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fix: resolve all CI mypy (265→0) and ruff (26→0) errors

Browse Source 
- pyproject.toml: add mypy overrides for pandas/tabulate/matplotlib stubs,
  disable strict checking for vendored MyTT library
- config.py: use cast() for dict[str, Any] .get() returns
- beichi.py: widen _calc_bi_force param to BI | XD, import XD
- backtest/cli.py: split combo/single strategy into separate typed variables
- backtest/combo.py: add bool_array() helper for numpy return types
- chanlun/analyser.py: type ignore for pandas row access, fix dict type arg
- unified.py: change fields param from object to Any
- ex/mac_client.py: add type args to list literals
- cli/cmd_offline.py: wrap int market as Market enum before API call
- cli/cmd_chanlun.py: fix dict type arg
- offline/write_*.py: explicit int() cast for struct.unpack returns
- MyTT.py: fix line-too-long comments, UP038 isinstance syntax
- tests: fix E712 (==False → ~mask), E741 (noqa), F841, import sorting
- ruff format applied across codebase

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
GitHub
2026-06-10 15:03:41 +08:00
co-authored by Claude Opus 4.8
parent 5aac7d3a39
commit 4dfd18050e
51 changed files with 548 additions and 335 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/unit/test_backtest_combo.py
+1
View File
@@ -5,6 +5,7 @@ from __future__ import annotations
import numpy as np
import pandas as pd
import pytest
from easy_tdx import MyTT
from easy_tdx.backtest.strategy import Strategy
tests/unit/test_backtest_engine.py
+2 -4
View File
@@ -318,7 +318,7 @@ def test_position_aware_buy_sell_alternation():
engine = BacktestEngine(PositionAwareStrategy, cash=100000)
result = engine.run(df)
trades = result.trades[result.trades["rejected"] == False]
trades = result.trades[~result.trades["rejected"]]
directions = trades["direction"].tolist()
# Must have both BUYs and SELLs
@@ -339,9 +339,7 @@ def test_position_aware_no_duplicate_buys():
engine = BacktestEngine(PositionAwareStrategy, cash=100000)
result = engine.run(df)
buy_trades = result.trades[
(result.trades["direction"] == "BUY") & (result.trades["rejected"] == False)
]
buy_trades = result.trades[(result.trades["direction"] == "BUY") & (~result.trades["rejected"])]
# Each BUY's size should be reasonable (not tiny leftover from exhausted cash)
if len(buy_trades) > 1:
tests/unit/test_backtest_performance.py
+36 -26
View File
@@ -33,12 +33,14 @@ def _make_equity_curve(n: int = 252, total_return: float = 0.1) -> pd.DataFrame:
drawdown = peak - total
drawdown_pct = np.divide(drawdown, peak, out=np.zeros_like(drawdown), where=(peak != 0))
return pd.DataFrame({
"datetime": np.arange(n),
"total": total,
"drawdown": drawdown,
"drawdown_pct": drawdown_pct,
})
return pd.DataFrame(
{
"datetime": np.arange(n),
"total": total,
"drawdown": drawdown,
"drawdown_pct": drawdown_pct,
}
)
def _make_trades() -> pd.DataFrame:
@@ -48,11 +50,13 @@ def _make_trades() -> pd.DataFrame:
包含 direction, pnl, rejected 的 DataFrame
4 条交易: BUY@100, SELL@105(pnl=500), BUY@95, SELL@90(pnl=-500)
"""
return pd.DataFrame({
"direction": ["BUY", "SELL", "BUY", "SELL"],
"pnl": [0, 500, 0, -500],
"rejected": [False, False, False, False],
})
return pd.DataFrame(
{
"direction": ["BUY", "SELL", "BUY", "SELL"],
"pnl": [0, 500, 0, -500],
"rejected": [False, False, False, False],
}
)
def test_total_return() -> None:
@@ -70,20 +74,24 @@ def test_total_return() -> None:
def test_max_drawdown_never_exceeds_100_pct() -> None:
"""测试最大回撤永远不超过 100%（从峰值的跌幅）。"""
# 模拟先涨 5 倍再腰斩的资金曲线
total = np.concatenate([
np.linspace(100000, 600000, 126), # 涨到 60 万
np.linspace(600000, 300000, 126), # 跌到 30 万
])
total = np.concatenate(
[
np.linspace(100000, 600000, 126), # 涨到 60 万
np.linspace(600000, 300000, 126), # 跌到 30 万
]
)
peak = np.maximum.accumulate(total)
drawdown = peak - total
drawdown_pct = np.divide(drawdown, peak, out=np.zeros_like(drawdown), where=(peak != 0))
equity = pd.DataFrame({
"datetime": np.arange(252),
"total": total,
"drawdown": drawdown,
"drawdown_pct": drawdown_pct,
})
equity = pd.DataFrame(
{
"datetime": np.arange(252),
"total": total,
"drawdown": drawdown,
"drawdown_pct": drawdown_pct,
}
)
trades = _make_trades()
analyzer = PerformanceAnalyzer(equity, trades)
@@ -287,11 +295,13 @@ def test_rejected_trades() -> None:
equity = _make_equity_curve(n=252, total_return=0.1)
# 创建包含被拒绝交易的记录
trades = pd.DataFrame({
"direction": ["BUY", "SELL", "SELL", "SELL"],
"pnl": [0, 500, 0, -500],
"rejected": [False, False, True, False],
})
trades = pd.DataFrame(
{
"direction": ["BUY", "SELL", "SELL", "SELL"],
"pnl": [0, 500, 0, -500],
"rejected": [False, False, True, False],
}
)
analyzer = PerformanceAnalyzer(equity, trades)
metrics = analyzer.compute()
tests/unit/test_chanlun.py
+2 -2
View File
@@ -19,7 +19,7 @@ def _k(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
a: float = 0.0,
) -> Kline:
"""快速构造 Kline。"""
@@ -40,7 +40,7 @@ def _ck(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
merged_count: int = 1,
direction: str = "",
) -> CLKline:
tests/unit/test_chanlun_phase2.py
+2 -2
View File
@@ -17,7 +17,7 @@ def _k(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
a: float = 0.0,
) -> Kline:
return Kline(
@@ -37,7 +37,7 @@ def _ck(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
merged_count: int = 1,
direction: str = "",
) -> CLKline:
tests/unit/test_chanlun_phase3.py
+4 -7
View File
@@ -13,7 +13,7 @@ from easy_tdx.chanlun.types import CLKline, Kline
# ── helpers ──────────────────────────────────────────────────────────────
def _k(idx: int, dt: str, o: float, c: float, h: float, l: float, a: float = 0.0) -> Kline:
def _k(idx: int, dt: str, o: float, c: float, h: float, l: float, a: float = 0.0) -> Kline: # noqa: E741
return Kline(
index=idx,
date=datetime.strptime(dt, "%Y-%m-%d"),
@@ -55,9 +55,8 @@ class TestMultiLevel:
def test_multi_level_basic(self) -> None:
"""多级别分析应返回各级别结果。"""
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
from easy_tdx.chanlun.analyser import ChanlunAnalyser
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
df_daily = _make_df(100)
df_30min = _make_df(200)
@@ -77,9 +76,8 @@ class TestMultiLevel:
def test_multi_level_low_level_qs(self) -> None:
"""高级别笔对应的低级别趋势信息。"""
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
from easy_tdx.chanlun.analyser import ChanlunAnalyser
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
df_daily = _make_df(100)
df_30min = _make_df(200)
@@ -158,9 +156,8 @@ class TestZsd:
def test_zsd_from_xds(self) -> None:
"""线段应能组合为走势段。"""
from easy_tdx.chanlun.zsd import find_zsds
from easy_tdx.chanlun.xd import find_xds
from easy_tdx.chanlun.zsd import find_zsds
cks = [
CLKline(
tests/unit/test_financial_data.py
+1 -3
View File
@@ -61,9 +61,7 @@ class TestParseFinancialDat:
index_entries: list[bytes] = []
for i, (code, market_byte, _) in enumerate(stocks):
index_entries.append(
struct.pack(
index_fmt, code.encode("ascii"), bytes([market_byte]), offsets[i]
)
struct.pack(index_fmt, code.encode("ascii"), bytes([market_byte]), offsets[i])
)
return header + b"".join(index_entries) + b"".join(data_chunks)
tests/unit/test_heartbeat.py
+11 -10
View File
@@ -13,28 +13,29 @@ def test_heartbeat_sends_periodically():
mock_conn = mock_conn_cls.return_value
mock_conn.connect = AsyncMock()
mock_conn.close = AsyncMock()
# 记录调用次数
call_count = 0
async def mock_execute(cmd):
nonlocal call_count
call_count += 1
return 5 # 模拟 get_security_count 返回值
return 5 # 模拟 get_security_count 返回值
mock_conn.execute.side_effect = mock_execute
# 设置非常短的心跳间隔以便测试
client = AsyncTdxClient("127.0.0.1", heartbeat_interval=0.1)
await client.connect()
# 等待几次心跳周期
await asyncio.sleep(0.35)
await client.close()
# 0.35s 应该触发约 3 次心跳 (0.1, 0.2, 0.3)
assert call_count >= 3
asyncio.run(run_test())
@@ -45,14 +46,14 @@ def test_heartbeat_stops_on_close():
mock_conn.connect = AsyncMock()
mock_conn.close = AsyncMock()
mock_conn.execute = AsyncMock(return_value=5)
client = AsyncTdxClient("127.0.0.1", heartbeat_interval=0.01)
await client.connect()
assert client._heartbeat_task is not None
task = client._heartbeat_task
await client.close()
assert client._heartbeat_task is None
assert task.done() or task.cancelled()
@@ -65,5 +66,5 @@ if __name__ == "__main__":
await test_heartbeat_sends_periodically()
await test_heartbeat_stops_on_close()
print("Heartbeat tests passed!")
asyncio.run(run())
tests/unit/test_indicator.py
+12 -10
View File
@@ -8,7 +8,7 @@ import numpy as np
import pandas as pd
import pytest
from easy_tdx.indicator import compute_indicators, list_indicators, _REGISTRY
from easy_tdx.indicator import _REGISTRY, compute_indicators, list_indicators
def _make_ohlcv(n: int = 200, seed: int = 42) -> pd.DataFrame:
@@ -18,15 +18,17 @@ def _make_ohlcv(n: int = 200, seed: int = 42) -> pd.DataFrame:
low = close - np.abs(rng.standard_normal(n))
open_ = low + (high - low) * rng.random(n)
vol = (rng.random(n) * 1e6).astype(float)
return pd.DataFrame({
"datetime": pd.date_range("2024-01-01", periods=n, freq="D"),
"open": open_,
"high": high,
"low": low,
"close": close,
"vol": vol,
"amount": vol * close,
})
return pd.DataFrame(
{
"datetime": pd.date_range("2024-01-01", periods=n, freq="D"),
"open": open_,
"high": high,
"low": low,
"close": close,
"vol": vol,
"amount": vol * close,
}
)
class TestRegistry:
tests/unit/test_protocol_fixes.py
+46 -21
View File
@@ -19,8 +19,20 @@ def test_security_bars_exact_layout():
# Payload: 0x052D, 1 (Market.SH), "600000", 4 (KlineCategory.DAY), 1, 0 (start), 10, 0, 0, 0
expected = struct.pack(
"<HIHHHH6sHHHHIIH",
0x010C, 0x01016408, 0x001C, 0x001C,
0x052D, 1, b"600000", 4, 1, 0, 10, 0, 0, 0
0x010C,
0x01016408,
0x001C,
0x001C,
0x052D,
1,
b"600000",
4,
1,
0,
10,
0,
0,
0,
)
assert req == expected
assert len(req) == 38
@@ -34,8 +46,20 @@ def test_history_fund_flow_exact_layout():
# Payload: 0x052D, 1 (Market.SH), "600000", 22, 1, 0, 10, 0, 0, 0
expected = struct.pack(
"<HIHHHH6sHHHHIIH",
0x010C, 0x01016408, 0x001C, 0x001C,
0x052D, 1, b"600000", 22, 1, 0, 10, 0, 0, 0
0x010C,
0x01016408,
0x001C,
0x001C,
0x052D,
1,
b"600000",
22,
1,
0,
10,
0,
0,
0,
)
assert req == expected
assert len(req) == 38
@@ -56,16 +80,16 @@ def test_security_quotes_limit_mapping():
from easy_tdx.codec.price import put_price
cmd = GetSecurityQuotesCmd([(Market.SH, "600000")])
# 构造响应报文
body = bytearray(b"\x00\x00")
body.extend(struct.pack("<H", 1))
# Record: Market(B), Code(6s), Active1(H) + ...
body.extend(struct.pack("<B6sH", 1, b"600000", 0))
body.extend(put_price(1010)) # price_raw
body.extend(put_price(-5)) # last_close_diff
body.extend(put_price(-5)) # last_close_diff
body.extend(put_price(0))
body.extend(put_price(0))
body.extend(put_price(0))
@@ -86,7 +110,7 @@ def test_security_quotes_limit_mapping():
body.extend(put_price(0))
body.extend(put_price(0))
body.extend(struct.pack("<hH", 0, 0))
quotes = cmd.parse_response(bytes(body))
q = quotes[0]
assert q.limit_up is None
@@ -120,18 +144,19 @@ def test_compute_price_limits_for_indices():
def test_compute_price_limits_for_newly_listed_stocks():
"""上市初期限价窗口应返回 None。"""
assert compute_price_limits(
Market.SH, "600001", "主板新股", 10.0, listed_days=5
) == (None, None)
assert compute_price_limits(
Market.SH, "600001", "主板新股", 10.0, listed_days=6
) == (11.0, 9.0)
assert compute_price_limits(
Market.BJ, "920002", "北交所新股", 84.36, listed_days=1
) == (None, None)
assert compute_price_limits(
Market.BJ, "920002", "北交所新股", 84.36, listed_days=2
) == (109.67, 59.05)
assert compute_price_limits(Market.SH, "600001", "主板新股", 10.0, listed_days=5) == (
None,
None,
)
assert compute_price_limits(Market.SH, "600001", "主板新股", 10.0, listed_days=6) == (11.0, 9.0)
assert compute_price_limits(Market.BJ, "920002", "北交所新股", 84.36, listed_days=1) == (
None,
None,
)
assert compute_price_limits(Market.BJ, "920002", "北交所新股", 84.36, listed_days=2) == (
109.67,
59.05,
)
def test_history_fund_flow_uses_uint32_volume_words():
tests/unit/test_screen.py
+1 -1
View File
@@ -10,6 +10,7 @@ from unittest.mock import MagicMock, patch
import pandas as pd
import pytest
from easy_tdx.models.bar import SecurityBar
# ── 辅助：构造 SecurityBar ────────────────────────────────────────────────
@@ -300,7 +301,6 @@ class TestScanOne:
scanner._cash = 100000.0
scanner._commission = 0.0003
bars = _make_bars(100)
with patch.object(scanner, "_scan_one") as mock_scan:
# 不产生信号时返回 None
mock_scan.return_value = None
tests/unit/test_sync_transport.py
+7 -4
View File
@@ -26,10 +26,13 @@ def test_sync_connection_closes_socket_when_setup_fails() -> None:
sock = _FakeSocket()
conn = TdxConnection("127.0.0.1", port=7709, timeout=0.2)
with patch("easy_tdx.transport.sync.socket.socket", return_value=sock), patch.object(
TdxConnection,
"_send_setup",
side_effect=TdxConnectionError("setup failed"),
with (
patch("easy_tdx.transport.sync.socket.socket", return_value=sock),
patch.object(
TdxConnection,
"_send_setup",
side_effect=TdxConnectionError("setup failed"),
),
):
try:
conn.connect()