Commit Graph
33 Commits
Author SHA1 Message Date
GitHub 155328df8b release: v1.16.2 — 三轮审计质量加固(B6.9→A7.9)
经三轮代码审计后的综合质量加固版本,覆盖协议核心层、数据正确性、
错误处理、测试真实度与可维护性。761 单测全绿(+58),ruff/mypy 全过。

主要修复:
- 离线 .day 写入原子化(fsync + _repair_tail + 读取校验,CQS 守住)
- 回测止损前视偏差(延迟下一根开盘 + 跳空保护)
- VWAP 权重索引 / bar_time fail-fast / 绩效除零保护
- 闭包绑定 / 路径穿越 / naive datetime 跨时区 / ruff UP038

重构:
- 抽 AsyncHeartbeatMixin 收敛 4 处心跳副本(12→1)
- 统一 _RETRY_DELAYS 退避序列 / scanner 失败可观测性

新增 5 个测试文件 + 公共 API 类型契约,CI 加 Windows 矩阵 +
trusted publishing 签名 + 锁文件。

详见 CHANGELOG.md
2026-07-02 03:37:37 +08:00
GitHub 615994ad72 feat(kline): 分钟级K线时间戳可选bar_time对齐Tushare (Discussion #7)
通达信协议用bar开始时间打时间戳(5min线上午最后一根标11:25、下午第一根标13:00;午休11:30-13:00无bar),而Tushare/同花顺/聚宽用bar结束时间(标11:30/13:05)。新增bar_time参数让用户一键切换,避免自行+5分钟偏移。

- 全部3条K线路径覆盖:A股get_security_bars/get_index_bars、扩展行情get_instrument_bars、MAC get_stock_kline(含同步+异步、get_stock_kline_with_indicators)

- CLI kline新增--bar-time {start,end}选项;Web /bars、/bars/index新增bar_time查询参数

- bar_time=start(默认)保持完全向后兼容;bar_time=end仅对分钟级周期(1/5/15/30/60min)生效,自动按周期时长右移并处理跨小时/跨日边界

- 协议解码层零改动,偏移作为纯展示语义在client层后处理,单一工具函数_apply_bar_time_align_df/_apply_bar_time_align_bars复用于全部路径

- 新增27个单元测试(test_codec_datetime.py偏移逻辑 + test_kline_bar_time.py三路径覆盖),全量700单测通过

- bump 版本号至 1.16.0
2026-06-30 15:02:27 +08:00
Justin Gu 3945800728 feat(cli): company-info 传板块名自动读完整正文(分块循环 + 多服务器重试)
修复体验问题:此前传板块名仍需用户关心 --offset/--length,太笨拙。
现在传板块名即自动按目录 length 分块循环读取整个板块(单次上限 30720 字节,
大板块如「公司大事」77万字节也能一次读全),--offset/--length 仅传文件名时生效。

- _resolve_filename 返回板块 length,_run_content 分块循环读取完整内容
- 修复分块 offset 推进 bug:原按解码字符串 GBK 重编码计字节,遇 U+FFFD 崩溃;
  改为按请求字节数推进(服务器按字节偏移工作)
- 修复多服务器目录版本不一致:传板块名未命中时自动重试多个服务器(最多4次)
- bump 版本号至 1.15.3
2026-06-27 04:37:44 +08:00
Justin Gu 781ee6c48a feat(cli): company-info 命令合并 + examples/06_finance 文档完善
合并 company-info(列目录)与 company-info-content(读正文)为一个命令,
板块名改为可选位置参数:无参数列目录,有参数读正文。消除两个相似命令名
导致的混淆(用户曾误用 company-info SH 601088 "公司概况" 报错)。

- company-info:name_or_filename 可选,无则列 F10 板块目录,有则读正文
- company-info-content:保留为隐藏别名(hidden=True),向后兼容 v1.15.1
- 提取 _run_category/_run_content 模块级函数复用逻辑
- 新增 examples/06_finance/{README.md,company_cli.sh,company_web_api.py}
  覆盖 CLI / Python API / Web API 三种调用方式,含 16 个 F10 板块完整列表
- 更新 company_info.py 板块名为实测的 16 板块
- bump 版本号至 1.15.2
2026-06-27 04:22:43 +08:00
Justin Gu 29b6ca33aa feat(cli): 新增 finance-info / company-info / company-info-content 命令
把 TdxClient 上已封装但未暴露给 CLI 的三个 F10/财务方法做成命令,
数据源走通达信原生协议(与 Web 层 /finance /company/* 同源),
覆盖 f10(新浪三表)之外的 F10 全文板块。

- finance-info: 最新财务快照(37 字段单期指标),与 f10 多期三表互补
- company-info: F10 板块目录(最新提示/公司概况/财务分析/... 等 16 板块)
- company-info-content: 读 F10 正文,支持板块名(自动解析)或文件名
  --offset 语义随入参而定:板块名=板块内相对偏移,文件名=绝对偏移
- conn.py: 新增 get_tdx_client() 上下文管理器

补 README 命令表与 CHANGELOG。
2026-06-27 04:02:09 +08:00
Justin Gu 87f11e409c release: v1.14.4 — 修复 cmd_chanlun.py ruff format CI 失败 2026-06-16 10:03:48 +08:00
Justin Gu 1945fa1261 feat(chanlun): CLI table 模式 zss/mmds/bcs 显示日期字段 2026-06-16 03:00:08 +08:00
Justin Gu b49cfd66f8 feat(sina): 新增新浪财报三表 — 三层接入(API/CLI/Web),独立数据源 2026-06-15 00:31:13 +08:00
Justin Gu 574b284dd5 fix(cninfo): URL 404 + type null + 表格截断 + PDF 下载(实测 601088 暴露) 2026-06-14 23:58:24 +08:00
Justin Gu 4b439920fc feat(cninfo): 新增巨潮公告检索 — 三层接入(API/CLI/Web),独立数据源 2026-06-14 23:29:19 +08:00
GitHubandClaude a6ed0eac16 docs: add quantitative guide, update README + CHANGELOG, bump v1.11.1
Co-Authored-By: Claude <noreply@anthropic.com>
2026-06-12 22:12:19 +08:00
GitHub b7b72b10d1 feat(portfolio): add optimizer, risk model, rebalance engine, CLI pfactor command, bump v1.13.0 2026-06-12 20:25:50 +08:00
GitHub 303964ea67 feat(factor): add analysis/transform exports, CLI analyze command, bump v1.12.0 2026-06-12 20:11:28 +08:00
GitHubandClaude d5fa572a43 style: ruff format factor module
Co-Authored-By: Claude <noreply@anthropic.com>
2026-06-12 19:58:34 +08:00
GitHub f47a6df776 feat(cli): add 'easy-tdx factor list' command 2026-06-12 19:55:40 +08:00
Justin Gu eb8a7a5675 feat(web): add FastAPI app factory, all routers, CLI serve command, and tests
- App factory with lifespan management and CORS middleware
- Market router: security list, quotes, market stat, fund-flow
- Bars router: kline, index kline, minute, transaction
- Finance router: xdxr, finance, company info, financial records
- Block router: block file parsing
- Chanlun router: POST /chanlun/analyze
- Realtime router: WebSocket /ws/realtime/{symbol}
- CLI: easy-tdx serve command
- 16 unit tests, all passing offline (no network)
2026-06-12 03:08:12 +08:00
GitHubandClaude Opus 4.8 e290ea3f21 feat: add board N-day change ranking (v1.9.10)
- Add get_board_change_ranking() to MacClient and AsyncMacClient
- Add 'board-change-ranking' CLI command (--type/--date/--days/--top/--asc)
- Calculate N-day price change from board index K-lines directly
- Default to listing all boards; --top N to truncate
- 12 unit tests covering calculation, edges, sorting

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-11 17:40:51 +08:00
Justin Gu 15cc7680c4 release: v1.9.7 — CLI全量集成(workers/cache/chanlun-level/portfolio/multi-level)+ bugfix 2026-06-11 03:57:48 +08:00
GitHubandClaude Opus 4.8 4dfd18050e 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>
2026-06-10 15:03:41 +08:00
Justin Gu 531d0c05bc fix: remove hardcoded version in 'version' command, read from importlib.metadata 2026-06-10 03:39:09 +08:00
Justin Gu 862f713483 feat: add 'run-all' CLI command for batch strategy backtesting (v1.9.3) 2026-06-10 03:24:31 +08:00
Justin Gu a3d6d93122 feat: strategy screener - scan all stocks by signal, rank by backtest performance (v1.9.2)
- Add 'screen' CLI command group with 'scan' and 'rank' subcommands
- scan: offline signal scanning from local .day files, zero network IO
- rank: backtest ranking of scanned signals by sharpe/drawdown/etc
- Two-step workflow: scan outputs JSON, rank reads JSON and evaluates
- Support --universe (all/sh/sz/custom file), --sort, --names
- Support pipe mode: scan ... | rank --from - --table
- New module: src/easy_tdx/screen/{scanner,ranker,cli}.py
- 20 unit tests (offline, no network required)
2026-06-10 03:03:03 +08:00
GitHubandClaude Opus 4.8 b44636207b release: v1.8.1 - single-source version, batch backtest detail output
- Consolidate version to pyproject.toml as single source of truth
- __init__.py, cli/__init__.py, docs/conf.py all read dynamically
- run_all_strategies.py now shows best strategy full trade details
- Update README changelog for 1.8.1

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 22:12:27 +08:00
GitHubandClaude Opus 4.8 b5b5d0dc5b release: v1.8.0 - backtest engine with batch strategy comparison
- Add backtest section to README with CLI usage and run_all_strategies.py demo
- Update all version numbers to 1.8.0 (pyproject.toml, __init__.py, cli/__init__.py, docs/conf.py)
- Fix turtle_breakout strategy: TAQ returns 3 values (UP, MID, DOWN)
- Add run_all_strategies.py batch comparison script
- Update README intro to highlight backtest feature
- Add backtest to CLI command table and architecture tree

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 20:35:38 +08:00
GitHubandClaude Opus 4.8 fc0777533e feat(backtest): add CLI command with auto data fetch and table output
- Created src/easy_tdx/backtest/cli.py with backtest command
- Supports --strategy-file to load Python strategy classes
- Supports --indicators to precompute technical indicators
- Supports --cash, --commission, --execution, --period, --adjust, --count options
- Supports json/table/csv output formats
- Auto-loads K-line data via get_mac_client()
- Registered backtest command in src/easy_tdx/cli/__init__.py
- Added tests/unit/test_backtest_cli.py with basic CLI tests

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 18:15:37 +08:00
Justin Gu fd4a1233b4 feat: add chanlun (ChanLun) technical analysis module, bump to v1.7.0
- New chanlun/ subpackage: K-line merge, fractal, bi/xianduan/zhongshu/mmd/beichi
- New 'easy-tdx chanlun' CLI command with JSON/table output
- MACD calculation (pure numpy, no extra dependencies)
- Multi-level analysis (MultiLevelAnalyser)
- Pipeline: DataFrame -> merge -> fractal -> bi -> zhongshu -> xd -> mmd -> beichi
- 49 offline unit tests covering all calculation steps
- Detailed README docs with output explanation
- Bump version: pyproject.toml 1.6.1 -> 1.7.0, cli 1.5.0 -> 1.7.0
2026-06-07 23:29:52 +08:00
Justin Gu 4cab9aa325 fix: route index files to get_index_bars() in sync-daily/sync-all
Root cause: _fetch_all_daily_bars used get_security_bars() for all files,
but index server responses have 4 extra bytes per record. Wrong parser
produced garbage dates like '12897-50-77' for sh000001, sh000300, etc.

Fix: add _is_index_code() to detect index codes by prefix (sh: 00/88/99,
sz: 39) and route to get_index_bars() accordingly.

Bumps version to 1.6.1.
2026-06-07 21:55:26 +08:00
Justin Gu d01b11fa74 feat: add offline data write-back and sync commands, bump to v1.6.0
- Add write_daily.py: encode/append daily bars to .day files
- Add write_ex_daily.py: encode/append extended market daily bars
- Add write_min_bar.py: encode/append minute bars (.5/.lc1/.lc5)
- Add sync-daily CLI: sync single stock with pagination support
- Add sync-all CLI: one-command sync for all SH/SZ .day files
- Update README with sync commands and Python write API docs
- 50 new unit tests covering encode round-trip, append dedup, edge cases
- Bump version 1.5.0 -> 1.6.0
2026-06-07 21:13:49 +08:00
Justin Gu b17e98468b feat: add offline CLI commands and bump version to v1.5.0
- New 'offline' command group with 8 subcommands: home, daily, min,
  ex-files, ex-daily, gbbq, financial, blocks
- No network required, reads local TDX data files directly
- Updated CLI examples and README with offline documentation
- Added v1.5.0 changelog entry
2026-06-02 12:30:24 +08:00
GitHubandClaude Opus 4.7 bcddf5a052 feat: add technical indicator calculation (30 indicators via MyTT), bump to 1.4.0
Integrate MyTT library to provide 30 technical indicators (MACD, KDJ, RSI,
BOLL, DMI, ATR, etc.) accessible via API and CLI with automatic EMA warm-up.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 16:05:40 +08:00
GitHubandClaude Opus 4.7 280af9ecf5 feat: add board-summary and board-ranking CLI commands, bump to 1.3.1
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 23:28:41 +08:00
GitHubandClaude Opus 4.7 72652b9f8b feat: add get_board_ranking() for board change-pct ranking
New MacClient/AsyncMacClient method that ranks all boards of a given
type (industry/concept) by change_pct, amount, main_net_amount, or vol.
Aggregates member quotes via get_board_summary() for each board.

Also bumps version to 1.3.0 and updates README + CLI version.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 22:46:52 +08:00
GitHubandClaude Opus 4.7 4820b4a049 feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client
- Add MacClient/AsyncMacClient with full MAC protocol support (quotes, kline
  with adjustment, tick charts, transactions, boards, capital flow, auction,
  unusual, symbol info, server info)
- Add MacExClient/AsyncMacExClient for extended markets (HK, US, futures)
- Add UnifiedTdxClient auto-routing between A-share and extended markets
- Add `easy-tdx` CLI tool with JSON default output, Agent-friendly
- Add field bitmap protocol for custom quote field selection
- Fix quote-list missing fields (default to BASIC+VOLUME preset)
- Add config.py with centralized host management and auto-discovery
- Add 50+ examples covering all APIs (01-20)
- Rewrite README with CLI-first, Agent-friendly documentation
- Bump version to 1.1.0

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-22 22:44:45 +08:00