aeroxw/easy-tdx
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release: v1.17.9 — 修复回测交易统计离谱数值（前后端口径错配 + 持仓天数跨月放大）

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- 交易盈亏指标改为收益率口径（avg_win/loss/max_win/loss = pnl/cost_basis）
- 平均持仓天数改用真实日历日相减（原 YYYYMMDD 整数差跨月放大）
- 盈亏比无亏损时记 999.0（原 0.0，与 100% 胜率自相矛盾）
- 新增 Trade.cost_basis 字段 + engine 填充
- 3 个回归守卫；870 单测全绿，ruff/mypy strict/前端 vue-tsc 通过
This commit is contained in:
Justin Gu
2026-07-04 03:55:05 +08:00
parent f7cb015ec6
commit 57cad1f3db
6 changed files with 178 additions and 33 deletions
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pyproject.toml
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@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
[project]
name = "easy-tdx"
version = "1.17.8"
version = "1.17.9"
description = "通达信 TCP 协议行情数据客户端，支持在线行情、离线数据读取与写入同步"
readme = "README.md"
requires-python = ">=3.10"