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release: v1.17.2 — QFQ 深层历史负价修复
通达信服务端 QFQ 模式对长期重度除权股票(如 601088)深层历史页 返回负价格,导致回测总收益 -3087%、回撤 326.85%、年化 nan、 bollinger 崩溃、10 策略 invalid-value-in-scalar-power、MyTT divide-by-zero。 客户端兜底:检测 QFQ 负价时用 NONE+XDXR 本地重算前复权 (因子以除权日前一交易日含权收盘价为基准,保证除权日前后连续)。 同步+异步双路径一致修复,失败降级返回原值。 - 新增 src/easy_tdx/mac/adjust.py(纯函数 compute_forward_factor/ apply_forward_adjust/has_bad_prices) - MacClient/AsyncMacClient 触发本地重算,XDXR 按 (market,code) 缓存 - tests: +20 例(16 纯函数 + 4 集成),844 全绿,ruff/mypy 通过
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@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
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[project]
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name = "easy-tdx"
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version = "1.17.0"
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version = "1.17.2"
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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"
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readme = "README.md"
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requires-python = ">=3.10"
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