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

- 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>

.claude/settings.local.json

@@ -0,0 +1,87 @@
+{
+  "permissions": {
+    "allow": [
+      "Skill(update-config)",
+      "Bash(echo '{\"tool_name\":\"Edit\",\"tool_input\":{\"file_path\":\"D:\\\\\\\\python\\\\\\\\xmtdx\\\\\\\\src\\\\\\\\xmtdx\\\\\\\\__init__.py\"}}')",
+      "Bash(python -c \"import sys,json,subprocess;d=json.load\\(sys.stdin\\);f=d.get\\('tool_input',{}\\).get\\('file_path',''\\);exec\\('' if not f.endswith\\(\\\\\\\\'.py\\\\\\\\'\\) else 'subprocess.run\\([\\\\\\\\'ruff\\\\\\\\',\\\\\\\\'check\\\\\\\\',\\\\\\\\'--fix\\\\\\\\',f],capture_output=True\\);subprocess.run\\([\\\\\\\\'ruff\\\\\\\\',\\\\\\\\'format\\\\\\\\',f],capture_output=True\\)'\\);print\\(f'done: {f}'\\)\")",
+      "Bash(python *)",
+      "Bash(ruff check *)",
+      "Bash(git add *)",
+      "Bash(git commit *)",
+      "Bash(git push *)",
+      "mcp__zread__get_repo_structure",
+      "Bash(pip install *)",
+      "mcp__web-reader__webReader",
+      "Bash(python3 *)",
+      "Bash(where mypy *)",
+      "Bash(pip list *)",
+      "Bash(uv run *)",
+      "Bash(git stash *)",
+      "Bash(dir /s /b src\\\\xmtdx)",
+      "Bash(git remote *)",
+      "Bash(uv --version)",
+      "Bash(git rm *)",
+      "mcp__plugin_context7_context7__resolve-library-id",
+      "mcp__plugin_context7_context7__query-docs",
+      "Bash(grep -E \"\\\\.py$\")",
+      "Bash(awk '{added+=$1; deleted+=$2} END {print \"+\" added \" -\" deleted}')",
+      "Bash(find D:/python/easty_tdx/examples/1[1-7]* -name \"*.py\")",
+      "Bash(easy-tdx ping *)",
+      "Bash(easy-tdx version *)",
+      "Bash(easy-tdx kline *)",
+      "Bash(easy-tdx quote *)",
+      "Bash(easy-tdx tick *)",
+      "Bash(easy-tdx transaction *)",
+      "Bash(easy-tdx auction *)",
+      "Bash(easy-tdx quote-list *)",
+      "Bash(easy-tdx board-list *)",
+      "Bash(easy-tdx board-members *)",
+      "Bash(easy-tdx belong-board *)",
+      "Bash(easy-tdx capital-flow *)",
+      "Bash(echo \"EXIT CODE: $?\")",
+      "Bash(easy-tdx unusual *)",
+      "Bash(easy-tdx market-stat *)",
+      "Bash(easy-tdx server-info *)",
+      "Bash(easy-tdx symbol-info *)",
+      "Bash(easy-tdx ex *)",
+      "WebSearch",
+      "mcp__zread__search_doc",
+      "mcp__zread__read_file",
+      "Bash(git status *)",
+      "Bash(pip show *)",
+      "Bash(git tag *)",
+      "Bash(twine upload *)",
+      "Bash(pip index *)",
+      "Bash(curl -s https://pypi.org/pypi/easy-tdx/json)",
+      "Bash(curl -sI \"https://files.pythonhosted.org/packages/py3/e/easy-tdx/easy_tdx-1.2.0-py3-none-any.whl\")",
+      "Bash(gh run *)",
+      "Bash(easy-tdx *)",
+      "mcp__web-search-prime__web_search_prime",
+      "mcp__plugin_compound-engineering_context7__resolve-library-id",
+      "mcp__plugin_compound-engineering_context7__query-docs",
+      "Bash(pip uninstall *)",
+      "Bash(xargs grep -l \"Command\\\\|Request\\\\|Response\")",
+      "Bash(quotes/stock_xdxr_info.go)",
+      "Bash(mypy src/)",
+      "Bash(ruff format *)",
+      "mcp__plugin_episodic-memory_episodic-memory__search",
+      "Bash(echo \"FK/\")",
+      "Bash(git pull *)",
+      "mcp__playwright__browser_navigate",
+      "mcp__playwright__browser_snapshot",
+      "Bash(gh auth *)",
+      "Bash(rm -rf easy_tdx.wiki)",
+      "Bash(gh repo *)",
+      "Bash(gh api *)",
+      "Bash(mypy src/easy_tdx/backtest/types.py)",
+      "Bash(mypy tests/unit/test_backtest_types.py)",
+      "Bash(mypy src/easy_tdx/backtest/types.py tests/unit/test_backtest_types.py)",
+      "Bash(mypy *)",
+      "Bash(git diff *)",
+      "Bash(echo \"exit: $?\")",
+      "Bash(where easy-tdx *)",
+      "mcp__zai-mcp-server__analyze_image",
+      "Bash(git ls-remote *)"
+    ]
+  }
+}

pyproject.toml

@@ -23,6 +23,15 @@ packages = ["src/easy_tdx"]
 strict = true
 python_version = "3.10"
 
+[[tool.mypy.overrides]]
+module = ["pandas", "tabulate", "matplotlib", "matplotlib.*"]
+ignore_missing_imports = true
+
+[[tool.mypy.overrides]]
+module = "easy_tdx.MyTT"
+disallow_untyped_defs = false
+disallow_untyped_calls = false
+
 [tool.ruff]
 target-version = "py310"
 line-length = 100

src/easy_tdx/MyTT.py

@@ -4,7 +4,8 @@
 # V2.1  2021-6-6   新增 BARSLAST函数 SLOPE,FORCAST线性回归预测函数
 # V2.3  2021-6-13  新增 TRIX,DPO,BRAR,DMA,MTM,MASS,ROC,VR,ASI等指标
 # V2.4  2021-6-27  新增 EXPMA,OBV,MFI指标, 改进SMA核心函数(核心函数彻底无循环)
-# V2.7  2021-11-21 修正 SLOPE,BARSLAST,函数,新加FILTER,LONGCROSS, 感谢qzhjiang对SLOPE,SMA等函数的指正
+# V2.7  2021-11-21 修正 SLOPE,BARSLAST,函数,新加FILTER,LONGCROSS,
+#             感谢qzhjiang对SLOPE,SMA等函数的指正
 # V2.8  2021-11-23 修正 FORCAST,WMA函数,欢迎qzhjiang,stanene,bcq加入社群，一起来完善myTT库
 # V2.9  2021-11-29 新增 HHVBARS,LLVBARS,CONST, VALUEWHEN功能函数
 # V2.92 2021-11-30 新增 BARSSINCEN函数,现在可以 pip install MyTT 完成安装
@@ -128,7 +129,7 @@ def WMA(S, N):  # 通达信S序列的N日加权移动平均 Yn = (1*X1+2*X2+3*X3
 
 
 def DMA(S, A):  # 求S的动态移动平均，A作平滑因子,必须 0<A<1  (此为核心函数，非指标）
-    if isinstance(A, (int, float)):
+    if isinstance(A, int | float):
         return pd.Series(S).ewm(alpha=A, adjust=False).mean().values
     A = np.array(A)
     A[np.isnan(A)] = 1.0
@@ -164,7 +165,7 @@ def LAST(S, A, B):  # 从前A日到前B日一直满足S_BOOL条件, 要求A>B &
     )
 
 
-# ------------------   1级：应用层函数(通过0级核心函数实现）使用方法请参考通达信--------------------------------
+# -- 1级：应用层函数(通过0级核心函数实现）使用方法请参考通达信 --------------------
 def COUNT(S, N):  # COUNT(CLOSE>O, N):  最近N天满足S_BOO的天数  True的天数
     return SUM(S, N)
 

src/easy_tdx/backtest/cli.py

@@ -79,16 +79,15 @@ def backtest(
 
     # 1. 加载策略（单策略 or 多因子组合）
     is_combo = combo_strategies is not None
-    strategy = None
 
     if is_combo:
-        strategy = _load_combo_strategies(combo_strategies)
+        assert combo_strategies is not None  # narrowed by is_combo
+        combo_classes = _load_combo_strategies(combo_strategies)
     else:
-        strategy = _load_strategy(strategy_str, strategy_file)
+        strategy_cls = _load_strategy(strategy_str, strategy_file)
-
+        if strategy_cls is None:
-    if strategy is None:
+            click.echo("错误: 必须指定 --strategy-file / --combo-strategies / --strategy", err=True)
-        click.echo("错误: 必须指定 --strategy-file / --combo-strategies / --strategy", err=True)
+            raise SystemExit(1)
-        raise SystemExit(1)
 
     # 2. 获取数据
     mkt = parse_market(market)
@@ -111,21 +110,21 @@ def backtest(
     if is_combo:
         from ..backtest.combo import CombinationRunner
 
-        assert strategy is not None  # for type checker
         runner = CombinationRunner(
-            strategy_classes=strategy,
+            strategy_classes=combo_classes,
             df=df,
             cash=cash,
             commission=commission,
             execution=execution,
         )
         result = runner.run_combination(
-            indices=list(range(len(strategy))),
+            indices=list(range(len(combo_classes))),
             mode=combo_mode.upper(),
         )
     else:
+        assert strategy_cls is not None  # guarded above by SystemExit
         engine = BacktestEngine(
-            strategy=strategy,
+            strategy=strategy_cls,
             cash=cash,
             commission=commission,
             execution=execution,

src/easy_tdx/backtest/combo.py

@@ -39,6 +39,11 @@ NDArray = np.ndarray
 BoolArray = npt.NDArray[np.bool_]
 
 
+def bool_array(x: Any) -> BoolArray:
+    """Ensure the result is a BoolArray (not a scalar bool_)."""
+    return np.asarray(x, dtype=np.bool_)
+
+
 # ── 数据结构 ────────────────────────────────────────────────────────────────
 
 
@@ -200,15 +205,15 @@ def combine_masks(
     sell_stack = np.stack(sell_arrays)
 
     if mode == "AND":
-        return np.all(buy_stack, axis=0), np.all(sell_stack, axis=0)
+        return bool_array(np.all(buy_stack, axis=0)), bool_array(np.all(sell_stack, axis=0))
     elif mode == "OR":
-        return np.any(buy_stack, axis=0), np.any(sell_stack, axis=0)
+        return bool_array(np.any(buy_stack, axis=0)), bool_array(np.any(sell_stack, axis=0))
     elif mode == "MAJORITY":
         n_factors = len(signals_list)
         threshold = n_factors / 2
         return (
-            np.sum(buy_stack, axis=0) > threshold,
+            bool_array(np.sum(buy_stack, axis=0) > threshold),
-            np.sum(sell_stack, axis=0) > threshold,
+            bool_array(np.sum(sell_stack, axis=0) > threshold),
         )
     else:
         raise ValueError(f"不支持的合并模式: {mode!r}（可选: AND, OR, MAJORITY）")

src/easy_tdx/chanlun/analyser.py

@@ -8,6 +8,7 @@ K线合并 → 分型识别 → 笔计算 → 中枢计算 → 线段 → 买卖
 from __future__ import annotations
 
 from dataclasses import dataclass, field
+from typing import Any
 
 import pandas as pd
 
@@ -38,10 +39,10 @@ def _df_to_klines(df: pd.DataFrame) -> list[Kline]:
             Kline(
                 index=i,
                 date=dt,
-                open=float(row.open),
+                open=float(row.open),  # type: ignore[arg-type]
-                close=float(row.close),
+                close=float(row.close),  # type: ignore[arg-type]
-                high=float(row.high),
+                high=float(row.high),  # type: ignore[arg-type]
-                low=float(row.low),
+                low=float(row.low),  # type: ignore[arg-type]
                 amount=float(vol),
             )
         )
@@ -64,7 +65,7 @@ class ChanlunResult:
     bcs: list[BC] = field(default_factory=list)
     macd: dict[str, list[float]] = field(default_factory=dict)
 
-    def to_dict(self) -> dict:
+    def to_dict(self) -> dict[str, Any]:
         """将结果转为可序列化的字典（用于 JSON 输出）。"""
         return {
             "code": self.code,

src/easy_tdx/chanlun/beichi.py

@@ -9,7 +9,7 @@
 from __future__ import annotations
 
 from easy_tdx.chanlun.config import ChanlunConfig
-from easy_tdx.chanlun.types import BC, BI, ZS, BCType
+from easy_tdx.chanlun.types import BC, BI, XD, ZS, BCType
 
 
 def check_bi_beichi(
@@ -165,7 +165,7 @@ def _check_qs_beichi(bis: list[BI], zss: list[ZS]) -> list[BC]:
     return bcs
 
 
-def _calc_bi_force(bi: BI) -> float:
+def _calc_bi_force(bi: BI | XD) -> float:
     """计算笔的力度（简化：用幅度表示）。
 
     真正的力度应用 MACD 面积，这里用幅度作为简化替代。

src/easy_tdx/cli/cmd_chanlun.py

@@ -3,6 +3,7 @@
 from __future__ import annotations
 
 import json
+from typing import Any
 
 import click
 
@@ -65,7 +66,7 @@ def chanlun(
         click.echo(json.dumps(result_dict, ensure_ascii=False))
 
 
-def _print_table(result: dict) -> None:
+def _print_table(result: dict[str, Any]) -> None:
     """以表格形式输出缠论分析结果。"""
     click.echo(f"标的: {result['code']}  周期: {result['frequency']}")
     click.echo(f"原始K线: {result['kline_count']}  缠论K线: {result['ckline_count']}")

src/easy_tdx/cli/cmd_ex.py

@@ -57,7 +57,8 @@ def kline(
     mkt = parse_ex_market(market)
     with get_mac_ex_client() as client:
         df = client.goods_kline(
-            mkt, code,
+            mkt,
+            code,
             period=parse_period(period),
             start=start,
             count=count,

src/easy_tdx/cli/cmd_offline.py

@@ -493,8 +493,9 @@ def _fetch_all_daily_bars(
     Returns:
         SecurityBar 列表（按日期升序）。
     """
-    from ..models.enums import KlineCategory
+    from ..models.enums import KlineCategory, Market
 
+    mkt = Market(market)
     fetch_fn = client.get_index_bars if is_index else client.get_security_bars
 
     all_bars: list[SecurityBar] = []
@@ -503,7 +504,7 @@ def _fetch_all_daily_bars(
     max_pages = 50 if need_full else 1  # 50 页 = 40000 条，足够覆盖 A 股全部历史
 
     for _ in range(max_pages):
-        df = fetch_fn(market, code, KlineCategory.DAY, start, page_size)
+        df = fetch_fn(mkt, code, KlineCategory.DAY, start, page_size)
         if df.empty:
             break
         all_bars.extend(_df_to_bars(df))

src/easy_tdx/client.py

@@ -32,7 +32,14 @@ from .commands.security_list import GetSecurityListCmd
 from .commands.security_quotes import GetSecurityQuotesCmd
 from .commands.transaction import GetHistoryTransactionDataCmd, GetTransactionDataCmd
 from .commands.xdxr_info import GetXdxrInfoCmd
-from .config import get_best_host, get_calc_hosts, get_known_hosts, get_port, get_timeout, save_best_host
+from .config import (
+    get_best_host,
+    get_calc_hosts,
+    get_known_hosts,
+    get_port,
+    get_timeout,
+    save_best_host,
+)
 from .exceptions import TdxConnectionError
 from .models.bar import SecurityBar
 from .models.enums import KlineCategory, Market

src/easy_tdx/codec/block.py

@@ -21,7 +21,7 @@ def parse_block_dat(data: bytes, filename: str = "") -> list["TdxBlock"]:
         return []
 
     pos = 384
-    (count,) = struct.unpack("<H", data[pos:pos+2])
+    (count,) = struct.unpack("<H", data[pos : pos + 2])
     pos += 2
 
     results: list[TdxBlock] = []
@@ -40,8 +40,8 @@ def parse_block_dat(data: bytes, filename: str = "") -> list["TdxBlock"]:
             break
 
         # 板块元数据 (9 字节名称 + 2 字节股票数 + 2 字节类型)
-        name_b = data[pos:pos+9]
+        name_b = data[pos : pos + 9]
-        stock_count, _type = struct.unpack("<HH", data[pos+9:pos+13])
+        stock_count, _type = struct.unpack("<HH", data[pos + 9 : pos + 13])
         name = name_b.decode("gbk", errors="replace").strip("\x00")
 
         # 股票代码区 (2800 字节，每只股票 7 字节)
@@ -51,17 +51,19 @@ def parse_block_dat(data: bytes, filename: str = "") -> list["TdxBlock"]:
         actual_count = min(stock_count, 400)
         for i in range(actual_count):
             c_start = codes_start + i * 7
-            c_raw = data[c_start:c_start+7]
+            c_raw = data[c_start : c_start + 7]
             code = c_raw.decode("ascii", errors="replace").strip("\x00")
             if code:
                 codes.append(code)
 
-        results.append(TdxBlock(
+        results.append(
-            name=name,
+            TdxBlock(
-            category=category,
+                name=name,
-            count=stock_count,
+                category=category,
-            codes=codes,
+                count=stock_count,
-        ))
+                codes=codes,
+            )
+        )
 
         # 跳过整个 2813 字节的记录块
         pos += 2813

src/easy_tdx/codec/datetime_.py

@@ -7,13 +7,10 @@
 日线及以上（其余 category）：4 字节 YYYYMMDD 整数
 """
 
-
 from .._binary import unpack_from
 
 
-def get_datetime_minute(
+def get_datetime_minute(data: bytes | bytearray, pos: int) -> tuple[int, int, int, int, int, int]:
-    data: bytes | bytearray, pos: int
-) -> tuple[int, int, int, int, int, int]:
     """解析分钟级时间戳（4 字节）。
 
     Returns:
@@ -28,9 +25,7 @@ def get_datetime_minute(
     return year, month, day, hour, minute, pos + 4
 
 
-def get_datetime_day(
+def get_datetime_day(data: bytes | bytearray, pos: int) -> tuple[int, int, int, int]:
-    data: bytes | bytearray, pos: int
-) -> tuple[int, int, int, int]:
     """解析日期（4 字节 YYYYMMDD）。
 
     Returns:

src/easy_tdx/codec/frame.py

@@ -25,9 +25,9 @@ _HEADER_FMT = "<IIIHH"
 
 @dataclass(frozen=True)
 class FrameHeader:
-    magic: int       # 协议魔数，恒为 7654321
+    magic: int  # 协议魔数，恒为 7654321
-    seq_id: int      # ZipFlag(1B) + 请求 bytes 1-4 回显(3B)
+    seq_id: int  # ZipFlag(1B) + 请求 bytes 1-4 回显(3B)
-    method: int      # 请求回显(1B) + 保留(1B) + Method(2B)
+    method: int  # 请求回显(1B) + 保留(1B) + Method(2B)
     zipsize: int
     unzipsize: int
 

src/easy_tdx/codec/industry.py

@@ -1,8 +1,9 @@
 """通达信行业配置文件 (tdxhy.cfg) 解析器。"""
 
+
 def parse_tdxhy_cfg(content: bytes) -> dict[str, tuple[str, str]]:
     """解析 tdxhy.cfg 字节内容。
-    
+
     返回字典: { "code": (tdx_industry, sw_industry), ... }
     """
     results = {}

src/easy_tdx/codec/volume.py

@@ -9,7 +9,6 @@
 警告：此函数专为成交量设计，不可用于价格字段（pytdx Bug #3）。
 """
 
-
 from .._binary import unpack_from
 
 
@@ -53,5 +52,5 @@ def _decode_volume(ivol: int) -> float:
 
 def _pow2(exp: int) -> float:
     if exp >= 0:
-        return float(1 << exp) if exp < 63 else 2.0 ** exp
+        return float(1 << exp) if exp < 63 else 2.0**exp
-    return 1.0 / (1 << (-exp)) if -exp < 63 else 2.0 ** exp
+    return 1.0 / (1 << (-exp)) if -exp < 63 else 2.0**exp

src/easy_tdx/commands/company_info.py

@@ -39,12 +39,14 @@ class GetCompanyInfoCategoryCmd(BaseCommand[list[CompanyInfoCategory]]):
                 raw = b[:nul] if nul != -1 else b
                 return raw.decode("gbk", errors="replace")
 
-            results.append(CompanyInfoCategory(
+            results.append(
-                name=_decode(name_b),
+                CompanyInfoCategory(
-                filename=_decode(filename_b),
+                    name=_decode(name_b),
-                start=start,
+                    filename=_decode(filename_b),
-                length=length,
+                    start=start,
-            ))
+                    length=length,
+                )
+            )
 
         return results
 
@@ -52,9 +54,7 @@ class GetCompanyInfoCategoryCmd(BaseCommand[list[CompanyInfoCategory]]):
 class GetCompanyInfoContentCmd(BaseCommand[str]):
     """按文件名、偏移、长度读取公司信息文本（GBK 编码）。"""
 
-    def __init__(
+    def __init__(self, market: Market, code: str, filename: str, offset: int, length: int) -> None:
-        self, market: Market, code: str, filename: str, offset: int, length: int
-    ) -> None:
         self.market = market
         self.code = code.encode("utf-8")
         self.filename = filename.encode("gbk")
@@ -66,7 +66,13 @@ class GetCompanyInfoContentCmd(BaseCommand[str]):
         header = bytes.fromhex("0c07109c0001680068 00d002".replace(" ", ""))
         return header + struct.pack(
             "<H6sH80sIII",
-            int(self.market), self.code, 0, fname_padded, self.offset, self.length, 0,
+            int(self.market),
+            self.code,
+            0,
+            fname_padded,
+            self.offset,
+            self.length,
+            0,
         )
 
     def parse_response(self, body: bytes) -> str:

src/easy_tdx/commands/finance_info.py

@@ -31,15 +31,41 @@ class GetFinanceInfoCmd(BaseCommand[FinanceInfo]):
 
         fields = struct.unpack(_FIN_FMT, slice_bytes(body, pos, _FIN_SIZE, "finance_info body"))
         (
-            liutong_guben, province, industry, updated_date, ipo_date,
+            liutong_guben,
-            zong_guben, guojia_gu, faqiren_faren_gu, faren_gu, b_gu, h_gu, zhigong_gu,
+            province,
-            zong_zichan, liudong_zichan, guding_zichan, wuxing_zichan,
+            industry,
+            updated_date,
+            ipo_date,
+            zong_guben,
+            guojia_gu,
+            faqiren_faren_gu,
+            faren_gu,
+            b_gu,
+            h_gu,
+            zhigong_gu,
+            zong_zichan,
+            liudong_zichan,
+            guding_zichan,
+            wuxing_zichan,
             gudong_renshu,
-            liudong_fuzhai, changqi_fuzhai, ziben_gongjijin, jing_zichan,
+            liudong_fuzhai,
-            zhuying_shouru, zhuying_lirun, yingshou_zhangkuan, yingye_lirun,
+            changqi_fuzhai,
-            touzi_shouyu, jingying_xianjinliu, zong_xianjinliu,
+            ziben_gongjijin,
-            cunhuo, lirun_zonghe, shuihou_lirun, jing_lirun, weifen_lirun,
+            jing_zichan,
-            meigujing_zichan, reserve2,
+            zhuying_shouru,
+            zhuying_lirun,
+            yingshou_zhangkuan,
+            yingye_lirun,
+            touzi_shouyu,
+            jingying_xianjinliu,
+            zong_xianjinliu,
+            cunhuo,
+            lirun_zonghe,
+            shuihou_lirun,
+            jing_lirun,
+            weifen_lirun,
+            meigujing_zichan,
+            reserve2,
         ) = fields
 
         _SCALE = 10000.0  # 财务数据单位：万元/万股

src/easy_tdx/commands/fund_flow.py

@@ -41,35 +41,39 @@ class GetHistoryFundFlowCmd(BaseCommand[list[HistoricalFundFlow]]):
         # 响应格式：9字节头 + 2字节数量 + 每条记录 36 字节
         if len(body) < 11:
             return []
-            
+
         (num,) = struct.unpack("<H", body[9:11])
         pos = 11
         results = []
-        
+
         for _ in range(num):
             if len(body) < pos + 36:
                 break
-            
+
             # 记录格式：4字节日期 + 8个4字节自定义浮点金额
             # [0]日期, [1..4]流入(超/大/中/小), [5..8]流出(超/大/中/小)
-            raw_data = struct.unpack("<IIIIIIIII", body[pos:pos+36])
+            raw_data = struct.unpack("<IIIIIIIII", body[pos : pos + 36])
-            
+
             raw_date = raw_data[0]
             year = raw_date // 10000
             month = (raw_date // 100) % 100
             day = raw_date % 100
-            
+
-            results.append(HistoricalFundFlow(
+            results.append(
-                year=year, month=month, day=day,
+                HistoricalFundFlow(
-                super_in=_decode_volume(raw_data[1]),
+                    year=year,
-                large_in=_decode_volume(raw_data[2]),
+                    month=month,
-                medium_in=_decode_volume(raw_data[3]),
+                    day=day,
-                small_in=_decode_volume(raw_data[4]),
+                    super_in=_decode_volume(raw_data[1]),
-                super_out=_decode_volume(raw_data[5]),
+                    large_in=_decode_volume(raw_data[2]),
-                large_out=_decode_volume(raw_data[6]),
+                    medium_in=_decode_volume(raw_data[3]),
-                medium_out=_decode_volume(raw_data[7]),
+                    small_in=_decode_volume(raw_data[4]),
-                small_out=_decode_volume(raw_data[8]),
+                    super_out=_decode_volume(raw_data[5]),
-            ))
+                    large_out=_decode_volume(raw_data[6]),
+                    medium_out=_decode_volume(raw_data[7]),
+                    small_out=_decode_volume(raw_data[8]),
+                )
+            )
             pos += 36
-            
+
         return results

src/easy_tdx/commands/security_list.py

@@ -39,10 +39,10 @@ class GetSecurityListCmd(BaseCommand[list[SecurityInfo]]):
                 code_bytes,
                 volunit,
                 name_bytes,
-                _unknown1,    # 4字节，排序/分组字段（非用户可见数据）
+                _unknown1,  # 4字节，排序/分组字段（非用户可见数据）
                 decimal_point,
                 pre_close_raw,
-                _unknown2,    # 4字节，私有时间戳（非用户可见数据）
+                _unknown2,  # 4字节，私有时间戳（非用户可见数据）
             ) = struct.unpack("<6sH8s4sBI4s", raw)
 
             code = code_bytes.decode("utf-8", errors="replace").rstrip("\x00")

src/easy_tdx/commands/setup.py

@@ -9,10 +9,7 @@ from typing import Final
 SETUP_CMD1: Final[bytes] = bytes.fromhex("0c0218930001030003000d0001")
 SETUP_CMD2: Final[bytes] = bytes.fromhex("0c0218940001030003000d0002")
 SETUP_CMD3: Final[bytes] = bytes.fromhex(
-    "0c031899000120002000db0f"
+    "0c031899000120002000db0fd5d0c9ccd6a4a8af0000008fc22540130000d500c9ccbdf0d7ea00000002"
-    "d5d0c9ccd6a4a8af0000008f"
-    "c22540130000d500c9ccbdf0"
-    "d7ea00000002"
 )
 
 SETUP_COMMANDS: Final[tuple[bytes, ...]] = (SETUP_CMD1, SETUP_CMD2, SETUP_CMD3)

src/easy_tdx/commands/transaction.py

@@ -26,8 +26,6 @@ class GetTransactionDataCmd(BaseCommand[list[TransactionRecord]]):
         header = bytes.fromhex("0c170801010 10e000e00c50f".replace(" ", ""))
         return header + struct.pack("<H6sHH", int(self.market), self.code, self.start, self.count)
 
-
-
     def parse_response(self, body: bytes) -> list[TransactionRecord]:
         return _parse_transaction_body(body)
 
@@ -35,9 +33,7 @@ class GetTransactionDataCmd(BaseCommand[list[TransactionRecord]]):
 class GetHistoryTransactionDataCmd(BaseCommand[list[TransactionRecord]]):
     """获取历史某日逐笔成交（date 格式 YYYYMMDD，分页）。"""
 
-    def __init__(
+    def __init__(self, market: Market, code: str, date: int, start: int, count: int = 800) -> None:
-        self, market: Market, code: str, date: int, start: int, count: int = 800
-    ) -> None:
         self.market = market
         self.code = code.encode("utf-8")
         self.date = date
@@ -72,11 +68,17 @@ def _parse_transaction_body(body: bytes) -> list[TransactionRecord]:
         buyorsell, pos = get_price(body, pos)
         unknown_last, pos = get_price(body, pos)  # Bug #4 修复：不再丢弃
         last_price += price_diff
-        records.append(TransactionRecord(
+        records.append(
-            hour=hour, minute=minute,
+            TransactionRecord(
-            price=last_price / 100.0, vol=vol, buyorsell=buyorsell,
+                hour=hour,
-            unknown_last=unknown_last, _raw=body[record_start:pos],
+                minute=minute,
-        ))
+                price=last_price / 100.0,
+                vol=vol,
+                buyorsell=buyorsell,
+                unknown_last=unknown_last,
+                _raw=body[record_start:pos],
+            )
+        )
 
     return records
 
@@ -93,13 +95,19 @@ def _parse_history_transaction_body(body: bytes) -> list[TransactionRecord]:
         hour, minute, pos = get_time(body, pos)
         price_diff, pos = get_price(body, pos)
         vol, pos = get_price(body, pos)
-        buyorsell, pos = get_price(body, pos)      # 历史无 num_orders
+        buyorsell, pos = get_price(body, pos)  # 历史无 num_orders
         unknown_last, pos = get_price(body, pos)
         last_price += price_diff
-        records.append(TransactionRecord(
+        records.append(
-            hour=hour, minute=minute,
+            TransactionRecord(
-            price=last_price / 100.0, vol=vol, buyorsell=buyorsell,
+                hour=hour,
-            unknown_last=unknown_last, _raw=body[record_start:pos],
+                minute=minute,
-        ))
+                price=last_price / 100.0,
+                vol=vol,
+                buyorsell=buyorsell,
+                unknown_last=unknown_last,
+                _raw=body[record_start:pos],
+            )
+        )
 
     return records

src/easy_tdx/config.py

@@ -27,7 +27,7 @@ import json
 import os
 from datetime import datetime
 from pathlib import Path
-from typing import Any
+from typing import Any, cast
 
 _CONFIG_DIR = Path(os.environ.get("EASY_TDX_CONFIG_DIR", str(Path.home() / ".easy_tdx")))
 _CONFIG_FILE = _CONFIG_DIR / "config.json"
@@ -137,7 +137,7 @@ _FALLBACK_TIMEOUT = 15.0
 def _load() -> dict[str, Any]:
     try:
         if _CONFIG_FILE.exists():
-            return json.loads(_CONFIG_FILE.read_text("utf-8"))
+            return cast(dict[str, Any], json.loads(_CONFIG_FILE.read_text("utf-8")))
     except Exception:
         pass
     return {}
@@ -161,7 +161,7 @@ def get_best_host() -> str:
     if env:
         return env
     cfg = _load()
-    return cfg.get("best_host", _FALLBACK_HOSTS[0])
+    return cast(str, cfg.get("best_host", _FALLBACK_HOSTS[0]))
 
 
 def get_known_hosts() -> list[str]:
@@ -170,25 +170,25 @@ def get_known_hosts() -> list[str]:
     if env:
         return [h.strip() for h in env.split(",") if h.strip()]
     cfg = _load()
-    return cfg.get("known_hosts", list(_FALLBACK_HOSTS))
+    return cast(list[str], cfg.get("known_hosts", list(_FALLBACK_HOSTS)))
 
 
 def get_calc_hosts() -> list[str]:
     """返回计算服务器列表。"""
     cfg = _load()
-    return cfg.get("calc_hosts", list(_FALLBACK_CALC_HOSTS))
+    return cast(list[str], cfg.get("calc_hosts", list(_FALLBACK_CALC_HOSTS)))
 
 
 def get_mac_hosts() -> list[str]:
     """返回 MAC 行情服务器列表。"""
     cfg = _load()
-    return cfg.get("mac_hosts", list(_FALLBACK_MAC_HOSTS))
+    return cast(list[str], cfg.get("mac_hosts", list(_FALLBACK_MAC_HOSTS)))
 
 
 def get_ex_hosts() -> list[str]:
     """返回扩展行情服务器列表。"""
     cfg = _load()
-    return cfg.get("ex_hosts", list(_FALLBACK_EX_HOSTS))
+    return cast(list[str], cfg.get("ex_hosts", list(_FALLBACK_EX_HOSTS)))
 
 
 def get_best_ex_host() -> str:
@@ -197,13 +197,13 @@ def get_best_ex_host() -> str:
     if env:
         return env
     cfg = _load()
-    return cfg.get("best_ex_host", _FALLBACK_EX_HOSTS[0])
+    return cast(str, cfg.get("best_ex_host", _FALLBACK_EX_HOSTS[0]))
 
 
 def get_mac_ex_hosts() -> list[str]:
     """返回 MAC 协议扩展行情服务器列表。"""
     cfg = _load()
-    return cfg.get("mac_ex_hosts", list(_FALLBACK_MAC_EX_HOSTS))
+    return cast(list[str], cfg.get("mac_ex_hosts", list(_FALLBACK_MAC_EX_HOSTS)))
 
 
 def get_best_mac_ex_host() -> str:
@@ -212,7 +212,7 @@ def get_best_mac_ex_host() -> str:
     if env:
         return env
     cfg = _load()
-    return cfg.get("best_mac_ex_host", _FALLBACK_MAC_EX_HOSTS[0])
+    return cast(str, cfg.get("best_mac_ex_host", _FALLBACK_MAC_EX_HOSTS[0]))
 
 
 def get_port() -> int:
@@ -221,7 +221,7 @@ def get_port() -> int:
     if env:
         return int(env)
     cfg = _load()
-    return cfg.get("port", _FALLBACK_PORT)
+    return cast(int, cfg.get("port", _FALLBACK_PORT))
 
 
 def get_timeout() -> float:
@@ -230,7 +230,7 @@ def get_timeout() -> float:
     if env:
         return float(env)
     cfg = _load()
-    return cfg.get("timeout", _FALLBACK_TIMEOUT)
+    return cast(float, cfg.get("timeout", _FALLBACK_TIMEOUT))
 
 
 # ---------------------------------------------------------------------------

src/easy_tdx/ex/commands/login.py

@@ -12,18 +12,20 @@ _MSG_ID = 0x2454
 _HEAD_FLAG = 0x01
 
 # 80 字节 Login body，来自 opentdx 参考实现，已通过实际测试验证。
-_LOGIN_BODY = bytes(bytearray.fromhex(
+_LOGIN_BODY = bytes(
-    "e5bb1c2fafe52594"
+    bytearray.fromhex(
-    "1f32c6e5d53dfb41"
+        "e5bb1c2fafe52594"
-    "5b734cc9cdbf0ac9"
+        "1f32c6e5d53dfb41"
-    "2021bfdd1eb06d22"
+        "5b734cc9cdbf0ac9"
-    "d008884c1611cb13"
+        "2021bfdd1eb06d22"
-    "78f6abd824d899d2"
+        "d008884c1611cb13"
-    "1f32c6e5d53dfb41"
+        "78f6abd824d899d2"
-    "1f32c6e5d53dfb41"
+        "1f32c6e5d53dfb41"
-    "a9325ac935dc0837"
+        "1f32c6e5d53dfb41"
-    "335a16e4ce17c1bb"
+        "a9325ac935dc0837"
-))
+        "335a16e4ce17c1bb"
+    )
+)
 
 # EX 协议帧头格式: head_flag(1B) + customize(4B) + version(1B) + zipsize(2B) + unzipsize(2B)
 _EX_HEADER_FMT = "<BIBHH"

src/easy_tdx/ex/mac_client.py

@@ -13,18 +13,18 @@ import pandas as pd
 
 from .._df import _to_df
 from ..commands.base import BaseCommand
+from ..config import get_best_mac_ex_host, get_mac_ex_hosts, save_best_mac_ex_host
 from ..exceptions import TdxConnectionError
-from .commands.login import MacExLoginCmd
-from .commands.get_instrument_count import GetExInstrumentCountCmd
-from .commands.get_instrument_info import GetExInstrumentInfoCmd
 from ..mac.commands.chart_sampling import ChartSamplingCmd
 from ..mac.commands.symbol_bar import SymbolBarCmd
 from ..mac.commands.symbol_quotes import SymbolQuotesCmd
 from ..mac.commands.symbol_tick_chart import SymbolTickChartCmd
 from ..mac.commands.symbol_transaction import SymbolTransactionCmd
 from ..mac.enums import Adjust, Period, SortOrder, SortType
-from ..config import get_best_mac_ex_host, get_mac_ex_hosts, save_best_mac_ex_host
 from ..mac.models import MacQuoteField
+from .commands.get_instrument_count import GetExInstrumentCountCmd
+from .commands.get_instrument_info import GetExInstrumentInfoCmd
+from .commands.login import MacExLoginCmd
 from .transport.async_ import AsyncExTdxConnection
 from .transport.sync import ExTdxConnection, ping_ex_all
 
@@ -194,7 +194,7 @@ class MacExClient:
             return pd.DataFrame()
         total = self._execute(GetExInstrumentCountCmd())
         page_size = 1000
-        collected: list = []
+        collected: list[Any] = []
         skipped = 0
         pos = offset
         while pos < total and len(collected) < count:
@@ -532,7 +532,9 @@ class AsyncMacExClient:
                 if not self._auto_reconnect:
                     raise
                 await self._conn.close()
-                self._conn = AsyncExTdxConnection(self._host, self._port, self._timeout, mac_ex_mode=True)
+                self._conn = AsyncExTdxConnection(
+                    self._host, self._port, self._timeout, mac_ex_mode=True
+                )
                 await self._conn.connect()
                 await self._login()
                 return await self._conn.execute(cmd)
@@ -571,7 +573,7 @@ class AsyncMacExClient:
             return pd.DataFrame()
         total = await self._execute(GetExInstrumentCountCmd())
         page_size = 1000
-        collected: list = []
+        collected: list[Any] = []
         skipped = 0
         pos = offset
         while pos < total and len(collected) < count:

src/easy_tdx/ex/transport/async_.py

@@ -5,9 +5,8 @@ from types import TracebackType
 from typing import TYPE_CHECKING, TypeVar
 
 from ...codec.frame import HEADER_SIZE, decompress_body, parse_header
-from ...config import get_best_ex_host, get_ex_hosts
+from ...config import get_best_ex_host
 from ...exceptions import TdxConnectionError
-from ..models import KNOWN_EX_HOSTS
 
 if TYPE_CHECKING:
     from ...commands.base import BaseCommand

src/easy_tdx/ex/transport/sync.py

@@ -10,7 +10,6 @@ from ...codec.frame import HEADER_SIZE, decompress_body, parse_header
 from ...config import get_best_ex_host, get_ex_hosts
 from ...exceptions import TdxConnectionError
 from ..commands.get_instrument_count import GetExInstrumentCountCmd
-from ..models import KNOWN_EX_HOSTS
 
 if TYPE_CHECKING:
     from ...commands.base import BaseCommand

src/easy_tdx/indicator.py

@@ -6,7 +6,6 @@ import warnings
 from collections.abc import Callable
 from dataclasses import dataclass
 
-import numpy as np
 import pandas as pd
 
 from . import MyTT

src/easy_tdx/mac/client.py

@@ -1189,7 +1189,11 @@ class AsyncMacClient:
 
         fetch_count = max(120 + count, 200)
         df = await self.get_stock_kline(
-            market, code, period=period, count=fetch_count, adjust=adjust,
+            market,
+            code,
+            period=period,
+            count=fetch_count,
+            adjust=adjust,
         )
         if df.empty:
             return df

src/easy_tdx/mac/commands/goods_list.py

@@ -59,7 +59,10 @@ class GoodsListCmd(BaseCommand[list[GoodsItem]]):
             offset = 2 + i * _RECORD_SIZE
             require_bytes(body, offset, _RECORD_SIZE, f"GoodsListCmd record[{i}]")
             category, raw_name, u, index, switch, v1, v2, v3, c1, c2 = unpack_from(
-                _RECORD_FMT, body, offset, f"GoodsListCmd record[{i}]",
+                _RECORD_FMT,
+                body,
+                offset,
+                f"GoodsListCmd record[{i}]",
             )
             name = raw_name.decode("gbk", errors="replace").rstrip("\x00")
             items.append(

src/easy_tdx/mac/commands/unusual.py

@@ -131,9 +131,7 @@ class UnusualCmd(BaseCommand[list[UnusualItem]]):
 
             desc, value = _describe_unusual(unusual_type, body[offset + 15 : offset + 28])
 
-            hour, minute_sec = unpack_from(
+            hour, minute_sec = unpack_from("<BH", body, offset + 29, f"unusual time[{i}]")
-                "<BH", body, offset + 29, f"unusual time[{i}]"
-            )
 
             results.append(
                 UnusualItem(

src/easy_tdx/models/bar.py

@@ -11,7 +11,7 @@ class SecurityBar:
     close: float
     high: float
     low: float
-    vol: float    # 成交量（股）
+    vol: float  # 成交量（股）
     amount: float  # 成交额（元）
 
     year: int

src/easy_tdx/models/finance.py

@@ -18,27 +18,27 @@ class XdxrRecord:
     year: int
     month: int
     day: int
-    category: int   # 事件类型（见下方 CATEGORY_NAMES）
+    category: int  # 事件类型（见下方 CATEGORY_NAMES）
-    name: str       # 事件类型名称
+    name: str  # 事件类型名称
 
     # category == 1（除权除息）
-    fenhong: float | None = None      # 每股分红（元；协议原值按每10股）
+    fenhong: float | None = None  # 每股分红（元；协议原值按每10股）
-    peigujia: float | None = None     # 配股价（元/股）
+    peigujia: float | None = None  # 配股价（元/股）
     songzhuangu: float | None = None  # 每股送转股比例（协议原值按每10股）
-    peigu: float | None = None        # 每股配股比例（协议原值按每10股）
+    peigu: float | None = None  # 每股配股比例（协议原值按每10股）
 
     # category in [11, 12]（扩缩股）
-    suogu: float | None = None        # 缩股比例
+    suogu: float | None = None  # 缩股比例
 
     # category in [13, 14]（权证）
     xingquanjia: float | None = None  # 行权价
-    fenshu: float | None = None       # 分数
+    fenshu: float | None = None  # 分数
 
     # category in [2..10]（股本变动类，单位：万股）
-    panqian_liutong: float | None = None   # 盘前流通股本（万股）
+    panqian_liutong: float | None = None  # 盘前流通股本（万股）
-    panhou_liutong: float | None = None    # 盘后流通股本（万股）
+    panhou_liutong: float | None = None  # 盘后流通股本（万股）
-    qian_zongguben: float | None = None    # 前总股本（万股）
+    qian_zongguben: float | None = None  # 前总股本（万股）
-    hou_zongguben: float | None = None     # 后总股本（万股）
+    hou_zongguben: float | None = None  # 后总股本（万股）
 
     _raw: bytes = field(default=b"", repr=False, compare=False)
 
@@ -69,45 +69,45 @@ class FinanceInfo:
     code: str
 
     # 股本（万股）
-    liutong_guben: float    # 流通股本
+    liutong_guben: float  # 流通股本
-    zong_guben: float       # 总股本
+    zong_guben: float  # 总股本
-    guojia_gu: float        # 国家股
+    guojia_gu: float  # 国家股
     faqiren_faren_gu: float  # 发起人法人股
-    faren_gu: float         # 法人股
+    faren_gu: float  # 法人股
-    b_gu: float             # B股
+    b_gu: float  # B股
-    h_gu: float             # H股
+    h_gu: float  # H股
-    zhigong_gu: float       # 职工股
+    zhigong_gu: float  # 职工股
 
     # 基本信息
-    province: int           # 所属省份代码
+    province: int  # 所属省份代码
-    industry: int           # 所属行业代码
+    industry: int  # 所属行业代码
-    updated_date: int       # 财务更新日期 YYYYMMDD
+    updated_date: int  # 财务更新日期 YYYYMMDD
-    ipo_date: int           # 上市日期 YYYYMMDD
+    ipo_date: int  # 上市日期 YYYYMMDD
-    gudong_renshu: float    # 股东人数
+    gudong_renshu: float  # 股东人数
 
     # 资产负债（元）
-    zong_zichan: float       # 总资产
+    zong_zichan: float  # 总资产
-    liudong_zichan: float    # 流动资产
+    liudong_zichan: float  # 流动资产
-    guding_zichan: float     # 固定资产
+    guding_zichan: float  # 固定资产
-    wuxing_zichan: float     # 无形资产
+    wuxing_zichan: float  # 无形资产
-    liudong_fuzhai: float    # 流动负债
+    liudong_fuzhai: float  # 流动负债
-    changqi_fuzhai: float    # 长期负债
+    changqi_fuzhai: float  # 长期负债
-    ziben_gongjijin: float   # 资本公积金
+    ziben_gongjijin: float  # 资本公积金
-    jing_zichan: float       # 净资产
+    jing_zichan: float  # 净资产
 
     # 利润（元）
-    zhuying_shouru: float    # 主营收入
+    zhuying_shouru: float  # 主营收入
-    zhuying_lirun: float     # 主营利润
+    zhuying_lirun: float  # 主营利润
     yingshou_zhangkuan: float  # 应收账款
-    yingye_lirun: float      # 营业利润
+    yingye_lirun: float  # 营业利润
-    touzi_shouyu: float      # 投资收益
+    touzi_shouyu: float  # 投资收益
     jingying_xianjinliu: float  # 经营现金流
-    zong_xianjinliu: float   # 总现金流
+    zong_xianjinliu: float  # 总现金流
-    cunhuo: float            # 存货
+    cunhuo: float  # 存货
-    lirun_zonghe: float      # 利润总额
+    lirun_zonghe: float  # 利润总额
-    shuihou_lirun: float     # 税后利润
+    shuihou_lirun: float  # 税后利润
-    jing_lirun: float        # 净利润
+    jing_lirun: float  # 净利润
-    weifen_lirun: float      # 未分配利润
+    weifen_lirun: float  # 未分配利润
 
     # 每股指标
     meigujing_zichan: float  # 每股净资产（原 baoliu1）
@@ -122,36 +122,36 @@ class FinanceInfo:
 class CompanyInfoCategory:
     """公司信息文件目录条目"""
 
-    name: str = ""      # 目录名（如“最新提示”）
+    name: str = ""  # 目录名（如“最新提示”）
     filename: str = ""  # 文件名（如 '600000.txt'）
-    start: int = 0      # 内容起始偏移
+    start: int = 0  # 内容起始偏移
-    length: int = 0     # 内容长度（字节）
+    length: int = 0  # 内容长度（字节）
 
 
 @dataclass
 class FinancialFileInfo:
     """财报 zip 文件索引条目（来自 tdxfin/gpcw.txt）。"""
 
-    filename: str    # "gpcw20260331.zip"
+    filename: str  # "gpcw20260331.zip"
-    hash: str        # MD5 hex digest
+    hash: str  # MD5 hex digest
-    filesize: int    # 字节
+    filesize: int  # 字节
 
 
 @dataclass
 class FinancialRecord:
     """单只股票的一期历史专业财报记录。"""
 
-    code: str              # 6 位股票代码
+    code: str  # 6 位股票代码
-    market: Market         # 市场
+    market: Market  # 市场
-    report_date: int       # 报告期 YYYYMMDD
+    report_date: int  # 报告期 YYYYMMDD
-    fields: list[float]    # N 个浮点字段（N = report_size / 4）
+    fields: list[float]  # N 个浮点字段（N = report_size / 4）
 
 
 @dataclass
 class TdxBlock:
     """通达信板块信息（行业、概念、风格等）"""
 
-    name: str           # 板块名称（如“房地产”）
+    name: str  # 板块名称（如“房地产”）
-    category: int       # 板块分类（0=行业, 1=地域, 2=概念, 3=风格, 等）
+    category: int  # 板块分类（0=行业, 1=地域, 2=概念, 3=风格, 等）
-    count: int          # 板块包含股票数量
+    count: int  # 板块包含股票数量
-    codes: list[str]    # 股票代码列表（6位数字代码）
+    codes: list[str]  # 股票代码列表（6位数字代码）

src/easy_tdx/models/security.py

@@ -11,13 +11,13 @@ class SecurityInfo:
 
     market: Market
     code: str
-    name: str          # 股票名称（GBK 解码，截断字节用 replacement char 替代）
+    name: str  # 股票名称（GBK 解码，截断字节用 replacement char 替代）
-    volunit: int       # 成交量单位（手 = volunit 股）
+    volunit: int  # 成交量单位（手 = volunit 股）
     decimal_point: int  # 价格小数位数
-    pre_close: float   # 昨收价（通达信自定义浮点解码）
+    pre_close: float  # 昨收价（通达信自定义浮点解码）
 
     # 扩展字段（通过 get_security_list_all 关联 tdxhy.cfg 获得）
     industry_tdx: str = ""  # 通达信行业代码 (如 T1001)
-    industry_sw: str = ""   # 申万行业代码 (如 X500102)
+    industry_sw: str = ""  # 申万行业代码 (如 X500102)
 
     _raw: bytes = field(default=b"", repr=False, compare=False)

src/easy_tdx/models/stats.py

@@ -1,58 +1,61 @@
 """验证市场概况模型。"""
+
 from dataclasses import dataclass
 
 
 @dataclass
 class MarketStat:
     """全市场涨跌统计概况。"""
-    up_count: int           # 上涨家数
+
-    down_count: int         # 下跌家数
+    up_count: int  # 上涨家数
-    neutral_count: int      # 平盘家数
+    down_count: int  # 下跌家数
-    suspended_count: int    # 由 total-(up+down+neutral) 得到的残差项，近似表示停牌/未参与统计家数
+    neutral_count: int  # 平盘家数
-    total_count: int        # 总计（包含停牌）
+    suspended_count: int  # 由 total-(up+down+neutral) 得到的残差项，近似表示停牌/未参与统计家数
-    total_amount: float     # 总成交额
+    total_count: int  # 总计（包含停牌）
-    total_volume: float     # 总成交量
+    total_amount: float  # 总成交额
-    total_market_cap: float # 总市值（亿元），来自 880001 收盘价，÷100 得万亿
+    total_volume: float  # 总成交量
-    limit_up_count: int     # 涨停家数，来自 880006 close
+    total_market_cap: float  # 总市值（亿元），来自 880001 收盘价，÷100 得万亿
-    limit_down_count: int   # 跌停家数，来自 880006 open
+    limit_up_count: int  # 涨停家数，来自 880006 close
+    limit_down_count: int  # 跌停家数，来自 880006 open
 
 
 @dataclass
 class FundFlow:
     """个股资金流向统计（基于 Tick 数据加权计算）。"""
-    
+
     # 流入项 (Buy)
-    super_in: float   # 超大单流入 (>100万)
+    super_in: float  # 超大单流入 (>100万)
-    large_in: float   # 大单流入 (>20万 且 <=100万)
+    large_in: float  # 大单流入 (>20万 且 <=100万)
     medium_in: float  # 中单流入 (>4万 且 <=20万)
-    small_in: float   # 小单流入 (<=4万)
+    small_in: float  # 小单流入 (<=4万)
-    
+
     # 流出项 (Sell)
     super_out: float
     large_out: float
     medium_out: float
     small_out: float
-    
+
     @property
     def main_net_inflow(self) -> float:
         """主力净流入 (超大单 + 大单)。"""
         return (self.super_in + self.large_in) - (self.super_out + self.large_out)
-    
+
     @property
     def total_net_inflow(self) -> float:
         """全单净流入。"""
-        return (self.super_in + self.large_in + self.medium_in + self.small_in) - \
+        return (self.super_in + self.large_in + self.medium_in + self.small_in) - (
-               (self.super_out + self.large_out + self.medium_out + self.small_out)
+            self.super_out + self.large_out + self.medium_out + self.small_out
+        )
 
 
 @dataclass
 class HistoricalFundFlow:
     """历史日线资金流向条目。"""
-    
+
     year: int
     month: int
     day: int
-    
+
     # 金额项 (单位：元)
     super_in: float
     super_out: float
@@ -62,7 +65,7 @@ class HistoricalFundFlow:
     medium_out: float
     small_in: float
     small_out: float
-    
+
     @property
     def main_net_inflow(self) -> float:
         """当日主力净流入。"""

src/easy_tdx/offline/write_daily.py

@@ -69,7 +69,7 @@ def get_last_bar_date(filepath: str | Path) -> int | None:
         f.seek(size - _DAILY_FMT.size)
         last_record = f.read(_DAILY_FMT.size)
     (date_int, *_) = _DAILY_FMT.unpack(last_record)
-    return date_int
+    return int(date_int)
 
 
 def _bar_date_int(bar: SecurityBar) -> int:

src/easy_tdx/offline/write_ex_daily.py

@@ -48,7 +48,7 @@ def get_last_ex_bar_date(filepath: str | Path) -> int | None:
         f.seek(size - _EX_DAILY_FMT.size)
         last_record = f.read(_EX_DAILY_FMT.size)
     (date_int, *_) = _EX_DAILY_FMT.unpack(last_record)
-    return date_int
+    return int(date_int)
 
 
 def _bar_date_int(bar: ExDailyBar) -> int:

src/easy_tdx/transport/sync.py

@@ -8,7 +8,14 @@ from typing import TYPE_CHECKING, TypeVar
 
 from ..codec.frame import HEADER_SIZE, decompress_body, parse_header
 from ..commands.setup import SETUP_COMMANDS
-from ..config import get_best_host, get_calc_hosts, get_known_hosts, get_mac_hosts, get_port, get_timeout
+from ..config import (
+    get_best_host,
+    get_calc_hosts,
+    get_known_hosts,
+    get_mac_hosts,
+    get_port,
+    get_timeout,
+)
 from ..exceptions import TdxConnectionError
 
 if TYPE_CHECKING:

src/easy_tdx/unified.py

@@ -95,7 +95,7 @@ class UnifiedTdxClient:
     def get_stock_quotes(
         self,
         stocks: list[tuple[int, str]],
-        fields: object = None,
+        fields: Any = None,
     ) -> pd.DataFrame:
         return self._ensure_mac().get_stock_quotes(stocks, fields)
 
@@ -107,7 +107,7 @@ class UnifiedTdxClient:
         sort_type: SortType = SortType.CHANGE_PCT,
         sort_order: SortOrder = SortOrder.DESC,
         exclude_flags: list[FilterType] | None = None,
-        fields: object = None,
+        fields: Any = None,
     ) -> pd.DataFrame:
         return self._ensure_mac().get_stock_quotes_list(
             category, start, count, sort_type, sort_order, exclude_flags, fields
@@ -136,7 +136,13 @@ class UnifiedTdxClient:
         params: dict[str, dict[str, int | float]] | None = None,
     ) -> pd.DataFrame:
         return self._ensure_mac().get_stock_kline_with_indicators(
-            market, code, indicators, period, count, adjust, params,
+            market,
+            code,
+            indicators,
+            period,
+            count,
+            adjust,
+            params,
         )
 
     def get_tick_chart(
@@ -185,7 +191,7 @@ class UnifiedTdxClient:
         count: int = 100000,
         sort_type: SortType = SortType.CHANGE_PCT,
         sort_order: SortOrder = SortOrder.DESC,
-        fields: object = None,
+        fields: Any = None,
         exclude_flags: list[FilterType] | None = None,
     ) -> pd.DataFrame:
         return self._ensure_mac().get_board_members(
@@ -378,7 +384,7 @@ class AsyncUnifiedTdxClient:
     async def get_stock_quotes(
         self,
         stocks: list[tuple[int, str]],
-        fields: object = None,
+        fields: Any = None,
     ) -> pd.DataFrame:
         mac = await self._ensure_mac()
         return await mac.get_stock_quotes(stocks, fields)
@@ -391,7 +397,7 @@ class AsyncUnifiedTdxClient:
         sort_type: SortType = SortType.CHANGE_PCT,
         sort_order: SortOrder = SortOrder.DESC,
         exclude_flags: list[FilterType] | None = None,
-        fields: object = None,
+        fields: Any = None,
     ) -> pd.DataFrame:
         mac = await self._ensure_mac()
         return await mac.get_stock_quotes_list(
@@ -423,7 +429,13 @@ class AsyncUnifiedTdxClient:
     ) -> pd.DataFrame:
         mac = await self._ensure_mac()
         return await mac.get_stock_kline_with_indicators(
-            market, code, indicators, period, count, adjust, params,
+            market,
+            code,
+            indicators,
+            period,
+            count,
+            adjust,
+            params,
         )
 
     async def get_tick_chart(
@@ -478,7 +490,7 @@ class AsyncUnifiedTdxClient:
         count: int = 100000,
         sort_type: SortType = SortType.CHANGE_PCT,
         sort_order: SortOrder = SortOrder.DESC,
-        fields: object = None,
+        fields: Any = None,
         exclude_flags: list[FilterType] | None = None,
     ) -> pd.DataFrame:
         mac = await self._ensure_mac()

tests/unit/test_backtest_combo.py

@@ -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

@@ -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[
+    buy_trades = result.trades[(result.trades["direction"] == "BUY") & (~result.trades["rejected"])]
-        (result.trades["direction"] == "BUY") & (result.trades["rejected"] == False)
-    ]
 
     # Each BUY's size should be reasonable (not tiny leftover from exhausted cash)
     if len(buy_trades) > 1:

tests/unit/test_backtest_performance.py

@@ -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({
+    return pd.DataFrame(
-        "datetime": np.arange(n),
+        {
-        "total": total,
+            "datetime": np.arange(n),
-        "drawdown": drawdown,
+            "total": total,
-        "drawdown_pct": drawdown_pct,
+            "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({
+    return pd.DataFrame(
-        "direction": ["BUY", "SELL", "BUY", "SELL"],
+        {
-        "pnl": [0, 500, 0, -500],
+            "direction": ["BUY", "SELL", "BUY", "SELL"],
-        "rejected": [False, False, False, False],
+            "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([
+    total = np.concatenate(
-        np.linspace(100000, 600000, 126),   # 涨到 60 万
+        [
-        np.linspace(600000, 300000, 126),   # 跌到 30 万
+            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({
+    equity = pd.DataFrame(
-        "datetime": np.arange(252),
+        {
-        "total": total,
+            "datetime": np.arange(252),
-        "drawdown": drawdown,
+            "total": total,
-        "drawdown_pct": drawdown_pct,
+            "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({
+    trades = pd.DataFrame(
-        "direction": ["BUY", "SELL", "SELL", "SELL"],
+        {
-        "pnl": [0, 500, 0, -500],
+            "direction": ["BUY", "SELL", "SELL", "SELL"],
-        "rejected": [False, False, True, False],
+            "pnl": [0, 500, 0, -500],
-    })
+            "rejected": [False, False, True, False],
+        }
+    )
 
     analyzer = PerformanceAnalyzer(equity, trades)
     metrics = analyzer.compute()

tests/unit/test_chanlun.py

@@ -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

@@ -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

@@ -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

@@ -61,9 +61,7 @@ class TestParseFinancialDat:
         index_entries: list[bytes] = []
         for i, (code, market_byte, _) in enumerate(stocks):
             index_entries.append(
-                struct.pack(
+                struct.pack(index_fmt, code.encode("ascii"), bytes([market_byte]), offsets[i])
-                    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

@@ -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

@@ -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({
+    return pd.DataFrame(
-        "datetime": pd.date_range("2024-01-01", periods=n, freq="D"),
+        {
-        "open": open_,
+            "datetime": pd.date_range("2024-01-01", periods=n, freq="D"),
-        "high": high,
+            "open": open_,
-        "low": low,
+            "high": high,
-        "close": close,
+            "low": low,
-        "vol": vol,
+            "close": close,
-        "amount": vol * close,
+            "vol": vol,
-    })
+            "amount": vol * close,
+        }
+    )
 
 
 class TestRegistry:

tests/unit/test_protocol_fixes.py

@@ -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,
+        0x010C,
-        0x052D, 1, b"600000", 4, 1, 0, 10, 0, 0, 0
+        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,
+        0x010C,
-        0x052D, 1, b"600000", 22, 1, 0, 10, 0, 0, 0
+        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(
+    assert compute_price_limits(Market.SH, "600001", "主板新股", 10.0, listed_days=5) == (
-        Market.SH, "600001", "主板新股", 10.0, listed_days=5
+        None,
-    ) == (None, None)
+        None,
-    assert compute_price_limits(
+    )
-        Market.SH, "600001", "主板新股", 10.0, listed_days=6
+    assert compute_price_limits(Market.SH, "600001", "主板新股", 10.0, listed_days=6) == (11.0, 9.0)
-    ) == (11.0, 9.0)
+    assert compute_price_limits(Market.BJ, "920002", "北交所新股", 84.36, listed_days=1) == (
-    assert compute_price_limits(
+        None,
-        Market.BJ, "920002", "北交所新股", 84.36, listed_days=1
+        None,
-    ) == (None, None)
+    )
-    assert compute_price_limits(
+    assert compute_price_limits(Market.BJ, "920002", "北交所新股", 84.36, listed_days=2) == (
-        Market.BJ, "920002", "北交所新股", 84.36, listed_days=2
+        109.67,
-    ) == (109.67, 59.05)
+        59.05,
+    )
 
 
 def test_history_fund_flow_uses_uint32_volume_words():

tests/unit/test_screen.py

@@ -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

@@ -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(
+    with (
-        TdxConnection,
+        patch("easy_tdx.transport.sync.socket.socket", return_value=sock),
-        "_send_setup",
+        patch.object(
-        side_effect=TdxConnectionError("setup failed"),
+            TdxConnection,
+            "_send_setup",
+            side_effect=TdxConnectionError("setup failed"),
+        ),
     ):
         try:
             conn.connect()