Commit Graph
8 Commits
Author SHA1 Message Date
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
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 1e99feb7c2 feat: multi-factor combo backtest engine (v1.9.0)
- Add backtest/combo.py: CombinationRunner, extract_factor_signals, combine_masks
- Signal merge modes: AND / OR / MAJORITY (majority default)
- CLI: --combo-strategies and --combo-mode for easy-tdx backtest
- run_all_strategies.py: --combo 2 --combo 3 auto-screen best combos
- Fix MyTT MFI/CR divide-by-zero RuntimeWarning
- 14 new unit tests, 328 total passing
2026-06-10 01:37:28 +08:00
GitHubandClaude Opus 4.8 8d68e9c094 docs: add backtest engine design spec
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 16:05:17 +08:00
Justin Gu 07c1eca5e8 docs: add V4.0 version note for ZHUOYAO/BIAS_SIGNAL in MyTT.py 2026-06-02 12:06:55 +08:00
GitHubandClaude Opus 4.7 4c5817f7b0 feat: add BIAS_SIGNAL indicator (30-day bias with signal lines)
Add BIAS_SIGNAL indicator derived from TongDaXin's 30-day bias formula.
Outputs BS_X (raw bias), BS_SMA (short signal line), BS_LMA (long signal
line) for trend direction and reversal detection via asymmetric bull/bear
logic.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 22:31:17 +08:00
GitHubandClaude Opus 4.7 3410b922ad fix: include ZHUOYAO function in MyTT.py (missing from 1.4.1 release)
The 1.4.1 commit added the indicator registry entry in indicator.py but
forgot to include the actual ZHUOYAO() function definition in MyTT.py.
Also includes lint cleanups (trailing semicolons, import formatting).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 18:07:31 +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