Commit Graph
25 Commits
Author SHA1 Message Date
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