aeroxw/easy-tdx
1
0
Fork 0
mirror of https://ghfast.top/https://github.com/aeroxw/easy-tdx.git synced 2026-09-12 20:24:16 +08:00
Code Issues Packages Projects Releases Wiki Activity
198 Commits 1 Branch 0 Tags
bc83ffa4ac6086c47c7aac3e85fbff4c445124b1
Commit Graph
106 Commits
Author SHA1 Message Date
GitHub bc83ffa4ac fix(tick_charts): 多日分时图 minutes>=1440 报 ValueError (Issue #10) 2026-07-01 16:22:57 +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
GitHub db83e7505d fix(security_quotes): 修复 ETF/指数实时行情价格被放大10倍 (Issue #8) 2026-06-29 22:15:28 +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 77104a32e3 fix(ci): mypy python_version 3.10 → 3.12 修复 numpy stub 语法错误 
根因：CI 的 mypy job 在 Python 3.13 下运行，安装的 numpy 2.x stub
使用 PEP 695 type 语句（3.12+ 语法），但 pyproject.toml 的
python_version="3.10" 让 mypy 按 3.10 语义解析，报
'Type statement is only supported in Python 3.12 and greater'。

修复：
- python_version 提升到 3.12（CI mypy job 实际跑 3.13，开发目标版本对齐）
- mypy/ruff 同步排除 gitignored 的 exchange_margin.py 本地脚本
- 顺带修复 market.py / test_screen.py 的 ruff format 漂移
 2026-06-25 03:46:57 +08:00
Justin Gu f36e2d6a6c feat(screen): v1.15.0 — 强势股排名 + 修复证券类型识别与名称分批查询 
新增：强势股排名（screen strength）
- 全市场按 5/20/60 日涨幅加权合成强势分，纯离线扫描
- 三种预设：steady(稳健)/breakout(妖股)/balanced(均衡)
- CLI: easy-tdx screen strength --preset steady --top 50 --table
- Web API: GET /api/v1/market/strength
- 支持自定义权重、成交额过滤、并发扫描

修复：
- _detect_security_type 代码段不全，ETF/基金/科创板/逆回购被误判为 A 股
- screen strength/rank 名称补齐超 80 只时末尾被丢弃（分批查询）

详见 CHANGELOG.md
 2026-06-25 03:33:13 +08:00
Justin Gu 85e0f8a65f feat(chanlun): 分钟级别日期自适应输出时分 YYYY-MM-DD HH:MM 2026-06-17 18:17:32 +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 28aad8a84c release: v1.14.2 — 缠论 JSON 可视化字段增强（中枢/买卖点/背驰补日期） 2026-06-16 02:51:52 +08:00
GitHubandClaude c54071e85e release: v1.14.1 — 高级回测 ExecutionModel 路径 3 个真实数据兼容 Bug 修复 
- datetime 类型分歧（致命）：Trade.datetime 转 int 与 PortfolioTracker 的 Timestamp key 失配，TWAP/VWAP/Limit 路径交易全部静默丢失、权益曲线恒定、收益归零
- volume 列名分歧：回测认 volume 而真实行情为 vol，滑点 volume 恒 0 退化百分比模式，VWAP 退化为等权
- date/datetime 列名分歧：日线返回 date 列引擎要 datetime，run() 入口由 date 派生下游无感兼容
新增 3 个回归测试（均红灯验证）。650 单测通过，backtest 模块 ruff + mypy strict 清洁。

Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-15 20:50:49 +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
Justin Gu a12c2122fc feat(indicator): 新增 SAR/VWAP/AROON 三指标 + 注册 FK（30 → 34） 2026-06-14 18:46:02 +08:00
Justin Gu 5fc398255d fix(types): 修复 CI mypy strict + ruff format 失败 
mypy (13 errors → 0):
- portfolio/optimizer: register_optimizer 返回类型改为 Callable 装饰器签名
  (原标注 type[WeightOptimizer] 导致 4 个子类 Too many arguments)
- factor/engine: _datetime_to_int 用 isinstance 收窄替代 object→int 强转
- factor/analysis: 删多余 type:ignore（改由 mypy override 统一处理 scipy）
- backtest/orders, execution: np.sqrt 表达式用 float() 包裹消除 no-any-return
- MyTT.pyi: MACD 签名删除错误的 LOW/HIGH 参数（与 MyTT.py 实际签名对齐）
- pyproject: 新增 scipy mypy override (ignore_missing_imports)

ruff format: 8 个 test 文件格式化

验证: 564 passed, mypy 192 文件零错误, ruff check/format 全绿
 2026-06-13 21:21:33 +08:00
Justin Gu 88638e82ad release: v1.11.5 — scipy 依赖声明 + 文档同步 + 工程化清理 
- pyproject: 新增 science 可选依赖组（scipy），dev 纳入 scipy；版本号 1.11.5
- factor/analysis: spearman 分支加 scipy 软依赖保护，缺失时友好报错
- mac/client: 板块排行吞异常处补 logger.debug
- CLAUDE.md: 架构章节补全 mac/ex/unified/portfolio/factor/offline/screen 子包
- .gitignore: 补全 .coverage、signals.json
- README: 补 1.11.5 changelog
 2026-06-13 21:10:35 +08:00
Justin Gu be41746aa9 fix(backtest): _find_bar_index 用 to_numpy().argmax() 取真实位置 
idxmax() 返回 index label，后续 iloc[] 按位置取行；当 df.index 非默认
RangeIndex 时 label != position，撮合会取错 K 线。两处分支统一改为位置索引。
新增 2 例非连续 index 回归测试。
 2026-06-13 21:10:15 +08:00
Justin Gu 095c88f735 fix(transport): ping 容错 TdxConnectionError，避免单台服务器拖垮测速 
ping_host 仅 except OSError，但握手期 _recv_exact_sock 抛的 TdxConnectionError
继承自 TdxError(Exception) 而非 OSError，逃出捕获后经 ping_all 的 fut.result()
重新抛出，导致非交易时间服务器 accept 后立即 FIN 时整个 easy-tdx ping 崩溃。
- ping_host: except (OSError, TdxConnectionError)，对齐 docstring 返回 None
- ping_all: fut.result() 加 try/except 防御层，单 host 失败只跳过不崩
- 新增 2 例回归测试
 2026-06-13 21:09:55 +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
GitHubandClaude 06f2e1f1a2 feat(backtest): add AttributionAnalyzer with Brinson, factor, cost attribution 
Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 21:10:50 +08:00
GitHub 0945e47990 feat(backtest): integrate SlippageModel + ExecutionModel into BacktestEngine 2026-06-12 21:04:24 +08:00
GitHub d18af98855 feat(backtest): add LimitExecution 2026-06-12 20:59:59 +08:00
GitHub fe68d9da95 feat(backtest): add TWAPExecution + VWAPExecution 2026-06-12 20:56:57 +08:00
GitHub 0772666be3 feat(backtest): add ExecutionModel ABC + ImmediateExecution 2026-06-12 20:53:07 +08:00
GitHub 6414c2cc11 feat(backtest): integrate SlippageModel into OrderSimulator 2026-06-12 20:50:42 +08:00
GitHub d081eeb265 feat(backtest): add SquareRootSlippage + VolumeSlippage 2026-06-12 20:47:03 +08:00
GitHub 4098af02bf feat(backtest): add SlippageModel ABC + FixedSlippage + PercentSlippage 2026-06-12 20:44:28 +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
GitHubandClaude e6a69d51e4 feat(portfolio): add optimizer, risk model, and rebalance engine 
- WeightOptimizer base class with registry (equal, factor_weighted, risk_parity, mean_variance)
- RiskModel with shrinkage covariance estimation and portfolio risk metrics
- RebalanceEngine for multi-period backtesting with commission/slippage
- 20 unit tests covering all components

Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 20:22:31 +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
GitHub 9d7bf84d5d feat(factor): add FactorAnalyzer with IC/quantile/turnover/decay analysis 2026-06-12 20:09:08 +08:00
GitHub c6f2580b73 feat(factor): add factor preprocessing pipeline (winsorize/zscore/rank/fill/orthogonalize) 2026-06-12 20:08:10 +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
GitHub d9bb37f750 feat(factor): wire up builtin factor auto-registration and export 2026-06-12 19:53:18 +08:00
GitHubandClaude c9be1f85d9 feat(factor): add 19 builtin factors (momentum/volatility/quality/volume/technical/chanlun/value) 
Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 19:50:05 +08:00
GitHubandClaude e766cace73 feat(factor): add FactorEngine with single/cross-section/forward-return compute 
Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 19:47:08 +08:00
GitHub 67d9963f20 feat(factor): add Factor base class and registry 2026-06-12 19:43:54 +08:00
GitHubandClaude de2b37e1e3 fix(web): use redoc@2.2.0 standalone bundle (v3 is ESM-only) 
Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 17:06:54 +08:00
GitHubandClaude 79c81cc3b6 fix(web): override redoc endpoint with pinned JS v3.0.0-rc.0 
FastAPI does not accept redoc_js_url as a constructor param — the old
approach silently ignored it, leaving the default redoc@next CDN URL
(which returns 404). Manually register /redoc with get_redoc_html()
using the fixed v3.0.0-rc.0 bundle URL.

Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 17:05:25 +08:00
GitHubandClaude 9848d754a8 fix(web): use redoc@3.0.0-rc.0 bundle 
Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 16:55:21 +08:00
GitHubandClaude 0d673f1972 fix(web): pin ReDoc JS to v2.1.3 (cdn redoc@next returns 404) 
Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 16:54:03 +08:00
GitHubandClaude 46c5d3cc05 fix(web): guard MAC client None + filter _raw bytes from Ex responses 
- get_mac_client() now raises TdxConnectionError (503) when MAC client
  is None, matching get_ex_client() behavior. Previously returned None
  causing AttributeError (500) on all 12 MAC endpoints.
- _records_to_df_resp() filters out internal _raw: bytes fields from
  Ex dataclass models. Previously asdict() included binary protocol
  data that is not JSON-serializable and would cause 500 errors.

Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 16:51:47 +08:00
GitHubandClaude d17895e92b feat(web): full Web API parity with CLI — 18 new endpoints (v1.10.2) 
- Board analysis: list/members/belong/summary/ranking/change-ranking (6)
- Capital flow, symbol info, server info (3)
- Quote list, auction, unusual (3)
- Extended market: bars/quote/minute/transaction (4)
- Technical indicators: list + compute (2)
- Multi-client DI: AsyncMacClient + AsyncExTdxClient lifecycle
- 6 MAC enum converters, DictResponse, ComputeIndicatorsRequest schemas
- Web API endpoints: 22 → 40

Co-Authored-By: Claude <noreply@anthropic.com>
 2026-06-12 16:46:48 +08:00
Justin Gu 0e74752701 fix(web): validate market/category input — support lowercase, reject invalid with 400 
Root cause: _market_from_str/_market/_category in routers used bare
MarketEnum[key]/Market[key] without .upper() or try/except, so
lowercase or invalid values (sz, ZZZ) threw uncaught KeyError → 500.

Fix: extract shared convert.py with market_from_str/category_from_str
that do .upper() + ValueError on invalid input.  All 4 routers updated.
4 regression tests added for case-insensitive and invalid input.
 2026-06-12 03:26:29 +08:00
Justin Gu 9d7a9161f7 fix(web): remove TYPE_CHECKING guard for AsyncTdxClient in deps.py 
The typing.cast(AsyncTdxClient, ...) evaluated AsyncTdxClient at
runtime, but the import was gated behind TYPE_CHECKING, causing
NameError in production.  Direct import is safe here — web module
already depends on easy_tdx core.
 2026-06-12 03:21:39 +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