i, val in enumerate(arr):
-        if isinstance(val, (np.datetime64, pd.Timestamp)):
+        if isinstance(val, np.datetime64 | pd.Timestamp):
             ts = pd.Timestamp(val)
             result[i] = float(ts.strftime("%Y%m%d"))
         else: